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:  March 31, 2005

Check here if Amendment [ X ]:  Amendment Number:  _1_
  This Amendment (Check only one.):         [ X ] is a restatement.
                                            [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

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

Form 13F File Number 28-11246

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

Person Signing this Report on Behalf of Reporting Manager:

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

Signature, Place, and Date of Signing:

   /s/ HAL LIEBES          New York, New York        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:        11,276

Form 13F Information Table Value Total:   125,725,778
                                          (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     1000SH            DEFINED      25             0       0    1000
ABC BANCORP                      COMMON   000400101        474    28040SH            DEFINED      16         16160       0   11880
ABC BANCORP                      COMMON   000400101         10      600SH            DEFINED      16,15        600       0       0
ABC BANCORP                      COMMON   000400101        156     9240SH            DEFINED      5,16        9240       0       0
ADC TELECOMMUNICATIONS INC       COMMON   000886101        156    78486SH            DEFINED      16         78486       0       0
ADC TELECOMMUNICATIONS INC       COMMON   000886101          7     3300SH            DEFINED      25             0       0    3300
ACM INCOME FUND INC CF           COMMON   000912105         33     4105SH            DEFINED      25             0       0    4105
ACM MANAGED INCOME FUND CF       COMMON   000919100          1      204SH            DEFINED      25             0       0     204
ABN AMRO HOLDING NV ADR          COMMON   000937102      18242   735271SH            DEFINED      13        712716       0   22555
ABN AMRO HOLDING NV ADR          COMMON   000937102      19709   794402SH            DEFINED      16        766115       0   28287
ABN AMRO HOLDING NV ADR          COMMON   000937102          3      130SH            DEFINED      25             0       0     130
ABN AMRO HOLDING NV ADR          COMMON   000937102          0        7SH            DEFINED      7              7       0       0
AES TRUST VII CVT PFD 6.0        CONVERT  00103V305       9445   192750SH            DEFINED      1         192750       0       0
AES TRUST VII CVT PFD 6.0        CONVERT  00103V305        110     2250SH            DEFINED      2,23        2250       0       0
AEW REAL ESTATE INCOME FUND CF   COMMON   00104H107       1716   100000SH            DEFINED      16        100000       0       0
AFLAC INC                        COMMON   001055102       6667   178935SH            DEFINED      1         178100       0     835
AFLAC INC                        COMMON   001055102      27030   725450SH            DEFINED      1,2       725450       0       0
AFLAC INC                        COMMON   001055102       1886    50628SH            DEFINED      16         50583       0      45
AFLAC INC                        COMMON   001055102       4553   122200SH            DEFINED      2         122200       0       0
AFLAC INC                        COMMON   001055102        842    22607SH            DEFINED      24         22607       0       0
AFLAC INC                        COMMON   001055102        820    22005SH            DEFINED      25          7065       0   14940
AFLAC INC                        COMMON   001055102          7      200SH            DEFINED      4            200       0       0
AFLAC INC                        COMMON   001055102        792    21245SH            DEFINED      6          21245       0       0
AFLAC INC                        COMMON   001055102       9206   247064SH            DEFINED      7         247064       0       0
AFLAC INC                        COMMON   001055102        656    17608SH            DEFINED      9          17608       0       0
AGCO CORP                        COMMON   001084102      45521  2494275SH            DEFINED      10       2494275       0       0
AGCO CORP                        COMMON   001084102       1533    84000SH            DEFINED      10,23      84000       0       0
AGL RESOURCES INC                COMMON   001204106        276     7900SH            DEFINED      7           7900       0       0
AES CORPORATION                  COMMON   00130H105       8473   517300SH            DEFINED      10,16     517300       0       0
AES CORPORATION                  COMMON   00130H105        187    11400SH            DEFINED      10,8       11400       0       0
AES CORPORATION                  COMMON   00130H105      38953  2378106SH            DEFINED      16       2188406       0  154600
AES CORPORATION                  COMMON   00130H105        288    17600SH            DEFINED      16,15      17600       0       0
AES CORPORATION                  COMMON   00130H105       1957   119500SH            DEFINED      16,9      119500       0       0
AES CORPORATION                  COMMON   00130H105        227    13869SH            DEFINED      24         13869       0       0
AES CORPORATION                  COMMON   00130H105        198    12116SH            DEFINED      25          1500       0   10616
AES CORPORATION                  COMMON   00130H105        513    31300SH            DEFINED      5,16       31300       0       0
AES CORPORATION                  COMMON   00130H105         45     2752SH            DEFINED      7           2752       0       0
AES CORPORATION                  COMMON   00130H105        529    32285SH            DEFINED      9          32285       0       0
AES CORPORATION                  COMMON   00130H105         19     1166SH            DEFINED      9,11        1166       0       0
AES CORPORATION CVT(AES) 4.5 0   CONVERT  00130HAN5         60    60000SH            DEFINED      25             0       0   60000
AK STEEL HOLDING CORP            COMMON   001547108       5193   469500SH            DEFINED      16        277200       0  192300
AK STEEL HOLDING CORP            COMMON   001547108        103     9300SH            DEFINED      16,15       9300       0       0
AK STEEL HOLDING CORP            COMMON   001547108       2004   181200SH            DEFINED      5,16      181200       0       0
AK STEEL HOLDING CORP            COMMON   001547108         48     4325SH            DEFINED      7           4325       0       0
AMB PROPERTY CORP                COMMON   00163T109       7218   190965SH            DEFINED      16        112600       0   78365
AMLI RESIDENTIAL PROPERTIES      COMMON   001735109       6119   223400SH            DEFINED      16        195500       0   27900
AMLI RESIDENTIAL PROPERTIES      COMMON   001735109         90     3300SH            DEFINED      5,16        3300       0       0
AMN HEALTHCARE SERVICE           COMMON   001744101       2264   142300SH            DEFINED      16         97000       0   45300
AMN HEALTHCARE SERVICE           COMMON   001744101         35     2200SH            DEFINED      16,15       2200       0       0
AMN HEALTHCARE SERVICE           COMMON   001744101        690    43400SH            DEFINED      5,16       43400       0       0
ATI TECHNOLOGIES INC             COMMON   001941103      66686  3856900SH            DEFINED      1        3856900       0       0
ATI TECHNOLOGIES INC             COMMON   001941103        963    55700SH            DEFINED      16         35000       0   20700
ATI TECHNOLOGIES INC             COMMON   001941103       1509    87300SH            DEFINED      16,23      87300       0       0
ATI TECHNOLOGIES INC             COMMON   001941103       5308   307000SH            DEFINED      2         282100       0   24900
ATI TECHNOLOGIES INC             COMMON   001941103       1037    60000SH            DEFINED      21         60000       0       0
ATI TECHNOLOGIES INC             COMMON   001941103          7      400SH            DEFINED      7            400       0       0
ATI TECHNOLOGIES INC             COMMON   001941103        142     8236SH            DEFINED      9           8236       0       0
AT&T CORP                        COMMON   001957505       3634   193800SH            DEFINED      10,16     193800       0       0
AT&T CORP                        COMMON   001957505        939    50100SH            DEFINED      13         50100       0       0
AT&T CORP                        COMMON   001957505        326    17400SH            DEFINED      13,15      17400       0       0
AT&T CORP                        COMMON   001957505      24064  1283436SH            DEFINED      16       1245668       0   34758
AT&T CORP                        COMMON   001957505        876    46700SH            DEFINED      16,9       46700       0       0
AT&T CORP                        COMMON   001957505        126     6700SH            DEFINED      24          6700       0       0
AT&T CORP                        COMMON   001957505         65     3492SH            DEFINED      25           300       0    3192
AT&T CORP                        COMMON   001957505        516    27495SH            DEFINED      5,16           0       0   27495
AT&T CORP                        COMMON   001957505          6      315SH            DEFINED      6            315       0       0
AT&T CORP                        COMMON   001957505         47     2529SH            DEFINED      7           2529       0       0
AT&T CORP                        COMMON   001957505        522    27836SH            DEFINED      9          27836       0       0



                                                                                          
ATMI INC                         COMMON   00207R101       8481   338700SH            DEFINED      1         338700       0       0
ATMI INC                         COMMON   00207R101        188     7500SH            DEFINED      16          7500       0       0
ATMI INC                         COMMON   00207R101        458    18300SH            DEFINED      16,23      18300       0       0
ATMI INC                         COMMON   00207R101         49     1970SH            DEFINED      25             0       0    1970
ATMI INC                         COMMON   00207R101       7058   281856SH            DEFINED      7         281856       0       0
ATS MEDICAL INC                  COMMON   002083103       4435  1215100SH            DEFINED      1        1215100       0       0
ATS MEDICAL INC                  COMMON   002083103        273    74700SH            DEFINED      16         74700       0       0
ATS MEDICAL INC                  COMMON   002083103        674   184600SH            DEFINED      16,23     184600       0       0
ATS MEDICAL INC                  COMMON   002083103        250    68400SH            DEFINED      2          68400       0       0
AU OPTRONICS CORP ADR            COMMON   002255107       1425    97200SH            DEFINED      16         97200       0       0
AU OPTRONICS CORP ADR            COMMON   002255107          0        2SH            DEFINED      4              2       0       0
AU OPTRONICS CORP ADR            COMMON   002255107       1816   123900SH            DEFINED      5,13      123900       0       0
AVX CORP                         COMMON   002444107         25     2000SH            DEFINED      7           2000       0       0
AARON RENTS INC                  COMMON   002535201        227    11352SH            DEFINED      7          11352       0       0
AARON RENTS INC-CL A             COMMON   002535300         93     5230SH            DEFINED      7           5230       0       0
AAMES INVESTMENT CORP            COMMON   00253G108      24071  2935500SH            DEFINED      1        2935500       0       0
AAMES INVESTMENT CORP            COMMON   00253G108        255    31100SH            DEFINED      16             0       0   31100
AAMES INVESTMENT CORP            COMMON   00253G108       1752   213700SH            DEFINED      2         176000       0   37700
ABBOTT LABORATORIES              COMMON   002824100       3627    77800SH            DEFINED      1          77800       0       0
ABBOTT LABORATORIES              COMMON   002824100       3622    77700SH            DEFINED      10,16      77700       0       0
ABBOTT LABORATORIES              COMMON   002824100        182     3900SH            DEFINED      10,8        3900       0       0
ABBOTT LABORATORIES              COMMON   002824100      70124  1504166SH            DEFINED      16       1319436       0  183660
ABBOTT LABORATORIES              COMMON   002824100        284     6100SH            DEFINED      16,15       6100       0       0
ABBOTT LABORATORIES              COMMON   002824100       4075    87400SH            DEFINED      16,9       87400       0       0
ABBOTT LABORATORIES              COMMON   002824100        463     9925SH            DEFINED      24          9925       0       0
ABBOTT LABORATORIES              COMMON   002824100      26313   564407SH            DEFINED      25         69353       0  495054
ABBOTT LABORATORIES              COMMON   002824100      26491   568240SH            DEFINED      3         568240       0       0
ABBOTT LABORATORIES              COMMON   002824100          0        1SH            DEFINED      4              1       0       0
ABBOTT LABORATORIES              COMMON   002824100       2159    46300SH            DEFINED      5,16       38390       0    7910
ABBOTT LABORATORIES              COMMON   002824100       6932   148685SH            DEFINED      7         148685       0       0
ABBOTT LABORATORIES              COMMON   002824100       2577    55285SH            DEFINED      9          55285       0       0
ABBOTT LABORATORIES              COMMON   002824100         25      543SH            DEFINED      9,11         543       0       0
ABER DIAMOND CORP                COMMON   002893105       4246   140000SH            DEFINED      1         140000       0       0
ABER DIAMOND CORP                COMMON   002893105       1177    38800SH            DEFINED      1,3        38800       0       0
ABER DIAMOND CORP                COMMON   002893105       1547    51000SH            DEFINED      3          51000       0       0
ABERCROMBIE & FITCH CO CL A      COMMON   002896207      63897  1116300SH            DEFINED      1        1116300       0       0
ABERCROMBIE & FITCH CO CL A      COMMON   002896207      28620   500000SH            DEFINED      1,2       500000       0       0
ABERCROMBIE & FITCH CO CL A      COMMON   002896207       5318    92900SH            DEFINED      10,16      92900       0       0
ABERCROMBIE & FITCH CO CL A      COMMON   002896207        103     1800SH            DEFINED      10,8        1800       0       0
ABERCROMBIE & FITCH CO CL A      COMMON   002896207        223     3900SH            DEFINED      12,9        3900       0       0
ABERCROMBIE & FITCH CO CL A      COMMON   002896207      18900   330186SH            DEFINED      16        280186       0   39400
ABERCROMBIE & FITCH CO CL A      COMMON   002896207        160     2800SH            DEFINED      16,15       2800       0       0
ABERCROMBIE & FITCH CO CL A      COMMON   002896207       1116    19500SH            DEFINED      16,9       19500       0       0
ABERCROMBIE & FITCH CO CL A      COMMON   002896207       9000   157240SH            DEFINED      2         145040       0   12200
ABERCROMBIE & FITCH CO CL A      COMMON   002896207        211     3692SH            DEFINED      24          3692       0       0
ABERCROMBIE & FITCH CO CL A      COMMON   002896207         51      892SH            DEFINED      4            892       0       0
ABERCROMBIE & FITCH CO CL A      COMMON   002896207        332     5800SH            DEFINED      5,16        5800       0       0
ABERCROMBIE & FITCH CO CL A      COMMON   002896207        729    12744SH            DEFINED      9          12744       0       0
ABERCROMBIE & FITCH CO CL A      COMMON   002896207        355     6195SH            DEFINED      9,10        6195       0       0
ABERCROMBIE & FITCH CO CL A      COMMON   002896207        155     2700SH            DEFINED      9,14        2700       0       0
ABIOMED INC                      COMMON   003654100          1      130SH            DEFINED      7            130       0       0
ABITIBI-CONSOLIDATED INC         COMMON   003924107          2      360SH            DEFINED      7            360       0       0
ABITIBI-CONSOLIDATED INC         COMMON   003924107        106    22933SH            DEFINED      9          22933       0       0
ACADIA REALTY TRUST              COMMON   004239109       1608   100000SH            DEFINED      1         100000       0       0
ACADIA REALTY TRUST              COMMON   004239109       2512   156200SH            DEFINED      16         95800       0   60400
ACADIA REALTY TRUST              COMMON   004239109         47     2900SH            DEFINED      16,15       2900       0       0
ACADIA REALTY TRUST              COMMON   004239109        643    40000SH            DEFINED      5,16       40000       0       0
ACCREDITED HOME LENDERS          COMMON   00437P107       1496    41300SH            DEFINED      16         24800       0   16500
ACCREDITED HOME LENDERS          COMMON   00437P107         29      800SH            DEFINED      16,15        800       0       0
ACCREDITED HOME LENDERS          COMMON   00437P107        152     4200SH            DEFINED      5,16        4200       0       0
ACCREDO HEALTH INC               COMMON   00437V104      23160   521500SH            DEFINED      1         521500       0       0
ACCREDO HEALTH INC               COMMON   00437V104        107     2400SH            DEFINED      16          2400       0       0
ACCREDO HEALTH INC               COMMON   00437V104       9177   206649SH            DEFINED      2         206649       0       0
ACE CASH EXPRESS INC             COMMON   004403101       4502   197900SH            DEFINED      1         197900       0       0
ACTIVISION INC                   COMMON   004930202      12292   830533SH            DEFINED      1         830533       0       0
ACTIVISION INC                   COMMON   004930202       3866   261198SH            DEFINED      16        230399       0   18933



                                                                                          
ACTIVISION INC                   COMMON   004930202       1269    85733SH            DEFINED      16,23      85733       0       0
ACTIVISION INC                   COMMON   004930202          9      588SH            DEFINED      25             0       0     588
ACTIVISION INC                   COMMON   004930202         28     1867SH            DEFINED      5,16        1867       0       0
ACTIVISION INC                   COMMON   004930202         68     4620SH            DEFINED      7           4620       0       0
ACTUANT CORP CL A                COMMON   00508X203       9842   219100SH            DEFINED      1         219100       0       0
ACTUANT CORP CL A                COMMON   00508X203       3670    81700SH            DEFINED      2          81700       0       0
ACUITY BRANDS INC                COMMON   00508Y102         22      809SH            DEFINED      7            809       0       0
ACXIOM CORP                      COMMON   005125109      16858   805450SH            DEFINED      1         805450       0       0
ACXIOM CORP                      COMMON   005125109       6984   333700SH            DEFINED      16        291800       0   26800
ACXIOM CORP                      COMMON   005125109        241    11500SH            DEFINED      16,9       11500       0       0
ACXIOM CORP                      COMMON   005125109       1875    89600SH            DEFINED      2          89600       0       0
ACXIOM CORP                      COMMON   005125109         48     2300SH            DEFINED      5,16        2300       0       0
ADA-ES INC                       COMMON   005208103         48     2000SH            DEFINED      25             0       0    2000
ADAMS EXPRESS COMPANY CF         COMMON   006212104          8      628SH            DEFINED      7            628       0       0
ADEZA BIOMEDICAL CORP            COMMON   006864102       4074   334500SH            DEFINED      1         334500       0       0
ADEZA BIOMEDICAL CORP            COMMON   006864102       3840   315300SH            DEFINED      10        315300       0       0
ADEZA BIOMEDICAL CORP            COMMON   006864102        737    60500SH            DEFINED      10,23      60500       0       0
ADESA INC                        COMMON   00686U104          9      400SH            DEFINED      25           400       0       0
ADMINISTAFF INC                  COMMON   007094105       1388    95100SH            DEFINED      16         49600       0   45500
ADMINISTAFF INC                  COMMON   007094105         32     2200SH            DEFINED      16,15       2200       0       0
ADMINISTAFF INC                  COMMON   007094105        171    11700SH            DEFINED      5,16       11700       0       0
ADOBE SYSTEMS INC                COMMON   00724F101      75368  1122050SH            DEFINED      1        1122050       0       0
ADOBE SYSTEMS INC                COMMON   00724F101      50686   754600SH            DEFINED      1,2       754600       0       0
ADOBE SYSTEMS INC                COMMON   00724F101      10438   155400SH            DEFINED      1,3       155400       0       0
ADOBE SYSTEMS INC                COMMON   00724F101        525     7810SH            DEFINED      10,16       7810       0       0
ADOBE SYSTEMS INC                COMMON   00724F101       4487    66800SH            DEFINED      10,2       66800       0       0
ADOBE SYSTEMS INC                COMMON   00724F101       3155    46970SH            DEFINED      16         44070       0    2900
ADOBE SYSTEMS INC                COMMON   00724F101        490     7300SH            DEFINED      16,9        7300       0       0
ADOBE SYSTEMS INC                COMMON   00724F101      14199   211390SH            DEFINED      2         211390       0       0
ADOBE SYSTEMS INC                COMMON   00724F101        955    14218SH            DEFINED      24         14218       0       0
ADOBE SYSTEMS INC                COMMON   00724F101       2123    31600SH            DEFINED      25             0       0   31600
ADOBE SYSTEMS INC                COMMON   00724F101         50      741SH            DEFINED      4            741       0       0
ADOBE SYSTEMS INC                COMMON   00724F101         40      590SH            DEFINED      7            590       0       0
ADOBE SYSTEMS INC                COMMON   00724F101        596     8880SH            DEFINED      9           8880       0       0
ADTRAN INC                       COMMON   00738A106      11069   627500SH            DEFINED      1         627500       0       0
ADTRAN INC                       COMMON   00738A106       1099    62300SH            DEFINED      10,2       62300       0       0
ADTRAN INC                       COMMON   00738A106       1379    78200SH            DEFINED      2          78200       0       0
ADVANCE DISPLAY TECH INC         COMMON   007422306          0       80SH            DEFINED      7             80       0       0
ADVANCE AUTO PARTS               COMMON   00751Y106      46873   929100SH            DEFINED      1         929100       0       0
ADVANCE AUTO PARTS               COMMON   00751Y106        479     9500SH            DEFINED      16             0       0    9500
ADVANCE AUTO PARTS               COMMON   00751Y106       3108    61600SH            DEFINED      2          50000       0   11600
ADVANCED MAGNETICS INC           COMMON   00753P103         19     2200SH            DEFINED      25             0       0    2200
ADVO INC                         COMMON   007585102      11110   296650SH            DEFINED      3         296650       0       0
ADVO INC                         COMMON   007585102         53     1425SH            DEFINED      7           1425       0       0
ADVISORY BOARD CO/ THE           COMMON   00762W107       8740   200000SH            DEFINED      1         200000       0       0
ADVISORY BOARD CO/ THE           COMMON   00762W107       3352    76700SH            DEFINED      2          76700       0       0
ADVANCED MEDICAL OPTICS          COMMON   00763M108      27005   745800SH            DEFINED      1         745800       0       0
ADVANCED MEDICAL OPTICS          COMMON   00763M108         72     2000SH            DEFINED      12,2        2000       0       0
ADVANCED MEDICAL OPTICS          COMMON   00763M108        275     7600SH            DEFINED      16          7600       0       0
ADVANCED MEDICAL OPTICS          COMMON   00763M108        710    19600SH            DEFINED      16,23      19600       0       0
ADVANCED MEDICAL OPTICS          COMMON   00763M108       3085    85200SH            DEFINED      2          85200       0       0
ADVANCED MEDICAL OPTICS          COMMON   00763M108          2       66SH            DEFINED      7             66       0       0
AEROFLEX INC                     COMMON   007768104      16421  1760020SH            DEFINED      1        1760020       0       0
AEROFLEX INC                     COMMON   007768104         17     1800SH            DEFINED      7           1800       0       0
AEROPOSTALE INC                  COMMON   007865108      31379   958150SH            DEFINED      1         958150       0       0
AEROPOSTALE INC                  COMMON   007865108       1127    34400SH            DEFINED      10,2       34400       0       0
AEROPOSTALE INC                  COMMON   007865108      14197   433500SH            DEFINED      16        348900       0   68100
AEROPOSTALE INC                  COMMON   007865108         66     2000SH            DEFINED      16,15       2000       0       0
AEROPOSTALE INC                  COMMON   007865108        285     8700SH            DEFINED      16,9        8700       0       0
AEROPOSTALE INC                  COMMON   007865108       9258   282700SH            DEFINED      2         282700       0       0
AEROPOSTALE INC                  COMMON   007865108        442    13500SH            DEFINED      5,16       13500       0       0
ADVANCED MICRO DEVICES           COMMON   007903107        615    38135SH            DEFINED      16         38135       0       0
ADVANCED MICRO DEVICES           COMMON   007903107         32     2000SH            DEFINED      25             0       0    2000
ADVANCED MICRO DEVICES           COMMON   007903107        112     6949SH            DEFINED      9           6949       0       0
AEGON NV AMER REG SHR            COMMON   007924103      15198  1129145SH            DEFINED      13       1077655       0   51490
AEGON NV AMER REG SHR            COMMON   007924103      45023  3344960SH            DEFINED      16       3229930       0  115030



                                                                                          
AEGON NV AMER REG SHR            COMMON   007924103        152    11300SH            DEFINED      4          11300       0       0
AEGON NV AMER REG SHR            COMMON   007924103       1169    86871SH            DEFINED      7          86871       0       0
ADVANCED VIRAL RESEARCH CORP     COMMON   007928104          3    25000SH            DEFINED      7          25000       0       0
ADVANTA CORP CL B                COMMON   007942204       5290   230000SH            DEFINED      1         230000       0       0
ADVANTA CORP CL B                COMMON   007942204         45     1950SH            DEFINED      7           1950       0       0
AES TRUST III CVT PFD 6.75       CONVERT  00808N202         48     1000SH            DEFINED      25             0       0    1000
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108     144080  1922352SH            DEFINED      1        1922352       0       0
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108     108153  1443000SH            DEFINED      1,2      1443000       0       0
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108       5524    73700SH            DEFINED      1,3        73700       0       0
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108      12236   163260SH            DEFINED      10,16     163260       0       0
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108        540     7200SH            DEFINED      10,8        7200       0       0
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108      36179   482710SH            DEFINED      16        443110       0   39600
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108        824    11000SH            DEFINED      16,15      11000       0       0
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108       1409    18800SH            DEFINED      16,23      18800       0       0
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108       1117    14900SH            DEFINED      16,9       14900       0       0
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108      15150   202140SH            DEFINED      2         202140       0       0
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108        330     4400SH            DEFINED      21          4400       0       0
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108        302     4036SH            DEFINED      24          4036       0       0
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108       1098    14648SH            DEFINED      25          7028       0    7620
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108         67      889SH            DEFINED      4            889       0       0
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108       1214    16200SH            DEFINED      5,16       16200       0       0
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108       1950    26020SH            DEFINED      6          26020       0       0
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108      19550   260838SH            DEFINED      7         260838       0       0
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108        810    10810SH            DEFINED      9          10810       0       0
AFFILIATED COMPUTER SVCS CL A    COMMON   008190100      28989   544500SH            DEFINED      1         544500       0       0
AFFILIATED COMPUTER SVCS CL A    COMMON   008190100       7092   133213SH            DEFINED      16        131788       0    1425
AFFILIATED COMPUTER SVCS CL A    COMMON   008190100       3343    62800SH            DEFINED      2          62800       0       0
AFFILIATED COMPUTER SVCS CL A    COMMON   008190100      42579   799757SH            DEFINED      25        134480       0  665277
AFFILIATED COMPUTER SVCS CL A    COMMON   008190100          1       19SH            DEFINED      4             19       0       0
AFFILIATED COMPUTER SVCS CL A    COMMON   008190100        302     5670SH            DEFINED      5,16           0       0    5670
AFFILIATED COMPUTER SVCS CL A    COMMON   008190100       1477    27740SH            DEFINED      6          27740       0       0
AFFILIATED COMPUTER SVCS CL A    COMMON   008190100      36186   679676SH            DEFINED      7         679676       0       0
AFFILIATED MANAGERS GROUP        COMMON   008252108      43500   701275SH            DEFINED      1         701275       0       0
AFFILIATED MANAGERS GROUP        COMMON   008252108       2270    36600SH            DEFINED      16         19100       0   17500
AFFILIATED MANAGERS GROUP        COMMON   008252108         50      800SH            DEFINED      16,15        800       0       0
AFFILIATED MANAGERS GROUP        COMMON   008252108       6997   112800SH            DEFINED      2         112800       0       0
AFFILIATED MANAGERS GROUP        COMMON   008252108        285     4600SH            DEFINED      5,16        4600       0       0
AFFYMETRIX INC                   COMMON   00826T108      39227   916300SH            DEFINED      1         916300       0       0
AFFYMETRIX INC                   COMMON   00826T108      35143   820900SH            DEFINED      16        732000       0   64600
AFFYMETRIX INC                   COMMON   00826T108        801    18700SH            DEFINED      16,9       18700       0       0
AFFYMETRIX INC                   COMMON   00826T108       7868   183800SH            DEFINED      2         176700       0    7100
AFFYMETRIX INC                   COMMON   00826T108          4      100SH            DEFINED      25             0       0     100
AFFYMETRIX INC                   COMMON   00826T108       3425    80000SH            DEFINED      3          80000       0       0
AFFYMETRIX INC                   COMMON   00826T108        158     3700SH            DEFINED      5,16        3700       0       0
AFFORDABLE RESIDENTIAL COMMU     COMMON   008273104       1013    80100SH            DEFINED      16         27100       0   53000
AGERE SYSTEMS INC CL A           COMMON   00845V100       4003  2799500SH            DEFINED      10       2799500       0       0
AGERE SYSTEMS INC CL A           COMMON   00845V100        849   593400SH            DEFINED      10,23     593400       0       0
AGERE SYSTEMS INC CL A           COMMON   00845V100          0        0SH            DEFINED      16             0       0       0
AGERE SYSTEMS INC CL A           COMMON   00845V100          3     2243SH            DEFINED      19             0       0    2243
AGERE SYSTEMS INC CL A           COMMON   00845V100          0       58SH            DEFINED      25             4       0      54
AGERE SYSTEMS INC CL A           COMMON   00845V100          0       29SH            DEFINED      6             29       0       0
AGERE SYSTEMS INC CL A           COMMON   00845V100          0       18SH            DEFINED      7             18       0       0
AGERE SYSTEMS INC CL B           COMMON   00845V209          0       12SH            DEFINED      16            12       0       0
AGERE SYSTEMS INC CL B           COMMON   00845V209         78    55046SH            DEFINED      19             0       0   55046
AGERE SYSTEMS INC CL B           COMMON   00845V209          1     1026SH            DEFINED      25             0       0    1026
AGERE SYSTEMS INC CL B           COMMON   00845V209          1      732SH            DEFINED      6            732       0       0
AGERE SYSTEMS INC CL B           COMMON   00845V209          1      481SH            DEFINED      7            481       0       0
AGILENT TECHNOLOGIES INC         COMMON   00846U101      50343  2267700SH            DEFINED      1        2267700       0       0
AGILENT TECHNOLOGIES INC         COMMON   00846U101        122     5500SH            DEFINED      1,3         5500       0       0
AGILENT TECHNOLOGIES INC         COMMON   00846U101       1766    79567SH            DEFINED      16         79567       0       0
AGILENT TECHNOLOGIES INC         COMMON   00846U101       4493   202380SH            DEFINED      2         202380       0       0
AGILENT TECHNOLOGIES INC         COMMON   00846U101        222    10000SH            DEFINED      21         10000       0       0
AGILENT TECHNOLOGIES INC         COMMON   00846U101        512    23066SH            DEFINED      25             0       0   23066
AGILENT TECHNOLOGIES INC         COMMON   00846U101      24531  1105016SH            DEFINED      4        1105016       0       0
AGILENT TECHNOLOGIES INC         COMMON   00846U101        226    10200SH            DEFINED      5,2        10200       0       0
AGILENT TECHNOLOGIES INC         COMMON   00846U101        104     4688SH            DEFINED      7           4688       0       0
AGILENT TECHNOLOGIES INC         COMMON   00846U101        329    14822SH            DEFINED      9          14822       0       0



                                                                                          
AGILE SOFTWARE CORP DE           COMMON   00846X105         63     8652SH            DEFINED      25             0       0    8652
AGNICO-EAGLE MINES LTD           COMMON   008474108       2910   200000SH            DEFINED      1         200000       0       0
AGNICO-EAGLE MINES LTD           COMMON   008474108        582    40000SH            DEFINED      2          40000       0       0
AGNICO-EAGLE MINES LTD           COMMON   008474108         15     1000SH            DEFINED      25             0       0    1000
AGILYSYS INC                     COMMON   00847J105       6215   316100SH            DEFINED      16        186500       0  129600
AGILYSYS INC                     COMMON   00847J105        120     6100SH            DEFINED      16,15       6100       0       0
AGILYSYS INC                     COMMON   00847J105        155     7900SH            DEFINED      25           500       0    7400
AGILYSYS INC                     COMMON   00847J105       1467    74600SH            DEFINED      5,16       74600       0       0
AGREE REALTY CORP                COMMON   008492100         30     1100SH            DEFINED      16          1100       0       0
AGREE REALTY CORP                COMMON   008492100         81     3000SH            DEFINED      5,16        3000       0       0
AGRIUM INC                       COMMON   008916108        482    26300SH            DEFINED      10,2       26300       0       0
AGRIUM INC                       COMMON   008916108       7662   418100SH            DEFINED      3         418100       0       0
AIR PRODUCTS & CHEMICALS INC     COMMON   009158106      19500   308100SH            DEFINED      1         308100       0       0
AIR PRODUCTS & CHEMICALS INC     COMMON   009158106      37974   600000SH            DEFINED      1,2       600000       0       0
AIR PRODUCTS & CHEMICALS INC     COMMON   009158106       2378    37580SH            DEFINED      10,16      37580       0       0
AIR PRODUCTS & CHEMICALS INC     COMMON   009158106     168922  2669013SH            DEFINED      16       1707055       0  957508
AIR PRODUCTS & CHEMICALS INC     COMMON   009158106       1439    22730SH            DEFINED      16,23      22730       0       0
AIR PRODUCTS & CHEMICALS INC     COMMON   009158106      17803   281300SH            DEFINED      2         281300       0       0
AIR PRODUCTS & CHEMICALS INC     COMMON   009158106        926    14637SH            DEFINED      25          2645       0   11992
AIR PRODUCTS & CHEMICALS INC     COMMON   009158106       2440    38560SH            DEFINED      5,16       38560       0       0
AIR PRODUCTS & CHEMICALS INC     COMMON   009158106        711    11240SH            DEFINED      7          11240       0       0
AIR PRODUCTS & CHEMICALS INC     COMMON   009158106        502     7933SH            DEFINED      9           7933       0       0
AIRGAS INC                       COMMON   009363102      18001   753500SH            DEFINED      1         753500       0       0
AIRGAS INC                       COMMON   009363102       1003    42000SH            DEFINED      2          42000       0       0
AIRTRAN HOLDINGS INC             COMMON   00949P108       3420   377900SH            DEFINED      1         377900       0       0
AIRTRAN HOLDINGS INC             COMMON   00949P108         14     1500SH            DEFINED      4           1500       0       0
AKAMAI TECHNOLOGIES              COMMON   00971T101         25     2000SH            DEFINED      25             0       0    2000
AKZO NOBEL NV ADR                COMMON   010199305       2897    63000SH            DEFINED      1          63000       0       0
AKZO NOBEL NV ADR                COMMON   010199305        253     5500SH            DEFINED      16          5500       0       0
AKZO NOBEL NV ADR                COMMON   010199305        736    16000SH            DEFINED      16,23      16000       0       0
AKZO NOBEL NV ADR                COMMON   010199305         87     1900SH            DEFINED      2           1900       0       0
AKZO NOBEL NV ADR                COMMON   010199305        166     3600SH            DEFINED      7           3600       0       0
ALABAMA NATIONAL BANCORPORATIO   COMMON   010317105       3645    58900SH            DEFINED      1          58900       0       0
ALABAMA NATIONAL BANCORPORATIO   COMMON   010317105       7322   118300SH            DEFINED      3         118300       0       0
ALAMOSA HOLDINGS INC             COMMON   011589108       7284   624200SH            DEFINED      1         624200       0       0
ALAMOSA HOLDINGS INC             COMMON   011589108       3752   321500SH            DEFINED      16        171500       0  150000
ALAMOSA HOLDINGS INC             COMMON   011589108         83     7100SH            DEFINED      16,15       7100       0       0
ALAMOSA HOLDINGS INC             COMMON   011589108        385    33000SH            DEFINED      16,23      33000       0       0
ALAMOSA HOLDINGS INC             COMMON   011589108       2885   247200SH            DEFINED      2         247200       0       0
ALAMOSA HOLDINGS INC             COMMON   011589108        693    59400SH            DEFINED      5,16       59400       0       0
ALAMOSA HLDGS CVP 7.5 07-31-13   CONVERT  011589207       5887     6782SH            DEFINED      1           6782       0       0
ALAMOSA HLDGS CVP 7.5 07-31-13   CONVERT  011589207         44       51SH            DEFINED      2,23          51       0       0
ALASKA AIR GROUP INC             COMMON   011659109       3966   134700SH            DEFINED      16         81000       0   53700
ALASKA AIR GROUP INC             COMMON   011659109         77     2600SH            DEFINED      16,15       2600       0       0
ALASKA AIR GROUP INC             COMMON   011659109          3      100SH            DEFINED      25             0       0     100
ALASKA AIR GROUP INC             COMMON   011659109       1189    40400SH            DEFINED      5,16       40400       0       0
ALBANY MOLECULAR RESEARCH        COMMON   012423109       1844   179400SH            DEFINED      16         95100       0   84300
ALBANY MOLECULAR RESEARCH        COMMON   012423109         42     4100SH            DEFINED      16,15       4100       0       0
ALBANY MOLECULAR RESEARCH        COMMON   012423109        226    22000SH            DEFINED      5,16       22000       0       0
ALBEMARLE CORP                   COMMON   012653101       5192   142800SH            DEFINED      1         142800       0       0
ALBEMARLE CORP                   COMMON   012653101       3767   103600SH            DEFINED      16         61200       0   42400
ALBEMARLE CORP                   COMMON   012653101         73     2000SH            DEFINED      16,15       2000       0       0
ALBEMARLE CORP                   COMMON   012653101        102     2800SH            DEFINED      16,9        2800       0       0
ALBEMARLE CORP                   COMMON   012653101        934    25700SH            DEFINED      5,16       25700       0       0
ALBEMARLE CORP                   COMMON   012653101          7      200SH            DEFINED      7            200       0       0
ALBERTO CULVER CO CL B           COMMON   013068101        392     8199SH            DEFINED      16          8199       0       0
ALBERTO CULVER CO CL B           COMMON   013068101        891    18616SH            DEFINED      24         18616       0       0
ALBERTO CULVER CO CL B           COMMON   013068101         79     1651SH            DEFINED      25             0       0    1651
ALBERTO CULVER CO CL B           COMMON   013068101       4287    89577SH            DEFINED      7          89577       0       0
ALBERTSON'S INC                  COMMON   013104104        663    32100SH            DEFINED      10,16      32100       0       0
ALBERTSON'S INC                  COMMON   013104104        118     5700SH            DEFINED      10,8        5700       0       0
ALBERTSON'S INC                  COMMON   013104104      21495  1040896SH            DEFINED      16        933796       0   95800
ALBERTSON'S INC                  COMMON   013104104        182     8800SH            DEFINED      16,15       8800       0       0
ALBERTSON'S INC                  COMMON   013104104       2616   126700SH            DEFINED      16,9      126700       0       0
ALBERTSON'S INC                  COMMON   013104104        801    38805SH            DEFINED      24         38805       0       0
ALBERTSON'S INC                  COMMON   013104104        557    26950SH            DEFINED      25         22000       0    4950



                                                                                          
ALBERTSON'S INC                  COMMON   013104104        304    14700SH            DEFINED      5,16       14700       0       0
ALBERTSON'S INC                  COMMON   013104104        357    17282SH            DEFINED      9          17282       0       0
ALCAN INC                        COMMON   013716105         76     2000SH            DEFINED      24          2000       0       0
ALCAN INC                        COMMON   013716105         76     2000SH            DEFINED      25             0       0    2000
ALCAN INC                        COMMON   013716105      52675  1385400SH            DEFINED      3        1385400       0       0
ALCAN INC                        COMMON   013716105         11      300SH            DEFINED      7            300       0       0
ALCAN INC                        COMMON   013716105        458    12056SH            DEFINED      9          12056       0       0
ALCOA INC                        COMMON   013817101      82330  2709100SH            DEFINED      1        2054600       0  654500
ALCOA INC                        COMMON   013817101       4895   161080SH            DEFINED      10,16     161080       0       0
ALCOA INC                        COMMON   013817101        976    32100SH            DEFINED      13         32100       0       0
ALCOA INC                        COMMON   013817101        340    11200SH            DEFINED      13,15      11200       0       0
ALCOA INC                        COMMON   013817101     116112  3820734SH            DEFINED      16       2561478       0 1251036
ALCOA INC                        COMMON   013817101       1019    33530SH            DEFINED      16,23      33530       0       0
ALCOA INC                        COMMON   013817101      10162   334400SH            DEFINED      2         334400       0       0
ALCOA INC                        COMMON   013817101        593    19517SH            DEFINED      25         13069       0    6448
ALCOA INC                        COMMON   013817101       1126    37040SH            DEFINED      5,16       24540       0   12500
ALCOA INC                        COMMON   013817101         18      600SH            DEFINED      6            600       0       0
ALCOA INC                        COMMON   013817101        294     9683SH            DEFINED      7           9683       0       0
ALCOA INC                        COMMON   013817101        152     5000SH            DEFINED      8           5000       0       0
ALCOA INC                        COMMON   013817101        860    28309SH            DEFINED      9          28309       0       0
ALDERWOODS GROUP INC             COMMON   014383103       3618   290800SH            DEFINED      16        186200       0  104600
ALDERWOODS GROUP INC             COMMON   014383103         63     5100SH            DEFINED      16,15       5100       0       0
ALDERWOODS GROUP INC             COMMON   014383103      10336   830881SH            DEFINED      3         830881       0       0
ALDERWOODS GROUP INC             COMMON   014383103        719    57800SH            DEFINED      5,16       57800       0       0
ALDERWOODS GROUP INC             COMMON   014383103         67     5350SH            DEFINED      7           5350       0       0
ALEXANDER'S INC                  COMMON   014752109         72      300SH            DEFINED      16           300       0       0
ALEXANDER'S INC                  COMMON   014752109        193      800SH            DEFINED      5,16         800       0       0
ALEXANDRIA REAL EST EQUITIES     COMMON   015271109       2414    37500SH            DEFINED      1          37500       0       0
ALEXANDRIA REAL EST EQUITIES     COMMON   015271109      64786  1006312SH            DEFINED      16        759971       0  229441
ALEXANDRIA REAL EST EQUITIES     COMMON   015271109       4893    76000SH            DEFINED      5,16       76000       0       0
ALIGN TECHNOLOGY INC             COMMON   016255101       2097   336100SH            DEFINED      1         336100       0       0
ALLEGHENY ENERGY INC             COMMON   017361106        278    13433SH            DEFINED      16         13433       0       0
ALLEGHENY TECHNOLOGIES INC       COMMON   01741R102        209     8652SH            DEFINED      16          8652       0       0
ALLEGHENY TECHNOLOGIES INC       COMMON   01741R102         17      702SH            DEFINED      7            702       0       0
ALLERGAN INC                     COMMON   018490102      19834   285500SH            DEFINED      1         285500       0       0
ALLERGAN INC                     COMMON   018490102        885    12739SH            DEFINED      16         12739       0       0
ALLERGAN INC                     COMMON   018490102      11838   170400SH            DEFINED      2         170400       0       0
ALLERGAN INC                     COMMON   018490102       3241    46649SH            DEFINED      25         35404       0   11245
ALLERGAN INC                     COMMON   018490102       1356    19525SH            DEFINED      7          17130     265    2130
ALLETE INC                       COMMON   018522300         47     1134SH            DEFINED      25           133       0    1001
ALLIANCE ATLANTIS COMM CL B      COMMON   01853E204      37368  1508500SH            DEFINED      3        1508500       0       0
ALLIANCE CAPITAL MGMT HOLD       COMMON   01855A101      14051   298000SH            DEFINED      1         298000       0       0
ALLIANCE CAPITAL MGMT HOLD       COMMON   01855A101        566    12000SH            DEFINED      25         12000       0       0
ALLIANCE CAPITAL MGMT HOLD       COMMON   01855A101        113     2400SH            DEFINED      7           2400       0       0
ALLIANCE DATA SYSTEMS CORP       COMMON   018581108     123887  3066500SH            DEFINED      1        3066500       0       0
ALLIANCE DATA SYSTEMS CORP       COMMON   018581108      24240   600000SH            DEFINED      1,2       600000       0       0
ALLIANCE DATA SYSTEMS CORP       COMMON   018581108        534    13208SH            DEFINED      16             0       0   13208
ALLIANCE DATA SYSTEMS CORP       COMMON   018581108        796    19692SH            DEFINED      19             0       0   19692
ALLIANCE DATA SYSTEMS CORP       COMMON   018581108      11510   284900SH            DEFINED      2         269300       0   15600
ALLIANCE DATA SYSTEMS CORP       COMMON   018581108         26      650SH            DEFINED      25             0       0     650
ALLIANCE DATA SYSTEMS CORP       COMMON   018581108       3849    95262SH            DEFINED      7          95262       0       0
ALLIANCE NEW YORK MUNI INC CF    COMMON   018714105         11      800SH            DEFINED      25             0       0     800
ALLIANCE RESOURCE PARTERNS       COMMON   01877R108         64     1000SH            DEFINED      25             0       0    1000
ALLIANT ENERGY CORP              COMMON   018802108         15      550SH            DEFINED      25             0       0     550
ALLIANT ENERGY CORP              COMMON   018802108         50     1871SH            DEFINED      7           1871       0       0
ALLIANT TECHSYSTEMS INC          COMMON   018804104      24361   340950SH            DEFINED      1         340950       0       0
ALLIANT TECHSYSTEMS INC          COMMON   018804104         32      450SH            DEFINED      25             0       0     450
ALLIANT TECHSYSTEMS INC          COMMON   018804104         30      422SH            DEFINED      7            422       0       0
ALLIED CAPITAL CORP              COMMON   01903Q108         26     1000SH            DEFINED      25             0       0    1000
ALLIED DOMECQ PLC ADR            COMMON   019121201        130     3200SH            DEFINED      7           3200       0       0
ALLIED IRISH BANKS ADR           COMMON   019228402        384     9206SH            DEFINED      4           9206       0       0
ALLIED WASTE INDUSTRIES INC      COMMON   019589308      14289  1954750SH            DEFINED      10       1954750       0       0
ALLIED WASTE INDUSTRIES INC      COMMON   019589308       1000   136750SH            DEFINED      10,23     136750       0       0
ALLIED WASTE INDUSTRIES INC      COMMON   019589308        192    26268SH            DEFINED      16         26268       0       0
ALLSTATE CORP                    COMMON   020002101      45437   840490SH            DEFINED      1         840490       0       0
ALLSTATE CORP                    COMMON   020002101      18548   343100SH            DEFINED      10,16     343100       0       0



                                                                                          
ALLSTATE CORP                    COMMON   020002101       1638    30300SH            DEFINED      10,8       30300       0       0
ALLSTATE CORP                    COMMON   020002101        187     3456SH            DEFINED      12,9        3456       0       0
ALLSTATE CORP                    COMMON   020002101     115416  2134964SH            DEFINED      16       1969064       0  165900
ALLSTATE CORP                    COMMON   020002101       2535    46900SH            DEFINED      16,15      46900       0       0
ALLSTATE CORP                    COMMON   020002101       5730   106000SH            DEFINED      16,9      106000       0       0
ALLSTATE CORP                    COMMON   020002101      24057   445000SH            DEFINED      2         445000       0       0
ALLSTATE CORP                    COMMON   020002101       2666    49323SH            DEFINED      24         49323       0       0
ALLSTATE CORP                    COMMON   020002101       4468    82658SH            DEFINED      25         14350       0   68308
ALLSTATE CORP                    COMMON   020002101       3725    68900SH            DEFINED      5,16       68900       0       0
ALLSTATE CORP                    COMMON   020002101        153     2827SH            DEFINED      7           2827       0       0
ALLSTATE CORP                    COMMON   020002101        584    10800SH            DEFINED      8          10800       0       0
ALLSTATE CORP                    COMMON   020002101       2844    52600SH            DEFINED      9          52600       0       0
ALLSTATE CORP                    COMMON   020002101        941    17400SH            DEFINED      9,10       17400       0       0
ALLSTATE CORP                    COMMON   020002101         94     1739SH            DEFINED      9,11        1739       0       0
ALLSTATE CORP                    COMMON   020002101        133     2456SH            DEFINED      9,14        2456       0       0
ALLTEL CORP                      COMMON   020039103        856    15600SH            DEFINED      1          15600       0       0
ALLTEL CORP                      COMMON   020039103       7333   133700SH            DEFINED      1,3       133700       0       0
ALLTEL CORP                      COMMON   020039103       2514    45830SH            DEFINED      16         40930       0    4900
ALLTEL CORP                      COMMON   020039103        395     7200SH            DEFINED      16,9        7200       0       0
ALLTEL CORP                      COMMON   020039103         77     1400SH            DEFINED      2           1400       0       0
ALLTEL CORP                      COMMON   020039103        319     5821SH            DEFINED      25           300       0    5521
ALLTEL CORP                      COMMON   020039103         69     1254SH            DEFINED      7           1254       0       0
ALLTEL CORP-UTS                  COMMON   020039822         20      400SH            DEFINED      7            400       0       0
ALPHARMA INC CL A                COMMON   020813101       5538   449500SH            DEFINED      16        261100       0  188400
ALPHARMA INC CL A                COMMON   020813101        110     8900SH            DEFINED      16,15       8900       0       0
ALPHARMA INC CL A                COMMON   020813101        818    66400SH            DEFINED      5,16       66400       0       0
ALTANA AG ADR                    COMMON   02143N103        197     3100SH            DEFINED      7           3100       0       0
ALTERA CORPORATION               COMMON   021441100      53627  2711180SH            DEFINED      1        2711180       0       0
ALTERA CORPORATION               COMMON   021441100       1457    73650SH            DEFINED      10,16      73650       0       0
ALTERA CORPORATION               COMMON   021441100     106514  5384913SH            DEFINED      16       3505914       0 1870289
ALTERA CORPORATION               COMMON   021441100       4218   213250SH            DEFINED      16,23     213250       0       0
ALTERA CORPORATION               COMMON   021441100       2864   144790SH            DEFINED      2         120000       0   24790
ALTERA CORPORATION               COMMON   021441100       1978   100000SH            DEFINED      21        100000       0       0
ALTERA CORPORATION               COMMON   021441100        411    20795SH            DEFINED      25         15725       0    5070
ALTERA CORPORATION               COMMON   021441100       1381    69820SH            DEFINED      5,16       69820       0       0
ALTERA CORPORATION               COMMON   021441100      11600   586446SH            DEFINED      7         586446       0       0
ALTERA CORPORATION               COMMON   021441100        277    13989SH            DEFINED      9          13989       0       0
ALTIRIS INC                      COMMON   02148M100       3241   135900SH            DEFINED      1         135900       0       0
ALTRIA GROUP INC                 COMMON   02209S103      28158   430614SH            DEFINED      1          54869       0  375745
ALTRIA GROUP INC                 COMMON   02209S103     319300  4883016SH            DEFINED      10       4883016       0       0
ALTRIA GROUP INC                 COMMON   02209S103      17453   266900SH            DEFINED      10,16     266900       0       0
ALTRIA GROUP INC                 COMMON   02209S103       1197    18300SH            DEFINED      10,8       18300       0       0
ALTRIA GROUP INC                 COMMON   02209S103       1274    19481SH            DEFINED      12,9       19481       0       0
ALTRIA GROUP INC                 COMMON   02209S103     114900  1757154SH            DEFINED      16       1621329       0  134415
ALTRIA GROUP INC                 COMMON   02209S103       1844    28200SH            DEFINED      16,15      28200       0       0
ALTRIA GROUP INC                 COMMON   02209S103       8167   124900SH            DEFINED      16,9      124900       0       0
ALTRIA GROUP INC                 COMMON   02209S103       2390    36556SH            DEFINED      24         36556       0       0
ALTRIA GROUP INC                 COMMON   02209S103       4146    63408SH            DEFINED      25          7600       0   55808
ALTRIA GROUP INC                 COMMON   02209S103          7      102SH            DEFINED      4            102       0       0
ALTRIA GROUP INC                 COMMON   02209S103       3405    52075SH            DEFINED      5,16       41500       0   10575
ALTRIA GROUP INC                 COMMON   02209S103        749    11453SH            DEFINED      7          11453       0       0
ALTRIA GROUP INC                 COMMON   02209S103       8429   128904SH            DEFINED      9         128904       0       0
ALTRIA GROUP INC                 COMMON   02209S103        314     4800SH            DEFINED      9,10        4800       0       0
ALTRIA GROUP INC                 COMMON   02209S103         91     1393SH            DEFINED      9,11        1393       0       0
ALTRIA GROUP INC                 COMMON   02209S103        862    13187SH            DEFINED      9,14       13187       0       0
ALZA CORP (JNJ) CVT 0.0 07-28-   CONVERT  02261WAB5      36208 39250000SH            DEFINED      16       5825000       033425000
AMAZON.COM INC                   COMMON   023135106         55     1600SH            DEFINED      25             0       0    1600
AMAZON.COM INC                   COMMON   023135106        478    13956SH            DEFINED      7          13956       0       0
AMAZON.COM INC                   COMMON   023135106        323     9422SH            DEFINED      9           9422       0       0
AMBAC FINANCIAL GROUP INC        COMMON   023139108      16108   215495SH            DEFINED      16        211762       0    2353
AMBAC FINANCIAL GROUP INC        COMMON   023139108        187     2500SH            DEFINED      25             0       0    2500
AMBAC FINANCIAL GROUP INC        COMMON   023139108         22      292SH            DEFINED      4            292       0       0
AMBAC FINANCIAL GROUP INC        COMMON   023139108        675     9030SH            DEFINED      5,16           0       0    9030
AMBAC FINANCIAL GROUP INC        COMMON   023139108       8314   111230SH            DEFINED      7         111230       0       0
AMBAC FINANCIAL GROUP INC        COMMON   023139108        268     3582SH            DEFINED      9           3582       0       0
AMBASSADORS GROUP INC            COMMON   023177108        765    22900SH            DEFINED      16         12500       0   10400



                                                                                          
AMBASSADORS GROUP INC            COMMON   023177108         17      500SH            DEFINED      16,15        500       0       0
AMBASSADORS GROUP INC            COMMON   023177108        150     4500SH            DEFINED      5,16        4500       0       0
AMERADA HESS CORP                COMMON   023551104     131920  1371170SH            DEFINED      1        1370045       0    1125
AMERADA HESS CORP                COMMON   023551104      38542   400600SH            DEFINED      1,2       400600       0       0
AMERADA HESS CORP                COMMON   023551104        159     1650SH            DEFINED      1,3         1650       0       0
AMERADA HESS CORP                COMMON   023551104        712     7400SH            DEFINED      10,16       7400       0       0
AMERADA HESS CORP                COMMON   023551104        125     1300SH            DEFINED      10,8        1300       0       0
AMERADA HESS CORP                COMMON   023551104      17887   185917SH            DEFINED      16        162017       0   19900
AMERADA HESS CORP                COMMON   023551104        202     2100SH            DEFINED      16,15       2100       0       0
AMERADA HESS CORP                COMMON   023551104       1001    10400SH            DEFINED      16,9       10400       0       0
AMERADA HESS CORP                COMMON   023551104       6266    65130SH            DEFINED      2          65130       0       0
AMERADA HESS CORP                COMMON   023551104        285     2959SH            DEFINED      24          2959       0       0
AMERADA HESS CORP                COMMON   023551104        475     4937SH            DEFINED      25          4100       0     837
AMERADA HESS CORP                COMMON   023551104      40758   423640SH            DEFINED      4         423640       0       0
AMERADA HESS CORP                COMMON   023551104        346     3600SH            DEFINED      5,16        3600       0       0
AMERADA HESS CORP                COMMON   023551104        303     3145SH            DEFINED      5,2         3145       0       0
AMERADA HESS CORP                COMMON   023551104         13      140SH            DEFINED      7            140       0       0
AMERADA HESS CORP                COMMON   023551104        337     3500SH            DEFINED      8           3500       0       0
AMEREN CORPORATION               COMMON   023608102      10537   215000SH            DEFINED      1         215000       0       0
AMEREN CORPORATION               COMMON   023608102       1040    21223SH            DEFINED      16         21223       0       0
AMEREN CORPORATION               COMMON   023608102         84     1705SH            DEFINED      25          1705       0       0
AMEREN CORPORATION               COMMON   023608102         12      250SH            DEFINED      6            250       0       0
AMEREN CORPORATION               COMMON   023608102         29      600SH            DEFINED      7            600       0       0
AMEREN CORPORATION               COMMON   023608102        373     7605SH            DEFINED      9           7605       0       0
AMER FST TAX EX INVESTORS LP     COMMON   02364V107         21     3000SH            DEFINED      25             0       0    3000
AMERICA MOVIL- SERIES L ADR      COMMON   02364W105      48734   944466SH            DEFINED      1         944466       0       0
AMERICA MOVIL- SERIES L ADR      COMMON   02364W105       7312   141700SH            DEFINED      1,3       141700       0       0
AMERICA MOVIL- SERIES L ADR      COMMON   02364W105       2988    57900SH            DEFINED      10         57900       0       0
AMERICA MOVIL- SERIES L ADR      COMMON   02364W105        418     8100SH            DEFINED      10,16       8100       0       0
AMERICA MOVIL- SERIES L ADR      COMMON   02364W105        987    19125SH            DEFINED      10,23      19125       0       0
AMERICA MOVIL- SERIES L ADR      COMMON   02364W105        583    11300SH            DEFINED      13,15      11300       0       0
AMERICA MOVIL- SERIES L ADR      COMMON   02364W105        562    10900SH            DEFINED      16         10900       0       0
AMERICA MOVIL- SERIES L ADR      COMMON   02364W105       6597   127850SH            DEFINED      16,23     127850       0       0
AMERICA MOVIL- SERIES L ADR      COMMON   02364W105       1171    22700SH            DEFINED      2          22700       0       0
AMERICA MOVIL- SERIES L ADR      COMMON   02364W105         41      800SH            DEFINED      25             0       0     800
AMERICA MOVIL- SERIES L ADR      COMMON   02364W105       2046    39645SH            DEFINED      7          39645       0       0
AMCORE FINANCIAL INC             COMMON   023912108        783    27700SH            DEFINED      16         16600       0   11100
AMCORE FINANCIAL INC             COMMON   023912108         14      500SH            DEFINED      16,15        500       0       0
AMCORE FINANCIAL INC             COMMON   023912108         24      864SH            DEFINED      25             0       0     864
AMCORE FINANCIAL INC             COMMON   023912108        410    14500SH            DEFINED      5,16       14500       0       0
AMERICAN AXLE CVT(AXL) 144A 2.   CONVERT  024061AA1       6694  8500000SH            DEFINED      16       1275000       0 7225000
AMERICAN CAMPUS COMMUNITIES      COMMON   024835100      13564   645900SH            DEFINED      16        574100       0   71800
AMERICAN CAPITAL STRATEGIES      COMMON   024937104          5      165SH            DEFINED      16           165       0       0
AMERICAN CAPITAL STRATEGIES      COMMON   024937104         31     1000SH            DEFINED      25             0       0    1000
AMERICAN CAPITAL STRATEGIES      COMMON   024937104         36     1140SH            DEFINED      7           1140       0       0
AMERICAN ECOLOGY CORP            COMMON   025533407          1       45SH            DEFINED      7             45       0       0
AMERICAN ELECTRIC POWER          COMMON   025537101       6592   193540SH            DEFINED      1         190000       0    3540
AMERICAN ELECTRIC POWER          COMMON   025537101       2738    80380SH            DEFINED      16         78580       0    1800
AMERICAN ELECTRIC POWER          COMMON   025537101        153     4500SH            DEFINED      16,9        4500       0       0
AMERICAN ELECTRIC POWER          COMMON   025537101         55     1615SH            DEFINED      25             0       0    1615
AMERICAN ELECTRIC POWER          COMMON   025537101        142     4178SH            DEFINED      7           4178       0       0
AMERICAN ELECTRIC POWER          COMMON   025537101        505    14839SH            DEFINED      9          14839       0       0
AMERICAN EAGLE OUTFITTERS        COMMON   02553E106       3918   132600SH            DEFINED      1         132600       0       0
AMERICAN EAGLE OUTFITTERS        COMMON   02553E106       5520   186800SH            DEFINED      1,3       186800       0       0
AMERICAN EAGLE OUTFITTERS        COMMON   02553E106       1720    58200SH            DEFINED      10,2       58200       0       0
AMERICAN EAGLE OUTFITTERS        COMMON   02553E106       1144    38700SH            DEFINED      12,9       38700       0       0
AMERICAN EAGLE OUTFITTERS        COMMON   02553E106      48104  1627900SH            DEFINED      16       1457800       0  129500
AMERICAN EAGLE OUTFITTERS        COMMON   02553E106       1105    37400SH            DEFINED      16,9       37400       0       0
AMERICAN EAGLE OUTFITTERS        COMMON   02553E106        824    27900SH            DEFINED      2          27900       0       0
AMERICAN EAGLE OUTFITTERS        COMMON   02553E106       1963    66427SH            DEFINED      24         66427       0       0
AMERICAN EAGLE OUTFITTERS        COMMON   02553E106        186     6300SH            DEFINED      5,16        6300       0       0
AMERICAN EAGLE OUTFITTERS        COMMON   02553E106       3157   106828SH            DEFINED      9         106828       0       0
AMERICAN EAGLE OUTFITTERS        COMMON   02553E106       1144    38708SH            DEFINED      9,10       38708       0       0
AMERICAN EAGLE OUTFITTERS        COMMON   02553E106        798    27000SH            DEFINED      9,14       27000       0       0
AMERICAN EXPRESS COMPANY         COMMON   025816109      86616  1686130SH            DEFINED      1        1686130       0       0
AMERICAN EXPRESS COMPANY         COMMON   025816109      92466  1800000SH            DEFINED      1,2      1800000       0       0



                                                                                          
AMERICAN EXPRESS COMPANY         COMMON   025816109         65     1270SH            DEFINED      10,16       1270       0       0
AMERICAN EXPRESS COMPANY         COMMON   025816109      14916   290364SH            DEFINED      16        259564       0   30800
AMERICAN EXPRESS COMPANY         COMMON   025816109       3606    70200SH            DEFINED      16,9       70200       0       0
AMERICAN EXPRESS COMPANY         COMMON   025816109      41445   806785SH            DEFINED      2         806785       0       0
AMERICAN EXPRESS COMPANY         COMMON   025816109        517    10071SH            DEFINED      24         10071       0       0
AMERICAN EXPRESS COMPANY         COMMON   025816109      32609   634781SH            DEFINED      25        132570       0  502211
AMERICAN EXPRESS COMPANY         COMMON   025816109     301259  5864500SH            DEFINED      3        5864500       0       0
AMERICAN EXPRESS COMPANY         COMMON   025816109       3421    66600SH            DEFINED      3,23       66600       0       0
AMERICAN EXPRESS COMPANY         COMMON   025816109         32      632SH            DEFINED      4            632       0       0
AMERICAN EXPRESS COMPANY         COMMON   025816109       1668    32475SH            DEFINED      6          32475       0       0
AMERICAN EXPRESS COMPANY         COMMON   025816109      18650   363043SH            DEFINED      7         363043       0       0
AMERICAN EXPRESS COMPANY         COMMON   025816109        503     9800SH            DEFINED      8           9800       0       0
AMERICAN EXPRESS COMPANY         COMMON   025816109       2107    41024SH            DEFINED      9          41024       0       0
AMERICAN EXPRESS CVT(AXP) 1.85   CONVERT  025816AS8      15849 15500000SH            DEFINED      16       2125000       013375000
AMERICAN FINANCIAL GROUP INC     COMMON   025932104       3817   123930SH            DEFINED      1         123930       0       0
AMERICAN FINANCIAL GROUP INC     COMMON   025932104         92     3000SH            DEFINED      16          3000       0       0
AMERICAN FINANCIAL GROUP INC     COMMON   025932104         15      500SH            DEFINED      6            500       0       0
AMERICAN FIN CVT(AFG) 1.486 6-   CONVERT  025932AD6       7037 17375000SH            DEFINED      16       2500000       014875000
AMERICAN FINANCIAL REALTY TR     COMMON   02607P305      58153  3974900SH            DEFINED      16       2908631       0 1019869
AMERICAN FINANCIAL REALTY TR     COMMON   02607P305       3100   211900SH            DEFINED      5,16      211900       0       0
AMERICAN FINANCIAL REALTY TR     COMMON   02607P305        225    15375SH            DEFINED      7          15375       0       0
AMERICAN GREETINGS CORP CL A     COMMON   026375105         31     1200SH            DEFINED      16          1200       0       0
AMERICAN GREETINGS CORP CL A     COMMON   026375105          4      155SH            DEFINED      7            155       0       0
AMERICAN GREETINGS CORP CL A     COMMON   026375105         20      803SH            DEFINED      9            803       0       0
AMERICAN HEALTHWAYS INC          COMMON   02649V104         10      300SH            DEFINED      25             0       0     300
AMERICAN HOME MORTGAGE INVESTM   COMMON   02660R107        367    12800SH            DEFINED      16         12800       0       0
AMERICAN HOME MORTGAGE INVESTM   COMMON   02660R107        914    31900SH            DEFINED      5,16       31900       0       0
AMERICAN INTERNATIONAL GROUP     COMMON   026874107      55450  1000718SH            DEFINED      1         713902       0  286816
AMERICAN INTERNATIONAL GROUP     COMMON   026874107      29822   538209SH            DEFINED      10        538209       0       0
AMERICAN INTERNATIONAL GROUP     COMMON   026874107      12277   221573SH            DEFINED      10,16     221573       0       0
AMERICAN INTERNATIONAL GROUP     COMMON   026874107         44      800SH            DEFINED      10,8         800       0       0
AMERICAN INTERNATIONAL GROUP     COMMON   026874107        959    17316SH            DEFINED      13         17316       0       0
AMERICAN INTERNATIONAL GROUP     COMMON   026874107        339     6120SH            DEFINED      13,15       6120       0       0
AMERICAN INTERNATIONAL GROUP     COMMON   026874107     255642  4613651SH            DEFINED      16       3228805       0 1377371
AMERICAN INTERNATIONAL GROUP     COMMON   026874107         72     1300SH            DEFINED      16,15       1300       0       0
AMERICAN INTERNATIONAL GROUP     COMMON   026874107       1845    33300SH            DEFINED      16,23      33300       0       0
AMERICAN INTERNATIONAL GROUP     COMMON   026874107       7996   144300SH            DEFINED      16,9      144300       0       0
AMERICAN INTERNATIONAL GROUP     COMMON   026874107      13941   251600SH            DEFINED      2         251600       0       0
AMERICAN INTERNATIONAL GROUP     COMMON   026874107       1276    23034SH            DEFINED      24         23034       0       0
AMERICAN INTERNATIONAL GROUP     COMMON   026874107      48781   880362SH            DEFINED      25        265772       0  614590
AMERICAN INTERNATIONAL GROUP     COMMON   026874107          0        0SH            DEFINED      4              0       0       0
AMERICAN INTERNATIONAL GROUP     COMMON   026874107       2932    52910SH            DEFINED      5,16       47230       0    5680
AMERICAN INTERNATIONAL GROUP     COMMON   026874107       1187    21414SH            DEFINED      6          21414       0       0
AMERICAN INTERNATIONAL GROUP     COMMON   026874107      31827   574395SH            DEFINED      7         574395       0       0
AMERICAN INTERNATIONAL GROUP     COMMON   026874107       4067    73401SH            DEFINED      9          73401       0       0
AMERICAN INTL GRP(AIG) CVT 0.5   CONVERT  026874AN7       7059  7675000SH            DEFINED      16       1250000       0 6425000
AMERICAN MEDICAL SYS HLDGS       COMMON   02744M108      12449   724600SH            DEFINED      1         724600       0       0
AMERICAN MEDICAL SYS HLDGS       COMMON   02744M108       2381   138600SH            DEFINED      16         72200       0   66400
AMERICAN MEDICAL SYS HLDGS       COMMON   02744M108         55     3200SH            DEFINED      16,15       3200       0       0
AMERICAN MEDICAL SYS HLDGS       COMMON   02744M108       4786   278600SH            DEFINED      2         278600       0       0
AMERICAN MEDICAL SYS HLDGS       COMMON   02744M108        299    17400SH            DEFINED      5,16       17400       0       0
AMERICAN PHYSICIANS CAP INC      COMMON   028884104        206     6000SH            DEFINED      16          6000       0       0
AMERICAN POWER CONVERSION        COMMON   029066107        455    17403SH            DEFINED      16         17403       0       0
AMERICAN POWER CONVERSION        COMMON   029066107         50     1900SH            DEFINED      25             0       0    1900
AMERICAN SOFTWARE INC            COMMON   029683109       3660   563000SH            DEFINED      1         563000       0       0
AMERICAN SOFTWARE INC            COMMON   029683109          3      455SH            DEFINED      7            455       0       0
AMERICAN SPECTRUM REALTY INC     COMMON   02970Q203          0       45SH            DEFINED      25             0       0      45
AMERICAN STANDARD COMPANIES      COMMON   029712106     267630  5757950SH            DEFINED      1        5757950       0       0
AMERICAN STANDARD COMPANIES      COMMON   029712106       5245   112844SH            DEFINED      16        112844       0       0
AMERICAN STANDARD COMPANIES      COMMON   029712106       7695   165550SH            DEFINED      2         165550       0       0
AMERICAN STANDARD COMPANIES      COMMON   029712106        311     6700SH            DEFINED      2,15        6700       0       0
AMERICAN STANDARD COMPANIES      COMMON   029712106         56     1200SH            DEFINED      25             0       0    1200
AMERICAN STANDARD COMPANIES      COMMON   029712106      28109   604747SH            DEFINED      4         604747       0       0
AMERICAN STANDARD COMPANIES      COMMON   029712106        643    13825SH            DEFINED      7          13825       0       0
AMERICAN STANDARD COMPANIES      COMMON   029712106        317     6825SH            DEFINED      9           6825       0       0
AMERICAN TOWER CORP CL A         COMMON   029912201      60177  3301000SH            DEFINED      1        3301000       0       0



                                                                                          
AMERICAN TOWER CORP CL A         COMMON   029912201      13705   751800SH            DEFINED      16        629500       0   88700
AMERICAN TOWER CORP CL A         COMMON   029912201       2149   117860SH            DEFINED      16,23     117860       0       0
AMERICAN TOWER CORP CL A         COMMON   029912201        359    19700SH            DEFINED      16,9       19700       0       0
AMERICAN TOWER CORP CL A         COMMON   029912201       2570   141000SH            DEFINED      2         100000       0   41000
AMERICAN TOWER CORP CL A         COMMON   029912201         95     5200SH            DEFINED      5,16        5200       0       0
AMERICAN TOWER CORP WT 144A      COMMON   03027R111       1782     7955SH            DEFINED      1           7955       0       0
AMERICAN TOWER CORP WT 144A      COMMON   03027R111         10       45SH            DEFINED      2,23          45       0       0
AMERICANWEST BANCORPORATION      COMMON   03058P109        306    15900SH            DEFINED      16          9630       0    6270
AMERICANWEST BANCORPORATION      COMMON   03058P109          6      300SH            DEFINED      16,15        300       0       0
AMERICANWEST BANCORPORATION      COMMON   03058P109        108     5610SH            DEFINED      5,16        5610       0       0
AMERICREDIT CORP                 COMMON   03060R101      13935   594500SH            DEFINED      1         594500       0       0
AMERICREDIT CORP                 COMMON   03060R101         74     3175SH            DEFINED      7           3175       0       0
AMERICA'S CAR MART INC           COMMON   03062T105       1753    50000SH            DEFINED      1          50000       0       0
AMERUS GROUP CO                  COMMON   03072M108        142     3000SH            DEFINED      16          3000       0       0
AMERUS GROUP CO                  COMMON   03072M108        274     5800SH            DEFINED      5,16        5800       0       0
AMERUS GROUP CO                  COMMON   03072M108        105     2219SH            DEFINED      7           2219       0       0
AMERISOURCEBERGEN CORP           COMMON   03073E105       1328    23179SH            DEFINED      16         22379       0     800
AMERISOURCEBERGEN CORP           COMMON   03073E105        309     5400SH            DEFINED      16,9        5400       0       0
AMERISOURCEBERGEN CORP           COMMON   03073E105          8      144SH            DEFINED      4            144       0       0
AMERISOURCEBERGEN CORP           COMMON   03073E105         52      900SH            DEFINED      7            900       0       0
AMERISOURCEBERGEN CORP           COMMON   03073E105        243     4244SH            DEFINED      9           4244       0       0
AMERIGROUP CORP                  COMMON   03073T102       4650   127200SH            DEFINED      1         127200       0       0
AMERITRADE HOLDING CORP CL A     COMMON   03074K100       1863   182500SH            DEFINED      16        156800       0   15900
AMERITRADE HOLDING CORP CL A     COMMON   03074K100        105    10300SH            DEFINED      16,9       10300       0       0
AMERITRADE HOLDING CORP CL A     COMMON   03074K100         15     1500SH            DEFINED      5,16        1500       0       0
AMERIGAS PARTNERS LP             COMMON   030975106         69     2365SH            DEFINED      25             0       0    2365
AMETEK INC                       COMMON   031100100        109     2700SH            DEFINED      7           1300       0    1400
AMGEN INC                        COMMON   031162100     180055  3093200SH            DEFINED      1        3093200       0       0
AMGEN INC                        COMMON   031162100      43349   744700SH            DEFINED      1,2       744700       0       0
AMGEN INC                        COMMON   031162100       5557    95460SH            DEFINED      10,16      95460       0       0
AMGEN INC                        COMMON   031162100       1467    25200SH            DEFINED      12,2       25200       0       0
AMGEN INC                        COMMON   031162100     173337  2977786SH            DEFINED      16       2099332       0  874144
AMGEN INC                        COMMON   031162100      18079   310590SH            DEFINED      16,23     310590       0       0
AMGEN INC                        COMMON   031162100       4238    72800SH            DEFINED      16,9       72800       0       0
AMGEN INC                        COMMON   031162100      37305   640875SH            DEFINED      2         640875       0       0
AMGEN INC                        COMMON   031162100       3452    59300SH            DEFINED      21         59300       0       0
AMGEN INC                        COMMON   031162100       2137    36717SH            DEFINED      24         36717       0       0
AMGEN INC                        COMMON   031162100      70860  1217320SH            DEFINED      25        316246       0  901074
AMGEN INC                        COMMON   031162100      17143   294500SH            DEFINED      3         294500       0       0
AMGEN INC                        COMMON   031162100       2088    35870SH            DEFINED      5,16       35870       0       0
AMGEN INC                        COMMON   031162100       2171    37298SH            DEFINED      6          37298       0       0
AMGEN INC                        COMMON   031162100      24005   412380SH            DEFINED      7         412380       0       0
AMGEN INC                        COMMON   031162100       3634    62426SH            DEFINED      9          62426       0       0
AMGEN INC                        COMMON   031162100        110     1883SH            DEFINED      9,11        1883       0       0
AMIS HOLDINGS INC                COMMON   031538101      20714  1834700SH            DEFINED      1        1834700       0       0
AMIS HOLDINGS INC                COMMON   031538101       2162   191500SH            DEFINED      2         191500       0       0
AMKOR TECHNOLOGY INC             COMMON   031652100          2      400SH            DEFINED      4            400       0       0
AMPHENOL CORP CL A               COMMON   032095101     106712  2881000SH            DEFINED      1        2881000       0       0
AMPHENOL CORP CL A               COMMON   032095101        119     3200SH            DEFINED      1,3         3200       0       0
AMPHENOL CORP CL A               COMMON   032095101       1454    39258SH            DEFINED      16         28558       0   10700
AMPHENOL CORP CL A               COMMON   032095101       1752    47300SH            DEFINED      16,23      47300       0       0
AMPHENOL CORP CL A               COMMON   032095101        159     4300SH            DEFINED      16,9        4300       0       0
AMPHENOL CORP CL A               COMMON   032095101       5919   159800SH            DEFINED      2         146900       0   12900
AMPHENOL CORP CL A               COMMON   032095101        259     7000SH            DEFINED      5,2         7000       0       0
AMSOUTH BANCORPORATION           COMMON   032165102       6511   250904SH            DEFINED      16        222104       0   24700
AMSOUTH BANCORPORATION           COMMON   032165102       1020    39300SH            DEFINED      16,9       39300       0       0
AMSOUTH BANCORPORATION           COMMON   032165102        140     5400SH            DEFINED      24          5400       0       0
AMSOUTH BANCORPORATION           COMMON   032165102         29     1100SH            DEFINED      25             0       0    1100
AMSOUTH BANCORPORATION           COMMON   032165102         21      826SH            DEFINED      4            826       0       0
AMSOUTH BANCORPORATION           COMMON   032165102         16      600SH            DEFINED      5,16         600       0       0
AMSOUTH BANCORPORATION           COMMON   032165102       4621   178054SH            DEFINED      6         178054       0       0
AMSOUTH BANCORPORATION           COMMON   032165102        748    28838SH            DEFINED      7          28838       0       0
AMSOUTH BANCORPORATION           COMMON   032165102        244     9385SH            DEFINED      9           9385       0       0
AMSURG CORP                      COMMON   03232P405       8993   355450SH            DEFINED      1         355450       0       0
AMSURG CORP                      COMMON   03232P405       3448   136300SH            DEFINED      2         136300       0       0
AMYLIN PHARMACEUTICALS INC       COMMON   032346108      24839  1420200SH            DEFINED      1        1420200       0       0
AMYLIN PHARMACEUTICALS INC       COMMON   032346108       4941   282500SH            DEFINED      2         282500       0       0
AMYLIN PHARMACEUTICALS INC       COMMON   032346108       3834   219200SH            DEFINED      3         219200       0       0
ANADARKO PETROLEUM CORP          COMMON   032511107       2502    32880SH            DEFINED      1          32600       0     280
ANADARKO PETROLEUM CORP          COMMON   032511107       5601    73600SH            DEFINED      1,3        73600       0       0
ANADARKO PETROLEUM CORP          COMMON   032511107        304     4000SH            DEFINED      10,16       4000       0       0
ANADARKO PETROLEUM CORP          COMMON   032511107       2093    27500SH            DEFINED      10,2       27500       0       0
ANADARKO PETROLEUM CORP          COMMON   032511107      31864   418712SH            DEFINED      16        378383       0   29284
ANADARKO PETROLEUM CORP          COMMON   032511107       2078    27300SH            DEFINED      16,9       27300       0       0
ANADARKO PETROLEUM CORP          COMMON   032511107        921    12100SH            DEFINED      2          12100       0       0
ANADARKO PETROLEUM CORP          COMMON   032511107        806    10590SH            DEFINED      24         10590       0       0
ANADARKO PETROLEUM CORP          COMMON   032511107        794    10436SH            DEFINED      25           450       0    9986
ANADARKO PETROLEUM CORP          COMMON   032511107        564     7413SH            DEFINED      5,16        1600       0    5813
ANADARKO PETROLEUM CORP          COMMON   032511107        433     5686SH            DEFINED      7           5686       0       0
ANADARKO PETROLEUM CORP          COMMON   032511107       1062    13951SH            DEFINED      9          13951       0       0
ANADARKO PETROLEUM CORP          COMMON   032511107         34      452SH            DEFINED      9,11         452       0       0
ANALOG DEVICES                   COMMON   032654105     159869  4423600SH            DEFINED      1        4423600       0       0
ANALOG DEVICES                   COMMON   032654105     126526  3501000SH            DEFINED      1,2      3501000       0       0
ANALOG DEVICES                   COMMON   032654105       2080    57561SH            DEFINED      16         57561       0       0
ANALOG DEVICES                   COMMON   032654105       1912    52900SH            DEFINED      16,23      52900       0       0
ANALOG DEVICES                   COMMON   032654105      26950   745720SH            DEFINED      2         745720       0       0
ANALOG DEVICES                   COMMON   032654105       1753    48500SH            DEFINED      21         48500       0       0
ANALOG DEVICES                   COMMON   032654105       7650   211679SH            DEFINED      25         27429       0  184250
ANALOG DEVICES                   COMMON   032654105      18074   500100SH            DEFINED      3         500100       0       0
ANALOG DEVICES                   COMMON   032654105          1       34SH            DEFINED      4             34       0       0
ANALOG DEVICES                   COMMON   032654105       1999    55306SH            DEFINED      6          55306       0       0
ANALOG DEVICES                   COMMON   032654105      19083   528036SH            DEFINED      7         528036       0       0
ANALOG DEVICES                   COMMON   032654105        454    12565SH            DEFINED      9          12565       0       0



                                                                                          
ANAREN INC                       COMMON   032744104        614    50600SH            DEFINED      16         26600       0   24000
ANAREN INC                       COMMON   032744104         15     1200SH            DEFINED      16,15       1200       0       0
ANAREN INC                       COMMON   032744104         78     6400SH            DEFINED      5,16        6400       0       0
ANDREW CORP                      COMMON   034425108        183    15630SH            DEFINED      16         15630       0       0
ANDREW CORP                      COMMON   034425108       3513   300000SH            DEFINED      3         300000       0       0
ANDRX GROUP                      COMMON   034553107      28199  1243898SH            DEFINED      10       1243898       0       0
ANDRX GROUP                      COMMON   034553107       1551    68402SH            DEFINED      10,23      68402       0       0
ANDRX GROUP                      COMMON   034553107        222     9800SH            DEFINED      7           9800       0       0
ANGELICA CORP                    COMMON   034663104       1481    52900SH            DEFINED      16         28500       0   24400
ANGELICA CORP                    COMMON   034663104         34     1200SH            DEFINED      16,15       1200       0       0
ANGELICA CORP                    COMMON   034663104        325    11600SH            DEFINED      5,16       11600       0       0
ANGLO AMERICAN PLC ADR           COMMON   03485P102       8640   361515SH            DEFINED      13        344695       0   16820
ANGLO AMERICAN PLC ADR           COMMON   03485P102      21544   901410SH            DEFINED      16        897784       0    3626
ANGLO AMERICAN PLC ADR           COMMON   03485P102         36     1500SH            DEFINED      25             0       0    1500
ANGLOGOLD ASHANTI LTD ADR        COMMON   035128206       1860    54000SH            DEFINED      1          54000       0       0
ANGLOGOLD ASHANTI LTD ADR        COMMON   035128206        455    13200SH            DEFINED      2          13200       0       0
ANGLOGOLD ASHANTI LTD ADR        COMMON   035128206         34     1000SH            DEFINED      25             0       0    1000
ANHEUSER-BUSCH COS INC           COMMON   035229103      20715   437115SH            DEFINED      1         437115       0       0
ANHEUSER-BUSCH COS INC           COMMON   035229103        701    14788SH            DEFINED      12,9       14788       0       0
ANHEUSER-BUSCH COS INC           COMMON   035229103       3567    75268SH            DEFINED      16         75213       0      55
ANHEUSER-BUSCH COS INC           COMMON   035229103       2082    43930SH            DEFINED      16,15      43930       0       0
ANHEUSER-BUSCH COS INC           COMMON   035229103         42      880SH            DEFINED      2            880       0       0
ANHEUSER-BUSCH COS INC           COMMON   035229103        119     2518SH            DEFINED      24          2518       0       0
ANHEUSER-BUSCH COS INC           COMMON   035229103       1620    34175SH            DEFINED      25          3434       0   30741
ANHEUSER-BUSCH COS INC           COMMON   035229103       4106    86649SH            DEFINED      7          86649       0       0
ANHEUSER-BUSCH COS INC           COMMON   035229103       3467    73152SH            DEFINED      9          73152       0       0
ANHEUSER-BUSCH COS INC           COMMON   035229103        476    10048SH            DEFINED      9,14       10048       0       0
ANIMAS CORP                      COMMON   03525Y105       2021   100000SH            DEFINED      3         100000       0       0
ANIXTER INTERNATIONAL INC        COMMON   035290105       3615   100000SH            DEFINED      1         100000       0       0
ANIXTER INTERNATIONAL INC        COMMON   035290105       1023    28300SH            DEFINED      16         15600       0   12700
ANIXTER INTERNATIONAL INC        COMMON   035290105         22      600SH            DEFINED      16,15        600       0       0
ANIXTER INTERNATIONAL INC        COMMON   035290105        116     3200SH            DEFINED      5,16        3200       0       0
ANNTAYLOR STORES CORP            COMMON   036115103         21      825SH            DEFINED      7            825       0       0
ANSOFT CORP                      COMMON   036384105       1295    48000SH            DEFINED      16         26300       0   21700
ANSOFT CORP                      COMMON   036384105         30     1100SH            DEFINED      16,15       1100       0       0
ANSOFT CORP                      COMMON   036384105        329    12200SH            DEFINED      5,16       12200       0       0
ANSYS INC                        COMMON   03662Q105       2730    79800SH            DEFINED      16         42100       0   37700
ANSYS INC                        COMMON   03662Q105         62     1800SH            DEFINED      16,15       1800       0       0
ANSYS INC                        COMMON   03662Q105        339     9900SH            DEFINED      5,16        9900       0       0
ANTEON INTERNATIONAL CORP        COMMON   03674E108       7292   187300SH            DEFINED      1         187300       0       0
ANTEON INTERNATIONAL CORP        COMMON   03674E108        319     8200SH            DEFINED      16          8200       0       0
ANTEON INTERNATIONAL CORP        COMMON   03674E108        818    21000SH            DEFINED      16,23      21000       0       0
ANTEON INTERNATIONAL CORP        COMMON   03674E108       3893   100000SH            DEFINED      3         100000       0       0
ANTIGENICS INC/DEL               COMMON   037032109          2      350SH            DEFINED      25             0       0     350
ANTIGENICS INC/DEL               COMMON   037032109         20     3000SH            DEFINED      7           3000       0       0
AON CORP                         COMMON   037389103      26019  1139200SH            DEFINED      1        1139200       0       0
AON CORP                         COMMON   037389103       2095    91734SH            DEFINED      16         91734       0       0
AON CORP                         COMMON   037389103        237    10364SH            DEFINED      9          10364       0       0
APACHE CORP                      COMMON   037411105     112669  1840100SH            DEFINED      1        1840100       0       0
APACHE CORP                      COMMON   037411105      24492   400000SH            DEFINED      1,2       400000       0       0
APACHE CORP                      COMMON   037411105       6111    99800SH            DEFINED      1,3        99800       0       0
APACHE CORP                      COMMON   037411105         86     1400SH            DEFINED      10,16       1400       0       0
APACHE CORP                      COMMON   037411105       1139    18600SH            DEFINED      10,2       18600       0       0
APACHE CORP                      COMMON   037411105      12817   209328SH            DEFINED      16        185928       0   15600
APACHE CORP                      COMMON   037411105       2449    40000SH            DEFINED      16,15      40000       0       0
APACHE CORP                      COMMON   037411105        643    10500SH            DEFINED      16,9       10500       0       0
APACHE CORP                      COMMON   037411105      11231   183425SH            DEFINED      2         183425       0       0
APACHE CORP                      COMMON   037411105         86     1400SH            DEFINED      24          1400       0       0
APACHE CORP                      COMMON   037411105      40681   664394SH            DEFINED      25        115978       0  548416
APACHE CORP                      COMMON   037411105       4532    74016SH            DEFINED      3          74016       0       0
APACHE CORP                      COMMON   037411105      30540   498779SH            DEFINED      4         498779       0       0
APACHE CORP                      COMMON   037411105         73     1200SH            DEFINED      5,16        1200       0       0
APACHE CORP                      COMMON   037411105        282     4600SH            DEFINED      5,2         4600       0       0
APACHE CORP                      COMMON   037411105       2241    36595SH            DEFINED      6          36595       0       0
APACHE CORP                      COMMON   037411105      22584   368840SH            DEFINED      7         368840       0       0
APACHE CORP                      COMMON   037411105        665    10867SH            DEFINED      9          10867       0       0
APARTMENT INVT & MGMT CO CL A    COMMON   03748R101       8290   222848SH            DEFINED      16        171058       0   51790
APOGEE ENTERPRISES INC           COMMON   037598109         19     1300SH            DEFINED      7              0       0    1300
APOLLO GROUP INC CL A            COMMON   037604105      11834   159793SH            DEFINED      1         159793       0       0
APOLLO GROUP INC CL A            COMMON   037604105      15707   212089SH            DEFINED      16        169728       0   42360
APOLLO GROUP INC CL A            COMMON   037604105        555     7500SH            DEFINED      16,9        7500       0       0
APOLLO GROUP INC CL A            COMMON   037604105        141     1900SH            DEFINED      24          1900       0       0
APOLLO GROUP INC CL A            COMMON   037604105        110     1480SH            DEFINED      25             0       0    1480
APOLLO GROUP INC CL A            COMMON   037604105        590     7970SH            DEFINED      5,16        7970       0       0
APOLLO GROUP INC CL A            COMMON   037604105      15523   209607SH            DEFINED      7         209607       0       0
APOLLO GROUP INC CL A            COMMON   037604105        612     8269SH            DEFINED      9           8269       0       0
APOLLO GOLD CORP                 COMMON   03761E102        555  1200000SH            DEFINED      1        1200000       0       0
APOLLO GOLD CORP                 COMMON   03761E102        139   300000SH            DEFINED      2         300000       0       0
APOLLO INVESTMENT CORP CF        COMMON   03761U106       3658   218000SH            DEFINED      1         218000       0       0
APPLE COMPUTER INC               COMMON   037833100     129074  3097540SH            DEFINED      1        3097540       0       0
APPLE COMPUTER INC               COMMON   037833100     122927  2950000SH            DEFINED      1,2      2950000       0       0
APPLE COMPUTER INC               COMMON   037833100      11438   274500SH            DEFINED      1,3       274500       0       0
APPLE COMPUTER INC               COMMON   037833100      18076   433800SH            DEFINED      10,16     433800       0       0
APPLE COMPUTER INC               COMMON   037833100       4425   106200SH            DEFINED      10,2      106200       0       0
APPLE COMPUTER INC               COMMON   037833100       1542    37000SH            DEFINED      10,8       37000       0       0
APPLE COMPUTER INC               COMMON   037833100       1238    29700SH            DEFINED      12,9       29700       0       0
APPLE COMPUTER INC               COMMON   037833100     132424  3177917SH            DEFINED      16       2871135       0  280382
APPLE COMPUTER INC               COMMON   037833100       2375    57000SH            DEFINED      16,15      57000       0       0
APPLE COMPUTER INC               COMMON   037833100       5442   130600SH            DEFINED      16,23     130600       0       0
APPLE COMPUTER INC               COMMON   037833100       4392   105400SH            DEFINED      16,9      105400       0       0
APPLE COMPUTER INC               COMMON   037833100      19064   457500SH            DEFINED      2         457500       0       0
APPLE COMPUTER INC               COMMON   037833100       5336   128056SH            DEFINED      24        128056       0       0
APPLE COMPUTER INC               COMMON   037833100      14660   351820SH            DEFINED      25         71411       0  280409



                                                                                          
APPLE COMPUTER INC               COMMON   037833100       3667    88000SH            DEFINED      5,16       88000       0       0
APPLE COMPUTER INC               COMMON   037833100        513    12310SH            DEFINED      6          12310       0       0
APPLE COMPUTER INC               COMMON   037833100       9203   220855SH            DEFINED      7         220855       0       0
APPLE COMPUTER INC               COMMON   037833100        400     9600SH            DEFINED      8           9600       0       0
APPLE COMPUTER INC               COMMON   037833100       6361   152658SH            DEFINED      9         152658       0       0
APPLE COMPUTER INC               COMMON   037833100       1031    24748SH            DEFINED      9,10       24748       0       0
APPLE COMPUTER INC               COMMON   037833100        149     3569SH            DEFINED      9,11        3569       0       0
APPLE COMPUTER INC               COMMON   037833100        863    20700SH            DEFINED      9,14       20700       0       0
APPLEBEE'S INTL INC              COMMON   037899101       6760   245300SH            DEFINED      1         245300       0       0
APPLEBEE'S INTL INC              COMMON   037899101         61     2210SH            DEFINED      25             0       0    2210
APPLEBEE'S INTL INC              COMMON   037899101       8830   320384SH            DEFINED      7         320384       0       0
APRIA HEALTHCARE GROUP INC       COMMON   037933108       6979   217400SH            DEFINED      1         217400       0       0
APRIA HEALTHCARE GROUP INC       COMMON   037933108       1637    51000SH            DEFINED      16         44500       0    4100
APRIA HEALTHCARE GROUP INC       COMMON   037933108        170     5300SH            DEFINED      16,9        5300       0       0
APRIA HEALTHCARE GROUP INC       COMMON   037933108         13      400SH            DEFINED      5,16         400       0       0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON   038020103         28     1400SH            DEFINED      1              0       0    1400
APPLERA CORP-APPLIED BIOSYSTEM   COMMON   038020103       2989   151400SH            DEFINED      10,16     151400       0       0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON   038020103         81     4100SH            DEFINED      10,8        4100       0       0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON   038020103      22830  1156524SH            DEFINED      16       1034724       0   95500
APPLERA CORP-APPLIED BIOSYSTEM   COMMON   038020103        124     6300SH            DEFINED      16,15       6300       0       0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON   038020103       1700    86100SH            DEFINED      16,9       86100       0       0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON   038020103        118     5956SH            DEFINED      24          5956       0       0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON   038020103        263    13300SH            DEFINED      5,16       13300       0       0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON   038020103        202    10250SH            DEFINED      7          10250       0       0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON   038020103        500    25340SH            DEFINED      9          25340       0       0
APPLERA CORP-APPLIED BIOSYSTEM   COMMON   038020103         30     1510SH            DEFINED      9,11        1510       0       0
APPLERA CORP-CELERA GENOMICS     COMMON   038020202        101     9838SH            DEFINED      7           9838       0       0
APPLIED DIGITAL SOLUTIONS        COMMON   038188306          0       50SH            DEFINED      25             0       0      50
APPLIED FILMS CORP               COMMON   038197109       2513   108700SH            DEFINED      1         108700       0       0
APPLIED FILMS CORP               COMMON   038197109         14      625SH            DEFINED      7            625       0       0
APPLIED INDUSTRIAL TECH INC      COMMON   03820C105       5032   185000SH            DEFINED      16        102150       0   82850
APPLIED INDUSTRIAL TECH INC      COMMON   03820C105        109     4000SH            DEFINED      16,15       4000       0       0
APPLIED INDUSTRIAL TECH INC      COMMON   03820C105       1282    47150SH            DEFINED      5,16       47150       0       0
APPLIED MATERIALS INC            COMMON   038222105      41759  2569800SH            DEFINED      1        2569800       0       0
APPLIED MATERIALS INC            COMMON   038222105      25734  1583600SH            DEFINED      1,2      1583600       0       0
APPLIED MATERIALS INC            COMMON   038222105       3526   217000SH            DEFINED      10        217000       0       0
APPLIED MATERIALS INC            COMMON   038222105        797    49040SH            DEFINED      10,16      49040       0       0
APPLIED MATERIALS INC            COMMON   038222105      65239  4014733SH            DEFINED      16       3018579       0  985194
APPLIED MATERIALS INC            COMMON   038222105        910    56030SH            DEFINED      16,23      56030       0       0
APPLIED MATERIALS INC            COMMON   038222105        322    19800SH            DEFINED      16,9       19800       0       0
APPLIED MATERIALS INC            COMMON   038222105       4337   266910SH            DEFINED      2         266910       0       0
APPLIED MATERIALS INC            COMMON   038222105       1674   103000SH            DEFINED      21        103000       0       0
APPLIED MATERIALS INC            COMMON   038222105       3233   198929SH            DEFINED      25         65754       0  133175
APPLIED MATERIALS INC            COMMON   038222105       8399   516878SH            DEFINED      4         516878       0       0
APPLIED MATERIALS INC            COMMON   038222105       1018    62670SH            DEFINED      5,16       62670       0       0
APPLIED MATERIALS INC            COMMON   038222105        206    12658SH            DEFINED      7          12658       0       0
APPLIED MATERIALS INC            COMMON   038222105        877    53999SH            DEFINED      9          53999       0       0
APPLIED MICRO CIRCUITS CORP      COMMON   03822W109       1064   324423SH            DEFINED      16         31623       0  292800
APTARGROUP INC                   COMMON   038336103       7402   142400SH            DEFINED      1         142400       0       0
APTARGROUP INC                   COMMON   038336103        107     2060SH            DEFINED      25          2060       0       0
AQUA AMERICA INC                 COMMON   03836W103       6608   271250SH            DEFINED      1         271250       0       0
AQUA AMERICA INC                 COMMON   03836W103        183     7500SH            DEFINED      25          7500       0       0
AQUA AMERICA INC                 COMMON   03836W103         67     2733SH            DEFINED      7           2733       0       0
AQUANTIVE INC                    COMMON   03839G105        514    46670SH            DEFINED      19             0       0   46670
ARACRUZ CELULOSE SA ADR          COMMON   038496204         25      700SH            DEFINED      25             0       0     700
ARAMARK CORP-CL B                COMMON   038521100      18410   700515SH            DEFINED      1         700100       0     415
ARAMARK CORP-CL B                COMMON   038521100         25      950SH            DEFINED      16           950       0       0
ARAMARK CORP-CL B                COMMON   038521100       2791   106200SH            DEFINED      2         106200       0       0
ARAMARK CORP-CL B                COMMON   038521100      14888   566500SH            DEFINED      3         566500       0       0
ARAMARK CORP-CL B                COMMON   038521100        573    21820SH            DEFINED      7          21820       0       0
ARBINET-THEXCHANGE INC           COMMON   03875P100      12148   637700SH            DEFINED      10        637700       0       0
ARBINET-THEXCHANGE INC           COMMON   03875P100        389    20400SH            DEFINED      10,23      20400       0       0
ARBITRON INC                     COMMON   03875Q108          0        0SH            DEFINED      16             0       0       0
ARBITRON INC                     COMMON   03875Q108         99     2300SH            DEFINED      7           2300       0       0
ARBOR REALTY TRUST INC           COMMON   038923108         30     1200SH            DEFINED      16          1200       0       0
ARBOR REALTY TRUST INC           COMMON   038923108         77     3100SH            DEFINED      5,16        3100       0       0
ARCH CHEMICALS INC               COMMON   03937R102         20      700SH            DEFINED      16           700       0       0
ARCH CHEMICALS INC               COMMON   03937R102         48     1700SH            DEFINED      5,16        1700       0       0
ARCH CHEMICALS INC               COMMON   03937R102         45     1575SH            DEFINED      7           1575       0       0
ARCH COAL INC                    COMMON   039380100       3269    75996SH            DEFINED      16         46476       0   29520
ARCHER-DANIELS-MIDLAND CO        COMMON   039483102      11688   475500SH            DEFINED      10,16     475500       0       0
ARCHER-DANIELS-MIDLAND CO        COMMON   039483102        570    23200SH            DEFINED      10,8       23200       0       0
ARCHER-DANIELS-MIDLAND CO        COMMON   039483102      53705  2184924SH            DEFINED      16       1988424       0  173500
ARCHER-DANIELS-MIDLAND CO        COMMON   039483102        882    35900SH            DEFINED      16,15      35900       0       0
ARCHER-DANIELS-MIDLAND CO        COMMON   039483102       1986    80800SH            DEFINED      16,9       80800       0       0
ARCHER-DANIELS-MIDLAND CO        COMMON   039483102        241     9801SH            DEFINED      24          9801       0       0
ARCHER-DANIELS-MIDLAND CO        COMMON   039483102          8      329SH            DEFINED      25             0       0     329
ARCHER-DANIELS-MIDLAND CO        COMMON   039483102       1384    56300SH            DEFINED      5,16       56300       0       0
ARCHER-DANIELS-MIDLAND CO        COMMON   039483102         15      600SH            DEFINED      7            600       0       0
ARCHER-DANIELS-MIDLAND CO        COMMON   039483102        246    10000SH            DEFINED      8          10000       0       0
ARCHER-DANIELS-MIDLAND CO        COMMON   039483102        825    33545SH            DEFINED      9          33545       0       0
ARCHER-DANIELS-MIDLAND CO        COMMON   039483102         31     1245SH            DEFINED      9,11        1245       0       0
ARCHSTONE-SMITH TRUST            COMMON   039583109       8950   262400SH            DEFINED      10,16     262400       0       0
ARCHSTONE-SMITH TRUST            COMMON   039583109        553    16200SH            DEFINED      10,8       16200       0       0
ARCHSTONE-SMITH TRUST            COMMON   039583109     191917  5626417SH            DEFINED      16       4419379       0 1120238
ARCHSTONE-SMITH TRUST            COMMON   039583109        853    25000SH            DEFINED      16,15      25000       0       0
ARCHSTONE-SMITH TRUST            COMMON   039583109       1102    32300SH            DEFINED      25          3077       0   29223
ARCHSTONE-SMITH TRUST            COMMON   039583109      11066   324408SH            DEFINED      5,16      324408       0       0
ARCHSTONE-SMITH TRUST            COMMON   039583109         17      500SH            DEFINED      7            500       0       0
ARCTIC CAT INC                   COMMON   039670104        371    13700SH            DEFINED      16          8200       0    5500
ARCTIC CAT INC                   COMMON   039670104          8      300SH            DEFINED      16,15        300       0       0
ARCTIC CAT INC                   COMMON   039670104        146     5400SH            DEFINED      5,16        5400       0       0
ARDEN REALTY INC                 COMMON   039793104      42038  1241900SH            DEFINED      16       1095700       0  146200



                                                                                          
ARDEN REALTY INC                 COMMON   039793104          6      180SH            DEFINED      25           180       0       0
ARENA PHARMACEUTICALS INC        COMMON   040047102        235    46500SH            DEFINED      12,2       46500       0       0
LIFE SCIENCES RESEARC CVT(HTDL   CONVERT  0400912         1000  1000000SH            DEFINED      10       1000000       0       0
ARES CAPITAL CORP                COMMON   04010L103       5027   306519SH            DEFINED      10        306519       0       0
ARES CAPITAL CORP                COMMON   04010L103       1148    70000SH            DEFINED      10,23      70000       0       0
ARGONAUT GROUP INC               COMMON   040157109         13      622SH            DEFINED      7            622       0       0
ARGOSY GAMING COMPANY            COMMON   040228108       1846    40200SH            DEFINED      3          40200       0       0
ARIBA INC                        COMMON   04033V203          0       33SH            DEFINED      25             0       0      33
ARKANSAS BEST CORP               COMMON   040790107         19      500SH            DEFINED      7            500       0       0
ARM HOLDINGS PLC ADR             COMMON   042068106      13487  2247845SH            DEFINED      1        2247845       0       0
ARM HOLDINGS PLC ADR             COMMON   042068106       5130   855008SH            DEFINED      2         855008       0       0
ARMOR HOLDINGS INC               COMMON   042260109         74     2000SH            DEFINED      25             0       0    2000
ARMSTRONG HOLDINGS INC           COMMON   042384107          3     1506SH            DEFINED      7           1506       0       0
ARQULE INC                       COMMON   04269E107       1175   250429SH            DEFINED      7         250429       0       0
ARRAY BIOPHARMA INC              COMMON   04269X105        210    30000SH            DEFINED      12,2       30000       0       0
ARRAY BIOPHARMA INC              COMMON   04269X105        545    77700SH            DEFINED      16         41500       0   36200
ARRAY BIOPHARMA INC              COMMON   04269X105         12     1700SH            DEFINED      16,15       1700       0       0
ARRAY BIOPHARMA INC              COMMON   04269X105         69     9900SH            DEFINED      5,16        9900       0       0
ARRAY BIOPHARMA INC              COMMON   04269X105         35     5000SH            DEFINED      7           5000       0       0
ARROW ELECTRONICS INC            COMMON   042735100         28     1100SH            DEFINED      7              0       0    1100
ART TECHNOLOGY GROUP INC         COMMON   04289L107         98    92860SH            DEFINED      7          92860       0       0
ARTHROCARE CORP                  COMMON   043136100          6      200SH            DEFINED      25             0       0     200
ARTHROCARE CORP                  COMMON   043136100       3523   123600SH            DEFINED      3         123600       0       0
ARVINMERITOR INC.                COMMON   043353101        353    22847SH            DEFINED      25             0       0   22847
ASHFORD HOSPITALITY TRUST        COMMON   044103109        602    59000SH            DEFINED      16             0       0   59000
ASHFORD HOSPITALITY TRUST        COMMON   044103109         10      950SH            DEFINED      7            950       0       0
ASHLAND INC                      COMMON   044204105        433     6419SH            DEFINED      16          6419       0       0
ASHLAND INC                      COMMON   044204105        217     3220SH            DEFINED      7           3220       0       0
ASK JEEVES INC                   COMMON   045174109      16434   585251SH            DEFINED      1         585251       0       0
ASK JEEVES INC                   COMMON   045174109        258     9200SH            DEFINED      16             0       0    9200
ASK JEEVES INC                   COMMON   045174109       1853    66000SH            DEFINED      2          55000       0   11000
ASK JEEVES INC                   COMMON   045174109         44     1550SH            DEFINED      7           1550       0       0
ASPREVA PHARMACEUTICALS CORP     COMMON   04538T109       3141   215900SH            DEFINED      1         215900       0       0
ASSET ACCEPTANCE CAPITAL CORP    COMMON   04543P100        206    10800SH            DEFINED      16         10800       0       0
ASSOCIATED BANC CORP             COMMON   045487105         28      900SH            DEFINED      16           500       0     400
ASSOCIATED BANC CORP             COMMON   045487105         16      500SH            DEFINED      25           500       0       0
ASSOCIATED ESTATES REALTY CORP   COMMON   045604105       1176   118000SH            DEFINED      16         72000       0   46000
ASSOCIATED ESTATES REALTY CORP   COMMON   045604105         22     2200SH            DEFINED      16,15       2200       0       0
ASSOCIATED ESTATES REALTY CORP   COMMON   045604105        280    28100SH            DEFINED      5,16       28100       0       0
ASSURANT INC                     COMMON   04621X108        290     8600SH            DEFINED      7           8600       0       0
ASTEC INDUSTRIES INC             COMMON   046224101       5821   264000SH            DEFINED      1         264000       0       0
ASTEC INDUSTRIES INC             COMMON   046224101       1978    89700SH            DEFINED      16         60000       0   29700
ASTEC INDUSTRIES INC             COMMON   046224101         31     1400SH            DEFINED      16,15       1400       0       0
ASTEC INDUSTRIES INC             COMMON   046224101        439    19900SH            DEFINED      5,16       19900       0       0
ASTORIA FINANCIAL CORP           COMMON   046265104       7962   314700SH            DEFINED      16        290900       0   15900
ASTORIA FINANCIAL CORP           COMMON   046265104       1268    50100SH            DEFINED      16,9       50100       0       0
ASTORIA FINANCIAL CORP           COMMON   046265104         88     3471SH            DEFINED      24          3471       0       0
ASTORIA FINANCIAL CORP           COMMON   046265104         85     3354SH            DEFINED      25           750       0    2604
ASTORIA FINANCIAL CORP           COMMON   046265104         30     1200SH            DEFINED      5,16        1200       0       0
ASTORIA FINANCIAL CORP           COMMON   046265104         19      750SH            DEFINED      9            750       0       0
ASTRAZENECA PLC ADR              COMMON   046353108        583    14736SH            DEFINED      25           400       0   14336
ASTRAZENECA PLC ADR              COMMON   046353108          0        0SH            DEFINED      3              0       0       0
ASTRAZENECA PLC ADR              COMMON   046353108        282     7127SH            DEFINED      7           7127       0       0
@ROAD INC                        COMMON   04648K105          1      200SH            DEFINED      25             0       0     200
ATLANTIC AMERICAN CORP           COMMON   048209100         15     5025SH            DEFINED      25          5025       0       0
ATMEL CORP                       COMMON   049513104         19     6400SH            DEFINED      7           6400       0       0
ATMEL CORP                       COMMON   049513104         93    31500SH            DEFINED      9,10       31500       0       0
ATWOOD OCEANICS INC              COMMON   050095108        499     7500SH            DEFINED      16          7500       0       0
AUDIBLE INC                      COMMON   05069A302          1      100SH            DEFINED      25             0       0     100
AUTOBYTEL.COM INC                COMMON   05275N106         45     9000SH            DEFINED      7           9000       0       0
AUTODESK INC                     COMMON   052769106      43819  1472400SH            DEFINED      1        1472400       0       0
AUTODESK INC                     COMMON   052769106      35712  1200000SH            DEFINED      1,2      1200000       0       0
AUTODESK INC                     COMMON   052769106       1446    48600SH            DEFINED      1,3        48600       0       0
AUTODESK INC                     COMMON   052769106        119     4000SH            DEFINED      10,16       4000       0       0
AUTODESK INC                     COMMON   052769106        875    29403SH            DEFINED      16         22403       0    7000
AUTODESK INC                     COMMON   052769106       9785   328800SH            DEFINED      2         319500       0    9300
AUTODESK INC                     COMMON   052769106        655    22006SH            DEFINED      25             0       0   22006
AUTODESK INC                     COMMON   052769106         10      330SH            DEFINED      7            330       0       0
AUTOLIV INC                      COMMON   052800109      15847   332570SH            DEFINED      1         332570       0       0
AUTOLIV INC                      COMMON   052800109        346     7269SH            DEFINED      12,9        7269       0       0
AUTOLIV INC                      COMMON   052800109      10421   218700SH            DEFINED      16        192400       0   16800
AUTOLIV INC                      COMMON   052800109        581    12200SH            DEFINED      16,9       12200       0       0
AUTOLIV INC                      COMMON   052800109       1954    41000SH            DEFINED      2          41000       0       0
AUTOLIV INC                      COMMON   052800109         59     1238SH            DEFINED      24          1238       0       0
AUTOLIV INC                      COMMON   052800109         71     1500SH            DEFINED      5,16        1500       0       0
AUTOLIV INC                      COMMON   052800109        383     8028SH            DEFINED      7           8028       0       0
AUTOLIV INC                      COMMON   052800109        967    20287SH            DEFINED      9          20287       0       0
AUTOLIV INC                      COMMON   052800109        255     5350SH            DEFINED      9,14        5350       0       0
AUTOMATIC DATA PROCESSING        COMMON   053015103      46514  1034800SH            DEFINED      1        1034800       0       0
AUTOMATIC DATA PROCESSING        COMMON   053015103      61806  1375000SH            DEFINED      1,2      1375000       0       0
AUTOMATIC DATA PROCESSING        COMMON   053015103       2324    51700SH            DEFINED      10,16      51700       0       0
AUTOMATIC DATA PROCESSING        COMMON   053015103      11093   246786SH            DEFINED      16        223186       0   23600
AUTOMATIC DATA PROCESSING        COMMON   053015103       1335    29700SH            DEFINED      16,23      29700       0       0
AUTOMATIC DATA PROCESSING        COMMON   053015103       2063    45900SH            DEFINED      16,9       45900       0       0
AUTOMATIC DATA PROCESSING        COMMON   053015103      26676   593450SH            DEFINED      2         593450       0       0
AUTOMATIC DATA PROCESSING        COMMON   053015103        324     7200SH            DEFINED      24          7200       0       0
AUTOMATIC DATA PROCESSING        COMMON   053015103      13524   300859SH            DEFINED      25        229987       0   70872
AUTOMATIC DATA PROCESSING        COMMON   053015103       2191    48743SH            DEFINED      7          48743       0       0
AUTOMATIC DATA PROCESSING        COMMON   053015103        972    21615SH            DEFINED      9          21615       0       0
AUTOMATIC DATA PROC(AUD)CVT 0.   CONVERT  053015AC7      22169 19111000SH            DEFINED      16       2825000       016286000
AUTONATION INC                   COMMON   05329W102        414    21860SH            DEFINED      16         21860       0       0
AUTONATION INC                   COMMON   05329W102        125     6600SH            DEFINED      7           6600       0       0
AUTOZONE INC                     COMMON   053332102       1123    13100SH            DEFINED      10,16      13100       0       0



                                                                                          
AUTOZONE INC                     COMMON   053332102        206     2400SH            DEFINED      10,8        2400       0       0
AUTOZONE INC                     COMMON   053332102      14762   172251SH            DEFINED      16        149751       0   21100
AUTOZONE INC                     COMMON   053332102        317     3700SH            DEFINED      16,15       3700       0       0
AUTOZONE INC                     COMMON   053332102       1354    15800SH            DEFINED      16,9       15800       0       0
AUTOZONE INC                     COMMON   053332102        330     3855SH            DEFINED      24          3855       0       0
AUTOZONE INC                     COMMON   053332102        110     1284SH            DEFINED      25            88       0    1196
AUTOZONE INC                     COMMON   053332102       1723    20100SH            DEFINED      3          20100       0       0
AUTOZONE INC                     COMMON   053332102        480     5600SH            DEFINED      5,16        5600       0       0
AUTOZONE INC                     COMMON   053332102      13627   159009SH            DEFINED      7         159009       0       0
AUTOZONE INC                     COMMON   053332102        657     7663SH            DEFINED      9           7663       0       0
AUTOZONE INC                     COMMON   053332102         32      376SH            DEFINED      9,11         376       0       0
AVALONBAY COMMUNITIES INC        COMMON   053484101        361     5400SH            DEFINED      10,16       5400       0       0
AVALONBAY COMMUNITIES INC        COMMON   053484101         67     1000SH            DEFINED      10,8        1000       0       0
AVALONBAY COMMUNITIES INC        COMMON   053484101      98085  1466357SH            DEFINED      16       1139674       0  306783
AVALONBAY COMMUNITIES INC        COMMON   053484101        100     1500SH            DEFINED      16,15       1500       0       0
AVALONBAY COMMUNITIES INC        COMMON   053484101       7547   112823SH            DEFINED      5,16      112823       0       0
AVANT IMMUNOTHERAPEUTICS INC     COMMON   053491106          0       54SH            DEFINED      6             54       0       0
AVANT IMMUNOTHERAPEUTICS INC     COMMON   053491106          0      145SH            DEFINED      7            145       0       0
AVAYA INC                        COMMON   053499109      49761  4260370SH            DEFINED      1        4260370       0       0
AVAYA INC                        COMMON   053499109      30080  2575300SH            DEFINED      10       2575300       0       0
AVAYA INC                        COMMON   053499109        917    78500SH            DEFINED      10,23      78500       0       0
AVAYA INC                        COMMON   053499109       1356   116068SH            DEFINED      16         77568       0   38500
AVAYA INC                        COMMON   053499109       2145   183660SH            DEFINED      16,23     183660       0       0
AVAYA INC                        COMMON   053499109       2415   206800SH            DEFINED      2         157000       0   49800
AVAYA INC                        COMMON   053499109       2149   184000SH            DEFINED      21        184000       0       0
AVAYA INC                        COMMON   053499109         16     1373SH            DEFINED      25           333       0    1040
AVAYA INC                        COMMON   053499109          2      191SH            DEFINED      4            191       0       0
AVAYA INC                        COMMON   053499109          4      334SH            DEFINED      7            334       0       0
AVAYA INC                        COMMON   053499109        132    11270SH            DEFINED      9          11270       0       0
AVERY DENNISON CORP              COMMON   053611109        609     9836SH            DEFINED      16          9836       0       0
AVERY DENNISON CORP              COMMON   053611109        832    13439SH            DEFINED      25          6504       0    6935
AVERY DENNISON CORP              COMMON   053611109         23      370SH            DEFINED      7            370       0       0
AVERY DENNISON CORP              COMMON   053611109        235     3790SH            DEFINED      9           3790       0       0
AVIALL INC                       COMMON   05366B102          6      200SH            DEFINED      7            200       0       0
AVICI SYSTEMS INC                COMMON   05367L802         30     7052SH            DEFINED      19             0       0    7052
AVID TECHNOLOGY INC              COMMON   05367P100      45493   840600SH            DEFINED      1         840600       0       0
AVID TECHNOLOGY INC              COMMON   05367P100        963    17800SH            DEFINED      16         17800       0       0
AVID TECHNOLOGY INC              COMMON   05367P100       2165    40000SH            DEFINED      16,23      40000       0       0
AVID TECHNOLOGY INC              COMMON   05367P100       4476    82700SH            DEFINED      2          82700       0       0
AVISTA CORP                      COMMON   05379B107       2312   132100SH            DEFINED      1         132100       0       0
AVISTA CORP                      COMMON   05379B107       5245   299700SH            DEFINED      16        168800       0  130900
AVISTA CORP                      COMMON   05379B107        110     6300SH            DEFINED      16,15       6300       0       0
AVISTA CORP                      COMMON   05379B107       1531    87500SH            DEFINED      5,16       87500       0       0
AVISTA CORP                      COMMON   05379B107         75     4300SH            DEFINED      7           4300       0       0
AVNET INC                        COMMON   053807103         39     2100SH            DEFINED      16          2100       0       0
AVNET INC                        COMMON   053807103         58     3125SH            DEFINED      9           3125       0       0
AVON PRODUCTS INC                COMMON   054303102      12830   298800SH            DEFINED      1         298800       0       0
AVON PRODUCTS INC                COMMON   054303102       4311   100400SH            DEFINED      1,3       100400       0       0
AVON PRODUCTS INC                COMMON   054303102       4457   103800SH            DEFINED      10,2      103800       0       0
AVON PRODUCTS INC                COMMON   054303102       2072    48247SH            DEFINED      16         48247       0       0
AVON PRODUCTS INC                COMMON   054303102        120     2800SH            DEFINED      16,9        2800       0       0
AVON PRODUCTS INC                COMMON   054303102        727    16932SH            DEFINED      24         16932       0       0
AVON PRODUCTS INC                COMMON   054303102       3332    77589SH            DEFINED      25         55718       0   21871
AVON PRODUCTS INC                COMMON   054303102          1       29SH            DEFINED      4             29       0       0
AVON PRODUCTS INC                COMMON   054303102       2014    46910SH            DEFINED      6          46910       0       0
AVON PRODUCTS INC                COMMON   054303102      18642   434142SH            DEFINED      7         434142       0       0
AVON PRODUCTS INC                COMMON   054303102        801    18657SH            DEFINED      9          18657       0       0
AXA ADR                          COMMON   054536107         58     2160SH            DEFINED      25           550       0    1610
AXA ADR                          COMMON   054536107         28     1066SH            DEFINED      7           1066       0       0
AXCELIS TECHNOLOGIES             COMMON   054540109       1522   208500SH            DEFINED      16        109600       0   98900
AXCELIS TECHNOLOGIES             COMMON   054540109         34     4700SH            DEFINED      16,15       4700       0       0
AXCELIS TECHNOLOGIES             COMMON   054540109        185    25400SH            DEFINED      5,16       25400       0       0
AXCELIS TECHNOLOGIES             COMMON   054540109          2      294SH            DEFINED      7            294       0       0
AZTAR CORP                       COMMON   054802103      20880   731100SH            DEFINED      1         731100       0       0
AZTAR CORP                       COMMON   054802103        483    16900SH            DEFINED      16,15      16900       0       0
AZTAR CORP                       COMMON   054802103       2022    70810SH            DEFINED      2          70810       0       0
AZTAR CORP                       COMMON   054802103         14      500SH            DEFINED      25             0       0     500
AXCAN PHARMA                     COMMON   054923107         34     2000SH            DEFINED      25             0       0    2000
BB&T CORPORATION                 COMMON   054937107       2075    53093SH            DEFINED      16         53093       0       0
BB&T CORPORATION                 COMMON   054937107         42     1078SH            DEFINED      25           700       0     378
BB&T CORPORATION                 COMMON   054937107         16      400SH            DEFINED      6            400       0       0
BB&T CORPORATION                 COMMON   054937107       2712    69400SH            DEFINED      7          69400       0       0
BB&T CORPORATION                 COMMON   054937107        548    14020SH            DEFINED      9          14020       0       0
BASF AG ADR                      COMMON   055262505      24335   344935SH            DEFINED      13        329750       0   15185
BASF AG ADR                      COMMON   055262505      47398   671842SH            DEFINED      16        644093       0   27749
BASF AG ADR                      COMMON   055262505         20      289SH            DEFINED      25           250       0      39
BCE INC                          COMMON   05534B109      24278   971000SH            DEFINED      1              0       0  971000
BCE INC                          COMMON   05534B109      17772   710800SH            DEFINED      1,3       710800       0       0
BCE INC                          COMMON   05534B109       1300    52000SH            DEFINED      10,13      52000       0       0
BCE INC                          COMMON   05534B109       1647    65900SH            DEFINED      10,16      65900       0       0
BCE INC                          COMMON   05534B109     121559  4861950SH            DEFINED      13       4360210       0  489640
BCE INC                          COMMON   05534B109      28039  1121944SH            DEFINED      16        986398       0  135546
BCE INC                          COMMON   05534B109       1963    78500SH            DEFINED      16,23      78500       0       0
BCE INC                          COMMON   05534B109        183     7300SH            DEFINED      2           7300       0       0
BCE INC                          COMMON   05534B109     564967 22595890SH            DEFINED      3       22595890       0       0
BCE INC                          COMMON   05534B109      13269   530700SH            DEFINED      5,13      530700       0       0
BCE INC                          COMMON   05534B109        332    13297SH            DEFINED      9          13297       0       0
THE BISYS GROUP INC              COMMON   055472104       9471   604000SH            DEFINED      1         604000       0       0
THE BISYS GROUP INC              COMMON   055472104         46     2925SH            DEFINED      7           2925       0       0
BJ SERVICES CO                   COMMON   055482103     250658  4831500SH            DEFINED      1        4831500       0       0
BJ SERVICES CO                   COMMON   055482103      79376  1530000SH            DEFINED      1,2      1530000       0       0
BJ SERVICES CO                   COMMON   055482103        176     3400SH            DEFINED      1,3         3400       0       0
BJ SERVICES CO                   COMMON   055482103       2033    39191SH            DEFINED      16         39191       0       0



                                                                                          
BJ SERVICES CO                   COMMON   055482103       2594    50000SH            DEFINED      16,15      50000       0       0
BJ SERVICES CO                   COMMON   055482103      30345   584900SH            DEFINED      2         584900       0       0
BJ SERVICES CO                   COMMON   055482103      36548   704478SH            DEFINED      4         704478       0       0
BJ SERVICES CO                   COMMON   055482103        348     6700SH            DEFINED      5,2         6700       0       0
BJ SERVICES CO                   COMMON   055482103         10      190SH            DEFINED      7            190       0       0
BJ SERVICES CO                   COMMON   055482103        293     5652SH            DEFINED      9           5652       0       0
BJS WHOLESALE CLUB INC           COMMON   05548J106      12747   410400SH            DEFINED      1         410400       0       0
BJS WHOLESALE CLUB INC           COMMON   05548J106      23266   749070SH            DEFINED      16        653770       0   65300
BJS WHOLESALE CLUB INC           COMMON   05548J106          9      300SH            DEFINED      16,15        300       0       0
BJS WHOLESALE CLUB INC           COMMON   05548J106        991    31900SH            DEFINED      16,9       31900       0       0
BJS WHOLESALE CLUB INC           COMMON   05548J106        276     8900SH            DEFINED      2              0       0    8900
BJS WHOLESALE CLUB INC           COMMON   05548J106         20      650SH            DEFINED      25             0       0     650
BJS WHOLESALE CLUB INC           COMMON   05548J106        196     6300SH            DEFINED      5,16        6300       0       0
BJS WHOLESALE CLUB INC           COMMON   05548J106        386    12414SH            DEFINED      7          12414       0       0
BP PLC ADR                       COMMON   055622104     129303  2072160SH            DEFINED      1        2072160       0       0
BP PLC ADR                       COMMON   055622104      50544   810000SH            DEFINED      1,2       810000       0       0
BP PLC ADR                       COMMON   055622104      22538   361185SH            DEFINED      13        345595       0   15590
BP PLC ADR                       COMMON   055622104      41404   663532SH            DEFINED      16        639119       0   24413
BP PLC ADR                       COMMON   055622104       3931    63000SH            DEFINED      16,15      63000       0       0
BP PLC ADR                       COMMON   055622104       2853    45725SH            DEFINED      2          45725       0       0
BP PLC ADR                       COMMON   055622104      33922   543622SH            DEFINED      25        146090       0  397532
BP PLC ADR                       COMMON   055622104        741    11871SH            DEFINED      4          11871       0       0
BP PLC ADR                       COMMON   055622104       2250    36058SH            DEFINED      6          36058       0       0
BP PLC ADR                       COMMON   055622104      36303   581774SH            DEFINED      7         581774       0       0
BP PRUDHOE BAY ROYALTY TRUST     COMMON   055630107        768    11000SH            DEFINED      1          11000       0       0
BP PRUDHOE BAY ROYALTY TRUST     COMMON   055630107        614     8800SH            DEFINED      25          8800       0       0
BRT REALTY TRUST                 COMMON   055645303        295    14000SH            DEFINED      16          8200       0    5800
BRT REALTY TRUST                 COMMON   055645303          6      300SH            DEFINED      16,15        300       0       0
BRT REALTY TRUST                 COMMON   055645303         84     4000SH            DEFINED      5,16        4000       0       0
BRE PROPERTIES CL A              COMMON   05564E106      31991   906266SH            DEFINED      16        681126       0  211940
BRE PROPERTIES CL A              COMMON   05564E106        138     3897SH            DEFINED      25             0       0    3897
BRE PROPERTIES CL A              COMMON   05564E106       2114    59900SH            DEFINED      5,16       59900       0       0
BT GROUP PLC-ADS                 COMMON   05577E101         21      550SH            DEFINED      25           550       0       0
BMC SOFTWARE INC                 COMMON   055921100         11      750SH            DEFINED      1              0       0     750
BMC SOFTWARE INC                 COMMON   055921100       4079   271900SH            DEFINED      10,16     271900       0       0
BMC SOFTWARE INC                 COMMON   055921100        144     9600SH            DEFINED      10,8        9600       0       0
BMC SOFTWARE INC                 COMMON   055921100      36715  2447649SH            DEFINED      16       2177461       0  206988
BMC SOFTWARE INC                 COMMON   055921100        224    14900SH            DEFINED      16,15      14900       0       0
BMC SOFTWARE INC                 COMMON   055921100       1386    92400SH            DEFINED      16,9       92400       0       0
BMC SOFTWARE INC                 COMMON   055921100        351    23424SH            DEFINED      24         23424       0       0
BMC SOFTWARE INC                 COMMON   055921100        476    31700SH            DEFINED      5,16       31700       0       0
BMC SOFTWARE INC                 COMMON   055921100        960    64000SH            DEFINED      7          64000       0       0
BMC SOFTWARE INC                 COMMON   055921100        521    34759SH            DEFINED      9          34759       0       0
BMC SOFTWARE INC                 COMMON   055921100        479    31949SH            DEFINED      9,10       31949       0       0
BMC SOFTWARE INC                 COMMON   055921100         33     2182SH            DEFINED      9,11        2182       0       0
BAKER HUGHES INC                 COMMON   057224107      75624  1699800SH            DEFINED      1        1699800       0       0
BAKER HUGHES INC                 COMMON   057224107      65756  1478000SH            DEFINED      1,2      1478000       0       0
BAKER HUGHES INC                 COMMON   057224107       3261    73300SH            DEFINED      10,16      73300       0       0
BAKER HUGHES INC                 COMMON   057224107      15916   357737SH            DEFINED      16        283537       0   74200
BAKER HUGHES INC                 COMMON   057224107       2718    61100SH            DEFINED      16,9       61100       0       0
BAKER HUGHES INC                 COMMON   057224107       6662   149750SH            DEFINED      2         149750       0       0
BAKER HUGHES INC                 COMMON   057224107        690    15509SH            DEFINED      24         15509       0       0
BAKER HUGHES INC                 COMMON   057224107        682    15330SH            DEFINED      25           700       0   14630
BAKER HUGHES INC                 COMMON   057224107        343     7706SH            DEFINED      4           7706       0       0
BAKER HUGHES INC                 COMMON   057224107        329     7399SH            DEFINED      7           7399       0       0
BAKER HUGHES INC                 COMMON   057224107        629    14132SH            DEFINED      9          14132       0       0
BALL CORP                        COMMON   058498106      43471  1048000SH            DEFINED      1        1046500       0    1500
BALL CORP                        COMMON   058498106        112     2700SH            DEFINED      1,3         2700       0       0
BALL CORP                        COMMON   058498106        642    15466SH            DEFINED      16         15466       0       0
BALL CORP                        COMMON   058498106       3895    93900SH            DEFINED      2          93900       0       0
BALL CORP                        COMMON   058498106        149     3600SH            DEFINED      25             0       0    3600
BALL CORP                        COMMON   058498106        212     5100SH            DEFINED      5,2         5100       0       0
BALL CORP                        COMMON   058498106        422    10180SH            DEFINED      7          10180       0       0
BALL CORP                        COMMON   058498106         24      582SH            DEFINED      9            582       0       0
BANCFIRST CORP                   COMMON   05945F103        476     6900SH            DEFINED      16          3800       0    3100
BANCFIRST CORP                   COMMON   05945F103          7      100SH            DEFINED      16,15        100       0       0
BANCFIRST CORP                   COMMON   05945F103        186     2700SH            DEFINED      5,16        2700       0       0
BANCO BRADESCO SA ADR REP1 PRF   COMMON   059460303       2407    83000SH            DEFINED      10         83000       0       0
BANCO BRADESCO SA ADR REP1 PRF   COMMON   059460303        371    12800SH            DEFINED      10,16      12800       0       0
BANCO BRADESCO SA ADR REP1 PRF   COMMON   059460303       1021    35200SH            DEFINED      10,23      35200       0       0
BANCO BRADESCO SA ADR REP1 PRF   COMMON   059460303        455    15700SH            DEFINED      13,15      15700       0       0
BANCO ITAU HOLDING FIN-ADR       COMMON   059602201        925    11400SH            DEFINED      1          11400       0       0
BANCO ITAU HOLDING FIN-ADR       COMMON   059602201        353     4350SH            DEFINED      10          4350       0       0
BANCO ITAU HOLDING FIN-ADR       COMMON   059602201        410     5050SH            DEFINED      10,16       5050       0       0
BANCO ITAU HOLDING FIN-ADR       COMMON   059602201       1063    13100SH            DEFINED      10,23      13100       0       0
BANCO ITAU HOLDING FIN-ADR       COMMON   059602201        552     6800SH            DEFINED      13,15       6800       0       0
BANCO ITAU HOLDING FIN-ADR       COMMON   059602201       1242    15300SH            DEFINED      2          15300       0       0
BANCO SANTANDER CEN ADR          COMMON   05964H105       1532   126018SH            DEFINED      16         49800       0   76218
BANCO SANTANDER CEN ADR          COMMON   05964H105         30     2450SH            DEFINED      25          2450       0       0
BANCO SANTANDER CHILE ADR        COMMON   05965X109        398    12000SH            DEFINED      10         12000       0       0
BANCORPSOUTH INC                 COMMON   059692103       1269    61500SH            DEFINED      16         31800       0   29700
BANCORPSOUTH INC                 COMMON   059692103         29     1400SH            DEFINED      16,15       1400       0       0
BANCORPSOUTH INC                 COMMON   059692103        157     7600SH            DEFINED      5,16        7600       0       0
BANDAG INC                       COMMON   059815100       2429    51700SH            DEFINED      1          51700       0       0
BANDAG INC                       COMMON   059815100         80     1700SH            DEFINED      16          1700       0       0
BANDAG INC                       COMMON   059815100         52     1100SH            DEFINED      5,16        1100       0       0
BANDAG INC                       COMMON   059815100          5      115SH            DEFINED      7            115       0       0
BANDAG INC-CL A                  COMMON   059815308          5      117SH            DEFINED      7            117       0       0
BANK OF AMERICA CORP             COMMON   060505104     182167  4130771SH            DEFINED      1        4125211       0    5560
BANK OF AMERICA CORP             COMMON   060505104      88685  2011000SH            DEFINED      1,2      2011000       0       0
BANK OF AMERICA CORP             COMMON   060505104      33008   748480SH            DEFINED      10,16     748480       0       0
BANK OF AMERICA CORP             COMMON   060505104       2170    49200SH            DEFINED      10,8       49200       0       0
BANK OF AMERICA CORP             COMMON   060505104        783    17745SH            DEFINED      12,9       17745       0       0



                                                                                          
BANK OF AMERICA CORP             COMMON   060505104     335586  7609651SH            DEFINED      16       6095761       0 1506970
BANK OF AMERICA CORP             COMMON   060505104       3338    75700SH            DEFINED      16,15      75700       0       0
BANK OF AMERICA CORP             COMMON   060505104       1559    35360SH            DEFINED      16,23      35360       0       0
BANK OF AMERICA CORP             COMMON   060505104      10941   248100SH            DEFINED      16,9      248100       0       0
BANK OF AMERICA CORP             COMMON   060505104      39785   902150SH            DEFINED      2         902150       0       0
BANK OF AMERICA CORP             COMMON   060505104       4540   102958SH            DEFINED      24        102958       0       0
BANK OF AMERICA CORP             COMMON   060505104      71399  1619029SH            DEFINED      25        228039       0 1390990
BANK OF AMERICA CORP             COMMON   060505104         32      725SH            DEFINED      4            725       0       0
BANK OF AMERICA CORP             COMMON   060505104       6057   137350SH            DEFINED      5,16      137350       0       0
BANK OF AMERICA CORP             COMMON   060505104        130     2950SH            DEFINED      6           2950       0       0
BANK OF AMERICA CORP             COMMON   060505104      21619   490228SH            DEFINED      7         490228       0       0
BANK OF AMERICA CORP             COMMON   060505104        309     7000SH            DEFINED      8           7000       0       0
BANK OF AMERICA CORP             COMMON   060505104       9852   223393SH            DEFINED      9         223393       0       0
BANK OF AMERICA CORP             COMMON   060505104        176     3984SH            DEFINED      9,11        3984       0       0
BANK OF AMERICA CORP             COMMON   060505104        532    12057SH            DEFINED      9,14       12057       0       0
BANK OF GRANITE CORP             COMMON   062401104         18     1000SH            DEFINED      16          1000       0       0
BANK OF GRANITE CORP             COMMON   062401104         46     2500SH            DEFINED      5,16        2500       0       0
BANK OF GRANITE CORP             COMMON   062401104          4      233SH            DEFINED      7            233       0       0
BANK OF HAWAII CORP              COMMON   062540109       6110   135000SH            DEFINED      1         135000       0       0
BANK OF HAWAII CORP              COMMON   062540109       3852    85100SH            DEFINED      16         83800       0    1300
BANK OF HAWAII CORP              COMMON   062540109        824    18200SH            DEFINED      16,9       18200       0       0
BANK OF HAWAII CORP              COMMON   062540109        505    11152SH            DEFINED      25             0       0   11152
BANK OF MARIN-CA                 COMMON   063431100         52     1428SH            DEFINED      25             0       0    1428
BANK OF MONTREAL                 COMMON   063671101        191     4105SH            DEFINED      1           4105       0       0
BANK OF MONTREAL                 COMMON   063671101      56554  1217900SH            DEFINED      1,3      1217900       0       0
BANK OF MONTREAL                 COMMON   063671101       1639    35300SH            DEFINED      10,16      35300       0       0
BANK OF MONTREAL                 COMMON   063671101        941    20261SH            DEFINED      12,9       20261       0       0
BANK OF MONTREAL                 COMMON   063671101        799    17200SH            DEFINED      2          17200       0       0
BANK OF MONTREAL                 COMMON   063671101        243     5227SH            DEFINED      24          5227       0       0
BANK OF MONTREAL                 COMMON   063671101      90103  1940400SH            DEFINED      3        1940400       0       0
BANK OF MONTREAL                 COMMON   063671101       3080    66326SH            DEFINED      9          66326       0       0
BANK OF MONTREAL                 COMMON   063671101        616    13260SH            DEFINED      9,14       13260       0       0
BANK OF THE OZARKS               COMMON   063904106        635    20000SH            DEFINED      1          20000       0       0
BANK OF THE OZARKS               COMMON   063904106          9      275SH            DEFINED      7            275       0       0
BANK OF NEW YORK CO INC          COMMON   064057102     353240 12159725SH            DEFINED      1       12159725       0       0
BANK OF NEW YORK CO INC          COMMON   064057102      26581   915000SH            DEFINED      1,2       915000       0       0
BANK OF NEW YORK CO INC          COMMON   064057102       1754    60370SH            DEFINED      10,16      60370       0       0
BANK OF NEW YORK CO INC          COMMON   064057102     127485  4388478SH            DEFINED      16       2876905       0 1502113
BANK OF NEW YORK CO INC          COMMON   064057102       1061    36510SH            DEFINED      16,23      36510       0       0
BANK OF NEW YORK CO INC          COMMON   064057102        264     9100SH            DEFINED      16,9        9100       0       0
BANK OF NEW YORK CO INC          COMMON   064057102       3960   136300SH            DEFINED      2         136300       0       0
BANK OF NEW YORK CO INC          COMMON   064057102        267     9200SH            DEFINED      2,15        9200       0       0
BANK OF NEW YORK CO INC          COMMON   064057102       7717   265656SH            DEFINED      25        256505       0    9151
BANK OF NEW YORK CO INC          COMMON   064057102        720    24800SH            DEFINED      3          24800       0       0
BANK OF NEW YORK CO INC          COMMON   064057102      19551   673009SH            DEFINED      4         673009       0       0
BANK OF NEW YORK CO INC          COMMON   064057102       1263    43480SH            DEFINED      5,16       26720       0   16760
BANK OF NEW YORK CO INC          COMMON   064057102       3840   132172SH            DEFINED      7         132172       0       0
BANK OF NEW YORK CO INC          COMMON   064057102        723    24877SH            DEFINED      9          24877       0       0
BANK OF NOVA SCOTIA              COMMON   064149107         43     1306SH            DEFINED      1           1306       0       0
BANK OF NOVA SCOTIA              COMMON   064149107     104053  3183024SH            DEFINED      1,3      3183024       0       0
BANK OF NOVA SCOTIA              COMMON   064149107       2142    65600SH            DEFINED      10,16      65600       0       0
BANK OF NOVA SCOTIA              COMMON   064149107        195     5961SH            DEFINED      12,9        5961       0       0
BANK OF NOVA SCOTIA              COMMON   064149107       1507    46100SH            DEFINED      2          46100       0       0
BANK OF NOVA SCOTIA              COMMON   064149107         36     1100SH            DEFINED      24          1100       0       0
BANK OF NOVA SCOTIA              COMMON   064149107     618083 18907400SH            DEFINED      3       18907400       0       0
BANK OF NOVA SCOTIA              COMMON   064149107       1938    59275SH            DEFINED      9          59275       0       0
BANK OF NOVA SCOTIA              COMMON   064149107        146     4454SH            DEFINED      9,14        4454       0       0
BANKATLANTIC BANCORP INC CL A    COMMON   065908501         41     2375SH            DEFINED      7           2375       0       0
BANKUNITED FINANCIAL CORP CL A   COMMON   06652B103        113     4225SH            DEFINED      7           4225       0       0
BANNER CORPORATION               COMMON   06652V109         35     1300SH            DEFINED      16          1300       0       0
BANNER CORPORATION               COMMON   06652V109         84     3100SH            DEFINED      5,16        3100       0       0
BANNER CORPORATION               COMMON   06652V109          7      275SH            DEFINED      7            275       0       0
BANTA CORP                       COMMON   066821109       2619    61200SH            DEFINED      1          61200       0       0
BANTA CORP                       COMMON   066821109         39      900SH            DEFINED      7              0       0     900
BARD (C.R.) INC                  COMMON   067383109      53064   779440SH            DEFINED      1         779440       0       0
BARD (C.R.) INC                  COMMON   067383109      55866   820600SH            DEFINED      1,2       820600       0       0
BARD (C.R.) INC                  COMMON   067383109         89     1310SH            DEFINED      10,16       1310       0       0
BARD (C.R.) INC                  COMMON   067383109       1637    24048SH            DEFINED      16         22748       0    1300
BARD (C.R.) INC                  COMMON   067383109       1130    16600SH            DEFINED      16,23      16600       0       0
BARD (C.R.) INC                  COMMON   067383109        334     4900SH            DEFINED      16,9        4900       0       0
BARD (C.R.) INC                  COMMON   067383109      19137   281100SH            DEFINED      2         281100       0       0
BARD (C.R.) INC                  COMMON   067383109        136     2000SH            DEFINED      21          2000       0       0
BARD (C.R.) INC                  COMMON   067383109       1128    16569SH            DEFINED      24         16569       0       0
BARD (C.R.) INC                  COMMON   067383109        123     1800SH            DEFINED      25             0       0    1800
BARD (C.R.) INC                  COMMON   067383109          5       74SH            DEFINED      4             74       0       0
BARD (C.R.) INC                  COMMON   067383109        127     1860SH            DEFINED      7           1860       0       0
BARD (C.R.) INC                  COMMON   067383109        277     4062SH            DEFINED      9           4062       0       0
BARCLAYS PLC ADR                 COMMON   06738E204         48     1150SH            DEFINED      25          1050       0     100
BARNES & NOBLE INC               COMMON   067774109       4629   134200SH            DEFINED      16        116100       0   11100
BARNES & NOBLE INC               COMMON   067774109        138     4000SH            DEFINED      16,9        4000       0       0
BARNES & NOBLE INC               COMMON   067774109         90     2600SH            DEFINED      25             0       0    2600
BARNES & NOBLE INC               COMMON   067774109         38     1100SH            DEFINED      5,16        1100       0       0
BARNES GROUP INC                 COMMON   067806109         30     1100SH            DEFINED      7              0       0    1100
BARRICK GOLD CORP                COMMON   067901108       8314   347000SH            DEFINED      1         347000       0       0
BARRICK GOLD CORP                COMMON   067901108      22098   921900SH            DEFINED      1,3       921900       0       0
BARRICK GOLD CORP                COMMON   067901108       3179   132700SH            DEFINED      10,16     132700       0       0
BARRICK GOLD CORP                COMMON   067901108       2154    89900SH            DEFINED      2          89900       0       0
BARRICK GOLD CORP                COMMON   067901108         18      750SH            DEFINED      25             0       0     750
BARRICK GOLD CORP                COMMON   067901108     337488 14079650SH            DEFINED      3       14079650       0       0
BARRICK GOLD CORP                COMMON   067901108        497    20716SH            DEFINED      9          20716       0       0
BARR PHARMACEUTICALS INC         COMMON   068306109      15088   309000SH            DEFINED      1         309000       0       0
BARR PHARMACEUTICALS INC         COMMON   068306109       7797   159673SH            DEFINED      16        157560       0    2113
BARR PHARMACEUTICALS INC         COMMON   068306109       2290    46900SH            DEFINED      2          46900       0       0



                                                                                          
BARR PHARMACEUTICALS INC         COMMON   068306109          4       75SH            DEFINED      25             0       0      75
BARR PHARMACEUTICALS INC         COMMON   068306109        379     7770SH            DEFINED      5,16           0       0    7770
BARR PHARMACEUTICALS INC         COMMON   068306109         31      640SH            DEFINED      7            640       0       0
BARRY (R.G.)                     COMMON   068798107        101    22221SH            DEFINED      25         22221       0       0
BAUSCH & LOMB INC                COMMON   071707103         38      520SH            DEFINED      1              0       0     520
BAUSCH & LOMB INC                COMMON   071707103       3863    52700SH            DEFINED      10,16      52700       0       0
BAUSCH & LOMB INC                COMMON   071707103        345     4700SH            DEFINED      10,8        4700       0       0
BAUSCH & LOMB INC                COMMON   071707103      48411   660454SH            DEFINED      16        592254       0   59900
BAUSCH & LOMB INC                COMMON   071707103        528     7200SH            DEFINED      16,15       7200       0       0
BAUSCH & LOMB INC                COMMON   071707103       1994    27200SH            DEFINED      16,9       27200       0       0
BAUSCH & LOMB INC                COMMON   071707103        362     4939SH            DEFINED      24          4939       0       0
BAUSCH & LOMB INC                COMMON   071707103         38      525SH            DEFINED      25             0       0     525
BAUSCH & LOMB INC                COMMON   071707103        865    11800SH            DEFINED      5,16       11800       0       0
BAUSCH & LOMB INC                COMMON   071707103        350     4772SH            DEFINED      9           4772       0       0
BAUSCH & LOMB INC                COMMON   071707103         27      372SH            DEFINED      9,11         372       0       0
BAXTER INTERNATIONAL INC         COMMON   071813109      74127  2181500SH            DEFINED      1        2181500       0       0
BAXTER INTERNATIONAL INC         COMMON   071813109       3361    98910SH            DEFINED      16         91410       0    7500
BAXTER INTERNATIONAL INC         COMMON   071813109       1009    29700SH            DEFINED      16,23      29700       0       0
BAXTER INTERNATIONAL INC         COMMON   071813109        479    14100SH            DEFINED      16,9       14100       0       0
BAXTER INTERNATIONAL INC         COMMON   071813109        619    18224SH            DEFINED      19             0       0   18224
BAXTER INTERNATIONAL INC         COMMON   071813109        374    11000SH            DEFINED      2          11000       0       0
BAXTER INTERNATIONAL INC         COMMON   071813109        527    15500SH            DEFINED      21         15500       0       0
BAXTER INTERNATIONAL INC         COMMON   071813109       1292    38008SH            DEFINED      25           343       0   37665
BAXTER INTERNATIONAL INC         COMMON   071813109      13636   401300SH            DEFINED      3         401300       0       0
BAXTER INTERNATIONAL INC         COMMON   071813109          5      150SH            DEFINED      4            150       0       0
BAXTER INTERNATIONAL INC         COMMON   071813109        279     8198SH            DEFINED      7           8198       0       0
BAXTER INTERNATIONAL INC         COMMON   071813109        684    20121SH            DEFINED      9          20121       0       0
BAYER AG ADR                     COMMON   072730302         33     1000SH            DEFINED      25             0       0    1000
BE AEROSPACE INC                 COMMON   073302101       1067    88900SH            DEFINED      16         46800       0   42100
BE AEROSPACE INC                 COMMON   073302101         26     2200SH            DEFINED      16,15       2200       0       0
BE AEROSPACE INC                 COMMON   073302101        143    11900SH            DEFINED      5,16       11900       0       0
BEA SYSTEMS INC                  COMMON   073325102      11621  1458100SH            DEFINED      1        1458100       0       0
BEA SYSTEMS INC                  COMMON   073325102       7285   914100SH            DEFINED      16        787900       0   77500
BEA SYSTEMS INC                  COMMON   073325102        102    12800SH            DEFINED      16,9       12800       0       0
BEA SYSTEMS INC                  COMMON   073325102       1787   224200SH            DEFINED      2         224200       0       0
BEA SYSTEMS INC                  COMMON   073325102         31     3900SH            DEFINED      24          3900       0       0
BEA SYSTEMS INC                  COMMON   073325102          2      300SH            DEFINED      25             0       0     300
BEA SYSTEMS INC                  COMMON   073325102         61     7600SH            DEFINED      5,16        7600       0       0
BEA SYSTEMS INC                  COMMON   073325102         79     9898SH            DEFINED      7           9898       0       0
BEA SYSTEMS INC                  COMMON   073325102        122    15263SH            DEFINED      9          15263       0       0
BEAR STEARNS COMPANIES INC       COMMON   073902108      30601   306320SH            DEFINED      1         104100       0  202220
BEAR STEARNS COMPANIES INC       COMMON   073902108      11279   112900SH            DEFINED      10,16     112900       0       0
BEAR STEARNS COMPANIES INC       COMMON   073902108       1099    11000SH            DEFINED      10,8       11000       0       0
BEAR STEARNS COMPANIES INC       COMMON   073902108        823     8235SH            DEFINED      13          8235       0       0
BEAR STEARNS COMPANIES INC       COMMON   073902108        289     2890SH            DEFINED      13,15       2890       0       0
BEAR STEARNS COMPANIES INC       COMMON   073902108      76650   767268SH            DEFINED      16        712310       0   54218
BEAR STEARNS COMPANIES INC       COMMON   073902108       1708    17100SH            DEFINED      16,15      17100       0       0
BEAR STEARNS COMPANIES INC       COMMON   073902108       1828    18300SH            DEFINED      16,9       18300       0       0
BEAR STEARNS COMPANIES INC       COMMON   073902108       1763    17650SH            DEFINED      2          17650       0       0
BEAR STEARNS COMPANIES INC       COMMON   073902108        953     9537SH            DEFINED      24          9537       0       0
BEAR STEARNS COMPANIES INC       COMMON   073902108         29      292SH            DEFINED      25             0       0     292
BEAR STEARNS COMPANIES INC       COMMON   073902108         40      404SH            DEFINED      4            404       0       0
BEAR STEARNS COMPANIES INC       COMMON   073902108       3061    30645SH            DEFINED      5,16       25100       0    5545
BEAR STEARNS COMPANIES INC       COMMON   073902108        118     1177SH            DEFINED      7           1177       0       0
BEAR STEARNS COMPANIES INC       COMMON   073902108        340     3400SH            DEFINED      8           3400       0       0
BEAR STEARNS COMPANIES INC       COMMON   073902108       1168    11687SH            DEFINED      9          11687       0       0
BEAR STEARNS COMPANIES INC       COMMON   073902108        107     1068SH            DEFINED      9,11        1068       0       0
BEAZER HOMES USA INC             COMMON   07556Q105      15900   318900SH            DEFINED      1         318900       0       0
BEAZER HOMES USA INC             COMMON   07556Q105       6237   125100SH            DEFINED      2         125100       0       0
BEBE STORES INC                  COMMON   075571109      18661   549675SH            DEFINED      1         549675       0       0
BEBE STORES INC                  COMMON   075571109       7181   211522SH            DEFINED      2         211522       0       0
BEBE STORES INC                  COMMON   075571109         38     1125SH            DEFINED      25          1125       0       0
BECKMAN COULTER INC              COMMON   075811109         10      150SH            DEFINED      25             0       0     150
BECKMAN COULTER INC              COMMON   075811109         12      175SH            DEFINED      7            175       0       0
BECTON DICKINSON & CO            COMMON   075887109     104637  1791120SH            DEFINED      1        1791120       0       0
BECTON DICKINSON & CO            COMMON   075887109      60418  1034200SH            DEFINED      1,2      1034200       0       0
BECTON DICKINSON & CO            COMMON   075887109      12658   216680SH            DEFINED      10,16     216680       0       0
BECTON DICKINSON & CO            COMMON   075887109       1046    17900SH            DEFINED      10,8       17900       0       0
BECTON DICKINSON & CO            COMMON   075887109      87203  1492694SH            DEFINED      16       1366894       0  125800
BECTON DICKINSON & CO            COMMON   075887109       1618    27700SH            DEFINED      16,15      27700       0       0
BECTON DICKINSON & CO            COMMON   075887109       1104    18900SH            DEFINED      16,23      18900       0       0
BECTON DICKINSON & CO            COMMON   075887109       3821    65400SH            DEFINED      16,9       65400       0       0
BECTON DICKINSON & CO            COMMON   075887109      26106   446870SH            DEFINED      2         446870       0       0
BECTON DICKINSON & CO            COMMON   075887109        129     2200SH            DEFINED      21          2200       0       0
BECTON DICKINSON & CO            COMMON   075887109       1333    22814SH            DEFINED      24         22814       0       0
BECTON DICKINSON & CO            COMMON   075887109       5823    99670SH            DEFINED      25         91500       0    8170
BECTON DICKINSON & CO            COMMON   075887109         76     1299SH            DEFINED      4           1299       0       0
BECTON DICKINSON & CO            COMMON   075887109       2378    40700SH            DEFINED      5,16       40700       0       0
BECTON DICKINSON & CO            COMMON   075887109        497     8500SH            DEFINED      7           8500       0       0
BECTON DICKINSON & CO            COMMON   075887109        356     6100SH            DEFINED      8           6100       0       0
BECTON DICKINSON & CO            COMMON   075887109       1930    33033SH            DEFINED      9          33033       0       0
BECTON DICKINSON & CO            COMMON   075887109        119     2039SH            DEFINED      9,11        2039       0       0
BED BATH & BEYOND INC            COMMON   075896100      59074  1616700SH            DEFINED      1        1616700       0       0
BED BATH & BEYOND INC            COMMON   075896100      55541  1520000SH            DEFINED      1,2      1520000       0       0
BED BATH & BEYOND INC            COMMON   075896100       2522    69018SH            DEFINED      16         41369       0   27649
BED BATH & BEYOND INC            COMMON   075896100        267     7300SH            DEFINED      16,9        7300       0       0
BED BATH & BEYOND INC            COMMON   075896100      24923   682065SH            DEFINED      2         682065       0       0
BED BATH & BEYOND INC            COMMON   075896100        807    22090SH            DEFINED      24         22090       0       0
BED BATH & BEYOND INC            COMMON   075896100       2157    59020SH            DEFINED      25         53925       0    5095
BED BATH & BEYOND INC            COMMON   075896100          4      113SH            DEFINED      4            113       0       0
BED BATH & BEYOND INC            COMMON   075896100      13652   373621SH            DEFINED      7         373621       0       0
BED BATH & BEYOND INC            COMMON   075896100        561    15344SH            DEFINED      9          15344       0       0
BEDFORD PROPERTY INVESTORS       COMMON   076446301       1085    49700SH            DEFINED      16         14000       0   35700



                                                                                          
BELLSOUTH CORP                   COMMON   079860102       2088    79415SH            DEFINED      1          76800       0    2615
BELLSOUTH CORP                   COMMON   079860102       2458    93500SH            DEFINED      10,16      93500       0       0
BELLSOUTH CORP                   COMMON   079860102        439    16700SH            DEFINED      10,8       16700       0       0
BELLSOUTH CORP                   COMMON   079860102      32256  1226943SH            DEFINED      16       1112843       0  114100
BELLSOUTH CORP                   COMMON   079860102        678    25800SH            DEFINED      16,15      25800       0       0
BELLSOUTH CORP                   COMMON   079860102       5663   215420SH            DEFINED      16,23     215420       0       0
BELLSOUTH CORP                   COMMON   079860102       3412   129800SH            DEFINED      16,9      129800       0       0
BELLSOUTH CORP                   COMMON   079860102        807    30708SH            DEFINED      24         30708       0       0
BELLSOUTH CORP                   COMMON   079860102       1997    75976SH            DEFINED      25         11920       0   64056
BELLSOUTH CORP                   COMMON   079860102        996    37900SH            DEFINED      5,16       37900       0       0
BELLSOUTH CORP                   COMMON   079860102         39     1500SH            DEFINED      6           1500       0       0
BELLSOUTH CORP                   COMMON   079860102       1406    53468SH            DEFINED      7          53468       0       0
BELLSOUTH CORP                   COMMON   079860102        308    11700SH            DEFINED      8          11700       0       0
BELLSOUTH CORP                   COMMON   079860102       1673    63651SH            DEFINED      9          63651       0       0
BELO CORPORATION                 COMMON   080555105      50752  2102416SH            DEFINED      1        2102416       0       0
BELO CORPORATION                 COMMON   080555105        115     4750SH            DEFINED      1,3         4750       0       0
BELO CORPORATION                 COMMON   080555105        833    34505SH            DEFINED      16         34505       0       0
BELO CORPORATION                 COMMON   080555105       1094    45310SH            DEFINED      16,15      45310       0       0
BELO CORPORATION                 COMMON   080555105       4238   175550SH            DEFINED      2         175550       0       0
BELO CORPORATION                 COMMON   080555105        455    18846SH            DEFINED      25             0       0   18846
BELO CORPORATION                 COMMON   080555105      24409  1011132SH            DEFINED      4        1011132       0       0
BELO CORPORATION                 COMMON   080555105        225     9300SH            DEFINED      5,2         9300       0       0
BEMA GOLD CORPORATION            COMMON   08135F107       2680  1000000SH            DEFINED      1        1000000       0       0
BEMA GOLD CORPORATION            COMMON   08135F107        590   220000SH            DEFINED      2         220000       0       0
BEMIS COMPANY                    COMMON   081437105       2082    66900SH            DEFINED      1          66900       0       0
BEMIS COMPANY                    COMMON   081437105        321    10326SH            DEFINED      16         10326       0       0
BEMIS COMPANY                    COMMON   081437105          5      150SH            DEFINED      4            150       0       0
BENCHMARK ELECTRONICS INC        COMMON   08160H101      15205   477700SH            DEFINED      1         477700       0       0
BENCHMARK ELECTRONICS INC        COMMON   08160H101          6      181SH            DEFINED      16           181       0       0
BENCHMARK ELECTRONICS INC        COMMON   08160H101       2244    70500SH            DEFINED      2          70500       0       0
BENCHMARK ELECTRONICS INC        COMMON   08160H101         21      675SH            DEFINED      7            675       0       0
BERKLEY (WR) CORP                COMMON   084423102         88     1767SH            DEFINED      1              0       0    1767
BERKLEY (WR) CORP                COMMON   084423102        195     3937SH            DEFINED      16          3937       0       0
BERKLEY (WR) CORP                COMMON   084423102        377     7593SH            DEFINED      25             0       0    7593
BERKSHIRE HATHAWAY INC CL A      COMMON   084670108     104835     1205SH            DEFINED      1           1205       0       0
BERKSHIRE HATHAWAY INC CL A      COMMON   084670108      55680      640SH            DEFINED      1,2          640       0       0
BERKSHIRE HATHAWAY INC CL A      COMMON   084670108        609        7SH            DEFINED      2              7       0       0
BERKSHIRE HATHAWAY INC CL A      COMMON   084670108       2175       25SH            DEFINED      25            18       0       7
BERKSHIRE HATHAWAY INC CL A      COMMON   084670108        609        7SH            DEFINED      7              7       0       0
BERKSHIRE HATHAWAY INC CLASS B   COMMON   084670207       4941     1730SH            DEFINED      10,16       1730       0       0
BERKSHIRE HATHAWAY INC CLASS B   COMMON   084670207       6457     2261SH            DEFINED      25          1033       0    1228
BERKSHIRE HATHAWAY INC CLASS B   COMMON   084670207         14        5SH            DEFINED      4              5       0       0
BERKSHIRE HATHAWAY INC CLASS B   COMMON   084670207        914      320SH            DEFINED      6            320       0       0
BERKSHIRE HATHAWAY INC CLASS B   COMMON   084670207       3213     1125SH            DEFINED      7           1125       0       0
BEST BUY COMPANY INC             COMMON   086516101      75846  1404300SH            DEFINED      1        1404300       0       0
BEST BUY COMPANY INC             COMMON   086516101      48609   900000SH            DEFINED      1,2       900000       0       0
BEST BUY COMPANY INC             COMMON   086516101       4078    75500SH            DEFINED      16         68300       0    7200
BEST BUY COMPANY INC             COMMON   086516101        891    16500SH            DEFINED      16,9       16500       0       0
BEST BUY COMPANY INC             COMMON   086516101      25319   468780SH            DEFINED      2         468780       0       0
BEST BUY COMPANY INC             COMMON   086516101        225     4160SH            DEFINED      24          4160       0       0
BEST BUY COMPANY INC             COMMON   086516101        237     4380SH            DEFINED      25          1800       0    2580
BEST BUY COMPANY INC             COMMON   086516101         22      400SH            DEFINED      6            400       0       0
BEST BUY COMPANY INC             COMMON   086516101      12271   227194SH            DEFINED      7         227194       0       0
BEST BUY COMPANY INC             COMMON   086516101        530     9806SH            DEFINED      9           9806       0       0
BHP LTD-ADR                      COMMON   088606108       2031    72600SH            DEFINED      1          72600       0       0
BHP LTD-ADR                      COMMON   088606108        516    18454SH            DEFINED      4          18454       0       0
BIG LOTS INC                     COMMON   089302103        131    10935SH            DEFINED      16         10935       0       0
BINDVIEW DEVELOPMENT CORP        COMMON   090327107          1      237SH            DEFINED      6            237       0       0
BIOCRYST PHARMACEUTICALS INC     COMMON   09058V103         73    15796SH            DEFINED      6          15796       0       0
BIOMET INC                       COMMON   090613100      72358  1993325SH            DEFINED      1        1993325       0       0
BIOMET INC                       COMMON   090613100      81790  2253175SH            DEFINED      1,2      2253175       0       0
BIOMET INC                       COMMON   090613100      20445   563227SH            DEFINED      16        447517       0  115710
BIOMET INC                       COMMON   090613100        102     2800SH            DEFINED      16,9        2800       0       0
BIOMET INC                       COMMON   090613100      19294   531525SH            DEFINED      2         521225       0   10300
BIOMET INC                       COMMON   090613100        585    16111SH            DEFINED      24         16111       0       0
BIOMET INC                       COMMON   090613100        114     3145SH            DEFINED      25             0       0    3145
BIOMET INC                       COMMON   090613100          4      113SH            DEFINED      4            113       0       0
BIOMET INC                       COMMON   090613100        873    24060SH            DEFINED      5,16       24060       0       0
BIOMET INC                       COMMON   090613100       6693   184382SH            DEFINED      7         184382       0       0
BIOMET INC                       COMMON   090613100        326     8993SH            DEFINED      9           8993       0       0
BIOGEN IDEC INC                  COMMON   09062X103       1114    32289SH            DEFINED      16         32289       0       0
BIOGEN IDEC INC                  COMMON   09062X103         21      600SH            DEFINED      21           600       0       0
BIOGEN IDEC INC                  COMMON   09062X103         48     1400SH            DEFINED      24          1400       0       0
BIOGEN IDEC INC                  COMMON   09062X103        100     2910SH            DEFINED      25          1240       0    1670
BIOGEN IDEC INC                  COMMON   09062X103        295     8550SH            DEFINED      7           8550       0       0
BIOGEN IDEC INC                  COMMON   09062X103        369    10705SH            DEFINED      9          10705       0       0
BIOMED REALTY TRUST INC          COMMON   09063H107       5426   263400SH            DEFINED      16        216300       0   47100
BIOLASE TECHNOLOGY INC           COMMON   090911108         26     3000SH            DEFINED      25             0       0    3000
BIOSITE INC                      COMMON   090945106          3       50SH            DEFINED      25            50       0       0
BIOMIRA INC                      COMMON   09161R106          1      650SH            DEFINED      25             0       0     650
BLACK & DECKER CORP              COMMON   091797100      18272   231315SH            DEFINED      1         231315       0       0
BLACK & DECKER CORP              COMMON   091797100       1548    19600SH            DEFINED      10,16      19600       0       0
BLACK & DECKER CORP              COMMON   091797100        261     3300SH            DEFINED      10,8        3300       0       0
BLACK & DECKER CORP              COMMON   091797100      25679   325092SH            DEFINED      16        286692       0   36600
BLACK & DECKER CORP              COMMON   091797100        403     5100SH            DEFINED      16,15       5100       0       0
BLACK & DECKER CORP              COMMON   091797100       1256    15900SH            DEFINED      16,9       15900       0       0
BLACK & DECKER CORP              COMMON   091797100       1538    19470SH            DEFINED      2          19470       0       0
BLACK & DECKER CORP              COMMON   091797100        345     4369SH            DEFINED      24          4369       0       0
BLACK & DECKER CORP              COMMON   091797100         36      453SH            DEFINED      4            453       0       0
BLACK & DECKER CORP              COMMON   091797100        624     7900SH            DEFINED      5,16        7900       0       0
BLACK & DECKER CORP              COMMON   091797100        581     7350SH            DEFINED      7           7350       0       0
BLACK & DECKER CORP              COMMON   091797100        356     4508SH            DEFINED      9           4508       0       0
BLACK BOX CORPORATION            COMMON   091826107       3038    81200SH            DEFINED      16         45700       0   35500



                                                                                          
BLACK BOX CORPORATION            COMMON   091826107         64     1700SH            DEFINED      16,15       1700       0       0
BLACK BOX CORPORATION            COMMON   091826107        845    22600SH            DEFINED      5,16       22600       0       0
BLACKBAUD INC                    COMMON   09227Q100         29     2299SH            DEFINED      25           319       0    1980
BLACKBAUD INC                    COMMON   09227Q100       3094   245539SH            DEFINED      7         245539       0       0
BLACKROCK INVT QUALITY MUNI CF   COMMON   09247D105          1       56SH            DEFINED      25             0       0      56
BLACKROCK MUNI TARGET TR-06 CF   COMMON   09247M105         34     3300SH            DEFINED      25             0       0    3300
BLACKROCK INC                    COMMON   09247X101         15      200SH            DEFINED      16           200       0       0
BLACKROCK CVT(BLK) 144A 2.625    CONVERT  09247XAA9      25559 25850000SH            DEFINED      16       3500000       022350000
BLACKROCK LTD DURATION INC CF    COMMON   09249W101         47     2550SH            DEFINED      25             0       0    2550
BLACKROCK MUNI 2020 TERM TRS C   COMMON   09249X109         26     1700SH            DEFINED      25             0       0    1700
BLOCK H & R INC                  COMMON   093671105     194718  3849700SH            DEFINED      1        3849700       0       0
BLOCK H & R INC                  COMMON   093671105        101     2000SH            DEFINED      1,3         2000       0       0
BLOCK H & R INC                  COMMON   093671105      14279   282300SH            DEFINED      16        279013       0    2197
BLOCK H & R INC                  COMMON   093671105       5774   114150SH            DEFINED      2         114150       0       0
BLOCK H & R INC                  COMMON   093671105        207     4100SH            DEFINED      2,15        4100       0       0
BLOCK H & R INC                  COMMON   093671105        166     3288SH            DEFINED      24          3288       0       0
BLOCK H & R INC                  COMMON   093671105         38      750SH            DEFINED      25             0       0     750
BLOCK H & R INC                  COMMON   093671105      35990   711538SH            DEFINED      4         711538       0       0
BLOCK H & R INC                  COMMON   093671105        410     8105SH            DEFINED      5,16           0       0    8105
BLOCK H & R INC                  COMMON   093671105        167     3300SH            DEFINED      5,2         3300       0       0
BLOCK H & R INC                  COMMON   093671105        322     6375SH            DEFINED      9           6375       0       0
BLOCKBUSTER INC CL A             COMMON   093679108       8248   934112SH            DEFINED      10        934112       0       0
BLOCKBUSTER INC CL A             COMMON   093679108       1045   118317SH            DEFINED      10,23     118317       0       0
BLOCKBUSTER INC CL A             COMMON   093679108          6      712SH            DEFINED      7            712       0       0
BLOCKBUSTER INC-CL B             COMMON   093679207       2385   285334SH            DEFINED      10        285334       0       0
BLOCKBUSTER INC-CL B             COMMON   093679207          6      712SH            DEFINED      7            712       0       0
BLOUNT INTERNATIONAL INC         COMMON   095180105      33510  1973500SH            DEFINED      1        1973500       0       0
BLOUNT INTERNATIONAL INC         COMMON   095180105       1097    64600SH            DEFINED      16         37200       0   27400
BLOUNT INTERNATIONAL INC         COMMON   095180105         24     1400SH            DEFINED      16,15       1400       0       0
BLOUNT INTERNATIONAL INC         COMMON   095180105       3783   222800SH            DEFINED      2         222800       0       0
BLOUNT INTERNATIONAL INC         COMMON   095180105        301    17700SH            DEFINED      5,16       17700       0       0
BLUE COAT SYSTEMS INC            COMMON   09534T508         15      650SH            DEFINED      25             0       0     650
BLUE NILE INC                    COMMON   09578R103       2506    90638SH            DEFINED      1          90638       0       0
BLUE NILE INC                    COMMON   09578R103         62     2250SH            DEFINED      7           2250       0       0
BLYTH INDUSTRIES INC             COMMON   09643P108        194     6100SH            DEFINED      16          6100       0       0
BLYTH INDUSTRIES INC             COMMON   09643P108         58     1810SH            DEFINED      25             0       0    1810
BLYTH INDUSTRIES INC             COMMON   09643P108       8596   269982SH            DEFINED      7         269982       0       0
BOEING CO                        COMMON   097023105      30079   514520SH            DEFINED      1         514520       0       0
BOEING CO                        COMMON   097023105      17538   300000SH            DEFINED      1,2       300000       0       0
BOEING CO                        COMMON   097023105       5033    86100SH            DEFINED      1,3        86100       0       0
BOEING CO                        COMMON   097023105       6104   104420SH            DEFINED      10,16     104420       0       0
BOEING CO                        COMMON   097023105       2017    34500SH            DEFINED      10,2       34500       0       0
BOEING CO                        COMMON   097023105       1070    18300SH            DEFINED      10,8       18300       0       0
BOEING CO                        COMMON   097023105      79025  1351782SH            DEFINED      16       1228082       0  123700
BOEING CO                        COMMON   097023105       1649    28200SH            DEFINED      16,15      28200       0       0
BOEING CO                        COMMON   097023105       4285    73300SH            DEFINED      16,9       73300       0       0
BOEING CO                        COMMON   097023105       2058    35210SH            DEFINED      2          35210       0       0
BOEING CO                        COMMON   097023105        886    15150SH            DEFINED      24         15150       0       0
BOEING CO                        COMMON   097023105       1367    23376SH            DEFINED      25          1612       0   21764
BOEING CO                        COMMON   097023105         42      724SH            DEFINED      4            724       0       0
BOEING CO                        COMMON   097023105       2426    41500SH            DEFINED      5,16       41500       0       0
BOEING CO                        COMMON   097023105        822    14059SH            DEFINED      7          14059       0       0
BOEING CO                        COMMON   097023105        357     6100SH            DEFINED      8           6100       0       0
BOEING CO                        COMMON   097023105       1946    33296SH            DEFINED      9          33296       0       0
BOEING CO                        COMMON   097023105        175     3000SH            DEFINED      9,10        3000       0       0
BOEING CO                        COMMON   097023105         42      712SH            DEFINED      9,11         712       0       0
BOLT TECHNOLOGY CORP             COMMON   097698104         38     6000SH            DEFINED      6           6000       0       0
BON-TON STORES                   COMMON   09776J101        232    12800SH            DEFINED      16         12800       0       0
THE BOMBAY COMPANY INC           COMMON   097924104       3642   687200SH            DEFINED      1         687200       0       0
BONE CARE INTERNATIONAL INC      COMMON   098072101       4791   184702SH            DEFINED      1         184702       0       0
BOOKHAM INC                      COMMON   09856E105      14383  4508785SH            DEFINED      10       4508785       0       0
BOOKHAM INC                      COMMON   09856E105       2057   644881SH            DEFINED      10,23     644881       0       0
BORDERS GROUP INC                COMMON   099709107         34     1270SH            DEFINED      1              0       0    1270
BORDERS GROUP INC                COMMON   099709107      10962   411800SH            DEFINED      16        364900       0   31000
BORDERS GROUP INC                COMMON   099709107        804    30200SH            DEFINED      16,9       30200       0       0
BORDERS GROUP INC                COMMON   099709107         64     2400SH            DEFINED      5,16        2400       0       0
BORG WARNER INC                  COMMON   099724106         97     2000SH            DEFINED      25             0       0    2000
BORLAND SOFTWARE CORPORATION     COMMON   099849101        657    80900SH            DEFINED      10         80900       0       0
BORLAND SOFTWARE CORPORATION     COMMON   099849101        203    25000SH            DEFINED      10,23      25000       0       0
BOSTON BEER COMPANY INC CL A     COMMON   100557107       2886   131800SH            DEFINED      16         82400       0   49400
BOSTON BEER COMPANY INC CL A     COMMON   100557107         57     2600SH            DEFINED      16,15       2600       0       0
BOSTON BEER COMPANY INC CL A     COMMON   100557107        648    29600SH            DEFINED      5,16       29600       0       0
BOSTON COMMUNICATIONS GROUP      COMMON   100582105        689    96800SH            DEFINED      16         51500       0   45300
BOSTON COMMUNICATIONS GROUP      COMMON   100582105         16     2300SH            DEFINED      16,15       2300       0       0
BOSTON COMMUNICATIONS GROUP      COMMON   100582105         92    12900SH            DEFINED      5,16       12900       0       0
BOSTON PRIVATE FINANCIAL HOLDI   COMMON   101119105       2206    92900SH            DEFINED      1          92900       0       0
BOSTON PRIVATE FINANCIAL HOLDI   COMMON   101119105          9      395SH            DEFINED      25             0       0     395
BOSTON PROPERTIES INC            COMMON   101121101       1807    30000SH            DEFINED      1          30000       0       0
BOSTON PROPERTIES INC            COMMON   101121101     197694  3282311SH            DEFINED      16       2415652       0  811059
BOSTON PROPERTIES INC            COMMON   101121101        149     2470SH            DEFINED      25           170       0    2300
BOSTON PROPERTIES INC            COMMON   101121101      15308   254153SH            DEFINED      5,16      254153       0       0
BOSTON PROPERTIES INC            COMMON   101121101      79689  1323075SH            DEFINED      7        1323075       0       0
BOSTON SCIENTIFIC CORP           COMMON   101137107      26595   908000SH            DEFINED      1         908000       0       0
BOSTON SCIENTIFIC CORP           COMMON   101137107        945    32280SH            DEFINED      10,16      32280       0       0
BOSTON SCIENTIFIC CORP           COMMON   101137107        469    16000SH            DEFINED      12,2       16000       0       0
BOSTON SCIENTIFIC CORP           COMMON   101137107      75163  2566176SH            DEFINED      16       1699794       0  862562
BOSTON SCIENTIFIC CORP           COMMON   101137107       4724   161300SH            DEFINED      16,23     161300       0       0
BOSTON SCIENTIFIC CORP           COMMON   101137107       1491    50900SH            DEFINED      2          50900       0       0
BOSTON SCIENTIFIC CORP           COMMON   101137107        144     4900SH            DEFINED      21          4900       0       0
BOSTON SCIENTIFIC CORP           COMMON   101137107        123     4200SH            DEFINED      25             0       0    4200
BOSTON SCIENTIFIC CORP           COMMON   101137107       1163    39690SH            DEFINED      5,16       39690       0       0
BOSTON SCIENTIFIC CORP           COMMON   101137107        479    16355SH            DEFINED      7          16355       0       0
BOSTON SCIENTIFIC CORP           COMMON   101137107        585    19984SH            DEFINED      9          19984       0       0



                                                                                          
BOWATER INC                      COMMON   102183100      19490   517400SH            DEFINED      1         517400       0       0
BOWATER INC                      COMMON   102183100       2347    62300SH            DEFINED      2          62300       0       0
BOYKIN LODGING COMPANY           COMMON   103430104        152    15900SH            DEFINED      16         15900       0       0
BRADLEY PHARMACEUTICALS INC      COMMON   104576103          0       20SH            DEFINED      25            20       0       0
BRADY CORP- CL A                 COMMON   104674106       4778   147700SH            DEFINED      1         147700       0       0
BRANDYWINE REALTY TRUST          COMMON   105368203      50761  1787354SH            DEFINED      16       1367500       0  400354
BRANDYWINE REALTY TRUST          COMMON   105368203       2494    87800SH            DEFINED      5,16       87800       0       0
BRASCAN CORPORATION              COMMON   10549P606       6641   175800SH            DEFINED      1         175800       0       0
BRASCAN CORPORATION              COMMON   10549P606      51034  1351049SH            DEFINED      1,3      1351049       0       0
BRASCAN CORPORATION              COMMON   10549P606       1166    30900SH            DEFINED      10,16      30900       0       0
BRASCAN CORPORATION              COMMON   10549P606        754    19950SH            DEFINED      2          19950       0       0
BRASCAN CORPORATION              COMMON   10549P606        181     4800SH            DEFINED      7           4800       0       0
BRASCAN CORPORATION              COMMON   10549P606        378     9996SH            DEFINED      9           9996       0       0
BRASIL TELECOM PART SA ADR       COMMON   105530109        229     7000SH            DEFINED      10,16       7000       0       0
BRIGGS & STRATTON                COMMON   109043109        146     4000SH            DEFINED      7           4000       0       0
BRIGHT HORIZONS FAMILY SOLUTIO   COMMON   109195107       3543   105000SH            DEFINED      1         105000       0       0
BRIGHT HORIZONS FAMILY SOLUTIO   COMMON   109195107         13      400SH            DEFINED      7            400       0       0
BRIGHTPOINT INC                  COMMON   109473405       2227   118900SH            DEFINED      16         76000       0   42900
BRIGHTPOINT INC                  COMMON   109473405         39     2100SH            DEFINED      16,15       2100       0       0
BRIGHTPOINT INC                  COMMON   109473405        819    43700SH            DEFINED      5,16       43700       0       0
BRIGHTPOINT INC                  COMMON   109473405         69     3700SH            DEFINED      7           3700       0       0
BRINKER INTERNATIONAL INC        COMMON   109641100       4513   124600SH            DEFINED      1         124600       0       0
BRINKER INTERNATIONAL INC        COMMON   109641100      20073   554200SH            DEFINED      1,2       554200       0       0
BRINKER INTERNATIONAL INC        COMMON   109641100       3372    93100SH            DEFINED      2          93100       0       0
BRINKER INTERNATIONAL INC        COMMON   109641100         58     1600SH            DEFINED      25           100       0    1500
BRINKER INTERNATIONAL INC        COMMON   109641100        124     3430SH            DEFINED      9           3430       0       0
THE BRINK'S CO                   COMMON   109696104      15400   445100SH            DEFINED      16        341100       0   98000
THE BRINK'S CO                   COMMON   109696104        135     3900SH            DEFINED      16,15       3900       0       0
THE BRINK'S CO                   COMMON   109696104        834    24100SH            DEFINED      16,9       24100       0       0
THE BRINK'S CO                   COMMON   109696104        744    21500SH            DEFINED      5,16       21500       0       0
THE BRINK'S CO                   COMMON   109696104         42     1208SH            DEFINED      9           1208       0       0
BRISTOL-MYERS SQUIBB CO          COMMON   110122108     109325  4294005SH            DEFINED      1        3657700       0  636305
BRISTOL-MYERS SQUIBB CO          COMMON   110122108      41627  1635000SH            DEFINED      1,2      1635000       0       0
BRISTOL-MYERS SQUIBB CO          COMMON   110122108       8075   317155SH            DEFINED      10,16     317155       0       0
BRISTOL-MYERS SQUIBB CO          COMMON   110122108        909    35698SH            DEFINED      13         35698       0       0
BRISTOL-MYERS SQUIBB CO          COMMON   110122108        308    12115SH            DEFINED      13,15      12115       0       0
BRISTOL-MYERS SQUIBB CO          COMMON   110122108      51423  2019752SH            DEFINED      16       1889263       0  127779
BRISTOL-MYERS SQUIBB CO          COMMON   110122108       1820    71500SH            DEFINED      16,23      71500       0       0
BRISTOL-MYERS SQUIBB CO          COMMON   110122108       4247   166800SH            DEFINED      16,9      166800       0       0
BRISTOL-MYERS SQUIBB CO          COMMON   110122108       1209    47500SH            DEFINED      2          47500       0       0
BRISTOL-MYERS SQUIBB CO          COMMON   110122108        257    10100SH            DEFINED      21         10100       0       0
BRISTOL-MYERS SQUIBB CO          COMMON   110122108        578    22700SH            DEFINED      24         22700       0       0
BRISTOL-MYERS SQUIBB CO          COMMON   110122108       6105   239802SH            DEFINED      25        121201       0  118601
BRISTOL-MYERS SQUIBB CO          COMMON   110122108          2       74SH            DEFINED      4             74       0       0
BRISTOL-MYERS SQUIBB CO          COMMON   110122108        506    19885SH            DEFINED      5,16           0       0   19885
BRISTOL-MYERS SQUIBB CO          COMMON   110122108       2642   103753SH            DEFINED      7         103753       0       0
BRISTOL-MYERS SQUIBB CO          COMMON   110122108       1835    72083SH            DEFINED      9          72083       0       0
BRISTOL-MYERS SQUIBB CO          COMMON   110122108         17      672SH            DEFINED      9,11         672       0       0
BRISTOL WEST HOLDINGS INC        COMMON   11037M105        510    32900SH            DEFINED      16         32900       0       0
BROADCOM CORP CL A               COMMON   111320107      34246  1144600SH            DEFINED      1        1144600       0       0
BROADCOM CORP CL A               COMMON   111320107       5285   176648SH            DEFINED      16        128698       0   47950
BROADCOM CORP CL A               COMMON   111320107       2265    75700SH            DEFINED      16,23      75700       0       0
BROADCOM CORP CL A               COMMON   111320107       2112    70600SH            DEFINED      2          70600       0       0
BROADCOM CORP CL A               COMMON   111320107         50     1687SH            DEFINED      25             0       0    1687
BROADCOM CORP CL A               COMMON   111320107        222     7416SH            DEFINED      9           7416       0       0
BROADWING CORP                   COMMON   11161E101          2      430SH            DEFINED      25             0       0     430
BROCADE COMMUNICATIONS SYS       COMMON   111621108       6856  1158100SH            DEFINED      1        1158100       0       0
BROCADE COMMUNICATIONS SYS       COMMON   111621108      27447  4636300SH            DEFINED      16       4274200       0  250500
BROCADE COMMUNICATIONS SYS       COMMON   111621108        674   113800SH            DEFINED      16,23     113800       0       0
BROCADE COMMUNICATIONS SYS       COMMON   111621108        944   159500SH            DEFINED      16,9      159500       0       0
BROCADE COMMUNICATIONS SYS       COMMON   111621108         98    16500SH            DEFINED      2          16500       0       0
BROCADE COMMUNICATIONS SYS       COMMON   111621108        339    57246SH            DEFINED      24         57246       0       0
BROCADE COMMUNICATIONS SYS       COMMON   111621108         58     9792SH            DEFINED      25             0       0    9792
BROCADE COMMUNICATIONS SYS       COMMON   111621108        103    17400SH            DEFINED      5,16       17400       0       0
BROCADE COMMUNICATIONS SYS       COMMON   111621108        632   106817SH            DEFINED      9         106817       0       0
BROCADE COMMUNICATIONS SYS       COMMON   111621108         37     6184SH            DEFINED      9,11        6184       0       0
BROOKFIELD HOMES CORP            COMMON   112723101       5137   121700SH            DEFINED      16         64800       0   56900
BROOKFIELD HOMES CORP            COMMON   112723101        114     2700SH            DEFINED      16,15       2700       0       0
BROOKFIELD HOMES CORP            COMMON   112723101        891    21100SH            DEFINED      5,16       21100       0       0
BROOKFIELD PROPERTIES CORP       COMMON   112900105      53918  1419522SH            DEFINED      16        942757       0  420815
BROOKFIELD PROPERTIES CORP       COMMON   112900105       2323    90900SH            DEFINED      3          90900       0       0
BROOKFIELD PROPERTIES CORP       COMMON   112900105       4093   106300SH            DEFINED      5,16      106300       0       0
BROOKFIELD PROPERTIES CORP       COMMON   112900105        437    17116SH            DEFINED      9          17116       0       0
BROOKLINE BANCORP INC            COMMON   11373M107        200    13400SH            DEFINED      1          13400       0       0
BROOKLINE BANCORP INC            COMMON   11373M107          8      568SH            DEFINED      7            568       0       0
BROWN & BROWN INC                COMMON   115236101         55     1200SH            DEFINED      25             0       0    1200
BROWN FORMAN CORP CL B           COMMON   115637209        478     8724SH            DEFINED      16          8724       0       0
BROWN SHOE COMPANY INC           COMMON   115736100         26      750SH            DEFINED      25             0       0     750
BRUNSWICK CORP                   COMMON   117043109      39076   834070SH            DEFINED      1         834070       0       0
BRUNSWICK CORP                   COMMON   117043109       5257   112206SH            DEFINED      16         71906       0   40300
BRUNSWICK CORP                   COMMON   117043109       4315    92100SH            DEFINED      2          92100       0       0
BRUNSWICK CORP                   COMMON   117043109         23      500SH            DEFINED      25             0       0     500
BRUNSWICK CORP                   COMMON   117043109          1       32SH            DEFINED      4             32       0       0
BUCKEYE PARTNERS LP              COMMON   118230101        137     3000SH            DEFINED      25             0       0    3000
BUCKEYE TECHNOLOGIES INC         COMMON   118255108         33     3075SH            DEFINED      7           3075       0       0
BUILDING MATERIAL HOLDING CP     COMMON   120113105        173     3900SH            DEFINED      16          3500       0     400
BUILDING MATERIAL HOLDING CP     COMMON   120113105        302     6800SH            DEFINED      5,16        6800       0       0
BUNGE LTD FINANCE CVT(BG) 3.75   CONVERT  120568AE0      16086  9575000SH            DEFINED      16       1325000       0 8250000
BURLINGTON NORTHERN SANTA FE     COMMON   12189T104      13675   253575SH            DEFINED      1         251700       0    1875
BURLINGTON NORTHERN SANTA FE     COMMON   12189T104      13294   246500SH            DEFINED      10,16     246500       0       0
BURLINGTON NORTHERN SANTA FE     COMMON   12189T104       1149    21300SH            DEFINED      10,8       21300       0       0
BURLINGTON NORTHERN SANTA FE     COMMON   12189T104     105777  1961376SH            DEFINED      16       1800376       0  145600
BURLINGTON NORTHERN SANTA FE     COMMON   12189T104       1774    32900SH            DEFINED      16,15      32900       0       0



                                                                                          
BURLINGTON NORTHERN SANTA FE     COMMON   12189T104       5096    94500SH            DEFINED      16,9       94500       0       0
BURLINGTON NORTHERN SANTA FE     COMMON   12189T104       9497   176100SH            DEFINED      2         176100       0       0
BURLINGTON NORTHERN SANTA FE     COMMON   12189T104       1032    19131SH            DEFINED      24         19131       0       0
BURLINGTON NORTHERN SANTA FE     COMMON   12189T104         14      268SH            DEFINED      25             0       0     268
BURLINGTON NORTHERN SANTA FE     COMMON   12189T104       2734    50700SH            DEFINED      5,16       50700       0       0
BURLINGTON NORTHERN SANTA FE     COMMON   12189T104       1031    19125SH            DEFINED      7          19125       0       0
BURLINGTON NORTHERN SANTA FE     COMMON   12189T104        205     3800SH            DEFINED      8           3800       0       0
BURLINGTON NORTHERN SANTA FE     COMMON   12189T104       1653    30652SH            DEFINED      9          30652       0       0
BURLINGTON NORTHERN SANTA FE     COMMON   12189T104         73     1359SH            DEFINED      9,11        1359       0       0
BURLINGTON RESOURCES INC         COMMON   122014103      27569   550600SH            DEFINED      1         550600       0       0
BURLINGTON RESOURCES INC         COMMON   122014103      28315   565500SH            DEFINED      1,2       565500       0       0
BURLINGTON RESOURCES INC         COMMON   122014103      12467   249000SH            DEFINED      10,16     249000       0       0
BURLINGTON RESOURCES INC         COMMON   122014103        671    13400SH            DEFINED      10,8       13400       0       0
BURLINGTON RESOURCES INC         COMMON   122014103      85699  1711574SH            DEFINED      16       1565374       0  119400
BURLINGTON RESOURCES INC         COMMON   122014103       1036    20700SH            DEFINED      16,15      20700       0       0
BURLINGTON RESOURCES INC         COMMON   122014103       3615    72200SH            DEFINED      16,9       72200       0       0
BURLINGTON RESOURCES INC         COMMON   122014103       4762    95100SH            DEFINED      2          95100       0       0
BURLINGTON RESOURCES INC         COMMON   122014103        627    12526SH            DEFINED      24         12526       0       0
BURLINGTON RESOURCES INC         COMMON   122014103       5180   103458SH            DEFINED      25         36474       0   66984
BURLINGTON RESOURCES INC         COMMON   122014103        415     8290SH            DEFINED      4           8290       0       0
BURLINGTON RESOURCES INC         COMMON   122014103       1727    34500SH            DEFINED      5,16       34500       0       0
BURLINGTON RESOURCES INC         COMMON   122014103        574    11455SH            DEFINED      6          11455       0       0
BURLINGTON RESOURCES INC         COMMON   122014103       9261   184953SH            DEFINED      7         184953       0       0
BURLINGTON RESOURCES INC         COMMON   122014103        406     8100SH            DEFINED      8           8100       0       0
BURLINGTON RESOURCES INC         COMMON   122014103       1364    27250SH            DEFINED      9          27250       0       0
BURLINGTON RESOURCES INC         COMMON   122014103         51     1020SH            DEFINED      9,11        1020       0       0
C&D TECHNOLOGIES INC             COMMON   124661109        269    26800SH            DEFINED      16         15200       0   11600
C&D TECHNOLOGIES INC             COMMON   124661109          6      600SH            DEFINED      16,15        600       0       0
C&D TECHNOLOGIES INC             COMMON   124661109        103    10200SH            DEFINED      5,16       10200       0       0
C&D TECHNOLOGIES INC             COMMON   124661109          9      875SH            DEFINED      7            875       0       0
CBL & ASSOCIATES PROPERTIES      COMMON   124830100       9576   133905SH            DEFINED      16         84700       0   49205
CBRL GROUP INC                   COMMON   12489V106      18643   451398SH            DEFINED      1         451398       0       0
CBRL GROUP INC                   COMMON   12489V106       1788    43300SH            DEFINED      16,15      43300       0       0
CBRL GROUP INC                   COMMON   12489V106         36      880SH            DEFINED      2            880       0       0
CBRL GROUP INC                   COMMON   12489V106          6      150SH            DEFINED      7            150       0       0
CB RICHARD ELLIS GROUP, INC.     COMMON   12497T101      62023  1772600SH            DEFINED      1        1772600       0       0
CB RICHARD ELLIS GROUP, INC.     COMMON   12497T101        478    13673SH            DEFINED      16           373       0   13300
CB RICHARD ELLIS GROUP, INC.     COMMON   12497T101       5392   154100SH            DEFINED      2         137400       0   16700
CCL CONVERT BOND TRUST 144A 2.   CONVERT  12502RAA6      20559 15000000SH            DEFINED      16       2100000       012900000
CDW CORP                         COMMON   12512N105      35453   625500SH            DEFINED      1         625500       0       0
CDW CORP                         COMMON   12512N105      45344   800000SH            DEFINED      1,2       800000       0       0
CDW CORP                         COMMON   12512N105          7      130SH            DEFINED      16           130       0       0
CDW CORP                         COMMON   12512N105      11670   205900SH            DEFINED      2         205900       0       0
CDW CORP                         COMMON   12512N105        181     3200SH            DEFINED      7           3200       0       0
CDW CORP                         COMMON   12512N105        217     3834SH            DEFINED      9           3834       0       0
CEC ENTERTAINMENT INC            COMMON   125137109       3757   102650SH            DEFINED      1         102650       0       0
CEC ENTERTAINMENT INC            COMMON   125137109      12583   343800SH            DEFINED      16        305400       0   26800
CEC ENTERTAINMENT INC            COMMON   125137109        384    10500SH            DEFINED      16,9       10500       0       0
CEC ENTERTAINMENT INC            COMMON   125137109         66     1800SH            DEFINED      5,16        1800       0       0
C.H. ROBINSON WORLDWIDE INC      COMMON   12541W100      33154   643401SH            DEFINED      1         643401       0       0
C.H. ROBINSON WORLDWIDE INC      COMMON   12541W100        335     6500SH            DEFINED      16             0       0    6500
C.H. ROBINSON WORLDWIDE INC      COMMON   12541W100       2113    41000SH            DEFINED      2          32000       0    9000
C.H. ROBINSON WORLDWIDE INC      COMMON   12541W100         56     1090SH            DEFINED      25             0       0    1090
C.H. ROBINSON WORLDWIDE INC      COMMON   12541W100          3       63SH            DEFINED      4             63       0       0
C.H. ROBINSON WORLDWIDE INC      COMMON   12541W100       8135   157860SH            DEFINED      7         157860       0       0
CIGNA CORP                       COMMON   125509109         18      200SH            DEFINED      1              0       0     200
CIGNA CORP                       COMMON   125509109      12886   144300SH            DEFINED      10,16     144300       0       0
CIGNA CORP                       COMMON   125509109        473     5300SH            DEFINED      10,2        5300       0       0
CIGNA CORP                       COMMON   125509109       1286    14400SH            DEFINED      10,8       14400       0       0
CIGNA CORP                       COMMON   125509109     104731  1172795SH            DEFINED      16       1073695       0   90700
CIGNA CORP                       COMMON   125509109       1982    22200SH            DEFINED      16,15      22200       0       0
CIGNA CORP                       COMMON   125509109       3456    38700SH            DEFINED      16,9       38700       0       0
CIGNA CORP                       COMMON   125509109        348     3900SH            DEFINED      2           3900       0       0
CIGNA CORP                       COMMON   125509109        810     9068SH            DEFINED      24          9068       0       0
CIGNA CORP                       COMMON   125509109        708     7930SH            DEFINED      25           990       0    6940
CIGNA CORP                       COMMON   125509109          1        7SH            DEFINED      4              7       0       0
CIGNA CORP                       COMMON   125509109       3018    33800SH            DEFINED      5,16       33800       0       0
CIGNA CORP                       COMMON   125509109        404     4525SH            DEFINED      7           4525       0       0
CIGNA CORP                       COMMON   125509109        357     4000SH            DEFINED      8           4000       0       0
CIGNA CORP                       COMMON   125509109        675     7554SH            DEFINED      9           7554       0       0
CIT GROUP INC                    COMMON   125581108       2352    61900SH            DEFINED      1          61900       0       0
CIT GROUP INC                    COMMON   125581108       1733    45600SH            DEFINED      10,16      45600       0       0
CIT GROUP INC                    COMMON   125581108      13817   363611SH            DEFINED      16        323211       0   30600
CIT GROUP INC                    COMMON   125581108       1429    37600SH            DEFINED      16,9       37600       0       0
CIT GROUP INC                    COMMON   125581108        190     5000SH            DEFINED      24          5000       0       0
CIT GROUP INC                    COMMON   125581108         57     1500SH            DEFINED      5,16        1500       0       0
CIT GROUP INC                    COMMON   125581108        219     5755SH            DEFINED      7           5755       0       0
CIT GROUP INC                    COMMON   125581108        333     8769SH            DEFINED      9           8769       0       0
CKE RESTAURANTS INC              COMMON   12561E105       5987   377700SH            DEFINED      16        209300       0  168400
CKE RESTAURANTS INC              COMMON   12561E105        127     8000SH            DEFINED      16,15       8000       0       0
CKE RESTAURANTS INC              COMMON   12561E105       1433    90400SH            DEFINED      5,16       90400       0       0
CLECO CORPORATION                COMMON   12561W105       6612   310400SH            DEFINED      16        176800       0  133600
CLECO CORPORATION                COMMON   12561W105        134     6300SH            DEFINED      16,15       6300       0       0
CLECO CORPORATION                COMMON   12561W105         64     3000SH            DEFINED      25             0       0    3000
CLECO CORPORATION                COMMON   12561W105       2119    99500SH            DEFINED      5,16       99500       0       0
CMGI INC                         COMMON   125750109          0      198SH            DEFINED      25             0       0     198
CMGI INC                         COMMON   125750109          1      300SH            DEFINED      4            300       0       0
CMS ENERGY CORP                  COMMON   125896100        272    20882SH            DEFINED      16         20882       0       0
CMS ENERGY CORP                  COMMON   125896100          7      500SH            DEFINED      25             0       0     500
CMS ENERGY CORP                  COMMON   125896100        239    18300SH            DEFINED      7          18300       0       0
CNF INC                          COMMON   12612W104        308     6575SH            DEFINED      7           6575       0       0
CNOOC LTD- ADR                   COMMON   126132109        881    16100SH            DEFINED      1          16100       0       0
CNOOC LTD- ADR                   COMMON   126132109        343     6273SH            DEFINED      4           6273       0       0



                                                                                          
CNET NETWORKS INC                COMMON   12613R104       2360   250000SH            DEFINED      1         250000       0       0
CNET NETWORKS INC                COMMON   12613R104          3      300SH            DEFINED      25             0       0     300
CPFL ENERGIA SA-ADR              COMMON   126153105        612    30000SH            DEFINED      10         30000       0       0
CP HOLDRS                        COMMON   12616K106        369     4000SH            DEFINED      7           4000       0       0
CRH PLC ADR                      COMMON   12626K203        309    11767SH            DEFINED      4          11767       0       0
CSG SYSTEMS INTL INC             COMMON   126349109      12483   766300SH            DEFINED      1         766300       0       0
CSG SYSTEMS INTL INC             COMMON   126349109         10      600SH            DEFINED      16           600       0       0
CSX CORP                         COMMON   126408103      22703   545100SH            DEFINED      1         545100       0       0
CSX CORP                         COMMON   126408103       1112    26688SH            DEFINED      16         20888       0    5800
CSX CORP                         COMMON   126408103       1658    39800SH            DEFINED      2          32800       0    7000
CSX CORP                         COMMON   126408103        214     5148SH            DEFINED      25          3448       0    1700
CSX CORP                         COMMON   126408103        279     6700SH            DEFINED      7           6700       0       0
CSX CORP                         COMMON   126408103        340     8157SH            DEFINED      9           8157       0       0
CT COMMUNICATIONS INC            COMMON   126426402        644    61200SH            DEFINED      16         34400       0   26800
CT COMMUNICATIONS INC            COMMON   126426402         14     1300SH            DEFINED      16,15       1300       0       0
CT COMMUNICATIONS INC            COMMON   126426402        199    18900SH            DEFINED      5,16       18900       0       0
CUNO INC                         COMMON   126583103       2235    43500SH            DEFINED      1          43500       0       0
CUNO INC                         COMMON   126583103         35      675SH            DEFINED      7            675       0       0
CVB FINANCIAL CORP               COMMON   126600105       2467   136025SH            DEFINED      1         136025       0       0
CVS CORP                         COMMON   126650100      18519   351947SH            DEFINED      16        310907       0   41040
CVS CORP                         COMMON   126650100        190     3620SH            DEFINED      25           157       0    3463
CVS CORP                         COMMON   126650100      11597   220400SH            DEFINED      3         220400       0       0
CVS CORP                         COMMON   126650100       1075    20420SH            DEFINED      5,16       20420       0       0
CVS CORP                         COMMON   126650100        191     3630SH            DEFINED      7           3630       0       0
CVS CORP                         COMMON   126650100        699    13288SH            DEFINED      9          13288       0       0
CV THERAPEUTICS INC              COMMON   126667104       3095   152000SH            DEFINED      1         152000       0       0
CV THERAPEUTICS INC              COMMON   126667104       3054   150000SH            DEFINED      3         150000       0       0
CABLEVISION SYSTEMS CL A         COMMON   12686C109      43229  1541153SH            DEFINED      1        1541153       0       0
CABLEVISION SYSTEMS CL A         COMMON   12686C109        230     8200SH            DEFINED      16          8200       0       0
CABLEVISION SYSTEMS CL A         COMMON   12686C109       4433   158050SH            DEFINED      16,15     158050       0       0
CABLEVISION SYSTEMS CL A         COMMON   12686C109         91     3230SH            DEFINED      2           3230       0       0
CABLEVISION SYSTEMS CL A         COMMON   12686C109         39     1400SH            DEFINED      24          1400       0       0
CABLEVISION SYSTEMS CL A         COMMON   12686C109          9      319SH            DEFINED      25             0       0     319
CABLEVISION SYSTEMS CL A         COMMON   12686C109        292    10400SH            DEFINED      7           6200       0    4200
CABLEVISION SYSTEMS CL A         COMMON   12686C109        153     5439SH            DEFINED      9           5439       0       0
CABOT CORP                       COMMON   127055101         32      945SH            DEFINED      1              0       0     945
CABOT CORP                       COMMON   127055101         70     2100SH            DEFINED      16          2100       0       0
CABOT CORP                       COMMON   127055101         76     2268SH            DEFINED      7           2268       0       0
CABOT OIL & GAS CORP CL A        COMMON   127097103       9999   181300SH            DEFINED      16        103100       0   78200
CABOT OIL & GAS CORP CL A        COMMON   127097103        204     3700SH            DEFINED      16,15       3700       0       0
CABOT OIL & GAS CORP CL A        COMMON   127097103        132     2400SH            DEFINED      16,9        2400       0       0
CABOT OIL & GAS CORP CL A        COMMON   127097103         22      400SH            DEFINED      25             0       0     400
CABOT OIL & GAS CORP CL A        COMMON   127097103       2509    45500SH            DEFINED      5,16       45500       0       0
CABOT OIL & GAS CORP CL A        COMMON   127097103        121     2200SH            DEFINED      7           2200       0       0
CABOT MICROELECTRONICS CORP      COMMON   12709P103         20      638SH            DEFINED      7            638       0       0
CACI INTERNATIONAL INC CL A      COMMON   127190304       1497    27100SH            DEFINED      7          27100       0       0
CADBURY SCHWEPPES PLC ADR        COMMON   127209302       5315   130600SH            DEFINED      1         130600       0       0
CADBURY SCHWEPPES PLC ADR        COMMON   127209302      18714   459814SH            DEFINED      13        439214       0   20600
CADBURY SCHWEPPES PLC ADR        COMMON   127209302      60533  1487303SH            DEFINED      16       1440291       0   47012
CADBURY SCHWEPPES PLC ADR        COMMON   127209302          4       92SH            DEFINED      25             0       0      92
CADENCE DESIGN SYS INC           COMMON   127387108      52037  3480703SH            DEFINED      10       3480703       0       0
CADENCE DESIGN SYS INC           COMMON   127387108       1634   109300SH            DEFINED      10,23     109300       0       0
CADENCE DESIGN SYS INC           COMMON   127387108        173    11570SH            DEFINED      9          11570       0       0
CADMUS COMMUNICATIONS CORP       COMMON   127587103         28     2000SH            DEFINED      7           2000       0       0
CAESARS ENTERTAINMENT INC        COMMON   127687101        332    16800SH            DEFINED      10,16      16800       0       0
CAESARS ENTERTAINMENT INC        COMMON   127687101        829    41900SH            DEFINED      16         40700       0    1200
CAESARS ENTERTAINMENT INC        COMMON   127687101        190     9600SH            DEFINED      16,9        9600       0       0
CAESARS ENTERTAINMENT INC        COMMON   127687101         46     2300SH            DEFINED      24          2300       0       0
CAESARS ENTERTAINMENT INC        COMMON   127687101        225    11360SH            DEFINED      25             0       0   11360
CAESARS ENTERTAINMENT INC        COMMON   127687101          2      110SH            DEFINED      7            110       0       0
CAL DIVE INTERNATIONAL INC       COMMON   127914109      29481   650800SH            DEFINED      1         650800       0       0
CAL DIVE INTERNATIONAL INC       COMMON   127914109        852    18800SH            DEFINED      16         13900       0    4900
CAL DIVE INTERNATIONAL INC       COMMON   127914109       2138    47200SH            DEFINED      16,15      47200       0       0
CAL DIVE INTERNATIONAL INC       COMMON   127914109       6011   132700SH            DEFINED      2         132700       0       0
CAL DIVE INTERNATIONAL INC       COMMON   127914109         59     1300SH            DEFINED      5,16        1300       0       0
CALAMOS CVT AND HIGH INCOME CF   COMMON   12811P108         32     2073SH            DEFINED      25             0       0    2073
CALAMOS CVT AND HIGH INCOME CF   COMMON   12811P108         23     1500SH            DEFINED      7           1500       0       0
CALAMOS STRAT TOT RETURN FD CF   COMMON   128125101         27     2000SH            DEFINED      7           2000       0       0
CALIFORNIA MICRO DEVICES CP      COMMON   130439102          3      516SH            DEFINED      25             0       0     516
CALLAWAY GOLF COMPANY            COMMON   131193104          1      100SH            DEFINED      25             0       0     100
CALLAWAY GOLF COMPANY            COMMON   131193104        153    11975SH            DEFINED      7          11975       0       0
CALLIDUS SOFTWARE INC            COMMON   13123E500      11487  2843229SH            DEFINED      19       1031239       0 1811990
CALPINE CORPORATION              COMMON   131347106       7000  2500000SH            DEFINED      1        2500000       0       0
CALPINE CORPORATION              COMMON   131347106        145    51722SH            DEFINED      16         51722       0       0
CALPINE CORPORATION              COMMON   131347106         39    13800SH            DEFINED      7          13800       0       0
CAMBREX CORP                     COMMON   132011107          3      145SH            DEFINED      7            145       0       0
CAMBIOR INC                      COMMON   13201L103       3689  1700000SH            DEFINED      1        1700000       0       0
CAMBIOR INC                      COMMON   13201L103       1085   500000SH            DEFINED      2         500000       0       0
CAMBIOR INC                      COMMON   13201L103          8     3500SH            DEFINED      25             0       0    3500
CAMDEN NATIONAL CORP             COMMON   133034108        640    18100SH            DEFINED      16         10200       0    7900
CAMDEN NATIONAL CORP             COMMON   133034108         14      400SH            DEFINED      16,15        400       0       0
CAMDEN NATIONAL CORP             COMMON   133034108        205     5800SH            DEFINED      5,16        5800       0       0
CAMDEN PROPERTY TRUST            COMMON   133131102       3292    70000SH            DEFINED      1          70000       0       0
CAMDEN PROPERTY TRUST            COMMON   133131102      27137   577014SH            DEFINED      16        353669       0  212145
CAMDEN PROPERTY TRUST            COMMON   133131102         15      320SH            DEFINED      25             0       0     320
CAMDEN PROPERTY TRUST            COMMON   133131102       2921    62100SH            DEFINED      5,16       62100       0       0
CAMECO CORP                      COMMON   13321L108       6084   137400SH            DEFINED      1         137400       0       0
CAMECO CORP                      COMMON   13321L108      46632  1053150SH            DEFINED      1,3      1053150       0       0
CAMECO CORP                      COMMON   13321L108        653    14750SH            DEFINED      2          14750       0       0
CAMPBELL SOUP CO                 COMMON   134429109     140512  4841900SH            DEFINED      1        4841900       0       0
CAMPBELL SOUP CO                 COMMON   134429109      43733  1507000SH            DEFINED      1,2      1507000       0       0
CAMPBELL SOUP CO                 COMMON   134429109        160     5500SH            DEFINED      1,3         5500       0       0
CAMPBELL SOUP CO                 COMMON   134429109       2315    79760SH            DEFINED      16         79760       0       0



                                                                                          
CAMPBELL SOUP CO                 COMMON   134429109       6686   230400SH            DEFINED      2         230400       0       0
CAMPBELL SOUP CO                 COMMON   134429109         37     1270SH            DEFINED      25             0       0    1270
CAMPBELL SOUP CO                 COMMON   134429109      41369  1425531SH            DEFINED      4        1425531       0       0
CAMPBELL SOUP CO                 COMMON   134429109        322    11100SH            DEFINED      5,2        11100       0       0
CAMPBELL SOUP CO                 COMMON   134429109        222     7658SH            DEFINED      9           7658       0       0
CAN IMPERIAL BK OF COMMERCE      COMMON   136069101      19767   326000SH            DEFINED      1,3       326000       0       0
CAN IMPERIAL BK OF COMMERCE      COMMON   136069101       1570    25900SH            DEFINED      10,16      25900       0       0
CAN IMPERIAL BK OF COMMERCE      COMMON   136069101        200     3300SH            DEFINED      2           3300       0       0
CAN IMPERIAL BK OF COMMERCE      COMMON   136069101      74582  1230000SH            DEFINED      3        1230000       0       0
CAN IMPERIAL BK OF COMMERCE      COMMON   136069101       1131    18652SH            DEFINED      9          18652       0       0
CANADIAN NATL RAILWAY CO         COMMON   136375102      47104   745250SH            DEFINED      1         745250       0       0
CANADIAN NATL RAILWAY CO         COMMON   136375102      67634  1071729SH            DEFINED      1,3      1071729       0       0
CANADIAN NATL RAILWAY CO         COMMON   136375102        975    15400SH            DEFINED      10,16      15400       0       0
CANADIAN NATL RAILWAY CO         COMMON   136375102      18399   290725SH            DEFINED      2         290725       0       0
CANADIAN NATL RAILWAY CO         COMMON   136375102          3       48SH            DEFINED      25            48       0       0
CANADIAN NATL RAILWAY CO         COMMON   136375102        361     5705SH            DEFINED      4           5705       0       0
CANADIAN NATL RAILWAY CO         COMMON   136375102        380     6000SH            DEFINED      7           6000       0       0
CANADIAN NATL RAILWAY CO         COMMON   136375102        588     9312SH            DEFINED      9           9312       0       0
CANADIAN NATURAL RESOURCES       COMMON   136385101      29455   519900SH            DEFINED      1         519900       0       0
CANADIAN NATURAL RESOURCES       COMMON   136385101      84050  1487540SH            DEFINED      1,3      1487540       0       0
CANADIAN NATURAL RESOURCES       COMMON   136385101       2443    43000SH            DEFINED      16,15      43000       0       0
CANADIAN NATURAL RESOURCES       COMMON   136385101       1865    33000SH            DEFINED      2          33000       0       0
CANADIAN NATURAL RESOURCES       COMMON   136385101        290     5125SH            DEFINED      24          5125       0       0
CANADIAN NATURAL RESOURCES       COMMON   136385101       1392    24629SH            DEFINED      9          24629       0       0
CP RAILWAY LIMITED               COMMON   13645T100      54532  1508000SH            DEFINED      3        1508000       0       0
CANADIAN PACIFIC RAILWAY LTD     COMMON   13645T100        242     6738SH            DEFINED      4           6738       0       0
CP RAILWAY LIMITED               COMMON   13645T100        264     7301SH            DEFINED      9           7301       0       0
CANON INC- SP ADR                COMMON   138006309      33076   617089SH            DEFINED      13        599799       0   17290
CANON INC- SP ADR                COMMON   138006309          0        0SH            DEFINED      13,15          0       0       0
CANON INC- SP ADR                COMMON   138006309      40158   749218SH            DEFINED      16        725034       0   24184
CANON INC- SP ADR                COMMON   138006309        697    13000SH            DEFINED      25         12600       0     400
CANON INC- SP ADR                COMMON   138006309        570    10630SH            DEFINED      4          10630       0       0
CAPITAL AUTOMOTIVE REIT          COMMON   139733109       7429   224300SH            DEFINED      16        165900       0   58400
CAPITAL AUTOMOTIVE REIT          COMMON   139733109         42     1275SH            DEFINED      25          1275       0       0
CAPITAL CORP OF THE WEST         COMMON   140065103         28      600SH            DEFINED      16           600       0       0
CAPITAL CORP OF THE WEST         COMMON   140065103         65     1400SH            DEFINED      5,16        1400       0       0
CAPITAL CROSSING BANK            COMMON   140071101        586    17800SH            DEFINED      16         10100       0    7700
CAPITAL CROSSING BANK            COMMON   140071101         13      400SH            DEFINED      16,15        400       0       0
CAPITAL CROSSING BANK            COMMON   140071101        201     6100SH            DEFINED      5,16        6100       0       0
CAPITAL CROSSING BANK            COMMON   140071101          7      200SH            DEFINED      7            200       0       0
CAPITAL ONE FINANCIAL CORP       COMMON   14040H105      33821   452340SH            DEFINED      1         451200       0    1140
CAPITAL ONE FINANCIAL CORP       COMMON   14040H105       1092    14600SH            DEFINED      10,16      14600       0       0
CAPITAL ONE FINANCIAL CORP       COMMON   14040H105        441     5900SH            DEFINED      12,9        5900       0       0
CAPITAL ONE FINANCIAL CORP       COMMON   14040H105      12702   169877SH            DEFINED      16        158577       0   11300
CAPITAL ONE FINANCIAL CORP       COMMON   14040H105       1413    18900SH            DEFINED      16,9       18900       0       0
CAPITAL ONE FINANCIAL CORP       COMMON   14040H105       1599    21389SH            DEFINED      24         21389       0       0
CAPITAL ONE FINANCIAL CORP       COMMON   14040H105        381     5094SH            DEFINED      25            88       0    5006
CAPITAL ONE FINANCIAL CORP       COMMON   14040H105      15901   212663SH            DEFINED      7         212663       0       0
CAPITAL ONE FINANCIAL CORP       COMMON   14040H105       1295    17314SH            DEFINED      9          17314       0       0
CAPITAL ONE FINANCIAL CORP       COMMON   14040H105        307     4100SH            DEFINED      9,14        4100       0       0
CAPITAL ONE FINANCIAL CVP(COF)   CONVERT  14040H204          5      100SH            DEFINED      6            100       0       0
CAPITAL ONE FINANCIAL CVP(COF)   CONVERT  14040H204       3225    63785SH            DEFINED      7          63785       0       0
CAPITAL TRUST CL A               COMMON   14052H506       2193    66100SH            DEFINED      16         37100       0   29000
CAPITAL TRUST CL A               COMMON   14052H506         46     1400SH            DEFINED      16,15       1400       0       0
CAPITAL TRUST CL A               COMMON   14052H506        700    21100SH            DEFINED      5,16       21100       0       0
CAPITALSOURCE INC                COMMON   14055X102      40682  1768800SH            DEFINED      1        1768800       0       0
CAPITALSOURCE INC                COMMON   14055X102        442    19200SH            DEFINED      16             0       0   19200
CAPITALSOURCE INC                COMMON   14055X102        122     5300SH            DEFINED      16,9        5300       0       0
CAPITALSOURCE INC                COMMON   14055X102       3209   139500SH            DEFINED      2         116000       0   23500
CAPITALSOURCE INC                COMMON   14055X102         28     1210SH            DEFINED      25             0       0    1210
CAPITALSOURCE INC                COMMON   14055X102       4611   200484SH            DEFINED      7         200484       0       0
CARAUSTAR INDUSTRIES INC         COMMON   140909102         31     2425SH            DEFINED      7           2425       0       0
CARDIMA INC                      COMMON   14147M106          9    30000SH            DEFINED      25             0       0   30000
CARDINAL HEALTH INC              COMMON   14149Y108     496001  8888898SH            DEFINED      1        8888898       0       0
CARDINAL HEALTH INC              COMMON   14149Y108      16428   294400SH            DEFINED      10        294400       0       0
CARDINAL HEALTH INC              COMMON   14149Y108        306     5482SH            DEFINED      12,9        5482       0       0
CARDINAL HEALTH INC              COMMON   14149Y108      11511   206298SH            DEFINED      16        196698       0    9600
CARDINAL HEALTH INC              COMMON   14149Y108       1389    24900SH            DEFINED      16,9       24900       0       0
CARDINAL HEALTH INC              COMMON   14149Y108       6621   118650SH            DEFINED      2         118650       0       0
CARDINAL HEALTH INC              COMMON   14149Y108        474     8500SH            DEFINED      2,15        8500       0       0
CARDINAL HEALTH INC              COMMON   14149Y108        853    15286SH            DEFINED      24         15286       0       0
CARDINAL HEALTH INC              COMMON   14149Y108        354     6338SH            DEFINED      25            37       0    6301
CARDINAL HEALTH INC              COMMON   14149Y108      15719   281700SH            DEFINED      3         281700       0       0
CARDINAL HEALTH INC              COMMON   14149Y108      35620   638343SH            DEFINED      4         638343       0       0
CARDINAL HEALTH INC              COMMON   14149Y108        454     8141SH            DEFINED      7           8141       0       0
CARDINAL HEALTH INC              COMMON   14149Y108       1694    30355SH            DEFINED      9          30355       0       0
CARDINAL HEALTH INC              COMMON   14149Y108        228     4084SH            DEFINED      9,14        4084       0       0
CARDIODYNAMICS INTERNATIONAL     COMMON   141597104          1      200SH            DEFINED      25           200       0       0
CAREER EDUCATION CORP            COMMON   141665109      27970   816400SH            DEFINED      1         816400       0       0
CAREER EDUCATION CORP            COMMON   141665109        221     6456SH            DEFINED      16           156       0    6300
CAREER EDUCATION CORP            COMMON   141665109       1497    43700SH            DEFINED      2          36100       0    7600
CAREER EDUCATION CORP            COMMON   141665109         36     1040SH            DEFINED      25             0       0    1040
CAREER EDUCATION CORP            COMMON   141665109       5258   153484SH            DEFINED      7         153484       0       0
CAREER EDUCATION CORP            COMMON   141665109         86     2496SH            DEFINED      9           2496       0       0
CAREMARK RX INC                  COMMON   141705103     112660  2832070SH            DEFINED      1        2832070       0       0
CAREMARK RX INC                  COMMON   141705103     118460  2977881SH            DEFINED      1,2      2977881       0       0
CAREMARK RX INC                  COMMON   141705103       8295   208525SH            DEFINED      16        182825       0   25700
CAREMARK RX INC                  COMMON   141705103       3186    80100SH            DEFINED      16,23      80100       0       0
CAREMARK RX INC                  COMMON   141705103       1337    33600SH            DEFINED      16,9       33600       0       0
CAREMARK RX INC                  COMMON   141705103      24033   604143SH            DEFINED      2         589743       0   14400
CAREMARK RX INC                  COMMON   141705103        147     3707SH            DEFINED      21          3707       0       0
CAREMARK RX INC                  COMMON   141705103        266     6676SH            DEFINED      24          6676       0       0
CAREMARK RX INC                  COMMON   141705103      41913  1053617SH            DEFINED      25        209258       0  844359



                                                                                          
CAREMARK RX INC                  COMMON   141705103       2306    57970SH            DEFINED      6          57970       0       0
CAREMARK RX INC                  COMMON   141705103      41228  1036401SH            DEFINED      7        1036401       0       0
CAREMARK RX INC                  COMMON   141705103        644    16198SH            DEFINED      9          16198       0       0
CAREMARK RX INC                  COMMON   141705103         20      505SH            DEFINED      9,11         505       0       0
CARLISLE COS INC                 COMMON   142339100         80     1150SH            DEFINED      7           1150       0       0
CARMAX INC                       COMMON   143130102         30      945SH            DEFINED      25             0       0     945
CARNIVAL CORP                    COMMON   143658300      50251   969913SH            DEFINED      1         969913       0       0
CARNIVAL CORP                    COMMON   143658300      46629   900000SH            DEFINED      1,2       900000       0       0
CARNIVAL CORP                    COMMON   143658300       4937    95300SH            DEFINED      1,3        95300       0       0
CARNIVAL CORP                    COMMON   143658300      25321   488720SH            DEFINED      16        402630       0   86090
CARNIVAL CORP                    COMMON   143658300       2306    44500SH            DEFINED      16,15      44500       0       0
CARNIVAL CORP                    COMMON   143658300      22696   438070SH            DEFINED      2         438070       0       0
CARNIVAL CORP                    COMMON   143658300        473     9128SH            DEFINED      25          4783       0    4345
CARNIVAL CORP                    COMMON   143658300       1110    21420SH            DEFINED      5,16       21420       0       0
CARNIVAL CORP                    COMMON   143658300        848    16375SH            DEFINED      6          16375       0       0
CARNIVAL CORP                    COMMON   143658300      14893   287445SH            DEFINED      7         287445       0       0
CARNIVAL CORP                    COMMON   143658300        716    13828SH            DEFINED      9          13828       0       0
CARPENTER TECHNOLOGY             COMMON   144285103       3553    59800SH            DEFINED      16         32900       0   26900
CARPENTER TECHNOLOGY             COMMON   144285103         77     1300SH            DEFINED      16,15       1300       0       0
CARPENTER TECHNOLOGY             COMMON   144285103        861    14500SH            DEFINED      5,16       14500       0       0
CARRAMERICA REALTY CORP          COMMON   144418100      46159  1463027SH            DEFINED      16       1077042       0  367285
CARRAMERICA REALTY CORP          COMMON   144418100       3025    95866SH            DEFINED      5,16       95866       0       0
CARREKER CORPORATION             COMMON   144433109         31     5600SH            DEFINED      7           5600       0       0
CARTERS INC                      COMMON   146229109       2612    65700SH            DEFINED      1          65700       0       0
CARTERS INC                      COMMON   146229109       8586   216000SH            DEFINED      1,3       216000       0       0
CARTERS INC                      COMMON   146229109        310     7800SH            DEFINED      16,15       7800       0       0
CARTERS INC                      COMMON   146229109        167     4200SH            DEFINED      2           4200       0       0
CASCADE MICROTECH                COMMON   147322101       2825   294300SH            DEFINED      1         294300       0       0
CASCADE NATURAL GAS CORP         COMMON   147339105       1106    55400SH            DEFINED      16         32000       0   23400
CASCADE NATURAL GAS CORP         COMMON   147339105         24     1200SH            DEFINED      16,15       1200       0       0
CASCADE NATURAL GAS CORP         COMMON   147339105        371    18600SH            DEFINED      5,16       18600       0       0
CASEY'S GENERAL STORES INC       COMMON   147528103         72     4000SH            DEFINED      25             0       0    4000
CASH AMERICA INTL INC            COMMON   14754D100        123     5625SH            DEFINED      7           5625       0       0
CASUAL MALE RETAIL GROUP INC     COMMON   148711104         19     2900SH            DEFINED      7           2900       0       0
CATALINA MARKETING CORP          COMMON   148867104      10546   407200SH            DEFINED      16        254400       0  152800
CATALINA MARKETING CORP          COMMON   148867104        186     7200SH            DEFINED      16,15       7200       0       0
CATALINA MARKETING CORP          COMMON   148867104          4      145SH            DEFINED      4            145       0       0
CATALINA MARKETING CORP          COMMON   148867104       2031    78400SH            DEFINED      5,16       78400       0       0
CATAPULT COMMUNICATIONS CORP     COMMON   149016107       9847   461227SH            DEFINED      1         461227       0       0
CATAPULT COMMUNICATIONS CORP     COMMON   149016107       3008   140900SH            DEFINED      2         140900       0       0
CATELLUS DEVELOPMENT CORP        COMMON   149113102      44745  1679002SH            DEFINED      16       1227369       0  420333
CATELLUS DEVELOPMENT CORP        COMMON   149113102       3732   140035SH            DEFINED      5,16      140035       0       0
CATELLUS DEVELOPMENT CORP        COMMON   149113102         49     1823SH            DEFINED      7           1823       0       0
CATERPILLAR INC                  COMMON   149123101      19443   212635SH            DEFINED      1         212000       0     635
CATERPILLAR INC                  COMMON   149123101      54864   600000SH            DEFINED      1,2       600000       0       0
CATERPILLAR INC                  COMMON   149123101       2084    22790SH            DEFINED      10,16      22790       0       0
CATERPILLAR INC                  COMMON   149123101     112535  1230695SH            DEFINED      16        887685       0  340320
CATERPILLAR INC                  COMMON   149123101       1260    13780SH            DEFINED      16,23      13780       0       0
CATERPILLAR INC                  COMMON   149123101       9394   102730SH            DEFINED      2         102730       0       0
CATERPILLAR INC                  COMMON   149123101        732     8000SH            DEFINED      24          8000       0       0
CATERPILLAR INC                  COMMON   149123101       2462    26926SH            DEFINED      25           588       0   26338
CATERPILLAR INC                  COMMON   149123101        928    10150SH            DEFINED      5,16       10150       0       0
CATERPILLAR INC                  COMMON   149123101       8522    93203SH            DEFINED      7          93203       0       0
CATERPILLAR INC                  COMMON   149123101       1018    11137SH            DEFINED      9          11137       0       0
CATHAY GENERAL BANCORP           COMMON   149150104       3777   119900SH            DEFINED      1         119900       0       0
CATO CORP CL A                   COMMON   149205106       1390    43100SH            DEFINED      16         31400       0   11700
CATO CORP CL A                   COMMON   149205106         19      600SH            DEFINED      16,15        600       0       0
CATO CORP CL A                   COMMON   149205106        532    16500SH            DEFINED      5,16       16500       0       0
CEDAR FAIR LP                    COMMON   150185106       3247   103177SH            DEFINED      1         103177       0       0
CEDAR FAIR LP                    COMMON   150185106        280     8900SH            DEFINED      16,15       8900       0       0
CEDAR FAIR LP                    COMMON   150185106        167     5300SH            DEFINED      25             0       0    5300
CEDAR SHOPPING CENTERS INC       COMMON   150602209       2327   163400SH            DEFINED      16        115000       0   48400
CELADON GROUP INC                COMMON   150838100         70     3800SH            DEFINED      7           3800       0       0
CELANESE CORP-SERIES A           COMMON   150870103      42059  2337900SH            DEFINED      1        2337900       0       0
CELANESE CORP-SERIES A           COMMON   150870103        462    25700SH            DEFINED      16             0       0   25700
CELANESE CORP-SERIES A           COMMON   150870103       3037   168800SH            DEFINED      2         137700       0   31100
CELL THERAPEUTICS INC            COMMON   150934107        405   112815SH            DEFINED      19             0       0  112815
CELESTICA INC                    COMMON   15101Q108        308    22792SH            DEFINED      25             0       0   22792
CELESTICA INC                    COMMON   15101Q108        132     9839SH            DEFINED      9           9839       0       0
CELGENE CORP                     COMMON   151020104       1859    54600SH            DEFINED      10,16      54600       0       0
CELGENE CORP                     COMMON   151020104        109     3200SH            DEFINED      10,8        3200       0       0
CELGENE CORP                     COMMON   151020104      26968   792000SH            DEFINED      16        697700       0   72400
CELGENE CORP                     COMMON   151020104        174     5100SH            DEFINED      16,15       5100       0       0
CELGENE CORP                     COMMON   151020104        970    28500SH            DEFINED      16,9       28500       0       0
CELGENE CORP                     COMMON   151020104      10215   300000SH            DEFINED      19             0       0  300000
CELGENE CORP                     COMMON   151020104        135     3962SH            DEFINED      24          3962       0       0
CELGENE CORP                     COMMON   151020104        368    10800SH            DEFINED      5,16       10800       0       0
CELGENE CORP                     COMMON   151020104         61     1800SH            DEFINED      7           1800       0       0
CELLOMICS INC                    COMMON   15115Y105          0  8869999SH            DEFINED      1        8869999       0       0
CEMEX SA ADR                     COMMON   151290889        280     7736SH            DEFINED      10          7736       0       0
CEMEX SA ADR                     COMMON   151290889        276     7600SH            DEFINED      10,16       7600       0       0
CEMEX SA ADR                     COMMON   151290889        847    23371SH            DEFINED      10,23      23371       0       0
CEMEX SA ADR                     COMMON   151290889        377    10393SH            DEFINED      13,15      10393       0       0
CEMEX SA ADR                     COMMON   151290889         19      522SH            DEFINED      25           522       0       0
CEMEX SA ADR                     COMMON   151290889     425755 11744961SH            DEFINED      3       11744961       0       0
CEMEX SA ADR                     COMMON   151290889       4513   124495SH            DEFINED      3,23      124495       0       0
CEMEX SA ADR                     COMMON   151290889          4      120SH            DEFINED      7            120       0       0
CENDANT CORP                     COMMON   151313103     366045 17821086SH            DEFINED      1       17816191       0    4895
CENDANT CORP                     COMMON   151313103      31837  1550000SH            DEFINED      1,2      1550000       0       0
CENDANT CORP                     COMMON   151313103       5417   263720SH            DEFINED      16        263720       0       0
CENDANT CORP                     COMMON   151313103       1664    81020SH            DEFINED      16,15      81020       0       0
CENDANT CORP                     COMMON   151313103      18466   899050SH            DEFINED      2         899050       0       0
CENDANT CORP                     COMMON   151313103        267    13000SH            DEFINED      2,15       13000       0       0



                                                                                          
CENDANT CORP                     COMMON   151313103         43     2100SH            DEFINED      25             0       0    2100
CENDANT CORP                     COMMON   151313103      11381   554100SH            DEFINED      3         554100       0       0
CENDANT CORP                     COMMON   151313103      19541   951386SH            DEFINED      4         951386       0       0
CENDANT CORP                     COMMON   151313103        205    10000SH            DEFINED      7          10000       0       0
CENDANT CORP                     COMMON   151313103        675    32841SH            DEFINED      9          32841       0       0
CENTENE CORP                     COMMON   15135B101         22      750SH            DEFINED      25             0       0     750
CENTER FINANCIAL CORP            COMMON   15146E102         37     2100SH            DEFINED      16          2100       0       0
CENTER FINANCIAL CORP            COMMON   15146E102        100     5700SH            DEFINED      5,16        5700       0       0
CENTERPOINT PROPERTIES CORP      COMMON   151895109     115231  2810502SH            DEFINED      16       2149164       0  615838
CENTERPOINT PROPERTIES CORP      COMMON   151895109       8320   202922SH            DEFINED      5,16      202922       0       0
CENTERPOINT ENERGY INC           COMMON   15189T107       6617   550000SH            DEFINED      1         550000       0       0
CENTERPOINT ENERGY INC           COMMON   15189T107        848    70500SH            DEFINED      10,16      70500       0       0
CENTERPOINT ENERGY INC           COMMON   15189T107      15671  1302664SH            DEFINED      16       1219142       0   61602
CENTERPOINT ENERGY INC           COMMON   15189T107        872    72500SH            DEFINED      16,9       72500       0       0
CENTERPOINT ENERGY INC           COMMON   15189T107        447    37120SH            DEFINED      5,16        2700       0   34420
CENTERPOINT ENERGY INC           COMMON   15189T107         54     4500SH            DEFINED      7           4500       0       0
CENTERPOINT ENERGY INC           COMMON   15189T107         29     2395SH            DEFINED      9           2395       0       0
CENTERPLATE INC-IDS              COMMON   15200E204       2536   200000SH            DEFINED      1         200000       0       0
CENTEX CORP                      COMMON   152312104      10985   191806SH            DEFINED      1         191806       0       0
CENTEX CORP                      COMMON   152312104        422     7368SH            DEFINED      12,9        7368       0       0
CENTEX CORP                      COMMON   152312104        702    12250SH            DEFINED      16         12250       0       0
CENTEX CORP                      COMMON   152312104        738    12894SH            DEFINED      24         12894       0       0
CENTEX CORP                      COMMON   152312104         21      360SH            DEFINED      7            360       0       0
CENTEX CORP                      COMMON   152312104       1273    22235SH            DEFINED      9          22235       0       0
CENTEX CORP                      COMMON   152312104        312     5441SH            DEFINED      9,14        5441       0       0
CENTRAL COAST BANCORP            COMMON   153145107         29     1750SH            DEFINED      16          1750       0       0
CENTRAL COAST BANCORP            COMMON   153145107         75     4500SH            DEFINED      5,16        4500       0       0
CENTRAL FUND CANADA CL A CF      COMMON   153501101       8064  1501000SH            DEFINED      3        1501000       0       0
CENTRAL VERMONT PUB SERV         COMMON   155771108         11      500SH            DEFINED      7            500       0       0
CENTURY ALUMINUM COMPANY         COMMON   156431108       2881    95200SH            DEFINED      1          95200       0       0
CENTURYTEL INC                   COMMON   156700106       1715    52210SH            DEFINED      1          50500       0    1710
CENTURYTEL INC                   COMMON   156700106        933    28400SH            DEFINED      10,16      28400       0       0
CENTURYTEL INC                   COMMON   156700106        453    13800SH            DEFINED      10,2       13800       0       0
CENTURYTEL INC                   COMMON   156700106      13658   415910SH            DEFINED      16        391827       0   16423
CENTURYTEL INC                   COMMON   156700106        460    14000SH            DEFINED      16,9       14000       0       0
CENTURYTEL INC                   COMMON   156700106        460    14000SH            DEFINED      2          14000       0       0
CENTURYTEL INC                   COMMON   156700106        118     3597SH            DEFINED      25             0       0    3597
CENTURYTEL INC                   COMMON   156700106          8      230SH            DEFINED      4            230       0       0
CENTURYTEL INC                   COMMON   156700106        416    12675SH            DEFINED      5,16         900       0   11775
CENTURYTEL INC                   COMMON   156700106        166     5040SH            DEFINED      7           5040       0       0
CEPHALON INC                     COMMON   156708109       2426    51800SH            DEFINED      16         45900       0    3600
CEPHALON INC                     COMMON   156708109        183     3900SH            DEFINED      16,9        3900       0       0
CEPHALON INC                     COMMON   156708109         19      400SH            DEFINED      5,16         400       0       0
CEPHALON INC                     COMMON   156708109        135     2880SH            DEFINED      7           2880       0       0
CERADYNE INC                     COMMON   156710105       1633    73000SH            DEFINED      1          73000       0       0
CERIDIAN CORP-NEW                COMMON   156779100     215876 12661330SH            DEFINED      1       12661330       0       0
CERIDIAN CORP-NEW                COMMON   156779100        153     8950SH            DEFINED      1,3         8950       0       0
CERIDIAN CORP-NEW                COMMON   156779100       3220   188877SH            DEFINED      16        188877       0       0
CERIDIAN CORP-NEW                COMMON   156779100       7384   433050SH            DEFINED      2         433050       0       0
CERIDIAN CORP-NEW                COMMON   156779100        174    10200SH            DEFINED      2,15       10200       0       0
CERIDIAN CORP-NEW                COMMON   156779100      46570  2731396SH            DEFINED      4        2731396       0       0
CERIDIAN CORP-NEW                COMMON   156779100        293    17200SH            DEFINED      5,2        17200       0       0
CERNER CORP                      COMMON   156782104      50305   958000SH            DEFINED      1         958000       0       0
CERNER CORP                      COMMON   156782104        252     4800SH            DEFINED      16             0       0    4800
CERNER CORP                      COMMON   156782104       9625   183300SH            DEFINED      2         177300       0    6000
CERNER CORP                      COMMON   156782104         11      208SH            DEFINED      25             0       0     208
CERTEGY INC                      COMMON   156880106       4921   142150SH            DEFINED      1         142150       0       0
CERTEGY INC                      COMMON   156880106          1       23SH            DEFINED      16            23       0       0
CERTEGY INC                      COMMON   156880106         37     1077SH            DEFINED      4           1077       0       0
CHARLES RIVER ASSOCIATES INC     COMMON   159852102      11074   224400SH            DEFINED      1         224400       0       0
CHARLES RIVER ASSOCIATES INC     COMMON   159852102       4259    86300SH            DEFINED      2          86300       0       0
CHARLES RIVER LABORATORIES       COMMON   159864107      12917   274600SH            DEFINED      1         274600       0       0
CHARLES RIVER LABORATORIES       COMMON   159864107        160     3400SH            DEFINED      16          3400       0       0
CHARLES RIVER LABORATORIES       COMMON   159864107       2070    44000SH            DEFINED      2          44000       0       0
CHARLES RIVER LABORATORIES       COMMON   159864107         77     1640SH            DEFINED      25             0       0    1640
CHARLES RIVER LABORATORIES       COMMON   159864107      12044   256037SH            DEFINED      7         256037       0       0
CHARLOTTE RUSSE HOLDING INC      COMMON   161048103         30     2325SH            DEFINED      7           2325       0       0
CHARMING SHOPPES                 COMMON   161133103        206    25300SH            DEFINED      16         25300       0       0
CHARTER COMMUNICATIONS INC CL    COMMON   16117M107          0      200SH            DEFINED      4            200       0       0
CHATTEM INC                      COMMON   162456107       5950   133800SH            DEFINED      16         77900       0   55900
CHATTEM INC                      COMMON   162456107        120     2700SH            DEFINED      16,15       2700       0       0
CHATTEM INC                      COMMON   162456107       1472    33100SH            DEFINED      5,16       33100       0       0
CHAUS (BERNARD) INC              COMMON   162510200         33    38493SH            DEFINED      25         38493       0       0
CHECKFREE CORP                   COMMON   162813109       8070   198000SH            DEFINED      1         198000       0       0
CHECKFREE CORP                   COMMON   162813109      23335   572500SH            DEFINED      16        509200       0   42900
CHECKFREE CORP                   COMMON   162813109        465    11400SH            DEFINED      16,23      11400       0       0
CHECKFREE CORP                   COMMON   162813109        648    15900SH            DEFINED      16,9       15900       0       0
CHECKFREE CORP                   COMMON   162813109        114     2788SH            DEFINED      24          2788       0       0
CHECKFREE CORP                   COMMON   162813109         96     2360SH            DEFINED      25             0       0    2360
CHECKFREE CORP                   COMMON   162813109        126     3100SH            DEFINED      5,16        3100       0       0
CHECKFREE CORP                   COMMON   162813109      13744   337182SH            DEFINED      7         337182       0       0
CHECKPOINT SYSTEMS INC           COMMON   162825103         47     2800SH            DEFINED      7           2800       0       0
CHEESECAKE FACTORY (THE)         COMMON   163072101          0        0SH            DEFINED      16             0       0       0
CHEESECAKE FACTORY (THE)         COMMON   163072101          7      200SH            DEFINED      25             0       0     200
CHEESECAKE FACTORY (THE)         COMMON   163072101          0        0SH            DEFINED      5,16           0       0       0
CHENIERE ENERGY INC              COMMON   16411R208      16773   260000SH            DEFINED      1         260000       0       0
CHENIERE ENERGY INC              COMMON   16411R208       2580    40000SH            DEFINED      16,15      40000       0       0
CHENIERE ENERGY INC              COMMON   16411R208        916    14200SH            DEFINED      4          14200       0       0
CHESAPEAKE CORP                  COMMON   165159104         48     2275SH            DEFINED      7           2275       0       0
CHESAPEAKE ENERGY CORP           COMMON   165167107        214     9752SH            DEFINED      25           496       0    9256
CHESAPEAKE ENERGY CORP           COMMON   165167107         11      500SH            DEFINED      6            500       0       0
CHESAPEAKE ENERGY CORP           COMMON   165167107      21672   987775SH            DEFINED      7         987775       0       0
CHESTER VALLEY BANCORP           COMMON   166335109         20      771SH            DEFINED      25             0       0     771



                                                                                          
CHEVRONTEXACO CORP               COMMON   166764100      57762   990600SH            DEFINED      1         782630       0  207970
CHEVRONTEXACO CORP               COMMON   166764100      43033   738000SH            DEFINED      1,2       738000       0       0
CHEVRONTEXACO CORP               COMMON   166764100      10596   181710SH            DEFINED      10,16     181710       0       0
CHEVRONTEXACO CORP               COMMON   166764100        222     3800SH            DEFINED      10,8        3800       0       0
CHEVRONTEXACO CORP               COMMON   166764100        534     9150SH            DEFINED      13          9150       0       0
CHEVRONTEXACO CORP               COMMON   166764100        192     3300SH            DEFINED      13,15       3300       0       0
CHEVRONTEXACO CORP               COMMON   166764100      65987  1131661SH            DEFINED      16       1049298       0   80953
CHEVRONTEXACO CORP               COMMON   166764100       1918    32900SH            DEFINED      16,15      32900       0       0
CHEVRONTEXACO CORP               COMMON   166764100       7697   132000SH            DEFINED      16,9      132000       0       0
CHEVRONTEXACO CORP               COMMON   166764100       7992   137060SH            DEFINED      2         137060       0       0
CHEVRONTEXACO CORP               COMMON   166764100       2231    38268SH            DEFINED      24         38268       0       0
CHEVRONTEXACO CORP               COMMON   166764100      15065   258362SH            DEFINED      25         51929       0  206433
CHEVRONTEXACO CORP               COMMON   166764100         68     1171SH            DEFINED      4           1171       0       0
CHEVRONTEXACO CORP               COMMON   166764100       1117    19160SH            DEFINED      5,16        8700       0   10460
CHEVRONTEXACO CORP               COMMON   166764100        159     2724SH            DEFINED      6           2724       0       0
CHEVRONTEXACO CORP               COMMON   166764100      14873   255073SH            DEFINED      7         255073       0       0
CHEVRONTEXACO CORP               COMMON   166764100        163     2800SH            DEFINED      8           2800       0       0
CHEVRONTEXACO CORP               COMMON   166764100       4331    74270SH            DEFINED      9          74270       0       0
CHEVRONTEXACO CORP               COMMON   166764100         25      432SH            DEFINED      9,11         432       0       0
CHICAGO BRIDGE & IRON-NY SHR     COMMON   167250109      18255   414600SH            DEFINED      1         414600       0       0
CHICAGO BRIDGE & IRON-NY SHR     COMMON   167250109        335     7600SH            DEFINED      16             0       0    7600
CHICAGO BRIDGE & IRON-NY SHR     COMMON   167250109        418     9500SH            DEFINED      2              0       0    9500
CHICAGO MERCANTILE EXCHANGE      COMMON   167760107      39873   205500SH            DEFINED      1         205500       0       0
CHICAGO MERCANTILE EXCHANGE      COMMON   167760107      17463    90000SH            DEFINED      1,2        90000       0       0
CHICAGO MERCANTILE EXCHANGE      COMMON   167760107        258     1328SH            DEFINED      16            28       0    1300
CHICAGO MERCANTILE EXCHANGE      COMMON   167760107       2387    12300SH            DEFINED      2          10700       0    1600
CHICAGO MERCANTILE EXCHANGE      COMMON   167760107        291     1500SH            DEFINED      25             0       0    1500
CHICAGO MERCANTILE EXCHANGE      COMMON   167760107        858     4420SH            DEFINED      7           3850      65     505
CHICO'S FAS INC                  COMMON   168615102      13850   490100SH            DEFINED      1         490100       0       0
CHICO'S FAS INC                  COMMON   168615102      22608   800000SH            DEFINED      1,2       800000       0       0
CHICO'S FAS INC                  COMMON   168615102       2775    98200SH            DEFINED      2          98200       0       0
CHICO'S FAS INC                  COMMON   168615102        110     3900SH            DEFINED      25           200       0    3700
CHICO'S FAS INC                  COMMON   168615102        345    12200SH            DEFINED      7          12200       0       0
CHICO'S FAS INC                  COMMON   168615102         38     1340SH            DEFINED      9           1340       0       0
CHILDREN'S PLACE                 COMMON   168905107      11498   240791SH            DEFINED      1         240791       0       0
CHILDREN'S PLACE                 COMMON   168905107       1523    31900SH            DEFINED      1,3        31900       0       0
CHILDREN'S PLACE                 COMMON   168905107        463     9700SH            DEFINED      10,2        9700       0       0
CHILDREN'S PLACE                 COMMON   168905107       4785   100209SH            DEFINED      2         100209       0       0
CHINA LIFE INSURANCE CO- ADR     COMMON   16939P106       1556    58500SH            DEFINED      13         58500       0       0
CHINA SOUTHN AIRLS LTD ADR       COMMON   169409109          3      200SH            DEFINED      25             0       0     200
CHINA MOBILE HK LTD SP ADR       COMMON   16941M109        289    17595SH            DEFINED      4          17595       0       0
CHOICE HOTELS INTL INC           COMMON   169905106      14769   238400SH            DEFINED      1         238400       0       0
CHOICE HOTELS INTL INC           COMMON   169905106      10346   167000SH            DEFINED      16         96400       0   70600
CHOICE HOTELS INTL INC           COMMON   169905106        211     3400SH            DEFINED      16,15       3400       0       0
CHOICE HOTELS INTL INC           COMMON   169905106       5873    94800SH            DEFINED      2          94800       0       0
CHOICE HOTELS INTL INC           COMMON   169905106       2490    40200SH            DEFINED      5,16       40200       0       0
CHIQUITA BRANDS INTL             COMMON   170032809       2908   108600SH            DEFINED      16         77200       0   31400
CHIQUITA BRANDS INTL             COMMON   170032809         40     1500SH            DEFINED      16,15       1500       0       0
CHIQUITA BRANDS INTL             COMMON   170032809        458    17100SH            DEFINED      5,16       17100       0       0
CHIQUITA BRANDS INTL             COMMON   170032809        126     4700SH            DEFINED      7           2900       0    1800
CHIRON CORP                      COMMON   170040109        501    14288SH            DEFINED      16         14288       0       0
CHIRON CORP                      COMMON   170040109        666    18992SH            DEFINED      25             0       0   18992
CHIRON CORP                      COMMON   170040109        141     4016SH            DEFINED      9           4016       0       0
CHIRON CORPCVT(CHIR) 144A 1.62   CONVERT  170040AF6      10420 11250000SH            DEFINED      16       1775000       0 9475000
CHOICEPOINT INC                  COMMON   170388102      50398  1256500SH            DEFINED      1        1256500       0       0
CHOICEPOINT INC                  COMMON   170388102        217     5400SH            DEFINED      16             0       0    5400
CHOICEPOINT INC                  COMMON   170388102       4877   121600SH            DEFINED      2         115000       0    6600
CHOICEPOINT INC                  COMMON   170388102        882    22000SH            DEFINED      3          22000       0       0
CHOICEPOINT INC                  COMMON   170388102         44     1100SH            DEFINED      7           1100       0       0
CHOICEPOINT INC                  COMMON   170388102        173     4301SH            DEFINED      9           4301       0       0
CHUBB CORP                       COMMON   171232101      67609   852900SH            DEFINED      1         852900       0       0
CHUBB CORP                       COMMON   171232101      31549   398000SH            DEFINED      1,2       398000       0       0
CHUBB CORP                       COMMON   171232101        309     3900SH            DEFINED      10,16       3900       0       0
CHUBB CORP                       COMMON   171232101       2106    26565SH            DEFINED      16         26178       0     387
CHUBB CORP                       COMMON   171232101        111     1400SH            DEFINED      16,9        1400       0       0
CHUBB CORP                       COMMON   171232101        412     5200SH            DEFINED      2           5200       0       0
CHUBB CORP                       COMMON   171232101      29607   373495SH            DEFINED      25         73557       0  299938
CHUBB CORP                       COMMON   171232101          1       18SH            DEFINED      4             18       0       0
CHUBB CORP                       COMMON   171232101         16      200SH            DEFINED      6            200       0       0
CHUBB CORP                       COMMON   171232101       3440    43400SH            DEFINED      7          43400       0       0
CHUBB CORP                       COMMON   171232101        472     5960SH            DEFINED      9           5960       0       0
CHUBB CORPORATION CVP(CB) 7.0    CONVERT  171232309        466    15700SH            DEFINED      25          1000       0   14700
CHUBB CORPORATION CVP(CB) 7.0    CONVERT  171232309        148     5000SH            DEFINED      7           5000       0       0
CHUBB CORPORATION CVP 7.0        CONVERT  171232507       1992    66450SH            DEFINED      25          4000       0   62450
CHUNGHWA TELECOM CO LTD ADR      COMMON   17133Q205       2123   100200SH            DEFINED      16,23     100200       0       0
CHUNGHWA TELECOM CO LTD ADR      COMMON   17133Q205       1045    49300SH            DEFINED      8          49300       0       0
CHURCH & DWIGHT CO INC           COMMON   171340102       1056    29784SH            DEFINED      24         29784       0       0
CHURCH & DWIGHT CO INC           COMMON   171340102        106     3000SH            DEFINED      7           3000       0       0
CHURCHILL DOWNS INC              COMMON   171484108       7591   191750SH            DEFINED      16        191750       0       0
CHURCHILL DOWNS INC              COMMON   171484108          8      200SH            DEFINED      25             0       0     200
CIBER INC                        COMMON   17163B102         66     9025SH            DEFINED      7           9025       0       0
CIENA CORP                       COMMON   171779101        155    90266SH            DEFINED      16         90266       0       0
CIENA CORP                       COMMON   171779101        162    93995SH            DEFINED      19             0       0   93995
CIENA CORP                       COMMON   171779101          0      200SH            DEFINED      6            200       0       0
CIENA CORP                       COMMON   171779101          7     3885SH            DEFINED      9           3885       0       0
CIMAREX ENERGY CO                COMMON   171798101        862    22100SH            DEFINED      1          22100       0       0
CIMAREX ENERGY CO                COMMON   171798101        452    11600SH            DEFINED      10,2       11600       0       0
CIMAREX ENERGY CO                COMMON   171798101        573    14700SH            DEFINED      2          14700       0       0
CINCINNATI BELL INC              COMMON   171871106         22     5200SH            DEFINED      16          5200       0       0
CINCINNATI FINANCIAL CORP        COMMON   172062101        757    17365SH            DEFINED      16         16078       0    1287
CINCINNATI FINANCIAL CORP        COMMON   172062101        458    10500SH            DEFINED      16,9       10500       0       0
CINCINNATI FINANCIAL CORP        COMMON   172062101          5      105SH            DEFINED      4            105       0       0
CINCINNATI FINANCIAL CORP        COMMON   172062101        218     5003SH            DEFINED      9           5003       0       0



                                                                                          
CINERGY CORP                     COMMON   172474108       7294   180000SH            DEFINED      1         180000       0       0
CINERGY CORP                     COMMON   172474108       1716    42357SH            DEFINED      16         42357       0       0
CINERGY CORP                     COMMON   172474108        201     4956SH            DEFINED      25             0       0    4956
CINERGY CORP                     COMMON   172474108        157     3864SH            DEFINED      7           3864       0       0
CINERGY CORP                     COMMON   172474108        249     6146SH            DEFINED      9           6146       0       0
CIPHERGEN BIOSYSTEMS INC         COMMON   17252Y104          4     1500SH            DEFINED      2           1500       0       0
CIRCUIT CITY STORES-CIRCUIT      COMMON   172737108         19     1160SH            DEFINED      1              0       0    1160
CIRCUIT CITY STORES-CIRCUIT      COMMON   172737108       1369    85300SH            DEFINED      10,16      85300       0       0
CIRCUIT CITY STORES-CIRCUIT      COMMON   172737108         88     5500SH            DEFINED      10,8        5500       0       0
CIRCUIT CITY STORES-CIRCUIT      COMMON   172737108       5172   322247SH            DEFINED      16        284047       0   38200
CIRCUIT CITY STORES-CIRCUIT      COMMON   172737108        138     8600SH            DEFINED      16,15       8600       0       0
CIRCUIT CITY STORES-CIRCUIT      COMMON   172737108        364    22700SH            DEFINED      16,9       22700       0       0
CIRCUIT CITY STORES-CIRCUIT      COMMON   172737108        127     7897SH            DEFINED      24          7897       0       0
CIRCUIT CITY STORES-CIRCUIT      COMMON   172737108         48     3013SH            DEFINED      25             0       0    3013
CIRCUIT CITY STORES-CIRCUIT      COMMON   172737108        201    12500SH            DEFINED      5,16       12500       0       0
CIRCUIT CITY STORES-CIRCUIT      COMMON   172737108        193    12000SH            DEFINED      7          12000       0       0
CIRCOR INTERNATIONAL INC         COMMON   17273K109        658    26700SH            DEFINED      16         14500       0   12200
CIRCOR INTERNATIONAL INC         COMMON   17273K109         15      600SH            DEFINED      16,15        600       0       0
CIRCOR INTERNATIONAL INC         COMMON   17273K109        136     5500SH            DEFINED      5,16        5500       0       0
CISCO SYSTEMS INC                COMMON   17275R102     191830 10722772SH            DEFINED      1       10722772       0       0
CISCO SYSTEMS INC                COMMON   17275R102     126125  7050000SH            DEFINED      1,2      7050000       0       0
CISCO SYSTEMS INC                COMMON   17275R102      14173   792211SH            DEFINED      10        792211       0       0
CISCO SYSTEMS INC                COMMON   17275R102       8802   492021SH            DEFINED      10,16     492021       0       0
CISCO SYSTEMS INC                COMMON   17275R102       1106    61800SH            DEFINED      10,8       61800       0       0
CISCO SYSTEMS INC                COMMON   17275R102        938    52453SH            DEFINED      12,9       52453       0       0
CISCO SYSTEMS INC                COMMON   17275R102     288973 16152765SH            DEFINED      16      11606165       0 4530160
CISCO SYSTEMS INC                COMMON   17275R102       1705    95300SH            DEFINED      16,15      95300       0       0
CISCO SYSTEMS INC                COMMON   17275R102       6858   383338SH            DEFINED      16,23     383338       0       0
CISCO SYSTEMS INC                COMMON   17275R102       7839   438200SH            DEFINED      16,9      438200       0       0
CISCO SYSTEMS INC                COMMON   17275R102      57204  3197525SH            DEFINED      2        3197525       0       0
CISCO SYSTEMS INC                COMMON   17275R102       4052   226500SH            DEFINED      21        226500       0       0
CISCO SYSTEMS INC                COMMON   17275R102       2521   140922SH            DEFINED      24        140922       0       0
CISCO SYSTEMS INC                COMMON   17275R102      69496  3884609SH            DEFINED      25        623782       0 3260827
CISCO SYSTEMS INC                COMMON   17275R102       4115   230000SH            DEFINED      3         230000       0       0
CISCO SYSTEMS INC                COMMON   17275R102         77     4299SH            DEFINED      4           4299       0       0
CISCO SYSTEMS INC                COMMON   17275R102       5443   304240SH            DEFINED      5,16      287360       0   16880
CISCO SYSTEMS INC                COMMON   17275R102       1881   105149SH            DEFINED      6         105149       0       0
CISCO SYSTEMS INC                COMMON   17275R102      22490  1257140SH            DEFINED      7        1257140       0       0
CISCO SYSTEMS INC                COMMON   17275R102        444    24800SH            DEFINED      8          24800       0       0
CISCO SYSTEMS INC                COMMON   17275R102       8366   467657SH            DEFINED      9         467657       0       0
CISCO SYSTEMS INC                COMMON   17275R102        746    41700SH            DEFINED      9,10       41700       0       0
CISCO SYSTEMS INC                COMMON   17275R102        134     7494SH            DEFINED      9,11        7494       0       0
CISCO SYSTEMS INC                COMMON   17275R102        647    36171SH            DEFINED      9,14       36171       0       0
CITADEL BROADCASTING CORP        COMMON   17285T106         27     2000SH            DEFINED      25             0       0    2000
CINTAS CORP                      COMMON   172908105      54029  1307900SH            DEFINED      1        1307900       0       0
CINTAS CORP                      COMMON   172908105       1051    25453SH            DEFINED      16         14653       0   10800
CINTAS CORP                      COMMON   172908105       5436   131600SH            DEFINED      2         118400       0   13200
CINTAS CORP                      COMMON   172908105        209     5049SH            DEFINED      25           899       0    4150
CINTAS CORP                      COMMON   172908105          4       85SH            DEFINED      4             85       0       0
CINTAS CORP                      COMMON   172908105        413    10000SH            DEFINED      7          10000       0       0
CINTAS CORP                      COMMON   172908105        209     5064SH            DEFINED      9           5064       0       0
CITIGROUP INC                    COMMON   172967101     604398 13448989SH            DEFINED      1       12462854       0  986135
CITIGROUP INC                    COMMON   172967101      80263  1786000SH            DEFINED      1,2      1786000       0       0
CITIGROUP INC                    COMMON   172967101       6507   144800SH            DEFINED      1,3       144800       0       0
CITIGROUP INC                    COMMON   172967101      24183   538124SH            DEFINED      10        538124       0       0
CITIGROUP INC                    COMMON   172967101      45703  1016978SH            DEFINED      10,16    1016978       0       0
CITIGROUP INC                    COMMON   172967101       2885    64200SH            DEFINED      10,8       64200       0       0
CITIGROUP INC                    COMMON   172967101       1792    39884SH            DEFINED      12,9       39884       0       0
CITIGROUP INC                    COMMON   172967101       2331    51875SH            DEFINED      13         51875       0       0
CITIGROUP INC                    COMMON   172967101        796    17720SH            DEFINED      13,15      17720       0       0
CITIGROUP INC                    COMMON   172967101     520850 11589891SH            DEFINED      16       9255953       0 2321273
CITIGROUP INC                    COMMON   172967101       4449    99000SH            DEFINED      16,15      99000       0       0
CITIGROUP INC                    COMMON   172967101       2105    46840SH            DEFINED      16,23      46840       0       0
CITIGROUP INC                    COMMON   172967101      17661   393000SH            DEFINED      16,9      393000       0       0
CITIGROUP INC                    COMMON   172967101      62619  1393401SH            DEFINED      2        1393401       0       0
CITIGROUP INC                    COMMON   172967101        310     6900SH            DEFINED      2,15        6900       0       0
CITIGROUP INC                    COMMON   172967101      11311   251693SH            DEFINED      24        251693       0       0
CITIGROUP INC                    COMMON   172967101      71461  1590142SH            DEFINED      25        250426       0 1339716
CITIGROUP INC                    COMMON   172967101      25923   576827SH            DEFINED      4         576827       0       0
CITIGROUP INC                    COMMON   172967101      10182   226575SH            DEFINED      5,16      202120       0   24455
CITIGROUP INC                    COMMON   172967101       2051    45637SH            DEFINED      6          45637       0       0
CITIGROUP INC                    COMMON   172967101      38035   846354SH            DEFINED      7         846354       0       0
CITIGROUP INC                    COMMON   172967101        742    16500SH            DEFINED      8          16500       0       0
CITIGROUP INC                    COMMON   172967101      15928   354419SH            DEFINED      9         354419       0       0
CITIGROUP INC                    COMMON   172967101       2899    64500SH            DEFINED      9,10       64500       0       0
CITIGROUP INC                    COMMON   172967101        260     5786SH            DEFINED      9,11        5786       0       0
CITIGROUP INC                    COMMON   172967101       1258    27990SH            DEFINED      9,14       27990       0       0
CITIGROUP CVT(CEXCH) 144A 1.0    CONVERT  173068AA5      30125 32250000SH            DEFINED      16       4800000       027450000
CALIF FED BK GOODWILL CERTIF (   COMMON   17306J202          0       20SH            DEFINED      25             0       0      20
CITIZENS BANKING CORP MICH       COMMON   174420109         28      937SH            DEFINED      7            937       0       0
CITIZENS COMMUNICATIONS CO       COMMON   17453B101       9576   740000SH            DEFINED      1         740000       0       0
CITIZENS COMMUNICATIONS CO       COMMON   17453B101        461    35588SH            DEFINED      16         34188       0    1400
CITIZENS COMMUNICATIONS CO       COMMON   17453B101          4      311SH            DEFINED      25             0       0     311
CITRIX SYSTEMS INC               COMMON   177376100       6406   268946SH            DEFINED      16        234646       0   23800
CITRIX SYSTEMS INC               COMMON   177376100        436    18300SH            DEFINED      16,9       18300       0       0
CITRIX SYSTEMS INC               COMMON   177376100         76     3200SH            DEFINED      24          3200       0       0
CITRIX SYSTEMS INC               COMMON   177376100         16      680SH            DEFINED      25             0       0     680
CITRIX SYSTEMS INC               COMMON   177376100         38     1600SH            DEFINED      5,16        1600       0       0
CITRIX SYSTEMS INC               COMMON   177376100        140     5864SH            DEFINED      9           5864       0       0
CITY HOLDING CO                  COMMON   177835105       1530    51800SH            DEFINED      16         28800       0   23000
CITY HOLDING CO                  COMMON   177835105         32     1100SH            DEFINED      16,15       1100       0       0
CITY HOLDING CO                  COMMON   177835105        443    15000SH            DEFINED      5,16       15000       0       0
CITY NATIONAL CORP               COMMON   178566105      36457   522150SH            DEFINED      1         522150       0       0



                                                                                          
CITY NATIONAL CORP               COMMON   178566105         91     1300SH            DEFINED      1,3         1300       0       0
CITY NATIONAL CORP               COMMON   178566105       3774    54050SH            DEFINED      2          54050       0       0
CITY NATIONAL CORP               COMMON   178566105         40      569SH            DEFINED      25             0       0     569
CITY NATIONAL CORP               COMMON   178566105        168     2400SH            DEFINED      5,2         2400       0       0
CITY NATIONAL CORP               COMMON   178566105        140     2000SH            DEFINED      7           2000       0       0
CLAIRE'S STORES INC              COMMON   179584107      11900   516500SH            DEFINED      16        416900       0   79800
CLAIRE'S STORES INC              COMMON   179584107         53     2300SH            DEFINED      16,15       2300       0       0
CLAIRE'S STORES INC              COMMON   179584107        228     9900SH            DEFINED      16,9        9900       0       0
CLAIRE'S STORES INC              COMMON   179584107          4      160SH            DEFINED      4            160       0       0
CLAIRE'S STORES INC              COMMON   179584107        355    15400SH            DEFINED      5,16       15400       0       0
CLARCOR INC                      COMMON   179895107         78     1500SH            DEFINED      16          1500       0       0
CLARCOR INC                      COMMON   179895107        203     3900SH            DEFINED      5,16        3900       0       0
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102      10705   310564SH            DEFINED      1         310564       0       0
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102      43181  1252700SH            DEFINED      10       1252700       0       0
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102       6015   174500SH            DEFINED      10,16     174500       0       0
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102         90     2600SH            DEFINED      10,8        2600       0       0
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102      41902  1215622SH            DEFINED      16       1097222       0   99300
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102       1413    41000SH            DEFINED      16,15      41000       0       0
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102       3671   106500SH            DEFINED      16,9      106500       0       0
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102         25      730SH            DEFINED      2            730       0       0
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102        874    25346SH            DEFINED      24         25346       0       0
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102        310     8988SH            DEFINED      25             0       0    8988
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102     116171  3370200SH            DEFINED      3        3370200       0       0
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102       3382    98100SH            DEFINED      3,23       98100       0       0
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102         25      737SH            DEFINED      4            737       0       0
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102        303     8800SH            DEFINED      5,16        8800       0       0
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102        392    11366SH            DEFINED      7          11366       0       0
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102       1377    39949SH            DEFINED      9          39949       0       0
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102         63     1834SH            DEFINED      9,11        1834       0       0
CLEVELAND-CLIFFS INC             COMMON   185896107      11608   159300SH            DEFINED      1         159300       0       0
CLEVELAND-CLIFFS INC             COMMON   185896107       4598    63100SH            DEFINED      2          63100       0       0
CLOROX COMPANY                   COMMON   189054109      12932   205300SH            DEFINED      1         205300       0       0
CLOROX COMPANY                   COMMON   189054109       4088    64900SH            DEFINED      1,3        64900       0       0
CLOROX COMPANY                   COMMON   189054109       2734    43400SH            DEFINED      10,16      43400       0       0
CLOROX COMPANY                   COMMON   189054109       1046    16600SH            DEFINED      10,2       16600       0       0
CLOROX COMPANY                   COMMON   189054109       8206   130279SH            DEFINED      16        115579       0   14700
CLOROX COMPANY                   COMMON   189054109       2016    32000SH            DEFINED      16,9       32000       0       0
CLOROX COMPANY                   COMMON   189054109       2513    39900SH            DEFINED      2          39900       0       0
CLOROX COMPANY                   COMMON   189054109        132     2100SH            DEFINED      24          2100       0       0
CLOROX COMPANY                   COMMON   189054109        600     9520SH            DEFINED      25             0       0    9520
CLOROX COMPANY                   COMMON   189054109         17      262SH            DEFINED      4            262       0       0
CLOROX COMPANY                   COMMON   189054109        259     4104SH            DEFINED      7           4104       0       0
CLOROX COMPANY                   COMMON   189054109        444     7052SH            DEFINED      9           7052       0       0
COACH INC                        COMMON   189754104      54011   953750SH            DEFINED      1         953750       0       0
COACH INC                        COMMON   189754104      56630  1000000SH            DEFINED      1,2      1000000       0       0
COACH INC                        COMMON   189754104         78     1370SH            DEFINED      10,16       1370       0       0
COACH INC                        COMMON   189754104        697    12300SH            DEFINED      10,2       12300       0       0
COACH INC                        COMMON   189754104      11955   211111SH            DEFINED      16        156891       0   51120
COACH INC                        COMMON   189754104        906    16000SH            DEFINED      16,9       16000       0       0
COACH INC                        COMMON   189754104      15281   269840SH            DEFINED      2         256440       0   13400
COACH INC                        COMMON   189754104        125     2200SH            DEFINED      24          2200       0       0
COACH INC                        COMMON   189754104       3359    59316SH            DEFINED      25             0       0   59316
COACH INC                        COMMON   189754104         28      500SH            DEFINED      5,16         500       0       0
COACH INC                        COMMON   189754104       1018    17980SH            DEFINED      7          17980       0       0
COACH INC                        COMMON   189754104        410     7248SH            DEFINED      9           7248       0       0
COCA-COLA COMPANY                COMMON   191216100      60130  1443000SH            DEFINED      1        1443000       0       0
COCA-COLA COMPANY                COMMON   191216100      29169   700000SH            DEFINED      1,2       700000       0       0
COCA-COLA COMPANY                COMMON   191216100       4765   114350SH            DEFINED      10,16     114350       0       0
COCA-COLA COMPANY                COMMON   191216100     212299  5094777SH            DEFINED      16       2641190       0 2446497
COCA-COLA COMPANY                COMMON   191216100       1240    29750SH            DEFINED      16,23      29750       0       0
COCA-COLA COMPANY                COMMON   191216100       4800   115200SH            DEFINED      16,9      115200       0       0
COCA-COLA COMPANY                COMMON   191216100        379     9100SH            DEFINED      2           9100       0       0
COCA-COLA COMPANY                COMMON   191216100        805    19309SH            DEFINED      24         19309       0       0
COCA-COLA COMPANY                COMMON   191216100      15641   375358SH            DEFINED      25         76651       0  298707
COCA-COLA COMPANY                COMMON   191216100         26      619SH            DEFINED      4            619       0       0
COCA-COLA COMPANY                COMMON   191216100       2149    51570SH            DEFINED      5,16       40590       0   10980
COCA-COLA COMPANY                COMMON   191216100        165     3971SH            DEFINED      6           3971       0       0
COCA-COLA COMPANY                COMMON   191216100       3777    90634SH            DEFINED      7          90634       0       0
COCA-COLA COMPANY                COMMON   191216100       3003    72071SH            DEFINED      9          72071       0       0
COCA-COLA ENTERPRISES            COMMON   191219104       9554   465600SH            DEFINED      1         465600       0       0
COCA-COLA ENTERPRISES            COMMON   191219104        701    34144SH            DEFINED      16         34144       0       0
COCA-COLA ENTERPRISES            COMMON   191219104       1457    71000SH            DEFINED      2          71000       0       0
COCA-COLA ENTERPRISES            COMMON   191219104         51     2469SH            DEFINED      7           2469       0       0
COCA-COLA FEMSA SA DE CV ADR     COMMON   191241108        314    13000SH            DEFINED      10         13000       0       0
COCA COLA HELLENIC BTLNG-ADS     COMMON   1912EP104        249     9946SH            DEFINED      4           9946       0       0
COEUR D ALENE MINES CORP         COMMON   192108108         81    22000SH            DEFINED      25             0       0   22000
COGENT INC                       COMMON   19239Y108      33041  1312200SH            DEFINED      10       1312200       0       0
COGENT INC                       COMMON   19239Y108       1375    54600SH            DEFINED      10,23      54600       0       0
COGNIZANT TECH SOLUTIONS CRP     COMMON   192446102      39155   847500SH            DEFINED      1         847500       0       0
COGNIZANT TECH SOLUTIONS CRP     COMMON   192446102       6677   144515SH            DEFINED      16        125315       0   13900
COGNIZANT TECH SOLUTIONS CRP     COMMON   192446102       3054    66100SH            DEFINED      16,23      66100       0       0
COGNIZANT TECH SOLUTIONS CRP     COMMON   192446102        300     6500SH            DEFINED      16,9        6500       0       0
COGNIZANT TECH SOLUTIONS CRP     COMMON   192446102       2615    56600SH            DEFINED      2          50000       0    6600
COGNIZANT TECH SOLUTIONS CRP     COMMON   192446102        372     8046SH            DEFINED      25             0       0    8046
COGNIZANT TECH SOLUTIONS CRP     COMMON   192446102       5082   110000SH            DEFINED      3         110000       0       0
COGNIZANT TECH SOLUTIONS CRP     COMMON   192446102         37      800SH            DEFINED      5,16         800       0       0
COGNIZANT TECH SOLUTIONS CRP     COMMON   192446102      24890   538734SH            DEFINED      7         538734       0       0
COGNOS INC                       COMMON   19244C109      21768   521400SH            DEFINED      1         521400       0       0
COGNOS INC                       COMMON   19244C109      20875   500000SH            DEFINED      1,2       500000       0       0
COGNOS INC                       COMMON   19244C109        789    18900SH            DEFINED      16         18900       0       0
COGNOS INC                       COMMON   19244C109       1996    47800SH            DEFINED      16,23      47800       0       0
COGNOS INC                       COMMON   19244C109       3507    84000SH            DEFINED      2          84000       0       0
COGNOS INC                       COMMON   19244C109         83     1980SH            DEFINED      25             0       0    1980



                                                                                          
COGNOS INC                       COMMON   19244C109      11818   283057SH            DEFINED      7         283057       0       0
COHERENT INC                     COMMON   192479103       6114   181100SH            DEFINED      16         96700       0   84400
COHERENT INC                     COMMON   192479103        135     4000SH            DEFINED      16,15       4000       0       0
COHERENT INC                     COMMON   192479103          7      200SH            DEFINED      25             0       0     200
COHERENT INC                     COMMON   192479103       1107    32800SH            DEFINED      5,16       32800       0       0
COHERENT INC                     COMMON   192479103         63     1875SH            DEFINED      7           1875       0       0
COHEN & STEERS QUAL INC RLTY C   COMMON   19247L106         55     3000SH            DEFINED      7           3000       0       0
COHEN & STEERS ADV INC CF        COMMON   19247W102         11      550SH            DEFINED      25             0       0     550
COHEN & STEERS REIT & PR CF      COMMON   19247X100         22      885SH            DEFINED      25             0       0     885
COHU INC                         COMMON   192576106         64     4000SH            DEFINED      25             0       0    4000
COLDWATER CREEK INC              COMMON   193068103         19     1050SH            DEFINED      16          1050       0       0
COLGATE-PALMOLIVE CO             COMMON   194162103      27994   536600SH            DEFINED      1          76100       0  460500
COLGATE-PALMOLIVE CO             COMMON   194162103       3396    65100SH            DEFINED      10,16      65100       0       0
COLGATE-PALMOLIVE CO             COMMON   194162103       1041    19950SH            DEFINED      13         19950       0       0
COLGATE-PALMOLIVE CO             COMMON   194162103        360     6900SH            DEFINED      13,15       6900       0       0
COLGATE-PALMOLIVE CO             COMMON   194162103      25384   486569SH            DEFINED      16        480853       0    3971
COLGATE-PALMOLIVE CO             COMMON   194162103      39348   754232SH            DEFINED      25        131025       0  623207
COLGATE-PALMOLIVE CO             COMMON   194162103          5      100SH            DEFINED      4            100       0       0
COLGATE-PALMOLIVE CO             COMMON   194162103        657    12600SH            DEFINED      5,16           0       0   12600
COLGATE-PALMOLIVE CO             COMMON   194162103       8927   171113SH            DEFINED      7         171113       0       0
COLLEGE PARTNERSHIP INC          COMMON   194375101          4    29500SH            DEFINED      7          29500       0       0
COLONIAL BANCGROUP INC           COMMON   195493309        144     7025SH            DEFINED      7           7025       0       0
COLONIAL PROPERTIES TRUST        COMMON   195872106      37718   981978SH            DEFINED      16        830378       0  151600
COLT TELECOM GROUP ADR           COMMON   196877104          0       50SH            DEFINED      4             50       0       0
COLUMBIA BANKING SYSTEM INC      COMMON   197236102       1475    62085SH            DEFINED      16         35100       0   26985
COLUMBIA BANKING SYSTEM INC      COMMON   197236102         31     1300SH            DEFINED      16,15       1300       0       0
COLUMBIA BANKING SYSTEM INC      COMMON   197236102        435    18300SH            DEFINED      5,16       18300       0       0
COLUMBIA SPORTSWEAR CO           COMMON   198516106       5280    99200SH            DEFINED      1          99200       0       0
COLUMBIA SPORTSWEAR CO           COMMON   198516106        633    11900SH            DEFINED      16,15      11900       0       0
COLUMBIA SPORTSWEAR CO           COMMON   198516106         14      260SH            DEFINED      2            260       0       0
COMCAST CORP CL A                COMMON   20030N101      74068  2192667SH            DEFINED      1        1472615       0  720052
COMCAST CORP CL A                COMMON   20030N101       4733   140100SH            DEFINED      10,16     140100       0       0
COMCAST CORP CL A                COMMON   20030N101       1466    43405SH            DEFINED      13         43405       0       0
COMCAST CORP CL A                COMMON   20030N101        497    14725SH            DEFINED      13,15      14725       0       0
COMCAST CORP CL A                COMMON   20030N101      22476   665357SH            DEFINED      16        648259       0   17098
COMCAST CORP CL A                COMMON   20030N101       1983    58700SH            DEFINED      16,15      58700       0       0
COMCAST CORP CL A                COMMON   20030N101       3591   106300SH            DEFINED      16,23     106300       0       0
COMCAST CORP CL A                COMMON   20030N101       1713    50700SH            DEFINED      16,9       50700       0       0
COMCAST CORP CL A                COMMON   20030N101         40     1170SH            DEFINED      2           1170       0       0
COMCAST CORP CL A                COMMON   20030N101        115     3400SH            DEFINED      24          3400       0       0
COMCAST CORP CL A                COMMON   20030N101       6557   194114SH            DEFINED      25         71926       0  122188
COMCAST CORP CL A                COMMON   20030N101         18      536SH            DEFINED      6            536       0       0
COMCAST CORP CL A                COMMON   20030N101        565    16715SH            DEFINED      7          16715       0       0
COMCAST CORP CL A                COMMON   20030N101       1388    41103SH            DEFINED      9          41103       0       0
COMCAST CORP  SPECIAL CL A       COMMON   20030N200       1772    53000SH            DEFINED      21         53000       0       0
COMCAST CORP  SPECIAL CL A       COMMON   20030N200      11463   342804SH            DEFINED      25        140103       0  202701
COMCAST CORP  SPECIAL CL A       COMMON   20030N200       2421    72405SH            DEFINED      6          72405       0       0
COMCAST CORP  SPECIAL CL A       COMMON   20030N200      30208   903363SH            DEFINED      7         898863       0    4500
COMCAST CORP  SPECIAL CL A       COMMON   20030N200       1363    40764SH            DEFINED      9          40764       0       0
COMCAST CORP  SPECIAL CL A       COMMON   20030N200         38     1150SH            DEFINED      9,11        1150       0       0
COMERICA INC                     COMMON   200340107       5739   104200SH            DEFINED      10,16     104200       0       0
COMERICA INC                     COMMON   200340107        275     5000SH            DEFINED      10,8        5000       0       0
COMERICA INC                     COMMON   200340107      23319   423375SH            DEFINED      16        385275       0   38100
COMERICA INC                     COMMON   200340107        424     7700SH            DEFINED      16,15       7700       0       0
COMERICA INC                     COMMON   200340107       2093    38000SH            DEFINED      16,9       38000       0       0
COMERICA INC                     COMMON   200340107        390     7081SH            DEFINED      24          7081       0       0
COMERICA INC                     COMMON   200340107        622    11300SH            DEFINED      5,16       11300       0       0
COMERICA INC                     COMMON   200340107       1047    19000SH            DEFINED      7          19000       0       0
COMERICA INC                     COMMON   200340107        398     7233SH            DEFINED      9           7233       0       0
COMMERCE BANCORP INC/NJ          COMMON   200519106         37     1125SH            DEFINED      7           1125       0       0
COMMERCE BANCORP INC/NJ          COMMON   200519106        169     5206SH            DEFINED      9           5206       0       0
COMMERCE BANCSHARES INC          COMMON   200525103        218     4515SH            DEFINED      1           4515       0       0
COMMERCE BANCSHARES INC          COMMON   200525103         92     1916SH            DEFINED      25             0       0    1916
COMMERCE BANCSHARES INC          COMMON   200525103         72     1485SH            DEFINED      7           1485       0       0
COMMERCE GROUP INC               COMMON   200641108       1630    26300SH            DEFINED      16         14700       0   11600
COMMERCE GROUP INC               COMMON   200641108         37      600SH            DEFINED      16,15        600       0       0
COMMERCE GROUP INC               COMMON   200641108        521     8400SH            DEFINED      5,16        8400       0       0
COMMERCIAL CAPITAL BANCORP       COMMON   20162L105         13      625SH            DEFINED      7            625       0       0
COMMERCIAL FEDERAL CORP          COMMON   201647104       4712   170400SH            DEFINED      16        101100       0   69300
COMMERCIAL FEDERAL CORP          COMMON   201647104         91     3300SH            DEFINED      16,15       3300       0       0
COMMERCIAL FEDERAL CORP          COMMON   201647104       1983    71700SH            DEFINED      5,16       71700       0       0
COMMERCIAL METALS CO             COMMON   201723103       4951   146100SH            DEFINED      1         146100       0       0
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COMMERCIAL NET LEASE REALTY      COMMON   202218103          7      400SH            DEFINED      7            400       0       0
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COMMONWEALTH TELEPHONE ENTRP     COMMON   203349105        174     3700SH            DEFINED      16,15       3700       0       0
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COMMSCOPE INC                    COMMON   203372107       3586   239700SH            DEFINED      1         239700       0       0
COMMSCOPE INC                    COMMON   203372107       9594   641300SH            DEFINED      16        477400       0  143500
COMMSCOPE INC                    COMMON   203372107         79     5300SH            DEFINED      16,15       5300       0       0
COMMSCOPE INC                    COMMON   203372107        172    11500SH            DEFINED      16,9       11500       0       0
COMMSCOPE INC                    COMMON   203372107          1      100SH            DEFINED      25             0       0     100
COMMSCOPE INC                    COMMON   203372107        479    32000SH            DEFINED      5,16       32000       0       0
COMMUNITY HEALTH SYSTEMS         COMMON   203668108      83697  2397500SH            DEFINED      1        2397500       0       0
COMMUNITY HEALTH SYSTEMS         COMMON   203668108       3673   105201SH            DEFINED      10        105201       0       0
COMMUNITY HEALTH SYSTEMS         COMMON   203668108        957    27400SH            DEFINED      10,23      27400       0       0
COMMUNITY HEALTH SYSTEMS         COMMON   203668108       3505   100400SH            DEFINED      16        100400       0       0
COMMUNITY HEALTH SYSTEMS         COMMON   203668108       8930   255800SH            DEFINED      16,23     255800       0       0
COMMUNITY HEALTH SYSTEMS         COMMON   203668108       5907   169200SH            DEFINED      2         169200       0       0
COMMUNITY HEALTH SYSTEMS         COMMON   203668108        297     8500SH            DEFINED      21          8500       0       0
COMMUNITY HEALTH SYSTEMS         COMMON   203668108        288     8250SH            DEFINED      7           8250       0       0
COMMUNITY TRUST BANCORP INC      COMMON   204149108        889    30854SH            DEFINED      16         17364       0   13490



                                                                                          
COMMUNITY TRUST BANCORP INC      COMMON   204149108         17      600SH            DEFINED      16,15        600       0       0
COMMUNITY TRUST BANCORP INC      COMMON   204149108        288    10000SH            DEFINED      5,16       10000       0       0
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COMPANHIA ENERGETICA DE MINAS    COMMON   204409601        299    13100SH            DEFINED      10,16      13100       0       0
COMPANHIA ENERGETICA DE MINAS    COMMON   204409601        906    39700SH            DEFINED      10,23      39700       0       0
COMPANHIA ENERGETICA DE MINAS    COMMON   204409601        411    18000SH            DEFINED      13,15      18000       0       0
COMPANHIA ENERGETICA DE MINAS    COMMON   204409601         94     4100SH            DEFINED      5,13        4100       0       0
COMPANHIA BRASILEIRA DE DISTRB   COMMON   20440T201        913    43500SH            DEFINED      1          43500       0       0
CIA VALE DO RIO DOCE-ADR         COMMON   204412209       3999   126500SH            DEFINED      10        126500       0       0
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CIA VALE DO RIO DOCE-ADR         COMMON   204412209        692    21900SH            DEFINED      10,23      21900       0       0
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CIA VALE DO RIO DOCE-ADR         COMMON   204412209        465    14700SH            DEFINED      16         14700       0       0
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CIA VALE DO RIO DOCE-ADR         COMMON   204412209       2074    65600SH            DEFINED      7          65600       0       0
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COMPANIA DE MINAS BUENAVENTURA   COMMON   204448104       5536   243000SH            DEFINED      1         243000       0       0
COMPANIA DE MINAS BUENAVENTURA   COMMON   204448104        547    24000SH            DEFINED      10         24000       0       0
COMPANIA DE MINAS BUENAVENTURA   COMMON   204448104        993    43600SH            DEFINED      2          43600       0       0
COMPANIA DE TELECOMUNICS CHILE   COMMON   204449300        941    84500SH            DEFINED      10         84500       0       0
COMPANIA DE TELECOMUNICS CHILE   COMMON   204449300        160    14400SH            DEFINED      10,16      14400       0       0
COMPANIA DE TELECOMUNICS CHILE   COMMON   204449300        264    23700SH            DEFINED      13,15      23700       0       0
COMPAQ COMPUTER CORP             COMMON   204493100          0      500SH            DEFINED      7            500       0       0
COMPASS BANCSHARES INC           COMMON   20449H109      33174   730700SH            DEFINED      1         730700       0       0
COMPASS BANCSHARES INC           COMMON   20449H109         90     1975SH            DEFINED      1,3         1975       0       0
COMPASS BANCSHARES INC           COMMON   20449H109       1242    27361SH            DEFINED      16         25261       0    2100
COMPASS BANCSHARES INC           COMMON   20449H109        504    11100SH            DEFINED      16,9       11100       0       0
COMPASS BANCSHARES INC           COMMON   20449H109       3773    83100SH            DEFINED      2          83100       0       0
COMPASS BANCSHARES INC           COMMON   20449H109       8576   188900SH            DEFINED      3         188900       0       0
COMPASS BANCSHARES INC           COMMON   20449H109       7919   174431SH            DEFINED      4         174431       0       0
COMPASS BANCSHARES INC           COMMON   20449H109        163     3600SH            DEFINED      5,2         3600       0       0
COMPASS BANCSHARES INC           COMMON   20449H109          9      200SH            DEFINED      6            200       0       0
COMPASS BANCSHARES INC           COMMON   20449H109         14      306SH            DEFINED      7            306       0       0
COMPASS BANCSHARES INC           COMMON   20449H109        215     4741SH            DEFINED      9           4741       0       0
COMPASS MINERALS INTERNATIONAL   COMMON   20451N101       7986   313800SH            DEFINED      1         313800       0       0
COMPASS MINERALS INTERNATIONAL   COMMON   20451N101       5543   217800SH            DEFINED      16        127800       0   90000
COMPASS MINERALS INTERNATIONAL   COMMON   20451N101        109     4300SH            DEFINED      16,15       4300       0       0
COMPASS MINERALS INTERNATIONAL   COMMON   20451N101         38     1481SH            DEFINED      25           227       0    1254
COMPASS MINERALS INTERNATIONAL   COMMON   20451N101       1344    52800SH            DEFINED      5,16       52800       0       0
COMPASS MINERALS INTERNATIONAL   COMMON   20451N101         17      675SH            DEFINED      6            675       0       0
COMPASS MINERALS INTERNATIONAL   COMMON   20451N101       4169   163805SH            DEFINED      7         163805       0       0
COMPOSITE TECHNOLOGY CORPORA     COMMON   20461S108         26    10000SH            DEFINED      7          10000       0       0
COMPUCREDIT CORP                 COMMON   20478N100       3887   146000SH            DEFINED      16         94600       0   51400
COMPUCREDIT CORP                 COMMON   20478N100         67     2500SH            DEFINED      16,15       2500       0       0
COMPUCREDIT CORP                 COMMON   20478N100        889    33400SH            DEFINED      5,16       33400       0       0
COMPUTER ASSOCIATES INTL INC     COMMON   204912109     555756 20507595SH            DEFINED      1       20506528       0    1067
COMPUTER ASSOCIATES INTL INC     COMMON   204912109      38024  1403093SH            DEFINED      1,2      1403093       0       0
COMPUTER ASSOCIATES INTL INC     COMMON   204912109        149     5500SH            DEFINED      1,3         5500       0       0
COMPUTER ASSOCIATES INTL INC     COMMON   204912109          0        6SH            DEFINED      10             6       0       0
COMPUTER ASSOCIATES INTL INC     COMMON   204912109          1       23SH            DEFINED      10,16         23       0       0
COMPUTER ASSOCIATES INTL INC     COMMON   204912109       9851   363515SH            DEFINED      16        356133       0    7382
COMPUTER ASSOCIATES INTL INC     COMMON   204912109        480    17700SH            DEFINED      16,9       17700       0       0
COMPUTER ASSOCIATES INTL INC     COMMON   204912109      11915   439667SH            DEFINED      2         439667       0       0
COMPUTER ASSOCIATES INTL INC     COMMON   204912109        404    14900SH            DEFINED      2,15       14900       0       0
COMPUTER ASSOCIATES INTL INC     COMMON   204912109         22      808SH            DEFINED      24           808       0       0
COMPUTER ASSOCIATES INTL INC     COMMON   204912109        153     5629SH            DEFINED      25             0       0    5629
COMPUTER ASSOCIATES INTL INC     COMMON   204912109      82375  3039653SH            DEFINED      4        3039653       0       0
COMPUTER ASSOCIATES INTL INC     COMMON   204912109        290    10700SH            DEFINED      5,2        10700       0       0
COMPUTER ASSOCIATES INTL INC     COMMON   204912109          0       17SH            DEFINED      7             17       0       0
COMPUTER ASSOCIATES INTL INC     COMMON   204912109        410    15113SH            DEFINED      9          15113       0       0
COMPUTER ASSOCIATES INTL INC     COMMON   204912109          0       12SH            DEFINED      9,14          12       0       0
COMPUTER SCIENCES CORP           COMMON   205363104         35      770SH            DEFINED      1              0       0     770
COMPUTER SCIENCES CORP           COMMON   205363104       5828   127100SH            DEFINED      10,16     127100       0       0
COMPUTER SCIENCES CORP           COMMON   205363104         60     1300SH            DEFINED      10,8        1300       0       0
COMPUTER SCIENCES CORP           COMMON   205363104      25268   551099SH            DEFINED      16        489599       0   48300
COMPUTER SCIENCES CORP           COMMON   205363104         96     2100SH            DEFINED      16,15       2100       0       0
COMPUTER SCIENCES CORP           COMMON   205363104       1660    36200SH            DEFINED      16,9       36200       0       0
COMPUTER SCIENCES CORP           COMMON   205363104        156     3400SH            DEFINED      24          3400       0       0
COMPUTER SCIENCES CORP           COMMON   205363104         32      700SH            DEFINED      25             0       0     700
COMPUTER SCIENCES CORP           COMMON   205363104        229     5000SH            DEFINED      5,16        5000       0       0
COMPUTER SCIENCES CORP           COMMON   205363104        220     4789SH            DEFINED      7           4789       0       0
COMPUTER SCIENCES CORP           COMMON   205363104        363     7914SH            DEFINED      9           7914       0       0
COMPUWARE CORP                   COMMON   205638109       3822   530795SH            DEFINED      16        466395       0   39500
COMPUWARE CORP                   COMMON   205638109         27     3800SH            DEFINED      5,16        3800       0       0
COMPUWARE CORP                   COMMON   205638109         82    11412SH            DEFINED      9          11412       0       0
COMSTOCK HOMEBUILDING COS-A      COMMON   205684103         17      800SH            DEFINED      7            800       0       0
COMSTOCK RESOURCES INC           COMMON   205768203       6211   216100SH            DEFINED      1         216100       0       0
COMVERSE TECHNOLOGY INC          COMMON   205862402      87268  3460260SH            DEFINED      1        3460260       0       0
COMVERSE TECHNOLOGY INC          COMMON   205862402      31525  1250000SH            DEFINED      1,2      1250000       0       0
COMVERSE TECHNOLOGY INC          COMMON   205862402       1576    62500SH            DEFINED      10,16      62500       0       0
COMVERSE TECHNOLOGY INC          COMMON   205862402      19954   791216SH            DEFINED      16        680316       0   81400
COMVERSE TECHNOLOGY INC          COMMON   205862402       5923   234870SH            DEFINED      16,23     234870       0       0
COMVERSE TECHNOLOGY INC          COMMON   205862402       1193    47300SH            DEFINED      16,9       47300       0       0
COMVERSE TECHNOLOGY INC          COMMON   205862402       8690   344570SH            DEFINED      2         322470       0   22100
COMVERSE TECHNOLOGY INC          COMMON   205862402       1488    59000SH            DEFINED      21         59000       0       0
COMVERSE TECHNOLOGY INC          COMMON   205862402        181     7169SH            DEFINED      24          7169       0       0



                                                                                          
COMVERSE TECHNOLOGY INC          COMMON   205862402          4      150SH            DEFINED      25           150       0       0
COMVERSE TECHNOLOGY INC          COMMON   205862402        113     4500SH            DEFINED      5,16        4500       0       0
COMVERSE TECHNOLOGY INC          COMMON   205862402         83     3310SH            DEFINED      9           3310       0       0
CONAGRA FOODS INC                COMMON   205887102       1348    49903SH            DEFINED      16         49903       0       0
CONAGRA FOODS INC                COMMON   205887102        266     9845SH            DEFINED      25             0       0    9845
CONAGRA FOODS INC                COMMON   205887102         85     3150SH            DEFINED      7           3150       0       0
CONAGRA FOODS INC                COMMON   205887102        474    17534SH            DEFINED      9          17534       0       0
CONEXANT SYSTEMS INC             COMMON   207142100         84    56174SH            DEFINED      25             0       0   56174
CONNECTICS CORP                  COMMON   208192104        946    37400SH            DEFINED      16         19900       0   17500
CONNECTICS CORP                  COMMON   208192104         20      800SH            DEFINED      16,15        800       0       0
CONNECTICS CORP                  COMMON   208192104      10131   400600SH            DEFINED      3         400600       0       0
CONNECTICS CORP                  COMMON   208192104        111     4400SH            DEFINED      5,16        4400       0       0
CONOCOPHILLIPS                   COMMON   20825C104      99970   927020SH            DEFINED      1         927020       0       0
CONOCOPHILLIPS                   COMMON   20825C104      63076   584900SH            DEFINED      1,2       584900       0       0
CONOCOPHILLIPS                   COMMON   20825C104        233     2160SH            DEFINED      10,16       2160       0       0
CONOCOPHILLIPS                   COMMON   20825C104      10154    94157SH            DEFINED      16         88057       0    6100
CONOCOPHILLIPS                   COMMON   20825C104       3235    30000SH            DEFINED      16,15      30000       0       0
CONOCOPHILLIPS                   COMMON   20825C104       1143    10600SH            DEFINED      16,9       10600       0       0
CONOCOPHILLIPS                   COMMON   20825C104      11430   105990SH            DEFINED      2         105990       0       0
CONOCOPHILLIPS                   COMMON   20825C104         53      489SH            DEFINED      24           489       0       0
CONOCOPHILLIPS                   COMMON   20825C104       9686    89814SH            DEFINED      25         18216       0   71598
CONOCOPHILLIPS                   COMMON   20825C104        629     5832SH            DEFINED      4           5832       0       0
CONOCOPHILLIPS                   COMMON   20825C104       3456    32050SH            DEFINED      7          32050       0       0
CONOCOPHILLIPS                   COMMON   20825C104        155     1435SH            DEFINED      9           1435       0       0
CONSECO INC                      COMMON   208464883        421    20600SH            DEFINED      16,9       20600       0       0
CONSOL ENERGY INC                COMMON   20854P109      13166   280000SH            DEFINED      1         280000       0       0
CONSOL ENERGY INC                COMMON   20854P109       2116    45000SH            DEFINED      16,15      45000       0       0
CONSOL ENERGY INC                COMMON   20854P109        527    11200SH            DEFINED      25         11200       0       0
CONSOLIDATED EDISON INC          COMMON   209115104        990    23481SH            DEFINED      16         23481       0       0
CONSOLIDATED EDISON INC          COMMON   209115104        823    19513SH            DEFINED      25           237       0   19276
CONSOLIDATED EDISON INC          COMMON   209115104         13      300SH            DEFINED      6            300       0       0
CONSOLIDATED EDISON INC          COMMON   209115104         11      250SH            DEFINED      7            250       0       0
CONSOLIDATED EDISON INC          COMMON   209115104        326     7738SH            DEFINED      9           7738       0       0
CONSOLIDATED GRAPHICS INC        COMMON   209341106       2457    46713SH            DEFINED      16         26200       0   20513
CONSOLIDATED GRAPHICS INC        COMMON   209341106         53     1000SH            DEFINED      16,15       1000       0       0
CONSOLIDATED GRAPHICS INC        COMMON   209341106        705    13400SH            DEFINED      5,16       13400       0       0
CONSTELLATION BRANDS INC CL A    COMMON   21036P108      38484   727900SH            DEFINED      1         727900       0       0
CONSTELLATION BRANDS INC CL A    COMMON   21036P108       8829   167000SH            DEFINED      1,2       167000       0       0
CONSTELLATION BRANDS INC CL A    COMMON   21036P108        307     5800SH            DEFINED      16             0       0    5800
CONSTELLATION BRANDS INC CL A    COMMON   21036P108        740    14000SH            DEFINED      2           6800       0    7200
CONSTELLATION BRANDS INC CL A    COMMON   21036P108        159     3000SH            DEFINED      25             0       0    3000
CONSTELLATION BRANDS INC CL A    COMMON   21036P108         11      200SH            DEFINED      7            200       0       0
CONSTELLATION ENERGY GROUP       COMMON   210371100       6770   130948SH            DEFINED      16        113235       0   17713
CONSTELLATION ENERGY GROUP       COMMON   210371100       1722    33300SH            DEFINED      16,9       33300       0       0
CONSTELLATION ENERGY GROUP       COMMON   210371100        377     7300SH            DEFINED      24          7300       0       0
CONSTELLATION ENERGY GROUP       COMMON   210371100        201     3888SH            DEFINED      25          1800       0    2088
CONSTELLATION ENERGY GROUP       COMMON   210371100         45      872SH            DEFINED      6            872       0       0
CONSTELLATION ENERGY GROUP       COMMON   210371100        503     9720SH            DEFINED      7           9720       0       0
CONSTELLATION ENERGY GROUP       COMMON   210371100        388     7498SH            DEFINED      9           7498       0       0
CONVERGYS CORP                   COMMON   212485106         62     4130SH            DEFINED      1              0       0    4130
CONVERGYS CORP                   COMMON   212485106        420    28120SH            DEFINED      16         28120       0       0
PEPSICO(CNVTLT)CVT PV 144A 2.0   CONVERT  212573AA7      13701 14125000SH            DEFINED      16       2125000       012000000
COOPER CAMERON CORP              COMMON   216640102       9440   165000SH            DEFINED      1         165000       0       0
COOPER CAMERON CORP              COMMON   216640102       1087    19000SH            DEFINED      16,15      19000       0       0
COOPER CAMERON CORP              COMMON   216640102         13      222SH            DEFINED      4            222       0       0
THE COOPER COMPANIES INC         COMMON   216648402      27629   379000SH            DEFINED      1         379000       0       0
THE COOPER COMPANIES INC         COMMON   216648402        496     6800SH            DEFINED      16          2800       0    4000
THE COOPER COMPANIES INC         COMMON   216648402       2107    28900SH            DEFINED      2          24000       0    4900
THE COOPER COMPANIES INC         COMMON   216648402       8107   111212SH            DEFINED      3         111212       0       0
COOPER TIRE & RUBBER             COMMON   216831107        124     6763SH            DEFINED      16          6763       0       0
COPANO ENERGY LLC                COMMON   217202100        625    21120SH            DEFINED      7          21120       0       0
CORGENTECH INC                   COMMON   21872P105        984   424150SH            DEFINED      1         424150       0       0
CORGENTECH INC                   COMMON   21872P105         26    11000SH            DEFINED      12,2       11000       0       0
CORGENTECH INC                   COMMON   21872P105         59    25600SH            DEFINED      16         25600       0       0
CORGENTECH INC                   COMMON   21872P105        157    67500SH            DEFINED      16,23      67500       0       0
CORGENTECH INC                   COMMON   21872P105         53    22900SH            DEFINED      2          22900       0       0
CORGENTECH INC                   COMMON   21872P105         17     7500SH            DEFINED      21          7500       0       0
CORGENTECH INC                   COMMON   21872P105          0      106SH            DEFINED      25             0       0     106
CORINTHIAN COLLEGES INC          COMMON   218868107       4950   314900SH            DEFINED      1         314900       0       0
CORINTHIAN COLLEGES INC          COMMON   218868107         19     1200SH            DEFINED      25             0       0    1200
CORIXA CORP                      COMMON   21887F100          7     2208SH            DEFINED      16             0       0    2208
CORIXA CORP                      COMMON   21887F100         85    27734SH            DEFINED      19             0       0   27734
CORN PRODUCTS INTL INC           COMMON   219023108       9216   354600SH            DEFINED      16        325200       0   18800
CORN PRODUCTS INTL INC           COMMON   219023108        291    11200SH            DEFINED      16,9       11200       0       0
CORN PRODUCTS INTL INC           COMMON   219023108        125     4806SH            DEFINED      25          1200       0    3606
CORN PRODUCTS INTL INC           COMMON   219023108        260    10000SH            DEFINED      5,16       10000       0       0
CORN PRODUCTS INTL INC           COMMON   219023108         10      400SH            DEFINED      7            400       0       0
CORNERSTONE REALTY INCOME TR     COMMON   21922V102          2      222SH            DEFINED      25             0       0     222
CORNING INC                      COMMON   219350105      29433  2644500SH            DEFINED      1        2644500       0       0
CORNING INC                      COMMON   219350105       1918   172369SH            DEFINED      16        137269       0   35100
CORNING INC                      COMMON   219350105         96     8600SH            DEFINED      16,9        8600       0       0
CORNING INC                      COMMON   219350105       1808   162400SH            DEFINED      2         120000       0   42400
CORNING INC                      COMMON   219350105       2048   184000SH            DEFINED      21        184000       0       0
CORNING INC                      COMMON   219350105        790    70936SH            DEFINED      25         11600       0   59336
CORNING INC                      COMMON   219350105        120    10772SH            DEFINED      7          10772       0       0
CORNING INC                      COMMON   219350105        480    43150SH            DEFINED      9          43150       0       0
CORPORATE EXECUTIVE BOARD CO     COMMON   21988R102      15476   242000SH            DEFINED      1         242000       0       0
CORPORATE EXECUTIVE BOARD CO     COMMON   21988R102      23394   365814SH            DEFINED      16        299794       0   60820
CORPORATE EXECUTIVE BOARD CO     COMMON   21988R102        333     5200SH            DEFINED      16,9        5200       0       0
CORPORATE EXECUTIVE BOARD CO     COMMON   21988R102       7821   122300SH            DEFINED      2         122300       0       0
CORPORATE EXECUTIVE BOARD CO     COMMON   21988R102         83     1300SH            DEFINED      25             0       0    1300
CORPORATE EXECUTIVE BOARD CO     COMMON   21988R102        815    12750SH            DEFINED      5,16       12750       0       0
CORPORATE EXECUTIVE BOARD CO     COMMON   21988R102       9737   152263SH            DEFINED      7         152263       0       0



                                                                                          
CORPORATE OFFICE PROPERTIES      COMMON   22002T108       3201   120900SH            DEFINED      16         86400       0   34500
CORPORATE OFFICE PROPERTIES      COMMON   22002T108         45     1700SH            DEFINED      16,15       1700       0       0
CORPORATE OFFICE PROPERTIES      COMMON   22002T108       1403    53000SH            DEFINED      5,16       53000       0       0
CORRECTIONAL PROPERTIES TRST     COMMON   22025E104        970    38400SH            DEFINED      16             0       0   38400
CORRECTIONS CORP OF AMERICA      COMMON   22025Y407      47534  1231450SH            DEFINED      1        1231450       0       0
CORRECTIONS CORP OF AMERICA      COMMON   22025Y407        556    14400SH            DEFINED      16             0       0   14400
CORRECTIONS CORP OF AMERICA      COMMON   22025Y407       3030    78500SH            DEFINED      2          61000       0   17500
CORRECTIONS CORP OF AMERICA      COMMON   22025Y407        200     5172SH            DEFINED      7           5172       0       0
CORUS BANCSHARES INC             COMMON   220873103       3758    78800SH            DEFINED      16         44500       0   34300
CORUS BANCSHARES INC             COMMON   220873103         81     1700SH            DEFINED      16,15       1700       0       0
CORUS BANCSHARES INC             COMMON   220873103       1092    22900SH            DEFINED      5,16       22900       0       0
CORUS ENTERTAINMENT INC CL B     COMMON   220874101       6931   286700SH            DEFINED      1,3       286700       0       0
CORUS ENTERTAINMENT INC CL B     COMMON   220874101        123     5100SH            DEFINED      2           5100       0       0
CORUS ENTERTAINMENT INC CL B     COMMON   220874101       2418   100000SH            DEFINED      3         100000       0       0
COSI INC                         COMMON   22122P101       3992   587011SH            DEFINED      19             0       0  587011
COST PLUS INC/CALIFORNIA         COMMON   221485105       3586   133400SH            DEFINED      1         133400       0       0
COSTCO WHOLESALE CORP            COMMON   22160K105      95288  2156810SH            DEFINED      1        2156810       0       0
COSTCO WHOLESALE CORP            COMMON   22160K105      33135   750000SH            DEFINED      1,2       750000       0       0
COSTCO WHOLESALE CORP            COMMON   22160K105       3495    79100SH            DEFINED      1,3        79100       0       0
COSTCO WHOLESALE CORP            COMMON   22160K105       1364    30880SH            DEFINED      10,16      30880       0       0
COSTCO WHOLESALE CORP            COMMON   22160K105       9018   204126SH            DEFINED      16        172226       0   31900
COSTCO WHOLESALE CORP            COMMON   22160K105       2019    45700SH            DEFINED      16,9       45700       0       0
COSTCO WHOLESALE CORP            COMMON   22160K105      27114   613720SH            DEFINED      2         613720       0       0
COSTCO WHOLESALE CORP            COMMON   22160K105        199     4500SH            DEFINED      24          4500       0       0
COSTCO WHOLESALE CORP            COMMON   22160K105       7677   173757SH            DEFINED      25         15405       0  158352
COSTCO WHOLESALE CORP            COMMON   22160K105     183237  4147500SH            DEFINED      3        4147500       0       0
COSTCO WHOLESALE CORP            COMMON   22160K105       2337    52900SH            DEFINED      3,23       52900       0       0
COSTCO WHOLESALE CORP            COMMON   22160K105         54     1219SH            DEFINED      4           1219       0       0
COSTCO WHOLESALE CORP            COMMON   22160K105        332     7510SH            DEFINED      7           7510       0       0
COSTCO WHOLESALE CORP            COMMON   22160K105        714    16155SH            DEFINED      9          16155       0       0
COSTAR GROUP INC                 COMMON   22160N109      19599   531850SH            DEFINED      1         531850       0       0
COSTAR GROUP INC                 COMMON   22160N109       5233   142000SH            DEFINED      2         142000       0       0
COSTCO WHOLESALE(COST) CVT 0.0   CONVERT  22160QAC6      33417 33375000SH            DEFINED      16       4725000       028650000
COTT CORPORATION                 COMMON   22163N106       6508   268600SH            DEFINED      1         268600       0       0
COTT CORPORATION                 COMMON   22163N106          5      225SH            DEFINED      16           225       0       0
COTT CORPORATION                 COMMON   22163N106      80560  3316300SH            DEFINED      3        3316300       0       0
COTT CORPORATION                 COMMON   22163N106          5      220SH            DEFINED      7            220       0       0
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104      36363  1120245SH            DEFINED      1        1116625       0    3620
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104      10446   321810SH            DEFINED      10,16     321810       0       0
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104        893    27500SH            DEFINED      10,8       27500       0       0
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104        300     9240SH            DEFINED      12,9        9240       0       0
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104      50136  1544541SH            DEFINED      16       1402036       0  138705
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104       1376    42400SH            DEFINED      16,15      42400       0       0
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104       1707    52600SH            DEFINED      16,9       52600       0       0
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104       4976   153300SH            DEFINED      2         153300       0       0
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104       1809    55718SH            DEFINED      24         55718       0       0
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104         54     1677SH            DEFINED      4           1677       0       0
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104       2045    63000SH            DEFINED      5,16       63000       0       0
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104         39     1200SH            DEFINED      7           1200       0       0
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104        341    10500SH            DEFINED      8          10500       0       0
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104       1929    59437SH            DEFINED      9          59437       0       0
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104         28      854SH            DEFINED      9,11         854       0       0
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104        226     6970SH            DEFINED      9,14        6970       0       0
COUSINS PROPERTIES INC           COMMON   222795106       5847   226000SH            DEFINED      16        131900       0   94100
COUSINS PROPERTIES INC           COMMON   222795106         96     3700SH            DEFINED      16,15       3700       0       0
COUSINS PROPERTIES INC           COMMON   222795106       1345    52000SH            DEFINED      5,16       52000       0       0
COUSINS PROPERTIES INC           COMMON   222795106         89     3433SH            DEFINED      7           3433       0       0
COVAD COMMUNICATIONS GROUP       COMMON   222814204          0      100SH            DEFINED      25             0       0     100
COVAD COMMUNICATIONS GROUP       COMMON   222814204          1     1000SH            DEFINED      4           1000       0       0
COVANCE INC                      COMMON   222816100      11245   236200SH            DEFINED      1         236200       0       0
COVANCE INC                      COMMON   222816100      18468   387896SH            DEFINED      16        299186       0   88710
COVANCE INC                      COMMON   222816100          9      183SH            DEFINED      25             0       0     183
COVANCE INC                      COMMON   222816100        728    15300SH            DEFINED      5,16       15300       0       0
COVANCE INC                      COMMON   222816100         17      356SH            DEFINED      7            356       0       0
COVANSYS CORPORATION             COMMON   22281W103       1617   108400SH            DEFINED      16         59800       0   48600
COVANSYS CORPORATION             COMMON   22281W103         36     2400SH            DEFINED      16,15       2400       0       0
COVANSYS CORPORATION             COMMON   22281W103        404    27100SH            DEFINED      5,16       27100       0       0
COVENTRY HEALTH CARE INC         COMMON   222862104      14010   205600SH            DEFINED      1         205600       0       0
COVENTRY HEALTH CARE INC         COMMON   222862104          0        0SH            DEFINED      10             0       0       0
COVENTRY HEALTH CARE INC         COMMON   222862104       4095    60100SH            DEFINED      10,16      60100       0       0
COVENTRY HEALTH CARE INC         COMMON   222862104        395     5800SH            DEFINED      10,8        5800       0       0
COVENTRY HEALTH CARE INC         COMMON   222862104      35923   527200SH            DEFINED      16        483400       0   43800
COVENTRY HEALTH CARE INC         COMMON   222862104        613     9000SH            DEFINED      16,15       9000       0       0
COVENTRY HEALTH CARE INC         COMMON   222862104        886    13000SH            DEFINED      16,9       13000       0       0
COVENTRY HEALTH CARE INC         COMMON   222862104        379     5555SH            DEFINED      24          5555       0       0
COVENTRY HEALTH CARE INC         COMMON   222862104         78     1150SH            DEFINED      25           750       0     400
COVENTRY HEALTH CARE INC         COMMON   222862104        893    13100SH            DEFINED      5,16       13100       0       0
COVENTRY HEALTH CARE INC         COMMON   222862104         55      800SH            DEFINED      7              0       0     800
COVENTRY HEALTH CARE INC         COMMON   222862104        232     3400SH            DEFINED      8           3400       0       0
COVENTRY HEALTH CARE INC         COMMON   222862104        129     1893SH            DEFINED      9           1893       0       0
COVENTRY HEALTH CARE INC         COMMON   222862104        136     2000SH            DEFINED      9,10        2000       0       0
COX RADIO INC CL A               COMMON   224051102       1009    60000SH            DEFINED      1          60000       0       0
COX RADIO INC CL A               COMMON   224051102        171    10200SH            DEFINED      16          9300       0     900
COX RADIO INC CL A               COMMON   224051102        113     6700SH            DEFINED      16,9        6700       0       0
COX RADIO INC CL A               COMMON   224051102       3698   220000SH            DEFINED      3         220000       0       0
CRANE CO                         COMMON   224399105         89     3100SH            DEFINED      16          3100       0       0
CRANE CO                         COMMON   224399105         80     2764SH            DEFINED      7           1664       0    1100
CREDIT ACCEPTANCE CORP           COMMON   225310101        194     9800SH            DEFINED      16          9800       0       0
CREDIT ACCEPTANCE CORP           COMMON   225310101         44     2200SH            DEFINED      5,16        2200       0       0
CREDIT SUISSE GROUP ADR          COMMON   225401108      14113   329745SH            DEFINED      13        315055       0   14690
CREDIT SUISSE GROUP ADR          COMMON   225401108      36093   843289SH            DEFINED      16        813257       0   30032
CREDIT SUISSE GROUP ADR          COMMON   225401108         48     1125SH            DEFINED      25          1125       0       0
CREE INC                         COMMON   225447101          9      400SH            DEFINED      25           400       0       0



                                                                                          
CRESCENT REAL ESTATE EQT CO      COMMON   225756105      10240   626700SH            DEFINED      16        589400       0   37300
CRESCENT REAL ESTATE EQT CO      COMMON   225756105         16     1000SH            DEFINED      25             0       0    1000
CROMPTON CORP                    COMMON   227116100          5      368SH            DEFINED      7            368       0       0
CROWN CASTLE INTL CORP           COMMON   228227104        106     6600SH            DEFINED      16,9        6600       0       0
CROWN HOLDINGS INC               COMMON   228368106       2105   135300SH            DEFINED      16        122400       0    7900
CROWN HOLDINGS INC               COMMON   228368106         12      800SH            DEFINED      5,16         800       0       0
CROWN HOLDINGS INC               COMMON   228368106        191    12246SH            DEFINED      7          12246       0       0
CRT PROPERTIES INC               COMMON   22876P109       4757   218400SH            DEFINED      16        186900       0   31500
CRT PROPERTIES INC               COMMON   22876P109         44     2000SH            DEFINED      7           2000       0       0
CRYPTOLOGIC INC                  COMMON   228906103       8753   282090SH            DEFINED      1         282090       0       0
CRYPTOLOGIC INC                  COMMON   228906103        186     6000SH            DEFINED      2           6000       0       0
CISCO SYS(EXCHTR) 144A CVT 0.0   CONVERT  22943BAA7      23364 19550000SH            DEFINED      16       2275000       017275000
CUBIC CORP                       COMMON   229669106         19     1025SH            DEFINED      7           1025       0       0
CUBIST PHARMACEUTICALS INC       COMMON   229678107      33878  3190000SH            DEFINED      1        3190000       0       0
CUBIST PHARMACEUTICALS INC       COMMON   229678107       1699   160000SH            DEFINED      12,2      160000       0       0
CUBIST PHARMACEUTICALS INC       COMMON   229678107       2032   191300SH            DEFINED      16        191300       0       0
CUBIST PHARMACEUTICALS INC       COMMON   229678107       5310   500000SH            DEFINED      16,23     500000       0       0
CUBIST PHARMACEUTICALS INC       COMMON   229678107       1833   172600SH            DEFINED      2         172600       0       0
CUBIST PHARMACEUTICALS INC       COMMON   229678107        138    13000SH            DEFINED      21         13000       0       0
CULLEN/FROST BANKERS INC         COMMON   229899109      26833   594300SH            DEFINED      1         594300       0       0
CULLEN/FROST BANKERS INC         COMMON   229899109        871    19300SH            DEFINED      16         19300       0       0
CULP INC                         COMMON   230215105       1794   304019SH            DEFINED      7         304019       0       0
CUMMINS ENGINE                   COMMON   231021106       6282    89300SH            DEFINED      10,16      89300       0       0
CUMMINS ENGINE                   COMMON   231021106        183     2600SH            DEFINED      10,8        2600       0       0
CUMMINS ENGINE                   COMMON   231021106      37401   531641SH            DEFINED      16        476341       0   42100
CUMMINS ENGINE                   COMMON   231021106        281     4000SH            DEFINED      16,15       4000       0       0
CUMMINS ENGINE                   COMMON   231021106       1498    21300SH            DEFINED      16,9       21300       0       0
CUMMINS ENGINE                   COMMON   231021106        210     2990SH            DEFINED      24          2990       0       0
CUMMINS ENGINE                   COMMON   231021106        556     7900SH            DEFINED      5,16        7900       0       0
CUMMINS ENGINE                   COMMON   231021106         28      400SH            DEFINED      9            400       0       0
CUMULUS MEDIA INC CL A           COMMON   231082108       2494   175000SH            DEFINED      1         175000       0       0
CUMULUS MEDIA INC CL A           COMMON   231082108      19264  1351855SH            DEFINED      7        1351855       0       0
CURTISS-WRIGHT CORP              COMMON   231561101       4942    86700SH            DEFINED      1          86700       0       0
CURTISS-WRIGHT CORP              COMMON   231561101        925    16223SH            DEFINED      24         16223       0       0
CURTISS-WRIGHT CORP              COMMON   231561101         60     1050SH            DEFINED      25             0       0    1050
CURTIS-WRIGHT CORP CL B          COMMON   231561408         61     1084SH            DEFINED      7           1084       0       0
CYBERSOURCE CORP                 COMMON   23251J106       3914   760000SH            DEFINED      1         760000       0       0
CYBERONICS                       COMMON   23251P102          4      100SH            DEFINED      25           100       0       0
CYMER INC                        COMMON   232572107      14790   552500SH            DEFINED      1         552500       0       0
CYMER INC                        COMMON   232572107       4800   179300SH            DEFINED      2         179300       0       0
CYMER INC                        COMMON   232572107         50     1850SH            DEFINED      7           1850       0       0
CYPRESS BIOSCIENCE INC           COMMON   232674507         91    10000SH            DEFINED      12,2       10000       0       0
CYPRESS SEMICONDUCTOR CORP       COMMON   232806109       8650   686500SH            DEFINED      1         686500       0       0
CYPRESS SEMICONDUCTOR CORP       COMMON   232806109       7796   618700SH            DEFINED      10        618700       0       0
CYPRESS SEMICONDUCTOR CORP       COMMON   232806109        447    35500SH            DEFINED      10,23      35500       0       0
CYPRESS SEMICONDUCTOR CORP       COMMON   232806109        436    34600SH            DEFINED      16         34600       0       0
CYPRESS SEMICONDUCTOR CORP       COMMON   232806109        719    57100SH            DEFINED      16,23      57100       0       0
CYPRESS SEMICONDUCTOR CORP       COMMON   232806109          8      600SH            DEFINED      25             0       0     600
CYPRESS SEMICONDUCTOR CORP       COMMON   232806109          1      100SH            DEFINED      7            100       0       0
CYTEC INDUSTRIES INC             COMMON   232820100        309     5689SH            DEFINED      7           5689       0       0
CYTYC CORPORATION                COMMON   232946103      32603  1416900SH            DEFINED      1        1416900       0       0
CYTYC CORPORATION                COMMON   232946103        255    11100SH            DEFINED      12,2       11100       0       0
CYTYC CORPORATION                COMMON   232946103        133     5800SH            DEFINED      16          5800       0       0
CYTYC CORPORATION                COMMON   232946103        327    14200SH            DEFINED      16,23      14200       0       0
CYTYC CORPORATION                COMMON   232946103       3784   164450SH            DEFINED      2         164450       0       0
CYTYC CORPORATION                COMMON   232946103         51     2200SH            DEFINED      25             0       0    2200
CYTYC CORPORATION                COMMON   232946103      64165  2788550SH            DEFINED      3        2788550       0       0
CYTYC CORPORATION                COMMON   232946103       7297   317104SH            DEFINED      7         317104       0       0
DJ ORTHOPEDICS INC               COMMON   23325G104       1796    71700SH            DEFINED      1          71700       0       0
DJ ORTHOPEDICS INC               COMMON   23325G104       1961    78300SH            DEFINED      16         40900       0   37400
DJ ORTHOPEDICS INC               COMMON   23325G104         45     1800SH            DEFINED      16,15       1800       0       0
DJ ORTHOPEDICS INC               COMMON   23325G104        240     9600SH            DEFINED      5,16        9600       0       0
DNP SELECT INCOME FUND INC       COMMON   23325P104         11     1010SH            DEFINED      25             0       0    1010
DNP SELECT INCOME FUND INC       COMMON   23325P104          2      161SH            DEFINED      7            161       0       0
DPL INC                          COMMON   233293109      11093   443700SH            DEFINED      1         443700       0       0
DPL INC                          COMMON   233293109         23      900SH            DEFINED      16           900       0       0
DPL INC                          COMMON   233293109       1815    72600SH            DEFINED      2          72600       0       0
DPL INC                          COMMON   233293109        258    10300SH            DEFINED      25             0       0   10300
D.R. HORTON INC                  COMMON   23331A109      17905   612353SH            DEFINED      1         612353       0       0
D.R. HORTON INC                  COMMON   23331A109         97     3333SH            DEFINED      10,16       3333       0       0
D.R. HORTON INC                  COMMON   23331A109       1740    59494SH            DEFINED      2          59494       0       0
D.R. HORTON INC                  COMMON   23331A109         45     1529SH            DEFINED      4           1529       0       0
D.R. HORTON INC                  COMMON   23331A109        217     7410SH            DEFINED      9           7410       0       0
DST SYSTEMS INC                  COMMON   233326107      27060   585970SH            DEFINED      1         585970       0       0
DST SYSTEMS INC                  COMMON   233326107        679    14700SH            DEFINED      16         14700       0       0
DST SYSTEMS INC                  COMMON   233326107       2027    43900SH            DEFINED      16,23      43900       0       0
DSP GROUP INC                    COMMON   23332B106       6453   250500SH            DEFINED      1         250500       0       0
DTE ENERGY COMPANY               COMMON   233331107       4071    89520SH            DEFINED      1          89000       0     520
DTE ENERGY COMPANY               COMMON   233331107        880    19344SH            DEFINED      16         18744       0     600
DTE ENERGY COMPANY               COMMON   233331107        305     6700SH            DEFINED      25          5700       0    1000
DTE ENERGY COMPANY               COMMON   233331107         18      400SH            DEFINED      7            400       0       0
DTE ENERGY COMPANY               COMMON   233331107        277     6083SH            DEFINED      9           6083       0       0
DTE ENERGY COMPANY CVP(DTE) 8.   CONVERT  233331206         13      500SH            DEFINED      6            500       0       0
DTE ENERGY COMPANY CVP(DTE) 8.   CONVERT  233331206        130     5100SH            DEFINED      7           5100       0       0
DADE BEHRING HOLDINGS INC        COMMON   23342J206      18516   314200SH            DEFINED      16        239600       0   70500
DADE BEHRING HOLDINGS INC        COMMON   23342J206        165     2800SH            DEFINED      16,15       2800       0       0
DADE BEHRING HOLDINGS INC        COMMON   23342J206        289     4900SH            DEFINED      16,9        4900       0       0
DADE BEHRING HOLDINGS INC        COMMON   23342J206        908    15400SH            DEFINED      5,16       15400       0       0
DAKTRONICS INC                   COMMON   234264109       6564   303200SH            DEFINED      1         303200       0       0
DAKTRONICS INC                   COMMON   234264109       2477   114400SH            DEFINED      2         114400       0       0
DAN RIVER INC CLASS A            COMMON   235774106          0     5000SH            DEFINED      7           5000       0       0
DANA CORP                        COMMON   235811106        186    14571SH            DEFINED      16         14571       0       0
DANA CORP                        COMMON   235811106         14     1058SH            DEFINED      7           1058       0       0



                                                                                          
DANAHER CORP                     COMMON   235851102      67630  1266235SH            DEFINED      1        1266235       0       0
DANAHER CORP                     COMMON   235851102      73439  1375000SH            DEFINED      1,2      1375000       0       0
DANAHER CORP                     COMMON   235851102       1143    21400SH            DEFINED      10,16      21400       0       0
DANAHER CORP                     COMMON   235851102        492     9210SH            DEFINED      12,9        9210       0       0
DANAHER CORP                     COMMON   235851102       9520   178249SH            DEFINED      16        162549       0   15700
DANAHER CORP                     COMMON   235851102       1757    32900SH            DEFINED      16,9       32900       0       0
DANAHER CORP                     COMMON   235851102      33683   630650SH            DEFINED      2         630650       0       0
DANAHER CORP                     COMMON   235851102        351     6570SH            DEFINED      24          6570       0       0
DANAHER CORP                     COMMON   235851102         94     1760SH            DEFINED      25           450       0    1310
DANAHER CORP                     COMMON   235851102        983    18400SH            DEFINED      3          18400       0       0
DANAHER CORP                     COMMON   235851102      10270   192293SH            DEFINED      7         192293       0       0
DANAHER CORP                     COMMON   235851102       3243    60716SH            DEFINED      9          60716       0       0
DANAHER CORP                     COMMON   235851102         98     1842SH            DEFINED      9,11        1842       0       0
DANAHER CORP                     COMMON   235851102        350     6559SH            DEFINED      9,14        6559       0       0
DARDEN RESTAURANTS INC           COMMON   237194105       6289   205000SH            DEFINED      1         205000       0       0
DARDEN RESTAURANTS INC           COMMON   237194105       2092    68200SH            DEFINED      10,16      68200       0       0
DARDEN RESTAURANTS INC           COMMON   237194105         83     2700SH            DEFINED      10,8        2700       0       0
DARDEN RESTAURANTS INC           COMMON   237194105      17702   577002SH            DEFINED      16        513302       0   49200
DARDEN RESTAURANTS INC           COMMON   237194105        129     4200SH            DEFINED      16,15       4200       0       0
DARDEN RESTAURANTS INC           COMMON   237194105        552    18000SH            DEFINED      16,9       18000       0       0
DARDEN RESTAURANTS INC           COMMON   237194105        212     6900SH            DEFINED      25          6000       0     900
DARDEN RESTAURANTS INC           COMMON   237194105        264     8600SH            DEFINED      5,16        8600       0       0
DARDEN RESTAURANTS INC           COMMON   237194105        177     5760SH            DEFINED      7           5760       0       0
DARDEN RESTAURANTS INC           COMMON   237194105        996    32471SH            DEFINED      9          32471       0       0
DARDEN RESTAURANTS INC           COMMON   237194105         63     2041SH            DEFINED      9,11        2041       0       0
DATASCOPE CORP                   COMMON   238113104       1755    57388SH            DEFINED      1          57388       0       0
DAVE & BUSTER'S INC              COMMON   23833N104       4826   258100SH            DEFINED      1         258100       0       0
DAVE & BUSTER'S INC              COMMON   23833N104       2324   124300SH            DEFINED      16         68600       0   55700
DAVE & BUSTER'S INC              COMMON   23833N104         49     2600SH            DEFINED      16,15       2600       0       0
DAVE & BUSTER'S INC              COMMON   23833N104         10      540SH            DEFINED      25             0       0     540
DAVE & BUSTER'S INC              COMMON   23833N104        688    36800SH            DEFINED      5,16       36800       0       0
DAVITA INC                       COMMON   23918K108      63790  1524250SH            DEFINED      1        1524250       0       0
DAVITA INC                       COMMON   23918K108       4814   115041SH            DEFINED      16         80181       0   34860
DAVITA INC                       COMMON   23918K108       1318    31500SH            DEFINED      16,23      31500       0       0
DAVITA INC                       COMMON   23918K108        130     3100SH            DEFINED      16,9        3100       0       0
DAVITA INC                       COMMON   23918K108       4658   111300SH            DEFINED      2         111300       0       0
DAVITA INC                       COMMON   23918K108         92     2200SH            DEFINED      21          2200       0       0
DAVITA INC                       COMMON   23918K108         15      350SH            DEFINED      25             0       0     350
DAVITA INC                       COMMON   23918K108         50     1200SH            DEFINED      7              0       0    1200
DEAN FOODS CO                    COMMON   242370104         19      558SH            DEFINED      25             0       0     558
DEAN FOODS CO                    COMMON   242370104        377    10990SH            DEFINED      7          10990       0       0
DEAN FOODS CO                    COMMON   242370104        167     4879SH            DEFINED      9           4879       0       0
DECKERS OUTDOORS CORP            COMMON   243537107         43     1200SH            DEFINED      16          1200       0       0
DECODE GENETICS INC              COMMON   243586104          9     1600SH            DEFINED      16           700       0     900
DEERE & CO                       COMMON   244199105      19443   289630SH            DEFINED      1         289100       0     530
DEERE & CO                       COMMON   244199105      33565   500000SH            DEFINED      1,2       500000       0       0
DEERE & CO                       COMMON   244199105       1583    23580SH            DEFINED      10,16      23580       0       0
DEERE & CO                       COMMON   244199105     103432  1540772SH            DEFINED      16        920143       0  617849
DEERE & CO                       COMMON   244199105        956    14240SH            DEFINED      16,23      14240       0       0
DEERE & CO                       COMMON   244199105       5646    84100SH            DEFINED      2          84100       0       0
DEERE & CO                       COMMON   244199105       5235    77977SH            DEFINED      25         20008       0   57969
DEERE & CO                       COMMON   244199105        699    10420SH            DEFINED      5,16       10420       0       0
DEERE & CO                       COMMON   244199105        127     1899SH            DEFINED      7           1899       0       0
DEERE & CO                       COMMON   244199105        517     7700SH            DEFINED      8           7700       0       0
DEERE & CO                       COMMON   244199105        535     7966SH            DEFINED      9           7966       0       0
DEL MONTE FOODS CO               COMMON   24522P103         40     3642SH            DEFINED      25          3196       0     446
DEL MONTE FOODS CO               COMMON   24522P103         46     4200SH            DEFINED      7           4200       0       0
DELL INC                         COMMON   24702R101     314077  8174830SH            DEFINED      1        8174830       0       0
DELL INC                         COMMON   24702R101     211310  5500000SH            DEFINED      1,2      5500000       0       0
DELL INC                         COMMON   24702R101      16540   430500SH            DEFINED      1,3       430500       0       0
DELL INC                         COMMON   24702R101       8003   208310SH            DEFINED      10,16     208310       0       0
DELL INC                         COMMON   24702R101       4541   118200SH            DEFINED      10,2      118200       0       0
DELL INC                         COMMON   24702R101        407    10600SH            DEFINED      12,9       10600       0       0
DELL INC                         COMMON   24702R101     233078  6066584SH            DEFINED      16       4062675       0 1994699
DELL INC                         COMMON   24702R101       7049   183470SH            DEFINED      16,23     183470       0       0
DELL INC                         COMMON   24702R101       4768   124100SH            DEFINED      16,9      124100       0       0
DELL INC                         COMMON   24702R101      78348  2039245SH            DEFINED      2        2039245       0       0
DELL INC                         COMMON   24702R101       1460    38000SH            DEFINED      21         38000       0       0
DELL INC                         COMMON   24702R101       2446    63671SH            DEFINED      24         63671       0       0
DELL INC                         COMMON   24702R101      34979   910444SH            DEFINED      25        173118       0  737326
DELL INC                         COMMON   24702R101      15883   413400SH            DEFINED      3         413400       0       0
DELL INC                         COMMON   24702R101        125     3261SH            DEFINED      4           3261       0       0
DELL INC                         COMMON   24702R101       2335    60770SH            DEFINED      5,16       60770       0       0
DELL INC                         COMMON   24702R101       2901    75495SH            DEFINED      6          75495       0       0
DELL INC                         COMMON   24702R101      32793   853552SH            DEFINED      7         853552       0       0
DELL INC                         COMMON   24702R101       5314   138314SH            DEFINED      9         138314       0       0
DELL INC                         COMMON   24702R101         81     2118SH            DEFINED      9,11        2118       0       0
DELL INC                         COMMON   24702R101        297     7729SH            DEFINED      9,14        7729       0       0
DELPHI CORP                      COMMON   247126105         24     5360SH            DEFINED      1              0       0    5360
DELPHI CORP                      COMMON   247126105        300    67055SH            DEFINED      16         66225       0     830
DELPHI CORP                      COMMON   247126105          7     1583SH            DEFINED      7           1583       0       0
DELPHI CORP                      COMMON   247126105         85    18931SH            DEFINED      9          18931       0       0
DELPHI FINANCIAL GROUP CL A      COMMON   247131105         25      575SH            DEFINED      7            575       0       0
DELTA & PINE LAND CO             COMMON   247357106       5362   198600SH            DEFINED      3         198600       0       0
DELTA AIR LINES INC              COMMON   247361108         55    13504SH            DEFINED      16         13504       0       0
DELTA AIR LINES INC              COMMON   247361108          1      313SH            DEFINED      25             0       0     313
DENBURY RESOURCES INC            COMMON   247916208       1409    40000SH            DEFINED      1          40000       0       0
DENBURY RESOURCES INC            COMMON   247916208        844    23950SH            DEFINED      10         23950       0       0
DENBURY RESOURCES INC            COMMON   247916208       1406    39900SH            DEFINED      10,2       39900       0       0
DENBURY RESOURCES INC            COMMON   247916208       4770   135400SH            DEFINED      16         71100       0   64300
DENBURY RESOURCES INC            COMMON   247916208        109     3100SH            DEFINED      16,15       3100       0       0
DENBURY RESOURCES INC            COMMON   247916208        669    19000SH            DEFINED      2          19000       0       0
DENBURY RESOURCES INC            COMMON   247916208        581    16500SH            DEFINED      5,16       16500       0       0



                                                                                          
DENBURY RESOURCES INC            COMMON   247916208         72     2050SH            DEFINED      7           2050       0       0
DELUXE CORP                      COMMON   248019101      10052   252173SH            DEFINED      16        248370       0    2518
DELUXE CORP                      COMMON   248019101        171     4300SH            DEFINED      25             0       0    4300
DELUXE CORP                      COMMON   248019101        381     9565SH            DEFINED      5,16           0       0    9565
DELUXE CORP                      COMMON   248019101         40     1000SH            DEFINED      7           1000       0       0
DENDRITE INTERNATIONAL INC       COMMON   248239105        588    41900SH            DEFINED      16         21700       0   20200
DENDRITE INTERNATIONAL INC       COMMON   248239105         14     1000SH            DEFINED      16,15       1000       0       0
DENDRITE INTERNATIONAL INC       COMMON   248239105         73     5200SH            DEFINED      5,16        5200       0       0
DENDRITE INTERNATIONAL INC       COMMON   248239105         51     3650SH            DEFINED      7           3650       0       0
DENDREON CORP                    COMMON   24823Q107          2      350SH            DEFINED      25             0       0     350
DENTSPLY INTERNATIONAL INC       COMMON   249030107       8869   163000SH            DEFINED      1         163000       0       0
DENTSPLY INTERNATIONAL INC       COMMON   249030107        261     4800SH            DEFINED      16          4800       0       0
DENTSPLY INTERNATIONAL INC       COMMON   249030107        653    12000SH            DEFINED      16,23      12000       0       0
DENTSPLY INTERNATIONAL INC       COMMON   249030107        114     2100SH            DEFINED      16,9        2100       0       0
DENTSPLY INTERNATIONAL INC       COMMON   249030107        223     4100SH            DEFINED      2           4100       0       0
DENTSPLY INTERNATIONAL INC       COMMON   249030107         38      700SH            DEFINED      25           100       0     600
DENTSPLY INTERNATIONAL INC       COMMON   249030107      82249  1511650SH            DEFINED      3        1511650       0       0
DENTSPLY INTERNATIONAL INC       COMMON   249030107          4       70SH            DEFINED      4             70       0       0
DEPARTMENT 56 INC                COMMON   249509100        910    52100SH            DEFINED      16         36500       0   15600
DEPARTMENT 56 INC                COMMON   249509100         14      800SH            DEFINED      16,15        800       0       0
DEPARTMENT 56 INC                COMMON   249509100        306    17500SH            DEFINED      5,16       17500       0       0
DESIGN WITHIN REACH INC          COMMON   250557105       2733   173700SH            DEFINED      1         173700       0       0
DEUTSCHE TELEKOM AG ADR          COMMON   251566105          8      400SH            DEFINED      25             0       0     400
DEVELOPERS DIVERS REALTY CRP     COMMON   251591103     145535  3661254SH            DEFINED      16       2612280       0  982974
DEVELOPERS DIVERS REALTY CRP     COMMON   251591103         84     2104SH            DEFINED      25           105       0    1999
DEVELOPERS DIVERS REALTY CRP     COMMON   251591103      11869   298600SH            DEFINED      5,16      298600       0       0
DEVELOPERS DIVERS REALTY CRP     COMMON   251591103         14      350SH            DEFINED      6            350       0       0
DEVELOPERS DIVERS REALTY CRP     COMMON   251591103       5367   135024SH            DEFINED      7         135024       0       0
DEVON ENERGY CORPORATION         COMMON   25179M103      49498  1036600SH            DEFINED      1         863600       0  173000
DEVON ENERGY CORPORATION         COMMON   25179M103      53958  1130000SH            DEFINED      1,2      1130000       0       0
DEVON ENERGY CORPORATION         COMMON   25179M103       5826   122000SH            DEFINED      10,16     122000       0       0
DEVON ENERGY CORPORATION         COMMON   25179M103       1853    38815SH            DEFINED      13         38815       0       0
DEVON ENERGY CORPORATION         COMMON   25179M103        629    13175SH            DEFINED      13,15      13175       0       0
DEVON ENERGY CORPORATION         COMMON   25179M103      25998   544466SH            DEFINED      16        537813       0    5468
DEVON ENERGY CORPORATION         COMMON   25179M103       1671    35000SH            DEFINED      16,15      35000       0       0
DEVON ENERGY CORPORATION         COMMON   25179M103      10717   224440SH            DEFINED      2         224440       0       0
DEVON ENERGY CORPORATION         COMMON   25179M103         33      685SH            DEFINED      24           685       0       0
DEVON ENERGY CORPORATION         COMMON   25179M103        615    12882SH            DEFINED      25           210       0   12672
DEVON ENERGY CORPORATION         COMMON   25179M103       4093    85718SH            DEFINED      3          85718       0       0
DEVON ENERGY CORPORATION         COMMON   25179M103         19      407SH            DEFINED      4            407       0       0
DEVON ENERGY CORPORATION         COMMON   25179M103        486    10176SH            DEFINED      5,16           0       0   10176
DEVON ENERGY CORPORATION         COMMON   25179M103      16856   353008SH            DEFINED      7         353008       0       0
DEVON ENERGY CORPORATION         COMMON   25179M103        675    14132SH            DEFINED      9          14132       0       0
CHEVRONTEXACO CVT(DVN) 4.95 08   CONVERT  25179MAB9       5738  5000000SH            DEFINED      16        700000       0 4300000
DEX MEDIA INC                    COMMON   25212E100         19      908SH            DEFINED      25           218       0     690
DEX MEDIA INC                    COMMON   25212E100       2865   138755SH            DEFINED      7         138755       0       0
DIAGEO PLC ADR                   COMMON   25243Q205      24940   438313SH            DEFINED      13        417608       0   20705
DIAGEO PLC ADR                   COMMON   25243Q205      56717   996786SH            DEFINED      16        964961       0   31825
DIAGEO PLC ADR                   COMMON   25243Q205         32      566SH            DEFINED      25             0       0     566
DIAGEO PLC ADR                   COMMON   25243Q205       2101    36925SH            DEFINED      7          36925       0       0
DIAMETRICS MEDICAL INC           COMMON   252532106          0      140SH            DEFINED      25             0       0     140
DIAMOND OFFSHORE DRILLING        COMMON   25271C102        579    11600SH            DEFINED      10,16      11600       0       0
DIAMOND OFFSHORE DRILLING        COMMON   25271C102       4585    91875SH            DEFINED      16         79775       0    7400
DIAMOND OFFSHORE DRILLING        COMMON   25271C102        404     8100SH            DEFINED      16,9        8100       0       0
DIAMOND OFFSHORE DRILLING        COMMON   25271C102         15      300SH            DEFINED      25             0       0     300
DIAMOND OFFSHORE DRILLING        COMMON   25271C102         35      700SH            DEFINED      5,16         700       0       0
DIAMONDS TRUST SERIES I ETF      COMMON   252787106         31      300SH            DEFINED      25             0       0     300
DIAMONDS TRUST SERIES I ETF      COMMON   252787106         43      413SH            DEFINED      7            413       0       0
DIAMONDCLUSTER INTL INC CL A     COMMON   25278P106        359    22300SH            DEFINED      16         11900       0   10400
DIAMONDCLUSTER INTL INC CL A     COMMON   25278P106         10      600SH            DEFINED      16,15        600       0       0
DIAMONDCLUSTER INTL INC CL A     COMMON   25278P106         45     2800SH            DEFINED      5,16        2800       0       0
DICKS SPORTING GOODS INC         COMMON   253393102       2887    78600SH            DEFINED      16         66500       0    7900
DICKS SPORTING GOODS INC         COMMON   253393102         37     1000SH            DEFINED      25             0       0    1000
DICKS SPORTING GOODS INC         COMMON   253393102         22      600SH            DEFINED      5,16         600       0       0
DIEBOLD INC                      COMMON   253651103      58728  1070700SH            DEFINED      1        1070700       0       0
DIEBOLD INC                      COMMON   253651103        159     2900SH            DEFINED      1,3         2900       0       0
DIEBOLD INC                      COMMON   253651103       1261    22999SH            DEFINED      16         22999       0       0
DIEBOLD INC                      COMMON   253651103       5425    98900SH            DEFINED      2          98900       0       0
DIEBOLD INC                      COMMON   253651103        259     4725SH            DEFINED      25          1000       0    3725
DIEBOLD INC                      COMMON   253651103      36967   673967SH            DEFINED      4         673967       0       0
DIEBOLD INC                      COMMON   253651103        307     5600SH            DEFINED      5,2         5600       0       0
DIEBOLD INC                      COMMON   253651103        176     3200SH            DEFINED      7           3200       0       0
DIGENE CORP                      COMMON   253752109       5229   252000SH            DEFINED      1         252000       0       0
DIGI INTERNATIONAL INC           COMMON   253798102       3139   228800SH            DEFINED      16        124900       0  103900
DIGI INTERNATIONAL INC           COMMON   253798102         69     5000SH            DEFINED      16,15       5000       0       0
DIGI INTERNATIONAL INC           COMMON   253798102         18     1300SH            DEFINED      25             0       0    1300
DIGI INTERNATIONAL INC           COMMON   253798102        796    58000SH            DEFINED      5,16       58000       0       0
DIGITAL INSIGHT                  COMMON   25385P106        320    19525SH            DEFINED      19             0       0   19525
DIGITAL REALTY TRUST INC         COMMON   253868103       3154   219500SH            DEFINED      16        219500       0       0
DIGITAL RIVER INC                COMMON   25388B104      22912   735300SH            DEFINED      1         735300       0       0
DIGITAL RIVER INC                COMMON   25388B104        458    14700SH            DEFINED      10,2       14700       0       0
DIGITAL RIVER INC                COMMON   25388B104          9      300SH            DEFINED      16           300       0       0
DIGITAL RIVER INC                COMMON   25388B104       6313   202600SH            DEFINED      2         202600       0       0
DIGITAS INC                      COMMON   25388K104       3559   352400SH            DEFINED      1         352400       0       0
DIME COMMUNITY BANCSHARES        COMMON   253922108         59     3900SH            DEFINED      16          3900       0       0
DIME COMMUNITY BANCSHARES        COMMON   253922108        144     9500SH            DEFINED      5,16        9500       0       0
DILLARDS INC CL A                COMMON   254067101       3871   143900SH            DEFINED      10,16     143900       0       0
DILLARDS INC CL A                COMMON   254067101        393    14600SH            DEFINED      10,8       14600       0       0
DILLARDS INC CL A                COMMON   254067101      39504  1468536SH            DEFINED      16       1299036       0  138500
DILLARDS INC CL A                COMMON   254067101        605    22500SH            DEFINED      16,15      22500       0       0
DILLARDS INC CL A                COMMON   254067101       1100    40900SH            DEFINED      16,9       40900       0       0
DILLARDS INC CL A                COMMON   254067101        102     3788SH            DEFINED      24          3788       0       0
DILLARDS INC CL A                COMMON   254067101       1020    37900SH            DEFINED      5,16       37900       0       0



                                                                                          
DIME BANCORP- LITIGATION TRACK   COMMON   25429Q110          3    27926SH            DEFINED      25         27926       0       0
DIONEX CORP                      COMMON   254546104       1946    35700SH            DEFINED      1          35700       0       0
DIONEX CORP                      COMMON   254546104        387     7100SH            DEFINED      16          3800       0    3300
DIONEX CORP                      COMMON   254546104         11      200SH            DEFINED      16,15        200       0       0
DIONEX CORP                      COMMON   254546104         49      900SH            DEFINED      5,16         900       0       0
DIRECTV GROUP INC/THE            COMMON   25459L106       2354   163220SH            DEFINED      1         163220       0       0
DIRECTV GROUP INC/THE            COMMON   25459L106        257    17812SH            DEFINED      16,15      17812       0       0
DIRECTV GROUP INC/THE            COMMON   25459L106          5      366SH            DEFINED      2            366       0       0
DIRECTV GROUP INC/THE            COMMON   25459L106         80     5548SH            DEFINED      25             0       0    5548
DIRECTV GROUP INC/THE            COMMON   25459L106          1       38SH            DEFINED      7             38       0       0
DIRECTV GROUP INC/THE            COMMON   25459L106        274    18979SH            DEFINED      9          18979       0       0
DISCOVERY PARTNERS INTL          COMMON   254675101         28     8679SH            DEFINED      16             0       0    8679
DISCOVERY PARTNERS INTL          COMMON   254675101        364   113752SH            DEFINED      19             0       0  113752
THE WALT DISNEY CO               COMMON   254687106     424677 14781664SH            DEFINED      1       14350919       0  430745
THE WALT DISNEY CO               COMMON   254687106      25857   900000SH            DEFINED      1,2       900000       0       0
THE WALT DISNEY CO               COMMON   254687106      23798   828350SH            DEFINED      10,16     828350       0       0
THE WALT DISNEY CO               COMMON   254687106       1796    62500SH            DEFINED      10,8       62500       0       0
THE WALT DISNEY CO               COMMON   254687106        765    26635SH            DEFINED      13         26635       0       0
THE WALT DISNEY CO               COMMON   254687106        259     9025SH            DEFINED      13,15       9025       0       0
THE WALT DISNEY CO               COMMON   254687106     140646  4895431SH            DEFINED      16       4476236       0  419195
THE WALT DISNEY CO               COMMON   254687106       4217   146770SH            DEFINED      16,15     146770       0       0
THE WALT DISNEY CO               COMMON   254687106       6843   238200SH            DEFINED      16,9      238200       0       0
THE WALT DISNEY CO               COMMON   254687106      27319   950900SH            DEFINED      2         950900       0       0
THE WALT DISNEY CO               COMMON   254687106        305    10600SH            DEFINED      2,15       10600       0       0
THE WALT DISNEY CO               COMMON   254687106       1641    57113SH            DEFINED      24         57113       0       0
THE WALT DISNEY CO               COMMON   254687106       5838   203206SH            DEFINED      25        118641       0   84565
THE WALT DISNEY CO               COMMON   254687106     158923  5531600SH            DEFINED      3        5531600       0       0
THE WALT DISNEY CO               COMMON   254687106       1494    52000SH            DEFINED      3,23       52000       0       0
THE WALT DISNEY CO               COMMON   254687106      20554   715434SH            DEFINED      4         715434       0       0
THE WALT DISNEY CO               COMMON   254687106       4077   141900SH            DEFINED      5,16      141900       0       0
THE WALT DISNEY CO               COMMON   254687106        757    26334SH            DEFINED      7          26334       0       0
THE WALT DISNEY CO               COMMON   254687106        353    12300SH            DEFINED      8          12300       0       0
THE WALT DISNEY CO               COMMON   254687106       3454   120221SH            DEFINED      9         120221       0       0
THE WALT DISNEY CO               COMMON   254687106        117     4074SH            DEFINED      9,11        4074       0       0
WALT DISNEY CO CVT(DIS) 2.125    CONVERT  254687AU0      22195 20200000SH            DEFINED      16       2750000       017450000
DOCUCORP INTERNATIONAL INC       COMMON   255911109          0       60SH            DEFINED      7             60       0       0
DOCTOR REDDY'S LAB ADR           COMMON   256135203         34     2000SH            DEFINED      25             0       0    2000
DOLBY LABORATORIES INC-CL A      COMMON   25659T107       6599   280800SH            DEFINED      1         280800       0       0
DOLBY LABORATORIES INC-CL A      COMMON   25659T107       7069   300800SH            DEFINED      1,2       300800       0       0
DOLBY LABORATORIES INC-CL A      COMMON   25659T107         49     2100SH            DEFINED      16             0       0    2100
DOLBY LABORATORIES INC-CL A      COMMON   25659T107       1254    53350SH            DEFINED      2          50850       0    2500
DOLLAR FINANCIAL CORP            COMMON   256664103       3566   300200SH            DEFINED      1         300200       0       0
DOLLAR FINANCIAL CORP            COMMON   256664103       1759   148046SH            DEFINED      10        148046       0       0
DOLLAR FINANCIAL CORP            COMMON   256664103        320    26954SH            DEFINED      10,23      26954       0       0
DOLLAR GENERAL                   COMMON   256669102      43018  1963400SH            DEFINED      1        1963400       0       0
DOLLAR GENERAL                   COMMON   256669102       1093    49881SH            DEFINED      16         29181       0   20700
DOLLAR GENERAL                   COMMON   256669102       2524   115200SH            DEFINED      2          90100       0   25100
DOLLAR GENERAL                   COMMON   256669102         60     2720SH            DEFINED      25             0       0    2720
DOLLAR GENERAL                   COMMON   256669102          5      224SH            DEFINED      4            224       0       0
DOLLAR GENERAL                   COMMON   256669102       7725   352589SH            DEFINED      7         352589       0       0
DOLLAR GENERAL                   COMMON   256669102        351    16000SH            DEFINED      8          16000       0       0
DOLLAR GENERAL                   COMMON   256669102        223    10156SH            DEFINED      9          10156       0       0
DOLLAR THRIFTY AUTOMOTIVE GP     COMMON   256743105        108     3300SH            DEFINED      7           3300       0       0
DOLLAR TREE STORES INC           COMMON   256747106      40883  1423000SH            DEFINED      1        1423000       0       0
DOLLAR TREE STORES INC           COMMON   256747106        426    14826SH            DEFINED      16           226       0   14600
DOLLAR TREE STORES INC           COMMON   256747106       2953   102800SH            DEFINED      2          85000       0   17800
DOLLAR TREE STORES INC           COMMON   256747106        230     8000SH            DEFINED      24          8000       0       0
DOLLAR TREE STORES INC           COMMON   256747106         51     1760SH            DEFINED      25             0       0    1760
DOLLAR TREE STORES INC           COMMON   256747106       7969   277376SH            DEFINED      7         277376       0       0
DOMINION RESOURCES INC-VA        COMMON   25746U109     105090  1411925SH            DEFINED      1        1410700       0    1225
DOMINION RESOURCES INC-VA        COMMON   25746U109      33121   445000SH            DEFINED      1,2       445000       0       0
DOMINION RESOURCES INC-VA        COMMON   25746U109       2798    37595SH            DEFINED      16         37595       0       0
DOMINION RESOURCES INC-VA        COMMON   25746U109      17886   240300SH            DEFINED      2         240300       0       0
DOMINION RESOURCES INC-VA        COMMON   25746U109        241     3236SH            DEFINED      25           100       0    3136
DOMINION RESOURCES INC-VA        COMMON   25746U109        568     7634SH            DEFINED      7           7634       0       0
DOMINION RESOURCES INC-VA        COMMON   25746U109        773    10384SH            DEFINED      9          10384       0       0
DOMTAR INC                       COMMON   257561100     117891 13874600SH            DEFINED      3       13874600       0       0
DONALDSON CO INC                 COMMON   257651109       3364   104200SH            DEFINED      10        104200       0       0
DONALDSON CO INC                 COMMON   257651109        955    29600SH            DEFINED      10,23      29600       0       0
DONALDSON CO INC                 COMMON   257651109         34     1050SH            DEFINED      25             0       0    1050
DONALDSON CO INC                 COMMON   257651109       5265   163091SH            DEFINED      7         163091       0       0
DONNELLEY (R.R.) & SONS CO       COMMON   257867101         22      685SH            DEFINED      1              0       0     685
DONNELLEY (R.R.) & SONS CO       COMMON   257867101        709    22420SH            DEFINED      16         22420       0       0
DONNELLEY (R.R.) & SONS CO       COMMON   257867101        560    17712SH            DEFINED      25          8500       0    9212
DONNELLEY (R.R.) & SONS CO       COMMON   257867101      10440   330156SH            DEFINED      3         330156       0       0
DONNELLEY (R.R.) & SONS CO       COMMON   257867101        543    17180SH            DEFINED      7          17180       0       0
DONNELLEY (R.R.) & SONS CO       COMMON   257867101         28      885SH            DEFINED      9            885       0       0
DORAL FINANCIAL CORP             COMMON   25811P100       8560   391050SH            DEFINED      1         391050       0       0
DORAL FINANCIAL CORP             COMMON   25811P100      17593   803700SH            DEFINED      1,2       803700       0       0
DORAL FINANCIAL CORP             COMMON   25811P100        499    22800SH            DEFINED      10,16      22800       0       0
DORAL FINANCIAL CORP             COMMON   25811P100         90     4100SH            DEFINED      16          4100       0       0
DORAL FINANCIAL CORP             COMMON   25811P100       2914   133100SH            DEFINED      2         133100       0       0
DORAL FINANCIAL CORP             COMMON   25811P100        303    13860SH            DEFINED      25             0       0   13860
DOV PHARMACEUTICAL INC           COMMON   259858108       1845   134900SH            DEFINED      1         134900       0       0
DOV PHARMACEUTICAL INC           COMMON   259858108         68     5000SH            DEFINED      12,2        5000       0       0
DOVER CORP                       COMMON   260003108     134407  3556675SH            DEFINED      1        3555800       0     875
DOVER CORP                       COMMON   260003108      36309   960800SH            DEFINED      1,2       960800       0       0
DOVER CORP                       COMMON   260003108        144     3800SH            DEFINED      1,3         3800       0       0
DOVER CORP                       COMMON   260003108       2790    73836SH            DEFINED      16         65136       0    8700
DOVER CORP                       COMMON   260003108        552    14600SH            DEFINED      16,9       14600       0       0
DOVER CORP                       COMMON   260003108       7358   194700SH            DEFINED      2         194700       0       0
DOVER CORP                       COMMON   260003108        174     4600SH            DEFINED      24          4600       0       0
DOVER CORP                       COMMON   260003108        557    14751SH            DEFINED      25          7500       0    7251



                                                                                          
DOVER CORP                       COMMON   260003108      31058   821862SH            DEFINED      4         821862       0       0
DOVER CORP                       COMMON   260003108        283     7500SH            DEFINED      5,2         7500       0       0
DOVER CORP                       COMMON   260003108        650    17188SH            DEFINED      7          17188       0       0
DOVER CORP                       COMMON   260003108        336     8887SH            DEFINED      9           8887       0       0
DOW CHEMICAL                     COMMON   260543103     140682  2822100SH            DEFINED      1        2822100       0       0
DOW CHEMICAL                     COMMON   260543103      70189  1408000SH            DEFINED      1,2      1408000       0       0
DOW CHEMICAL                     COMMON   260543103       6620   132800SH            DEFINED      10,16     132800       0       0
DOW CHEMICAL                     COMMON   260543103        424     8500SH            DEFINED      10,8        8500       0       0
DOW CHEMICAL                     COMMON   260543103      49206   987073SH            DEFINED      16        882673       0  104400
DOW CHEMICAL                     COMMON   260543103        658    13200SH            DEFINED      16,15      13200       0       0
DOW CHEMICAL                     COMMON   260543103       4367    87600SH            DEFINED      16,9       87600       0       0
DOW CHEMICAL                     COMMON   260543103      26306   527700SH            DEFINED      2         527700       0       0
DOW CHEMICAL                     COMMON   260543103        648    13004SH            DEFINED      24         13004       0       0
DOW CHEMICAL                     COMMON   260543103        688    13795SH            DEFINED      25          1000       0   12795
DOW CHEMICAL                     COMMON   260543103          2       33SH            DEFINED      4             33       0       0
DOW CHEMICAL                     COMMON   260543103        967    19400SH            DEFINED      5,16       19400       0       0
DOW CHEMICAL                     COMMON   260543103        641    12853SH            DEFINED      7          12853       0       0
DOW CHEMICAL                     COMMON   260543103       1903    38178SH            DEFINED      9          38178       0       0
DOW CHEMICAL                     COMMON   260543103         31      622SH            DEFINED      9,11         622       0       0
DOW JONES & CO INC               COMMON   260561105      14204   380100SH            DEFINED      1         380100       0       0
DOW JONES & CO INC               COMMON   260561105        255     6833SH            DEFINED      16          6833       0       0
DOW JONES & CO INC               COMMON   260561105       2149    57500SH            DEFINED      2          57500       0       0
DOW JONES & CO INC               COMMON   260561105         79     2125SH            DEFINED      7           2125       0       0
DOW JONES & CO INC               COMMON   260561105        262     7000SH            DEFINED      8           7000       0       0
DREAMWORKS ANIMATION SKG-A       COMMON   26153C103       1225    30100SH            DEFINED      1          30100       0       0
DREAMWORKS ANIMATION SKG-A       COMMON   26153C103       7649   187900SH            DEFINED      1,2       187900       0       0
DREAMWORKS ANIMATION SKG-A       COMMON   26153C103       1278    31400SH            DEFINED      2          31400       0       0
DREAMWORKS ANIMATION SKG-A       COMMON   26153C103          0       10SH            DEFINED      25             0       0      10
DREAMWORKS ANIMATION SKG-A       COMMON   26153C103          4      100SH            DEFINED      7            100       0       0
DRESS BARN INC                   COMMON   261570105       4641   254700SH            DEFINED      1         254700       0       0
DREYFUS HIGH YIELD STRAT FD CF   COMMON   26200S101          2      500SH            DEFINED      25             0       0     500
DRIL-QUIP                        COMMON   262037104       1638    53300SH            DEFINED      16         33900       0   19400
DRIL-QUIP                        COMMON   262037104         28      900SH            DEFINED      16,15        900       0       0
DRIL-QUIP                        COMMON   262037104        400    13000SH            DEFINED      5,16       13000       0       0
DU PONT (E.I.) DE NEMOURS        COMMON   263534109      14808   289000SH            DEFINED      1         289000       0       0
DU PONT (E.I.) DE NEMOURS        COMMON   263534109      51240  1000000SH            DEFINED      1,2      1000000       0       0
DU PONT (E.I.) DE NEMOURS        COMMON   263534109       1226    23930SH            DEFINED      10,16      23930       0       0
DU PONT (E.I.) DE NEMOURS        COMMON   263534109      80042  1562098SH            DEFINED      16        959459       0  599809
DU PONT (E.I.) DE NEMOURS        COMMON   263534109        771    15040SH            DEFINED      16,23      15040       0       0
DU PONT (E.I.) DE NEMOURS        COMMON   263534109        215     4200SH            DEFINED      16,9        4200       0       0
DU PONT (E.I.) DE NEMOURS        COMMON   263534109       8620   168220SH            DEFINED      2         168220       0       0
DU PONT (E.I.) DE NEMOURS        COMMON   263534109       1096    21393SH            DEFINED      24         21393       0       0
DU PONT (E.I.) DE NEMOURS        COMMON   263534109       7752   151294SH            DEFINED      25         28426       0  122868
DU PONT (E.I.) DE NEMOURS        COMMON   263534109        548    10700SH            DEFINED      5,16       10700       0       0
DU PONT (E.I.) DE NEMOURS        COMMON   263534109         23      450SH            DEFINED      6            450       0       0
DU PONT (E.I.) DE NEMOURS        COMMON   263534109       2109    41152SH            DEFINED      7          41152       0       0
DU PONT (E.I.) DE NEMOURS        COMMON   263534109       1409    27502SH            DEFINED      9          27502       0       0
DUKE ENERGY CORP                 COMMON   264399106       4482   160000SH            DEFINED      1         160000       0       0
DUKE ENERGY CORP                 COMMON   264399106       2924   104400SH            DEFINED      10,16     104400       0       0
DUKE ENERGY CORP                 COMMON   264399106        126     4500SH            DEFINED      10,8        4500       0       0
DUKE ENERGY CORP                 COMMON   264399106      18610   664403SH            DEFINED      16        600903       0   63500
DUKE ENERGY CORP                 COMMON   264399106        193     6900SH            DEFINED      16,15       6900       0       0
DUKE ENERGY CORP                 COMMON   264399106       3078   109900SH            DEFINED      16,9      109900       0       0
DUKE ENERGY CORP                 COMMON   264399106        141     5049SH            DEFINED      24          5049       0       0
DUKE ENERGY CORP                 COMMON   264399106        246     8769SH            DEFINED      25          2660       0    6109
DUKE ENERGY CORP                 COMMON   264399106        283    10100SH            DEFINED      5,16       10100       0       0
DUKE ENERGY CORP                 COMMON   264399106        650    23202SH            DEFINED      7          23202       0       0
DUKE ENERGY CORP                 COMMON   264399106        853    30460SH            DEFINED      9          30460       0       0
DUKE REALTY CORP                 COMMON   264411505       5463   183000SH            DEFINED      1         183000       0       0
DUKE REALTY CORP                 COMMON   264411505      51342  1719998SH            DEFINED      16       1169315       0  522783
DUKE REALTY CORP                 COMMON   264411505       3770   126300SH            DEFINED      5,16      126300       0       0
DUKE REALTY CORP                 COMMON   264411505        120     4030SH            DEFINED      7           4030       0       0
DUN & BRADSTREET CORP-NEW        COMMON   26483E100        750    12200SH            DEFINED      16         12200       0       0
DUN & BRADSTREET CORP-NEW        COMMON   26483E100        375     6100SH            DEFINED      16,9        6100       0       0
DUN & BRADSTREET CORP-NEW        COMMON   26483E100        163     2650SH            DEFINED      25          1400       0    1250
DUN & BRADSTREET CORP-NEW        COMMON   26483E100        789    12837SH            DEFINED      7          12837       0       0
DUPONT PHOTOMASKS INC            COMMON   26613X101          4      150SH            DEFINED      7            150       0       0
DURATEK INC                      COMMON   26658Q102        475    23800SH            DEFINED      16         12800       0   11000
DURATEK INC                      COMMON   26658Q102         10      500SH            DEFINED      16,15        500       0       0
DURATEK INC                      COMMON   26658Q102        108     5400SH            DEFINED      5,16        5400       0       0
DUSA PHARMACEUTICALS INC         COMMON   266898105         10     1200SH            DEFINED      25             0       0    1200
DYCOM INDUSTRIES INC             COMMON   267475101       3872   168400SH            DEFINED      1         168400       0       0
DYCOM INDUSTRIES INC             COMMON   267475101       3642   158400SH            DEFINED      16        137400       0   12900
DYCOM INDUSTRIES INC             COMMON   267475101        435    18900SH            DEFINED      16,23      18900       0       0
DYCOM INDUSTRIES INC             COMMON   267475101         28     1200SH            DEFINED      5,16        1200       0       0
DYNAMEX INC                      COMMON   26784F103       7508   414787SH            DEFINED      3         414787       0       0
DYNEGY INC CL A                  COMMON   26816Q101        125    32058SH            DEFINED      16         32058       0       0
EGL INC                          COMMON   268484102       4090   179400SH            DEFINED      1         179400       0       0
EGL INC                          COMMON   268484102        217     9500SH            DEFINED      16          9500       0       0
EMC CORP/MASS                    COMMON   268648102     116204  9432150SH            DEFINED      1        9432150       0       0
EMC CORP/MASS                    COMMON   268648102      57288  4650000SH            DEFINED      1,2      4650000       0       0
EMC CORP/MASS                    COMMON   268648102       5029   408190SH            DEFINED      10,16     408190       0       0
EMC CORP/MASS                    COMMON   268648102        282    22879SH            DEFINED      12,9       22879       0       0
EMC CORP/MASS                    COMMON   268648102     165204 13409456SH            DEFINED      16       8749708       0 4631058
EMC CORP/MASS                    COMMON   268648102       6222   505040SH            DEFINED      16,23     505040       0       0
EMC CORP/MASS                    COMMON   268648102       2326   188800SH            DEFINED      16,9      188800       0       0
EMC CORP/MASS                    COMMON   268648102      32281  2620230SH            DEFINED      2        2620230       0       0
EMC CORP/MASS                    COMMON   268648102       1971   160000SH            DEFINED      21        160000       0       0
EMC CORP/MASS                    COMMON   268648102       1045    84793SH            DEFINED      24         84793       0       0
EMC CORP/MASS                    COMMON   268648102      24634  1999508SH            DEFINED      25        335103       0 1664405
EMC CORP/MASS                    COMMON   268648102          4      300SH            DEFINED      4            300       0       0
EMC CORP/MASS                    COMMON   268648102       1775   144080SH            DEFINED      5,16      144080       0       0
EMC CORP/MASS                    COMMON   268648102       1260   102285SH            DEFINED      7         102285       0       0



                                                                                          
EMC CORP/MASS                    COMMON   268648102       1975   160285SH            DEFINED      9         160285       0       0
EMC CORP/MASS                    COMMON   268648102        333    27000SH            DEFINED      9,10       27000       0       0
EMC CORP/MASS                    COMMON   268648102         16     1262SH            DEFINED      9,11        1262       0       0
EMC CORP/MASS                    COMMON   268648102        229    18581SH            DEFINED      9,14       18581       0       0
EMS TECHNOLOGIES INC             COMMON   26873N108         20     1500SH            DEFINED      7           1500       0       0
ENSCO INTERNATIONAL INC          COMMON   26874Q100     138649  3681600SH            DEFINED      1        3681600       0       0
ENSCO INTERNATIONAL INC          COMMON   26874Q100      39995  1062000SH            DEFINED      1,2      1062000       0       0
ENSCO INTERNATIONAL INC          COMMON   26874Q100        744    19750SH            DEFINED      10,16      19750       0       0
ENSCO INTERNATIONAL INC          COMMON   26874Q100      40483  1074970SH            DEFINED      16        771070       0  301560
ENSCO INTERNATIONAL INC          COMMON   26874Q100        468    12420SH            DEFINED      16,23      12420       0       0
ENSCO INTERNATIONAL INC          COMMON   26874Q100      22583   599650SH            DEFINED      2         599650       0       0
ENSCO INTERNATIONAL INC          COMMON   26874Q100        158     4200SH            DEFINED      2,15        4200       0       0
ENSCO INTERNATIONAL INC          COMMON   26874Q100      13207   350691SH            DEFINED      4         350691       0       0
ENSCO INTERNATIONAL INC          COMMON   26874Q100        329     8740SH            DEFINED      5,16        8740       0       0
ENSCO INTERNATIONAL INC          COMMON   26874Q100        177     4700SH            DEFINED      7           4700       0       0
ENI SPA ADR                      COMMON   26874R108      16270   125000SH            DEFINED      1         125000       0       0
ENI SPA ADR                      COMMON   26874R108        807     6200SH            DEFINED      10,16       6200       0       0
ENI SPA ADR                      COMMON   26874R108      84599   649960SH            DEFINED      13        591650       0   58310
ENI SPA ADR                      COMMON   26874R108          0        0SH            DEFINED      13,15          0       0       0
ENI SPA ADR                      COMMON   26874R108      46486   357145SH            DEFINED      16        318559       0   38586
ENI SPA ADR                      COMMON   26874R108       2733    21000SH            DEFINED      16,15      21000       0       0
ENI SPA ADR                      COMMON   26874R108          3       23SH            DEFINED      25             0       0      23
ENI SPA ADR                      COMMON   26874R108        827     6350SH            DEFINED      4           6350       0       0
EOG RESOURCES INC                COMMON   26875P101       1128    23134SH            DEFINED      16         23134       0       0
EOG RESOURCES INC                COMMON   26875P101       3660    75100SH            DEFINED      25          5000       0   70100
EOG RESOURCES INC                COMMON   26875P101        636    13054SH            DEFINED      4          13054       0       0
EOG RESOURCES INC                COMMON   26875P101        107     2190SH            DEFINED      7           2190       0       0
EOG RESOURCES INC                COMMON   26875P101        386     7928SH            DEFINED      9           7928       0       0
E.ON AG ADR                      COMMON   268780103         13      450SH            DEFINED      25           450       0       0
EPIX PHARMACEUTICALS INC         COMMON   26881Q101       1645   235000SH            DEFINED      1         235000       0       0
EPIX PHARMACEUTICALS INC         COMMON   26881Q101         26     3700SH            DEFINED      12,2        3700       0       0
EPIX PHARMACEUTICALS INC         COMMON   26881Q101         96    13700SH            DEFINED      16         13700       0       0
EPIX PHARMACEUTICALS INC         COMMON   26881Q101        259    37000SH            DEFINED      16,23      37000       0       0
EPIX PHARMACEUTICALS INC         COMMON   26881Q101         95    13600SH            DEFINED      2          13600       0       0
ESS TECHNOLOGY                   COMMON   269151106         22     4100SH            DEFINED      7           4100       0       0
E*TRADE FINANCIAL CORPORATION    COMMON   269246104         77     6425SH            DEFINED      1              0       0    6425
E*TRADE FINANCIAL CORPORATION    COMMON   269246104       1360   113300SH            DEFINED      10,16     113300       0       0
E*TRADE FINANCIAL CORPORATION    COMMON   269246104       8399   699879SH            DEFINED      16        599879       0   73900
E*TRADE FINANCIAL CORPORATION    COMMON   269246104        780    65000SH            DEFINED      16,9       65000       0       0
E*TRADE FINANCIAL CORPORATION    COMMON   269246104        109     9100SH            DEFINED      24          9100       0       0
E*TRADE FINANCIAL CORPORATION    COMMON   269246104         12     1000SH            DEFINED      25             0       0    1000
E*TRADE FINANCIAL CORPORATION    COMMON   269246104         48     4000SH            DEFINED      5,16        4000       0       0
E*TRADE FINANCIAL CORPORATION    COMMON   269246104        207    17218SH            DEFINED      7          17218       0       0
E*TRADE FINANCIAL CORPORATION    COMMON   269246104         23     1900SH            DEFINED      9           1900       0       0
EAGLE MATERIALS INC              COMMON   26969P108      15354   189700SH            DEFINED      1         189700       0       0
EAGLE MATERIALS INC              COMMON   26969P108       7754    95800SH            DEFINED      16         55400       0   40400
EAGLE MATERIALS INC              COMMON   26969P108        154     1900SH            DEFINED      16,15       1900       0       0
EAGLE MATERIALS INC              COMMON   26969P108       5925    73200SH            DEFINED      2          73200       0       0
EAGLE MATERIALS INC              COMMON   26969P108       3060    37800SH            DEFINED      5,16       37800       0       0
EARTHLINK INC                    COMMON   270321102      24802  2755800SH            DEFINED      16       2122200       0  586700
EARTHLINK INC                    COMMON   270321102        203    22500SH            DEFINED      16,15      22500       0       0
EARTHLINK INC                    COMMON   270321102        437    48500SH            DEFINED      16,9       48500       0       0
EARTHLINK INC                    COMMON   270321102         90    10000SH            DEFINED      25             0       0   10000
EARTHLINK INC                    COMMON   270321102       2470   274400SH            DEFINED      5,16      274400       0       0
EARTHSHELL CORP                  COMMON   27032B209          1      669SH            DEFINED      7            669       0       0
EAST WEST BANCORP INC            COMMON   27579R104      10666   288900SH            DEFINED      1         288900       0       0
EAST WEST BANCORP INC            COMMON   27579R104       3312    89700SH            DEFINED      2          89700       0       0
EAST WEST BANCORP INC            COMMON   27579R104         15      400SH            DEFINED      7            400       0       0
EASTGROUP PROPERTIES             COMMON   277276101       2545    67500SH            DEFINED      16         19300       0   48200
EASTMAN CHEMICAL COMPANY         COMMON   277432100      58369   989300SH            DEFINED      1         989300       0       0
EASTMAN CHEMICAL COMPANY         COMMON   277432100      35400   600000SH            DEFINED      1,2       600000       0       0
EASTMAN CHEMICAL COMPANY         COMMON   277432100       5198    88097SH            DEFINED      16         75197       0   12900
EASTMAN CHEMICAL COMPANY         COMMON   277432100        496     8400SH            DEFINED      16,9        8400       0       0
EASTMAN CHEMICAL COMPANY         COMMON   277432100       9269   157100SH            DEFINED      2         146100       0   11000
EASTMAN CHEMICAL COMPANY         COMMON   277432100         89     1500SH            DEFINED      24          1500       0       0
EASTMAN CHEMICAL COMPANY         COMMON   277432100         11      194SH            DEFINED      7            194       0       0
EASTMAN CHEMICAL COMPANY         COMMON   277432100         19      320SH            DEFINED      9            320       0       0
EASTMAN KODAK CO                 COMMON   277461109         47     1435SH            DEFINED      1              0       0    1435
EASTMAN KODAK CO                 COMMON   277461109      10322   317100SH            DEFINED      10,16     317100       0       0
EASTMAN KODAK CO                 COMMON   277461109        394    12100SH            DEFINED      10,8       12100       0       0
EASTMAN KODAK CO                 COMMON   277461109      60906  1871138SH            DEFINED      16       1690338       0  151500
EASTMAN KODAK CO                 COMMON   277461109        612    18800SH            DEFINED      16,15      18800       0       0
EASTMAN KODAK CO                 COMMON   277461109       3639   111800SH            DEFINED      16,9      111800       0       0
EASTMAN KODAK CO                 COMMON   277461109        591    18167SH            DEFINED      24         18167       0       0
EASTMAN KODAK CO                 COMMON   277461109          0        1SH            DEFINED      25             1       0       0
EASTMAN KODAK CO                 COMMON   277461109       1045    32100SH            DEFINED      5,16       32100       0       0
EASTMAN KODAK CO                 COMMON   277461109         35     1078SH            DEFINED      7           1078       0       0
EASTMAN KODAK CO                 COMMON   277461109        961    29526SH            DEFINED      9          29526       0       0
EASTMAN KODAK CO                 COMMON   277461109         46     1400SH            DEFINED      9,11        1400       0       0
EASTMANKODAKCVT(EK) 144A 3.375   CONVERT  2774618X0       4799  3950000SH            DEFINED      16             0       0 3950000
EASTMAN KODAK CO(EK) CVT 3.375   CONVERT  277461BE8      10540  8675000SH            DEFINED      16       1500000       0 7175000
EATON CORP                       COMMON   278058102      66146  1011400SH            DEFINED      1        1011400       0       0
EATON CORP                       COMMON   278058102      32700   500000SH            DEFINED      1,2       500000       0       0
EATON CORP                       COMMON   278058102       2211    33810SH            DEFINED      10,16      33810       0       0
EATON CORP                       COMMON   278058102     145080  2218349SH            DEFINED      16       1282470       0  931879
EATON CORP                       COMMON   278058102       1337    20440SH            DEFINED      16,23      20440       0       0
EATON CORP                       COMMON   278058102        929    14200SH            DEFINED      16,9       14200       0       0
EATON CORP                       COMMON   278058102      18749   286680SH            DEFINED      2         278520       0    8160
EATON CORP                       COMMON   278058102        131     2000SH            DEFINED      24          2000       0       0
EATON CORP                       COMMON   278058102      27066   413861SH            DEFINED      25         85345       0  328516
EATON CORP                       COMMON   278058102        980    14980SH            DEFINED      5,16       14980       0       0
EATON CORP                       COMMON   278058102        368     5620SH            DEFINED      7           5620       0       0
EATON CORP                       COMMON   278058102        353     5392SH            DEFINED      9           5392       0       0



                                                                                          
EATON VANCE MUNICIPAL INCOME C   COMMON   27826U108         24     1555SH            DEFINED      25             0       0    1555
EATON VANCE ENHANCED EQ INCM C   COMMON   278274105         40     2000SH            DEFINED      25             0       0    2000
EATON VANCE LTD DURATION FND C   COMMON   27828H105          0        0SH            DEFINED      4              0       0       0
EBAY INC                         COMMON   278642103      59027  1584180SH            DEFINED      1        1584180       0       0
EBAY INC                         COMMON   278642103      26082   700000SH            DEFINED      1,2       700000       0       0
EBAY INC                         COMMON   278642103      11665   313065SH            DEFINED      16        226585       0   86480
EBAY INC                         COMMON   278642103       1926    51700SH            DEFINED      16,23      51700       0       0
EBAY INC                         COMMON   278642103        116     3100SH            DEFINED      16,9        3100       0       0
EBAY INC                         COMMON   278642103      10485   281400SH            DEFINED      2         281400       0       0
EBAY INC                         COMMON   278642103         90     2414SH            DEFINED      24          2414       0       0
EBAY INC                         COMMON   278642103      14837   398193SH            DEFINED      25         53520       0  344673
EBAY INC                         COMMON   278642103        875    23480SH            DEFINED      6          23480       0       0
EBAY INC                         COMMON   278642103      10262   275407SH            DEFINED      7         273187     240    1980
EBAY INC                         COMMON   278642103       1244    33400SH            DEFINED      9          33400       0       0
ECHOSTAR COMMUNICATIONS CL A     COMMON   278762109      12677   433415SH            DEFINED      1         433415       0       0
ECHOSTAR COMMUNICATIONS CL A     COMMON   278762109         97     3300SH            DEFINED      16          3300       0       0
ECHOSTAR COMMUNICATIONS CL A     COMMON   278762109       1461    49950SH            DEFINED      16,15      49950       0       0
ECHOSTAR COMMUNICATIONS CL A     COMMON   278762109        114     3900SH            DEFINED      16,9        3900       0       0
ECHOSTAR COMMUNICATIONS CL A     COMMON   278762109         29     1000SH            DEFINED      2           1000       0       0
ECHOSTAR COMMUNICATIONS CL A     COMMON   278762109         67     2300SH            DEFINED      24          2300       0       0
ECHOSTAR COMMUNICATIONS CL A     COMMON   278762109          3      100SH            DEFINED      25             0       0     100
ECHOSTAR COMMUNICATIONS CL A     COMMON   278762109        182     6238SH            DEFINED      7           6238       0       0
ECHOSTAR COMMUNICATIONS CL A     COMMON   278762109        248     8482SH            DEFINED      9           8482       0       0
ECLIPSYS CORP                    COMMON   278856109       3348   216258SH            DEFINED      7         216258       0       0
ECOLAB INC                       COMMON   278865100      18895   571700SH            DEFINED      1         571700       0       0
ECOLAB INC                       COMMON   278865100      42965  1300000SH            DEFINED      1,2      1300000       0       0
ECOLAB INC                       COMMON   278865100        706    21374SH            DEFINED      16         21374       0       0
ECOLAB INC                       COMMON   278865100       4819   145800SH            DEFINED      2         145800       0       0
ECOLAB INC                       COMMON   278865100        984    29773SH            DEFINED      24         29773       0       0
ECOLAB INC                       COMMON   278865100      38560  1166705SH            DEFINED      25        149695       0 1017010
ECOLAB INC                       COMMON   278865100       1124    34000SH            DEFINED      3          34000       0       0
ECOLAB INC                       COMMON   278865100          2       70SH            DEFINED      4             70       0       0
ECOLAB INC                       COMMON   278865100        605    18295SH            DEFINED      7          18295       0       0
ECOLAB INC                       COMMON   278865100        247     7471SH            DEFINED      9           7471       0       0
EDISON INTERNATIONAL             COMMON   281020107      11805   340000SH            DEFINED      1         340000       0       0
EDISON INTERNATIONAL             COMMON   281020107      10423   300200SH            DEFINED      10,16     300200       0       0
EDISON INTERNATIONAL             COMMON   281020107        847    24400SH            DEFINED      10,8       24400       0       0
EDISON INTERNATIONAL             COMMON   281020107      77912  2244015SH            DEFINED      16       2074015       0  155600
EDISON INTERNATIONAL             COMMON   281020107       1316    37900SH            DEFINED      16,15      37900       0       0
EDISON INTERNATIONAL             COMMON   281020107       2861    82400SH            DEFINED      16,9       82400       0       0
EDISON INTERNATIONAL             COMMON   281020107        860    24780SH            DEFINED      24         24780       0       0
EDISON INTERNATIONAL             COMMON   281020107        138     3981SH            DEFINED      25             0       0    3981
EDISON INTERNATIONAL             COMMON   281020107       2003    57700SH            DEFINED      5,16       57700       0       0
EDISON INTERNATIONAL             COMMON   281020107        349    10050SH            DEFINED      7          10050       0       0
EDISON INTERNATIONAL             COMMON   281020107        354    10200SH            DEFINED      8          10200       0       0
EDISON INTERNATIONAL             COMMON   281020107        664    19114SH            DEFINED      9          19114       0       0
EDISON INTERNATIONAL             COMMON   281020107        297     8544SH            DEFINED      9,10        8544       0       0
EDO CORP                         COMMON   281347104         30     1000SH            DEFINED      25             0       0    1000
EDUCATE INC                      COMMON   28138P100       3530   254500SH            DEFINED      10        254500       0       0
EDUCATE INC                      COMMON   28138P100        746    53800SH            DEFINED      10,23      53800       0       0
EDUCATION MANAGEMENT CORP        COMMON   28139T101         98     3500SH            DEFINED      16,9        3500       0       0
EDUCATION MANAGEMENT CORP        COMMON   28139T101       4193   150000SH            DEFINED      3         150000       0       0
EDUCATION REALTY TRUST INC       COMMON   28140H104       8172   491400SH            DEFINED      16        491400       0       0
EDWARDS (A.G.) INC               COMMON   281760108        105     2343SH            DEFINED      25          2343       0       0
EDWARDS (A.G.) INC               COMMON   281760108        122     2714SH            DEFINED      7           2714       0       0
EDWARDS LIFESCIENCES CORP        COMMON   28176E108         82     1900SH            DEFINED      16          1900       0       0
EDWARDS LIFESCIENCES CORP        COMMON   28176E108         70     1630SH            DEFINED      25             0       0    1630
EDWARDS LIFESCIENCES CORP        COMMON   28176E108        189     4370SH            DEFINED      7           4370       0       0
EFUNDS CORP                      COMMON   28224R101        214     9600SH            DEFINED      16          9600       0       0
EFUNDS CORP                      COMMON   28224R101         10      441SH            DEFINED      25             0       0     441
EFUNDS CORP                      COMMON   28224R101         59     2626SH            DEFINED      7           2626       0       0
EL PASO CORPORATION              COMMON   28336L109       2078   196364SH            DEFINED      16        196364       0       0
EL PASO CORPORATION              COMMON   28336L109        131    12400SH            DEFINED      16,9       12400       0       0
EL PASO CORPORATION              COMMON   28336L109          4      400SH            DEFINED      25             0       0     400
EL PASO CORPORATION              COMMON   28336L109         98     9251SH            DEFINED      7           9251       0       0
EL PASO CORPORATION              COMMON   28336L109        234    22156SH            DEFINED      9          22156       0       0
EL PASO ELECTRIC COMPANY         COMMON   283677854         72     3800SH            DEFINED      7           3800       0       0
EL PASO ENER CAP TRUST I CVT P   CONVERT  283678209         40     1100SH            DEFINED      25             0       0    1100
ELAN CORP PLC ADR                COMMON   284131208          6     1850SH            DEFINED      25             0       0    1850
ELAN CORP PLC ADR                COMMON   284131208         10     3000SH            DEFINED      7           3000       0       0
ELDORADO GOLD CORP               COMMON   284902103       4705  1650000SH            DEFINED      1        1650000       0       0
ELDORADO GOLD CORP               COMMON   284902103       1489   522000SH            DEFINED      2         522000       0       0
ELDORADO GOLD CORP               COMMON   284902103       3422  1200000SH            DEFINED      3        1200000       0       0
ELECTRO RENT CORP                COMMON   285218103        433    32300SH            DEFINED      16         18700       0   13600
ELECTRO RENT CORP                COMMON   285218103          9      700SH            DEFINED      16,15        700       0       0
ELECTRO RENT CORP                COMMON   285218103        114     8500SH            DEFINED      5,16        8500       0       0
ELECTRO SCIENTIFIC INDS INC      COMMON   285229100       1187    61200SH            DEFINED      16         35200       0   26000
ELECTRO SCIENTIFIC INDS INC      COMMON   285229100         23     1200SH            DEFINED      16,15       1200       0       0
ELECTRO SCIENTIFIC INDS INC      COMMON   285229100        384    19800SH            DEFINED      5,16       19800       0       0
ELECTRONIC ARTS INC              COMMON   285512109       8162   157622SH            DEFINED      1         157622       0       0
ELECTRONIC ARTS INC              COMMON   285512109      28479   550000SH            DEFINED      1,2       550000       0       0
ELECTRONIC ARTS INC              COMMON   285512109       4447    85885SH            DEFINED      16         64095       0   21790
ELECTRONIC ARTS INC              COMMON   285512109        404     7800SH            DEFINED      16,15       7800       0       0
ELECTRONIC ARTS INC              COMMON   285512109       4721    91170SH            DEFINED      2          91170       0       0
ELECTRONIC ARTS INC              COMMON   285512109        828    16000SH            DEFINED      21         16000       0       0
ELECTRONIC ARTS INC              COMMON   285512109      34895   673906SH            DEFINED      25        157680       0  516226
ELECTRONIC ARTS INC              COMMON   285512109        759    14665SH            DEFINED      7          14665       0       0
ELECTRONIC ARTS INC              COMMON   285512109        511     9867SH            DEFINED      9           9867       0       0
ELECTRONIC DATA SYSTEMS CORP     COMMON   285661104      11131   538492SH            DEFINED      16        530208       0    5719
ELECTRONIC DATA SYSTEMS CORP     COMMON   285661104         16      780SH            DEFINED      25             0       0     780
ELECTRONIC DATA SYSTEMS CORP     COMMON   285661104        401    19400SH            DEFINED      5,16           0       0   19400
ELECTRONIC DATA SYSTEMS CORP     COMMON   285661104         80     3868SH            DEFINED      7           3868       0       0
ELECTRONIC DATA SYSTEMS CORP     COMMON   285661104        331    16000SH            DEFINED      9          16000       0       0



                                                                                          
ELECTRONICS BOUTIQUE HLDGS       COMMON   286045109        122     2850SH            DEFINED      7           2850       0       0
ELECTRONICS FOR IMAGING          COMMON   286082102      16382   918300SH            DEFINED      1         918300       0       0
ELECTRONICS FOR IMAGING          COMMON   286082102       1932   108300SH            DEFINED      2         108300       0       0
ELECTRONICS FOR IMAGING          COMMON   286082102         16      881SH            DEFINED      7            881       0       0
ELITE PHARMACEUTICALS INC -A     COMMON   28659T200          2      500SH            DEFINED      25             0       0     500
ELKCORP                          COMMON   287456107         61     1575SH            DEFINED      7           1575       0       0
ELOYALTY CORP CVP 7.0 SER B      CONVERT  290151208          0       39SH            DEFINED      25             0       0      39
EMBARCADERO TECHNOLOGIES INC     COMMON   290787100        331    50300SH            DEFINED      16         27500       0   22800
EMBARCADERO TECHNOLOGIES INC     COMMON   290787100          7     1100SH            DEFINED      16,15       1100       0       0
EMBARCADERO TECHNOLOGIES INC     COMMON   290787100         42     6300SH            DEFINED      5,16        6300       0       0
EMBRAER AIRCRAFT CORP ADR        COMMON   29081M102       1052    33600SH            DEFINED      16         33600       0       0
EMBRAER AIRCRAFT CORP ADR        COMMON   29081M102          5      150SH            DEFINED      25             0       0     150
EMBRAER AIRCRAFT CORP ADR        COMMON   29081M102       1344    42950SH            DEFINED      5,13       42950       0       0
EMBRAER AIRCRAFT CORP ADR        COMMON   29081M102        463    14800SH            DEFINED      7          14800       0       0
EMBOTELLADORA ANDINA ADR B       COMMON   29081P303        431    32300SH            DEFINED      10         32300       0       0
EMERGING VISION INC              COMMON   29089W102          0     2000SH            DEFINED      25             0       0    2000
EMERSON ELECTRIC CO              COMMON   291011104      54639   841500SH            DEFINED      1         361500       0  480000
EMERSON ELECTRIC CO              COMMON   291011104      33147   510500SH            DEFINED      1,2       510500       0       0
EMERSON ELECTRIC CO              COMMON   291011104       4831    74410SH            DEFINED      10,16      74410       0       0
EMERSON ELECTRIC CO              COMMON   291011104        845    13010SH            DEFINED      13         13010       0       0
EMERSON ELECTRIC CO              COMMON   291011104        286     4400SH            DEFINED      13,15       4400       0       0
EMERSON ELECTRIC CO              COMMON   291011104     136845  2107583SH            DEFINED      16       1405972       0  697881
EMERSON ELECTRIC CO              COMMON   291011104       1238    19060SH            DEFINED      16,23      19060       0       0
EMERSON ELECTRIC CO              COMMON   291011104        286     4400SH            DEFINED      16,9        4400       0       0
EMERSON ELECTRIC CO              COMMON   291011104       5578    85910SH            DEFINED      2          85910       0       0
EMERSON ELECTRIC CO              COMMON   291011104         26      400SH            DEFINED      24           400       0       0
EMERSON ELECTRIC CO              COMMON   291011104      51771   797330SH            DEFINED      25        194224       0  603106
EMERSON ELECTRIC CO              COMMON   291011104      65079  1002300SH            DEFINED      3        1002300       0       0
EMERSON ELECTRIC CO              COMMON   291011104          3       50SH            DEFINED      4             50       0       0
EMERSON ELECTRIC CO              COMMON   291011104       1592    24519SH            DEFINED      5,16       24519       0       0
EMERSON ELECTRIC CO              COMMON   291011104      15298   235612SH            DEFINED      7         235612       0       0
EMERSON ELECTRIC CO              COMMON   291011104        951    14647SH            DEFINED      9          14647       0       0
EMMIS COMMUNICATIONS CL A        COMMON   291525103       4421   230000SH            DEFINED      1         230000       0       0
EMMIS COMMUNICATIONS CL A        COMMON   291525103       6293   327400SH            DEFINED      16        290800       0   23200
EMMIS COMMUNICATIONS CL A        COMMON   291525103        419    21800SH            DEFINED      16,9       21800       0       0
EMMIS COMMUNICATIONS CL A        COMMON   291525103         40     2100SH            DEFINED      5,16        2100       0       0
EMULEX CORP                      COMMON   292475209      20253  1075000SH            DEFINED      1        1075000       0       0
EMULEX CORP                      COMMON   292475209        550    29200SH            DEFINED      16         29200       0       0
EMULEX CORP                      COMMON   292475209       1392    73900SH            DEFINED      16,23      73900       0       0
EMULEX CORP                      COMMON   292475209         66     3500SH            DEFINED      25             0       0    3500
EMULEX CORP                      COMMON   292475209          6      300SH            DEFINED      4            300       0       0
ENCANA CORPORATION               COMMON   292505104      29791   421900SH            DEFINED      1         244900       0  177000
ENCANA CORPORATION               COMMON   292505104     105463  1493556SH            DEFINED      1,3      1493556       0       0
ENCANA CORPORATION               COMMON   292505104       1568    22200SH            DEFINED      10,13      22200       0       0
ENCANA CORP                      COMMON   292505104       3141    44600SH            DEFINED      10,16      44600       0       0
ENCANA CORP                      COMMON   292505104     148079  2097580SH            DEFINED      13       1878855       0  213825
ENCANA CORP                      COMMON   292505104      33218   471586SH            DEFINED      16        410938       0   60648
ENCANA CORPORATION               COMMON   292505104       2228    31550SH            DEFINED      2          31550       0       0
ENCANA CORPORATION               COMMON   292505104        344     4871SH            DEFINED      24          4871       0       0
ENCANA CORP                      COMMON   292505104       4709    66870SH            DEFINED      25          6500       0   60370
ENCANA CORPORATION               COMMON   292505104     134855  1909798SH            DEFINED      3        1909798       0       0
ENCANA CORP                      COMMON   292505104        571     8108SH            DEFINED      4           8108       0       0
ENCANA CORPORATION               COMMON   292505104      16347   231500SH            DEFINED      5,13      231500       0       0
ENCANA CORP                      COMMON   292505104        225     3200SH            DEFINED      7           3200       0       0
ENCANA CORPORATION               COMMON   292505104       1041    14742SH            DEFINED      9          14742       0       0
ENBRIDGE INC                     COMMON   29250N105        489     9500SH            DEFINED      10,16       9500       0       0
ENBRIDGE INC                     COMMON   29250N105        247     4810SH            DEFINED      9           4810       0       0
ENBRIDGE ENERGY PARTNERS LP      COMMON   29250R106         67     1352SH            DEFINED      25             0       0    1352
ENBRIDGE ENERGY PARTNERS LP      COMMON   29250R106        100     2000SH            DEFINED      7           2000       0       0
ENCORE ACQUISITION CO            COMMON   29255W100      10321   249900SH            DEFINED      1         249900       0       0
ENCORE ACQUISITION CO            COMMON   29255W100       4320   104600SH            DEFINED      2         104600       0       0
ENCORE ACQUISITION CO            COMMON   29255W100        116     2800SH            DEFINED      7           2800       0       0
ENCYSIVE PHARMACEUTICALS INC     COMMON   29256X107       1661   162500SH            DEFINED      16         84800       0   77700
ENCYSIVE PHARMACEUTICALS INC     COMMON   29256X107         39     3800SH            DEFINED      16,15       3800       0       0
ENCYSIVE PHARMACEUTICALS INC     COMMON   29256X107        207    20300SH            DEFINED      5,16       20300       0       0
ENDESA ADR                       COMMON   29258N107        635    28100SH            DEFINED      10,16      28100       0       0
ENDESA ADR                       COMMON   29258N107      33082  1464461SH            DEFINED      13       1273326       0  191135
ENDESA ADR                       COMMON   29258N107        365    16150SH            DEFINED      13,15      16150       0       0
ENDESA ADR                       COMMON   29258N107      31029  1373560SH            DEFINED      16       1315278       0   58282
ENDESA ADR                       COMMON   29258N107        641    28379SH            DEFINED      25             0       0   28379
ENDO PHARMACEUTICAL HOLDINGS I   COMMON   29264F205      21982   974800SH            DEFINED      1         974800       0       0
ENDO PHARMACEUTICAL HOLDINGS I   COMMON   29264F205      18538   822083SH            DEFINED      16        674283       0  147800
ENDO PHARMACEUTICAL HOLDINGS I   COMMON   29264F205       2566   113800SH            DEFINED      2         113800       0       0
ENDO PHARMACEUTICAL HOLDINGS I   COMMON   29264F205     100794  4469800SH            DEFINED      3        4469800       0       0
ENDO PHARMACEUTICAL HOLDINGS I   COMMON   29264F205        955    42350SH            DEFINED      5,16       42350       0       0
ENERGEN CORP                     COMMON   29265N108       7086   106400SH            DEFINED      1         106400       0       0
ENERGEN CORP                     COMMON   29265N108       7040   105700SH            DEFINED      1,3       105700       0       0
ENERGEN CORP                     COMMON   29265N108        793    11900SH            DEFINED      10,2       11900       0       0
ENERGEN CORP                     COMMON   29265N108        859    12900SH            DEFINED      2          12900       0       0
ENERGEN CORP                     COMMON   29265N108         42      625SH            DEFINED      7            625       0       0
ENEL SPA ADR                     COMMON   29265W108       9524   198380SH            DEFINED      13        195010       0    3370
ENEL SPA ADR                     COMMON   29265W108      33272   693027SH            DEFINED      16        693027       0       0
ENEL SPA ADR                     COMMON   29265W108          2       33SH            DEFINED      25             0       0      33
ENERGY EAST CORPORATION          COMMON   29266M109         23      881SH            DEFINED      25             0       0     881
ENERGIZER HOLDINGS INC           COMMON   29266R108       2607    43600SH            DEFINED      10,16      43600       0       0
ENERGIZER HOLDINGS INC           COMMON   29266R108        269     4500SH            DEFINED      10,8        4500       0       0
ENERGIZER HOLDINGS INC           COMMON   29266R108      33649   562700SH            DEFINED      16        505900       0   50300
ENERGIZER HOLDINGS INC           COMMON   29266R108        413     6900SH            DEFINED      16,15       6900       0       0
ENERGIZER HOLDINGS INC           COMMON   29266R108       1656    27700SH            DEFINED      16,9       27700       0       0
ENERGIZER HOLDINGS INC           COMMON   29266R108        266     4455SH            DEFINED      24          4455       0       0
ENERGIZER HOLDINGS INC           COMMON   29266R108        742    12406SH            DEFINED      25             0       0   12406
ENERGIZER HOLDINGS INC           COMMON   29266R108        670    11200SH            DEFINED      5,16       11200       0       0
ENERGIZER HOLDINGS INC           COMMON   29266R108        160     2675SH            DEFINED      7           2675       0       0



                                                                                          
ENERGIZER HOLDINGS INC           COMMON   29266R108        511     8543SH            DEFINED      9           8543       0       0
ENERGIZER HOLDINGS INC           COMMON   29266R108         39      650SH            DEFINED      9,11         650       0       0
ENERGY PARTNERS LTD              COMMON   29270U105       2181    84000SH            DEFINED      16         43800       0   40200
ENERGY PARTNERS LTD              COMMON   29270U105         49     1900SH            DEFINED      16,15       1900       0       0
ENERGY PARTNERS LTD              COMMON   29270U105        273    10500SH            DEFINED      5,16       10500       0       0
ENERGY PARTNERS LTD              COMMON   29270U105         12      475SH            DEFINED      7            475       0       0
ENERGY TRANSFER PARTNERS LP      COMMON   29273R109       6376   203780SH            DEFINED      7         203780       0       0
ENERPLUS RESOURCES FUND          COMMON   29274D604         36     1000SH            DEFINED      25             0       0    1000
ENERSYS INC                      COMMON   29275Y102      22612  1726100SH            DEFINED      1        1726100       0       0
ENERSYS INC                      COMMON   29275Y102       2553   194900SH            DEFINED      2         194900       0       0
ENGELHARD CORP                   COMMON   292845104      43940  1463200SH            DEFINED      1        1463200       0       0
ENGELHARD CORP                   COMMON   292845104        117     3900SH            DEFINED      1,3         3900       0       0
ENGELHARD CORP                   COMMON   292845104       1206    40146SH            DEFINED      16         40146       0       0
ENGELHARD CORP                   COMMON   292845104       4724   157300SH            DEFINED      2         157300       0       0
ENGELHARD CORP                   COMMON   292845104         75     2500SH            DEFINED      25          2000       0     500
ENGELHARD CORP                   COMMON   292845104     244099  8128500SH            DEFINED      3        8128500       0       0
ENGELHARD CORP                   COMMON   292845104       2685    89400SH            DEFINED      3,23       89400       0       0
ENGELHARD CORP                   COMMON   292845104      24426   813402SH            DEFINED      4         813402       0       0
ENGELHARD CORP                   COMMON   292845104        228     7600SH            DEFINED      5,2         7600       0       0
ENGINEERED SUPPORT SYSTEMS       COMMON   292866100      14424   269500SH            DEFINED      1         269500       0       0
ENESCO GROUP                     COMMON   292973104         14     2050SH            DEFINED      7           2050       0       0
ENTERASYS NETWORKS INC           COMMON   293637104          0      100SH            DEFINED      6            100       0       0
ENTERCOM COMMUNICATIONS CORP     COMMON   293639100       7658   215600SH            DEFINED      16        189300       0   16300
ENTERCOM COMMUNICATIONS CORP     COMMON   293639100        416    11700SH            DEFINED      16,9       11700       0       0
ENTERCOM COMMUNICATIONS CORP     COMMON   293639100         53     1500SH            DEFINED      5,16        1500       0       0
ENTERGY CORP                     COMMON   29364G103      19820   280500SH            DEFINED      1         280500       0       0
ENTERGY CORP                     COMMON   29364G103       1712    24233SH            DEFINED      16         23333       0     900
ENTERGY CORP                     COMMON   29364G103        120     1700SH            DEFINED      16,9        1700       0       0
ENTERGY CORP                     COMMON   29364G103        120     1700SH            DEFINED      24          1700       0       0
ENTERGY CORP                     COMMON   29364G103         14      200SH            DEFINED      25             0       0     200
ENTERGY CORP                     COMMON   29364G103         10      136SH            DEFINED      7            136       0       0
ENTERGY CORP                     COMMON   29364G103        753    10658SH            DEFINED      9          10658       0       0
ENTERGY CORP                     COMMON   29364G103         18      257SH            DEFINED      9,11         257       0       0
ENTERPRISE PRODUCTS PARTNERS     COMMON   293792107         13      500SH            DEFINED      6            500       0       0
ENTERPRISE PRODUCTS PARTNERS     COMMON   293792107       7483   291166SH            DEFINED      7         291166       0       0
ENTERTAINMENT PROPERTIES TR      COMMON   29380T105      18731   452100SH            DEFINED      16        331900       0  120200
ENTERTAINMENT PROPERTIES TR      COMMON   29380T105         33      800SH            DEFINED      16,15        800       0       0
ENTERTAINMENT PROPERTIES TR      COMMON   29380T105       1235    29800SH            DEFINED      5,16       29800       0       0
ENTRAVISION COMMUNICATIONS       COMMON   29382R107         98    11050SH            DEFINED      7          11050       0       0
ENZON PHARMACEUTICALS INC        COMMON   293904108       2213   217200SH            DEFINED      1         217200       0       0
ENZON PHARMACEUTICALS INC        COMMON   293904108       3538   347200SH            DEFINED      16        179800       0  167400
ENZON PHARMACEUTICALS INC        COMMON   293904108         81     7900SH            DEFINED      16,15       7900       0       0
ENZON PHARMACEUTICALS INC        COMMON   293904108        438    43000SH            DEFINED      5,16       43000       0       0
ENVIRO VORAXIAL TECHNOLOGY       COMMON   29403V103          0      100SH            DEFINED      25             0       0     100
ENZO BIOCHEM INC                 COMMON   294100102       1056    73210SH            DEFINED      16         38875       0   34335
ENZO BIOCHEM INC                 COMMON   294100102         26     1800SH            DEFINED      16,15       1800       0       0
ENZO BIOCHEM INC                 COMMON   294100102        130     9000SH            DEFINED      5,16        9000       0       0
EPHRATA NATIONAL BANK/PA         COMMON   294209200         58     1660SH            DEFINED      25             0       0    1660
EPICOR SOFTWARE CORP             COMMON   29426L108      11596   887700SH            DEFINED      1         887700       0       0
EPICOR SOFTWARE CORP             COMMON   29426L108       4460   341400SH            DEFINED      2         341400       0       0
EQUIFAX INC                      COMMON   294429105       1501    48900SH            DEFINED      10,16      48900       0       0
EQUIFAX INC                      COMMON   294429105       3890   126756SH            DEFINED      16        110756       0   16000
EQUIFAX INC                      COMMON   294429105       1047    34100SH            DEFINED      16,9       34100       0       0
EQUIFAX INC                      COMMON   294429105        177     5756SH            DEFINED      24          5756       0       0
EQUIFAX INC                      COMMON   294429105          4      135SH            DEFINED      4            135       0       0
EQUIFAX INC                      COMMON   294429105        188     6120SH            DEFINED      7           6120       0       0
EQUIFAX INC                      COMMON   294429105        231     7535SH            DEFINED      9           7535       0       0
EQUITABLE RESOURCES INC          COMMON   294549100      10052   175000SH            DEFINED      1         175000       0       0
EQUITABLE RESOURCES INC          COMMON   294549100        256     4449SH            DEFINED      25           189       0    4260
EQUITABLE RESOURCES INC          COMMON   294549100         32      550SH            DEFINED      6            550       0       0
EQUITABLE RESOURCES INC          COMMON   294549100       8127   141484SH            DEFINED      7         141484       0       0
EQUITY INNS INC                  COMMON   294703103       9192   833400SH            DEFINED      16        629500       0  203900
EQUITY INNS INC                  COMMON   294703103         79     7200SH            DEFINED      16,15       7200       0       0
EQUITY INNS INC                  COMMON   294703103       1050    95200SH            DEFINED      5,16       95200       0       0
EQUITY LIFESTYLE PROPERTIES      COMMON   29472R108       1121    31800SH            DEFINED      16         31800       0       0
EQUITY OFFICE PROPERTIES TR      COMMON   294741103       2561    85000SH            DEFINED      1          85000       0       0
EQUITY OFFICE PROPERTIES TR      COMMON   294741103      28960   961181SH            DEFINED      16        788746       0  172435
EQUITY OFFICE PROPERTIES TR      COMMON   294741103        540    17909SH            DEFINED      25           669       0   17240
EQUITY OFFICE PROPERTIES TR      COMMON   294741103          6      196SH            DEFINED      4            196       0       0
EQUITY OFFICE PROPERTIES TR      COMMON   294741103        477    15829SH            DEFINED      7          15829       0       0
EQUITY ONE INC                   COMMON   294752100       6395   310600SH            DEFINED      16        189000       0  121600
EQUITY ONE INC                   COMMON   294752100        119     5800SH            DEFINED      16,15       5800       0       0
EQUITY ONE INC                   COMMON   294752100       1884    91500SH            DEFINED      5,16       91500       0       0
EQUITY RESIDENTIAL               COMMON   29476L107     180268  5596637SH            DEFINED      16       4147818       0 1358019
EQUITY RESIDENTIAL               COMMON   29476L107        531    16494SH            DEFINED      25           510       0   15984
EQUITY RESIDENTIAL               COMMON   29476L107      13257   411584SH            DEFINED      5,16      411584       0       0
EQUITY RESIDENTIAL               COMMON   29476L107          6      175SH            DEFINED      6            175       0       0
EQUITY RESIDENTIAL               COMMON   29476L107         80     2480SH            DEFINED      7           2480       0       0
ERICSSON (LM) TEL ADR            COMMON   294821608       1500    53200SH            DEFINED      21         53200       0       0
ERICSSON (LM) TEL ADR            COMMON   294821608        291    10329SH            DEFINED      25             0       0   10329
ERICSSON (LM) TEL ADR            COMMON   294821608        547    19380SH            DEFINED      7          19380       0       0
ESCO ELECTRONICS CORP            COMMON   296315104        761     9465SH            DEFINED      7           9465       0       0
ESSEX PROPERTY TRUST INC         COMMON   297178105      94073  1361400SH            DEFINED      16       1031070       0  307630
ESSEX PROPERTY TRUST INC         COMMON   297178105       7138   103300SH            DEFINED      5,16      103300       0       0
DELHAIZE LE LION ADR             COMMON   29759W101      74273  1081905SH            DEFINED      16       1081905       0       0
ETHAN ALLEN INTERIORS INC        COMMON   297602104       1363    42600SH            DEFINED      1          42600       0       0
ETHAN ALLEN INTERIORS INC        COMMON   297602104         68     2140SH            DEFINED      25             0       0    2140
ETHAN ALLEN INTERIORS INC        COMMON   297602104       9787   305832SH            DEFINED      7         305832       0       0
EURONET WORLDWIDE INC            COMMON   298736109      15171   531400SH            DEFINED      1         531400       0       0
EURONET WORLDWIDE INC            COMMON   298736109        343    12000SH            DEFINED      16          6500       0    5500
EURONET WORLDWIDE INC            COMMON   298736109          9      300SH            DEFINED      16,15        300       0       0
EURONET WORLDWIDE INC            COMMON   298736109       5898   206600SH            DEFINED      2         206600       0       0
EURONET WORLDWIDE INC            COMMON   298736109         57     2000SH            DEFINED      25             0       0    2000



                                                                                          
EURONET WORLDWIDE INC            COMMON   298736109         43     1500SH            DEFINED      5,16        1500       0       0
EVERGREEN INC ADVANTAGE FUND C   COMMON   30023Y105         15     1037SH            DEFINED      25             0       0    1037
EXAR CORP                        COMMON   300645108         64     4750SH            DEFINED      7           4750       0       0
EXCEL TECHNOLOGY INC             COMMON   30067T103        273    11100SH            DEFINED      16          5200       0    5900
EXCEL TECHNOLOGY INC             COMMON   30067T103          7      300SH            DEFINED      16,15        300       0       0
EXCEL TECHNOLOGY INC             COMMON   30067T103         39     1600SH            DEFINED      5,16        1600       0       0
EXELON CORPORATION               COMMON   30161N101      21608   470874SH            DEFINED      1         470874       0       0
EXELON CORPORATION               COMMON   30161N101       1790    39000SH            DEFINED      10,16      39000       0       0
EXELON CORPORATION               COMMON   30161N101      11134   242630SH            DEFINED      16        225330       0   17300
EXELON CORPORATION               COMMON   30161N101       1776    38700SH            DEFINED      16,9       38700       0       0
EXELON CORPORATION               COMMON   30161N101        375     8170SH            DEFINED      24          8170       0       0
EXELON CORPORATION               COMMON   30161N101       1186    25836SH            DEFINED      25         13045       0   12791
EXELON CORPORATION               COMMON   30161N101       8080   176065SH            DEFINED      7         176065       0       0
EXELON CORPORATION               COMMON   30161N101       1988    43311SH            DEFINED      9          43311       0       0
EXELON CORPORATION               COMMON   30161N101         91     1985SH            DEFINED      9,11        1985       0       0
EXELIXIS INC                     COMMON   30161Q104       3932   579900SH            DEFINED      3         579900       0       0
EXPEDITORS INTL WASH INC         COMMON   302130109       7765   145000SH            DEFINED      1         145000       0       0
EXPEDITORS INTL WASH INC         COMMON   302130109       1122    20955SH            DEFINED      7          18205     310    2440
EXPEDITORS INTL WASH INC         COMMON   302130109        246     4597SH            DEFINED      9           4597       0       0
EXPRESS SCRIPTS INC -COMMON      COMMON   302182100      42584   488400SH            DEFINED      1         488400       0       0
EXPRESS SCRIPTS INC -COMMON      COMMON   302182100       1794    20578SH            DEFINED      16         14278       0    6300
EXPRESS SCRIPTS INC -COMMON      COMMON   302182100        436     5000SH            DEFINED      16,9        5000       0       0
EXPRESS SCRIPTS INC -COMMON      COMMON   302182100       2877    33000SH            DEFINED      2          27000       0    6000
EXPRESS SCRIPTS INC -COMMON      COMMON   302182100      63410   727267SH            DEFINED      25         97294       0  629973
EXPRESS SCRIPTS INC -COMMON      COMMON   302182100      30673   351799SH            DEFINED      7         351799       0       0
EXPRESS SCRIPTS INC -COMMON      COMMON   302182100        217     2494SH            DEFINED      9           2494       0       0
EXPRESSJET HOLDINGS              COMMON   30218U108       9086   796300SH            DEFINED      16        514000       0  282300
EXPRESSJET HOLDINGS              COMMON   30218U108        154    13500SH            DEFINED      16,15      13500       0       0
EXPRESSJET HOLDINGS              COMMON   30218U108       2384   208900SH            DEFINED      5,16      208900       0       0
EXTENDICARE INC CL A             COMMON   30224T871       2741   169340SH            DEFINED      1         169340       0       0
EXTENDICARE INC CL A             COMMON   30224T871      20248  1251100SH            DEFINED      1,3      1251100       0       0
EXTENDICARE INC CL A             COMMON   30224T871        348    21500SH            DEFINED      2          21500       0       0
EXTRA SPACE STORAGE INC          COMMON   30225T102      16321  1208926SH            DEFINED      16        912179       0  283147
EXTRA SPACE STORAGE INC          COMMON   30225T102        833    61700SH            DEFINED      5,16       61700       0       0
EXTREME NETWORKS INC             COMMON   30226D106       1425   242000SH            DEFINED      16        134400       0  107600
EXTREME NETWORKS INC             COMMON   30226D106         31     5200SH            DEFINED      16,15       5200       0       0
EXTREME NETWORKS INC             COMMON   30226D106        365    61900SH            DEFINED      5,16       61900       0       0
EYETECH PHARMACEUTICALS INC      COMMON   302297106      38782  1410250SH            DEFINED      1        1410250       0       0
EYETECH PHARMACEUTICALS INC      COMMON   302297106      21676   788200SH            DEFINED      10        788200       0       0
EYETECH PHARMACEUTICALS INC      COMMON   302297106       1110    40360SH            DEFINED      10,23      40360       0       0
EYETECH PHARMACEUTICALS INC      COMMON   302297106        190     6900SH            DEFINED      16             0       0    6900
EYETECH PHARMACEUTICALS INC      COMMON   302297106       6989   254150SH            DEFINED      2         245850       0    8300
EXXON MOBIL CORPORATION          COMMON   30231G102     297529  4992089SH            DEFINED      1        4241072       0  751017
EXXON MOBIL CORPORATION          COMMON   30231G102     125434  2104600SH            DEFINED      1,2      2104600       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102      33227   557500SH            DEFINED      10        557500       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102      59791  1003200SH            DEFINED      10,16    1003200       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102       3618    60700SH            DEFINED      10,2       60700       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102       4011    67300SH            DEFINED      10,8       67300       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102       1996    33498SH            DEFINED      12,9       33498       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102       1737    29140SH            DEFINED      13         29140       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102        590     9895SH            DEFINED      13,15       9895       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102     522084  8759791SH            DEFINED      16       7206992       0 1547209
EXXON MOBIL CORPORATION          COMMON   30231G102       7790   130700SH            DEFINED      16,15     130700       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102        839    14070SH            DEFINED      16,23      14070       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102      27452   460600SH            DEFINED      16,9      460600       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102      99836  1675100SH            DEFINED      2        1675100       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102       8084   135645SH            DEFINED      24        135645       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102     130247  2185348SH            DEFINED      25        520077       0 1665271
EXXON MOBIL CORPORATION          COMMON   30231G102         28      473SH            DEFINED      4            473       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102      11594   194525SH            DEFINED      5,16      173030       0   21495
EXXON MOBIL CORPORATION          COMMON   30231G102       1279    21461SH            DEFINED      6          21461       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102      34296   575437SH            DEFINED      7         575437       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102       1454    24400SH            DEFINED      8          24400       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102      23718   397949SH            DEFINED      9         397949       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102       1949    32700SH            DEFINED      9,10       32700       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102        504     8463SH            DEFINED      9,11        8463       0       0
EXXON MOBIL CORPORATION          COMMON   30231G102       1355    22741SH            DEFINED      9,14       22741       0       0
FLIR SYSTEMS INC                 COMMON   302445101      19289   636600SH            DEFINED      1         636600       0       0
FLIR SYSTEMS INC                 COMMON   302445101       6224   205400SH            DEFINED      2         205400       0       0
FLIR SYSTEMS INC                 COMMON   302445101         12      400SH            DEFINED      7            400       0       0
FMC CORP                         COMMON   302491303      15185   284100SH            DEFINED      1         284100       0       0
FMC CORP                         COMMON   302491303       9637   180300SH            DEFINED      16        119500       0   59600
FMC CORP                         COMMON   302491303        144     2700SH            DEFINED      16,15       2700       0       0
FMC CORP                         COMMON   302491303        246     4600SH            DEFINED      16,9        4600       0       0
FMC CORP                         COMMON   302491303       5227    97800SH            DEFINED      2          97800       0       0
FMC CORP                         COMMON   302491303       3934    73600SH            DEFINED      5,16       73600       0       0
FMC TECHNOLOGIES COM             COMMON   30249U101      79458  2394750SH            DEFINED      1        2394750       0       0
FMC TECHNOLOGIES COM             COMMON   30249U101        119     3600SH            DEFINED      1,3         3600       0       0
FMC TECHNOLOGIES COM             COMMON   30249U101        918    27663SH            DEFINED      16         27663       0       0
FMC TECHNOLOGIES COM             COMMON   30249U101       2389    72000SH            DEFINED      16,15      72000       0       0
FMC TECHNOLOGIES COM             COMMON   30249U101       9287   279900SH            DEFINED      2         279900       0       0
FMC TECHNOLOGIES COM             COMMON   30249U101          3      100SH            DEFINED      25             0       0     100
FMC TECHNOLOGIES COM             COMMON   30249U101      27315   823235SH            DEFINED      4         823235       0       0
FMC TECHNOLOGIES COM             COMMON   30249U101        232     7000SH            DEFINED      5,2         7000       0       0
FNB CORP/NORTH CAROLINA          COMMON   302519103         30     1500SH            DEFINED      7           1500       0       0
FPIC INSURANCE GROUP INC         COMMON   302563101       1100    34200SH            DEFINED      16         19200       0   15000
FPIC INSURANCE GROUP INC         COMMON   302563101         23      700SH            DEFINED      16,15        700       0       0
FPIC INSURANCE GROUP INC         COMMON   302563101        360    11200SH            DEFINED      5,16       11200       0       0
FPIC INSURANCE GROUP INC         COMMON   302563101         55     1700SH            DEFINED      7           1700       0       0
FPL GROUP INC                    COMMON   302571104     151850  3782070SH            DEFINED      1        3781200       0     870
FPL GROUP INC                    COMMON   302571104      32056   798400SH            DEFINED      1,2       798400       0       0
FPL GROUP INC                    COMMON   302571104        145     3600SH            DEFINED      1,3         3600       0       0
FPL GROUP INC                    COMMON   302571104       1309    32600SH            DEFINED      10,16      32600       0       0



                                                                                          
FPL GROUP INC                    COMMON   302571104      25068   624347SH            DEFINED      16        573947       0   50400
FPL GROUP INC                    COMMON   302571104       4633   115400SH            DEFINED      16,9      115400       0       0
FPL GROUP INC                    COMMON   302571104      24781   617200SH            DEFINED      2         617200       0       0
FPL GROUP INC                    COMMON   302571104        731    18200SH            DEFINED      24         18200       0       0
FPL GROUP INC                    COMMON   302571104       1573    39168SH            DEFINED      25          4000       0   35168
FPL GROUP INC                    COMMON   302571104      37868   943153SH            DEFINED      4         943153       0       0
FPL GROUP INC                    COMMON   302571104        281     7000SH            DEFINED      5,2         7000       0       0
FPL GROUP INC                    COMMON   302571104        610    15200SH            DEFINED      7          15200       0       0
FPL GROUP INC                    COMMON   302571104       1625    40462SH            DEFINED      9          40462       0       0
FPL GROUP INC                    COMMON   302571104         87     2158SH            DEFINED      9,11        2158       0       0
FTI CONSULTING INC               COMMON   302941109      32849  1591500SH            DEFINED      3        1591500       0       0
FTI CONSULTING INC               COMMON   302941109         27     1300SH            DEFINED      7              0       0    1300
FACTSET RESEARCH SYSTEMS INC     COMMON   303075105       2530    76650SH            DEFINED      1          76650       0       0
FACTSET RESEARCH SYSTEMS INC     COMMON   303075105       9565   289750SH            DEFINED      1,3       289750       0       0
FACTSET RESEARCH SYSTEMS INC     COMMON   303075105       1515    45900SH            DEFINED      10,2       45900       0       0
FACTSET RESEARCH SYSTEMS INC     COMMON   303075105        634    19200SH            DEFINED      2          19200       0       0
FAIR ISAAC CORP                  COMMON   303250104      39647  1151200SH            DEFINED      1        1151200       0       0
FAIR ISAAC CORP                  COMMON   303250104        107     3100SH            DEFINED      1,3         3100       0       0
FAIR ISAAC CORP                  COMMON   303250104       3868   112300SH            DEFINED      2         112300       0       0
FAIR ISAAC CORP                  COMMON   303250104       3271    94977SH            DEFINED      4          94977       0       0
FAIR ISAAC CORP                  COMMON   303250104        241     7000SH            DEFINED      5,2         7000       0       0
FAIRCHILD SEMICON INTL CL A      COMMON   303726103       2014   131374SH            DEFINED      16         80154       0   51220
FAIRCHILD SEMICON INTL CL A      COMMON   303726103         78     5075SH            DEFINED      7           5075       0       0
FAIRFAX FINANCIAL HLDGS LTD      COMMON   303901102         51      339SH            DEFINED      9            339       0       0
FAIRMONT HOTELS & RESORTS        COMMON   305204109      29642   894452SH            DEFINED      16        726765       0  155887
FAIRMONT HOTELS & RESORTS        COMMON   305204109       6619   200000SH            DEFINED      3         200000       0       0
FAIRMONT HOTELS & RESORTS        COMMON   305204109       1770    53400SH            DEFINED      5,16       53400       0       0
FAMILY DOLLAR STORES             COMMON   307000109      33806  1113500SH            DEFINED      1        1113500       0       0
FAMILY DOLLAR STORES             COMMON   307000109         91     3000SH            DEFINED      1,3         3000       0       0
FAMILY DOLLAR STORES             COMMON   307000109       1359    44778SH            DEFINED      16         44778       0       0
FAMILY DOLLAR STORES             COMMON   307000109       3458   113900SH            DEFINED      2         113900       0       0
FAMILY DOLLAR STORES             COMMON   307000109       8170   269100SH            DEFINED      3         269100       0       0
FAMILY DOLLAR STORES             COMMON   307000109      25498   839849SH            DEFINED      4         839849       0       0
FAMILY DOLLAR STORES             COMMON   307000109        196     6460SH            DEFINED      5,2         6460       0       0
FAMILY DOLLAR STORES             COMMON   307000109        302     9950SH            DEFINED      7           9950       0       0
FAMILY DOLLAR STORES             COMMON   307000109        170     5609SH            DEFINED      9           5609       0       0
FASTENAL CO                      COMMON   311900104         72     1300SH            DEFINED      7           1300       0       0
INTEL INC (CVT FDXEXC) 144A 0.   CONVERT  31304GAA0      25570 25000000SH            DEFINED      16       3700000       021300000
FEDERAL AGRIC MTG CORP CL C      COMMON   313148306       1931   110400SH            DEFINED      1         110400       0       0
FEDERAL AGRIC MTG CORP CL C      COMMON   313148306        157     9000SH            DEFINED      16          9000       0       0
FREDDIE MAC                      COMMON   313400301      77066  1219400SH            DEFINED      1         966400       0  253000
FREDDIE MAC                      COMMON   313400301       9455   149600SH            DEFINED      10,16     149600       0       0
FREDDIE MAC                      COMMON   313400301        291     4600SH            DEFINED      10,8        4600       0       0
FREDDIE MAC                      COMMON   313400301       1594    25225SH            DEFINED      13         25225       0       0
FREDDIE MAC                      COMMON   313400301        542     8575SH            DEFINED      13,15       8575       0       0
FREDDIE MAC                      COMMON   313400301      62517   989199SH            DEFINED      16        946614       0   40870
FREDDIE MAC                      COMMON   313400301        449     7100SH            DEFINED      16,15       7100       0       0
FREDDIE MAC                      COMMON   313400301       2553    40400SH            DEFINED      16,9       40400       0       0
FREDDIE MAC                      COMMON   313400301        506     8001SH            DEFINED      24          8001       0       0
FREDDIE MAC                      COMMON   313400301      18289   289388SH            DEFINED      25         93975       0  195413
FREDDIE MAC                      COMMON   313400301       1458    23065SH            DEFINED      5,16       10400       0   12665
FREDDIE MAC                      COMMON   313400301       1229    19450SH            DEFINED      7          19450       0       0
FREDDIE MAC                      COMMON   313400301       2327    36818SH            DEFINED      9          36818       0       0
FREDDIE MAC                      COMMON   313400301         44      704SH            DEFINED      9,11         704       0       0
FANNIE MAE                       COMMON   313586109     396627  7284250SH            DEFINED      1        7283550       0     700
FANNIE MAE                       COMMON   313586109      58142  1067800SH            DEFINED      10       1067800       0       0
FANNIE MAE                       COMMON   313586109       7152   131342SH            DEFINED      10,16     131342       0       0
FANNIE MAE                       COMMON   313586109        348     6400SH            DEFINED      10,8        6400       0       0
FANNIE MAE                       COMMON   313586109        632    11600SH            DEFINED      12,9       11600       0       0
FANNIE MAE                       COMMON   313586109     184713  3392342SH            DEFINED      16       2506244       0  880634
FANNIE MAE                       COMMON   313586109        539     9900SH            DEFINED      16,15       9900       0       0
FANNIE MAE                       COMMON   313586109       1225    22500SH            DEFINED      16,23      22500       0       0
FANNIE MAE                       COMMON   313586109       3082    56600SH            DEFINED      16,9       56600       0       0
FANNIE MAE                       COMMON   313586109       4209    77300SH            DEFINED      2          77300       0       0
FANNIE MAE                       COMMON   313586109        305     5600SH            DEFINED      2,15        5600       0       0
FANNIE MAE                       COMMON   313586109       2345    43064SH            DEFINED      24         43064       0       0
FANNIE MAE                       COMMON   313586109      44230   812306SH            DEFINED      25        133220       0  679086
FANNIE MAE                       COMMON   313586109      23214   426330SH            DEFINED      4         426330       0       0
FANNIE MAE                       COMMON   313586109       2812    51637SH            DEFINED      5,16       44022       0    7615
FANNIE MAE                       COMMON   313586109       5385    98903SH            DEFINED      7          98903       0       0
FANNIE MAE                       COMMON   313586109       5814   106778SH            DEFINED      9         106778       0       0
FANNIE MAE                       COMMON   313586109        589    10815SH            DEFINED      9,10       10815       0       0
FANNIE MAE                       COMMON   313586109        129     2366SH            DEFINED      9,11        2366       0       0
FANNIE MAE                       COMMON   313586109        441     8100SH            DEFINED      9,14        8100       0       0
FEDERAL REALTY INVS TRUST        COMMON   313747206      43406   897743SH            DEFINED      16        689103       0  194440
FEDERAL REALTY INVS TRUST        COMMON   313747206         59     1214SH            DEFINED      25             0       0    1214
FEDERAL REALTY INVS TRUST        COMMON   313747206       3104    64200SH            DEFINED      5,16       64200       0       0
FEDERAL SIGNAL CORP              COMMON   313855108         12      800SH            DEFINED      16           800       0       0
FEDERATED DEPARTMENT STORES      COMMON   31410H101        165     2600SH            DEFINED      1           2600       0       0
FEDERATED DEPARTMENT STORES      COMMON   31410H101        630     9900SH            DEFINED      10,16       9900       0       0
FEDERATED DEPARTMENT STORES      COMMON   31410H101        815    12800SH            DEFINED      12,9       12800       0       0
FEDERATED DEPARTMENT STORES      COMMON   31410H101       3965    62304SH            DEFINED      16         57904       0    4400
FEDERATED DEPARTMENT STORES      COMMON   31410H101        636    10000SH            DEFINED      16,9       10000       0       0
FEDERATED DEPARTMENT STORES      COMMON   31410H101       1813    28488SH            DEFINED      24         28488       0       0
FEDERATED DEPARTMENT STORES      COMMON   31410H101        255     4000SH            DEFINED      7           4000       0       0
FEDERATED DEPARTMENT STORES      COMMON   31410H101        388     6100SH            DEFINED      8           6100       0       0
FEDERATED DEPARTMENT STORES      COMMON   31410H101       3477    54636SH            DEFINED      9          54636       0       0
FEDERATED DEPARTMENT STORES      COMMON   31410H101         95     1500SH            DEFINED      9,10        1500       0       0
FEDERATED DEPARTMENT STORES      COMMON   31410H101         48      762SH            DEFINED      9,11         762       0       0
FEDERATED DEPARTMENT STORES      COMMON   31410H101        566     8900SH            DEFINED      9,14        8900       0       0
FEDERATED INVESTORS INC CL B     COMMON   314211103      24000   847750SH            DEFINED      1         847750       0       0
FEDERATED INVESTORS INC CL B     COMMON   314211103       1533    54159SH            DEFINED      16         54159       0       0
FEDERATED PREMIER MUNI INC CF    COMMON   31423P108        112     7734SH            DEFINED      25             0       0    7734



                                                                                          
FEDEX CORPORATION                COMMON   31428X106      56932   605980SH            DEFINED      1         605980       0       0
FEDEX CORPORATION                COMMON   31428X106      72811   775000SH            DEFINED      1,2       775000       0       0
FEDEX CORPORATION                COMMON   31428X106         75      800SH            DEFINED      10,16        800       0       0
FEDEX CORPORATION                COMMON   31428X106       5643    60068SH            DEFINED      16         55868       0    4200
FEDEX CORPORATION                COMMON   31428X106        770     8200SH            DEFINED      16,9        8200       0       0
FEDEX CORPORATION                COMMON   31428X106      27972   297730SH            DEFINED      2         297730       0       0
FEDEX CORPORATION                COMMON   31428X106        179     1900SH            DEFINED      24          1900       0       0
FEDEX CORPORATION                COMMON   31428X106        620     6604SH            DEFINED      25          1400       0    5204
FEDEX CORPORATION                COMMON   31428X106      28617   304600SH            DEFINED      3         304600       0       0
FEDEX CORPORATION                COMMON   31428X106        679     7231SH            DEFINED      7           7231       0       0
FEDEX CORPORATION                COMMON   31428X106        915     9735SH            DEFINED      9           9735       0       0
FELCOR LODGING TRUST INC         COMMON   31430F101        533    42900SH            DEFINED      16         42900       0       0
FELCOR LODGING TRUST INC         COMMON   31430F101        200    16075SH            DEFINED      7          16075       0       0
FERRELLGAS PARTNERS-LP           COMMON   315293100          8      400SH            DEFINED      25             0       0     400
F5 NETWORKS INC                  COMMON   315616102      16970   336100SH            DEFINED      1         336100       0       0
F5 NETWORKS INC                  COMMON   315616102       1742    34500SH            DEFINED      16         24700       0    9800
F5 NETWORKS INC                  COMMON   315616102         25      500SH            DEFINED      16,15        500       0       0
F5 NETWORKS INC                  COMMON   315616102       1752    34700SH            DEFINED      16,23      34700       0       0
F5 NETWORKS INC                  COMMON   315616102         40      800SH            DEFINED      25           800       0       0
F5 NETWORKS INC                  COMMON   315616102        131     2600SH            DEFINED      5,16        2600       0       0
FIDELITY NATIONAL FINL INC       COMMON   316326107        124     3762SH            DEFINED      24          3762       0       0
FIDELITY NATIONAL FINL INC       COMMON   316326107         12      374SH            DEFINED      25             0       0     374
FIDELITY NATIONAL FINL INC       COMMON   316326107        169     5119SH            DEFINED      9           5119       0       0
FIELDSTONE INVESTMENT CORP       COMMON   31659U300        241    16567SH            DEFINED      1          16567       0       0
FIFTH THIRD BANCORP              COMMON   316773100      81227  1889875SH            DEFINED      1        1889875       0       0
FIFTH THIRD BANCORP              COMMON   316773100      27138   631400SH            DEFINED      1,2       631400       0       0
FIFTH THIRD BANCORP              COMMON   316773100       5632   131045SH            DEFINED      16        130520       0     525
FIFTH THIRD BANCORP              COMMON   316773100        357     8300SH            DEFINED      2           8300       0       0
FIFTH THIRD BANCORP              COMMON   316773100       1972    45882SH            DEFINED      25           488       0   45394
FIFTH THIRD BANCORP              COMMON   316773100          1       30SH            DEFINED      4             30       0       0
FIFTH THIRD BANCORP              COMMON   316773100        487    11322SH            DEFINED      7          11322       0       0
FIFTH THIRD BANCORP              COMMON   316773100        640    14887SH            DEFINED      9          14887       0       0
FINLAY ENTERPRISES INC           COMMON   317884203         16     1200SH            DEFINED      16           500       0     700
THE FINISH LINE CL A             COMMON   317923100       3706   160100SH            DEFINED      1         160100       0       0
FIRST ACCEPTANCE CORP            COMMON   318457108         23     2200SH            DEFINED      16          2200       0       0
FIRST ACCEPTANCE CORP            COMMON   318457108         60     5700SH            DEFINED      5,16        5700       0       0
FIRST AMERICAN CORPORATION       COMMON   318522307         95     2885SH            DEFINED      1              0       0    2885
FIRST AMERICAN CORPORATION       COMMON   318522307        471    14300SH            DEFINED      16         13800       0     500
FIRST AMERICAN CORPORATION       COMMON   318522307        217     6600SH            DEFINED      16,9        6600       0       0
FIRST AMERICAN CORPORATION       COMMON   318522307         81     2450SH            DEFINED      25             0       0    2450
FIRST BANCORP/PUERTO RICO        COMMON   318672102       3680    87100SH            DEFINED      16         48800       0   38300
FIRST BANCORP/PUERTO RICO        COMMON   318672102         76     1800SH            DEFINED      16,15       1800       0       0
FIRST BANCORP/PUERTO RICO        COMMON   318672102        942    22300SH            DEFINED      5,16       22300       0       0
FIRST BANCORP/NC                 COMMON   318910106          7      300SH            DEFINED      16           300       0       0
FIRST CHARTER CORP               COMMON   319439105        879    38900SH            DEFINED      16         22300       0   16600
FIRST CHARTER CORP               COMMON   319439105         18      800SH            DEFINED      16,15        800       0       0
FIRST CHARTER CORP               COMMON   319439105        289    12800SH            DEFINED      5,16       12800       0       0
FIRST CITIZENS BCSHS  -CL A      COMMON   31946M103       1391     9500SH            DEFINED      16          5400       0    4100
FIRST CITIZENS BCSHS  -CL A      COMMON   31946M103         29      200SH            DEFINED      16,15        200       0       0
FIRST CITIZENS BCSHS  -CL A      COMMON   31946M103        571     3900SH            DEFINED      5,16        3900       0       0
FIRST CITIZENS BCSHS  -CL A      COMMON   31946M103         88      600SH            DEFINED      7            600       0       0
FIRST COLUMBIA FINL CORP         COMMON   319769105          0       10SH            DEFINED      25             0       0      10
FIRST COMMUNITY BANCSHARES       COMMON   31983A103         17      600SH            DEFINED      16           600       0       0
FIRST COMMUNITY BANCSHARES       COMMON   31983A103         45     1600SH            DEFINED      5,16        1600       0       0
FIRST CONSULTING GROUP INC       COMMON   31986R103         13     2550SH            DEFINED      7           2550       0       0
FIRST DATA CORP                  COMMON   319963104     430800 10959050SH            DEFINED      1       10959050       0       0
FIRST DATA CORP                  COMMON   319963104      26927   685000SH            DEFINED      1,2       685000       0       0
FIRST DATA CORP                  COMMON   319963104       1686    42880SH            DEFINED      10,16      42880       0       0
FIRST DATA CORP                  COMMON   319963104     120607  3068103SH            DEFINED      16       2000233       0 1062790
FIRST DATA CORP                  COMMON   319963104       1020    25950SH            DEFINED      16,23      25950       0       0
FIRST DATA CORP                  COMMON   319963104       5083   129300SH            DEFINED      2         129300       0       0
FIRST DATA CORP                  COMMON   319963104        342     8700SH            DEFINED      2,15        8700       0       0
FIRST DATA CORP                  COMMON   319963104        983    25000SH            DEFINED      21         25000       0       0
FIRST DATA CORP                  COMMON   319963104       1941    49386SH            DEFINED      25          9882       0   39504
FIRST DATA CORP                  COMMON   319963104      26638   677631SH            DEFINED      4         677631       0       0
FIRST DATA CORP                  COMMON   319963104       1315    33440SH            DEFINED      5,16       33440       0       0
FIRST DATA CORP                  COMMON   319963104       1456    37040SH            DEFINED      6          37040       0       0
FIRST DATA CORP                  COMMON   319963104      22100   562204SH            DEFINED      7         557039     580    4585
FIRST DATA CORP                  COMMON   319963104        157     4000SH            DEFINED      8           4000       0       0
FIRST DATA CORP                  COMMON   319963104       1395    35475SH            DEFINED      9          35475       0       0
FIRST FINANCIAL BANCORP          COMMON   320209109       1026    56200SH            DEFINED      16         32700       0   23500
FIRST FINANCIAL BANCORP          COMMON   320209109         22     1200SH            DEFINED      16,15       1200       0       0
FIRST FINANCIAL BANCORP          COMMON   320209109        318    17400SH            DEFINED      5,16       17400       0       0
FIRST FINL BANKSHARES INC        COMMON   32020R109        478    10700SH            DEFINED      16          6800       0    3900
FIRST FINL BANKSHARES INC        COMMON   32020R109          9      200SH            DEFINED      16,15        200       0       0
FIRST FINL BANKSHARES INC        COMMON   32020R109        330     7400SH            DEFINED      5,16        7400       0       0
FIRST FINANCIAL CORP/INDIANA     COMMON   320218100         15      500SH            DEFINED      16           500       0       0
FIRST FINANCIAL CORP/INDIANA     COMMON   320218100         35     1200SH            DEFINED      5,16        1200       0       0
FIRST FINANCIAL HOLDINGS INC     COMMON   320239106        189     6800SH            DEFINED      1           6800       0       0
FIRST HORIZON NATIONAL CORP      COMMON   320517105       2265    55518SH            DEFINED      16         48718       0    6800
FIRST HORIZON NATIONAL CORP      COMMON   320517105        714    17500SH            DEFINED      16,9       17500       0       0
FIRST HORIZON NATIONAL CORP      COMMON   320517105         86     2100SH            DEFINED      24          2100       0       0
FIRST HORIZON NATIONAL CORP      COMMON   320517105        538    13200SH            DEFINED      7          13200       0       0
FIRST HORIZON NATIONAL CORP      COMMON   320517105        372     9124SH            DEFINED      9           9124       0       0
FIRST HORIZON PHARMACEUTICAL     COMMON   32051K106       9517   563800SH            DEFINED      1         563800       0       0
FIRST HORIZON PHARMACEUTICAL     COMMON   32051K106       3498   207200SH            DEFINED      16        111100       0   96100
FIRST HORIZON PHARMACEUTICAL     COMMON   32051K106         79     4700SH            DEFINED      16,15       4700       0       0
FIRST HORIZON PHARMACEUTICAL     COMMON   32051K106       3736   221300SH            DEFINED      2         221300       0       0
FIRST HORIZON PHARMACEUTICAL     COMMON   32051K106        648    38400SH            DEFINED      5,16       38400       0       0
FIRST INDUSTRIAL REALTY TR       COMMON   32054K103      19554   516900SH            DEFINED      16        482300       0   34600
FIRST INDUSTRIAL REALTY TR       COMMON   32054K103        340     9000SH            DEFINED      25             0       0    9000
FIRST INDIANA CORP               COMMON   32054R108        842    34800SH            DEFINED      16         19300       0   15500
FIRST INDIANA CORP               COMMON   32054R108         17      700SH            DEFINED      16,15        700       0       0



                                                                                          
FIRST INDIANA CORP               COMMON   32054R108        230     9500SH            DEFINED      5,16        9500       0       0
FIRST LITCHFIELD FN CORP         COMMON   320724107        102     3402SH            DEFINED      7           3402       0       0
FIRST MARBLEHEAD CORP            COMMON   320771108       1726    30000SH            DEFINED      1          30000       0       0
FIRST MARBLEHEAD CORP            COMMON   320771108       2014    35000SH            DEFINED      2          35000       0       0
FIRST MARBLEHEAD CORP            COMMON   320771108          9      160SH            DEFINED      7            160       0       0
FIRST MIDWEST BANCORP INC/IL     COMMON   320867104       1705    52500SH            DEFINED      16         29700       0   22800
FIRST MIDWEST BANCORP INC/IL     COMMON   320867104         36     1100SH            DEFINED      16,15       1100       0       0
FIRST MIDWEST BANCORP INC/IL     COMMON   320867104         89     2732SH            DEFINED      25             0       0    2732
FIRST MIDWEST BANCORP INC/IL     COMMON   320867104        464    14300SH            DEFINED      5,16       14300       0       0
FIRST NIAGARA FINANCIAL          COMMON   33582V108          4      325SH            DEFINED      7            325       0       0
FIRST OAK BROOK BANCSHARES       COMMON   335847208         49     1686SH            DEFINED      7           1686       0       0
FIRST POTOMAC REALTY TRUST       COMMON   33610F109       1636    71600SH            DEFINED      16         71600       0       0
FIRST PLACE FINANCIAL /OHIO      COMMON   33610T109        452    24700SH            DEFINED      16         14000       0   10700
FIRST PLACE FINANCIAL /OHIO      COMMON   33610T109          9      500SH            DEFINED      16,15        500       0       0
FIRST PLACE FINANCIAL /OHIO      COMMON   33610T109        146     8000SH            DEFINED      5,16        8000       0       0
FIRST REPUBLIC BANK              COMMON   336158100       1182    36500SH            DEFINED      16         20000       0   16500
FIRST REPUBLIC BANK              COMMON   336158100         24      750SH            DEFINED      16,15        750       0       0
FIRST REPUBLIC BANK              COMMON   336158100        330    10200SH            DEFINED      5,16       10200       0       0
1ST SOURCE CORP                  COMMON   336901103         32     1500SH            DEFINED      16          1500       0       0
1ST SOURCE CORP                  COMMON   336901103         83     3900SH            DEFINED      5,16        3900       0       0
FIRST UNITED CORP                COMMON   33741H107        201     9999SH            DEFINED      16          9999       0       0
FIRSTSERVICE CORP                COMMON   33761N109       3593   181600SH            DEFINED      1         181600       0       0
FIRSTSERVICE CORP                COMMON   33761N109      48274  2439600SH            DEFINED      3        2439600       0       0
FISERV INC                       COMMON   337738108      37842   950797SH            DEFINED      1         950797       0       0
FISERV INC                       COMMON   337738108      64289  1615300SH            DEFINED      1,2      1615300       0       0
FISERV INC                       COMMON   337738108        744    18690SH            DEFINED      16         18690       0       0
FISERV INC                       COMMON   337738108      14958   375832SH            DEFINED      2         375832       0       0
FISERV INC                       COMMON   337738108        245     6150SH            DEFINED      25           180       0    5970
FISERV INC                       COMMON   337738108      16812   422400SH            DEFINED      3         422400       0       0
FISERV INC                       COMMON   337738108      22896   575283SH            DEFINED      7         575283       0       0
FISERV INC                       COMMON   337738108        288     7228SH            DEFINED      9           7228       0       0
FIRSTFED FINANCIAL CORP          COMMON   337907109       6295   123400SH            DEFINED      16         75700       0   47700
FIRSTFED FINANCIAL CORP          COMMON   337907109        117     2300SH            DEFINED      16,15       2300       0       0
FIRSTFED FINANCIAL CORP          COMMON   337907109         51     1000SH            DEFINED      25             0       0    1000
FIRSTFED FINANCIAL CORP          COMMON   337907109       1841    36100SH            DEFINED      5,16       36100       0       0
FIRSTMERIT CORPORATION           COMMON   337915102        131     4881SH            DEFINED      25             0       0    4881
FIRSTMERIT CORPORATION           COMMON   337915102         11      400SH            DEFINED      7            400       0       0
FLAGSTAR BANCORP INC             COMMON   337930101         10      500SH            DEFINED      25             0       0     500
FIRSTENERGY CORP                 COMMON   337932107      13872   330685SH            DEFINED      1         330000       0     685
FIRSTENERGY CORP                 COMMON   337932107       1473    35104SH            DEFINED      16         34604       0     500
FIRSTENERGY CORP                 COMMON   337932107        119     2848SH            DEFINED      25          2185       0     663
FIRSTENERGY CORP                 COMMON   337932107         56     1326SH            DEFINED      7           1326       0       0
FIRSTENERGY CORP                 COMMON   337932107        411     9798SH            DEFINED      9           9798       0       0
FISHER SCIENTIFIC INTL           COMMON   338032204      71167  1250300SH            DEFINED      1        1250300       0       0
FISHER SCIENTIFIC INTL           COMMON   338032204      37869   665300SH            DEFINED      1,2       665300       0       0
FISHER SCIENTIFIC INTL           COMMON   338032204       1600    28102SH            DEFINED      16         28102       0       0
FISHER SCIENTIFIC INTL           COMMON   338032204       2487    43700SH            DEFINED      16,23      43700       0       0
FISHER SCIENTIFIC INTL           COMMON   338032204      13038   229050SH            DEFINED      2         229050       0       0
FISHER SCIENTIFIC INTL           COMMON   338032204         60     1050SH            DEFINED      21          1050       0       0
FISHER SCIENTIFIC INTL           COMMON   338032204          5       89SH            DEFINED      25            89       0       0
FISHER SCIENTIFIC INTL           COMMON   338032204       9327   163864SH            DEFINED      3         163864       0       0
FISHER SCIENTIFIC INTL           COMMON   338032204         32      560SH            DEFINED      6            560       0       0
FISHER SCIENTIFIC INTL           COMMON   338032204        643    11300SH            DEFINED      7          11300       0       0
FISHER SCIENTIFIC INTL           COMMON   338032204        214     3752SH            DEFINED      9           3752       0       0
FIVE STAR QUALITY CARE INC       COMMON   33832D106          0       17SH            DEFINED      25             0       0      17
FLANDERS CORPORATION             COMMON   338494107          6      500SH            DEFINED      16           200       0     300
FLEETWOOD ENTERPRISES            COMMON   339099103          1      100SH            DEFINED      25             0       0     100
FLORIDA EAST COAST INDS-A        COMMON   340632108        229     5400SH            DEFINED      7           5400       0       0
FLUOR CORP                       COMMON   343412102       1685    30400SH            DEFINED      1          30400       0       0
FLUOR CORP                       COMMON   343412102        459     8282SH            DEFINED      16          8282       0       0
FLUOR CORP                       COMMON   343412102        161     2906SH            DEFINED      9           2906       0       0
FLOWERS FOODS INC                COMMON   343498101       5222   185100SH            DEFINED      1         185100       0       0
FLOWSERVE CORPORATION            COMMON   34354P105          5      208SH            DEFINED      4            208       0       0
FLOWSERVE CORPORATION            COMMON   34354P105         63     2425SH            DEFINED      7           2425       0       0
FLUSHING FINANCIAL CORP          COMMON   343873105        885    48600SH            DEFINED      16         27000       0   21600
FLUSHING FINANCIAL CORP          COMMON   343873105         18     1000SH            DEFINED      16,15       1000       0       0
FLUSHING FINANCIAL CORP          COMMON   343873105        248    13600SH            DEFINED      5,16       13600       0       0
FOMENTO ECONOMICO MEX ADR        COMMON   344419106       1719    32100SH            DEFINED      10         32100       0       0
FOMENTO ECONOMICO MEX ADR        COMMON   344419106        327     6100SH            DEFINED      10,16       6100       0       0
FOMENTO ECONOMICO MEX ADR        COMMON   344419106       1023    19100SH            DEFINED      10,23      19100       0       0
FOMENTO ECONOMICO MEX ADR        COMMON   344419106       7176   134000SH            DEFINED      13        131100       0       0
FOMENTO ECONOMICO MEX ADR        COMMON   344419106        496     9257SH            DEFINED      13,15       9257       0       0
FOMENTO ECONOMICO MEX ADR        COMMON   344419106       1885    35200SH            DEFINED      16         35200       0       0
FOMENTO ECONOMICO MEX ADR        COMMON   344419106       2404    44900SH            DEFINED      5,13       44900       0       0
FOOT LOCKER INC                  COMMON   344849104         15      500SH            DEFINED      25             0       0     500
FOOT LOCKER INC                  COMMON   344849104        321    10940SH            DEFINED      7           8990       0    1950
FOOT LOCKER INC                  COMMON   344849104         39     1341SH            DEFINED      9           1341       0       0
FORD MOTOR COMPANY               COMMON   345370860         94     8334SH            DEFINED      1              0       0    8334
FORD MOTOR COMPANY               COMMON   345370860      10408   918600SH            DEFINED      10,16     918600       0       0
FORD MOTOR COMPANY               COMMON   345370860       1049    92600SH            DEFINED      10,8       92600       0       0
FORD MOTOR COMPANY               COMMON   345370860      84934  7496415SH            DEFINED      16       6805015       0  615400
FORD MOTOR COMPANY               COMMON   345370860       1626   143500SH            DEFINED      16,15     143500       0       0
FORD MOTOR COMPANY               COMMON   345370860       3487   307800SH            DEFINED      16,9      307800       0       0
FORD MOTOR COMPANY               COMMON   345370860        797    70377SH            DEFINED      24         70377       0       0
FORD MOTOR COMPANY               COMMON   345370860        421    37125SH            DEFINED      25             0       0   37125
FORD MOTOR COMPANY               COMMON   345370860       2525   222900SH            DEFINED      5,16      222900       0       0
FORD MOTOR COMPANY               COMMON   345370860         92     8100SH            DEFINED      7           8100       0       0
FORD MOTOR COMPANY               COMMON   345370860        130    11500SH            DEFINED      8          11500       0       0
FORD MOTOR COMPANY               COMMON   345370860       1171   103364SH            DEFINED      9         103364       0       0
FORD MOTOR COMPANY               COMMON   345370860         37     3226SH            DEFINED      9,11        3226       0       0
FORDING CANADA COAL TRUST        COMMON   345425102      13315   145300SH            DEFINED      1         145300       0       0
FORDING CANADA COAL TRUST        COMMON   345425102      24413   266400SH            DEFINED      1,3       266400       0       0
FORDING CANADA COAL TRUST        COMMON   345425102        284     3100SH            DEFINED      2           3100       0       0



                                                                                          
FOREST LABORATORIES INC          COMMON   345838106     272547  7376100SH            DEFINED      1        7376100       0       0
FOREST LABORATORIES INC          COMMON   345838106      50622  1370000SH            DEFINED      1,2      1370000       0       0
FOREST LABORATORIES INC          COMMON   345838106        200     5400SH            DEFINED      1,3         5400       0       0
FOREST LABORATORIES INC          COMMON   345838106        739    20000SH            DEFINED      12,2       20000       0       0
FOREST LABORATORIES INC          COMMON   345838106      26298   711708SH            DEFINED      16        376508       0  335200
FOREST LABORATORIES INC          COMMON   345838106      13926   376900SH            DEFINED      16,23     376900       0       0
FOREST LABORATORIES INC          COMMON   345838106        262     7100SH            DEFINED      16,9        7100       0       0
FOREST LABORATORIES INC          COMMON   345838106      22503   609000SH            DEFINED      2         609000       0       0
FOREST LABORATORIES INC          COMMON   345838106       1123    30400SH            DEFINED      21         30400       0       0
FOREST LABORATORIES INC          COMMON   345838106         95     2564SH            DEFINED      24          2564       0       0
FOREST LABORATORIES INC          COMMON   345838106       1706    46180SH            DEFINED      25         38900       0    7280
FOREST LABORATORIES INC          COMMON   345838106       3717   100600SH            DEFINED      3         100600       0       0
FOREST LABORATORIES INC          COMMON   345838106      42254  1143541SH            DEFINED      4        1143541       0       0
FOREST LABORATORIES INC          COMMON   345838106        388    10500SH            DEFINED      5,2        10500       0       0
FOREST LABORATORIES INC          COMMON   345838106        245     6638SH            DEFINED      7           6638       0       0
FOREST OIL CORP                  COMMON   346091705       4832   119300SH            DEFINED      16        102700       0   10200
FOREST OIL CORP                  COMMON   346091705         41     1000SH            DEFINED      5,16        1000       0       0
FOREST OIL CORP                  COMMON   346091705         36      900SH            DEFINED      7              0       0     900
FORMFACTOR INC                   COMMON   346375108      11569   511000SH            DEFINED      1         511000       0       0
FORMFACTOR INC                   COMMON   346375108       4446   196400SH            DEFINED      2         196400       0       0
FORRESTER RESEARCH INC           COMMON   346563109       2112   150000SH            DEFINED      1         150000       0       0
FORTUNE BRANDS INC               COMMON   349631101      64533   800360SH            DEFINED      1         800360       0       0
FORTUNE BRANDS INC               COMMON   349631101      26205   325000SH            DEFINED      1,2       325000       0       0
FORTUNE BRANDS INC               COMMON   349631101       5059    62740SH            DEFINED      10,16      62740       0       0
FORTUNE BRANDS INC               COMMON   349631101        395     4900SH            DEFINED      10,8        4900       0       0
FORTUNE BRANDS INC               COMMON   349631101      19709   244434SH            DEFINED      16        211234       0   33200
FORTUNE BRANDS INC               COMMON   349631101        613     7600SH            DEFINED      16,15       7600       0       0
FORTUNE BRANDS INC               COMMON   349631101       1734    21500SH            DEFINED      16,9       21500       0       0
FORTUNE BRANDS INC               COMMON   349631101      19246   238700SH            DEFINED      2         238700       0       0
FORTUNE BRANDS INC               COMMON   349631101       1326    16450SH            DEFINED      24         16450       0       0
FORTUNE BRANDS INC               COMMON   349631101        453     5613SH            DEFINED      25          3900       0    1713
FORTUNE BRANDS INC               COMMON   349631101         76      937SH            DEFINED      4            937       0       0
FORTUNE BRANDS INC               COMMON   349631101        895    11100SH            DEFINED      5,16       11100       0       0
FORTUNE BRANDS INC               COMMON   349631101       4479    55545SH            DEFINED      7          55545       0       0
FORTUNE BRANDS INC               COMMON   349631101        347     4300SH            DEFINED      8           4300       0       0
FORTUNE BRANDS INC               COMMON   349631101        495     6134SH            DEFINED      9           6134       0       0
FORWARD AIR CORP                 COMMON   349853101      13396   314600SH            DEFINED      1         314600       0       0
FORWARD AIR CORP                 COMMON   349853101        392     9200SH            DEFINED      16          9200       0       0
FORWARD AIR CORP                 COMMON   349853101       4944   116100SH            DEFINED      2         116100       0       0
FORWARD AIR CORP                 COMMON   349853101        170     4000SH            DEFINED      7           4000       0       0
FOSSIL INC                       COMMON   349882100      25079   967350SH            DEFINED      1         967350       0       0
FOSSIL INC                       COMMON   349882100       5937   229000SH            DEFINED      2         229000       0       0
FOUNDRY NETWORKS INC             COMMON   35063R100       4415   446000SH            DEFINED      1         446000       0       0
FOUR SEASONS CVT(FSHCN) 1.875    CONVERT  35100EAE4      11400 10000000SH            DEFINED      16       1450000       0 8550000
FRANKLIN BANK CORP-HOUSTON T     COMMON   352451108       2631   152500SH            DEFINED      1         152500       0       0
FRANKLIN RESOURCES INC           COMMON   354613101      44727   651520SH            DEFINED      1         651400       0     120
FRANKLIN RESOURCES INC           COMMON   354613101      20595   300000SH            DEFINED      1,2       300000       0       0
FRANKLIN RESOURCES INC           COMMON   354613101      10058   146512SH            DEFINED      16        143974       0    1943
FRANKLIN RESOURCES INC           COMMON   354613101      17087   248900SH            DEFINED      2         248900       0       0
FRANKLIN RESOURCES INC           COMMON   354613101         60      867SH            DEFINED      25             0       0     867
FRANKLIN RESOURCES INC           COMMON   354613101         14      200SH            DEFINED      4            200       0       0
FRANKLIN RESOURCES INC           COMMON   354613101        315     4590SH            DEFINED      5,16           0       0    4590
FRANKLIN RESOURCES INC           COMMON   354613101        125     1823SH            DEFINED      7           1823       0       0
FRANKLIN RESOURCES INC           COMMON   354613101        370     5392SH            DEFINED      9           5392       0       0
FREEPORT-MCMORAN COPPER CL B     COMMON   35671D857       7922   200000SH            DEFINED      1         200000       0       0
FREEPORT-MCMORAN COPPER CL B     COMMON   35671D857        693    17500SH            DEFINED      16         17330       0     170
FREEPORT-MCMORAN COPPER CL B     COMMON   35671D857       1901    48000SH            DEFINED      2          48000       0       0
FREEPORT-MCMORAN COPPER CL B     COMMON   35671D857        182     4605SH            DEFINED      25             0       0    4605
FREEPORT-MCMORAN COPPER CL B     COMMON   35671D857       1668    42100SH            DEFINED      7          42100       0       0
FREEPORT-MCMORAN COPPER CL B     COMMON   35671D857        267     6742SH            DEFINED      9           6742       0       0
FREESCALE SEMICONDUCTOR-A        COMMON   35687M107       9395   554300SH            DEFINED      1         554300       0       0
FREESCALE SEMICONDUCTOR-A        COMMON   35687M107      26673  1573600SH            DEFINED      1,2      1573600       0       0
FREESCALE SEMICONDUCTOR-A        COMMON   35687M107        246    14500SH            DEFINED      16         14500       0       0
FREESCALE SEMICONDUCTOR-A        COMMON   35687M107       4495   265200SH            DEFINED      2         265200       0       0
FREESCALE SEMICONDUCTOR-A        COMMON   35687M107          0       16SH            DEFINED      25             0       0      16
FREESCALE SEMICONDUCTOR-B        COMMON   35687M206       4861   281820SH            DEFINED      1         281820       0       0
FREESCALE SEMICONDUCTOR-B        COMMON   35687M206        343    19900SH            DEFINED      10,16      19900       0       0
FREESCALE SEMICONDUCTOR-B        COMMON   35687M206      18419  1067781SH            DEFINED      16        930283       0   97498
FREESCALE SEMICONDUCTOR-B        COMMON   35687M206        863    50000SH            DEFINED      16,9       50000       0       0
FREESCALE SEMICONDUCTOR-B        COMMON   35687M206        316    18327SH            DEFINED      21         18327       0       0
FREESCALE SEMICONDUCTOR-B        COMMON   35687M206         55     3212SH            DEFINED      25             0       0    3212
FREESCALE SEMICONDUCTOR-B        COMMON   35687M206          0       26SH            DEFINED      4             26       0       0
FREESCALE SEMICONDUCTOR-B        COMMON   35687M206        109     6300SH            DEFINED      5,16        6300       0       0
FREESCALE SEMICONDUCTOR-B        COMMON   35687M206         20     1182SH            DEFINED      7           1182       0       0
FREESCALE SEMICONDUCTOR-B        COMMON   35687M206         35     2040SH            DEFINED      8           2040       0       0
FREESCALE SEMICONDUCTOR-B        COMMON   35687M206        331    19176SH            DEFINED      9          19176       0       0
FREESCALE SEMICONDUCTOR-B        COMMON   35687M206        139     8082SH            DEFINED      9,10        8082       0       0
FREESCALE SEMICONDUCTOR-B        COMMON   35687M206         17      959SH            DEFINED      9,11         959       0       0
FREMONT GENERAL CORP             COMMON   357288109       1843    83800SH            DEFINED      1,3        83800       0       0
FREMONT GENERAL CORP             COMMON   357288109       4229   192300SH            DEFINED      16        111100       0   81200
FREMONT GENERAL CORP             COMMON   357288109         86     3900SH            DEFINED      16,15       3900       0       0
FREMONT GENERAL CORP             COMMON   357288109        405    18400SH            DEFINED      2          18400       0       0
FREMONT GENERAL CORP             COMMON   357288109        855    38900SH            DEFINED      5,16       38900       0       0
FRESENIUS MEDICAL CARE ADR       COMMON   358029106        257     9458SH            DEFINED      25             0       0    9458
FRIEDMANS INC                    COMMON   358438109          6     4588SH            DEFINED      25          4588       0       0
FRONTIER FINANCIAL CORP          COMMON   35907K105       1296    34200SH            DEFINED      16         19100       0   15100
FRONTIER FINANCIAL CORP          COMMON   35907K105         27      700SH            DEFINED      16,15        700       0       0
FRONTIER FINANCIAL CORP          COMMON   35907K105        387    10200SH            DEFINED      5,16       10200       0       0
FRONTIER OIL CORP                COMMON   35914P105        203     5600SH            DEFINED      16          5600       0       0
FRONTIER OIL CORP                COMMON   35914P105         18      500SH            DEFINED      25             0       0     500
FRONTIER OIL CORP                COMMON   35914P105          5      150SH            DEFINED      7            150       0       0
FUJI PHOTO FILM COMPANY LTD AD   COMMON   359586302      38863  1062410SH            DEFINED      13       1020645       0   41765
FUJI PHOTO FILM COMPANY LTD AD   COMMON   359586302          0        0SH            DEFINED      13,15          0       0       0



                                                                                          
FUJI PHOTO FILM COMPANY LTD AD   COMMON   359586302      66063  1805983SH            DEFINED      16       1747240       0   58743
FUJI PHOTO FILM COMPANY LTD AD   COMMON   359586302          3       94SH            DEFINED      25             0       0      94
H.B. FULLER CO                   COMMON   359694106          2       58SH            DEFINED      7             58       0       0
FULTON FIN CORP                  COMMON   360271100        617    28334SH            DEFINED      25             0       0   28334
G & K SERVICES INC CL A          COMMON   361268105       4150   103000SH            DEFINED      1         103000       0       0
GB&T BANCSHARES INC              COMMON   361462104          8      375SH            DEFINED      7            375       0       0
THE GEO GROUP INC                COMMON   36159R103       1846    64600SH            DEFINED      16         35700       0   28900
THE GEO GROUP INC                COMMON   36159R103         40     1400SH            DEFINED      16,15       1400       0       0
THE GEO GROUP INC                COMMON   36159R103        486    17000SH            DEFINED      5,16       17000       0       0
GK INTELLIGENT SYSTEMS INC       COMMON   361751209          0     1000SH            DEFINED      25             0       0    1000
GMH COMMUNITIES TRUST            COMMON   36188G102       3798   324300SH            DEFINED      16        324300       0       0
GSI COMMERCE INC                 COMMON   36238G102          1      110SH            DEFINED      7            110       0       0
GABLES RESIDENTIAL TRUST         COMMON   362418105      10613   318700SH            DEFINED      16        270400       0   48300
GABLES RESIDENTIAL TRUST         COMMON   362418105          5      160SH            DEFINED      7            160       0       0
MRK-PFE (GS) CVT 144A 1.0 01-1   CONVERT  36293AAA5      24444 30000000SH            DEFINED      16       4450000       025550000
GALLAGHER (ARTHUR J.) & CO       COMMON   363576109      70305  2441150SH            DEFINED      3        2441150       0       0
GAMESTOP CORP CL A               COMMON   36466R101      19122   862900SH            DEFINED      1         862900       0       0
GAMESTOP CORP CL A               COMMON   36466R101       5680   256300SH            DEFINED      2         256300       0       0
GAMESTOP CORP CL A               COMMON   36466R101         20      900SH            DEFINED      25             0       0     900
GAMESTOP CORP-CL B               COMMON   36466R200          0        0SH            DEFINED      16             0       0       0
GAMESTOP CORP-CL B               COMMON   36466R200          6      254SH            DEFINED      25             0       0     254
GANDALF TECHNOLOGIES INC         COMMON   364717108          0     5000SH            DEFINED      25             0       0    5000
GANDER MOUNTAIN CO               COMMON   36471P108       2279   174000SH            DEFINED      1         174000       0       0
GANNETT CO                       COMMON   364730101      97719  1235700SH            DEFINED      1        1084550       0  151150
GANNETT CO                       COMMON   364730101      35586   450000SH            DEFINED      1,2       450000       0       0
GANNETT CO                       COMMON   364730101       9467   119717SH            DEFINED      16        117841       0    1216
GANNETT CO                       COMMON   364730101       1513    19130SH            DEFINED      16,15      19130       0       0
GANNETT CO                       COMMON   364730101        490     6200SH            DEFINED      2           6200       0       0
GANNETT CO                       COMMON   364730101        139     1763SH            DEFINED      24          1763       0       0
GANNETT CO                       COMMON   364730101       3018    38159SH            DEFINED      25         12494       0   25665
GANNETT CO                       COMMON   364730101      62774   793800SH            DEFINED      3         793800       0       0
GANNETT CO                       COMMON   364730101          9      116SH            DEFINED      4            116       0       0
GANNETT CO                       COMMON   364730101        380     4800SH            DEFINED      5,16           0       0    4800
GANNETT CO                       COMMON   364730101       1017    12860SH            DEFINED      7          12860       0       0
GANNETT CO                       COMMON   364730101        672     8498SH            DEFINED      9           8498       0       0
GAP INC                          COMMON   364760108     281278 12879050SH            DEFINED      1       12134050       0  745000
GAP INC                          COMMON   364760108       2865   131200SH            DEFINED      10,16     131200       0       0
GAP INC                          COMMON   364760108        867    39699SH            DEFINED      13         39699       0       0
GAP INC                          COMMON   364760108        294    13465SH            DEFINED      13,15      13465       0       0
GAP INC                          COMMON   364760108      26960  1234445SH            DEFINED      16       1200917       0   29823
GAP INC                          COMMON   364760108       1029    47100SH            DEFINED      16,9       47100       0       0
GAP INC                          COMMON   364760108       3419   156550SH            DEFINED      2         156550       0       0
GAP INC                          COMMON   364760108        245    11200SH            DEFINED      2,15       11200       0       0
GAP INC                          COMMON   364760108        133     6100SH            DEFINED      24          6100       0       0
GAP INC                          COMMON   364760108        284    12982SH            DEFINED      25             0       0   12982
GAP INC                          COMMON   364760108      19792   906223SH            DEFINED      4         906223       0       0
GAP INC                          COMMON   364760108        597    27320SH            DEFINED      5,16           0       0   27320
GAP INC                          COMMON   364760108         28     1270SH            DEFINED      7           1270       0       0
GAP INC                          COMMON   364760108        484    22154SH            DEFINED      9          22154       0       0
GAMMON LAKE RESOURCES INC        COMMON   364915108       3207   550000SH            DEFINED      1         550000       0       0
GAMMON LAKE RESOURCES INC        COMMON   364915108        700   120000SH            DEFINED      2         120000       0       0
GARDNER DENVER INC               COMMON   365558105         51     1300SH            DEFINED      7           1300       0       0
GARTNER GROUP INC CL A           COMMON   366651107       2871   300000SH            DEFINED      1         300000       0       0
GATEWAY INC                      COMMON   367626108        117    28938SH            DEFINED      16         28938       0       0
GEAC COMPUTER CORP LTD           COMMON   368289104       9273  1040700SH            DEFINED      1,3      1040700       0       0
GEAC COMPUTER CORP LTD           COMMON   368289104        182    20400SH            DEFINED      2          20400       0       0
GEN PROBE INC                    COMMON   36866T103      25680   576300SH            DEFINED      1         576300       0       0
GEN PROBE INC                    COMMON   36866T103        815    18300SH            DEFINED      12,2       18300       0       0
GEN PROBE INC                    COMMON   36866T103      16354   367000SH            DEFINED      16        305700       0   48200
GEN PROBE INC                    COMMON   36866T103         45     1000SH            DEFINED      16,15       1000       0       0
GEN PROBE INC                    COMMON   36866T103         49     1100SH            DEFINED      16,23       1100       0       0
GEN PROBE INC                    COMMON   36866T103        223     5000SH            DEFINED      16,9        5000       0       0
GEN PROBE INC                    COMMON   36866T103       5842   131100SH            DEFINED      2         131100       0       0
GEN PROBE INC                    COMMON   36866T103        334     7500SH            DEFINED      5,16        7500       0       0
GEMSTAR TV GUIDE INTERNATIONAL   COMMON   36866W106         25     5660SH            DEFINED      1              0       0    5660
GEMSTAR TV GUIDE INTERNATIONAL   COMMON   36866W106         55    12600SH            DEFINED      16         12600       0       0
GEMSTAR TV GUIDE INTERNATIONAL   COMMON   36866W106        168    38720SH            DEFINED      7          38720       0       0
GENENTECH INC                    COMMON   368710406      15868   280300SH            DEFINED      1         280300       0       0
GENENTECH INC                    COMMON   368710406       2215    39120SH            DEFINED      10,16      39120       0       0
GENENTECH INC                    COMMON   368710406        170     3000SH            DEFINED      12,2        3000       0       0
GENENTECH INC                    COMMON   368710406     137677  2432032SH            DEFINED      16       1741772       0  685630
GENENTECH INC                    COMMON   368710406       1360    24030SH            DEFINED      16,23      24030       0       0
GENENTECH INC                    COMMON   368710406      13496   238400SH            DEFINED      2         238400       0       0
GENENTECH INC                    COMMON   368710406       5183    91550SH            DEFINED      25          2660       0   88890
GENENTECH INC                    COMMON   368710406       7908   139700SH            DEFINED      3         139700       0       0
GENENTECH INC                    COMMON   368710406         25      447SH            DEFINED      4            447       0       0
GENENTECH INC                    COMMON   368710406       2132    37670SH            DEFINED      5,16       37670       0       0
GENENTECH INC                    COMMON   368710406       1874    33110SH            DEFINED      7          29140     440    3530
GENENTECH INC                    COMMON   368710406       1297    22911SH            DEFINED      9          22911       0       0
GENENTECH INC                    COMMON   368710406         40      701SH            DEFINED      9,11         701       0       0
GENERAL AMERICAN INVESTORS CF    COMMON   368802104         47     1534SH            DEFINED      7           1534       0       0
GENERAL DYNAMICS CORP            COMMON   369550108      33840   316110SH            DEFINED      1         316110       0       0
GENERAL DYNAMICS CORP            COMMON   369550108      18734   175000SH            DEFINED      1,2       175000       0       0
GENERAL DYNAMICS CORP            COMMON   369550108       3023    28240SH            DEFINED      10,16      28240       0       0
GENERAL DYNAMICS CORP            COMMON   369550108      20618   192606SH            DEFINED      16        178061       0   14005
GENERAL DYNAMICS CORP            COMMON   369550108       3072    28700SH            DEFINED      16,9       28700       0       0
GENERAL DYNAMICS CORP            COMMON   369550108       1831    17100SH            DEFINED      2          17100       0       0
GENERAL DYNAMICS CORP            COMMON   369550108        525     4900SH            DEFINED      24          4900       0       0
GENERAL DYNAMICS CORP            COMMON   369550108       1963    18339SH            DEFINED      25         16200       0    2139
GENERAL DYNAMICS CORP            COMMON   369550108         42      394SH            DEFINED      4            394       0       0
GENERAL DYNAMICS CORP            COMMON   369550108        442     4125SH            DEFINED      5,16           0       0    4125
GENERAL DYNAMICS CORP            COMMON   369550108         86      800SH            DEFINED      6            800       0       0
GENERAL DYNAMICS CORP            COMMON   369550108        637     5950SH            DEFINED      7           5950       0       0



                                                                                          
GENERAL DYNAMICS CORP            COMMON   369550108       1691    15796SH            DEFINED      9          15796       0       0
GENERAL DYNAMICS CORP            COMMON   369550108         89      835SH            DEFINED      9,11         835       0       0
GENERAL ELECTRIC CO              COMMON   369604103     347489  9636402SH            DEFINED      1        8292837       0 1343565
GENERAL ELECTRIC CO              COMMON   369604103     105818  2934500SH            DEFINED      1,2      2934500       0       0
GENERAL ELECTRIC CO              COMMON   369604103      50605  1403369SH            DEFINED      10       1403369       0       0
GENERAL ELECTRIC CO              COMMON   369604103      37086  1028448SH            DEFINED      10,16    1028448       0       0
GENERAL ELECTRIC CO              COMMON   369604103       1428    39600SH            DEFINED      10,8       39600       0       0
GENERAL ELECTRIC CO              COMMON   369604103       2163    59987SH            DEFINED      12,9       59987       0       0
GENERAL ELECTRIC CO              COMMON   369604103       2194    60832SH            DEFINED      13         60832       0       0
GENERAL ELECTRIC CO              COMMON   369604103        732    20310SH            DEFINED      13,15      20310       0       0
GENERAL ELECTRIC CO              COMMON   369604103     507702 14079359SH            DEFINED      16      10793332       0 3268607
GENERAL ELECTRIC CO              COMMON   369604103       2200    61000SH            DEFINED      16,15      61000       0       0
GENERAL ELECTRIC CO              COMMON   369604103       2418    67050SH            DEFINED      16,23      67050       0       0
GENERAL ELECTRIC CO              COMMON   369604103      21153   586600SH            DEFINED      16,9      586600       0       0
GENERAL ELECTRIC CO              COMMON   369604103      72317  2005460SH            DEFINED      2        2005460       0       0
GENERAL ELECTRIC CO              COMMON   369604103       7572   209997SH            DEFINED      24        209997       0       0
GENERAL ELECTRIC CO              COMMON   369604103     168203  4664534SH            DEFINED      25        961156       0 3703378
GENERAL ELECTRIC CO              COMMON   369604103      23564   653468SH            DEFINED      3         653468       0       0
GENERAL ELECTRIC CO              COMMON   369604103         21      570SH            DEFINED      4            570       0       0
GENERAL ELECTRIC CO              COMMON   369604103       7768   215411SH            DEFINED      5,16      183803       0   31608
GENERAL ELECTRIC CO              COMMON   369604103       4179   115901SH            DEFINED      6         115901       0       0
GENERAL ELECTRIC CO              COMMON   369604103      77018  2135820SH            DEFINED      7        2135820       0       0
GENERAL ELECTRIC CO              COMMON   369604103        671    18600SH            DEFINED      8          18600       0       0
GENERAL ELECTRIC CO              COMMON   369604103      19782   548583SH            DEFINED      9         548583       0       0
GENERAL ELECTRIC CO              COMMON   369604103        131     3620SH            DEFINED      9,11        3620       0       0
GENERAL ELECTRIC CO              COMMON   369604103       1467    40688SH            DEFINED      9,14       40688       0       0
GENERAL GROWTH PROPERTIES        COMMON   370021107     294845  8646482SH            DEFINED      16       6315987       0 2188195
GENERAL GROWTH PROPERTIES        COMMON   370021107        200     5852SH            DEFINED      25           240       0    5612
GENERAL GROWTH PROPERTIES        COMMON   370021107         14      400SH            DEFINED      4            400       0       0
GENERAL GROWTH PROPERTIES        COMMON   370021107      22022   645803SH            DEFINED      5,16      645803       0       0
GENERAL GROWTH PROPERTIES        COMMON   370021107       2002    58701SH            DEFINED      7          58701       0       0
GENERAL MILLS INC                COMMON   370334104     151928  3091100SH            DEFINED      1        3091100       0       0
GENERAL MILLS INC                COMMON   370334104      79132  1610000SH            DEFINED      1,2      1610000       0       0
GENERAL MILLS INC                COMMON   370334104      25253   513799SH            DEFINED      10        513799       0       0
GENERAL MILLS INC                COMMON   370334104       1047    21300SH            DEFINED      10,16      21300       0       0
GENERAL MILLS INC                COMMON   370334104       6662   135541SH            DEFINED      16        123741       0   11800
GENERAL MILLS INC                COMMON   370334104       1568    31900SH            DEFINED      16,9       31900       0       0
GENERAL MILLS INC                COMMON   370334104        978    19900SH            DEFINED      2          19900       0       0
GENERAL MILLS INC                COMMON   370334104         54     1100SH            DEFINED      24          1100       0       0
GENERAL MILLS INC                COMMON   370334104       1033    21021SH            DEFINED      25          7300       0   13721
GENERAL MILLS INC                COMMON   370334104          4       73SH            DEFINED      4             73       0       0
GENERAL MILLS INC                COMMON   370334104       1422    28940SH            DEFINED      7          28940       0       0
GENERAL MILLS INC                COMMON   370334104        448     9121SH            DEFINED      9           9121       0       0
GENERAL MILLS INC CVT(GIS) 0.0   CONVERT  370334AT1      22166 31275000SH            DEFINED      16       4150000       027125000
GENERAL MILLS INC CVT(GIS) 0.0   CONVERT  370334AU8       1772  2500000SH            DEFINED      16        475000       0 2025000
GENERAL MOTORS CORP              COMMON   370442105       2292    77971SH            DEFINED      16         77971       0       0
GENERAL MOTORS CORP              COMMON   370442105        233     7926SH            DEFINED      25          1003       0    6923
GENERAL MOTORS CORP              COMMON   370442105         67     2265SH            DEFINED      7           2265       0       0
GENERAL MOTORS CORP              COMMON   370442105        424    14420SH            DEFINED      9          14420       0       0
GENERAL MOTORS CORP (GM) CVT P   CONVERT  370442717         31     1500SH            DEFINED      25             0       0    1500
GENERAL MOTORS CVT SERIES B SR   CONVERT  370442733      29045  1554875SH            DEFINED      16        225000       0 1329875
GENERAL MOTORS CVT SERIES B SR   CONVERT  370442733         16      850SH            DEFINED      25             0       0     850
GENESCO INC                      COMMON   371532102       5562   195700SH            DEFINED      1         195700       0       0
GENESCO INC                      COMMON   371532102        901    31700SH            DEFINED      16         21000       0   10700
GENESCO INC                      COMMON   371532102         14      500SH            DEFINED      16,15        500       0       0
GENESCO INC                      COMMON   371532102         88     3100SH            DEFINED      5,16        3100       0       0
GENESIS HEALTHCARE CORP          COMMON   37184D101       4945   115300SH            DEFINED      1         115300       0       0
GENESIS HEALTHCARE CORP          COMMON   37184D101         47     1100SH            DEFINED      16          1100       0       0
GENTEX CORP                      COMMON   371901109         77     2400SH            DEFINED      25          2400       0       0
GENTEX CORP                      COMMON   371901109         22      700SH            DEFINED      7            700       0       0
GENITOPE CORP                    COMMON   37229P507          6      500SH            DEFINED      25             0       0     500
GENLYTE GROUP INC                COMMON   372302109       3534    39281SH            DEFINED      16         24281       0   15000
GENLYTE GROUP INC                COMMON   372302109         63      700SH            DEFINED      16,15        700       0       0
GENLYTE GROUP INC                COMMON   372302109       1017    11300SH            DEFINED      5,16       11300       0       0
GENUINE PARTS CO                 COMMON   372460105      53923  1239900SH            DEFINED      1        1239900       0       0
GENUINE PARTS CO                 COMMON   372460105        139     3200SH            DEFINED      1,3         3200       0       0
GENUINE PARTS CO                 COMMON   372460105        736    16912SH            DEFINED      16         16912       0       0
GENUINE PARTS CO                 COMMON   372460105       5154   118500SH            DEFINED      2         118500       0       0
GENUINE PARTS CO                 COMMON   372460105         90     2075SH            DEFINED      25             0       0    2075
GENUINE PARTS CO                 COMMON   372460105        313     7200SH            DEFINED      5,2         7200       0       0
GENUINE PARTS CO                 COMMON   372460105        420     9660SH            DEFINED      6           9660       0       0
GENUINE PARTS CO                 COMMON   372460105        355     8155SH            DEFINED      7           8155       0       0
GENUINE PARTS CO                 COMMON   372460105        301     6926SH            DEFINED      9           6926       0       0
GENTIVA HEALTH SERVICES          COMMON   37247A102       3854   238200SH            DEFINED      1         238200       0       0
GENWORTH FINANCIAL INC CL-A      COMMON   37247D106     189203  6875100SH            DEFINED      1        6875100       0       0
GENWORTH FINANCIAL INC CL-A      COMMON   37247D106       1481    53800SH            DEFINED      16         53800       0       0
GENWORTH FINANCIAL INC CL-A      COMMON   37247D106      17885   649900SH            DEFINED      2         649900       0       0
GENWORTH FINANCIAL INC CL-A      COMMON   37247D106        223     8100SH            DEFINED      2,15        8100       0       0
GENZYME CORP - GENL DIVISION     COMMON   372917104      46736   816500SH            DEFINED      1         816500       0       0
GENZYME CORP - GENL DIVISION     COMMON   372917104        309     5400SH            DEFINED      10,16       5400       0       0
GENZYME CORP - GENL DIVISION     COMMON   372917104       1145    20000SH            DEFINED      12,2       20000       0       0
GENZYME CORP - GENL DIVISION     COMMON   372917104       3445    60183SH            DEFINED      16         51383       0    8800
GENZYME CORP - GENL DIVISION     COMMON   372917104       1729    30200SH            DEFINED      16,23      30200       0       0
GENZYME CORP - GENL DIVISION     COMMON   372917104        212     3700SH            DEFINED      16,9        3700       0       0
GENZYME CORP - GENL DIVISION     COMMON   372917104        487     8500SH            DEFINED      2              0       0    8500
GENZYME CORP - GENL DIVISION     COMMON   372917104         58     1010SH            DEFINED      24          1010       0       0
GENZYME CORP - GENL DIVISION     COMMON   372917104         65     1135SH            DEFINED      25             0       0    1135
GENZYME CORP - GENL DIVISION     COMMON   372917104      21568   376800SH            DEFINED      3         376800       0       0
GENZYME CORP - GENL DIVISION     COMMON   372917104        238     4152SH            DEFINED      7           4152       0       0
GENZYME CORP - GENL DIVISION     COMMON   372917104        428     7479SH            DEFINED      9           7479       0       0
GENZYME CO CVT(GENZ) 144A 1.25   CONVERT  372917AM6      13144 12950000SH            DEFINED      16       2175000       010775000
GENZYME CORP CVT(GENZ) 1.25 12   CONVERT  372917AN4       5075  5000000SH            DEFINED      16        500000       0 4500000
GEORGIA GULF CORP                COMMON   373200203       7136   155200SH            DEFINED      1         155200       0       0



                                                                                          
GEORGIA GULF CORP                COMMON   373200203       1159    25200SH            DEFINED      16         13700       0   11500
GEORGIA GULF CORP                COMMON   373200203         28      600SH            DEFINED      16,15        600       0       0
GEORGIA GULF CORP                COMMON   373200203        253     5500SH            DEFINED      5,16        5500       0       0
GEORGIA GULF CORP                COMMON   373200203      18369   399500SH            DEFINED      7         399500       0       0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108     132686  3738700SH            DEFINED      1        3738700       0       0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108      38578  1087000SH            DEFINED      1,2      1087000       0       0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108       4582   129100SH            DEFINED      1,3       129100       0       0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108       1373    38700SH            DEFINED      10,16      38700       0       0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108        245     6900SH            DEFINED      10,8        6900       0       0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108      21745   612705SH            DEFINED      16        548205       0   57900
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108        380    10700SH            DEFINED      16,15      10700       0       0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108       1526    43000SH            DEFINED      16,9       43000       0       0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108       6076   171200SH            DEFINED      2         171200       0       0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108        475    13381SH            DEFINED      24         13381       0       0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108         21      580SH            DEFINED      25             0       0     580
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108      32844   925448SH            DEFINED      4         925448       0       0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108        589    16600SH            DEFINED      5,16       16600       0       0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108        305     8600SH            DEFINED      5,2         8600       0       0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108          7      200SH            DEFINED      7            200       0       0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108        323     9100SH            DEFINED      8           9100       0       0
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108        343     9668SH            DEFINED      9           9668       0       0
GERDAU AMERISTEEL CORP           COMMON   37373P105       3058   500700SH            DEFINED      3         500700       0       0
GERDAU AMERISTEEL(GNACN)CVT 6.   CONVERT  37373PAA3      20533 24904000SH            DEFINED      3       24904000       0       0
GETTY IMAGES INC                 COMMON   374276103       5831    82000SH            DEFINED      1          82000       0       0
GETTY IMAGES INC                 COMMON   374276103       3086    43400SH            DEFINED      1,3        43400       0       0
GETTY IMAGES INC                 COMMON   374276103       1799    25300SH            DEFINED      16         21700       0    2200
GETTY IMAGES INC                 COMMON   374276103       1280    18000SH            DEFINED      2          18000       0       0
GETTY IMAGES INC                 COMMON   374276103        106     1490SH            DEFINED      25             0       0    1490
GETTY IMAGES INC                 COMMON   374276103         14      200SH            DEFINED      5,16         200       0       0
GETTY IMAGES INC                 COMMON   374276103      10787   151701SH            DEFINED      7         151701       0       0
GETTY REALTY CORP                COMMON   374297109      13189   516200SH            DEFINED      16        425500       0   90700
GETTY REALTY CORP                COMMON   374297109         59     2300SH            DEFINED      16,15       2300       0       0
GETTY REALTY CORP                COMMON   374297109        784    30700SH            DEFINED      5,16       30700       0       0
GETTY REALTY CORP                COMMON   374297109        715    27998SH            DEFINED      7          27998       0       0
GEVITY HR INC                    COMMON   374393106       3757   196500SH            DEFINED      16        102100       0   94400
GEVITY HR INC                    COMMON   374393106         86     4500SH            DEFINED      16,15       4500       0       0
GEVITY HR INC                    COMMON   374393106        463    24200SH            DEFINED      5,16       24200       0       0
GIANT INDUSTRIES INC             COMMON   374508109        982    38200SH            DEFINED      16         19800       0   18400
GIANT INDUSTRIES INC             COMMON   374508109         23      900SH            DEFINED      16,15        900       0       0
GIANT INDUSTRIES INC             COMMON   374508109        123     4800SH            DEFINED      5,16        4800       0       0
GILEAD SCIENCES INC              COMMON   375558103     136789  3820934SH            DEFINED      1        3820934       0       0
GILEAD SCIENCES INC              COMMON   375558103      86908  2427600SH            DEFINED      1,2      2427600       0       0
GILEAD SCIENCES INC              COMMON   375558103      11352   317100SH            DEFINED      10,16     317100       0       0
GILEAD SCIENCES INC              COMMON   375558103       1335    37300SH            DEFINED      10,8       37300       0       0
GILEAD SCIENCES INC              COMMON   375558103       2148    60000SH            DEFINED      12,2       60000       0       0
GILEAD SCIENCES INC              COMMON   375558103     109256  3051852SH            DEFINED      16       2684612       0  337840
GILEAD SCIENCES INC              COMMON   375558103       2059    57500SH            DEFINED      16,15      57500       0       0
GILEAD SCIENCES INC              COMMON   375558103       8051   224900SH            DEFINED      16,23     224900       0       0
GILEAD SCIENCES INC              COMMON   375558103       2127    59400SH            DEFINED      16,9       59400       0       0
GILEAD SCIENCES INC              COMMON   375558103      15833   442270SH            DEFINED      2         431470       0   10800
GILEAD SCIENCES INC              COMMON   375558103        508    14200SH            DEFINED      21         14200       0       0
GILEAD SCIENCES INC              COMMON   375558103        679    18970SH            DEFINED      24         18970       0       0
GILEAD SCIENCES INC              COMMON   375558103         57     1590SH            DEFINED      25             0       0    1590
GILEAD SCIENCES INC              COMMON   375558103      16919   472600SH            DEFINED      3         472600       0       0
GILEAD SCIENCES INC              COMMON   375558103       3190    89100SH            DEFINED      5,16       89100       0       0
GILEAD SCIENCES INC              COMMON   375558103       5572   155635SH            DEFINED      7         155635       0       0
GILEAD SCIENCES INC              COMMON   375558103        311     8700SH            DEFINED      8           8700       0       0
GILEAD SCIENCES INC              COMMON   375558103        942    26313SH            DEFINED      9          26313       0       0
GILEAD SCIENCES INC              COMMON   375558103         36     1013SH            DEFINED      9,11        1013       0       0
GILLETTE COMPANY                 COMMON   375766102     149735  2966230SH            DEFINED      1        2966230       0       0
GILLETTE COMPANY                 COMMON   375766102      96770  1917000SH            DEFINED      1,2      1917000       0       0
GILLETTE COMPANY                 COMMON   375766102       3349    66350SH            DEFINED      10,16      66350       0       0
GILLETTE COMPANY                 COMMON   375766102      18060   357765SH            DEFINED      16        335165       0   22600
GILLETTE COMPANY                 COMMON   375766102       2958    58600SH            DEFINED      16,9       58600       0       0
GILLETTE COMPANY                 COMMON   375766102      40745   807150SH            DEFINED      2         807150       0       0
GILLETTE COMPANY                 COMMON   375766102       1472    29169SH            DEFINED      24         29169       0       0
GILLETTE COMPANY                 COMMON   375766102       8393   166273SH            DEFINED      25         72683       0   93590
GILLETTE COMPANY                 COMMON   375766102       7875   156000SH            DEFINED      3         156000       0       0
GILLETTE COMPANY                 COMMON   375766102        130     2579SH            DEFINED      4           2579       0       0
GILLETTE COMPANY                 COMMON   375766102         73     1440SH            DEFINED      6           1440       0       0
GILLETTE COMPANY                 COMMON   375766102       4086    80948SH            DEFINED      7          77888     350    2710
GILLETTE COMPANY                 COMMON   375766102       2206    43702SH            DEFINED      9          43702       0       0
GILLETTE COMPANY                 COMMON   375766102         35      696SH            DEFINED      9,11         696       0       0
GILDAN ACTIVEWEAR INC            COMMON   375916103      20798   490400SH            DEFINED      1,3       490400       0       0
GILDAN ACTIVEWEAR INC            COMMON   375916103        360     8500SH            DEFINED      2           8500       0       0
GLAMIS GOLD LTD                  COMMON   376775102       3903   250000SH            DEFINED      1         250000       0       0
GLAMIS GOLD LTD                  COMMON   376775102        820    52531SH            DEFINED      2          52531       0       0
GLAMIS GOLD LTD                  COMMON   376775102         17     1108SH            DEFINED      9           1108       0       0
GLAXOSMITHKLINE PLC ADR          COMMON   37733W105     132102  2876790SH            DEFINED      1        2876790       0       0
GLAXOSMITHKLINE PLC ADR          COMMON   37733W105      65666  1430000SH            DEFINED      1,2      1430000       0       0
GLAXOSMITHKLINE PLC ADR          COMMON   37733W105       8973   195400SH            DEFINED      1,3       195400       0       0
GLAXOSMITHKLINE PLC ADR          COMMON   37733W105       6984   152100SH            DEFINED      10,16     152100       0       0
GLAXOSMITHKLINE PLC ADR          COMMON   37733W105     201127  4379945SH            DEFINED      13       3956380       0  423565
GLAXOSMITHKLINE PLC ADR          COMMON   37733W105        727    15825SH            DEFINED      13,15      15825       0       0
GLAXOSMITHKLINE PLC ADR          COMMON   37733W105      90358  1967737SH            DEFINED      16       1791039       0  174766
GLAXOSMITHKLINE PLC ADR          COMMON   37733W105       2369    51600SH            DEFINED      2          51600       0       0
GLAXOSMITHKLINE PLC ADR          COMMON   37733W105       1749    38096SH            DEFINED      25         27910       0   10186
GLAXOSMITHKLINE PLC ADR          COMMON   37733W105      10777   234700SH            DEFINED      3         234700       0       0
GLAXOSMITHKLINE PLC ADR          COMMON   37733W105        195     4252SH            DEFINED      4           4252       0       0
GLAXOSMITHKLINE PLC ADR          COMMON   37733W105      31960   696000SH            DEFINED      5,13      696000       0       0
GLAXOSMITHKLINE PLC ADR          COMMON   37733W105        670    14597SH            DEFINED      5,16           0       0   14597
GLAXOSMITHKLINE PLC ADR          COMMON   37733W105         20      435SH            DEFINED      7            435       0       0
GLENBOROUGH REALTY TRUST INC     COMMON   37803P105       9690   506800SH            DEFINED      16        484600       0   22200



                                                                                          
GLENBOROUGH REALTY TRUST INC     COMMON   37803P105          6      290SH            DEFINED      7            290       0       0
GLENBOROUGH REALTY TR CVT PFD    CONVERT  37803P204        641    25245SH            DEFINED      16         25245       0       0
GLIMCHER REALTY TRUST            COMMON   379302102      14952   630900SH            DEFINED      16        588000       0   42900
GLOBAL IMAGING SYSTEMS INC       COMMON   37934A100       7039   198500SH            DEFINED      1         198500       0       0
GLOBAL PAYMENTS INC              COMMON   37940X102      14336   222300SH            DEFINED      1         222300       0       0
GLOBAL PAYMENTS INC              COMMON   37940X102       5520    85600SH            DEFINED      2          85600       0       0
GLOBAL PAYMENTS INC              COMMON   37940X102         39      600SH            DEFINED      25             0       0     600
GLOBAL PAYMENTS INC              COMMON   37940X102       5465    84740SH            DEFINED      7          84740       0       0
GLOBAL SIGNAL INC (REIT)         COMMON   37944Q103       1034    34500SH            DEFINED      16         20000       0   14500
GLOBAL SIGNAL INC (REIT)         COMMON   37944Q103         21      700SH            DEFINED      16,15        700       0       0
GLOBAL SIGNAL INC (REIT)         COMMON   37944Q103        354    11800SH            DEFINED      5,16       11800       0       0
GOL LINHAS AEREAS INTEL- ADR     COMMON   38045R107         20      800SH            DEFINED      25           500       0     300
GOLD FIELDS LTD ADR              COMMON   38059T106       4711   410000SH            DEFINED      1         410000       0       0
GOLD FIELDS LTD ADR              COMMON   38059T106       1264   110000SH            DEFINED      2         110000       0       0
GOLD FIELDS LTD ADR              COMMON   38059T106         75     6500SH            DEFINED      25             0       0    6500
GOLDCORP INC                     COMMON   380956409       6769   475000SH            DEFINED      1         475000       0       0
GOLDCORP INC                     COMMON   380956409       1781   125000SH            DEFINED      2         125000       0       0
GOLDCORP INC                     COMMON   380956409         10      700SH            DEFINED      25             0       0     700
GOLDCORP INC                     COMMON   380956409       1817   127500SH            DEFINED      3         127500       0       0
GOLDEN STAR RESOURCES LTD        COMMON   38119T104        287   100000SH            DEFINED      2         100000       0       0
GOLDEN STAR RESOURCES LTD        COMMON   38119T104       2909  1020000SH            DEFINED      3        1020000       0       0
GOLDEN TELECOM INC               COMMON   38122G107        512    20000SH            DEFINED      10,11      20000       0       0
GOLDEN WEST FINANCIAL CORP       COMMON   381317106       1586    26223SH            DEFINED      1          26223       0       0
GOLDEN WEST FINANCIAL CORP       COMMON   381317106        339     5608SH            DEFINED      12,9        5608       0       0
GOLDEN WEST FINANCIAL CORP       COMMON   381317106       3088    51035SH            DEFINED      16         45435       0    5600
GOLDEN WEST FINANCIAL CORP       COMMON   381317106       1500    24800SH            DEFINED      16,9       24800       0       0
GOLDEN WEST FINANCIAL CORP       COMMON   381317106       1380    22802SH            DEFINED      24         22802       0       0
GOLDEN WEST FINANCIAL CORP       COMMON   381317106          4       62SH            DEFINED      4             62       0       0
GOLDEN WEST FINANCIAL CORP       COMMON   381317106        180     2970SH            DEFINED      7           2970       0       0
GOLDEN WEST FINANCIAL CORP       COMMON   381317106       2399    39658SH            DEFINED      9          39658       0       0
GOLDEN WEST FINANCIAL CORP       COMMON   381317106         37      616SH            DEFINED      9,11         616       0       0
GOLDEN WEST FINANCIAL CORP       COMMON   381317106        282     4666SH            DEFINED      9,14        4666       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104     155624  1414890SH            DEFINED      1        1413610       0    1280
GOLDMAN SACHS GROUP INC          COMMON   38141G104      74243   675000SH            DEFINED      1,2       675000       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104      15466   140610SH            DEFINED      10,16     140610       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104        902     8200SH            DEFINED      10,8        8200       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104        627     5700SH            DEFINED      12,9        5700       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104     268277  2439102SH            DEFINED      16       1749174       0  687098
GOLDMAN SACHS GROUP INC          COMMON   38141G104       1386    12600SH            DEFINED      16,15      12600       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104       1592    14470SH            DEFINED      16,23      14470       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104       4378    39800SH            DEFINED      16,9       39800       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104      44332   403055SH            DEFINED      2         403055       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104       1128    10257SH            DEFINED      24         10257       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104      11366   103333SH            DEFINED      25         31138       0   72195
GOLDMAN SACHS GROUP INC          COMMON   38141G104       1188    10800SH            DEFINED      3          10800       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104       4590    41730SH            DEFINED      5,16       41730       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104       1769    16083SH            DEFINED      6          16083       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104      14630   133015SH            DEFINED      7         133015       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104        352     3200SH            DEFINED      8           3200       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104       4204    38223SH            DEFINED      9          38223       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104       1749    15900SH            DEFINED      9,10       15900       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104        115     1050SH            DEFINED      9,11        1050       0       0
GOLDMAN SACHS GROUP INC          COMMON   38141G104        440     4000SH            DEFINED      9,14        4000       0       0
GOODRICH CORPORATION             COMMON   382388106       2987    78000SH            DEFINED      10         78000       0       0
GOODRICH CORPORATION             COMMON   382388106        739    19300SH            DEFINED      10,23      19300       0       0
GOODRICH CORPORATION             COMMON   382388106        445    11623SH            DEFINED      16         11623       0       0
GOODRICH CORPORATION             COMMON   382388106      10155   265214SH            DEFINED      25         82270       0  182944
GOODRICH CORPORATION             COMMON   382388106        336     8770SH            DEFINED      7           8770       0       0
GOODRICH PETROLEUM CORP          COMMON   382410405         66     3125SH            DEFINED      6           3125       0       0
GOODYEAR TIRE & RUBBER CO        COMMON   382550101       7322   548451SH            DEFINED      16        475551       0   50700
GOODYEAR TIRE & RUBBER CO        COMMON   382550101        465    34800SH            DEFINED      16,9       34800       0       0
GOODYEAR TIRE & RUBBER CO        COMMON   382550101         51     3800SH            DEFINED      24          3800       0       0
GOODYEAR TIRE & RUBBER CO        COMMON   382550101         45     3400SH            DEFINED      5,16        3400       0       0
GOOGLE INC CL A                  COMMON   38259P508      62041   343700SH            DEFINED      1         343700       0       0
GOOGLE INC CL A                  COMMON   38259P508      81304   450413SH            DEFINED      1,2       450413       0       0
GOOGLE INC CL A                  COMMON   38259P508       5524    30600SH            DEFINED      10,16      30600       0       0
GOOGLE INC CL A                  COMMON   38259P508        614     3400SH            DEFINED      10,8        3400       0       0
GOOGLE INC CL A                  COMMON   38259P508        244     1350SH            DEFINED      12,9        1350       0       0
GOOGLE INC CL A                  COMMON   38259P508      67435   373578SH            DEFINED      16        324318       0   46960
GOOGLE INC CL A                  COMMON   38259P508        957     5300SH            DEFINED      16,15       5300       0       0
GOOGLE INC CL A                  COMMON   38259P508       2419    13400SH            DEFINED      16,23      13400       0       0
GOOGLE INC CL A                  COMMON   38259P508       1246     6900SH            DEFINED      16,9        6900       0       0
GOOGLE INC CL A                  COMMON   38259P508       8222    45550SH            DEFINED      2          45550       0       0
GOOGLE INC CL A                  COMMON   38259P508        884     4900SH            DEFINED      21          4900       0       0
GOOGLE INC CL A                  COMMON   38259P508        485     2689SH            DEFINED      24          2689       0       0
GOOGLE INC CL A                  COMMON   38259P508         18      100SH            DEFINED      25             0       0     100
GOOGLE INC CL A                  COMMON   38259P508       1895    10500SH            DEFINED      5,16       10500       0       0
GOOGLE INC CL A                  COMMON   38259P508       2827    15659SH            DEFINED      9          15659       0       0
GOOGLE INC CL A                  COMMON   38259P508        437     2423SH            DEFINED      9,10        2423       0       0
GOOGLE INC CL A                  COMMON   38259P508        157      870SH            DEFINED      9,11         870       0       0
GOOGLE INC CL A                  COMMON   38259P508        190     1050SH            DEFINED      9,14        1050       0       0
W.R. GRACE & CO                  COMMON   38388F108       4888   573700SH            DEFINED      16        313100       0  260600
W.R. GRACE & CO                  COMMON   38388F108        106    12400SH            DEFINED      16,15      12400       0       0
W.R. GRACE & CO                  COMMON   38388F108       1145   134400SH            DEFINED      5,16      134400       0       0
GRACO INC                        COMMON   384109104      14570   361000SH            DEFINED      1         361000       0       0
GRACO INC                        COMMON   384109104       4149   102800SH            DEFINED      2         102800       0       0
GRACO INC                        COMMON   384109104       1152    28538SH            DEFINED      24         28538       0       0
GRACO INC                        COMMON   384109104        238     5890SH            DEFINED      25             0       0    5890
GRAINGER (W.W.) INC              COMMON   384802104      27529   442090SH            DEFINED      1         442090       0       0
GRAINGER (W.W.) INC              COMMON   384802104        112     1800SH            DEFINED      10,16       1800       0       0
GRAINGER (W.W.) INC              COMMON   384802104       1698    27274SH            DEFINED      16         22474       0    4800
GRAINGER (W.W.) INC              COMMON   384802104        423     6800SH            DEFINED      16,9        6800       0       0
GRAINGER (W.W.) INC              COMMON   384802104       3425    55000SH            DEFINED      2          51000       0    4000



                                                                                          
GRAINGER (W.W.) INC              COMMON   384802104         31      500SH            DEFINED      24           500       0       0
GRAINGER (W.W.) INC              COMMON   384802104        325     5220SH            DEFINED      25          2620       0    2600
GRAINGER (W.W.) INC              COMMON   384802104     104508  1678300SH            DEFINED      3        1678300       0       0
GRAINGER (W.W.) INC              COMMON   384802104         51      820SH            DEFINED      4            820       0       0
GRAINGER (W.W.) INC              COMMON   384802104         68     1100SH            DEFINED      6           1100       0       0
GRAINGER (W.W.) INC              COMMON   384802104       1931    31010SH            DEFINED      7          31010       0       0
GRAINGER (W.W.) INC              COMMON   384802104        204     3281SH            DEFINED      9           3281       0       0
GRAMERCY CAPITAL CORP            COMMON   384871109         39     2000SH            DEFINED      25             0       0    2000
GRANITE CONSTRUCTION INC         COMMON   387328107         32     1200SH            DEFINED      7              0       0    1200
GRANT PRIDECO INC                COMMON   38821G101      26721  1106000SH            DEFINED      1        1106000       0       0
GRANT PRIDECO INC                COMMON   38821G101       4349   180000SH            DEFINED      16,15     180000       0       0
GRANT PRIDECO INC                COMMON   38821G101         44     1810SH            DEFINED      25             0       0    1810
GRANT PRIDECO INC                COMMON   38821G101       6494   268788SH            DEFINED      7         268788       0       0
GRAVITY CO LTD ADR               COMMON   38911N107       2124   225000SH            DEFINED      1         225000       0       0
GRAY TELE VISION INC             COMMON   389375106       9774   675485SH            DEFINED      1         675485       0       0
GRAY TELE VISION INC             COMMON   389375106       1189    82200SH            DEFINED      16,15      82200       0       0
GRAY TELE VISION INC             COMMON   389375106         25     1700SH            DEFINED      2           1700       0       0
GREAT ATLANTIC & PAC TEA CO      COMMON   390064103         49     3300SH            DEFINED      16          1500       0    1800
GREAT LAKES CHEMICAL CORP        COMMON   390568103        160     4979SH            DEFINED      16          4979       0       0
GREAT SOUTHERN BANCORP INC       COMMON   390905107        136     4200SH            DEFINED      25             0       0    4200
GREAT PLAINS ENERGY INC          COMMON   391164100         28      925SH            DEFINED      1              0       0     925
GREAT PLAINS ENERGY INC          COMMON   391164100         63     2050SH            DEFINED      16          2050       0       0
GREAT PLAINS ENERGY INC          COMMON   391164100         40     1300SH            DEFINED      25          1300       0       0
GREAT PLAINS ENERGY INC          COMMON   391164100        238     7770SH            DEFINED      7           7770       0       0
GREATER BAY BANCORP              COMMON   391648102          0       16SH            DEFINED      16            16       0       0
GREATER BAY BANCORP              COMMON   391648102         12      503SH            DEFINED      25             0       0     503
GREIF INC                        COMMON   397624107        662     9500SH            DEFINED      16          5000       0    4500
GREIF INC                        COMMON   397624107         14      200SH            DEFINED      16,15        200       0       0
GREIF INC                        COMMON   397624107         84     1200SH            DEFINED      5,16        1200       0       0
GREY WOLF INC                    COMMON   397888108        188    28572SH            DEFINED      10,23      28572       0       0
GREY WOLF INC                    COMMON   397888108        401    61000SH            DEFINED      6          61000       0       0
GREY WOLF INC                    COMMON   397888108         66    10100SH            DEFINED      7          10100       0       0
GRIFFIN CORPORATION              COMMON   398433102       1505    70300SH            DEFINED      16         42600       0   27700
GRIFFIN CORPORATION              COMMON   398433102         28     1300SH            DEFINED      16,15       1300       0       0
GRIFFIN CORPORATION              COMMON   398433102        726    33900SH            DEFINED      5,16       33900       0       0
GRUPO TELEVISA SA ADR            COMMON   40049J206      12708   216128SH            DEFINED      1         216128       0       0
GRUPO TELEVISA SA ADR            COMMON   40049J206         76     1300SH            DEFINED      1,3         1300       0       0
GRUPO TELEVISA SA ADR            COMMON   40049J206       2287    38891SH            DEFINED      10         38891       0       0
GRUPO TELEVISA SA ADR            COMMON   40049J206        329     5600SH            DEFINED      10,16       5600       0       0
GRUPO TELEVISA SA ADR            COMMON   40049J206        982    16700SH            DEFINED      10,23      16700       0       0
GRUPO TELEVISA SA ADR            COMMON   40049J206        506     8600SH            DEFINED      13,15       8600       0       0
GRUPO TELEVISA SA ADR            COMMON   40049J206        359     6100SH            DEFINED      2           6100       0       0
GRUPO TELEVISA SA ADR            COMMON   40049J206     387868  6596400SH            DEFINED      3        6596400       0       0
GRUPO TELEVISA SA ADR            COMMON   40049J206       3299    56100SH            DEFINED      3,23       56100       0       0
GTECH HOLDINGS CORP              COMMON   400518106      35604  1513150SH            DEFINED      1        1512200       0     950
GTECH HOLDINGS CORP              COMMON   400518106        101     4300SH            DEFINED      1,3         4300       0       0
GTECH HOLDINGS CORP              COMMON   400518106         80     3406SH            DEFINED      16          3406       0       0
GTECH HOLDINGS CORP              COMMON   400518106       3264   138700SH            DEFINED      2         138700       0       0
GTECH HOLDINGS CORP              COMMON   400518106      12051   512146SH            DEFINED      4         512146       0       0
GTECH HOLDINGS CORP              COMMON   400518106        191     8100SH            DEFINED      5,2         8100       0       0
GTECH HOLDINGS CORP              COMMON   400518106        259    11000SH            DEFINED      7          11000       0       0
GRUPO AEROPORTUARIO SUR ADR      COMMON   40051E202        244     8700SH            DEFINED      1           8700       0       0
GRUPO AEROPORTUARIO SUR ADR      COMMON   40051E202        421    15000SH            DEFINED      10         15000       0       0
GRUPO AEROPORTUARIO SUR ADR      COMMON   40051E202      13934   496750SH            DEFINED      3         496750       0       0
GUESS? INC                       COMMON   401617105       5069   370000SH            DEFINED      1         370000       0       0
GUESS? INC                       COMMON   401617105       2454   179100SH            DEFINED      16        101100       0   78000
GUESS? INC                       COMMON   401617105         51     3700SH            DEFINED      16,15       3700       0       0
GUESS? INC                       COMMON   401617105        281    20500SH            DEFINED      5,16       20500       0       0
GUIDANT CORP                     COMMON   401698105      76996  1041900SH            DEFINED      1        1041900       0       0
GUIDANT CORP                     COMMON   401698105       1389    18800SH            DEFINED      10,16      18800       0       0
GUIDANT CORP                     COMMON   401698105      12994   175829SH            DEFINED      16        169329       0    6500
GUIDANT CORP                     COMMON   401698105      11876   160700SH            DEFINED      16,23     160700       0       0
GUIDANT CORP                     COMMON   401698105       1338    18100SH            DEFINED      16,9       18100       0       0
GUIDANT CORP                     COMMON   401698105       4597    62200SH            DEFINED      2          62200       0       0
GUIDANT CORP                     COMMON   401698105        525     7100SH            DEFINED      21          7100       0       0
GUIDANT CORP                     COMMON   401698105        931    12600SH            DEFINED      24         12600       0       0
GUIDANT CORP                     COMMON   401698105        452     6120SH            DEFINED      25          1200       0    4920
GUIDANT CORP                     COMMON   401698105        282     3812SH            DEFINED      7           3812       0       0
GUIDANT CORP                     COMMON   401698105        804    10879SH            DEFINED      9          10879       0       0
GUILFORD PHARMACEUTICALS INC     COMMON   401829106          5     2000SH            DEFINED      6           2000       0       0
GUITAR CENTER INC                COMMON   402040109      18116   330400SH            DEFINED      1         330400       0       0
GUITAR CENTER INC                COMMON   402040109       6125   111700SH            DEFINED      2         111700       0       0
GULF ISLAND FABRICATION INC      COMMON   402307102        999    42600SH            DEFINED      16         23600       0   19000
GULF ISLAND FABRICATION INC      COMMON   402307102         21      900SH            DEFINED      16,15        900       0       0
GULF ISLAND FABRICATION INC      COMMON   402307102        169     7200SH            DEFINED      5,16        7200       0       0
GULFMARK OFFSHORE INC            COMMON   402629109        130     5000SH            DEFINED      7           5000       0       0
GYMBOREE CORP                    COMMON   403777105       2311   184300SH            DEFINED      1         184300       0       0
H & Q HEALTHCARE INVESTORS CF    COMMON   404052102         58     3586SH            DEFINED      7           3586       0       0
H & Q LIFE SCIENCES INVSTRS CF   COMMON   404053100        144    10000SH            DEFINED      25             0       0   10000
H & Q LIFE SCIENCES INVSTRS CF   COMMON   404053100         31     2182SH            DEFINED      7           2182       0       0
HCA INC                          COMMON   404119109     319411  5962500SH            DEFINED      1        5962500       0       0
HCA INC                          COMMON   404119109      26785   500000SH            DEFINED      1,2       500000       0       0
HCA INC                          COMMON   404119109      10227   190900SH            DEFINED      10        190900       0       0
HCA INC                          COMMON   404119109        589    11000SH            DEFINED      10,16      11000       0       0
HCA INC                          COMMON   404119109       8328   155469SH            DEFINED      16        145334       0   10135
HCA INC                          COMMON   404119109       1687    31500SH            DEFINED      16,23      31500       0       0
HCA INC                          COMMON   404119109        868    16200SH            DEFINED      16,9       16200       0       0
HCA INC                          COMMON   404119109       8882   165800SH            DEFINED      2         165800       0       0
HCA INC                          COMMON   404119109        273     5100SH            DEFINED      2,15        5100       0       0
HCA INC                          COMMON   404119109         70     1300SH            DEFINED      24          1300       0       0
HCA INC                          COMMON   404119109      23112   431429SH            DEFINED      4         431429       0       0
HCA INC                          COMMON   404119109        401     7486SH            DEFINED      7           7486       0       0
HCA INC                          COMMON   404119109        845    15781SH            DEFINED      9          15781       0       0



                                                                                          
HCC INSURANCE HOLDINGS INC       COMMON   404132102      14478   400400SH            DEFINED      1         400400       0       0
HCC INSURANCE HOLDINGS INC       COMMON   404132102          2       50SH            DEFINED      16            50       0       0
HCC INSURANCE HOLDINGS INC       COMMON   404132102       3887   107500SH            DEFINED      2         107500       0       0
HCC INSURANCE HOLDINGS INC       COMMON   404132102        105     2900SH            DEFINED      7           1700       0    1200
HCC INSURANCE HOLDINGS INC       COMMON   404132102         38     1046SH            DEFINED      9           1046       0       0
HDFC BANK LTD ADR                COMMON   40415F101       4983   118561SH            DEFINED      1         118561       0       0
HDFC BANK LTD ADR                COMMON   40415F101        118     2800SH            DEFINED      1,3         2800       0       0
HDFC BANK LTD ADR                COMMON   40415F101        124     2950SH            DEFINED      10          2950       0       0
HDFC BANK LTD ADR                COMMON   40415F101        149     3550SH            DEFINED      10,16       3550       0       0
HDFC BANK LTD ADR                COMMON   40415F101       1741    41427SH            DEFINED      10,23      41427       0       0
HDFC BANK LTD ADR                COMMON   40415F101        715    17000SH            DEFINED      13,15      17000       0       0
HDFC BANK LTD ADR                COMMON   40415F101        429    10200SH            DEFINED      2          10200       0       0
HDFC BANK LTD ADR                COMMON   40415F101        486    11564SH            DEFINED      4          11564       0       0
HDFC BANK LTD ADR                COMMON   40415F101        790    18800SH            DEFINED      8          18800       0       0
HF FINANCIAL CORP                COMMON   404172108         18      880SH            DEFINED      25           880       0       0
HNI CORP                         COMMON   404251100       3681    81900SH            DEFINED      3          81900       0       0
HMS HOLDINGS CORP                COMMON   40425J101      18863  2549000SH            DEFINED      1        2549000       0       0
HMS HOLDINGS CORP                COMMON   40425J101        118    16000SH            DEFINED      12,2       16000       0       0
HMS HOLDINGS CORP                COMMON   40425J101        559    75600SH            DEFINED      16         75600       0       0
HMS HOLDINGS CORP                COMMON   40425J101       1458   197000SH            DEFINED      16,23     197000       0       0
HMS HOLDINGS CORP                COMMON   40425J101        512    69200SH            DEFINED      2          69200       0       0
HRPT PROPERTIES TRUST            COMMON   40426W101      20489  1720300SH            DEFINED      16       1456700       0  257800
HRPT PROPERTIES TRUST            COMMON   40426W101         11      900SH            DEFINED      5,16         900       0       0
HRPT PROPERTIES TRUST            COMMON   40426W101         82     6925SH            DEFINED      7           6925       0       0
HSBC HOLDINGS PLC ADR            COMMON   404280406        529     6665SH            DEFINED      10,16       6665       0       0
HSBC HOLDINGS PLC ADR            COMMON   404280406      15580   196217SH            DEFINED      13        188657       0    7560
HSBC HOLDINGS PLC ADR            COMMON   404280406          0        0SH            DEFINED      13,15          0       0       0
HSBC HOLDINGS PLC ADR            COMMON   404280406      26996   339995SH            DEFINED      16        324286       0   15709
HSBC HOLDINGS PLC ADR            COMMON   404280406        577     7267SH            DEFINED      25          5200       0    2067
HSBC HOLDINGS PLC ADR            COMMON   404280406        153     1922SH            DEFINED      7           1922       0       0
HAEMONETICS CORP/MASS            COMMON   405024100       8925   211700SH            DEFINED      1         211700       0       0
HAEMONETICS CORP/MASS            COMMON   405024100      14132   335200SH            DEFINED      16        216600       0  118600
HAEMONETICS CORP/MASS            COMMON   405024100        240     5700SH            DEFINED      16,15       5700       0       0
HAEMONETICS CORP/MASS            COMMON   405024100        299     7100SH            DEFINED      2           7100       0       0
HAEMONETICS CORP/MASS            COMMON   405024100       3778    89600SH            DEFINED      5,16       89600       0       0
HALLIBURTON CO                   COMMON   406216101     347021  8023600SH            DEFINED      1        8023600       0       0
HALLIBURTON CO                   COMMON   406216101       5986   138402SH            DEFINED      16        138402       0       0
HALLIBURTON CO                   COMMON   406216101       4347   100500SH            DEFINED      2         100500       0       0
HALLIBURTON CO                   COMMON   406216101        316     7300SH            DEFINED      2,15        7300       0       0
HALLIBURTON CO                   COMMON   406216101        373     8625SH            DEFINED      25             0       0    8625
HALLIBURTON CO                   COMMON   406216101      24303   561920SH            DEFINED      4         561920       0       0
HALLIBURTON CO                   COMMON   406216101        146     3377SH            DEFINED      7           3377       0       0
HALLIBURTON CO                   COMMON   406216101        667    15418SH            DEFINED      9          15418       0       0
HAMPSHIRE GROUP LTD              COMMON   408859106      13211   331100SH            DEFINED      3         331100       0       0
JOHN HAN BK & THRIFT OPP FD CF   COMMON   409735107         39     4000SH            DEFINED      25          4000       0       0
HANCOCK FABRICS INC              COMMON   409900107          9     1200SH            DEFINED      7           1200       0       0
HANCOCK HOLDING CO               COMMON   410120109       2408    74100SH            DEFINED      1          74100       0       0
HANCOCK HOLDING CO               COMMON   410120109       2447    75300SH            DEFINED      16         42800       0   32500
HANCOCK HOLDING CO               COMMON   410120109         52     1600SH            DEFINED      16,15       1600       0       0
HANCOCK HOLDING CO               COMMON   410120109        757    23300SH            DEFINED      5,16       23300       0       0
JOHN HANCOCK INCOME SECS TR CF   COMMON   410123103         31     2100SH            DEFINED      25           300       0    1800
JOHN HANCOCK PFD INCOME III CF   COMMON   41021P103         44     2043SH            DEFINED      25             0       0    2043
HANDLEMAN CO                     COMMON   410252100        531    28000SH            DEFINED      16         16500       0   11500
HANDLEMAN CO                     COMMON   410252100          8      400SH            DEFINED      16,15        400       0       0
HANDLEMAN CO                     COMMON   410252100        140     7400SH            DEFINED      5,16        7400       0       0
HANOVER CAPITAL MTG HLDGS INC    COMMON   410761100         21     2024SH            DEFINED      25             0       0    2024
HANOVER COMPRESSOR CO            COMMON   410768105       2261   187300SH            DEFINED      25        187300       0       0
HARBOR FLORIDA BANCSHARES        COMMON   411901101         24      700SH            DEFINED      16           700       0       0
HARBOR FLORIDA BANCSHARES        COMMON   411901101         65     1900SH            DEFINED      5,16        1900       0       0
HARBOR FLORIDA BANCSHARES        COMMON   411901101        324     9493SH            DEFINED      7           9493       0       0
HARLAND (JOHN H.) CO             COMMON   412693103       2721    79200SH            DEFINED      16         45600       0   33600
HARLAND (JOHN H.) CO             COMMON   412693103         55     1600SH            DEFINED      16,15       1600       0       0
HARLAND (JOHN H.) CO             COMMON   412693103        103     3000SH            DEFINED      25          3000       0       0
HARLAND (JOHN H.) CO             COMMON   412693103       1072    31200SH            DEFINED      5,16       31200       0       0
HARLEY-DAVIDSON INC              COMMON   412822108      28176   487817SH            DEFINED      1         487817       0       0
HARLEY-DAVIDSON INC              COMMON   412822108      20216   350000SH            DEFINED      1,2       350000       0       0
HARLEY-DAVIDSON INC              COMMON   412822108         84     1450SH            DEFINED      10,16       1450       0       0
HARLEY-DAVIDSON INC              COMMON   412822108        936    16202SH            DEFINED      12,9       16202       0       0
HARLEY-DAVIDSON INC              COMMON   412822108      21005   363660SH            DEFINED      16        297570       0   66090
HARLEY-DAVIDSON INC              COMMON   412822108        248     4300SH            DEFINED      16,15       4300       0       0
HARLEY-DAVIDSON INC              COMMON   412822108       5246    90830SH            DEFINED      2          90830       0       0
HARLEY-DAVIDSON INC              COMMON   412822108       1944    33660SH            DEFINED      24         33660       0       0
HARLEY-DAVIDSON INC              COMMON   412822108       3338    57783SH            DEFINED      25         40075       0   17708
HARLEY-DAVIDSON INC              COMMON   412822108         99     1722SH            DEFINED      4           1722       0       0
HARLEY-DAVIDSON INC              COMMON   412822108        920    15930SH            DEFINED      5,16       15930       0       0
HARLEY-DAVIDSON INC              COMMON   412822108       8719   150947SH            DEFINED      7         150947       0       0
HARLEY-DAVIDSON INC              COMMON   412822108       3810    65969SH            DEFINED      9          65969       0       0
HARLEY-DAVIDSON INC              COMMON   412822108        627    10857SH            DEFINED      9,14       10857       0       0
HARMAN INTERNATIONAL             COMMON   413086109      57614   651300SH            DEFINED      1         651300       0       0
HARMAN INTERNATIONAL             COMMON   413086109      70830   800700SH            DEFINED      1,2       800700       0       0
HARMAN INTERNATIONAL             COMMON   413086109       9624   108800SH            DEFINED      2         108800       0       0
HARMAN INTERNATIONAL             COMMON   413086109        106     1200SH            DEFINED      24          1200       0       0
HARMAN INTERNATIONAL             COMMON   413086109         27      300SH            DEFINED      25             0       0     300
HARMAN INTERNATIONAL             COMMON   413086109        148     1671SH            DEFINED      9           1671       0       0
HARMONIC INC                     COMMON   413160102         15     1600SH            DEFINED      16           700       0     900
HARMONY GOLD MNG SPON ADR        COMMON   413216300       2761   354000SH            DEFINED      1         354000       0       0
HARMONY GOLD MNG SPON ADR        COMMON   413216300        780   100000SH            DEFINED      2         100000       0       0
HARMONY GOLD MNG SPON ADR        COMMON   413216300         16     2000SH            DEFINED      25             0       0    2000
HARRAH'S ENTERTAINMENT INC       COMMON   413619107      77134  1194400SH            DEFINED      1        1194400       0       0
HARRAH'S ENTERTAINMENT INC       COMMON   413619107        433     6700SH            DEFINED      10,16       6700       0       0
HARRAH'S ENTERTAINMENT INC       COMMON   413619107       2604    40318SH            DEFINED      16         37618       0    2700
HARRAH'S ENTERTAINMENT INC       COMMON   413619107       6811   105470SH            DEFINED      16,15     105470       0       0
HARRAH'S ENTERTAINMENT INC       COMMON   413619107        400     6200SH            DEFINED      16,9        6200       0       0



                                                                                          
HARRAH'S ENTERTAINMENT INC       COMMON   413619107        138     2140SH            DEFINED      2           2140       0       0
HARRAH'S ENTERTAINMENT INC       COMMON   413619107        213     3300SH            DEFINED      24          3300       0       0
HARRAH'S ENTERTAINMENT INC       COMMON   413619107         72     1119SH            DEFINED      25           172       0     947
HARRAH'S ENTERTAINMENT INC       COMMON   413619107     271992  4211700SH            DEFINED      3        4211700       0       0
HARRAH'S ENTERTAINMENT INC       COMMON   413619107       2725    42200SH            DEFINED      3,23       42200       0       0
HARRAH'S ENTERTAINMENT INC       COMMON   413619107         18      275SH            DEFINED      6            275       0       0
HARRAH'S ENTERTAINMENT INC       COMMON   413619107       7760   120155SH            DEFINED      7         120155       0       0
HARRAH'S ENTERTAINMENT INC       COMMON   413619107        297     4602SH            DEFINED      9           4602       0       0
HARRIS CORP                      COMMON   413875105      13597   416450SH            DEFINED      1         415800       0     650
HARRIS CORP                      COMMON   413875105       1097    33600SH            DEFINED      10,16      33600       0       0
HARRIS CORP                      COMMON   413875105       1255    38450SH            DEFINED      16         32450       0    6000
HARRIS CORP                      COMMON   413875105        444    13600SH            DEFINED      16,9       13600       0       0
HARRIS CORP                      COMMON   413875105         52     1600SH            DEFINED      24          1600       0       0
HARRIS CORP                      COMMON   413875105         10      300SH            DEFINED      25             0       0     300
HARRIS CORP                      COMMON   413875105        222     6814SH            DEFINED      7           6814       0       0
HARRIS CORP                      COMMON   413875105        788    24148SH            DEFINED      9          24148       0       0
HARRIS CORP                      COMMON   413875105         71     2186SH            DEFINED      9,11        2186       0       0
HARTE-HANKS INC                  COMMON   416196103       9462   343327SH            DEFINED      1         343327       0       0
HARTE-HANKS INC                  COMMON   416196103        955    34650SH            DEFINED      16,15      34650       0       0
HARTE-HANKS INC                  COMMON   416196103         20      710SH            DEFINED      2            710       0       0
HARTE-HANKS INC                  COMMON   416196103         83     3000SH            DEFINED      25          3000       0       0
HARTE-HANKS INC                  COMMON   416196103      30783  1116950SH            DEFINED      3        1116950       0       0
HARTFORD FINANCIAL SVCS GRP      COMMON   416515104     124745  1819500SH            DEFINED      1        1819500       0       0
HARTFORD FINANCIAL SVCS GRP      COMMON   416515104       2667    38900SH            DEFINED      10,16      38900       0       0
HARTFORD FINANCIAL SVCS GRP      COMMON   416515104      24172   352568SH            DEFINED      16        339441       0   11877
HARTFORD FINANCIAL SVCS GRP      COMMON   416515104       1954    28500SH            DEFINED      16,9       28500       0       0
HARTFORD FINANCIAL SVCS GRP      COMMON   416515104        185     2700SH            DEFINED      24          2700       0       0
HARTFORD FINANCIAL SVCS GRP      COMMON   416515104         41      600SH            DEFINED      25             0       0     600
HARTFORD FINANCIAL SVCS GRP      COMMON   416515104          8      123SH            DEFINED      4            123       0       0
HARTFORD FINANCIAL SVCS GRP      COMMON   416515104        533     7775SH            DEFINED      5,16           0       0    7775
HARTFORD FINANCIAL SVCS GRP      COMMON   416515104        221     3225SH            DEFINED      7           3225       0       0
HARTFORD FINANCIAL SVCS GRP      COMMON   416515104        683     9965SH            DEFINED      9           9965       0       0
HARTFORD FINL SVCS CVP(HIG)7.0   CONVERT  416515500         19      300SH            DEFINED      6            300       0       0
HARTFORD FINL SVCS CVP(HIG)7.0   CONVERT  416515500        256     3975SH            DEFINED      7           3975       0       0
HARTMARX CORPORATION             COMMON   417119104       4662   488700SH            DEFINED      1         488700       0       0
HARTMARX CORPORATION             COMMON   417119104       1274   133500SH            DEFINED      16         75700       0   57800
HARTMARX CORPORATION             COMMON   417119104         28     2900SH            DEFINED      16,15       2900       0       0
HARTMARX CORPORATION             COMMON   417119104        411    43100SH            DEFINED      5,16       43100       0       0
HARVEST NATURAL RESOURCES INC    COMMON   41754V103       3175   267000SH            DEFINED      16        143100       0  123900
HARVEST NATURAL RESOURCES INC    COMMON   41754V103         71     6000SH            DEFINED      16,15       6000       0       0
HARVEST NATURAL RESOURCES INC    COMMON   41754V103        568    47800SH            DEFINED      5,16       47800       0       0
HASBRO INC                       COMMON   418056107       7638   373475SH            DEFINED      1         371695       0    1780
HASBRO INC                       COMMON   418056107       2658   129957SH            DEFINED      16        111257       0   18700
HASBRO INC                       COMMON   418056107        908    44400SH            DEFINED      16,15      44400       0       0
HASBRO INC                       COMMON   418056107        781    38200SH            DEFINED      16,9       38200       0       0
HASBRO INC                       COMMON   418056107         19      940SH            DEFINED      2            940       0       0
HASBRO INC                       COMMON   418056107        106     5200SH            DEFINED      24          5200       0       0
HASBRO INC                       COMMON   418056107        131     6400SH            DEFINED      7           6400       0       0
HASBRO INC                       COMMON   418056107        130     6356SH            DEFINED      9           6356       0       0
HEALTHCARE SERVICES GROUP        COMMON   421906108         90     3700SH            DEFINED      16          3700       0       0
HEALTHCARE SERVICES GROUP        COMMON   421906108        235     9700SH            DEFINED      5,16        9700       0       0
HEALTH CARE PPTYS INVEST INC     COMMON   421915109      33022  1406990SH            DEFINED      16       1296300       0  110690
HEALTH CARE PPTYS INVEST INC     COMMON   421915109         31     1324SH            DEFINED      25           800       0     524
HEALTH CARE PPTYS INVEST INC     COMMON   421915109        974    41500SH            DEFINED      7          41500       0       0
HEALTH MGMT ASSOCIATES INC CL    COMMON   421933102       4257   162600SH            DEFINED      1         162600       0       0
HEALTH MGMT ASSOCIATES INC CL    COMMON   421933102      26180  1000000SH            DEFINED      1,2      1000000       0       0
HEALTH MGMT ASSOCIATES INC CL    COMMON   421933102       1932    73800SH            DEFINED      10         73800       0       0
HEALTH MGMT ASSOCIATES INC CL    COMMON   421933102        215     8200SH            DEFINED      10,23       8200       0       0
HEALTH MGMT ASSOCIATES INC CL    COMMON   421933102        619    23630SH            DEFINED      16         23630       0       0
HEALTH MGMT ASSOCIATES INC CL    COMMON   421933102       4393   167800SH            DEFINED      2         167800       0       0
HEALTH MGMT ASSOCIATES INC CL    COMMON   421933102        733    28000SH            DEFINED      25         28000       0       0
HEALTH MGMT ASSOCIATES INC CL    COMMON   421933102        199     7600SH            DEFINED      7           7600       0       0
HEALTH MGMT ASSOCIATES INC CL    COMMON   421933102        223     8526SH            DEFINED      9           8526       0       0
HEALTH MANAGE CVT(HMA) 144A 1.   CONVERT  421933AE2      13629 12475000SH            DEFINED      16       1825000       010650000
HEALTH MANAGEMENTCVT(INMARS) 1   CONVERT  421933AF9       2786  2550000SH            DEFINED      16        300000       0 2250000
HEALTHCARE REALTY TRUST INC      COMMON   421946104      42674  1171065SH            DEFINED      16       1123900       0   47165
HEALTH CARE REIT INC             COMMON   42217K106      47043  1470106SH            DEFINED      16       1197259       0  263147
HEALTH CARE REIT INC             COMMON   42217K106       1421    44400SH            DEFINED      5,16       44400       0       0
HEALTH CARE REIT INC             COMMON   42217K106         12      375SH            DEFINED      7            375       0       0
HEALTHEXTRAS INC                 COMMON   422211102      11697   702527SH            DEFINED      1         702527       0       0
HEALTH NET INC                   COMMON   42222G108        151     4616SH            DEFINED      9           4616       0       0
HEARST CL ARGYLE TELEVISION IN   COMMON   422317107         84     3300SH            DEFINED      16          3300       0       0
HEARST CL ARGYLE TELEVISION IN   COMMON   422317107        164     6429SH            DEFINED      25             0       0    6429
HEARST CL ARGYLE TELEVISION IN   COMMON   422317107         40     1575SH            DEFINED      7           1575       0       0
HEARTLAND EXPRESS INC            COMMON   422347104       8778   458400SH            DEFINED      1         458400       0       0
HEARTLAND EXPRESS INC            COMMON   422347104          1       46SH            DEFINED      16            46       0       0
HEARTLAND EXPRESS INC            COMMON   422347104       3374   176200SH            DEFINED      2         176200       0       0
HEARUSA INC                      COMMON   422360305        251   126000SH            DEFINED      25        126000       0       0
HECLA MINING CO                  COMMON   422704106        493    90000SH            DEFINED      2          90000       0       0
HECLA MINING CO                  COMMON   422704106        123    22500SH            DEFINED      25             0       0   22500
HEIDRICK & STRUGGLES INTL        COMMON   422819102       2199    59800SH            DEFINED      1          59800       0       0
HEINZ (H.J.) CO                  COMMON   423074103       2682    72800SH            DEFINED      10,16      72800       0       0
HEINZ (H.J.) CO                  COMMON   423074103      11950   324386SH            DEFINED      16        300786       0   23600
HEINZ (H.J.) CO                  COMMON   423074103       2115    57400SH            DEFINED      16,9       57400       0       0
HEINZ (H.J.) CO                  COMMON   423074103       1128    30631SH            DEFINED      24         30631       0       0
HEINZ (H.J.) CO                  COMMON   423074103       1352    36690SH            DEFINED      25         31409       0    5281
HEINZ (H.J.) CO                  COMMON   423074103        127     3447SH            DEFINED      7           3447       0       0
HEINZ (H.J.) CO                  COMMON   423074103        485    13154SH            DEFINED      9          13154       0       0
HELMERICH & PAYNE                COMMON   423452101         20      500SH            DEFINED      25             0       0     500
HELMERICH & PAYNE                COMMON   423452101         67     1700SH            DEFINED      7           1700       0       0
HENRY (JACK) & ASSOCIATES        COMMON   426281101       9729   540800SH            DEFINED      1         540800       0       0
HERCULES INC                     COMMON   427056106        156    10798SH            DEFINED      16         10798       0       0
HERCULES INC                     COMMON   427056106         20     1380SH            DEFINED      7           1380       0       0



                                                                                          
HERITAGE PROPERTY INVESTMENT     COMMON   42725M107      21376   720200SH            DEFINED      16        546500       0  173700
HERSHEY FOODS CORP               COMMON   427866108      12763   211090SH            DEFINED      1         211090       0       0
HERSHEY FOODS CORP               COMMON   427866108      30230   500000SH            DEFINED      1,2       500000       0       0
HERSHEY FOODS CORP               COMMON   427866108       5015    82950SH            DEFINED      10,16      82950       0       0
HERSHEY FOODS CORP               COMMON   427866108        157     2600SH            DEFINED      10,8        2600       0       0
HERSHEY FOODS CORP               COMMON   427866108      17411   287978SH            DEFINED      16        261378       0   26600
HERSHEY FOODS CORP               COMMON   427866108        242     4000SH            DEFINED      16,15       4000       0       0
HERSHEY FOODS CORP               COMMON   427866108       1584    26200SH            DEFINED      16,9       26200       0       0
HERSHEY FOODS CORP               COMMON   427866108       7074   117010SH            DEFINED      2         117010       0       0
HERSHEY FOODS CORP               COMMON   427866108        320     5291SH            DEFINED      24          5291       0       0
HERSHEY FOODS CORP               COMMON   427866108        640    10592SH            DEFINED      25          2635       0    7957
HERSHEY FOODS CORP               COMMON   427866108         33      538SH            DEFINED      4            538       0       0
HERSHEY FOODS CORP               COMMON   427866108        357     5900SH            DEFINED      5,16        5900       0       0
HERSHEY FOODS CORP               COMMON   427866108         18      300SH            DEFINED      6            300       0       0
HERSHEY FOODS CORP               COMMON   427866108       3671    60722SH            DEFINED      7          60722       0       0
HERSHEY FOODS CORP               COMMON   427866108        486     8040SH            DEFINED      9           8040       0       0
HEWLETT-PACKARD CO               COMMON   428236103      49466  2254600SH            DEFINED      1         847900       0 1406700
HEWLETT-PACKARD CO               COMMON   428236103      21507   980246SH            DEFINED      10        980246       0       0
HEWLETT-PACKARD CO               COMMON   428236103       4502   205185SH            DEFINED      10,16     205185       0       0
HEWLETT-PACKARD CO               COMMON   428236103       1380    62879SH            DEFINED      13         62879       0       0
HEWLETT-PACKARD CO               COMMON   428236103        479    21815SH            DEFINED      13,15      21815       0       0
HEWLETT-PACKARD CO               COMMON   428236103      33954  1547588SH            DEFINED      16       1482043       0   63140
HEWLETT-PACKARD CO               COMMON   428236103        994    45300SH            DEFINED      16,23      45300       0       0
HEWLETT-PACKARD CO               COMMON   428236103       2760   125800SH            DEFINED      16,9      125800       0       0
HEWLETT-PACKARD CO               COMMON   428236103        329    15000SH            DEFINED      24         15000       0       0
HEWLETT-PACKARD CO               COMMON   428236103       9182   418519SH            DEFINED      25         70968       0  347551
HEWLETT-PACKARD CO               COMMON   428236103        393    17900SH            DEFINED      5,16           0       0   17900
HEWLETT-PACKARD CO               COMMON   428236103       1114    50769SH            DEFINED      7          50769       0       0
HEWLETT-PACKARD CO               COMMON   428236103       2588   117963SH            DEFINED      9         117963       0       0
HEWLETT-PACKARD CO               COMMON   428236103         47     2131SH            DEFINED      9,11        2131       0       0
HEWLETT-PACKARD(HWP) CVT 0.0 1   CONVERT  428236AC7       5565  9700000SH            DEFINED      16       1425000       0 8275000
HEXCEL CORP                      COMMON   428291108       3259   210100SH            DEFINED      16        124200       0   85900
HEXCEL CORP                      COMMON   428291108         70     4500SH            DEFINED      16,15       4500       0       0
HEXCEL CORP                      COMMON   428291108        921    59400SH            DEFINED      5,16       59400       0       0
HIBBETT SPORTING GOODS INC       COMMON   428565105       6621   220400SH            DEFINED      1         220400       0       0
HIBERNIA CORP CL A               COMMON   428656102        682    21312SH            DEFINED      16         20712       0     600
HIBERNIA CORP CL A               COMMON   428656102        157     4900SH            DEFINED      16,9        4900       0       0
HIBERNIA CORP CL A               COMMON   428656102        141     4400SH            DEFINED      24          4400       0       0
HIBERNIA CORP CL A               COMMON   428656102          8      239SH            DEFINED      4            239       0       0
HIBERNIA CORP CL A               COMMON   428656102        175     5452SH            DEFINED      9           5452       0       0
HIENERGY TECHNOLOGIES INC        COMMON   42952V101         13    18315SH            DEFINED      25             0       0   18315
HIGH INCOME OPPORTUNITY FD CF    COMMON   42967Q105         19     3000SH            DEFINED      25             0       0    3000
HIGHWOODS PROPERTIES INC REIT    COMMON   431284108      12828   478300SH            DEFINED      16        418600       0   59700
HIGHWOODS PROPERTIES INC REIT    COMMON   431284108         48     1800SH            DEFINED      7           1800       0       0
HILB ROGAL & HOBBS CO            COMMON   431294107       3834   107100SH            DEFINED      1         107100       0       0
HILB ROGAL & HOBBS CO            COMMON   431294107          1       14SH            DEFINED      16            14       0       0
HILB ROGAL & HOBBS CO            COMMON   431294107         74     2058SH            DEFINED      9           2058       0       0
HILLTOP COMMUNITY BANCORP INC    COMMON   43274N108          3      275SH            DEFINED      25           275       0       0
HILTON HOTELS CORP               COMMON   432848109     104394  4670876SH            DEFINED      1        4670876       0       0
HILTON HOTELS CORP               COMMON   432848109      25703  1150000SH            DEFINED      1,2      1150000       0       0
HILTON HOTELS CORP               COMMON   432848109     117732  5267669SH            DEFINED      16       3860246       0 1311423
HILTON HOTELS CORP               COMMON   432848109       1913    85610SH            DEFINED      16,15      85610       0       0
HILTON HOTELS CORP               COMMON   432848109       4263   190740SH            DEFINED      2         156940       0   33800
HILTON HOTELS CORP               COMMON   432848109         18      800SH            DEFINED      25             0       0     800
HILTON HOTELS CORP               COMMON   432848109       9264   414500SH            DEFINED      5,16      414500       0       0
HILTON HOTELS CORP               COMMON   432848109        211     9447SH            DEFINED      7           9447       0       0
HILTON HOTELS CORP               COMMON   432848109        310    13886SH            DEFINED      9          13886       0       0
HILTON RESOURCES LTD             COMMON   432890101          0     1500SH            DEFINED      25             0       0    1500
HITACHI LTD ADR                  COMMON   433578507      23474   377815SH            DEFINED      13        294918       0   82897
HITACHI LTD ADR                  COMMON   433578507      17552   282505SH            DEFINED      16        272639       0    9866
HITACHI LTD ADR                  COMMON   433578507         34      550SH            DEFINED      25           250       0     300
HOLLINGER INTERNATIONAL INC      COMMON   435569108          7      600SH            DEFINED      16           600       0       0
HOLLY CORP                       COMMON   435758305        723    19400SH            DEFINED      16         10900       0    8500
HOLLY CORP                       COMMON   435758305         15      400SH            DEFINED      16,15        400       0       0
HOLLY CORP                       COMMON   435758305         82     2200SH            DEFINED      5,16        2200       0       0
HOLLY ENERGY PARTNERS LP         COMMON   435763107        266     7100SH            DEFINED      7           7100       0       0
HOME DEPOT INC                   COMMON   437076102      91637  2396374SH            DEFINED      1        1873874       0  522500
HOME DEPOT INC                   COMMON   437076102      21988   575000SH            DEFINED      1,2       575000       0       0
HOME DEPOT INC                   COMMON   437076102      23991   627380SH            DEFINED      10,16     627380       0       0
HOME DEPOT INC                   COMMON   437076102       1568    41000SH            DEFINED      10,8       41000       0       0
HOME DEPOT INC                   COMMON   437076102       1296    33888SH            DEFINED      12,9       33888       0       0
HOME DEPOT INC                   COMMON   437076102        811    21210SH            DEFINED      13         21210       0       0
HOME DEPOT INC                   COMMON   437076102        275     7180SH            DEFINED      13,15       7180       0       0
HOME DEPOT INC                   COMMON   437076102     289797  7578363SH            DEFINED      16       5819202       0 1751301
HOME DEPOT INC                   COMMON   437076102       2417    63200SH            DEFINED      16,15      63200       0       0
HOME DEPOT INC                   COMMON   437076102       1141    29850SH            DEFINED      16,23      29850       0       0
HOME DEPOT INC                   COMMON   437076102       7323   191500SH            DEFINED      16,9      191500       0       0
HOME DEPOT INC                   COMMON   437076102      41425  1083300SH            DEFINED      2        1083300       0       0
HOME DEPOT INC                   COMMON   437076102       5711   149348SH            DEFINED      24        149348       0       0
HOME DEPOT INC                   COMMON   437076102      29388   768519SH            DEFINED      25         50769       0  717750
HOME DEPOT INC                   COMMON   437076102        459    12000SH            DEFINED      3          12000       0       0
HOME DEPOT INC                   COMMON   437076102         99     2590SH            DEFINED      4           2590       0       0
HOME DEPOT INC                   COMMON   437076102       6089   159220SH            DEFINED      5,16      143050       0   16170
HOME DEPOT INC                   COMMON   437076102       2373    62055SH            DEFINED      6          62055       0       0
HOME DEPOT INC                   COMMON   437076102     526037 13756209SH            DEFINED      7       13756209       0       0
HOME DEPOT INC                   COMMON   437076102        149     3900SH            DEFINED      8           3900       0       0
HOME DEPOT INC                   COMMON   437076102       7900   206582SH            DEFINED      9         206582       0       0
HOME DEPOT INC                   COMMON   437076102        432    11300SH            DEFINED      9,10       11300       0       0
HOME DEPOT INC                   COMMON   437076102        113     2943SH            DEFINED      9,11        2943       0       0
HOME DEPOT INC                   COMMON   437076102        879    22991SH            DEFINED      9,14       22991       0       0
HOME PROPERTIES INC              COMMON   437306103       9518   245309SH            DEFINED      16        145649       0   99660
HOME PROPERTIES INC              COMMON   437306103         84     2175SH            DEFINED      7           2175       0       0
HONEYWELL INTERNATIONAL INC      COMMON   438516106     161261  4333800SH            DEFINED      1        4333800       0       0



                                                                                          
HONEYWELL INTERNATIONAL INC      COMMON   438516106      46513  1250000SH            DEFINED      1,2      1250000       0       0
HONEYWELL INTERNATIONAL INC      COMMON   438516106       2392    64287SH            DEFINED      10,16      64287       0       0
HONEYWELL INTERNATIONAL INC      COMMON   438516106     167766  4508617SH            DEFINED      16       2983454       0 1517573
HONEYWELL INTERNATIONAL INC      COMMON   438516106       1444    38810SH            DEFINED      16,23      38810       0       0
HONEYWELL INTERNATIONAL INC      COMMON   438516106        744    20000SH            DEFINED      16,9       20000       0       0
HONEYWELL INTERNATIONAL INC      COMMON   438516106      10011   269050SH            DEFINED      2         269050       0       0
HONEYWELL INTERNATIONAL INC      COMMON   438516106        141     3800SH            DEFINED      2,15        3800       0       0
HONEYWELL INTERNATIONAL INC      COMMON   438516106         56     1500SH            DEFINED      24          1500       0       0
HONEYWELL INTERNATIONAL INC      COMMON   438516106       2034    54650SH            DEFINED      25          2350       0   52300
HONEYWELL INTERNATIONAL INC      COMMON   438516106      15280   410635SH            DEFINED      4         410635       0       0
HONEYWELL INTERNATIONAL INC      COMMON   438516106       2274    61100SH            DEFINED      5,16       61100       0       0
HONEYWELL INTERNATIONAL INC      COMMON   438516106        504    13540SH            DEFINED      7          13540       0       0
HONEYWELL INTERNATIONAL INC      COMMON   438516106       1000    26886SH            DEFINED      9          26886       0       0
HOOPER HOLMES INC                COMMON   439104100          1      157SH            DEFINED      16           157       0       0
HORIZON FINANCIAL CORP           COMMON   44041F105         19     1000SH            DEFINED      16          1000       0       0
HORIZON FINANCIAL CORP           COMMON   44041F105         49     2600SH            DEFINED      5,16        2600       0       0
HORIZON HEALTH CORP              COMMON   44041Y104       2550    60000SH            DEFINED      1          60000       0       0
HORMEL FOODS CORP                COMMON   440452100         12      400SH            DEFINED      16           200       0     200
HOSPIRA INC                      COMMON   441060100         24      755SH            DEFINED      1              0       0     755
HOSPIRA INC                      COMMON   441060100        959    29705SH            DEFINED      16         26965       0    2740
HOSPIRA INC                      COMMON   441060100        242     7500SH            DEFINED      16,9        7500       0       0
HOSPIRA INC                      COMMON   441060100         10      300SH            DEFINED      21           300       0       0
HOSPIRA INC                      COMMON   441060100        974    30189SH            DEFINED      25           672       0   29517
HOSPIRA INC                      COMMON   441060100          0        0SH            DEFINED      3              0       0       0
HOSPIRA INC                      COMMON   441060100        226     7009SH            DEFINED      7           7009       0       0
HOSPIRA INC                      COMMON   441060100        153     4745SH            DEFINED      9           4745       0       0
HOSPITALITY PROPERTIES TRUST     COMMON   44106M102      32950   816000SH            DEFINED      16        676000       0  140000
HOSPITALITY PROPERTIES TRUST     COMMON   44106M102         79     1955SH            DEFINED      25             0       0    1955
HOST MARRIOTT CORP               COMMON   44107P104     143341  8655865SH            DEFINED      16       6482631       0 2025934
HOST MARRIOTT CORP               COMMON   44107P104      10547   636900SH            DEFINED      5,16      636900       0       0
HOT TOPIC INC                    COMMON   441339108      17436   798000SH            DEFINED      1         798000       0       0
HOT TOPIC INC                    COMMON   441339108       2078    95100SH            DEFINED      2          95100       0       0
HOT TOPIC INC                    COMMON   441339108        119     5450SH            DEFINED      7           5450       0       0
HOUSTON EXPLORATION COMPANY      COMMON   442120101       6880   120800SH            DEFINED      1         120800       0       0
HOUSTON EXPLORATION COMPANY      COMMON   442120101       5718   100400SH            DEFINED      1,3       100400       0       0
HOUSTON EXPLORATION COMPANY      COMMON   442120101       1521    26700SH            DEFINED      10,2       26700       0       0
HOUSTON EXPLORATION COMPANY      COMMON   442120101       1367    24000SH            DEFINED      2          24000       0       0
HUB GROUP INC CL A               COMMON   443320106       3629    57900SH            DEFINED      16         32000       0   25900
HUB GROUP INC CL A               COMMON   443320106         75     1200SH            DEFINED      16,15       1200       0       0
HUB GROUP INC CL A               COMMON   443320106        896    14300SH            DEFINED      5,16       14300       0       0
HUB INTERNATIONAL LTD            COMMON   44332P101          4      197SH            DEFINED      7            197       0       0
HUBBELL INC -CL A                COMMON   443510102         94     2000SH            DEFINED      25             0       0    2000
HUBBELL INC  CL B                COMMON   443510201       2027    39674SH            DEFINED      25          6804       0   32870
HUBBELL INC  CL B                COMMON   443510201       1057    20690SH            DEFINED      7          20690       0       0
HUDSON HIGHLAND GROUP INC        COMMON   443792106       3705   216800SH            DEFINED      1         216800       0       0
HUDSON UNITED BANCORP            COMMON   444165104       2274    64500SH            DEFINED      1          64500       0       0
HUDSON UNITED BANCORP            COMMON   444165104       7685   218000SH            DEFINED      16        135000       0   83000
HUDSON UNITED BANCORP            COMMON   444165104        141     4000SH            DEFINED      16,15       4000       0       0
HUDSON UNITED BANCORP            COMMON   444165104        434    12300SH            DEFINED      16,9       12300       0       0
HUDSON UNITED BANCORP            COMMON   444165104       2590    73475SH            DEFINED      25         73475       0       0
HUDSON UNITED BANCORP            COMMON   444165104       1829    51900SH            DEFINED      5,16       51900       0       0
HUDSON UNITED BANCORP            COMMON   444165104         15      413SH            DEFINED      7            413       0       0
HUGHES SUPPLY INC                COMMON   444482103      12254   411900SH            DEFINED      1         411900       0       0
HUGHES SUPPLY INC                COMMON   444482103       4742   159400SH            DEFINED      2         159400       0       0
HUGHES SUPPLY INC                COMMON   444482103         48     1625SH            DEFINED      7           1625       0       0
HUGOTON ROYALTY TRUST            COMMON   444717102          9      300SH            DEFINED      16           300       0       0
HUGOTON ROYALTY TRUST            COMMON   444717102       5345   181250SH            DEFINED      25          4000       0  177250
HUMANA INC                       COMMON   444859102      13990   438000SH            DEFINED      1         438000       0       0
HUMANA INC                       COMMON   444859102       2469    77300SH            DEFINED      10,16      77300       0       0
HUMANA INC                       COMMON   444859102        150     4700SH            DEFINED      10,8        4700       0       0
HUMANA INC                       COMMON   444859102      25826   808587SH            DEFINED      16        720587       0   68300
HUMANA INC                       COMMON   444859102        233     7300SH            DEFINED      16,15       7300       0       0
HUMANA INC                       COMMON   444859102       1089    34100SH            DEFINED      16,9       34100       0       0
HUMANA INC                       COMMON   444859102        479    15000SH            DEFINED      2          15000       0       0
HUMANA INC                       COMMON   444859102        238     7448SH            DEFINED      24          7448       0       0
HUMANA INC                       COMMON   444859102        441    13800SH            DEFINED      5,16       13800       0       0
HUMANA INC                       COMMON   444859102         19      601SH            DEFINED      9            601       0       0
HUMAN GENOME SCIENCES INC        COMMON   444903108          9     1000SH            DEFINED      25             0       0    1000
HUMMINGBIRD LTD                  COMMON   44544R101      52280  2217000SH            DEFINED      3        2217000       0       0
HUNT (JB) TRANSPRT SVCS INC      COMMON   445658107       2618    59805SH            DEFINED      1          59500       0     305
HUNT (JB) TRANSPRT SVCS INC      COMMON   445658107       4022    91900SH            DEFINED      1,3        91900       0       0
HUNT (JB) TRANSPRT SVCS INC      COMMON   445658107         28      650SH            DEFINED      16           650       0       0
HUNTINGTON BANCSHARES            COMMON   446150104       1649    69000SH            DEFINED      10,16      69000       0       0
HUNTINGTON BANCSHARES            COMMON   446150104       8952   374544SH            DEFINED      16        350744       0   23800
HUNTINGTON BANCSHARES            COMMON   446150104       2005    83900SH            DEFINED      16,9       83900       0       0
HUNTINGTON BANCSHARES            COMMON   446150104        172     7200SH            DEFINED      24          7200       0       0
HUNTINGTON BANCSHARES            COMMON   446150104         53     2200SH            DEFINED      25             0       0    2200
HUNTINGTON BANCSHARES            COMMON   446150104         38     1600SH            DEFINED      7           1600       0       0
HUNTINGTON BANCSHARES            COMMON   446150104        241    10067SH            DEFINED      9          10067       0       0
HUNTSMAN CORP                    COMMON   447011107        250    10700SH            DEFINED      7          10700       0       0
HURCO COMPANIES INC              COMMON   447324104          3      225SH            DEFINED      7            225       0       0
HURON CONSULTING GROUP INC       COMMON   447462102         33     1600SH            DEFINED      25             0       0    1600
HYDRIL                           COMMON   448774109        193     3300SH            DEFINED      16          3300       0       0
HYPERION SOLUTIONS CORP          COMMON   44914M104      10750   243700SH            DEFINED      1         243700       0       0
HYPERION SOLUTIONS CORP          COMMON   44914M104         26      600SH            DEFINED      25             0       0     600
HYPERION SOLUTIONS CORP          COMMON   44914M104       3855    87392SH            DEFINED      7          87392       0       0
HYTHIAM INC                      COMMON   44919F104          6      700SH            DEFINED      25           700       0       0
IAC INTERACTIVECORP              COMMON   44919P102       6732   302310SH            DEFINED      1         302310       0       0
IAC INTERACTIVECORP              COMMON   44919P102        808    36270SH            DEFINED      16,15      36270       0       0
IAC INTERACTIVECORP              COMMON   44919P102         18      800SH            DEFINED      2            800       0       0
IAC INTERACTIVECORP              COMMON   44919P102       3162   142000SH            DEFINED      25        136800       0    5200
IAC INTERACTIVECORP              COMMON   44919P102     346087 15540500SH            DEFINED      3       15540500       0       0
IAC INTERACTIVECORP              COMMON   44919P102       2989   134200SH            DEFINED      3,23      134200       0       0



                                                                                          
IAC INTERACTIVECORP              COMMON   44919P102        116     5200SH            DEFINED      7           5200       0       0
IAC INTERACTIVECORP              COMMON   44919P102        282    12649SH            DEFINED      9          12649       0       0
ICOS CORPORATION                 COMMON   449295104          4      200SH            DEFINED      4            200       0       0
ICU MEDICAL INC                  COMMON   44930G107          1       19SH            DEFINED      16            19       0       0
IHOP CORP                        COMMON   449623107       3323    69700SH            DEFINED      3          69700       0       0
IPCS INC 144A WT                 COMMON   44980Y115          0     6980SH            DEFINED      1           6980       0       0
IPCS INC 144A WT                 COMMON   44980Y115          0       20SH            DEFINED      2,23          20       0       0
ING CLARION GL R/E INCOME FD C   COMMON   44982G104          7      500SH            DEFINED      4            500       0       0
IMS HEALTH INC                   COMMON   449934108      94347  3868275SH            DEFINED      1        3868275       0       0
IMS HEALTH INC                   COMMON   449934108        124     5100SH            DEFINED      1,3         5100       0       0
IMS HEALTH INC                   COMMON   449934108       1517    62200SH            DEFINED      10,16      62200       0       0
IMS HEALTH INC                   COMMON   449934108        576    23605SH            DEFINED      12,9       23605       0       0
IMS HEALTH INC                   COMMON   449934108      14812   607299SH            DEFINED      16        541699       0   54100
IMS HEALTH INC                   COMMON   449934108       1441    59100SH            DEFINED      16,9       59100       0       0
IMS HEALTH INC                   COMMON   449934108       5787   237250SH            DEFINED      2         237250       0       0
IMS HEALTH INC                   COMMON   449934108         54     2200SH            DEFINED      2,15        2200       0       0
IMS HEALTH INC                   COMMON   449934108        645    26453SH            DEFINED      24         26453       0       0
IMS HEALTH INC                   COMMON   449934108        492    20154SH            DEFINED      25          6240       0   13914
IMS HEALTH INC                   COMMON   449934108     276007 11316400SH            DEFINED      3       11316400       0       0
IMS HEALTH INC                   COMMON   449934108       3393   139100SH            DEFINED      3,23      139100       0       0
IMS HEALTH INC                   COMMON   449934108      31650  1297661SH            DEFINED      4        1297661       0       0
IMS HEALTH INC                   COMMON   449934108         44     1800SH            DEFINED      5,16        1800       0       0
IMS HEALTH INC                   COMMON   449934108        239     9800SH            DEFINED      5,2         9800       0       0
IMS HEALTH INC                   COMMON   449934108        372    15246SH            DEFINED      7          15246       0       0
IMS HEALTH INC                   COMMON   449934108       2107    86377SH            DEFINED      9          86377       0       0
IMS HEALTH INC                   COMMON   449934108         40     1639SH            DEFINED      9,11        1639       0       0
IMS HEALTH INC                   COMMON   449934108        415    17035SH            DEFINED      9,14       17035       0       0
ISTAR FINANCIAL INC              COMMON   45031U101         25      600SH            DEFINED      1              0       0     600
ISTAR FINANCIAL INC              COMMON   45031U101      29680   720750SH            DEFINED      16        720750       0       0
ISTAR FINANCIAL INC              COMMON   45031U101         77     1870SH            DEFINED      7           1870       0       0
ISTA PHARMACEUTICALS INC         COMMON   45031X204          4      446SH            DEFINED      16             0       0     446
ISTA PHARMACEUTICALS INC         COMMON   45031X204        999   101162SH            DEFINED      19             0       0  101162
ITLA CAPITAL CORPORATION         COMMON   450565106       1140    22826SH            DEFINED      16         12926       0    9900
ITLA CAPITAL CORPORATION         COMMON   450565106         25      500SH            DEFINED      16,15        500       0       0
ITLA CAPITAL CORPORATION         COMMON   450565106        330     6600SH            DEFINED      5,16        6600       0       0
IBIS TECHNOLOGY CORP             COMMON   450909106         10     4400SH            DEFINED      25          4400       0       0
ITT INDUSTRIES INC               COMMON   450911102      60569   671200SH            DEFINED      1         671200       0       0
ITT INDUSTRIES INC               COMMON   450911102        162     1800SH            DEFINED      1,3         1800       0       0
ITT INDUSTRIES INC               COMMON   450911102       2057    22799SH            DEFINED      16         22799       0       0
ITT INDUSTRIES INC               COMMON   450911102       6407    71000SH            DEFINED      2          71000       0       0
ITT INDUSTRIES INC               COMMON   450911102       1029    11400SH            DEFINED      24         11400       0       0
ITT INDUSTRIES INC               COMMON   450911102         50      550SH            DEFINED      25             0       0     550
ITT INDUSTRIES INC               COMMON   450911102       9692   107400SH            DEFINED      3         107400       0       0
ITT INDUSTRIES INC               COMMON   450911102      36035   399326SH            DEFINED      4         399326       0       0
ITT INDUSTRIES INC               COMMON   450911102        325     3600SH            DEFINED      5,2         3600       0       0
ITT INDUSTRIES INC               COMMON   450911102        262     2900SH            DEFINED      7           2900       0       0
ITT INDUSTRIES INC               COMMON   450911102        264     2928SH            DEFINED      9           2928       0       0
IAMGOLD CORPORATION              COMMON   450913108       4926   800000SH            DEFINED      1         800000       0       0
IAMGOLD CORPORATION              COMMON   450913108       4327   702700SH            DEFINED      1,3       702700       0       0
IAMGOLD CORPORATION              COMMON   450913108       1280   207900SH            DEFINED      2         207900       0       0
IAMGOLD CORPORATION              COMMON   450913108       9570  1554100SH            DEFINED      3        1554100       0       0
ICICI BANK LTD ADR               COMMON   45104G104       3659   176575SH            DEFINED      10        176575       0       0
ICICI BANK LTD ADR               COMMON   45104G104        201     9700SH            DEFINED      10,16       9700       0       0
ICICI BANK LTD ADR               COMMON   45104G104      12890   622092SH            DEFINED      10,23     622092       0       0
ICICI BANK LTD ADR               COMMON   45104G104       2768   133609SH            DEFINED      10,8      133609       0       0
ICICI BANK LTD ADR               COMMON   45104G104        192     9268SH            DEFINED      13,15       9268       0       0
ICICI BANK LTD ADR               COMMON   45104G104        175     8456SH            DEFINED      8           8456       0       0
IDACORP INC                      COMMON   451107106         57     2000SH            DEFINED      25          2000       0       0
IDEX CORP                        COMMON   45167R104      10632   263500SH            DEFINED      1         263500       0       0
IDEX CORP                        COMMON   45167R104          2       51SH            DEFINED      16            51       0       0
IDEX CORP                        COMMON   45167R104       4083   101200SH            DEFINED      2         101200       0       0
IDEXX LABORATORIES INC           COMMON   45168D104      16410   303000SH            DEFINED      1         303000       0       0
IDEXX LABORATORIES INC           COMMON   45168D104        119     2200SH            DEFINED      16          2200       0       0
IDEXX LABORATORIES INC           COMMON   45168D104         65     1200SH            DEFINED      21          1200       0       0
IDEXX LABORATORIES INC           COMMON   45168D104         27      500SH            DEFINED      25             0       0     500
IDEXX LABORATORIES INC           COMMON   45168D104       3770    69600SH            DEFINED      3          69600       0       0
IDENTIX INC                      COMMON   451906101       3671   727000SH            DEFINED      1         727000       0       0
ILLINOIS TOOL WORKS              COMMON   452308109      79092   883415SH            DEFINED      1         883415       0       0
ILLINOIS TOOL WORKS              COMMON   452308109      32526   363300SH            DEFINED      1,2       363300       0       0
ILLINOIS TOOL WORKS              COMMON   452308109       1938    21650SH            DEFINED      10,16      21650       0       0
ILLINOIS TOOL WORKS              COMMON   452308109     126559  1413598SH            DEFINED      16       1039960       0  371078
ILLINOIS TOOL WORKS              COMMON   452308109       1172    13090SH            DEFINED      16,23      13090       0       0
ILLINOIS TOOL WORKS              COMMON   452308109        492     5500SH            DEFINED      16,9        5500       0       0
ILLINOIS TOOL WORKS              COMMON   452308109       5403    60345SH            DEFINED      2          60345       0       0
ILLINOIS TOOL WORKS              COMMON   452308109        107     1200SH            DEFINED      24          1200       0       0
ILLINOIS TOOL WORKS              COMMON   452308109      60661   677554SH            DEFINED      25        133705       0  543849
ILLINOIS TOOL WORKS              COMMON   452308109       5855    65400SH            DEFINED      3          65400       0       0
ILLINOIS TOOL WORKS              COMMON   452308109          0        1SH            DEFINED      4              1       0       0
ILLINOIS TOOL WORKS              COMMON   452308109       1794    20040SH            DEFINED      5,16       20040       0       0
ILLINOIS TOOL WORKS              COMMON   452308109        670     7481SH            DEFINED      7           7481       0       0
ILLINOIS TOOL WORKS              COMMON   452308109        179     2000SH            DEFINED      8           2000       0       0
ILLINOIS TOOL WORKS              COMMON   452308109        810     9045SH            DEFINED      9           9045       0       0
ILLUMINA INC                     COMMON   452327109        492    60900SH            DEFINED      16         31900       0   29000
ILLUMINA INC                     COMMON   452327109         11     1400SH            DEFINED      16,15       1400       0       0
ILLUMINA INC                     COMMON   452327109       9349  1157100SH            DEFINED      3        1157100       0       0
ILLUMINA INC                     COMMON   452327109         67     8300SH            DEFINED      5,16        8300       0       0
IMATION CORP                     COMMON   45245A107          6      168SH            DEFINED      25             0       0     168
IMATION CORP                     COMMON   45245A107         10      276SH            DEFINED      7            276       0       0
IMAX CORP                        COMMON   45245E109       9398  1017100SH            DEFINED      1        1017100       0       0
IMAX CORP                        COMMON   45245E109       3615   391200SH            DEFINED      2         391200       0       0
IMCLONE SYSTEMS                  COMMON   45245W109       8539   247500SH            DEFINED      3         247500       0       0
IMCLONE SYSTEMS                  COMMON   45245W109        950    27533SH            DEFINED      7          27533       0       0
IMAGISTICS INTL INC              COMMON   45247T104         12      352SH            DEFINED      25             0       0     352



                                                                                          
IMMUCOR INC                      COMMON   452526106      19407   642844SH            DEFINED      1         642844       0       0
IMMUCOR INC                      COMMON   452526106       4779   158300SH            DEFINED      16         82100       0   76200
IMMUCOR INC                      COMMON   452526106        112     3700SH            DEFINED      16,15       3700       0       0
IMMUCOR INC                      COMMON   452526106       7477   247650SH            DEFINED      2         247650       0       0
IMMUCOR INC                      COMMON   452526106        589    19500SH            DEFINED      5,16       19500       0       0
IMMUNE RESPONSE CORP- WARRANT    COMMON   45252T122          3    10592SH            DEFINED      7          10592       0       0
IMMUNOGEN INC                    COMMON   45253H101         13     2400SH            DEFINED      16          1100       0    1300
IMMUNOGEN INC                    COMMON   45253H101         10     2000SH            DEFINED      7           2000       0       0
IMPAX LABS                       COMMON   45256B101       9442   590100SH            DEFINED      1         590100       0       0
IMPAX LABS                       COMMON   45256B101       1142    71400SH            DEFINED      2          71400       0       0
IMPERIAL OIL LTD                 COMMON   453038408       1173    15400SH            DEFINED      10,16      15400       0       0
IMPERIAL OIL LTD                 COMMON   453038408      27313   359100SH            DEFINED      3         359100       0       0
IMPERIAL OIL LTD                 COMMON   453038408        540     7102SH            DEFINED      9           7102       0       0
IMPERIAL TOBACCO GROUP ADR       COMMON   453142101        743    13970SH            DEFINED      4          13970       0       0
INAMED CORP                      COMMON   453235103      13941   199500SH            DEFINED      1         199500       0       0
INAMED CORP                      COMMON   453235103        335     4800SH            DEFINED      16          1600       0    3200
INAMED CORP                      COMMON   453235103       1551    22200SH            DEFINED      2          18000       0    4200
INCO LTD                         COMMON   453258402       4776   120000SH            DEFINED      1         120000       0       0
INCO LTD                         COMMON   453258402      17773   447600SH            DEFINED      3         447600       0       0
INCO LTD                         COMMON   453258402          3       69SH            DEFINED      4             69       0       0
INCO LTD                         COMMON   453258402        720    18100SH            DEFINED      7          18100       0       0
INCO LTD                         COMMON   453258402        356     8955SH            DEFINED      9           8955       0       0
INCYTE CORP                      COMMON   45337C102       2555   374100SH            DEFINED      1         374100       0       0
INCYTE CORP                      COMMON   45337C102        677    99100SH            DEFINED      12,2       99100       0       0
INCYTE CORP                      COMMON   45337C102        345    50500SH            DEFINED      16         26500       0   24000
INCYTE CORP                      COMMON   45337C102          8     1200SH            DEFINED      16,15       1200       0       0
INCYTE CORP                      COMMON   45337C102         44     6400SH            DEFINED      5,16        6400       0       0
INDEPENDENCE COMMUNITY BANK      COMMON   453414104      17250   442300SH            DEFINED      1         442300       0       0
INDEPENDENCE COMMUNITY BANK      COMMON   453414104       2430    62300SH            DEFINED      2          62300       0       0
INDEPENDENT BANK CORP MASS       COMMON   453836108        331    11400SH            DEFINED      16          6800       0    4600
INDEPENDENT BANK CORP MASS       COMMON   453836108          6      200SH            DEFINED      16,15        200       0       0
INDEPENDENT BANK CORP MASS       COMMON   453836108        131     4500SH            DEFINED      5,16        4500       0       0
INDEPENDENT BANK CORP - MICH     COMMON   453838104       1053    36600SH            DEFINED      16         20400       0   16200
INDEPENDENT BANK CORP - MICH     COMMON   453838104         23      800SH            DEFINED      16,15        800       0       0
INDEPENDENT BANK CORP - MICH     COMMON   453838104        273     9500SH            DEFINED      5,16        9500       0       0
INDEVUS PHARMACEUTICALS INC      COMMON   454072109       5921  2130000SH            DEFINED      1        2130000       0       0
INDEVUS PHARMACEUTICALS INC      COMMON   454072109        626   225000SH            DEFINED      12,2      225000       0       0
INDEVUS PHARMACEUTICALS INC      COMMON   454072109        354   127200SH            DEFINED      16        127200       0       0
INDEVUS PHARMACEUTICALS INC      COMMON   454072109        923   332000SH            DEFINED      16,23     332000       0       0
INDEVUS PHARMACEUTICALS INC      COMMON   454072109        319   114700SH            DEFINED      2         114700       0       0
INDIA FUND INC                   COMMON   454089103        135     4986SH            DEFINED      25             0       0    4986
INDIA FUND INC                   COMMON   454089103       2072    76247SH            DEFINED      7          76247       0       0
INDYMAC MORTGAGE HOLDINGS        COMMON   456607100       4148   122000SH            DEFINED      16        113500       0    6400
INDYMAC MORTGAGE HOLDINGS        COMMON   456607100        690    20300SH            DEFINED      16,9       20300       0       0
INDYMAC MORTGAGE HOLDINGS        COMMON   456607100         10      300SH            DEFINED      5,16         300       0       0
INFOCROSSING INC                 COMMON   45664X109       2235   141100SH            DEFINED      1         141100       0       0
INFINITY PROPERTY & CASUALTY     COMMON   45665Q103       2213    70800SH            DEFINED      16         47200       0   23600
INFINITY PROPERTY & CASUALTY     COMMON   45665Q103         34     1100SH            DEFINED      16,15       1100       0       0
INFINITY PROPERTY & CASUALTY     COMMON   45665Q103        200     6400SH            DEFINED      5,16        6400       0       0
INFORMATICA CORP                 COMMON   45666Q102       3763   455000SH            DEFINED      1         455000       0       0
INFOSYS TECHNOLOGIES LTD ADR     COMMON   456788108      17400   236000SH            DEFINED      1         236000       0       0
INFOSYS TECHNOLOGIES LTD ADR     COMMON   456788108        153     2080SH            DEFINED      1,3         2080       0       0
INFOSYS TECHNOLOGIES LTD ADR     COMMON   456788108        442     6000SH            DEFINED      10          6000       0       0
INFOSYS TECHNOLOGIES LTD ADR     COMMON   456788108        177     2400SH            DEFINED      16          2400       0       0
INFOSYS TECHNOLOGIES LTD ADR     COMMON   456788108        457     6200SH            DEFINED      16,23       6200       0       0
INFOSYS TECHNOLOGIES LTD ADR     COMMON   456788108       1895    25700SH            DEFINED      2          25700       0       0
INFOSYS TECHNOLOGIES LTD ADR     COMMON   456788108        706     9577SH            DEFINED      4           9577       0       0
INFOSPACE INC                    COMMON   45678T201       9419   230700SH            DEFINED      1         230700       0       0
INFOSPACE INC                    COMMON   45678T201        457    11200SH            DEFINED      16         11200       0       0
INFOSPACE INC                    COMMON   45678T201       1045    25600SH            DEFINED      16,23      25600       0       0
INFOSPACE INC                    COMMON   45678T201          8      190SH            DEFINED      7            190       0       0
ING GROEP NV ADR                 COMMON   456837103      31837  1053144SH            DEFINED      13       1025719       0   27425
ING GROEP NV ADR                 COMMON   456837103          0        0SH            DEFINED      13,15          0       0       0
ING GROEP NV ADR                 COMMON   456837103      37586  1243338SH            DEFINED      16       1191624       0   51714
ING GROEP NV ADR                 COMMON   456837103         14      464SH            DEFINED      25           384       0      80
INGRAM MICRO INC CL A            COMMON   457153104       2506   150300SH            DEFINED      1         148300       0    2000
INGRAM MICRO INC CL A            COMMON   457153104       1087    65200SH            DEFINED      12,9       65200       0       0
INGRAM MICRO INC CL A            COMMON   457153104       9529   571600SH            DEFINED      16        513300       0   37200
INGRAM MICRO INC CL A            COMMON   457153104        338    20300SH            DEFINED      16,9       20300       0       0
INGRAM MICRO INC CL A            COMMON   457153104        636    38140SH            DEFINED      24         38140       0       0
INGRAM MICRO INC CL A            COMMON   457153104         53     3200SH            DEFINED      5,16        3200       0       0
INGRAM MICRO INC CL A            COMMON   457153104       3265   195856SH            DEFINED      9         195856       0       0
INGRAM MICRO INC CL A            COMMON   457153104        897    53804SH            DEFINED      9,10       53804       0       0
INGRAM MICRO INC CL A            COMMON   457153104         23     1364SH            DEFINED      9,11        1364       0       0
INGRAM MICRO INC CL A            COMMON   457153104        758    45500SH            DEFINED      9,14       45500       0       0
INLAND REAL ESTATE CORP          COMMON   457461200      17790  1183634SH            DEFINED      16        877234       0  306400
INNODATA ISOGEN INC              COMMON   457642205          4     1092SH            DEFINED      25             0       0    1092
INPUT/OUTPUT INC                 COMMON   457652105       3673   569400SH            DEFINED      1         569400       0       0
INPUT/OUTPUT INC                 COMMON   457652105        174    27000SH            DEFINED      6          27000       0       0
INNOVATIVE SOLUTIONS & SUPP      COMMON   45769N105       2372    74700SH            DEFINED      16         41700       0   33000
INNOVATIVE SOLUTIONS & SUPP      COMMON   45769N105         54     1700SH            DEFINED      16,15       1700       0       0
INNOVATIVE SOLUTIONS & SUPP      COMMON   45769N105        632    19900SH            DEFINED      5,16       19900       0       0
INNKEEPERS USA TRUST             COMMON   4576J0104      10654   825246SH            DEFINED      16        496667       0  307379
INNKEEPERS USA TRUST             COMMON   4576J0104         14     1100SH            DEFINED      16,15       1100       0       0
INNKEEPERS USA TRUST             COMMON   4576J0104       1705   132100SH            DEFINED      5,16      132100       0       0
INSTINET GROUP INC               COMMON   457750107        104    17700SH            DEFINED      7          17700       0       0
INTEGRA LIFESCIENCES HOLDING     COMMON   457985208      14099   400300SH            DEFINED      1         400300       0       0
INTEGRA LIFESCIENCES HOLDING     COMMON   457985208       5459   155000SH            DEFINED      2         155000       0       0
INTEGRA LIFESCIENCES HOLDING     COMMON   457985208       5878   166900SH            DEFINED      3         166900       0       0
INSURED MUNI INCOME FUND CF      COMMON   45809F104          8      636SH            DEFINED      25             0       0     636
INTEGRATED DEVICE TECH INC       COMMON   458118106       4102   341000SH            DEFINED      1         341000       0       0
INTEGRATED DEVICE TECH INC       COMMON   458118106       4245   352900SH            DEFINED      16        193700       0  159200
INTEGRATED DEVICE TECH INC       COMMON   458118106         93     7700SH            DEFINED      16,15       7700       0       0



                                                                                          
INTEGRATED DEVICE TECH INC       COMMON   458118106        449    37300SH            DEFINED      16,23      37300       0       0
INTEGRATED DEVICE TECH INC       COMMON   458118106          4      300SH            DEFINED      25           300       0       0
INTEGRATED DEVICE TECH INC       COMMON   458118106         16     1363SH            DEFINED      4           1363       0       0
INTEGRATED DEVICE TECH INC       COMMON   458118106        500    41600SH            DEFINED      5,16       41600       0       0
INTEGRATED CIRCUIT SYSTEMS       COMMON   45811K208      19024   995000SH            DEFINED      1         995000       0       0
INTEGRATED CIRCUIT SYSTEMS       COMMON   45811K208       2275   119000SH            DEFINED      2         119000       0       0
INTEGRATED SILICON SOLUTION      COMMON   45812P107         32     4850SH            DEFINED      7           4850       0       0
INTEL CORP                       COMMON   458140100     182614  7861110SH            DEFINED      1        7861110       0       0
INTEL CORP                       COMMON   458140100      33486  1441500SH            DEFINED      1,2      1441500       0       0
INTEL CORP                       COMMON   458140100      14187   610700SH            DEFINED      1,3       610700       0       0
INTEL CORP                       COMMON   458140100      17921   771459SH            DEFINED      10        771459       0       0
INTEL CORP                       COMMON   458140100      23017   990822SH            DEFINED      10,16     990822       0       0
INTEL CORP                       COMMON   458140100       2360   101600SH            DEFINED      10,2      101600       0       0
INTEL CORP                       COMMON   458140100        878    37800SH            DEFINED      10,8       37800       0       0
INTEL CORP                       COMMON   458140100       1677    72200SH            DEFINED      12,9       72200       0       0
INTEL CORP                       COMMON   458140100     353196 15204302SH            DEFINED      16      11338834       0 3845923
INTEL CORP                       COMMON   458140100       1352    58200SH            DEFINED      16,15      58200       0       0
INTEL CORP                       COMMON   458140100       7589   326700SH            DEFINED      16,23     326700       0       0
INTEL CORP                       COMMON   458140100      12031   517900SH            DEFINED      16,9      517900       0       0
INTEL CORP                       COMMON   458140100      33405  1438000SH            DEFINED      2        1438000       0       0
INTEL CORP                       COMMON   458140100       1533    66000SH            DEFINED      21         66000       0       0
INTEL CORP                       COMMON   458140100       7665   329951SH            DEFINED      24        329951       0       0
INTEL CORP                       COMMON   458140100      46409  1997790SH            DEFINED      25        316211       0 1681579
INTEL CORP                       COMMON   458140100         33     1441SH            DEFINED      4           1441       0       0
INTEL CORP                       COMMON   458140100       5177   222870SH            DEFINED      5,16      190240       0   32630
INTEL CORP                       COMMON   458140100       1303    56107SH            DEFINED      6          56107       0       0
INTEL CORP                       COMMON   458140100      22767   980053SH            DEFINED      7         980053       0       0
INTEL CORP                       COMMON   458140100      11580   498513SH            DEFINED      9         498513       0       0
INTEL CORP                       COMMON   458140100       1458    62757SH            DEFINED      9,10       62757       0       0
INTEL CORP                       COMMON   458140100        151     6482SH            DEFINED      9,11        6482       0       0
INTEL CORP                       COMMON   458140100       1171    50400SH            DEFINED      9,14       50400       0       0
INTER-TEL INC                    COMMON   458372109        801    32700SH            DEFINED      16         17000       0   15700
INTER-TEL INC                    COMMON   458372109         20      800SH            DEFINED      16,15        800       0       0
INTER-TEL INC                    COMMON   458372109        100     4100SH            DEFINED      5,16        4100       0       0
INTER-TEL INC                    COMMON   458372109        103     4200SH            DEFINED      7           4200       0       0
INTERCONTINENTAL HOT-ADR         COMMON   458573201        234    19802SH            DEFINED      7          19802       0       0
INTERFACE INC                    COMMON   458665106         10     1500SH            DEFINED      25             0       0    1500
INTERFACE INC                    COMMON   458665106         33     4825SH            DEFINED      7           4825       0       0
INTERDIGITAL COMM CORP           COMMON   45866A105        270    17600SH            DEFINED      16          9100       0    8500
INTERDIGITAL COMM CORP           COMMON   45866A105          6      400SH            DEFINED      16,15        400       0       0
INTERDIGITAL COMM CORP           COMMON   45866A105          5      300SH            DEFINED      25             0       0     300
INTERDIGITAL COMM CORP           COMMON   45866A105         34     2200SH            DEFINED      5,16        2200       0       0
INTERGRAPH CORP                  COMMON   458683109      14514   503800SH            DEFINED      1         503800       0       0
INTERGRAPH CORP                  COMMON   458683109       5030   174600SH            DEFINED      16         96600       0   78000
INTERGRAPH CORP                  COMMON   458683109        107     3700SH            DEFINED      16,15       3700       0       0
INTERGRAPH CORP                  COMMON   458683109       3587   124500SH            DEFINED      2         124500       0       0
INTERGRAPH CORP                  COMMON   458683109       1253    43500SH            DEFINED      5,16       43500       0       0
INTERLAND INC                    COMMON   458727203          2      800SH            DEFINED      7            800       0       0
INTERMUNE PHARMACEUTICALS        COMMON   45884X103       1708   155300SH            DEFINED      16         87800       0   67500
INTERMUNE PHARMACEUTICALS        COMMON   45884X103         35     3200SH            DEFINED      16,15       3200       0       0
INTERMUNE PHARMACEUTICALS        COMMON   45884X103        191    17400SH            DEFINED      5,16       17400       0       0
INTERNATIONAL ALUMINUM CO        COMMON   458884103          0        0SH            DEFINED      25             0       0       0
INTEGRATED ALARM SERVICES        COMMON   45890M109       9724  1910400SH            DEFINED      10       1910400       0       0
INTEGRATED ALARM SERVICES        COMMON   45890M109        422    83000SH            DEFINED      10,23      83000       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101     178873  1957465SH            DEFINED      1        1693200       0  264265
INTL BUSINESS MACHINES CORP      COMMON   459200101      38197   418000SH            DEFINED      1,2       418000       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101       2129    23300SH            DEFINED      1,3        23300       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101      45306   495800SH            DEFINED      10        495800       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101      34046   372580SH            DEFINED      10,16     372580       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101       2385    26100SH            DEFINED      10,8       26100       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101       1773    19400SH            DEFINED      12,9       19400       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101        733     8022SH            DEFINED      13          8022       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101        250     2735SH            DEFINED      13,15       2735       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101     332895  3642969SH            DEFINED      16       2985550       0  655129
INTL BUSINESS MACHINES CORP      COMMON   459200101       3683    40300SH            DEFINED      16,15      40300       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101       5410    59200SH            DEFINED      16,23      59200       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101      10088   110400SH            DEFINED      16,9      110400       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101      33299   364400SH            DEFINED      2         364400       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101       4272    46750SH            DEFINED      21         46750       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101       4344    47533SH            DEFINED      24         47533       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101      20961   229385SH            DEFINED      25         39441       0  189944
INTL BUSINESS MACHINES CORP      COMMON   459200101         20      221SH            DEFINED      4            221       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101       7477    81820SH            DEFINED      5,16       81820       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101        219     2393SH            DEFINED      6           2393       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101       8345    91324SH            DEFINED      7          91324       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101        594     6500SH            DEFINED      8           6500       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101      13565   148449SH            DEFINED      9         148449       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101       1426    15600SH            DEFINED      9,10       15600       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101        238     2601SH            DEFINED      9,11        2601       0       0
INTL BUSINESS MACHINES CORP      COMMON   459200101       1243    13600SH            DEFINED      9,14       13600       0       0
INTL FLAVORS & FRAGRANCES        COMMON   459506101     100954  2555800SH            DEFINED      1        2555800       0       0
INTL FLAVORS & FRAGRANCES        COMMON   459506101        277     7000SH            DEFINED      1,3         7000       0       0
INTL FLAVORS & FRAGRANCES        COMMON   459506101       2654    67187SH            DEFINED      16         67187       0       0
INTL FLAVORS & FRAGRANCES        COMMON   459506101       9678   245000SH            DEFINED      2         245000       0       0
INTL FLAVORS & FRAGRANCES        COMMON   459506101        928    23491SH            DEFINED      24         23491       0       0
INTL FLAVORS & FRAGRANCES        COMMON   459506101        245     6200SH            DEFINED      25             0       0    6200
INTL FLAVORS & FRAGRANCES        COMMON   459506101      67581  1710909SH            DEFINED      4        1710909       0       0
INTL FLAVORS & FRAGRANCES        COMMON   459506101        600    15200SH            DEFINED      5,2        15200       0       0
INTL FLAVORS & FRAGRANCES        COMMON   459506101        162     4100SH            DEFINED      7           3200       0     900
INTL GAME TECHNOLOGY             COMMON   459902102      39379  1477100SH            DEFINED      1        1477100       0       0
INTL GAME TECHNOLOGY             COMMON   459902102       1286    48230SH            DEFINED      10,16      48230       0       0
INTL GAME TECHNOLOGY             COMMON   459902102      75439  2829659SH            DEFINED      16       2248519       0  575440
INTL GAME TECHNOLOGY             COMMON   459902102       3356   125872SH            DEFINED      16,15     125872       0       0



                                                                                          
INTL GAME TECHNOLOGY             COMMON   459902102        809    30330SH            DEFINED      16,23      30330       0       0
INTL GAME TECHNOLOGY             COMMON   459902102       1590    59654SH            DEFINED      2          59654       0       0
INTL GAME TECHNOLOGY             COMMON   459902102        336    12600SH            DEFINED      25          4200       0    8400
INTL GAME TECHNOLOGY             COMMON   459902102       1324    49680SH            DEFINED      5,16       49680       0       0
INTL GAME TECHNOLOGY             COMMON   459902102       1499    56220SH            DEFINED      7          51275     545    4400
INTL GAME TECHNOLOGY             COMMON   459902102        321    12040SH            DEFINED      9          12040       0       0
INTERNATIONAL PAPER CO           COMMON   460146103         52     1400SH            DEFINED      10,16       1400       0       0
INTERNATIONAL PAPER CO           COMMON   460146103         18      500SH            DEFINED      13           500       0       0
INTERNATIONAL PAPER CO           COMMON   460146103       5313   144412SH            DEFINED      16        117786       0   26626
INTERNATIONAL PAPER CO           COMMON   460146103       9172   249304SH            DEFINED      25         84688       0  164616
INTERNATIONAL PAPER CO           COMMON   460146103        488    13264SH            DEFINED      7          13264       0       0
INTERNATIONAL PAPER CO           COMMON   460146103        147     4000SH            DEFINED      8           4000       0       0
INTERNATIONAL PAPER CO           COMMON   460146103        556    15106SH            DEFINED      9          15106       0       0
INTL RECTIFIER CORP              COMMON   460254105      44053   968200SH            DEFINED      1         968200       0       0
INTL RECTIFIER CORP              COMMON   460254105        123     2700SH            DEFINED      1,3         2700       0       0
INTL RECTIFIER CORP              COMMON   460254105        879    19311SH            DEFINED      16         19311       0       0
INTL RECTIFIER CORP              COMMON   460254105       4441    97600SH            DEFINED      2          97600       0       0
INTL RECTIFIER CORP              COMMON   460254105      25520   560875SH            DEFINED      4         560875       0       0
INTL RECTIFIER CORP              COMMON   460254105        237     5200SH            DEFINED      5,2         5200       0       0
INTL RECTIFIER CORP              COMMON   460254105         41      900SH            DEFINED      7              0       0     900
INTL RECTIFIER(IRF) CVT 144A 4   CONVERT  460254AD7         25    25000SH            DEFINED      25             0       0   25000
INTL SPEEDWAY CORP CL A          COMMON   460335201          2       35SH            DEFINED      16            35       0       0
INTERNET CAPITAL GROUP INC       COMMON   46059C205          0        3SH            DEFINED      7              3       0       0
INTERNET SECURITY SYSYTEMS       COMMON   46060X107      24775  1353850SH            DEFINED      1        1353850       0       0
INTERNET SECURITY SYSYTEMS       COMMON   46060X107       8101   442700SH            DEFINED      16        245700       0  197000
INTERNET SECURITY SYSYTEMS       COMMON   46060X107        172     9400SH            DEFINED      16,15       9400       0       0
INTERNET SECURITY SYSYTEMS       COMMON   46060X107       6121   334500SH            DEFINED      2         334500       0       0
INTERNET SECURITY SYSYTEMS       COMMON   46060X107       1382    75500SH            DEFINED      5,16       75500       0       0
INTERNET SECURITY SYSYTEMS       COMMON   46060X107          4      200SH            DEFINED      7            200       0       0
INTERPUBLIC GROUP COS INC        COMMON   460690100     249368 20306870SH            DEFINED      1       20306870       0       0
INTERPUBLIC GROUP COS INC        COMMON   460690100       2921   237878SH            DEFINED      16        237878       0       0
INTERPUBLIC GROUP COS INC        COMMON   460690100       3457   281550SH            DEFINED      2         281550       0       0
INTERPUBLIC GROUP COS INC        COMMON   460690100        252    20500SH            DEFINED      2,15       20500       0       0
INTERPUBLIC GROUP COS INC        COMMON   460690100        550    44800SH            DEFINED      25             0       0   44800
INTERPUBLIC GROUP COS INC        COMMON   460690100      15252  1242028SH            DEFINED      4        1242028       0       0
INTERPUBLIC GROUP COS INC        COMMON   460690100         75     6140SH            DEFINED      7           6140       0       0
INTERPUBLIC GROUP COS INC        COMMON   460690100        190    15474SH            DEFINED      9          15474       0       0
INTRAWEST CORP                   COMMON   460915200       7568   395602SH            DEFINED      1         395602       0       0
INTRAWEST CORP                   COMMON   460915200        900    47030SH            DEFINED      16,15      47030       0       0
INTRAWEST CORP                   COMMON   460915200         19     1000SH            DEFINED      2           1000       0       0
INTRAWEST CORP                   COMMON   460915200        266    13893SH            DEFINED      9          13893       0       0
INTERTAPE POLYMER GROUP INC      COMMON   460919103         29     3750SH            DEFINED      7           3750       0       0
INTERSECTIONS INC                COMMON   460981301         46     3150SH            DEFINED      7           3150       0       0
INTERVOICE INC                   COMMON   461142101       1783   159070SH            DEFINED      1         159070       0       0
INTERVOICE INC                   COMMON   461142101       1738   155000SH            DEFINED      16         82600       0   72400
INTERVOICE INC                   COMMON   461142101         40     3600SH            DEFINED      16,15       3600       0       0
INTERVOICE INC                   COMMON   461142101        312    27800SH            DEFINED      5,16       27800       0       0
INTERWOVEN INC                   COMMON   46114T508          1      148SH            DEFINED      25             0       0     148
INTRALASE CORP                   COMMON   461169104      10239   611624SH            DEFINED      1         611624       0       0
INTRALASE CORP                   COMMON   461169104        328    19600SH            DEFINED      16         19600       0       0
INTRALASE CORP                   COMMON   461169104        887    53000SH            DEFINED      16,23      53000       0       0
INTRALASE CORP                   COMMON   461169104        295    17600SH            DEFINED      2          17600       0       0
INTUIT INC                       COMMON   461202103       9629   220000SH            DEFINED      1         220000       0       0
INTUIT INC                       COMMON   461202103       1408    32164SH            DEFINED      16         28464       0    3700
INTUIT INC                       COMMON   461202103        350     8000SH            DEFINED      16,9        8000       0       0
INTUIT INC                       COMMON   461202103         44     1000SH            DEFINED      24          1000       0       0
INTUIT INC                       COMMON   461202103        131     3000SH            DEFINED      25             0       0    3000
INTUIT INC                       COMMON   461202103         21      484SH            DEFINED      4            484       0       0
INTUIT INC                       COMMON   461202103       1094    25000SH            DEFINED      7          21715     365    2920
INTUIT INC                       COMMON   461202103        305     6962SH            DEFINED      9           6962       0       0
INVACARE CORP                    COMMON   461203101       4802   107600SH            DEFINED      1         107600       0       0
INVACARE CORP                    COMMON   461203101         95     2119SH            DEFINED      25             0       0    2119
INTUITIVE SURGICAL INC           COMMON   46120E602      13273   291900SH            DEFINED      1         291900       0       0
INTUITIVE SURGICAL INC           COMMON   46120E602       5174   113800SH            DEFINED      2         113800       0       0
INVERNESS MEDICAL INNOVATION     COMMON   46126P106       2143    91200SH            DEFINED      3          91200       0       0
INVERNESS MEDICAL INNOVATION     COMMON   46126P106         66     2822SH            DEFINED      7           2822       0       0
INVESTMENT TECHNOLOGY GROUP      COMMON   46145F105       5383   307600SH            DEFINED      16        171800       0  135800
INVESTMENT TECHNOLOGY GROUP      COMMON   46145F105        116     6600SH            DEFINED      16,15       6600       0       0
INVESTMENT TECHNOLOGY GROUP      COMMON   46145F105       1412    80700SH            DEFINED      5,16       80700       0       0
INVITROGEN CORP                  COMMON   46185R100      30095   434900SH            DEFINED      1         434900       0       0
INVITROGEN CORP                  COMMON   46185R100       3633    52500SH            DEFINED      10,16      52500       0       0
INVITROGEN CORP                  COMMON   46185R100         48      700SH            DEFINED      10,8         700       0       0
INVITROGEN CORP                  COMMON   46185R100       1059    15300SH            DEFINED      12,2       15300       0       0
INVITROGEN CORP                  COMMON   46185R100      26033   376200SH            DEFINED      16        333000       0   32300
INVITROGEN CORP                  COMMON   46185R100         76     1100SH            DEFINED      16,15       1100       0       0
INVITROGEN CORP                  COMMON   46185R100       1287    18600SH            DEFINED      16,9       18600       0       0
INVITROGEN CORP                  COMMON   46185R100       3342    48300SH            DEFINED      2          44500       0    3800
INVITROGEN CORP                  COMMON   46185R100        145     2100SH            DEFINED      24          2100       0       0
INVITROGEN CORP                  COMMON   46185R100      20898   302000SH            DEFINED      3         302000       0       0
INVITROGEN CORP                  COMMON   46185R100        228     3300SH            DEFINED      5,16        3300       0       0
INVITROGEN CORP                  COMMON   46185R100        384     5552SH            DEFINED      9           5552       0       0
INVITROGEN CORP                  COMMON   46185R100         29      420SH            DEFINED      9,11         420       0       0
INVESTORS FINANCIAL SVCS CP      COMMON   461915100     102481  2095300SH            DEFINED      1        2095300       0       0
INVESTORS FINANCIAL SVCS CP      COMMON   461915100      18586   380000SH            DEFINED      1,2       380000       0       0
INVESTORS FINANCIAL SVCS CP      COMMON   461915100        443     9058SH            DEFINED      16           158       0    8900
INVESTORS FINANCIAL SVCS CP      COMMON   461915100        235     4800SH            DEFINED      16,9        4800       0       0
INVESTORS FINANCIAL SVCS CP      COMMON   461915100      13772   281580SH            DEFINED      2         270680       0   10900
INVESTORS FINANCIAL SVCS CP      COMMON   461915100        102     2090SH            DEFINED      25             0       0    2090
INVESTORS FINANCIAL SVCS CP      COMMON   461915100      14880   304239SH            DEFINED      7         304239       0       0
INVESTORS FINANCIAL SVCS CP      COMMON   461915100         36      738SH            DEFINED      9            738       0       0
IKON OFFICE CVT (IKN) 144A 5.0   CONVERT  462230AA1      18876 18900000SH            DEFINED      16       2850000       016050000
BANK OF IRELAND ADR              COMMON   46267Q103        286     4521SH            DEFINED      4           4521       0       0
IRIS INTERNATIONAL INC           COMMON   46270W105          1      100SH            DEFINED      7            100       0       0



                                                                                          
IRON MOUNTAIN INC                COMMON   462846106      65347  2265837SH            DEFINED      1        2265837       0       0
IRON MOUNTAIN INC                COMMON   462846106      28840  1000000SH            DEFINED      1,2      1000000       0       0
IRON MOUNTAIN INC                COMMON   462846106        418    14500SH            DEFINED      16             0       0   14500
IRON MOUNTAIN INC                COMMON   462846106      11248   390000SH            DEFINED      2         372300       0   17700
IRON MOUNTAIN INC                COMMON   462846106          6      200SH            DEFINED      7            200       0       0
IRWIN FINANCIAL CORP             COMMON   464119106       2949   128100SH            DEFINED      16         73300       0   54800
IRWIN FINANCIAL CORP             COMMON   464119106         60     2600SH            DEFINED      16,15       2600       0       0
IRWIN FINANCIAL CORP             COMMON   464119106       1070    46500SH            DEFINED      5,16       46500       0       0
ISCO INTERNATIONAL INC           COMMON   46426P103          1     3480SH            DEFINED      25             0       0    3480
ISHARES MSCI AUSTRALIA INDEX E   COMMON   464286103         47     2755SH            DEFINED      16          2755       0       0
ISHARES MSCI BELGIUM INDEX ETF   COMMON   464286301       9005   479000SH            DEFINED      16        479000       0       0
ISHARES MSCI EMU ETF             COMMON   464286608        145     2000SH            DEFINED      25             0       0    2000
ISHARES MSCI PACIFIC EX JPN ET   COMMON   464286665       1996    22160SH            DEFINED      25             0       0   22160
ISHARES MSCI SOUH KOREA ETF      COMMON   464286772        156     4900SH            DEFINED      25             0       0    4900
ISHARES MSCI JAPAN INDEX ETF     COMMON   464286848        105    10000SH            DEFINED      25             0       0   10000
ISHARES MSCI JAPAN INDEX ETF     COMMON   464286848       1343   128000SH            DEFINED      7         128000       0       0
ISHARES MSCI HONG KONG INDEX E   COMMON   464286871        577    50100SH            DEFINED      25             0       0   50100
ISHARES DJ SELECT DIVIDEND ETF   COMMON   464287168       5893    98305SH            DEFINED      25          5810       0   92495
ISHARES DJ SELECT DIVIDEND ETF   COMMON   464287168         36      600SH            DEFINED      7            600       0       0
ISHARES LEHMAN TRES INF PR S E   COMMON   464287176        334     3172SH            DEFINED      25          1000       0    2172
ISHARES FTSE-XINHUA CHINA 25 E   COMMON   464287184        292     5345SH            DEFINED      25             0       0    5345
ISHARES FTSE-XINHUA CHINA 25 E   COMMON   464287184         14      265SH            DEFINED      7            265       0       0
ISHARES S&P 500 INDEX ETF        COMMON   464287200       8466    71859SH            DEFINED      1          71859       0       0
ISHARES S&P 500 INDEX ETF        COMMON   464287200       1932    16400SH            DEFINED      16         16400       0       0
ISHARES S&P 500 INDEX ETF        COMMON   464287200        895     7600SH            DEFINED      16,15       7600       0       0
ISHARES S&P 500 INDEX ETF        COMMON   464287200      16032   136070SH            DEFINED      25         11115       0  124955
ISHARES S&P 500 INDEX ETF        COMMON   464287200       1742    14784SH            DEFINED      7          14784       0       0
ISHARES LEHMAN AGG BOND ETF      COMMON   464287226        116     1150SH            DEFINED      25          1000       0     150
ISHARES LEHMAN AGG BOND ETF      COMMON   464287226         30      300SH            DEFINED      7            300       0       0
ISHARES MSCI EMERGING MKT INC    COMMON   464287234       1724     8500SH            DEFINED      1           8500       0       0
ISHARES MSCI EMERGING MKT INC    COMMON   464287234       2880    14200SH            DEFINED      16          6200       0    8000
ISHARES MSCI EMERGING MKT INC    COMMON   464287234       6920    34120SH            DEFINED      25          3400       0   30720
ISHARES MSCI EMERGING MKT INC    COMMON   464287234       4103    20230SH            DEFINED      7          20230       0       0
ISHARES GS$ INVESTOP CORP BD E   COMMON   464287242       1139    10391SH            DEFINED      25             0       0   10391
ISHARES S&P GLBL TELECOMM SE E   COMMON   464287275         10      200SH            DEFINED      25             0       0     200
ISHARES S&P GLBL ENERGY SECT E   COMMON   464287341         11      135SH            DEFINED      25             0       0     135
ISHARES GOLDMAN SACHS NAT RE E   COMMON   464287374        206     1400SH            DEFINED      25             0       0    1400
ISHARES S&P LATIN AMERICA 40 E   COMMON   464287390        164     2000SH            DEFINED      25             0       0    2000
ISHARES S&P 500-BARRA VALUE ET   COMMON   464287408        713    11700SH            DEFINED      25             0       0   11700
ISHARES S&P 500-BARRA VALUE ET   COMMON   464287408         37      600SH            DEFINED      7            600       0       0
ISHARES LEHMAN 7-10YR TREAS ET   COMMON   464287440         42      500SH            DEFINED      25             0       0     500
ISHARES LEHMAN 1-3YR TRS BD ET   COMMON   464287457       6415    79330SH            DEFINED      25          2930       0   76400
ISHARES MSCI EAFE INDEX ETF      COMMON   464287465        492     3100SH            DEFINED      16             0       0       0
ISHARES MSCI EAFE INDEX ETF      COMMON   464287465      45341   285396SH            DEFINED      25         31370       0  254026
ISHARES MSCI EAFE INDEX ETF      COMMON   464287465       7725    48622SH            DEFINED      7          48622       0       0
ISHARES RUSSELL MIDCAP VALUE E   COMMON   464287473        220     1950SH            DEFINED      25             0       0    1950
ISHARES RUSSELL MIDCAP VALUE E   COMMON   464287473       2724    24130SH            DEFINED      7          24130       0       0
ISHARES RUSSELL MIDCAP GRWTH E   COMMON   464287481       1161    14000SH            DEFINED      25          1100       0   12900
ISHARES RUSSELL MIDCAP GRWTH E   COMMON   464287481       1228    14814SH            DEFINED      7          14814       0       0
ISHARES RUSSELL MIDCAP INDEX E   COMMON   464287499       1709    21707SH            DEFINED      25          1570       0   20137
ISHARES RUSSELL MIDCAP INDEX E   COMMON   464287499        154     1960SH            DEFINED      7           1960       0       0
ISHARES S&P MIDCAP 400 ETF       COMMON   464287507        712     5419SH            DEFINED      25           850       0    4569
ISHARES S&P MIDCAP 400 ETF       COMMON   464287507        343     2610SH            DEFINED      7           2610       0       0
ISHARES GOLDMAN SACHS NETWOR E   COMMON   464287531          9      350SH            DEFINED      25             0       0     350
ISHARES GOLDMAN SACHS TECH I E   COMMON   464287549         30      713SH            DEFINED      7            713       0       0
ISHARES NASDAQ BIOTECH INDEX E   COMMON   464287556      18315   288200SH            DEFINED      1         288200       0       0
ISHARES NASDAQ BIOTECH INDEX E   COMMON   464287556       6069    95500SH            DEFINED      2          95500       0       0
ISHARES NASDAQ BIOTECH INDEX E   COMMON   464287556        175     2755SH            DEFINED      25          2200       0     555
ISHARES COHEN & STEERS RLTY ET   COMMON   464287564        119      950SH            DEFINED      25             0       0     950
ISHARES RUSSELL 1000 VALUE ETF   COMMON   464287598        230     3500SH            DEFINED      25             0       0    3500
ISHARES RUSSELL 1000 VALUE ETF   COMMON   464287598       1519    23089SH            DEFINED      7          23089       0       0
ISHARES S&P MDCP400 GROWTH ETF   COMMON   464287606        368     2750SH            DEFINED      25             0       0    2750
ISHARES RUSSELL 1000 GROWTH ET   COMMON   464287614        712    15200SH            DEFINED      25             0       0   15200
ISHARES RUSSELL 1000 GROWTH ET   COMMON   464287614       1513    32280SH            DEFINED      7          32280       0       0
ISHARES RUSSELL 1000 INDEX ETF   COMMON   464287622        486     7653SH            DEFINED      7           7653       0       0
RUSSELL 2000 ISHARES ETF         COMMON   464287630      16467    89371SH            DEFINED      25          1620       0   87751
RUSSELL 2000 ISHARES ETF         COMMON   464287630        318     1724SH            DEFINED      7           1724       0       0
ISHARES RUSSELL 2000 I SHARE E   COMMON   464287648       3388    54132SH            DEFINED      25          1750       0   52382
ISHARES RUSSELL 2000 I SHARE E   COMMON   464287648          4       70SH            DEFINED      7             70       0       0
RUSSELL 2000 I SHARE ETF         COMMON   464287655      12541   102665SH            DEFINED      25          4920       0   97745
RUSSELL 2000 I SHARE ETF         COMMON   464287655        237     1940SH            DEFINED      7           1940       0       0
ISHARES RUSSELL 3000 INDEX ETF   COMMON   464287689       9597   142600SH            DEFINED      1         142600       0       0
ISHARES RUSSELL 3000 INDEX ETF   COMMON   464287689        188     2797SH            DEFINED      25             0       0    2797
ISHARES DJ US UTILITIES SECT E   COMMON   464287697        649     9110SH            DEFINED      25             0       0    9110
ISHARES S&P MIDCAP 400-VALUE E   COMMON   464287705        347     2725SH            DEFINED      7           2725       0       0
ISHARES DJ US TECHNOLOGY SEC E   COMMON   464287721       4125    92070SH            DEFINED      25          4650       0   87420
ISHARES DOW JONES US REAL EST    COMMON   464287739         38      335SH            DEFINED      25             0       0     335
ISHARES DJ US INDUSTRIAL SEC E   COMMON   464287754         19      350SH            DEFINED      25           350       0       0
ISHARES DJ US HEALTHCARE SEC E   COMMON   464287762         39      675SH            DEFINED      25             0       0     675
ISHARES DJ US FINANCIAL SECT E   COMMON   464287788          9      100SH            DEFINED      25             0       0     100
ISHARES S&P SMALLCAP 600 ETF     COMMON   464287804       7086    44608SH            DEFINED      25             0       0   44608
ISHARES S&P SMALLCAP 600 ETF     COMMON   464287804        747     4703SH            DEFINED      7           4703       0       0
ISHARES DJ US CONSMR GOODS ETF   COMMON   464287812         10      185SH            DEFINED      25             0       0     185
ISHARES DJ US BASIC MATERIAL E   COMMON   464287838          4       70SH            DEFINED      25             0       0      70
ISHARES DJ US TOTAL MARKET ETF   COMMON   464287846         57     1000SH            DEFINED      25             0       0    1000
ISHARES S&P SMALLCAP 600-VAL E   COMMON   464287879        375     3175SH            DEFINED      25           475       0    2700
ISHARES S&P SMALLCAP 600-VAL E   COMMON   464287879        789     6685SH            DEFINED      7           6685       0       0
ISHARE S&P 600 GRO ETF           COMMON   464287887        482     4575SH            DEFINED      25           975       0    3600
ISIS PHARMACEUTICALS INC         COMMON   464330109        989   255500SH            DEFINED      1         255500       0       0
ISIS PHARMACEUTICALS INC         COMMON   464330109         30     7800SH            DEFINED      12,2        7800       0       0
ISIS PHARMACEUTICALS INC         COMMON   464330109        152    39300SH            DEFINED      16         39300       0       0
ISIS PHARMACEUTICALS INC         COMMON   464330109        219    56700SH            DEFINED      16,23      56700       0       0
ISIS PHARMACEUTICALS INC         COMMON   464330109         80    20700SH            DEFINED      2          20700       0       0



                                                                                          
ISIS PHARMACEUTICALS INC         COMMON   464330109         56    14500SH            DEFINED      21         14500       0       0
ISLE RES INC                     COMMON   464625102          0    35000SH            DEFINED      10         35000       0       0
IVAX CORP                        COMMON   465823102      21536  1089350SH            DEFINED      1        1089350       0       0
IVAX CORP                        COMMON   465823102          0        0SH            DEFINED      16             0       0       0
IVAX CORP                        COMMON   465823102       3284   166100SH            DEFINED      2         166100       0       0
IVAX CORP                        COMMON   465823102        363    18357SH            DEFINED      25          3515       0   14842
IXYS CORP                        COMMON   46600W106         61     5350SH            DEFINED      7           5350       0       0
JDS UNIPHASE CORP                COMMON   46612J101        539   322541SH            DEFINED      16        139853       0  182688
JDS UNIPHASE CORP                COMMON   46612J101         45    27141SH            DEFINED      19             0       0   27141
JDS UNIPHASE CORP                COMMON   46612J101         50    29762SH            DEFINED      25         18409       0   11353
JDS UNIPHASE CORP                COMMON   46612J101          5     3000SH            DEFINED      6           3000       0       0
JDS UNIPHASE CORP                COMMON   46612J101         81    48293SH            DEFINED      9          48293       0       0
JDA SOFTWARE GROUP INC           COMMON   46612K108         16     1125SH            DEFINED      7           1125       0       0
JLG INDUSTRIES INC               COMMON   466210101      15542   721200SH            DEFINED      1         721200       0       0
JLG INDUSTRIES INC               COMMON   466210101       6058   281100SH            DEFINED      2         281100       0       0
JP MORGAN CHASE & CO             COMMON   46625H100     487160 14079757SH            DEFINED      1       13505667       0  574090
JP MORGAN CHASE & CO             COMMON   46625H100       1471    42520SH            DEFINED      10,16      42520       0       0
JP MORGAN CHASE & CO             COMMON   46625H100     139073  4019442SH            DEFINED      16       2940434       0 1071768
JP MORGAN CHASE & CO             COMMON   46625H100        890    25720SH            DEFINED      16,23      25720       0       0
JP MORGAN CHASE & CO             COMMON   46625H100       4197   121300SH            DEFINED      16,9      121300       0       0
JP MORGAN CHASE & CO             COMMON   46625H100      35047  1012908SH            DEFINED      2        1012908       0       0
JP MORGAN CHASE & CO             COMMON   46625H100        353    10196SH            DEFINED      2,15       10196       0       0
JP MORGAN CHASE & CO             COMMON   46625H100        619    17900SH            DEFINED      24         17900       0       0
JP MORGAN CHASE & CO             COMMON   46625H100      14196   410282SH            DEFINED      25         28608       0  381674
JP MORGAN CHASE & CO             COMMON   46625H100      27450   793354SH            DEFINED      4         793354       0       0
JP MORGAN CHASE & CO             COMMON   46625H100       1181    34140SH            DEFINED      5,16       18820       0   15320
JP MORGAN CHASE & CO             COMMON   46625H100       2260    65328SH            DEFINED      7          65328       0       0
JP MORGAN CHASE & CO             COMMON   46625H100       3944   113994SH            DEFINED      9         113994       0       0
J2 GLOBAL COMMUNICATIONS INC     COMMON   46626E205       5490   160015SH            DEFINED      16         88815       0   71200
J2 GLOBAL COMMUNICATIONS INC     COMMON   46626E205        117     3400SH            DEFINED      16,15       3400       0       0
J2 GLOBAL COMMUNICATIONS INC     COMMON   46626E205       1311    38200SH            DEFINED      5,16       38200       0       0
J2 GLOBAL COMMUNICATIONS INC     COMMON   46626E205          1       21SH            DEFINED      7              0       0      21
JABIL CIRCUIT INC                COMMON   466313103       2196    77007SH            DEFINED      16         18369       0   58638
JABIL CIRCUIT INC                COMMON   466313103        123     4300SH            DEFINED      16,9        4300       0       0
JABIL CIRCUIT INC                COMMON   466313103         56     1970SH            DEFINED      25             0       0    1970
JABIL CIRCUIT INC                COMMON   466313103         29     1000SH            DEFINED      4           1000       0       0
JABIL CIRCUIT INC                COMMON   466313103       7975   279630SH            DEFINED      7         279630       0       0
JABIL CIRCUIT INC                COMMON   466313103        191     6695SH            DEFINED      9           6695       0       0
JACK IN THE BOX INC              COMMON   466367109      14391   387900SH            DEFINED      1         387900       0       0
JACK IN THE BOX INC              COMMON   466367109       4003   107900SH            DEFINED      16         64200       0   43700
JACK IN THE BOX INC              COMMON   466367109         78     2100SH            DEFINED      16,15       2100       0       0
JACK IN THE BOX INC              COMMON   466367109       5576   150300SH            DEFINED      2         150300       0       0
JACK IN THE BOX INC              COMMON   466367109          4      100SH            DEFINED      25             0       0     100
JACK IN THE BOX INC              COMMON   466367109       1614    43500SH            DEFINED      5,16       43500       0       0
JACKSON HEWITT TAX SERVICE       COMMON   468202106      37547  1794800SH            DEFINED      1        1794800       0       0
JACKSON HEWITT TAX SERVICE       COMMON   468202106       2326   111200SH            DEFINED      2         111200       0       0
JACOBS ENGINEERING GROUP INC     COMMON   469814107       3821    73600SH            DEFINED      10         73600       0       0
JACOBS ENGINEERING GROUP INC     COMMON   469814107       1189    22900SH            DEFINED      10,23      22900       0       0
JACOBS ENGINEERING GROUP INC     COMMON   469814107         80     1550SH            DEFINED      25             0       0    1550
JACOBS ENGINEERING GROUP INC     COMMON   469814107         49      950SH            DEFINED      7            950       0       0
JACUZZI BRANDS INC               COMMON   469865109        486    49800SH            DEFINED      16         26100       0   23700
JACUZZI BRANDS INC               COMMON   469865109         12     1200SH            DEFINED      16,15       1200       0       0
JACUZZI BRANDS INC               COMMON   469865109          1      150SH            DEFINED      4            150       0       0
JACUZZI BRANDS INC               COMMON   469865109         61     6300SH            DEFINED      5,16        6300       0       0
JAKKS PACIFIC INC                COMMON   47012E106         60     2800SH            DEFINED      16          1800       0    1000
JANUS CAPITAL GROUP INC          COMMON   47102X105        319    22888SH            DEFINED      16         22888       0       0
JANUS CAPITAL GROUP INC          COMMON   47102X105          0        6SH            DEFINED      4              6       0       0
JANUS CAPITAL GROUP INC          COMMON   47102X105        127     9100SH            DEFINED      7           9100       0       0
JAPAN SMALLER CAPITALIZATION C   COMMON   47109U104        484    43500SH            DEFINED      25         40000       0    3500
JARDEN CORP                      COMMON   471109108      35782   779900SH            DEFINED      1         779900       0       0
JARDEN CORP                      COMMON   471109108        206     4500SH            DEFINED      16             0       0    4500
JARDEN CORP                      COMMON   471109108       2500    54500SH            DEFINED      2          49000       0    5500
JEFFERIES GROUP INC              COMMON   472319102      14978   397500SH            DEFINED      1         397500       0       0
JEFFERIES GROUP INC              COMMON   472319102       3497    92800SH            DEFINED      2          92800       0       0
JEFFERIES GROUP INC              COMMON   472319102         66     1750SH            DEFINED      7           1750       0       0
JEFFERSON-PILOT CORP             COMMON   475070108         46      940SH            DEFINED      1              0       0     940
JEFFERSON-PILOT CORP             COMMON   475070108       3679    75015SH            DEFINED      16         66015       0    9000
JEFFERSON-PILOT CORP             COMMON   475070108       1270    25900SH            DEFINED      16,9       25900       0       0
JEFFERSON-PILOT CORP             COMMON   475070108        128     2600SH            DEFINED      24          2600       0       0
JEFFERSON-PILOT CORP             COMMON   475070108        162     3300SH            DEFINED      25             0       0    3300
JEFFERSON-PILOT CORP             COMMON   475070108        688    14026SH            DEFINED      7          14026       0       0
JEFFERSON-PILOT CORP             COMMON   475070108        281     5736SH            DEFINED      9           5736       0       0
JETBLUE AIRWAYS CORP             COMMON   477143101      17435   915700SH            DEFINED      1         915700       0       0
JETBLUE AIRWAYS CORP             COMMON   477143101       2102   110400SH            DEFINED      2         110400       0       0
JETBLUE AIRWAYS CORP             COMMON   477143101         14      750SH            DEFINED      25             0       0     750
JOHNSON & JOHNSON                COMMON   478160104     333622  4967568SH            DEFINED      1        4675568       0  292000
JOHNSON & JOHNSON                COMMON   478160104     170996  2546100SH            DEFINED      1,2      2546100       0       0
JOHNSON & JOHNSON                COMMON   478160104      17515   260800SH            DEFINED      1,3       260800       0       0
JOHNSON & JOHNSON                COMMON   478160104      45433   676484SH            DEFINED      10,16     676484       0       0
JOHNSON & JOHNSON                COMMON   478160104       4997    74400SH            DEFINED      10,2       74400       0       0
JOHNSON & JOHNSON                COMMON   478160104       2834    42200SH            DEFINED      10,8       42200       0       0
JOHNSON & JOHNSON                COMMON   478160104       2339    34826SH            DEFINED      12,9       34826       0       0
JOHNSON & JOHNSON                COMMON   478160104       1702    25339SH            DEFINED      13         25339       0       0
JOHNSON & JOHNSON                COMMON   478160104        584     8690SH            DEFINED      13,15       8690       0       0
JOHNSON & JOHNSON                COMMON   478160104     577049  8592152SH            DEFINED      16       6501795       0 2081352
JOHNSON & JOHNSON                COMMON   478160104       4365    65000SH            DEFINED      16,15      65000       0       0
JOHNSON & JOHNSON                COMMON   478160104       2973    44270SH            DEFINED      16,23      44270       0       0
JOHNSON & JOHNSON                COMMON   478160104      14983   223100SH            DEFINED      16,9      223100       0       0
JOHNSON & JOHNSON                COMMON   478160104     100541  1497040SH            DEFINED      2        1497040       0       0
JOHNSON & JOHNSON                COMMON   478160104        457     6800SH            DEFINED      21          6800       0       0
JOHNSON & JOHNSON                COMMON   478160104      10582   157567SH            DEFINED      24        157567       0       0
JOHNSON & JOHNSON                COMMON   478160104      46475   692003SH            DEFINED      25        166646       0  525357
JOHNSON & JOHNSON                COMMON   478160104       5466    81389SH            DEFINED      3          81389       0       0



                                                                                          
JOHNSON & JOHNSON                COMMON   478160104        156     2321SH            DEFINED      4           2321       0       0
JOHNSON & JOHNSON                COMMON   478160104      11116   165519SH            DEFINED      5,16      155539       0    9980
JOHNSON & JOHNSON                COMMON   478160104       2557    38071SH            DEFINED      6          38071       0       0
JOHNSON & JOHNSON                COMMON   478160104      20921   311516SH            DEFINED      7         311516       0       0
JOHNSON & JOHNSON                COMMON   478160104       1188    17685SH            DEFINED      8          17685       0       0
JOHNSON & JOHNSON                COMMON   478160104      15522   231121SH            DEFINED      9         231121       0       0
JOHNSON & JOHNSON                COMMON   478160104       1795    26729SH            DEFINED      9,10       26729       0       0
JOHNSON & JOHNSON                COMMON   478160104        206     3067SH            DEFINED      9,11        3067       0       0
JOHNSON & JOHNSON                COMMON   478160104       1591    23685SH            DEFINED      9,14       23685       0       0
JOHNSON CONTROLS INC             COMMON   478366107       2760    49500SH            DEFINED      1          49500       0       0
JOHNSON CONTROLS INC             COMMON   478366107       1033    18526SH            DEFINED      16         18526       0       0
JOHNSON CONTROLS INC             COMMON   478366107        158     2840SH            DEFINED      24          2840       0       0
JOHNSON CONTROLS INC             COMMON   478366107          0        1SH            DEFINED      4              1       0       0
JOHNSON CONTROLS INC             COMMON   478366107        112     2000SH            DEFINED      7           2000       0       0
JOHNSON CONTROLS INC             COMMON   478366107        582    10429SH            DEFINED      9          10429       0       0
JONES APPAREL GROUP INC          COMMON   480074103       3912   116800SH            DEFINED      1         116800       0       0
JONES APPAREL GROUP INC          COMMON   480074103      11480   342800SH            DEFINED      1,3       342800       0       0
JONES APPAREL GROUP INC          COMMON   480074103       2405    71800SH            DEFINED      10,16      71800       0       0
JONES APPAREL GROUP INC          COMMON   480074103        726    21685SH            DEFINED      13         21685       0       0
JONES APPAREL GROUP INC          COMMON   480074103        259     7725SH            DEFINED      13,15       7725       0       0
JONES APPAREL GROUP INC          COMMON   480074103      21004   627162SH            DEFINED      16        617934       0    9228
JONES APPAREL GROUP INC          COMMON   480074103        234     7000SH            DEFINED      16,9        7000       0       0
JONES APPAREL GROUP INC          COMMON   480074103        134     4000SH            DEFINED      2           4000       0       0
JONES APPAREL GROUP INC          COMMON   480074103        264     7888SH            DEFINED      24          7888       0       0
JONES APPAREL GROUP INC          COMMON   480074103         52     1541SH            DEFINED      25             0       0    1541
JONES APPAREL GROUP INC          COMMON   480074103        700    20890SH            DEFINED      5,16           0       0   20890
JONES APPAREL GROUP INC          COMMON   480074103        172     5150SH            DEFINED      9           5150       0       0
JONES LANG LASALLE INC           COMMON   48020Q107       6032   129300SH            DEFINED      1         129300       0       0
JONES LANG LASALLE INC           COMMON   48020Q107       4544    97400SH            DEFINED      16         52700       0   44700
JONES LANG LASALLE INC           COMMON   48020Q107         98     2100SH            DEFINED      16,15       2100       0       0
JONES LANG LASALLE INC           COMMON   48020Q107       1240    26577SH            DEFINED      25             0       0   26577
JONES LANG LASALLE INC           COMMON   48020Q107        854    18300SH            DEFINED      5,16       18300       0       0
JOS A BANK CLOTHIERS INC         COMMON   480838101      15278   521424SH            DEFINED      1         521424       0       0
JOS A BANK CLOTHIERS INC         COMMON   480838101       5411   184674SH            DEFINED      2         184674       0       0
JOURNAL COMMUNICATIONS           COMMON   481130102        857    51792SH            DEFINED      16         29692       0   22100
JOURNAL COMMUNICATIONS           COMMON   481130102         18     1100SH            DEFINED      16,15       1100       0       0
JOURNAL COMMUNICATIONS           COMMON   481130102        331    20000SH            DEFINED      5,16       20000       0       0
JOURNAL REGISTER CO              COMMON   481138105          1       67SH            DEFINED      16            67       0       0
JUNIPER NETWORKS INC             COMMON   48203R104      38391  1740287SH            DEFINED      1        1740287       0       0
JUNIPER NETWORKS INC             COMMON   48203R104      31724  1438092SH            DEFINED      1,2      1438092       0       0
JUNIPER NETWORKS INC             COMMON   48203R104       2453   111200SH            DEFINED      1,3       111200       0       0
JUNIPER NETWORKS INC             COMMON   48203R104        803    36400SH            DEFINED      10,2       36400       0       0
JUNIPER NETWORKS INC             COMMON   48203R104       1562    70823SH            DEFINED      16         60660       0   10163
JUNIPER NETWORKS INC             COMMON   48203R104       1636    74152SH            DEFINED      16,23      74152       0       0
JUNIPER NETWORKS INC             COMMON   48203R104        357    16200SH            DEFINED      16,9       16200       0       0
JUNIPER NETWORKS INC             COMMON   48203R104       8761   397150SH            DEFINED      2         383650       0   13500
JUNIPER NETWORKS INC             COMMON   48203R104         26     1200SH            DEFINED      24          1200       0       0
JUNIPER NETWORKS INC             COMMON   48203R104        339    15360SH            DEFINED      25             0       0   15360
JUNIPER NETWORKS INC             COMMON   48203R104       6034   273522SH            DEFINED      7         273522       0       0
JUNIPER NETWORKS INC             COMMON   48203R104        271    12299SH            DEFINED      9          12299       0       0
KLA-TENCOR CORPORATION           COMMON   482480100      92089  2001500SH            DEFINED      1        2001500       0       0
KLA-TENCOR CORPORATION           COMMON   482480100      23005   500000SH            DEFINED      1,2       500000       0       0
KLA-TENCOR CORPORATION           COMMON   482480100       2248    48849SH            DEFINED      16         40549       0    8300
KLA-TENCOR CORPORATION           COMMON   482480100       1845    40100SH            DEFINED      16,23      40100       0       0
KLA-TENCOR CORPORATION           COMMON   482480100        198     4300SH            DEFINED      16,9        4300       0       0
KLA-TENCOR CORPORATION           COMMON   482480100      23750   516200SH            DEFINED      2         506100       0   10100
KLA-TENCOR CORPORATION           COMMON   482480100       1587    34500SH            DEFINED      21         34500       0       0
KLA-TENCOR CORPORATION           COMMON   482480100        135     2930SH            DEFINED      25             0       0    2930
KLA-TENCOR CORPORATION           COMMON   482480100      20447   444400SH            DEFINED      3         444400       0       0
KLA-TENCOR CORPORATION           COMMON   482480100       6192   134579SH            DEFINED      7         134579       0       0
KLA-TENCOR CORPORATION           COMMON   482480100        306     6644SH            DEFINED      9           6644       0       0
K-SWISS INC CL A                 COMMON   482686102        129     3900SH            DEFINED      16          3900       0       0
K-SWISS INC CL A                 COMMON   482686102        324     9800SH            DEFINED      5,16        9800       0       0
KT CORP- ADR                     COMMON   48268K101       1496    70200SH            DEFINED      10,13      70200       0       0
KT CORP- ADR                     COMMON   48268K101       2485   116600SH            DEFINED      10,16     116600       0       0
KT CORP- ADR                     COMMON   48268K101      96287  4518382SH            DEFINED      13       4418382       0   83700
KT CORP- ADR                     COMMON   48268K101        247    11600SH            DEFINED      13,15      11600       0       0
KT CORP- ADR                     COMMON   48268K101      36497  1712670SH            DEFINED      16       1660233       0   52437
KT CORP- ADR                     COMMON   48268K101        816    38300SH            DEFINED      16,23      38300       0       0
KT CORP- ADR                     COMMON   48268K101          1       66SH            DEFINED      25             0       0      66
KT CORP- ADR                     COMMON   48268K101       1997    93725SH            DEFINED      5,13       93725       0       0
KT CORP- ADR                     COMMON   48268K101        202     9500SH            DEFINED      8           9500       0       0
KT CORP- ADR                     COMMON   48268K101       2643   124040SH            DEFINED      8,23      124040       0       0
K-SEA TRANSPORTATION PARTNER     COMMON   48268Y101        877    25500SH            DEFINED      7          25500       0       0
K2 INC                           COMMON   482732104       2980   216700SH            DEFINED      1         216700       0       0
KV PHARMACEUTICAL CO CL A        COMMON   482740206          2       95SH            DEFINED      16            95       0       0
KV PHARMACEUTICAL CO CL A        COMMON   482740206       6814   293700SH            DEFINED      3         293700       0       0
KADANT INC                       COMMON   48282T104       3163   170500SH            DEFINED      1         170500       0       0
KADANT INC                       COMMON   48282T104          3      160SH            DEFINED      7            160       0       0
KAMAN CORP CL A                  COMMON   483548103         19     1500SH            DEFINED      7           1500       0       0
KANA SOFTWARE INC                COMMON   483600300          0      155SH            DEFINED      7            155       0       0
KANBAY INTERNATIONAL INC         COMMON   48369P207         42     2070SH            DEFINED      25             0       0    2070
KANBAY INTERNATIONAL INC         COMMON   48369P207       6038   295124SH            DEFINED      7         295124       0       0
KANEB PIPELINE PARTNERS LP       COMMON   484169107        526     8850SH            DEFINED      25             0       0    8850
KANEB PIPELINE PARTNERS LP       COMMON   484169107       4029    67730SH            DEFINED      7          67730       0       0
KANEB SERVICES LLC               COMMON   484173109       2823    66197SH            DEFINED      7          66197       0       0
KAYDON CORP                      COMMON   486587108       4993   159000SH            DEFINED      1         159000       0       0
KAYDON CORP                      COMMON   486587108       2594    82600SH            DEFINED      16         44100       0   38500
KAYDON CORP                      COMMON   486587108         57     1800SH            DEFINED      16,15       1800       0       0
KAYDON CORP                      COMMON   486587108        484    15400SH            DEFINED      5,16       15400       0       0
KAYNE ANDERSON MLP INVESTMEN C   COMMON   486606106         81     3100SH            DEFINED      25             0       0    3100
KEANE INC                        COMMON   486665102       6097   467900SH            DEFINED      16        273100       0  194800
KEANE INC                        COMMON   486665102        121     9300SH            DEFINED      16,15       9300       0       0



                                                                                          
KEANE INC                        COMMON   486665102       1298    99600SH            DEFINED      5,16       99600       0       0
KEANE INC                        COMMON   486665102      10905   836890SH            DEFINED      7         836890       0       0
KB HOME                          COMMON   48666K109         76      643SH            DEFINED      1            643       0       0
KB HOME                          COMMON   48666K109        346     2949SH            DEFINED      12,9        2949       0       0
KB HOME                          COMMON   48666K109        474     4032SH            DEFINED      16          4032       0       0
KB HOME                          COMMON   48666K109        425     3614SH            DEFINED      24          3614       0       0
KB HOME                          COMMON   48666K109         35      300SH            DEFINED      25             0       0     300
KB HOME                          COMMON   48666K109        200     1700SH            DEFINED      7           1700       0       0
KB HOME                          COMMON   48666K109       1185    10092SH            DEFINED      9          10092       0       0
KB HOME                          COMMON   48666K109        257     2192SH            DEFINED      9,14        2192       0       0
KELLOGG CO                       COMMON   487836108       3115    72000SH            DEFINED      1          72000       0       0
KELLOGG CO                       COMMON   487836108      19255   445000SH            DEFINED      1,2       445000       0       0
KELLOGG CO                       COMMON   487836108       1298    30000SH            DEFINED      10,16      30000       0       0
KELLOGG CO                       COMMON   487836108         56     1300SH            DEFINED      10,8        1300       0       0
KELLOGG CO                       COMMON   487836108       7000   161775SH            DEFINED      16        141075       0   20700
KELLOGG CO                       COMMON   487836108         91     2100SH            DEFINED      16,15       2100       0       0
KELLOGG CO                       COMMON   487836108        792    18300SH            DEFINED      16,9       18300       0       0
KELLOGG CO                       COMMON   487836108       3237    74800SH            DEFINED      2          74800       0       0
KELLOGG CO                       COMMON   487836108        104     2400SH            DEFINED      24          2400       0       0
KELLOGG CO                       COMMON   487836108        130     2995SH            DEFINED      25             0       0    2995
KELLOGG CO                       COMMON   487836108        130     3000SH            DEFINED      5,16        3000       0       0
KELLOGG CO                       COMMON   487836108        911    21050SH            DEFINED      7          21050       0       0
KELLOGG CO                       COMMON   487836108        366     8454SH            DEFINED      9           8454       0       0
KELLY SVCS INC                   COMMON   488152208         34     1171SH            DEFINED      25             0       0    1171
KENNAMETAL INC                   COMMON   489170100       5708   120200SH            DEFINED      16         71200       0   49000
KENNAMETAL INC                   COMMON   489170100        114     2400SH            DEFINED      16,15       2400       0       0
KENNAMETAL INC                   COMMON   489170100          2       47SH            DEFINED      4             47       0       0
KENNAMETAL INC                   COMMON   489170100       2393    50400SH            DEFINED      5,16       50400       0       0
KERR-MCGEE CORP                  COMMON   492386107      18799   240000SH            DEFINED      1         240000       0       0
KERR-MCGEE CORP                  COMMON   492386107       1238    15800SH            DEFINED      16         15800       0       0
KERR-MCGEE CORP                  COMMON   492386107       3212    41000SH            DEFINED      16,15      41000       0       0
KERR-MCGEE CORP                  COMMON   492386107        609     7771SH            DEFINED      25          7600       0     171
KERR-MCGEE CORP                  COMMON   492386107        471     6018SH            DEFINED      4           6018       0       0
KERR-MCGEE CORP                  COMMON   492386107         68      863SH            DEFINED      7            863       0       0
KERR-MCGEE CORP                  COMMON   492386107        322     4110SH            DEFINED      9           4110       0       0
KEYCORP                          COMMON   493267108        899    27700SH            DEFINED      1          27700       0       0
KEYCORP                          COMMON   493267108       3939   121400SH            DEFINED      10,16     121400       0       0
KEYCORP                          COMMON   493267108        182     5600SH            DEFINED      10,8        5600       0       0
KEYCORP                          COMMON   493267108      16604   511683SH            DEFINED      16        459833       0   51850
KEYCORP                          COMMON   493267108        286     8800SH            DEFINED      16,15       8800       0       0
KEYCORP                          COMMON   493267108       2729    84100SH            DEFINED      16,9       84100       0       0
KEYCORP                          COMMON   493267108        275     8469SH            DEFINED      24          8469       0       0
KEYCORP                          COMMON   493267108        567    17471SH            DEFINED      25           500       0   16971
KEYCORP                          COMMON   493267108        419    12900SH            DEFINED      5,16       12900       0       0
KEYCORP                          COMMON   493267108         15      456SH            DEFINED      7            456       0       0
KEYCORP                          COMMON   493267108        693    21364SH            DEFINED      9          21364       0       0
KEYCORP                          COMMON   493267108         17      531SH            DEFINED      9,11         531       0       0
KEYNOTE SYSTEMS INC              COMMON   493308100        380    32000SH            DEFINED      16         32000       0       0
KEYSPAN CORPORATION              COMMON   49337W100       9950   255335SH            DEFINED      1         255000       0     335
KEYSPAN CORPORATION              COMMON   49337W100        636    16317SH            DEFINED      16         16317       0       0
KEYSPAN CORPORATION              COMMON   49337W100         12      300SH            DEFINED      25             0       0     300
KEYSPAN CORPORATION              COMMON   49337W100        222     5707SH            DEFINED      9           5707       0       0
KEYSTONE AUTOMOTIVE INDS INC     COMMON   49338N109       1760    76000SH            DEFINED      1          76000       0       0
KILROY REALTY CORP               COMMON   49427F108      52069  1272778SH            DEFINED      16        916906       0  332972
KILROY REALTY CORP               COMMON   49427F108       5416   132400SH            DEFINED      5,16      132400       0       0
KIMBERLY-CLARK CORP              COMMON   494368103      82018  1247800SH            DEFINED      1        1002300       0  245500
KIMBERLY-CLARK CORP              COMMON   494368103      33719   513000SH            DEFINED      1,2       513000       0       0
KIMBERLY-CLARK CORP              COMMON   494368103       6491    98750SH            DEFINED      10,16      98750       0       0
KIMBERLY-CLARK CORP              COMMON   494368103       1191    18125SH            DEFINED      13         18125       0       0
KIMBERLY-CLARK CORP              COMMON   494368103        413     6285SH            DEFINED      13,15       6285       0       0
KIMBERLY-CLARK CORP              COMMON   494368103      26057   396418SH            DEFINED      16        367761       0   28657
KIMBERLY-CLARK CORP              COMMON   494368103       2748    41800SH            DEFINED      16,9       41800       0       0
KIMBERLY-CLARK CORP              COMMON   494368103        401     6100SH            DEFINED      2           6100       0       0
KIMBERLY-CLARK CORP              COMMON   494368103        306     4649SH            DEFINED      24          4649       0       0
KIMBERLY-CLARK CORP              COMMON   494368103       3157    48033SH            DEFINED      25          5930       0   42103
KIMBERLY-CLARK CORP              COMMON   494368103     121600  1850000SH            DEFINED      3        1850000       0       0
KIMBERLY-CLARK CORP              COMMON   494368103          1       22SH            DEFINED      4             22       0       0
KIMBERLY-CLARK CORP              COMMON   494368103       1287    19584SH            DEFINED      7          19584       0       0
KIMBERLY-CLARK CORP              COMMON   494368103       1092    16609SH            DEFINED      9          16609       0       0
KIMCO REALTY CORP                COMMON   49446R109        604    11200SH            DEFINED      10,16      11200       0       0
KIMCO REALTY CORP                COMMON   49446R109        108     2000SH            DEFINED      10,8        2000       0       0
KIMCO REALTY CORP                COMMON   49446R109      24735   458900SH            DEFINED      16        430600       0   21600
KIMCO REALTY CORP                COMMON   49446R109        172     3200SH            DEFINED      16,15       3200       0       0
KIMCO REALTY CORP                COMMON   49446R109        302     5600SH            DEFINED      5,16        5600       0       0
KIMCO REALTY CORP                COMMON   49446R109       2519    46727SH            DEFINED      7          46727       0       0
KINDER MORGAN ENERGY PRTNRS      COMMON   494550106      11471   254918SH            DEFINED      25          8900       0  246018
KINDER MORGAN ENERGY PRTNRS      COMMON   494550106       1938    43060SH            DEFINED      7          43060       0       0
KINDER MORGAN INC                COMMON   49455P101      16276   215000SH            DEFINED      1         215000       0       0
KINDER MORGAN INC                COMMON   49455P101        805    10631SH            DEFINED      16         10631       0       0
KINDER MORGAN INC                COMMON   49455P101       3238    42780SH            DEFINED      25         13597       0   29183
KINDER MORGAN INC                COMMON   49455P101         15      200SH            DEFINED      6            200       0       0
KINDER MORGAN INC                COMMON   49455P101      10039   132610SH            DEFINED      7         132610       0       0
KINDER MORGAN INC                COMMON   49455P101        248     3276SH            DEFINED      9           3276       0       0
KINDER MORGAN MANAGEMENT LLC     COMMON   49455U100       9228   227356SH            DEFINED      7         227356       0       0
KINDRED HEALTHCARE INC           COMMON   494580103       9442   269000SH            DEFINED      1         269000       0       0
KINDRED HEALTHCARE INC           COMMON   494580103        111     3150SH            DEFINED      7           3150       0       0
KINETIC CONCEPTS INC             COMMON   49460W208      87208  1462000SH            DEFINED      1        1462000       0       0
KINETIC CONCEPTS INC             COMMON   49460W208      16404   275000SH            DEFINED      1,2       275000       0       0
KINETIC CONCEPTS INC             COMMON   49460W208       1095    18350SH            DEFINED      16         10150       0    8200
KINETIC CONCEPTS INC             COMMON   49460W208       1611    27000SH            DEFINED      16,23      27000       0       0
KINETIC CONCEPTS INC             COMMON   49460W208       8636   144770SH            DEFINED      2         134070       0   10700
KINETIC CONCEPTS INC             COMMON   49460W208      32056   537394SH            DEFINED      25         97360       0  440034
KINETIC CONCEPTS INC             COMMON   49460W208       1909    32000SH            DEFINED      3          32000       0       0



                                                                                          
KINETIC CONCEPTS INC             COMMON   49460W208         12      200SH            DEFINED      6            200       0       0
KINETIC CONCEPTS INC             COMMON   49460W208       9459   158572SH            DEFINED      7         158572       0       0
KING PHARMACEUTICALS INC         COMMON   495582108          6      695SH            DEFINED      1              0       0     695
KING PHARMACEUTICALS INC         COMMON   495582108        764    91900SH            DEFINED      10,16      91900       0       0
KING PHARMACEUTICALS INC         COMMON   495582108        136    16400SH            DEFINED      10,8       16400       0       0
KING PHARMACEUTICALS INC         COMMON   495582108      12315  1482006SH            DEFINED      16       1297806       0  150300
KING PHARMACEUTICALS INC         COMMON   495582108        210    25300SH            DEFINED      16,15      25300       0       0
KING PHARMACEUTICALS INC         COMMON   495582108        510    61400SH            DEFINED      16,9       61400       0       0
KING PHARMACEUTICALS INC         COMMON   495582108         35     4222SH            DEFINED      24          4222       0       0
KING PHARMACEUTICALS INC         COMMON   495582108         27     3238SH            DEFINED      25             0       0    3238
KING PHARMACEUTICALS INC         COMMON   495582108        352    42400SH            DEFINED      5,16       42400       0       0
KING PHARMACEUTICALS INC         COMMON   495582108         47     5600SH            DEFINED      9           5600       0       0
KINGSWAY FINANCIAL SERVICES      COMMON   496904103       4115   266400SH            DEFINED      1         266400       0       0
KINGSWAY FINANCIAL SERVICES      COMMON   496904103       9976   645800SH            DEFINED      1,3       645800       0       0
KINGSWAY FINANCIAL SERVICES      COMMON   496904103        190    12300SH            DEFINED      2          12300       0       0
KINTERA INC                      COMMON   49720P506       3453   651500SH            DEFINED      1         651500       0       0
KIRBY CORP                       COMMON   497266106       7238   172200SH            DEFINED      1         172200       0       0
KIRBY CORP                       COMMON   497266106       2845    67700SH            DEFINED      2          67700       0       0
KIRBY CORP                       COMMON   497266106          4      100SH            DEFINED      25             0       0     100
KIRBY CORP                       COMMON   497266106         46     1100SH            DEFINED      7              0       0    1100
KITE REALTY GROUP TRUST          COMMON   49803T102       8296   576143SH            DEFINED      16        365284       0  209259
KITE REALTY GROUP TRUST          COMMON   49803T102        733    50900SH            DEFINED      5,16       50900       0       0
KNIGHT RIDDER INC                COMMON   499040103      56590   841491SH            DEFINED      1         841491       0       0
KNIGHT RIDDER INC                COMMON   499040103        108     1600SH            DEFINED      1,3         1600       0       0
KNIGHT RIDDER INC                COMMON   499040103       1322    19665SH            DEFINED      16         19665       0       0
KNIGHT RIDDER INC                COMMON   499040103       1971    29309SH            DEFINED      16,15      29309       0       0
KNIGHT RIDDER INC                COMMON   499040103       4063    60410SH            DEFINED      2          60410       0       0
KNIGHT RIDDER INC                COMMON   499040103        108     1600SH            DEFINED      25             0       0    1600
KNIGHT RIDDER INC                COMMON   499040103      23992   356752SH            DEFINED      4         356752       0       0
KNIGHT RIDDER INC                COMMON   499040103        215     3200SH            DEFINED      5,2         3200       0       0
KNIGHT RIDDER INC                COMMON   499040103        370     5500SH            DEFINED      7           5500       0       0
KNIGHT RIDDER INC                COMMON   499040103        211     3141SH            DEFINED      9           3141       0       0
KNIGHT TRADING GROUP INC         COMMON   499063105       2879   298600SH            DEFINED      1         298600       0       0
KNIGHT TRADING GROUP INC         COMMON   499063105        209    21700SH            DEFINED      7          21700       0       0
KNIGHT TRANSPORT                 COMMON   499064103       9306   377200SH            DEFINED      1         377200       0       0
KNIGHT TRANSPORT                 COMMON   499064103       3552   144000SH            DEFINED      2         144000       0       0
KNIGHT TRANSPORT                 COMMON   499064103         69     2790SH            DEFINED      25             0       0    2790
KNIGHT TRANSPORT                 COMMON   499064103       9831   398492SH            DEFINED      7         398492       0       0
KNOLOGY INC                      COMMON   499183804        121    50922SH            DEFINED      1          50922       0       0
KOHLS CORP                       COMMON   500255104     156558  3032300SH            DEFINED      1        3032300       0       0
KOHLS CORP                       COMMON   500255104      91989  1781700SH            DEFINED      1,2      1781700       0       0
KOHLS CORP                       COMMON   500255104       2419    46852SH            DEFINED      16         32352       0   14500
KOHLS CORP                       COMMON   500255104       8540   165400SH            DEFINED      2         153800       0   11600
KOHLS CORP                       COMMON   500255104      24830   480929SH            DEFINED      25        115559       0  365370
KOHLS CORP                       COMMON   500255104          2       42SH            DEFINED      4             42       0       0
KOHLS CORP                       COMMON   500255104        153     2970SH            DEFINED      7           2970       0       0
KOHLS CORP                       COMMON   500255104        526    10191SH            DEFINED      9          10191       0       0
KOMAG INC                        COMMON   500453105          0    24547SH            DEFINED      6          24547       0       0
KOMAG INC WTS                    COMMON   500453139          6      435SH            DEFINED      6            435       0       0
KONINKLIJKE PHILIPS ELECTRONIC   COMMON   500472303     146252  5314405SH            DEFINED      1        5314405       0       0
KONINKLIJKE PHILIPS ELECTRONIC   COMMON   500472303      78698  2859680SH            DEFINED      13       2623680       0  236000
KONINKLIJKE PHILIPS ELECTRONIC   COMMON   500472303        235     8550SH            DEFINED      13,15       8550       0       0
KONINKLIJKE PHILIPS ELECTRONIC   COMMON   500472303      28699  1042831SH            DEFINED      16        940266       0  102565
KONINKLIJKE PHILIPS ELECTRONIC   COMMON   500472303       2192    79650SH            DEFINED      2          79650       0       0
KONINKLIJKE PHILIPS ELECTRONIC   COMMON   500472303        160     5800SH            DEFINED      2,15        5800       0       0
KONINKLIJKE PHILIPS ELECTRONIC   COMMON   500472303          1       52SH            DEFINED      25             0       0      52
KONINKLIJKE PHILIPS ELECTRONIC   COMMON   500472303      13652   496064SH            DEFINED      4         496064       0       0
KOOKMIN BANK-SPONS ADR           COMMON   50049M109        290     6500SH            DEFINED      10,16       6500       0       0
KOOKMIN BANK-SPONS ADR           COMMON   50049M109        174     3900SH            DEFINED      13             0       0       0
KOOKMIN BANK-SPONS ADR           COMMON   50049M109        447    10000SH            DEFINED      16         10000       0       0
KOOKMIN BANK-SPONS ADR           COMMON   50049M109       1813    40600SH            DEFINED      5,13       40600       0       0
KOOKMIN BANK-SPONS ADR           COMMON   50049M109        944    21150SH            DEFINED      8          21150       0       0
KOREA ELEC POWER CORP ADR        COMMON   500631106        946    70362SH            DEFINED      10,13      70362       0       0
KOREA ELEC POWER CORP ADR        COMMON   500631106        212    15800SH            DEFINED      10,16      15800       0       0
KOREA ELEC POWER CORP ADR        COMMON   500631106      43940  3269319SH            DEFINED      13       3196001       0   61437
KOREA ELEC POWER CORP ADR        COMMON   500631106      16273  1210775SH            DEFINED      16       1153563       0   57212
KOREA ELEC POWER CORP ADR        COMMON   500631106       2446   182000SH            DEFINED      5,13      182000       0       0
KOREA FUND CF                    COMMON   500634100         57     2148SH            DEFINED      7           2148       0       0
KOS PHARMACEUTICALS INC          COMMON   500648100        508    12200SH            DEFINED      10,2       12200       0       0
KOS PHARMACEUTICALS INC          COMMON   500648100        696    16700SH            DEFINED      2          16700       0       0
KRAFT FOODS INC CL A             COMMON   50075N104     151233  4575900SH            DEFINED      1        4073900       0  502000
KRAFT FOODS INC CL A             COMMON   50075N104      38669  1170000SH            DEFINED      1,2      1170000       0       0
KRAFT FOODS INC CL A             COMMON   50075N104          1       45SH            DEFINED      16            45       0       0
KRAFT FOODS INC CL A             COMMON   50075N104        496    15000SH            DEFINED      2          15000       0       0
KRAFT FOODS INC CL A             COMMON   50075N104         56     1704SH            DEFINED      24          1704       0       0
KRAFT FOODS INC CL A             COMMON   50075N104         76     2300SH            DEFINED      25             0       0    2300
KRAFT FOODS INC CL A             COMMON   50075N104          3       77SH            DEFINED      4             77       0       0
KRAFT FOODS INC CL A             COMMON   50075N104        149     4502SH            DEFINED      9           4502       0       0
KRISPY KREME DOUGHNUTS INC       COMMON   501014104          3      400SH            DEFINED      25             0       0     400
KRISPY KREME DOUGHNUTS INC       COMMON   501014104          1       80SH            DEFINED      7             80       0       0
KROGER CO                        COMMON   501044101     410322 25597150SH            DEFINED      1       25597150       0       0
KROGER CO                        COMMON   501044101      55464  3460000SH            DEFINED      1,2      3460000       0       0
KROGER CO                        COMMON   501044101        191    11900SH            DEFINED      1,3        11900       0       0
KROGER CO                        COMMON   501044101       5925   369600SH            DEFINED      10        369600       0       0
KROGER CO                        COMMON   501044101      15266   952335SH            DEFINED      16        944801       0    7534
KROGER CO                        COMMON   501044101      10366   646650SH            DEFINED      2         646650       0       0
KROGER CO                        COMMON   501044101        207    12900SH            DEFINED      2,15       12900       0       0
KROGER CO                        COMMON   501044101      62893  3923479SH            DEFINED      4        3923479       0       0
KROGER CO                        COMMON   501044101        462    28795SH            DEFINED      5,16           0       0   28795
KROGER CO                        COMMON   501044101        377    23500SH            DEFINED      5,2        23500       0       0
KROGER CO                        COMMON   501044101         10      600SH            DEFINED      7            600       0       0
KROGER CO                        COMMON   501044101        388    24206SH            DEFINED      9          24206       0       0
KRONOS INC                       COMMON   501052104       4181    81800SH            DEFINED      1          81800       0       0



                                                                                          
KRONOS INC                       COMMON   501052104        204     4000SH            DEFINED      16          4000       0       0
KRONOS INC                       COMMON   501052104        455     8900SH            DEFINED      16,23       8900       0       0
KRONOS WORLDWIDE INC             COMMON   50105F105          1       15SH            DEFINED      16            15       0       0
KRONOS WORLDWIDE INC             COMMON   50105F105          1       20SH            DEFINED      5,16          20       0       0
KULICKE & SOFFA INDUSTRIES       COMMON   501242101          3      400SH            DEFINED      4            400       0       0
KYOCERA CORP ADR                 COMMON   501556203          0        1SH            DEFINED      16             1       0       0
KYPHON INC                       COMMON   501577100      14733   585333SH            DEFINED      1         585333       0       0
KYPHON INC                       COMMON   501577100       1732    68824SH            DEFINED      2          68824       0       0
KYPHON INC                       COMMON   501577100       8784   349000SH            DEFINED      3         349000       0       0
LCA-VISION INC                   COMMON   501803308         12      375SH            DEFINED      25             0       0     375
LSI LOGIC CORP                   COMMON   502161102      18090  3236163SH            DEFINED      16       2828663       0  260400
LSI LOGIC CORP                   COMMON   502161102        468    83700SH            DEFINED      16,9       83700       0       0
LSI LOGIC CORP                   COMMON   502161102        158    28316SH            DEFINED      25             0       0   28316
LSI LOGIC CORP                   COMMON   502161102        127    22800SH            DEFINED      5,16       22800       0       0
LSI LOGIC CORP                   COMMON   502161102         67    11974SH            DEFINED      7          11974       0       0
LSI LOGIC CORP                   COMMON   502161102        203    36296SH            DEFINED      9          36296       0       0
LSI LOGIC CORP                   COMMON   502161102         18     3189SH            DEFINED      9,11        3189       0       0
LTC PROPERTIES INC               COMMON   502175102       5344   308000SH            DEFINED      16        240000       0   68000
LTC PROPERTIES INC               COMMON   502175102         57     3300SH            DEFINED      16,15       3300       0       0
LTC PROPERTIES INC               COMMON   502175102        758    43700SH            DEFINED      5,16       43700       0       0
LTC PROPERTIES INC               COMMON   502175102         83     4800SH            DEFINED      7           4800       0       0
L-3 COMMUNICATIONS HLDGS INC     COMMON   502424104      29594   416700SH            DEFINED      1         416700       0       0
L-3 COMMUNICATIONS HLDGS INC     COMMON   502424104        797    11222SH            DEFINED      16         11222       0       0
L-3 COMMUNICATIONS HLDGS INC     COMMON   502424104       1207    17000SH            DEFINED      16,23      17000       0       0
L-3 COMMUNICATIONS HLDGS INC     COMMON   502424104       3913    55100SH            DEFINED      2          55100       0       0
L-3 COMMUNICATIONS HLDGS INC     COMMON   502424104        123     1730SH            DEFINED      25          1030       0     700
L-3 COMMUNICATIONS HLDGS INC     COMMON   502424104        805    11330SH            DEFINED      7          11330       0       0
LA QUINTA CORP-PAIRED            COMMON   50419U202      17611  2071900SH            DEFINED      1        2071900       0       0
LA QUINTA CORP-PAIRED            COMMON   50419U202       1567   184400SH            DEFINED      2         184400       0       0
LA-Z-BOY INC                     COMMON   505336107         51     3650SH            DEFINED      7           3650       0       0
LABOR READY INC                  COMMON   505401208       5569   298600SH            DEFINED      1         298600       0       0
LABOR READY INC                  COMMON   505401208       9551   512100SH            DEFINED      16        299100       0  213000
LABOR READY INC                  COMMON   505401208        194    10400SH            DEFINED      16,15      10400       0       0
LABOR READY INC                  COMMON   505401208       2244   120300SH            DEFINED      5,16      120300       0       0
LABORATORY CRP OF AMER HLDGS     COMMON   50540R409       4820   100000SH            DEFINED      1         100000       0       0
LABORATORY CRP OF AMER HLDGS     COMMON   50540R409       1366    28343SH            DEFINED      16         25943       0    2400
LABORATORY CRP OF AMER HLDGS     COMMON   50540R409        308     6400SH            DEFINED      16,9        6400       0       0
LABORATORY CRP OF AMER HLDGS     COMMON   50540R409        162     3364SH            DEFINED      24          3364       0       0
LABORATORY CRP OF AMER HLDGS     COMMON   50540R409        125     2595SH            DEFINED      25           168       0    2427
LABORATORY CRP OF AMER HLDGS     COMMON   50540R409         10      200SH            DEFINED      4            200       0       0
LABORATORY CRP OF AMER HLDGS     COMMON   50540R409         17      350SH            DEFINED      6            350       0       0
LABORATORY CRP OF AMER HLDGS     COMMON   50540R409      14489   300611SH            DEFINED      7         300611       0       0
LABORATORY CRP OF AMER HLDGS     COMMON   50540R409        259     5383SH            DEFINED      9           5383       0       0
LADENBURG THALMANN FINANCIAL     COMMON   50575Q102          6     8992SH            DEFINED      16          8992       0       0
LADENBURG THALMANN FINANCIAL     COMMON   50575Q102          1      832SH            DEFINED      5,16         832       0       0
LAFARGE S.A. ADR                 COMMON   505861401         17      700SH            DEFINED      25           700       0       0
LAFARGE S.A. ADR                 COMMON   505861401        181     7456SH            DEFINED      4           7456       0       0
LAIDLAW INTERNATIONAL            COMMON   50730R102      20233   972750SH            DEFINED      1,3       972750       0       0
LAIDLAW INTERNATIONAL            COMMON   50730R102        350    16850SH            DEFINED      2          16850       0       0
LAKELAND FINANCIAL CORPORATION   COMMON   511656100         35      900SH            DEFINED      16           900       0       0
LAKELAND FINANCIAL CORPORATION   COMMON   511656100         88     2300SH            DEFINED      5,16        2300       0       0
LAM RESEARCH CORP                COMMON   512807108      15758   546000SH            DEFINED      1         546000       0       0
LAM RESEARCH CORP                COMMON   512807108       2707    93800SH            DEFINED      1,3        93800       0       0
LAM RESEARCH CORP                COMMON   512807108        742    25700SH            DEFINED      10,2       25700       0       0
LAM RESEARCH CORP                COMMON   512807108      36317  1258377SH            DEFINED      16       1104237       0  114440
LAM RESEARCH CORP                COMMON   512807108        670    23200SH            DEFINED      16,23      23200       0       0
LAM RESEARCH CORP                COMMON   512807108        392    13600SH            DEFINED      16,9       13600       0       0
LAM RESEARCH CORP                COMMON   512807108        499    17300SH            DEFINED      2          17300       0       0
LAM RESEARCH CORP                COMMON   512807108         35     1200SH            DEFINED      24          1200       0       0
LAM RESEARCH CORP                COMMON   512807108        869    30110SH            DEFINED      5,16       30110       0       0
LAMAR ADVERTISING CO             COMMON   512815101      40197   997700SH            DEFINED      1         997700       0       0
LAMAR ADVERTISING CO             COMMON   512815101      45008  1117100SH            DEFINED      1,2      1117100       0       0
LAMAR ADVERTISING CO             COMMON   512815101        101     2500SH            DEFINED      16,9        2500       0       0
LAMAR ADVERTISING CO             COMMON   512815101      12615   313100SH            DEFINED      2         313100       0       0
LAMAR ADVERTISING CO             COMMON   512815101        113     2808SH            DEFINED      25           235       0    2573
LAMAR ADVERTISING CO             COMMON   512815101      13085   324770SH            DEFINED      7         324770       0       0
LANCASTER COLONY CORP            COMMON   513847103       5071   119175SH            DEFINED      1         119175       0       0
LANCASTER COLONY CORP            COMMON   513847103         13      300SH            DEFINED      25             0       0     300
LANDAUER INC                     COMMON   51476K103          1       25SH            DEFINED      16            25       0       0
LANDAMERICA FINANCIAL GROUP      COMMON   514936103      11962   239100SH            DEFINED      16        147800       0   91300
LANDAMERICA FINANCIAL GROUP      COMMON   514936103        220     4400SH            DEFINED      16,15       4400       0       0
LANDAMERICA FINANCIAL GROUP      COMMON   514936103       3572    71400SH            DEFINED      5,16       71400       0       0
LANDSTAR SYSTEM INC              COMMON   515098101      10627   324500SH            DEFINED      1         324500       0       0
LANDSTAR SYSTEM INC              COMMON   515098101          3      106SH            DEFINED      16           106       0       0
LANDSTAR SYSTEM INC              COMMON   515098101        316     9640SH            DEFINED      25          8000       0    1640
LANDSTAR SYSTEM INC              COMMON   515098101       7807   238385SH            DEFINED      7         238385       0       0
LAS VEGAS SANDS                  COMMON   517834107      10431   231800SH            DEFINED      1         231800       0       0
LAS VEGAS SANDS                  COMMON   517834107      27936   620800SH            DEFINED      1,2       620800       0       0
LAS VEGAS SANDS                  COMMON   517834107        909    20200SH            DEFINED      2          20200       0       0
LASALLE HOTEL PROPERTIES         COMMON   517942108      24878   856394SH            DEFINED      16        620822       0  224472
LASALLE HOTEL PROPERTIES         COMMON   517942108        102     3500SH            DEFINED      16,15       3500       0       0
LASALLE HOTEL PROPERTIES         COMMON   517942108         29     1000SH            DEFINED      25             0       0    1000
LASALLE HOTEL PROPERTIES         COMMON   517942108       2800    96400SH            DEFINED      5,16       96400       0       0
LASERSCOPE                       COMMON   518081104         16      500SH            DEFINED      25             0       0     500
ESTEE LAUDER COMPANIES CL A      COMMON   518439104      18869   419500SH            DEFINED      1         419500       0       0
ESTEE LAUDER COMPANIES CL A      COMMON   518439104      16868   375000SH            DEFINED      1,2       375000       0       0
ESTEE LAUDER COMPANIES CL A      COMMON   518439104        117     2600SH            DEFINED      16          2600       0       0
ESTEE LAUDER COMPANIES CL A      COMMON   518439104        112     2500SH            DEFINED      16,9        2500       0       0
ESTEE LAUDER COMPANIES CL A      COMMON   518439104        360     8000SH            DEFINED      2           8000       0       0
ESTEE LAUDER COMPANIES CL A      COMMON   518439104         54     1200SH            DEFINED      24          1200       0       0
ESTEE LAUDER COMPANIES CL A      COMMON   518439104         99     2202SH            DEFINED      25          2000       0     202
ESTEE LAUDER COMPANIES CL A      COMMON   518439104       8371   186100SH            DEFINED      3         186100       0       0
ESTEE LAUDER COMPANIES CL A      COMMON   518439104         15      329SH            DEFINED      7            329       0       0



                                                                                          
ESTEE LAUDER COMPANIES CL A      COMMON   518439104         25      559SH            DEFINED      9            559       0       0
ROYAL DUTCH PETROLEUM            COMMON   5202704          162     2700SH            DEFINED      10          2700       0       0
ROYAL DUTCH PETROLEUM            COMMON   5202704         6229   104133SH            DEFINED      10,9      104133       0       0
ROYAL DUTCH PETROLEUM            COMMON   5202704          910    15220SH            DEFINED      16,9       15220       0       0
ROYAL DUTCH PETROLEUM            COMMON   5202704        11708   195729SH            DEFINED      24        195729       0       0
ROYAL DUTCH PETROLEUM            COMMON   5202704        18861   315307SH            DEFINED      9         315307       0       0
ROYAL DUTCH PETROLEUM            COMMON   5202704          588     9838SH            DEFINED      9,11        9838       0       0
LEADIS TECHNOLOGY, INC.          COMMON   52171N103          1      101SH            DEFINED      25             0       0     101
LEAP WIRELESS INTL INC/OLD       COMMON   521863100          0       75SH            DEFINED      25             0       0      75
LEAP WIRELESS INTL INC/OLD       COMMON   521863100          0       25SH            DEFINED      7             25       0       0
LEAR CORPORATION                 COMMON   521865105       8105   182718SH            DEFINED      16        180619       0    2099
LEAR CORPORATION                 COMMON   521865105        368     8285SH            DEFINED      5,16           0       0    8285
LEAR CORPORATION                 COMMON   521865105         80     1800SH            DEFINED      7           1200       0     600
LEAR CORPORATION                 COMMON   521865105         13      286SH            DEFINED      9            286       0       0
LEAR CORP CVT(LEA) 0.0 02-20-2   CONVERT  521865AG0       7756 17000000SH            DEFINED      16       2575000       014425000
LEAPFROG ENTERPRISES             COMMON   52186N106         11     1000SH            DEFINED      7           1000       0       0
LEARNING TREE INTERNATIONAL      COMMON   522015106       2702   187500SH            DEFINED      3         187500       0       0
LEE ENTERPRISES INC              COMMON   523768109          1       27SH            DEFINED      16            27       0       0
LEGGETT & PLATT INC              COMMON   524660107        534    18473SH            DEFINED      16         18473       0       0
LEGG MASON INC                   COMMON   524901105      48738   623725SH            DEFINED      1         623725       0       0
LEGG MASON INC                   COMMON   524901105        407     5207SH            DEFINED      16           157       0    5050
LEGG MASON INC                   COMMON   524901105       3308    42335SH            DEFINED      2          36150       0    6185
LEGG MASON INC                   COMMON   524901105         23      300SH            DEFINED      25             0       0     300
LEGG MASON INC                   COMMON   524901105        883    11300SH            DEFINED      3          11300       0       0
LEGG MASON INC                   COMMON   524901105         94     1200SH            DEFINED      6           1200       0       0
LEGG MASON INC                   COMMON   524901105        117     1500SH            DEFINED      7           1500       0       0
LEGG MASON INC                   COMMON   524901105        279     3568SH            DEFINED      9           3568       0       0
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100      48450   514547SH            DEFINED      1         514547       0       0
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100      23540   250000SH            DEFINED      1,2       250000       0       0
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100       4623    49100SH            DEFINED      10,16      49100       0       0
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100        490     5200SH            DEFINED      10,2        5200       0       0
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100       1023    10867SH            DEFINED      12,9       10867       0       0
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100      10228   108620SH            DEFINED      16        101520       0    7100
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100       1902    20200SH            DEFINED      16,9       20200       0       0
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100       1938    20580SH            DEFINED      2          20580       0       0
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100       2037    21630SH            DEFINED      24         21630       0       0
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100      40900   434371SH            DEFINED      25         86648       0  347723
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100         42      446SH            DEFINED      4            446       0       0
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100        307     3265SH            DEFINED      7           3265       0       0
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100       4279    45448SH            DEFINED      9          45448       0       0
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100         60      633SH            DEFINED      9,11         633       0       0
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100        724     7694SH            DEFINED      9,14        7694       0       0
BRISTOL-MYERS CVT(LEH) 1.6 10-   CONVERT  524908JJ0       5664  6250000SH            DEFINED      16        900000       0 5350000
FIRST DATA CORP CVT(LEH) 0.75    CONVERT  524908LS7      17190 18000000SH            DEFINED      16       2625000       015375000
AMGEN INC CVT(LEH) 1.0 09-16-1   CONVERT  52517PWR8       2621  3000000SH            DEFINED      16        450000       0 2550000
LENNAR CORP CL A                 COMMON   526057104          1       22SH            DEFINED      4             22       0       0
LENNAR CORP CL A                 COMMON   526057104         23      400SH            DEFINED      7            400       0       0
LENNAR CORP CL A                 COMMON   526057104        235     4151SH            DEFINED      9           4151       0       0
LENNOX INTERNATIONAL INC         COMMON   526107107         89     4050SH            DEFINED      7           4050       0       0
LEVEL 3 COMM INC(LVLT) CVT 6.0   CONVERT  52729NAS9         15    30000SH            DEFINED      25             0       0   30000
LEXICON GENETICS INC             COMMON   528872104       1317   257800SH            DEFINED      16        135600       0  122200
LEXICON GENETICS INC             COMMON   528872104         32     6200SH            DEFINED      16,15       6200       0       0
LEXICON GENETICS INC             COMMON   528872104        164    32100SH            DEFINED      5,16       32100       0       0
LEXINGTON CORPORATE PPTYS TR     COMMON   529043101       9807   447000SH            DEFINED      16        343900       0  103100
LEXINGTON CORPORATE PPTYS TR     COMMON   529043101         28     1289SH            DEFINED      25          1289       0       0
LEXMARK INTL GROUP INC CL A      COMMON   529771107      79759   997366SH            DEFINED      1         997366       0       0
LEXMARK INTL GROUP INC CL A      COMMON   529771107      51661   646000SH            DEFINED      1,2       646000       0       0
LEXMARK INTL GROUP INC CL A      COMMON   529771107       1447    18100SH            DEFINED      1,3        18100       0       0
LEXMARK INTL GROUP INC CL A      COMMON   529771107        432     5400SH            DEFINED      10,2        5400       0       0
LEXMARK INTL GROUP INC CL A      COMMON   529771107        300     3747SH            DEFINED      12,9        3747       0       0
LEXMARK INTL GROUP INC CL A      COMMON   529771107        981    12265SH            DEFINED      16         12265       0       0
LEXMARK INTL GROUP INC CL A      COMMON   529771107        768     9600SH            DEFINED      2           9600       0       0
LEXMARK INTL GROUP INC CL A      COMMON   529771107        972    12158SH            DEFINED      24         12158       0       0
LEXMARK INTL GROUP INC CL A      COMMON   529771107      20410   255220SH            DEFINED      25         42210       0  213010
LEXMARK INTL GROUP INC CL A      COMMON   529771107          9      117SH            DEFINED      4            117       0       0
LEXMARK INTL GROUP INC CL A      COMMON   529771107       8983   112327SH            DEFINED      7         110972     150    1205
LEXMARK INTL GROUP INC CL A      COMMON   529771107       1093    13666SH            DEFINED      9          13666       0       0
LEXMARK INTL GROUP INC CL A      COMMON   529771107        243     3043SH            DEFINED      9,14        3043       0       0
LIBERTY ALL STAR EQUITY FUND C   COMMON   530158104          0       30SH            DEFINED      16            30       0       0
LIBERTY CORP                     COMMON   530370105       1468    36200SH            DEFINED      16         20600       0   15600
LIBERTY CORP                     COMMON   530370105         28      700SH            DEFINED      16,15        700       0       0
LIBERTY CORP                     COMMON   530370105        535    13200SH            DEFINED      5,16       13200       0       0
VIACOM INC CVT (L) 3.25 03-15-   CONVERT  530715AR2         34    40000SH            DEFINED      25         25000       0   15000
LIBERTY MEDIA CORP CL A          COMMON   530718105      35927  3464532SH            DEFINED      1        3464532       0       0
LIBERTY MEDIA CORP CL A          COMMON   530718105      13826  1333300SH            DEFINED      1,3      1333300       0       0
LIBERTY MEDIA CORP CL A          COMMON   530718105        171    16500SH            DEFINED      16         16500       0       0
LIBERTY MEDIA CORP CL A          COMMON   530718105       3985   384285SH            DEFINED      16,15     384285       0       0
LIBERTY MEDIA CORP CL A          COMMON   530718105        174    16800SH            DEFINED      16,9       16800       0       0
LIBERTY MEDIA CORP CL A          COMMON   530718105        241    23200SH            DEFINED      2          23200       0       0
LIBERTY MEDIA CORP CL A          COMMON   530718105        119    11500SH            DEFINED      24         11500       0       0
LIBERTY MEDIA CORP CL A          COMMON   530718105       3479   335491SH            DEFINED      25        113849       0  221642
LIBERTY MEDIA CORP CL A          COMMON   530718105      66882  6449604SH            DEFINED      3        6449604       0       0
LIBERTY MEDIA CORP CL A          COMMON   530718105          3      247SH            DEFINED      4            247       0       0
LIBERTY MEDIA CORP CL A          COMMON   530718105       1363   131455SH            DEFINED      6         131455       0       0
LIBERTY MEDIA CORP CL A          COMMON   530718105      13922  1342534SH            DEFINED      7        1333192       0    9342
LIBERTY MEDIA CORP CL A          COMMON   530718105        827    79732SH            DEFINED      9          79732       0       0
LIBERTY MEDIA CORP-B             COMMON   530718204       2017   190425SH            DEFINED      1         190425       0       0
LIBERTY MEDIA CORP-B             COMMON   530718204        339    31975SH            DEFINED      16,15      31975       0       0
LIBERTY MEDIA CORP-B             COMMON   530718204         11     1000SH            DEFINED      2           1000       0       0
LIBERTY MEDIA INTL INC-A         COMMON   530719103       7294   166755SH            DEFINED      1         166335       0     420
LIBERTY MEDIA INTL INC-A         COMMON   530719103        398     9100SH            DEFINED      10,16       9100       0       0
LIBERTY MEDIA INTL INC-A         COMMON   530719103        960    21950SH            DEFINED      16         21950       0       0
LIBERTY MEDIA INTL INC-A         COMMON   530719103        935    21374SH            DEFINED      16,15      21374       0       0



                                                                                          
LIBERTY MEDIA INTL INC-A         COMMON   530719103        210     4800SH            DEFINED      16,9        4800       0       0
LIBERTY MEDIA INTL INC-A         COMMON   530719103         19      425SH            DEFINED      2            425       0       0
LIBERTY MEDIA INTL INC-A         COMMON   530719103        635    14515SH            DEFINED      25          3371       0   11144
LIBERTY MEDIA INTL INC-A         COMMON   530719103       1145    26177SH            DEFINED      7          22787     385    3005
LIBERTY MEDIA INTL INC-A         COMMON   530719103        223     5108SH            DEFINED      9           5108       0       0
LIBERTY PROPERTY TRUST           COMMON   531172104      24038   615580SH            DEFINED      16        532600       0   82980
LIBERTY PROPERTY TRUST           COMMON   531172104         47     1200SH            DEFINED      25             0       0    1200
LIEBERT CORP CVT (EMR) 8.0 11-   CONVERT  531735AA6         24     5000SH            DEFINED      6           5000       0       0
LIFECORE BIOMEDICAL INC          COMMON   532187101        851    47800SH            DEFINED      16         24800       0   23000
LIFECORE BIOMEDICAL INC          COMMON   532187101         20     1100SH            DEFINED      16,15       1100       0       0
LIFECORE BIOMEDICAL INC          COMMON   532187101        107     6000SH            DEFINED      5,16        6000       0       0
LIFEPOINT HOSPITALS INC          COMMON   53219L109      17470   398500SH            DEFINED      1         398500       0       0
LIFEPOINT HOSPITALS INC          COMMON   53219L109       6751   154000SH            DEFINED      2         154000       0       0
LIGHTPATH TECHNOLOGIES INC CL    COMMON   532257805          1      212SH            DEFINED      25           212       0       0
LILLY (ELI) & CO                 COMMON   532457108      74560  1431100SH            DEFINED      1        1431100       0       0
LILLY (ELI) & CO                 COMMON   532457108       4659    89430SH            DEFINED      10         89430       0       0
LILLY (ELI) & CO                 COMMON   532457108       1801    34560SH            DEFINED      10,16      34560       0       0
LILLY (ELI) & CO                 COMMON   532457108        677    13000SH            DEFINED      12,2       13000       0       0
LILLY (ELI) & CO                 COMMON   532457108     139760  2682534SH            DEFINED      16       1808803       0  869641
LILLY (ELI) & CO                 COMMON   532457108      11696   224500SH            DEFINED      16,23     224500       0       0
LILLY (ELI) & CO                 COMMON   532457108        516     9900SH            DEFINED      16,9        9900       0       0
LILLY (ELI) & CO                 COMMON   532457108       3975    76300SH            DEFINED      2          76300       0       0
LILLY (ELI) & CO                 COMMON   532457108        172     3300SH            DEFINED      21          3300       0       0
LILLY (ELI) & CO                 COMMON   532457108        169     3248SH            DEFINED      24          3248       0       0
LILLY (ELI) & CO                 COMMON   532457108       9209   176752SH            DEFINED      25         71405       0  105347
LILLY (ELI) & CO                 COMMON   532457108          0        8SH            DEFINED      4              8       0       0
LILLY (ELI) & CO                 COMMON   532457108       1717    32960SH            DEFINED      5,16       32960       0       0
LILLY (ELI) & CO                 COMMON   532457108       1966    37732SH            DEFINED      7          37732       0       0
LILLY (ELI) & CO                 COMMON   532457108       1655    31757SH            DEFINED      9          31757       0       0
LIMITED BRANDS INC               COMMON   532716107      11810   485988SH            DEFINED      1         485988       0       0
LIMITED BRANDS INC               COMMON   532716107      10219   420550SH            DEFINED      10,16     420550       0       0
LIMITED BRANDS INC               COMMON   532716107        600    24700SH            DEFINED      10,8       24700       0       0
LIMITED BRANDS INC               COMMON   532716107        890    36623SH            DEFINED      12,9       36623       0       0
LIMITED BRANDS INC               COMMON   532716107      59321  2441182SH            DEFINED      16       2229182       0  212000
LIMITED BRANDS INC               COMMON   532716107        926    38100SH            DEFINED      16,15      38100       0       0
LIMITED BRANDS INC               COMMON   532716107       2413    99300SH            DEFINED      16,9       99300       0       0
LIMITED BRANDS INC               COMMON   532716107       2034    83700SH            DEFINED      2          83700       0       0
LIMITED BRANDS INC               COMMON   532716107       1787    73526SH            DEFINED      24         73526       0       0
LIMITED BRANDS INC               COMMON   532716107          1       56SH            DEFINED      4             56       0       0
LIMITED BRANDS INC               COMMON   532716107       1361    56000SH            DEFINED      5,16       56000       0       0
LIMITED BRANDS INC               COMMON   532716107        272    11195SH            DEFINED      7          11195       0       0
LIMITED BRANDS INC               COMMON   532716107       3244   133504SH            DEFINED      9         133504       0       0
LIMITED BRANDS INC               COMMON   532716107        829    34100SH            DEFINED      9,10       34100       0       0
LIMITED BRANDS INC               COMMON   532716107         46     1888SH            DEFINED      9,11        1888       0       0
LIMITED BRANDS INC               COMMON   532716107        633    26043SH            DEFINED      9,14       26043       0       0
LINCARE HOLDINGS INC             COMMON   532791100       4777   108000SH            DEFINED      10,16     108000       0       0
LINCARE HOLDINGS INC             COMMON   532791100         71     1600SH            DEFINED      10,8        1600       0       0
LINCARE HOLDINGS INC             COMMON   532791100       1021    23085SH            DEFINED      13         23085       0       0
LINCARE HOLDINGS INC             COMMON   532791100        346     7825SH            DEFINED      13,15       7825       0       0
LINCARE HOLDINGS INC             COMMON   532791100      23484   530943SH            DEFINED      16        504769       0   23574
LINCARE HOLDINGS INC             COMMON   532791100        106     2400SH            DEFINED      16,15       2400       0       0
LINCARE HOLDINGS INC             COMMON   532791100       1039    23500SH            DEFINED      16,9       23500       0       0
LINCARE HOLDINGS INC             COMMON   532791100         50     1134SH            DEFINED      24          1134       0       0
LINCARE HOLDINGS INC             COMMON   532791100        129     2910SH            DEFINED      25             0       0    2910
LINCARE HOLDINGS INC             COMMON   532791100        540    12205SH            DEFINED      5,16        4100       0    8105
LINCARE HOLDINGS INC             COMMON   532791100      18524   418800SH            DEFINED      7         417700       0    1100
LINCARE HOLDINGS INC             COMMON   532791100        324     7333SH            DEFINED      9           7333       0       0
LINCARE HOLDINGS INC             COMMON   532791100         27      616SH            DEFINED      9,11         616       0       0
LINCOLN NATIONAL CORP            COMMON   534187109       1530    33900SH            DEFINED      10,16      33900       0       0
LINCOLN NATIONAL CORP            COMMON   534187109         54     1200SH            DEFINED      10,8        1200       0       0
LINCOLN NATIONAL CORP            COMMON   534187109      26149   579277SH            DEFINED      16        555877       0   23400
LINCOLN NATIONAL CORP            COMMON   534187109         86     1900SH            DEFINED      16,15       1900       0       0
LINCOLN NATIONAL CORP            COMMON   534187109       1986    44000SH            DEFINED      16,9       44000       0       0
LINCOLN NATIONAL CORP            COMMON   534187109        359     7946SH            DEFINED      24          7946       0       0
LINCOLN NATIONAL CORP            COMMON   534187109       1567    34715SH            DEFINED      25           800       0   33915
LINCOLN NATIONAL CORP            COMMON   534187109          2       36SH            DEFINED      4             36       0       0
LINCOLN NATIONAL CORP            COMMON   534187109        117     2600SH            DEFINED      5,16        2600       0       0
LINCOLN NATIONAL CORP            COMMON   534187109         21      472SH            DEFINED      7            472       0       0
LINCOLN NATIONAL CORP            COMMON   534187109        376     8330SH            DEFINED      9           8330       0       0
LINDSAY MANUFACTURING CO         COMMON   535555106          1       28SH            DEFINED      16            28       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106      55505  1448848SH            DEFINED      1        1448848       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106      55550  1450000SH            DEFINED      1,2      1450000       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106      12960   338300SH            DEFINED      1,3       338300       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106       1892    49390SH            DEFINED      10,16      49390       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106       3559    92900SH            DEFINED      10,2       92900       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106        185     4819SH            DEFINED      12,9        4819       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106     123605  3226450SH            DEFINED      16       2321505       0  899105
LINEAR TECHNOLOGY CORP           COMMON   535678106       3124    81550SH            DEFINED      16,23      81550       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106        835    21800SH            DEFINED      16,9       21800       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106      27336   713560SH            DEFINED      2         713560       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106        919    24000SH            DEFINED      21         24000       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106        458    11961SH            DEFINED      24         11961       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106       2053    53592SH            DEFINED      25         26164       0   27428
LINEAR TECHNOLOGY CORP           COMMON   535678106         10      249SH            DEFINED      4            249       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106       1734    45260SH            DEFINED      5,16       45260       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106         38     1000SH            DEFINED      6           1000       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106      11429   298341SH            DEFINED      7         298341       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106        915    23890SH            DEFINED      9          23890       0       0
LINEAR TECHNOLOGY CORP           COMMON   535678106        174     4545SH            DEFINED      9,14        4545       0       0
LINENS 'N THINGS INC             COMMON   535679104      28482  1147100SH            DEFINED      1        1147100       0       0
LINENS 'N THINGS INC             COMMON   535679104       3300   132900SH            DEFINED      2         132900       0       0
LINENS 'N THINGS INC             COMMON   535679104         36     1450SH            DEFINED      7           1450       0       0
LIONS GATE ENTERTAINMENT COR     COMMON   535919203      19669  1779980SH            DEFINED      1        1779980       0       0



                                                                                          
LIONS GATE ENTERTAINMENT COR     COMMON   535919203      11851  1072500SH            DEFINED      1,3      1072500       0       0
LIONS GATE ENTERTAINMENT COR     COMMON   535919203       6233   564100SH            DEFINED      2         564100       0       0
LITHIA MOTORS INC CL A           COMMON   536797103      12636   493400SH            DEFINED      3         493400       0       0
LIZ CLAIBORNE INC                COMMON   539320101      12232   304805SH            DEFINED      16        300074       0    3271
LIZ CLAIBORNE INC                COMMON   539320101        190     4735SH            DEFINED      25             0       0    4735
LIZ CLAIBORNE INC                COMMON   539320101     262484  6540850SH            DEFINED      3        6540850       0       0
LIZ CLAIBORNE INC                COMMON   539320101        501    12475SH            DEFINED      5,16           0       0   12475
LIZ CLAIBORNE INC                COMMON   539320101       4091   101938SH            DEFINED      7         101938       0       0
LIZ CLAIBORNE INC                COMMON   539320101        176     4388SH            DEFINED      9           4388       0       0
LLOYDS TSB GROUP PLC ADR         COMMON   539439109          1       29SH            DEFINED      4             29       0       0
LOCKHEED MARTIN CORPORATION      COMMON   539830109      28671   469550SH            DEFINED      1         468900       0     650
LOCKHEED MARTIN CORPORATION      COMMON   539830109       9244   151400SH            DEFINED      10,16     151400       0       0
LOCKHEED MARTIN CORPORATION      COMMON   539830109      12531   205225SH            DEFINED      16        189325       0   15900
LOCKHEED MARTIN CORPORATION      COMMON   539830109       2125    34800SH            DEFINED      16,9       34800       0       0
LOCKHEED MARTIN CORPORATION      COMMON   539830109         49      800SH            DEFINED      25             0       0     800
LOCKHEED MARTIN CORPORATION      COMMON   539830109      70591  1156100SH            DEFINED      3        1156100       0       0
LOCKHEED MARTIN CORPORATION      COMMON   539830109         11      187SH            DEFINED      4            187       0       0
LOCKHEED MARTIN CORPORATION      COMMON   539830109        154     2530SH            DEFINED      7           2530       0       0
LOCKHEED MARTIN CORPORATION      COMMON   539830109        800    13096SH            DEFINED      9          13096       0       0
LOCKHEED MARTIN CVT(LMT) FLT 0   CONVERT  539830AP4      19265 18250000SH            DEFINED      16       2500000       015750000
LOEWS CORP                       COMMON   540424108         11      150SH            DEFINED      1              0       0     150
LOEWS CORP                       COMMON   540424108       2618    35600SH            DEFINED      10,16      35600       0       0
LOEWS CORP                       COMMON   540424108         59      800SH            DEFINED      10,8         800       0       0
LOEWS CORP                       COMMON   540424108      14164   192603SH            DEFINED      16        178503       0   14100
LOEWS CORP                       COMMON   540424108         88     1200SH            DEFINED      16,15       1200       0       0
LOEWS CORP                       COMMON   540424108       1427    19400SH            DEFINED      16,9       19400       0       0
LOEWS CORP                       COMMON   540424108        132     1797SH            DEFINED      24          1797       0       0
LOEWS CORP                       COMMON   540424108        294     4000SH            DEFINED      25          4000       0       0
LOEWS CORP                       COMMON   540424108          2       24SH            DEFINED      4             24       0       0
LOEWS CORP                       COMMON   540424108        132     1800SH            DEFINED      5,16        1800       0       0
LOEWS CORP                       COMMON   540424108         37      500SH            DEFINED      6            500       0       0
LOEWS CORP                       COMMON   540424108       2130    28970SH            DEFINED      7          28970       0       0
LOEWS CORP                       COMMON   540424108         22      300SH            DEFINED      9            300       0       0
CAROLINA GROUP                   COMMON   540424207        401    12100SH            DEFINED      16         11100       0    1000
CAROLINA GROUP                   COMMON   540424207        116     3500SH            DEFINED      16,9        3500       0       0
CAROLINA GROUP                   COMMON   540424207          2       65SH            DEFINED      4             65       0       0
LONE STAR STEAKHOUSE &SALOON     COMMON   542307103       5119   177100SH            DEFINED      1         177100       0       0
LONE STAR STEAKHOUSE &SALOON     COMMON   542307103       3960   137000SH            DEFINED      16         76800       0   60200
LONE STAR STEAKHOUSE &SALOON     COMMON   542307103         84     2900SH            DEFINED      16,15       2900       0       0
LONE STAR STEAKHOUSE &SALOON     COMMON   542307103       1090    37700SH            DEFINED      5,16       37700       0       0
LONGS DRUG STORES CORP           COMMON   543162101       2361    69000SH            DEFINED      16         61800       0    7200
LONGS DRUG STORES CORP           COMMON   543162101         14      400SH            DEFINED      16,15        400       0       0
LONGS DRUG STORES CORP           COMMON   543162101          4      106SH            DEFINED      4            106       0       0
LONGS DRUG STORES CORP           COMMON   543162101         65     1900SH            DEFINED      5,16        1900       0       0
LONGVIEW FIBRE CO                COMMON   543213102        197    10500SH            DEFINED      25         10500       0       0
LOUISIANA-PACIFIC CORP           COMMON   546347105        174     6918SH            DEFINED      1           6918       0       0
LOUISIANA-PACIFIC CORP           COMMON   546347105        861    34231SH            DEFINED      12,9       34231       0       0
LOUISIANA-PACIFIC CORP           COMMON   546347105       5052   200956SH            DEFINED      16        173156       0   18800
LOUISIANA-PACIFIC CORP           COMMON   546347105        907    36089SH            DEFINED      24         36089       0       0
LOUISIANA-PACIFIC CORP           COMMON   546347105          2       86SH            DEFINED      4             86       0       0
LOUISIANA-PACIFIC CORP           COMMON   546347105         35     1400SH            DEFINED      5,16        1400       0       0
LOUISIANA-PACIFIC CORP           COMMON   546347105       2409    95817SH            DEFINED      9          95817       0       0
LOUISIANA-PACIFIC CORP           COMMON   546347105        584    23237SH            DEFINED      9,14       23237       0       0
LOWES COMPANIES INC              COMMON   548661107      11264   197303SH            DEFINED      1         197303       0       0
LOWES COMPANIES INC              COMMON   548661107       1713    30000SH            DEFINED      10,16      30000       0       0
LOWES COMPANIES INC              COMMON   548661107     137864  2414860SH            DEFINED      16       1647571       0  763739
LOWES COMPANIES INC              COMMON   548661107       1036    18140SH            DEFINED      16,23      18140       0       0
LOWES COMPANIES INC              COMMON   548661107        491     8600SH            DEFINED      16,9        8600       0       0
LOWES COMPANIES INC              COMMON   548661107        480     8413SH            DEFINED      24          8413       0       0
LOWES COMPANIES INC              COMMON   548661107      54584   956101SH            DEFINED      25        146657       0  809444
LOWES COMPANIES INC              COMMON   548661107          4       65SH            DEFINED      4             65       0       0
LOWES COMPANIES INC              COMMON   548661107       2238    39200SH            DEFINED      5,16       39200       0       0
LOWES COMPANIES INC              COMMON   548661107      10372   181682SH            DEFINED      7         181682       0       0
LOWES COMPANIES INC              COMMON   548661107       1627    28493SH            DEFINED      9          28493       0       0
LOWE'S COMPANIES(LOW)CVT 0.861   CONVERT  548661CG0      14059 13750000SH            DEFINED      16       2000000       011750000
LUBRIZOL CORP                    COMMON   549271104        238     5850SH            DEFINED      25           450       0    5400
LUBRIZOL CORP                    COMMON   549271104          4      104SH            DEFINED      4            104       0       0
LUBRIZOL CORP                    COMMON   549271104        165     4055SH            DEFINED      7           4055       0       0
LUBY'S INC                       COMMON   549282101        155    20000SH            DEFINED      7          20000       0       0
LUCENT TECHNOLOGIES INC          COMMON   549463107      20181  7338400SH            DEFINED      10       7338400       0       0
LUCENT TECHNOLOGIES INC          COMMON   549463107       2384   866791SH            DEFINED      16        768591       0   98200
LUCENT TECHNOLOGIES INC          COMMON   549463107        516   187800SH            DEFINED      16,9      187800       0       0
LUCENT TECHNOLOGIES INC          COMMON   549463107        825   299881SH            DEFINED      19             0       0  299881
LUCENT TECHNOLOGIES INC          COMMON   549463107         18     6638SH            DEFINED      25           100       0    6538
LUCENT TECHNOLOGIES INC          COMMON   549463107          1      365SH            DEFINED      4            365       0       0
LUCENT TECHNOLOGIES INC          COMMON   549463107         64    23272SH            DEFINED      6          23272       0       0
LUCENT TECHNOLOGIES INC          COMMON   549463107          6     2135SH            DEFINED      7           2135       0       0
LUCENT TECHNOLOGIES INC          COMMON   549463107        408   148399SH            DEFINED      9         148399       0       0
LUCENT TECHNOLOGIES-CW07         COMMON   549463131          4     5512SH            DEFINED      1,3         5512       0       0
LUCENT TECHNOLOGIES-CW07         COMMON   549463131         78   116599SH            DEFINED      16        106804       0    9795
LUCENT TECHNOLOGIES-CW07         COMMON   549463131          3     4964SH            DEFINED      25           391       0    4573
LUCENT TECHNOLOGIES-CW07         COMMON   549463131          0       47SH            DEFINED      4             47       0       0
LUCENT TECHNOLOGIES-CW07         COMMON   549463131         22    33460SH            DEFINED      5,16           0       0   33460
LUCENT TECHNOLOGIES-CW07         COMMON   549463131          0      139SH            DEFINED      6            139       0       0
LUCENT TECHNOLOGIES-CW07         COMMON   549463131          1      877SH            DEFINED      7            877       0       0
LUMINEX CORP                     COMMON   55027E102        385    51100SH            DEFINED      16         26800       0   24300
LUMINEX CORP                     COMMON   55027E102          9     1200SH            DEFINED      16,15       1200       0       0
LUMINEX CORP                     COMMON   55027E102         49     6500SH            DEFINED      5,16        6500       0       0
LUXOTTICA GROUP SPA ADR          COMMON   55068R202       4249   208300SH            DEFINED      3         208300       0       0
LUXOTTICA GROUP SPA ADR          COMMON   55068R202       2519   123500SH            DEFINED      3,23      123500       0       0
LYONDELL CHEMICAL COMPANY        COMMON   552078107      12564   450000SH            DEFINED      1         450000       0       0
LYONDELL CHEMICAL COMPANY        COMMON   552078107       3702   132600SH            DEFINED      10,16     132600       0       0
LYONDELL CHEMICAL COMPANY        COMMON   552078107      11140   399000SH            DEFINED      16        359100       0   30000



                                                                                          
LYONDELL CHEMICAL COMPANY        COMMON   552078107       1954    70000SH            DEFINED      16,15      70000       0       0
LYONDELL CHEMICAL COMPANY        COMMON   552078107        271     9700SH            DEFINED      16,9        9700       0       0
LYONDELL CHEMICAL COMPANY        COMMON   552078107         52     1868SH            DEFINED      25             0       0    1868
LYONDELL CHEMICAL COMPANY        COMMON   552078107        698    25000SH            DEFINED      4          25000       0       0
LYONDELL CHEMICAL COMPANY        COMMON   552078107         42     1500SH            DEFINED      5,16        1500       0       0
M & F WORLDWIDE CORP             COMMON   552541104        487    36500SH            DEFINED      16         21700       0   14800
M & F WORLDWIDE CORP             COMMON   552541104          9      700SH            DEFINED      16,15        700       0       0
M & F WORLDWIDE CORP             COMMON   552541104        192    14400SH            DEFINED      5,16       14400       0       0
M & T BANK CORPORATION           COMMON   55261F104        972     9519SH            DEFINED      16          9519       0       0
M & T BANK CORPORATION           COMMON   55261F104        214     2100SH            DEFINED      7           2100       0       0
M & T BANK CORPORATION           COMMON   55261F104        239     2337SH            DEFINED      9           2337       0       0
MAF BANCORP INC                  COMMON   55261R108         80     1921SH            DEFINED      25             0       0    1921
MBIA INC                         COMMON   55262C100      27636   528620SH            DEFINED      1         316700       0  211920
MBIA INC                         COMMON   55262C100       2400    45900SH            DEFINED      10,16      45900       0       0
MBIA INC                         COMMON   55262C100        727    13900SH            DEFINED      13         13900       0       0
MBIA INC                         COMMON   55262C100        253     4835SH            DEFINED      13,15       4835       0       0
MBIA INC                         COMMON   55262C100      15664   299623SH            DEFINED      16        295269       0    3614
MBIA INC                         COMMON   55262C100         44      835SH            DEFINED      24           835       0       0
MBIA INC                         COMMON   55262C100         67     1275SH            DEFINED      25           175       0    1100
MBIA INC                         COMMON   55262C100          2       34SH            DEFINED      4             34       0       0
MBIA INC                         COMMON   55262C100        314     6000SH            DEFINED      5,16           0       0    6000
MBIA INC                         COMMON   55262C100        682    13050SH            DEFINED      7          13050       0       0
MBIA INC                         COMMON   55262C100        270     5155SH            DEFINED      9           5155       0       0
MBNA CORP                        COMMON   55262L100      22353   910499SH            DEFINED      1         910499       0       0
MBNA CORP                        COMMON   55262L100      52169  2125000SH            DEFINED      1,2      2125000       0       0
MBNA CORP                        COMMON   55262L100       2060    83930SH            DEFINED      10,16      83930       0       0
MBNA CORP                        COMMON   55262L100       1073    43720SH            DEFINED      12,9       43720       0       0
MBNA CORP                        COMMON   55262L100     159512  6497439SH            DEFINED      16       4321084       0 2164175
MBNA CORP                        COMMON   55262L100       1246    50750SH            DEFINED      16,23      50750       0       0
MBNA CORP                        COMMON   55262L100       1591    64800SH            DEFINED      16,9       64800       0       0
MBNA CORP                        COMMON   55262L100       6212   253020SH            DEFINED      2         253020       0       0
MBNA CORP                        COMMON   55262L100       2253    91760SH            DEFINED      24         91760       0       0
MBNA CORP                        COMMON   55262L100        705    28730SH            DEFINED      25          6053       0   22677
MBNA CORP                        COMMON   55262L100          4      147SH            DEFINED      4            147       0       0
MBNA CORP                        COMMON   55262L100       2186    89060SH            DEFINED      5,16       71010       0   18050
MBNA CORP                        COMMON   55262L100         10      400SH            DEFINED      6            400       0       0
MBNA CORP                        COMMON   55262L100       4998   203584SH            DEFINED      7         203584       0       0
MBNA CORP                        COMMON   55262L100        147     6000SH            DEFINED      8           6000       0       0
MBNA CORP                        COMMON   55262L100       3677   149773SH            DEFINED      9         149773       0       0
MBNA CORP                        COMMON   55262L100        730    29734SH            DEFINED      9,14       29734       0       0
MB FINANCIAL INC                 COMMON   55264U108       2355    61500SH            DEFINED      1          61500       0       0
MB FINANCIAL INC                 COMMON   55264U108         71     1841SH            DEFINED      25             0       0    1841
MDC HOLDINGS INC                 COMMON   552676108        316     4536SH            DEFINED      7           4536       0       0
MDU RESOURCES GROUP INC          COMMON   552690109         93     3375SH            DEFINED      7           3375       0       0
MCI INC                          COMMON   552691107        473    19000SH            DEFINED      10,16      19000       0       0
MCI INC                          COMMON   552691107         12      465SH            DEFINED      25           176       0     289
MDS INC CL B                     COMMON   55269P302      44111  3037400SH            DEFINED      3        3037400       0       0
MEMC ELECTRONIC MATE             COMMON   552715104       6436   478500SH            DEFINED      16        416400       0   38100
MEMC ELECTRONIC MATE             COMMON   552715104        128     9500SH            DEFINED      16,9        9500       0       0
MEMC ELECTRONIC MATE             COMMON   552715104         50     3700SH            DEFINED      5,16        3700       0       0
MFS MUNICIPAL INCOME TRUST CF    COMMON   552738106          4      500SH            DEFINED      25           500       0       0
MFS INTERMEDIATE INC TRUST CF    COMMON   55273C107         13     2000SH            DEFINED      25             0       0    2000
MGIC INVESTMENT CORP             COMMON   552848103     133209  2160036SH            DEFINED      1        1901036       0  259000
MGIC INVESTMENT CORP             COMMON   552848103       3139    50900SH            DEFINED      10,16      50900       0       0
MGIC INVESTMENT CORP             COMMON   552848103        165     2682SH            DEFINED      12,9        2682       0       0
MGIC INVESTMENT CORP             COMMON   552848103        954    15465SH            DEFINED      13         15465       0       0
MGIC INVESTMENT CORP             COMMON   552848103        332     5385SH            DEFINED      13,15       5385       0       0
MGIC INVESTMENT CORP             COMMON   552848103      17789   288462SH            DEFINED      16        282019       0    5603
MGIC INVESTMENT CORP             COMMON   552848103        302     4900SH            DEFINED      16,9        4900       0       0
MGIC INVESTMENT CORP             COMMON   552848103       3410    55300SH            DEFINED      2          51200       0    4100
MGIC INVESTMENT CORP             COMMON   552848103        136     2200SH            DEFINED      2,15        2200       0       0
MGIC INVESTMENT CORP             COMMON   552848103         45      736SH            DEFINED      24           736       0       0
MGIC INVESTMENT CORP             COMMON   552848103       2948    47805SH            DEFINED      25             0       0   47805
MGIC INVESTMENT CORP             COMMON   552848103      10171   164933SH            DEFINED      4         164933       0       0
MGIC INVESTMENT CORP             COMMON   552848103        371     6018SH            DEFINED      5,16           0       0    6018
MGIC INVESTMENT CORP             COMMON   552848103         93     1510SH            DEFINED      7           1510       0       0
MGIC INVESTMENT CORP             COMMON   552848103        650    10532SH            DEFINED      9          10532       0       0
MGIC INVESTMENT CORP             COMMON   552848103        155     2519SH            DEFINED      9,14        2519       0       0
MGI PHARMA INC                   COMMON   552880106      62857  2487400SH            DEFINED      1        2487400       0       0
MGI PHARMA INC                   COMMON   552880106         81     3200SH            DEFINED      12,2        3200       0       0
MGI PHARMA INC                   COMMON   552880106        637    25200SH            DEFINED      16         12000       0   13200
MGI PHARMA INC                   COMMON   552880106        791    31300SH            DEFINED      16,23      31300       0       0
MGI PHARMA INC                   COMMON   552880106      10543   417200SH            DEFINED      2         401000       0   16200
MGM MIRAGE                       COMMON   552953101       8941   126255SH            DEFINED      1         126255       0       0
MGM MIRAGE                       COMMON   552953101        276     3900SH            DEFINED      10,16       3900       0       0
MGM MIRAGE                       COMMON   552953101        255     3600SH            DEFINED      16          3400       0     200
MGM MIRAGE                       COMMON   552953101       1101    15550SH            DEFINED      16,15      15550       0       0
MGM MIRAGE                       COMMON   552953101         21      300SH            DEFINED      2            300       0       0
MGM MIRAGE                       COMMON   552953101        714    10075SH            DEFINED      7           8740     150    1185
MI DEVELOPMENTS INC CL A         COMMON   55304X104        396    12526SH            DEFINED      9          12526       0       0
MKS INSTRUMENTS INC              COMMON   55306N104       3176   200000SH            DEFINED      1         200000       0       0
MKS INSTRUMENTS INC              COMMON   55306N104       1445    91000SH            DEFINED      10         91000       0       0
MKS INSTRUMENTS INC              COMMON   55306N104        114     7200SH            DEFINED      10,23       7200       0       0
O2 PLC-ADR                       COMMON   55309W101        604    24579SH            DEFINED      4          24579       0       0
MPS GROUP INC                    COMMON   553409103      13095  1246000SH            DEFINED      1        1246000       0       0
MPS GROUP INC                    COMMON   553409103       3916   372600SH            DEFINED      2         372600       0       0
MRV COMMUNICATIONS INC           COMMON   553477100          3     1000SH            DEFINED      25             0       0    1000
MSC INDUSTRIAL DIRECT CO CL A    COMMON   553530106      37803  1237000SH            DEFINED      1        1237000       0       0
MSC INDUSTRIAL DIRECT CO CL A    COMMON   553530106          2       65SH            DEFINED      16            65       0       0
MSC INDUSTRIAL DIRECT CO CL A    COMMON   553530106      10077   329750SH            DEFINED      2         329750       0       0
MICROSOFT TR CVT 0.0 144A 0.0    CONVERT  553565AA0      30247 30375000SH            DEFINED      16       4450000       025925000
MTS SYSTEMS CORP                 COMMON   553777103       3124   107600SH            DEFINED      16         60400       0   47200
MTS SYSTEMS CORP                 COMMON   553777103         67     2300SH            DEFINED      16,15       2300       0       0



                                                                                          
MTS SYSTEMS CORP                 COMMON   553777103        894    30800SH            DEFINED      5,16       30800       0       0
MACDERMID INC                    COMMON   554273102       4719   145200SH            DEFINED      16         78000       0   67200
MACDERMID INC                    COMMON   554273102        107     3300SH            DEFINED      16,15       3300       0       0
MACDERMID INC                    COMMON   554273102       3923   120700SH            DEFINED      3         120700       0       0
MACDERMID INC                    COMMON   554273102        917    28200SH            DEFINED      5,16       28200       0       0
MACERICH COMPANY (THE)           COMMON   554382101     148373  2784771SH            DEFINED      16       2056489       0  680682
MACERICH COMPANY (THE)           COMMON   554382101      11604   217800SH            DEFINED      5,16      217800       0       0
MACK-CALI REALTY CORP            COMMON   554489104       3134    74000SH            DEFINED      1          74000       0       0
MACK-CALI REALTY CORP            COMMON   554489104      83766  1977951SH            DEFINED      16       1546368       0  410183
MACK-CALI REALTY CORP            COMMON   554489104         21      500SH            DEFINED      25             0       0     500
MACK-CALI REALTY CORP            COMMON   554489104       3557    84000SH            DEFINED      5,16       84000       0       0
MACROVISION CORP                 COMMON   555904101      19542   857500SH            DEFINED      1         857500       0       0
MACROVISION CORP                 COMMON   555904101       4592   201500SH            DEFINED      2         201500       0       0
MACQUARIE INFRASTRUCTURE CO      COMMON   55607X108      21213   757600SH            DEFINED      10        757600       0       0
MACQUARIE INFRASTRUCTURE CO      COMMON   55607X108       1140    40700SH            DEFINED      10,23      40700       0       0
MACROMEDIA INC                   COMMON   556100105      47185  1408500SH            DEFINED      1        1408500       0       0
MACROMEDIA INC                   COMMON   556100105        878    26200SH            DEFINED      16         22200       0    4000
MACROMEDIA INC                   COMMON   556100105       1856    55400SH            DEFINED      16,23      55400       0       0
MACROMEDIA INC                   COMMON   556100105       7745   231200SH            DEFINED      2         226300       0    4900
MAGELLAN MIDSTREAM PARTNERS      COMMON   559080106         15      250SH            DEFINED      6            250       0       0
MAGELLAN MIDSTREAM PARTNERS      COMMON   559080106       9430   154470SH            DEFINED      7         154470       0       0
MAGNA INTERNATIONAL INC CL A     COMMON   559222401        759    11349SH            DEFINED      16         11247       0     102
MAGNA INTERNATIONAL INC CL A     COMMON   559222401       6494    97000SH            DEFINED      3          97000       0       0
MAGNA INTERNATIONAL INC CL A     COMMON   559222401          1       16SH            DEFINED      4             16       0       0
MAGNA INTERNATIONAL INC CL A     COMMON   559222401        229     3428SH            DEFINED      9           3428       0       0
MAGNETEK INC                     COMMON   559424106         44     8300SH            DEFINED      7           8300       0       0
MAGNUM HUNTER RESOURCES          COMMON   55972F203      11921   740000SH            DEFINED      1         740000       0       0
MAGUIRE PROPERTIES INC           COMMON   559775101      17738   742800SH            DEFINED      16        598800       0  144000
MAINSOURCE FINANCIAL GROUP I     COMMON   56062Y102        480    21825SH            DEFINED      16         12900       0    8925
MAINSOURCE FINANCIAL GROUP I     COMMON   56062Y102          9      400SH            DEFINED      16,15        400       0       0
MAINSOURCE FINANCIAL GROUP I     COMMON   56062Y102        173     7875SH            DEFINED      5,16        7875       0       0
MAIR HOLDINGS INC                COMMON   560635104         20     2250SH            DEFINED      7           2250       0       0
MAMMA.COM INC                    COMMON   56150Q102          0      100SH            DEFINED      7            100       0       0
MANDALAY RESORT GROUP            COMMON   562567107       4600    65260SH            DEFINED      1          65260       0       0
MANDALAY RESORT GROUP            COMMON   562567107        367     5200SH            DEFINED      16          5200       0       0
MANDALAY RESORT GROUP            COMMON   562567107        148     2100SH            DEFINED      16,9        2100       0       0
MANDALAY RESORT GROUP            COMMON   562567107        233     3311SH            DEFINED      25            76       0    3235
MANDALAY RESORT GROUP            COMMON   562567107      20125   285500SH            DEFINED      3         285500       0       0
MANDALAY RESORT GROUP            COMMON   562567107       3502    49675SH            DEFINED      7          49675       0       0
MANITOWOC COMPANY INC            COMMON   563571108       5247   129900SH            DEFINED      1         129900       0       0
MANITOWOC COMPANY INC            COMMON   563571108         19      475SH            DEFINED      7            475       0       0
MANNATECH INC                    COMMON   563771104         15      750SH            DEFINED      25             0       0     750
MANOR CARE INC                   COMMON   564055101      11635   320000SH            DEFINED      1         320000       0       0
MANOR CARE INC                   COMMON   564055101        569    15641SH            DEFINED      16         13341       0    2300
MANOR CARE INC                   COMMON   564055101        102     2800SH            DEFINED      16,9        2800       0       0
MANOR CARE INC                   COMMON   564055101       1765    48550SH            DEFINED      2          48550       0       0
MANOR CARE INC                   COMMON   564055101        283     7780SH            DEFINED      7           7780       0       0
MANPOWER INC                     COMMON   56418H100      56711  1303100SH            DEFINED      1        1303100       0       0
MANPOWER INC                     COMMON   56418H100        417     9581SH            DEFINED      16           181       0    9400
MANPOWER INC                     COMMON   56418H100       5868   134830SH            DEFINED      2         123500       0   11330
MANPOWER INC                     COMMON   56418H100     318658  7322100SH            DEFINED      3        7322100       0       0
MANPOWER INC                     COMMON   56418H100        313     7200SH            DEFINED      7           7200       0       0
MANPOWER INC                     COMMON   56418H100        158     3629SH            DEFINED      9           3629       0       0
MAPICS INC                       COMMON   564910107       2658   208800SH            DEFINED      1         208800       0       0
MANULIFE FINANCIAL CORP          COMMON   56501R106      35893   751950SH            DEFINED      1         751950       0       0
MANULIFE FINANCIAL CORP          COMMON   56501R106      95933  2009780SH            DEFINED      1,3      2009780       0       0
MANULIFE FINANCIAL CORP          COMMON   56501R106       5003   104400SH            DEFINED      10,16     104400       0       0
MANULIFE FINANCIAL CORP (COMP)   COMMON   56501R106        946    20000SH            DEFINED      10,8       20000       0       0
MANULIFE FINANCIAL CORP          COMMON   56501R106       2595    54370SH            DEFINED      2          54370       0       0
MANULIFE FINANCIAL CORP          COMMON   56501R106        531    11124SH            DEFINED      24         11124       0       0
MANULIFE FINANCIAL CORP          COMMON   56501R106        184     3834SH            DEFINED      25          2500       0    1334
MANULIFE FINANCIAL CORP          COMMON   56501R106     151448  3172800SH            DEFINED      3        3172800       0       0
MANULIFE FINANCIAL CORP          COMMON   56501R106        386     8061SH            DEFINED      4           8061       0       0
MANULIFE FINANCIAL CORP          COMMON   56501R106         15      308SH            DEFINED      7            308       0       0
MANULIFE FINANCIAL CORP          COMMON   56501R106       1794    37550SH            DEFINED      9          37550       0       0
MARATHON OIL CORP                COMMON   565849106         33      705SH            DEFINED      1              0       0     705
MARATHON OIL CORP                COMMON   565849106       1649    35142SH            DEFINED      16         35142       0       0
MARATHON OIL CORP                COMMON   565849106         34      720SH            DEFINED      24           720       0       0
MARATHON OIL CORP                COMMON   565849106         19      408SH            DEFINED      25             0       0     408
MARATHON OIL CORP                COMMON   565849106          3       65SH            DEFINED      4             65       0       0
MARATHON OIL CORP                COMMON   565849106        508    10837SH            DEFINED      9          10837       0       0
MARINEMAX INC                    COMMON   567908108       3009    96500SH            DEFINED      1          96500       0       0
MARLIN BUSINESS SERVICES INC     COMMON   571157106       5788   284000SH            DEFINED      1         284000       0       0
MARSH & MCLENNAN COS             COMMON   571748102      43050  1415200SH            DEFINED      1         888200       0  527000
MARSH & MCLENNAN COS             COMMON   571748102       3148   103500SH            DEFINED      10,16     103500       0       0
MARSH & MCLENNAN COS             COMMON   571748102        962    31625SH            DEFINED      13         31625       0       0
MARSH & MCLENNAN COS             COMMON   571748102        325    10700SH            DEFINED      13,15      10700       0       0
MARSH & MCLENNAN COS             COMMON   571748102      20724   681257SH            DEFINED      16        674629       0    4828
MARSH & MCLENNAN COS             COMMON   571748102       1836    60340SH            DEFINED      25         32460       0   27880
MARSH & MCLENNAN COS             COMMON   571748102        406    13350SH            DEFINED      5,16           0       0   13350
MARSH & MCLENNAN COS             COMMON   571748102        753    24744SH            DEFINED      7          24744       0       0
MARSH & MCLENNAN COS             COMMON   571748102        474    15570SH            DEFINED      9          15570       0       0
MARSHALL & ILSLEY CORP           COMMON   571834100      35680   854600SH            DEFINED      1         854600       0       0
MARSHALL & ILSLEY CORP           COMMON   571834100         92     2200SH            DEFINED      1,3         2200       0       0
MARSHALL & ILSLEY CORP           COMMON   571834100        886    21214SH            DEFINED      16         20714       0     500
MARSHALL & ILSLEY CORP           COMMON   571834100       3060    73300SH            DEFINED      2          73300       0       0
MARSHALL & ILSLEY CORP           COMMON   571834100         89     2139SH            DEFINED      25          2139       0       0
MARSHALL & ILSLEY CORP           COMMON   571834100        192     4600SH            DEFINED      5,2         4600       0       0
MARSHALL & ILSLEY CORP           COMMON   571834100        118     2820SH            DEFINED      9           2820       0       0
MARRIOTT INTERNATIONAL CL A      COMMON   571903202      23800   355971SH            DEFINED      1         355971       0       0
MARRIOTT INTERNATIONAL CL A      COMMON   571903202         75     1120SH            DEFINED      10,16       1120       0       0
MARRIOTT INTERNATIONAL CL A      COMMON   571903202       4022    60151SH            DEFINED      16         57151       0     900
MARRIOTT INTERNATIONAL CL A      COMMON   571903202       2025    30282SH            DEFINED      16,15      30282       0       0



                                                                                          
MARRIOTT INTERNATIONAL CL A      COMMON   571903202       1190    17800SH            DEFINED      16,9       17800       0       0
MARRIOTT INTERNATIONAL CL A      COMMON   571903202       1385    20710SH            DEFINED      2          20710       0       0
MARRIOTT INTERNATIONAL CL A      COMMON   571903202      17437   260804SH            DEFINED      25         51255       0  209549
MARRIOTT INTERNATIONAL CL A      COMMON   571903202         20      300SH            DEFINED      5,16         300       0       0
MARRIOTT INTERNATIONAL CL A      COMMON   571903202        975    14580SH            DEFINED      6          14580       0       0
MARRIOTT INTERNATIONAL CL A      COMMON   571903202      23490   351330SH            DEFINED      7         349355     220    1755
MARRIOTT INTERNATIONAL CL A      COMMON   571903202        500     7484SH            DEFINED      9           7484       0       0
MARTEK BIOSCIENCES CORP          COMMON   572901106      38720   665400SH            DEFINED      1         665400       0       0
MARTEK BIOSCIENCES CORP          COMMON   572901106       2820    48465SH            DEFINED      10         48465       0       0
MARTEK BIOSCIENCES CORP          COMMON   572901106        724    12435SH            DEFINED      10,23      12435       0       0
MARTEK BIOSCIENCES CORP          COMMON   572901106        402     6900SH            DEFINED      16             0       0    6900
MARTEK BIOSCIENCES CORP          COMMON   572901106       2991    51400SH            DEFINED      2          43000       0    8400
MARTEK BIOSCIENCES CORP          COMMON   572901106         60     1030SH            DEFINED      25             0       0    1030
MARTEK BIOSCIENCES CORP          COMMON   572901106       8977   154273SH            DEFINED      7         154273       0       0
MARTIN MARIETTA MATERIALS        COMMON   573284106          2       31SH            DEFINED      4             31       0       0
MARVEL ENTERPRISES INC           COMMON   57383M108      16114   805720SH            DEFINED      1         805720       0       0
MARVEL ENTERPRISES INC           COMMON   57383M108        323    16150SH            DEFINED      16,15      16150       0       0
MARVEL ENTERPRISES INC           COMMON   57383M108       5310   265500SH            DEFINED      2         265500       0       0
MARVEL ENTERPRISES INC           COMMON   57383M108         10      483SH            DEFINED      7            483       0       0
MASCO CORP                       COMMON   574599106     260576  7515900SH            DEFINED      1        7515900       0       0
MASCO CORP                       COMMON   574599106       1754    50600SH            DEFINED      10,16      50600       0       0
MASCO CORP                       COMMON   574599106      26008   750155SH            DEFINED      16        691755       0   45300
MASCO CORP                       COMMON   574599106       1772    51100SH            DEFINED      16,9       51100       0       0
MASCO CORP                       COMMON   574599106      14315   412900SH            DEFINED      2         412900       0       0
MASCO CORP                       COMMON   574599106        237     6850SH            DEFINED      2,15        6850       0       0
MASCO CORP                       COMMON   574599106        343     9900SH            DEFINED      24          9900       0       0
MASCO CORP                       COMMON   574599106        502    14476SH            DEFINED      25          6276       0    8200
MASCO CORP                       COMMON   574599106      24160   696869SH            DEFINED      4         696869       0       0
MASCO CORP                       COMMON   574599106         69     2000SH            DEFINED      5,16        2000       0       0
MASCO CORP                       COMMON   574599106        366    10550SH            DEFINED      7          10550       0       0
MASCO CORP                       COMMON   574599106        994    28672SH            DEFINED      9          28672       0       0
MASCO CORP                       COMMON   574599106         30      866SH            DEFINED      9,11         866       0       0
MASONITE INTL CORP               COMMON   575384102       9934   285150SH            DEFINED      1,3       285150       0       0
MASONITE INTL CORP               COMMON   575384102        169     4850SH            DEFINED      2           4850       0       0
MASSEY ENERGY COMPANY            COMMON   576206106          8      200SH            DEFINED      16             0       0     200
MATSUSHITA ELEC IND ADR          COMMON   576879209         26     1800SH            DEFINED      25          1800       0       0
MATTEL INC                       COMMON   577081102     134506  6300040SH            DEFINED      1        6300040       0       0
MATTEL INC                       COMMON   577081102        183     8550SH            DEFINED      1,3         8550       0       0
MATTEL INC                       COMMON   577081102         85     4000SH            DEFINED      10,16       4000       0       0
MATTEL INC                       COMMON   577081102      26984  1263898SH            DEFINED      16       1230339       0   21414
MATTEL INC                       COMMON   577081102        702    32898SH            DEFINED      16,15      32898       0       0
MATTEL INC                       COMMON   577081102        320    15000SH            DEFINED      16,9       15000       0       0
MATTEL INC                       COMMON   577081102       8716   408250SH            DEFINED      2         408250       0       0
MATTEL INC                       COMMON   577081102         75     3500SH            DEFINED      2,15        3500       0       0
MATTEL INC                       COMMON   577081102        457    21414SH            DEFINED      25             0       0   21414
MATTEL INC                       COMMON   577081102      50406  2360934SH            DEFINED      4        2360934       0       0
MATTEL INC                       COMMON   577081102        845    39565SH            DEFINED      5,16        1100       0   38465
MATTEL INC                       COMMON   577081102        374    17500SH            DEFINED      5,2        17500       0       0
MATTEL INC                       COMMON   577081102        344    16125SH            DEFINED      7          16125       0       0
MATTEL INC                       COMMON   577081102        324    15153SH            DEFINED      9          15153       0       0
MATTSON TECHNOLOGY INC           COMMON   577223100       4744   597500SH            DEFINED      1         597500       0       0
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101      49706  1216200SH            DEFINED      1        1216200       0       0
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101      32981   806985SH            DEFINED      1,2       806985       0       0
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101       1361    33300SH            DEFINED      1,3        33300       0       0
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101        964    23590SH            DEFINED      10,16      23590       0       0
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101      81011  1982151SH            DEFINED      16       1364989       0  614382
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101       3617    88500SH            DEFINED      16,23      88500       0       0
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101       7922   193840SH            DEFINED      2         193840       0       0
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101       1390    34000SH            DEFINED      21         34000       0       0
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101      14649   358426SH            DEFINED      25         67544       0  290882
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101          6      140SH            DEFINED      4            140       0       0
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101       1235    30210SH            DEFINED      5,16       30210       0       0
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101       1680    41110SH            DEFINED      6          41110       0       0
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101      32460   794232SH            DEFINED      7         794232       0       0
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101        159     3900SH            DEFINED      8           3900       0       0
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101        444    10869SH            DEFINED      9          10869       0       0
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101        225     5500SH            DEFINED      9,10        5500       0       0
MAXYGEN INC                      COMMON   577776107          4      500SH            DEFINED      25             0       0     500
MAY DEPARTMENT STORES CO         COMMON   577778103        123     3330SH            DEFINED      1              0       0    3330
MAY DEPARTMENT STORES CO         COMMON   577778103        618    16700SH            DEFINED      10,16      16700       0       0
MAY DEPARTMENT STORES CO         COMMON   577778103       4183   113004SH            DEFINED      16        106704       0    6300
MAY DEPARTMENT STORES CO         COMMON   577778103        603    16300SH            DEFINED      16,9       16300       0       0
MAY DEPARTMENT STORES CO         COMMON   577778103        355     9581SH            DEFINED      25          5000       0    4581
MAY DEPARTMENT STORES CO         COMMON   577778103          4       96SH            DEFINED      4             96       0       0
MAY DEPARTMENT STORES CO         COMMON   577778103        277     7485SH            DEFINED      7           7485       0       0
MAY DEPARTMENT STORES CO         COMMON   577778103        403    10882SH            DEFINED      9          10882       0       0
MAVERICK TUBE CORP               COMMON   577914104         42     1300SH            DEFINED      7              0       0    1300
MAYTAG CORP                      COMMON   578592107        107     7659SH            DEFINED      16          7659       0       0
MBT FINANCIAL CORP               COMMON   578877102        872    46200SH            DEFINED      16         25600       0   20600
MBT FINANCIAL CORP               COMMON   578877102         19     1000SH            DEFINED      16,15       1000       0       0
MBT FINANCIAL CORP               COMMON   578877102        276    14600SH            DEFINED      5,16       14600       0       0
MCAFEE INC                       COMMON   579064106      51138  2266745SH            DEFINED      1        2266420       0     325
MCAFEE INC                       COMMON   579064106      41736  1850000SH            DEFINED      1,2      1850000       0       0
MCAFEE INC                       COMMON   579064106       4672   207100SH            DEFINED      10,16     207100       0       0
MCAFEE INC                       COMMON   579064106        589    26100SH            DEFINED      10,8       26100       0       0
MCAFEE INC                       COMMON   579064106      45348  2010100SH            DEFINED      16       1789400       0  188700
MCAFEE INC                       COMMON   579064106        914    40500SH            DEFINED      16,15      40500       0       0
MCAFEE INC                       COMMON   579064106        720    31900SH            DEFINED      16,23      31900       0       0
MCAFEE INC                       COMMON   579064106        553    24500SH            DEFINED      16,9       24500       0       0
MCAFEE INC                       COMMON   579064106       7503   332600SH            DEFINED      2         332600       0       0
MCAFEE INC                       COMMON   579064106        280    12391SH            DEFINED      24         12391       0       0
MCAFEE INC                       COMMON   579064106         70     3100SH            DEFINED      25             0       0    3100
MCAFEE INC                       COMMON   579064106         24     1047SH            DEFINED      4           1047       0       0



                                                                                          
MCAFEE INC                       COMMON   579064106       1448    64200SH            DEFINED      5,16       64200       0       0
MCAFEE INC                       COMMON   579064106          2      100SH            DEFINED      7            100       0       0
MCAFEE INC                       COMMON   579064106        282    12506SH            DEFINED      9          12506       0       0
MCAFEE INC                       COMMON   579064106        323    14333SH            DEFINED      9,10       14333       0       0
MCAFEE INC                       COMMON   579064106         23     1013SH            DEFINED      9,11        1013       0       0
MCCLATCHY COMPANY CL A           COMMON   579489105      12637   170396SH            DEFINED      1         170396       0       0
MCCLATCHY COMPANY CL A           COMMON   579489105       1509    20350SH            DEFINED      16,15      20350       0       0
MCCLATCHY COMPANY CL A           COMMON   579489105         32      430SH            DEFINED      2            430       0       0
MCCLATCHY COMPANY CL A           COMMON   579489105         14      187SH            DEFINED      25             0       0     187
MCCLATCHY COMPANY CL A           COMMON   579489105        375     5055SH            DEFINED      7           5055       0       0
MCCORMICK & CO NON VTG SHRS      COMMON   579780206        452    13127SH            DEFINED      16         13127       0       0
MCCORMICK & CO NON VTG SHRS      COMMON   579780206         90     2600SH            DEFINED      7           2600       0       0
MCDATA CORPORATION- CL A         COMMON   580031201          0        0SH            DEFINED      16             0       0       0
MCDATA CORPORATION- CL A         COMMON   580031201          2      456SH            DEFINED      25             7       0     449
MCDATA CORPORATION- CL A         COMMON   580031201          1      382SH            DEFINED      7            382       0       0
MCDONALD'S CORPORATION           COMMON   580135101     109835  3527125SH            DEFINED      1        3523080       0    4045
MCDONALD'S CORPORATION           COMMON   580135101      60723  1950000SH            DEFINED      1,2      1950000       0       0
MCDONALD'S CORPORATION           COMMON   580135101      18757   602330SH            DEFINED      10,16     602330       0       0
MCDONALD'S CORPORATION           COMMON   580135101       1678    53900SH            DEFINED      10,8       53900       0       0
MCDONALD'S CORPORATION           COMMON   580135101        729    23408SH            DEFINED      12,9       23408       0       0
MCDONALD'S CORPORATION           COMMON   580135101     132224  4246108SH            DEFINED      16       3870308       0  355400
MCDONALD'S CORPORATION           COMMON   580135101       2585    83000SH            DEFINED      16,15      83000       0       0
MCDONALD'S CORPORATION           COMMON   580135101       7140   229300SH            DEFINED      16,9      229300       0       0
MCDONALD'S CORPORATION           COMMON   580135101      37818  1214450SH            DEFINED      2        1214450       0       0
MCDONALD'S CORPORATION           COMMON   580135101       5195   166820SH            DEFINED      24        166820       0       0
MCDONALD'S CORPORATION           COMMON   580135101       4524   145274SH            DEFINED      25           500       0  144774
MCDONALD'S CORPORATION           COMMON   580135101         74     2379SH            DEFINED      4           2379       0       0
MCDONALD'S CORPORATION           COMMON   580135101       3905   125400SH            DEFINED      5,16      125400       0       0
MCDONALD'S CORPORATION           COMMON   580135101       1567    50327SH            DEFINED      7          50327       0       0
MCDONALD'S CORPORATION           COMMON   580135101       3344   107400SH            DEFINED      8         107400       0       0
MCDONALD'S CORPORATION           COMMON   580135101       5323   170936SH            DEFINED      9         170936       0       0
MCDONALD'S CORPORATION           COMMON   580135101        202     6500SH            DEFINED      9,10        6500       0       0
MCDONALD'S CORPORATION           COMMON   580135101        178     5705SH            DEFINED      9,11        5705       0       0
MCDONALD'S CORPORATION           COMMON   580135101        477    15329SH            DEFINED      9,14       15329       0       0
MCGRAW-HILL COMPANIES INC        COMMON   580645109       7975    91402SH            DEFINED      1          91402       0       0
MCGRAW-HILL COMPANIES INC        COMMON   580645109        409     4682SH            DEFINED      12,9        4682       0       0
MCGRAW-HILL COMPANIES INC        COMMON   580645109       2612    29935SH            DEFINED      16         28035       0    1900
MCGRAW-HILL COMPANIES INC        COMMON   580645109        978    11210SH            DEFINED      16,15      11210       0       0
MCGRAW-HILL COMPANIES INC        COMMON   580645109        436     5000SH            DEFINED      16,9        5000       0       0
MCGRAW-HILL COMPANIES INC        COMMON   580645109         17      200SH            DEFINED      2            200       0       0
MCGRAW-HILL COMPANIES INC        COMMON   580645109         65      747SH            DEFINED      24           747       0       0
MCGRAW-HILL COMPANIES INC        COMMON   580645109       1188    13620SH            DEFINED      25           530       0   13090
MCGRAW-HILL COMPANIES INC        COMMON   580645109       1125    12896SH            DEFINED      7          12896       0       0
MCGRAW-HILL COMPANIES INC        COMMON   580645109       1940    22235SH            DEFINED      9          22235       0       0
MCGRAW-HILL COMPANIES INC        COMMON   580645109        307     3520SH            DEFINED      9,14        3520       0       0
MCKESSON CORP                    COMMON   58155Q103     326275  8643050SH            DEFINED      1        8643050       0       0
MCKESSON CORP                    COMMON   58155Q103      11004   291500SH            DEFINED      10        291500       0       0
MCKESSON CORP                    COMMON   58155Q103       4398   116500SH            DEFINED      10,16     116500       0       0
MCKESSON CORP                    COMMON   58155Q103        378    10000SH            DEFINED      10,23      10000       0       0
MCKESSON CORP                    COMMON   58155Q103        140     3700SH            DEFINED      10,8        3700       0       0
MCKESSON CORP                    COMMON   58155Q103      24016   636178SH            DEFINED      16        584978       0   43700
MCKESSON CORP                    COMMON   58155Q103        215     5700SH            DEFINED      16,15       5700       0       0
MCKESSON CORP                    COMMON   58155Q103       1159    30700SH            DEFINED      16,9       30700       0       0
MCKESSON CORP                    COMMON   58155Q103       4236   112200SH            DEFINED      2         112200       0       0
MCKESSON CORP                    COMMON   58155Q103        306     8100SH            DEFINED      2,15        8100       0       0
MCKESSON CORP                    COMMON   58155Q103        165     4362SH            DEFINED      24          4362       0       0
MCKESSON CORP                    COMMON   58155Q103        162     4300SH            DEFINED      25             0       0    4300
MCKESSON CORP                    COMMON   58155Q103      22739   602356SH            DEFINED      4         602356       0       0
MCKESSON CORP                    COMMON   58155Q103        362     9600SH            DEFINED      5,16        9600       0       0
MCKESSON CORP                    COMMON   58155Q103         16      419SH            DEFINED      7            419       0       0
MCKESSON CORP                    COMMON   58155Q103        819    21684SH            DEFINED      9          21684       0       0
MCKESSON CORP                    COMMON   58155Q103         39     1038SH            DEFINED      9,11        1038       0       0
MCLEODUSA INC WT                 COMMON   582266110          3   143407SH            DEFINED      1         143407       0       0
MCLEODUSA INC-CL A               COMMON   582266706          0     1590SH            DEFINED      25             0       0    1590
MEADWESTVACO CORP                COMMON   583334107        625    19636SH            DEFINED      16         19636       0       0
MEADWESTVACO CORP                COMMON   583334107          1       47SH            DEFINED      4             47       0       0
MEADWESTVACO CORP                COMMON   583334107          6      200SH            DEFINED      7            200       0       0
MEADWESTVACO CORP                COMMON   583334107        239     7496SH            DEFINED      9           7496       0       0
MEDCO HEALTH SOLUTIONS INC       COMMON   58405U102      41009   827290SH            DEFINED      1         827290       0       0
MEDCO HEALTH SOLUTIONS INC       COMMON   58405U102         64     1300SH            DEFINED      1,3         1300       0       0
MEDCO HEALTH SOLUTIONS INC       COMMON   58405U102         89     1800SH            DEFINED      10,16       1800       0       0
MEDCO HEALTH SOLUTIONS INC       COMMON   58405U102       1326    26747SH            DEFINED      16         26746       0       0
MEDCO HEALTH SOLUTIONS INC       COMMON   58405U102       5945   119930SH            DEFINED      2         119930       0       0
MEDCO HEALTH SOLUTIONS INC       COMMON   58405U102       1162    23445SH            DEFINED      25          9567       0   13878
MEDCO HEALTH SOLUTIONS INC       COMMON   58405U102          0        0SH            DEFINED      3              0       0       0
MEDCO HEALTH SOLUTIONS INC       COMMON   58405U102          3       54SH            DEFINED      4             54       0       0
MEDCO HEALTH SOLUTIONS INC       COMMON   58405U102        129     2600SH            DEFINED      5,2         2600       0       0
MEDCO HEALTH SOLUTIONS INC       COMMON   58405U102          0        4SH            DEFINED      6              4       0       0
MEDCO HEALTH SOLUTIONS INC       COMMON   58405U102        397     8018SH            DEFINED      7           8018       0       0
MEDCO HEALTH SOLUTIONS INC       COMMON   58405U102        435     8781SH            DEFINED      9           8781       0       0
MEDICINES COMPANY                COMMON   584688105       7553   333300SH            DEFINED      3         333300       0       0
MEDICIS PHARMACEUTICAL CORP      COMMON   584690309      38581  1286900SH            DEFINED      1        1286900       0       0
MEDICIS PHARMACEUTICAL CORP      COMMON   584690309      39682  1323600SH            DEFINED      1,2      1323600       0       0
MEDICIS PHARMACEUTICAL CORP      COMMON   584690309        144     4800SH            DEFINED      12,2        4800       0       0
MEDICIS PHARMACEUTICAL CORP      COMMON   584690309       9950   331900SH            DEFINED      16        288900       0   26400
MEDICIS PHARMACEUTICAL CORP      COMMON   584690309       1250    41700SH            DEFINED      16,23      41700       0       0
MEDICIS PHARMACEUTICAL CORP      COMMON   584690309       9742   324950SH            DEFINED      2         324950       0       0
MEDICIS PHARMACEUTICAL CORP      COMMON   584690309          6      200SH            DEFINED      25             0       0     200
MEDICIS PHARMACEUTICAL CORP      COMMON   584690309         75     2500SH            DEFINED      5,16        2500       0       0
MEDIMMUNE INC                    COMMON   584699102      13884   583100SH            DEFINED      1         583100       0       0
MEDIMMUNE INC                    COMMON   584699102       1429    60000SH            DEFINED      12,2       60000       0       0
MEDIMMUNE INC                    COMMON   584699102        679    28509SH            DEFINED      16         28509       0       0
MEDIMMUNE INC                    COMMON   584699102        136     5700SH            DEFINED      16,9        5700       0       0



                                                                                          
MEDIMMUNE INC                    COMMON   584699102       2079    87300SH            DEFINED      2          87300       0       0
MEDIMMUNE INC                    COMMON   584699102         26     1100SH            DEFINED      24          1100       0       0
MEDIMMUNE INC                    COMMON   584699102         18      750SH            DEFINED      25             0       0     750
MEDIMMUNE INC                    COMMON   584699102       2381   100000SH            DEFINED      3         100000       0       0
MEDIMMUNE INC                    COMMON   584699102        253    10627SH            DEFINED      7          10627       0       0
MEDIMMUNE INC                    COMMON   584699102        199     8370SH            DEFINED      9           8370       0       0
MEDTRONIC INC                    COMMON   585055106     107377  2107500SH            DEFINED      1        2107500       0       0
MEDTRONIC INC                    COMMON   585055106      41560   815700SH            DEFINED      1,2       815700       0       0
MEDTRONIC INC                    COMMON   585055106       2757    54120SH            DEFINED      10,16      54120       0       0
MEDTRONIC INC                    COMMON   585055106     205757  4038409SH            DEFINED      16       2725817       0 1306172
MEDTRONIC INC                    COMMON   585055106      12235   240140SH            DEFINED      16,23     240140       0       0
MEDTRONIC INC                    COMMON   585055106       3852    75600SH            DEFINED      16,9       75600       0       0
MEDTRONIC INC                    COMMON   585055106      32004   628140SH            DEFINED      2         628140       0       0
MEDTRONIC INC                    COMMON   585055106        734    14400SH            DEFINED      21         14400       0       0
MEDTRONIC INC                    COMMON   585055106       1511    29663SH            DEFINED      24         29663       0       0
MEDTRONIC INC                    COMMON   585055106      89721  1760960SH            DEFINED      25        370760       0 1390200
MEDTRONIC INC                    COMMON   585055106      15107   296500SH            DEFINED      3         296500       0       0
MEDTRONIC INC                    COMMON   585055106          4       83SH            DEFINED      4             83       0       0
MEDTRONIC INC                    COMMON   585055106       2321    45560SH            DEFINED      5,16       45560       0       0
MEDTRONIC INC                    COMMON   585055106       2521    49486SH            DEFINED      6          49486       0       0
MEDTRONIC INC                    COMMON   585055106      29223   573562SH            DEFINED      7         573562       0       0
MEDTRONIC INC                    COMMON   585055106       2055    40341SH            DEFINED      9          40341       0       0
MEDTRONIC INC CVT(MDT) 1.25 09   CONVERT  585055AD8      18803 18850000SH            DEFINED      16       2875000       015975000
MELLON FINANCIAL CORP            COMMON   58551A108       1171    41022SH            DEFINED      16         41022       0       0
MELLON FINANCIAL CORP            COMMON   58551A108        272     9540SH            DEFINED      25           640       0    8900
MELLON FINANCIAL CORP            COMMON   58551A108      75260  2637000SH            DEFINED      3        2637000       0       0
MELLON FINANCIAL CORP            COMMON   58551A108        771    27017SH            DEFINED      7          27017       0       0
MELLON FINANCIAL CORP            COMMON   58551A108        411    14408SH            DEFINED      9          14408       0       0
MENS WEARHOUSE INC               COMMON   587118100      12009   284500SH            DEFINED      1         284500       0       0
MENS WEARHOUSE INC               COMMON   587118100       3723    88200SH            DEFINED      1,3        88200       0       0
MENS WEARHOUSE INC               COMMON   587118100       8379   198500SH            DEFINED      16        108800       0   89700
MENS WEARHOUSE INC               COMMON   587118100        182     4300SH            DEFINED      16,15       4300       0       0
MENS WEARHOUSE INC               COMMON   587118100       1009    23900SH            DEFINED      2          23900       0       0
MENS WEARHOUSE INC               COMMON   587118100       2199    52100SH            DEFINED      5,16       52100       0       0
MENS WEARHOUSE INC               COMMON   587118100        140     3325SH            DEFINED      7           3325       0       0
MENTOR CORP                      COMMON   587188103      14034   437200SH            DEFINED      1         437200       0       0
MENTOR CORP                      COMMON   587188103      13935   434100SH            DEFINED      16        295900       0  130200
MENTOR CORP                      COMMON   587188103        183     5700SH            DEFINED      16,15       5700       0       0
MENTOR CORP                      COMMON   587188103        273     8500SH            DEFINED      16,9        8500       0       0
MENTOR CORP                      COMMON   587188103       5399   168200SH            DEFINED      2         168200       0       0
MENTOR CORP                      COMMON   587188103       2205    68700SH            DEFINED      5,16       68700       0       0
MERCANTILE BANKSHARES CORP       COMMON   587405101         31      600SH            DEFINED      6            600       0       0
MERCANTILE BANKSHARES CORP       COMMON   587405101        763    15000SH            DEFINED      7          15000       0       0
MERCK & CO INC                   COMMON   589331107     154454  4771518SH            DEFINED      1        4769298       0    2220
MERCK & CO INC                   COMMON   589331107      78335  2420000SH            DEFINED      1,2      2420000       0       0
MERCK & CO INC                   COMMON   589331107      12508   386400SH            DEFINED      10        386400       0       0
MERCK & CO INC                   COMMON   589331107       9497   293400SH            DEFINED      10,16     293400       0       0
MERCK & CO INC                   COMMON   589331107        712    22000SH            DEFINED      10,8       22000       0       0
MERCK & CO INC                   COMMON   589331107        177     5465SH            DEFINED      12,9        5465       0       0
MERCK & CO INC                   COMMON   589331107      79938  2469513SH            DEFINED      16       2103309       0  355804
MERCK & CO INC                   COMMON   589331107       1101    34000SH            DEFINED      16,15      34000       0       0
MERCK & CO INC                   COMMON   589331107       4949   152900SH            DEFINED      16,9      152900       0       0
MERCK & CO INC                   COMMON   589331107        968    29900SH            DEFINED      2          29900       0       0
MERCK & CO INC                   COMMON   589331107       1055    32587SH            DEFINED      24         32587       0       0
MERCK & CO INC                   COMMON   589331107      10323   318909SH            DEFINED      25        130937       0  187972
MERCK & CO INC                   COMMON   589331107          9      279SH            DEFINED      4            279       0       0
MERCK & CO INC                   COMMON   589331107       1670    51600SH            DEFINED      5,16       51600       0       0
MERCK & CO INC                   COMMON   589331107         32     1000SH            DEFINED      6           1000       0       0
MERCK & CO INC                   COMMON   589331107       2418    74708SH            DEFINED      7          74708       0       0
MERCK & CO INC                   COMMON   589331107       3888   120109SH            DEFINED      9         120109       0       0
MERCK & CO INC                   COMMON   589331107        492    15200SH            DEFINED      9,10       15200       0       0
MERCK & CO INC                   COMMON   589331107         75     2302SH            DEFINED      9,11        2302       0       0
MERCK & CO INC                   COMMON   589331107        180     5549SH            DEFINED      9,14        5549       0       0
MERCURY COMPUTER SYSTEMS INC     COMMON   589378108      13371   484800SH            DEFINED      1         484800       0       0
MERCURY COMPUTER SYSTEMS INC     COMMON   589378108       2929   106200SH            DEFINED      16         55900       0   50300
MERCURY COMPUTER SYSTEMS INC     COMMON   589378108         66     2400SH            DEFINED      16,15       2400       0       0
MERCURY COMPUTER SYSTEMS INC     COMMON   589378108       5141   186400SH            DEFINED      2         186400       0       0
MERCURY COMPUTER SYSTEMS INC     COMMON   589378108         14      500SH            DEFINED      25             0       0     500
MERCURY COMPUTER SYSTEMS INC     COMMON   589378108        356    12900SH            DEFINED      5,16       12900       0       0
MERCURY COMPUTER SYSTEMS INC     COMMON   589378108         23      850SH            DEFINED      7            850       0       0
MERCURY GENL CORP NEW            COMMON   589400100         11      200SH            DEFINED      16           100       0     100
MERCURY GENL CORP NEW            COMMON   589400100        387     7000SH            DEFINED      16,9        7000       0       0
MERCURY GENL CORP NEW            COMMON   589400100        979    17710SH            DEFINED      24         17710       0       0
MERCURY INTERACTIVE CORP         COMMON   589405109      48100  1015200SH            DEFINED      1        1015200       0       0
MERCURY INTERACTIVE CORP         COMMON   589405109      28428   600000SH            DEFINED      1,2       600000       0       0
MERCURY INTERACTIVE CORP         COMMON   589405109        834    17600SH            DEFINED      10,16      17600       0       0
MERCURY INTERACTIVE CORP         COMMON   589405109      12589   265701SH            DEFINED      16        207461       0   51740
MERCURY INTERACTIVE CORP         COMMON   589405109       1497    31600SH            DEFINED      16,23      31600       0       0
MERCURY INTERACTIVE CORP         COMMON   589405109        654    13800SH            DEFINED      16,9       13800       0       0
MERCURY INTERACTIVE CORP         COMMON   589405109       7250   153020SH            DEFINED      2         144020       0    9000
MERCURY INTERACTIVE CORP         COMMON   589405109         57     1210SH            DEFINED      25             0       0    1210
MERCURY INTERACTIVE CORP         COMMON   589405109         47     1000SH            DEFINED      5,16        1000       0       0
MERCURY INTERACTIVE CORP         COMMON   589405109       8339   176001SH            DEFINED      7         176001       0       0
MERCURY INTERACTIVE CORP         COMMON   589405109         56     1179SH            DEFINED      9           1179       0       0
MEREDITH CORP                    COMMON   589433101       1128    24128SH            DEFINED      16         23328       0     800
MEREDITH CORP                    COMMON   589433101        374     8000SH            DEFINED      16,9        8000       0       0
MEREDITH CORP                    COMMON   589433101         42      900SH            DEFINED      24           900       0       0
MEREDITH CORP                    COMMON   589433101         35      743SH            DEFINED      25             0       0     743
MEREDITH CORP                    COMMON   589433101     172255  3684600SH            DEFINED      3        3684600       0       0
MEREDITH CORP                    COMMON   589433101       1819    38900SH            DEFINED      3,23       38900       0       0
MERIDIAN BIOSCIENCE INC          COMMON   589584101        384    25800SH            DEFINED      16         13500       0   12300
MERIDIAN BIOSCIENCE INC          COMMON   589584101          9      600SH            DEFINED      16,15        600       0       0
MERIDIAN BIOSCIENCE INC          COMMON   589584101         48     3200SH            DEFINED      5,16        3200       0       0



                                                                                          
MERISTAR HOSPITALITY CORP REIT   COMMON   58984Y103        560    80000SH            DEFINED      16         80000       0       0
MERISTAR HOSPITALITY CORP REIT   COMMON   58984Y103         48     6900SH            DEFINED      7           6900       0       0
MERIDIAN GOLD INC                COMMON   589975101       4210   250000SH            DEFINED      1         250000       0       0
MERIDIAN GOLD INC                COMMON   589975101       1516    90000SH            DEFINED      2          90000       0       0
MERITAGE CORPORATION             COMMON   59001A102       1561    26500SH            DEFINED      1          26500       0       0
MERITAGE CORPORATION             COMMON   59001A102       1962    33300SH            DEFINED      1,3        33300       0       0
MERITAGE CORPORATION             COMMON   59001A102       1202    20400SH            DEFINED      10,2       20400       0       0
MERITAGE CORPORATION             COMMON   59001A102        619    10500SH            DEFINED      2          10500       0       0
MERIX CORP                       COMMON   590049102       3195   285000SH            DEFINED      1         285000       0       0
MERRILL LYNCH & CO               COMMON   590188108     345736  6108405SH            DEFINED      1        6106950       0    1455
MERRILL LYNCH & CO               COMMON   590188108      22640   400000SH            DEFINED      1,2       400000       0       0
MERRILL LYNCH & CO               COMMON   590188108       2428    42890SH            DEFINED      10,16      42890       0       0
MERRILL LYNCH & CO               COMMON   590188108     168223  2972136SH            DEFINED      16       2063094       0  902672
MERRILL LYNCH & CO               COMMON   590188108       1469    25950SH            DEFINED      16,23      25950       0       0
MERRILL LYNCH & CO               COMMON   590188108       2168    38300SH            DEFINED      16,9       38300       0       0
MERRILL LYNCH & CO               COMMON   590188108      33558   592900SH            DEFINED      2         592900       0       0
MERRILL LYNCH & CO               COMMON   590188108        246     4350SH            DEFINED      2,15        4350       0       0
MERRILL LYNCH & CO               COMMON   590188108        340     6011SH            DEFINED      24          6011       0       0
MERRILL LYNCH & CO               COMMON   590188108      28994   512262SH            DEFINED      25        109305       0  402957
MERRILL LYNCH & CO               COMMON   590188108       9367   165500SH            DEFINED      3         165500       0       0
MERRILL LYNCH & CO               COMMON   590188108         20      359SH            DEFINED      4            359       0       0
MERRILL LYNCH & CO               COMMON   590188108       2567    45355SH            DEFINED      5,16       35930       0    9425
MERRILL LYNCH & CO               COMMON   590188108       5281    93297SH            DEFINED      7          93297       0       0
MERRILL LYNCH & CO               COMMON   590188108       2016    35617SH            DEFINED      9          35617       0       0
MERRILL LYNCH & CO               COMMON   590188108         41      725SH            DEFINED      9,11         725       0       0
MERRILL LYNCH & CO CVT(MER) FL   CONVERT  590188W46      34429 34300000SH            DEFINED      16       4750000       029550000
MESA AIR GROUP INC               COMMON   590479101         78    11200SH            DEFINED      7          11200       0       0
METAL MANAGEMENT INC             COMMON   591097209        316    12300SH            DEFINED      16          6700       0    5600
METAL MANAGEMENT INC             COMMON   591097209          8      300SH            DEFINED      16,15        300       0       0
METAL MANAGEMENT INC             COMMON   591097209         39     1500SH            DEFINED      5,16        1500       0       0
METHANEX CORP                    COMMON   59151K108       1333    69200SH            DEFINED      1          69200       0       0
METHANEX CORP                    COMMON   59151K108        255    13100SH            DEFINED      7          13100       0       0
METHODE ELECTRONICS              COMMON   591520200        962    79460SH            DEFINED      16         43160       0   36300
METHODE ELECTRONICS              COMMON   591520200         21     1700SH            DEFINED      16,15       1700       0       0
METHODE ELECTRONICS              COMMON   591520200        168    13900SH            DEFINED      5,16       13900       0       0
METHODE ELECTRONICS              COMMON   591520200          7      600SH            DEFINED      7            600       0       0
METLIFE INC                      COMMON   59156R108         95     2425SH            DEFINED      1              0       0    2425
METLIFE INC                      COMMON   59156R108       1752    44800SH            DEFINED      10,16      44800       0       0
METLIFE INC                      COMMON   59156R108       8954   229000SH            DEFINED      16        211400       0   17600
METLIFE INC                      COMMON   59156R108       1275    32600SH            DEFINED      16,9       32600       0       0
METLIFE INC                      COMMON   59156R108        620    15851SH            DEFINED      24         15851       0       0
METLIFE INC                      COMMON   59156R108         78     2000SH            DEFINED      25             0       0    2000
METLIFE INC                      COMMON   59156R108          3       80SH            DEFINED      4             80       0       0
METLIFE INC                      COMMON   59156R108        264     6764SH            DEFINED      7           6764       0       0
METLIFE INC                      COMMON   59156R108        997    25493SH            DEFINED      9          25493       0       0
METRIS COMPANIES INC             COMMON   591598107        972    83900SH            DEFINED      16         43700       0   40200
METRIS COMPANIES INC             COMMON   591598107         23     2000SH            DEFINED      16,15       2000       0       0
METRIS COMPANIES INC             COMMON   591598107        122    10500SH            DEFINED      5,16       10500       0       0
METRO GOLDWYN MAYER INC          COMMON   591610100       4661   390023SH            DEFINED      1         390023       0       0
METRO GOLDWYN MAYER INC          COMMON   591610100        544    45535SH            DEFINED      16,15      45535       0       0
METRO GOLDWYN MAYER INC          COMMON   591610100          7      555SH            DEFINED      2            555       0       0
METROMEDIA INTL GROUP INC        COMMON   591695101          2     1500SH            DEFINED      25             0       0    1500
METTLER TOLEDO INTERNATIONAL     COMMON   592688105      54677  1151100SH            DEFINED      1        1151100       0       0
METTLER TOLEDO INTERNATIONAL     COMMON   592688105        143     3000SH            DEFINED      1,3         3000       0       0
METTLER TOLEDO INTERNATIONAL     COMMON   592688105       1455    30637SH            DEFINED      16         30637       0       0
METTLER TOLEDO INTERNATIONAL     COMMON   592688105        100     2100SH            DEFINED      16,9        2100       0       0
METTLER TOLEDO INTERNATIONAL     COMMON   592688105       5235   110200SH            DEFINED      2         110200       0       0
METTLER TOLEDO INTERNATIONAL     COMMON   592688105         24      500SH            DEFINED      25             0       0     500
METTLER TOLEDO INTERNATIONAL     COMMON   592688105      33901   713710SH            DEFINED      4         713710       0       0
METTLER TOLEDO INTERNATIONAL     COMMON   592688105        314     6600SH            DEFINED      5,2         6600       0       0
MICHAELS STORES INC              COMMON   594087108        653    18000SH            DEFINED      10,16      18000       0       0
MICHAELS STORES INC              COMMON   594087108        446    12300SH            DEFINED      16          9800       0    2500
MICHAELS STORES INC              COMMON   594087108        261     7200SH            DEFINED      16,9        7200       0       0
MICHAELS STORES INC              COMMON   594087108         79     2182SH            DEFINED      24          2182       0       0
MICHAELS STORES INC              COMMON   594087108        207     5712SH            DEFINED      9           5712       0       0
MICREL INC                       COMMON   594793101       1752   190000SH            DEFINED      1         190000       0       0
MICREL INC                       COMMON   594793101       3660   397000SH            DEFINED      16        209400       0  187600
MICREL INC                       COMMON   594793101         84     9100SH            DEFINED      16,15       9100       0       0
MICREL INC                       COMMON   594793101       7053   765000SH            DEFINED      3         765000       0       0
MICREL INC                       COMMON   594793101        455    49400SH            DEFINED      5,16       49400       0       0
MICROS SYSTEMS INC               COMMON   594901100       5617   153000SH            DEFINED      1         153000       0       0
MICROS SYSTEMS INC               COMMON   594901100        459    12500SH            DEFINED      16          7000       0    5500
MICROS SYSTEMS INC               COMMON   594901100         11      300SH            DEFINED      16,15        300       0       0
MICROS SYSTEMS INC               COMMON   594901100         55     1500SH            DEFINED      5,16        1500       0       0
MICROSOFT CORP                   COMMON   594918104     364785 15092489SH            DEFINED      1       13780809       0 1311680
MICROSOFT CORP                   COMMON   594918104     200297  8287000SH            DEFINED      1,2      8287000       0       0
MICROSOFT CORP                   COMMON   594918104      15203   629000SH            DEFINED      1,3       629000       0       0
MICROSOFT CORP                   COMMON   594918104      40359  1669800SH            DEFINED      10       1669800       0       0
MICROSOFT CORP                   COMMON   594918104      21958   908463SH            DEFINED      10,16     908463       0       0
MICROSOFT CORP                   COMMON   594918104       1003    41500SH            DEFINED      10,8       41500       0       0
MICROSOFT CORP                   COMMON   594918104       1086    44913SH            DEFINED      12,9       44913       0       0
MICROSOFT CORP                   COMMON   594918104       1176    48666SH            DEFINED      13         48666       0       0
MICROSOFT CORP                   COMMON   594918104        409    16905SH            DEFINED      13,15      16905       0       0
MICROSOFT CORP                   COMMON   594918104     386908 16007795SH            DEFINED      16      11752903       0 4239212
MICROSOFT CORP                   COMMON   594918104       1547    64000SH            DEFINED      16,15      64000       0       0
MICROSOFT CORP                   COMMON   594918104       5666   234410SH            DEFINED      16,23     234410       0       0
MICROSOFT CORP                   COMMON   594918104      13458   556800SH            DEFINED      16,9      556800       0       0
MICROSOFT CORP                   COMMON   594918104      77804  3219030SH            DEFINED      2        3219030       0       0
MICROSOFT CORP                   COMMON   594918104       3432   142000SH            DEFINED      21        142000       0       0
MICROSOFT CORP                   COMMON   594918104       4080   168818SH            DEFINED      24        168818       0       0
MICROSOFT CORP                   COMMON   594918104      64502  2668687SH            DEFINED      25        671412       0 1997276
MICROSOFT CORP                   COMMON   594918104      13227   547250SH            DEFINED      3         547250       0       0
MICROSOFT CORP                   COMMON   594918104        113     4659SH            DEFINED      4           4659       0       0



                                                                                          
MICROSOFT CORP                   COMMON   594918104       6171   255335SH            DEFINED      5,16      213040       0   42295
MICROSOFT CORP                   COMMON   594918104       3678   152174SH            DEFINED      6         152174       0       0
MICROSOFT CORP                   COMMON   594918104      48300  1998326SH            DEFINED      7        1990391     885    7050
MICROSOFT CORP                   COMMON   594918104        265    10950SH            DEFINED      8          10950       0       0
MICROSOFT CORP                   COMMON   594918104      13128   543167SH            DEFINED      9         543167       0       0
MICROSOFT CORP                   COMMON   594918104        210     8701SH            DEFINED      9,11        8701       0       0
MICROSOFT CORP                   COMMON   594918104        750    31049SH            DEFINED      9,14       31049       0       0
MICROSTRATEGY INC                COMMON   594972408      23624   435300SH            DEFINED      1         435300       0       0
MICROSTRATEGY INC                COMMON   594972408       1053    19400SH            DEFINED      16          8300       0   11100
MICROSTRATEGY INC                COMMON   594972408         22      400SH            DEFINED      16,15        400       0       0
MICROSTRATEGY INC                COMMON   594972408       6561   120900SH            DEFINED      2         116600       0    4300
MICROSTRATEGY INC                COMMON   594972408        109     2000SH            DEFINED      5,16        2000       0       0
MICROCHIP TECHNOLOGY INC         COMMON   595017104     131352  5050066SH            DEFINED      1        5050066       0       0
MICROCHIP TECHNOLOGY INC         COMMON   595017104     101669  3908852SH            DEFINED      1,2      3908852       0       0
MICROCHIP TECHNOLOGY INC         COMMON   595017104      10795   415030SH            DEFINED      16        347980       0   48750
MICROCHIP TECHNOLOGY INC         COMMON   595017104       1834    70500SH            DEFINED      16,23      70500       0       0
MICROCHIP TECHNOLOGY INC         COMMON   595017104        257     9900SH            DEFINED      16,9        9900       0       0
MICROCHIP TECHNOLOGY INC         COMMON   595017104      31439  1208740SH            DEFINED      2        1184935       0   23805
MICROCHIP TECHNOLOGY INC         COMMON   595017104      29840  1147246SH            DEFINED      25        206719       0  940527
MICROCHIP TECHNOLOGY INC         COMMON   595017104        412    15821SH            DEFINED      4          15821       0       0
MICROCHIP TECHNOLOGY INC         COMMON   595017104         73     2800SH            DEFINED      5,16        2800       0       0
MICROCHIP TECHNOLOGY INC         COMMON   595017104       1020    39225SH            DEFINED      6          39225       0       0
MICROCHIP TECHNOLOGY INC         COMMON   595017104      31119  1196435SH            DEFINED      7        1196435       0       0
MICROCHIP TECHNOLOGY INC         COMMON   595017104        201     7742SH            DEFINED      9           7742       0       0
MICROMUSE INC                    COMMON   595094103          0      100SH            DEFINED      25             0       0     100
MICRON TECHNOLOGY INC            COMMON   595112103      10543  1019600SH            DEFINED      1        1019600       0       0
MICRON TECHNOLOGY INC            COMMON   595112103        614    59421SH            DEFINED      16         59421       0       0
MICRON TECHNOLOGY INC            COMMON   595112103       1599   154600SH            DEFINED      2         154600       0       0
MICRON TECHNOLOGY INC            COMMON   595112103         17     1600SH            DEFINED      25             0       0    1600
MICRON TECHNOLOGY INC            COMMON   595112103        192    18555SH            DEFINED      9          18555       0       0
MICROSEMI CORP                   COMMON   595137100      22504  1381452SH            DEFINED      1        1381452       0       0
MICROSEMI CORP                   COMMON   595137100       6881   422400SH            DEFINED      16        235600       0  186800
MICROSEMI CORP                   COMMON   595137100        145     8900SH            DEFINED      16,15       8900       0       0
MICROSEMI CORP                   COMMON   595137100       6630   407000SH            DEFINED      2         407000       0       0
MICROSEMI CORP                   COMMON   595137100       1772   108800SH            DEFINED      5,16      108800       0       0
MID-AMER APT CMNTYS INC          COMMON   59522J103       8085   221500SH            DEFINED      16        167200       0   54300
MID-AMER APT CMNTYS INC          COMMON   59522J103         95     2600SH            DEFINED      16,15       2600       0       0
MID-AMER APT CMNTYS INC          COMMON   59522J103       1416    38800SH            DEFINED      5,16       38800       0       0
MID-STATE BANCSHARES             COMMON   595440108        726    27300SH            DEFINED      16         15600       0   11700
MID-STATE BANCSHARES             COMMON   595440108         16      600SH            DEFINED      16,15        600       0       0
MID-STATE BANCSHARES             COMMON   595440108        239     9000SH            DEFINED      5,16        9000       0       0
MIDAS GROUP INC                  COMMON   595626102       2479   108600SH            DEFINED      1         108600       0       0
MIDAS GROUP INC                  COMMON   595626102         11      500SH            DEFINED      16           500       0       0
STANDARD AND POOR'S MIDCAP 400   COMMON   595635103        581     4829SH            DEFINED      25          1300       0    3529
STANDARD AND POOR'S MIDCAP 400   COMMON   595635103       1577    13099SH            DEFINED      7          13099       0       0
MIDDLEBY CORP                    COMMON   596278101       1897    38400SH            DEFINED      16         20100       0   18300
MIDDLEBY CORP                    COMMON   596278101         40      800SH            DEFINED      16,15        800       0       0
MIDDLEBY CORP                    COMMON   596278101        301     6100SH            DEFINED      5,16        6100       0       0
MIDWEST BANC HOLDINGS INC        COMMON   598251106        115     5751SH            DEFINED      25             0       0    5751
MILACRON INC                     COMMON   598709103         68    22244SH            DEFINED      7          22244       0       0
MILLENNIUM PHARMACEUTICALS       COMMON   599902103         81     9661SH            DEFINED      9           9661       0       0
MILLEA HOLDINGS INC - ADR        COMMON   60032R106       8548   117910SH            DEFINED      13        110265       0    7645
MILLEA HOLDINGS INC - ADR        COMMON   60032R106      25571   352706SH            DEFINED      16        341276       0   11430
MILLER (HERMAN) INC              COMMON   600544100          1       18SH            DEFINED      16            18       0       0
MILLER (HERMAN) INC              COMMON   600544100       6244   207300SH            DEFINED      3         207300       0       0
MILLER (HERMAN) INC              COMMON   600544100          8      278SH            DEFINED      4            278       0       0
MILLIPORE CORP                   COMMON   601073109        210     4844SH            DEFINED      16          4844       0       0
MILLIPORE CORP                   COMMON   601073109         22      500SH            DEFINED      24           500       0       0
MILLIPORE CORP                   COMMON   601073109     103331  2380900SH            DEFINED      3        2380900       0       0
MILLIPORE CORP                   COMMON   601073109          1       30SH            DEFINED      4             30       0       0
MILLIPORE CORP                   COMMON   601073109        200     4600SH            DEFINED      7           4600       0       0
MILLS CORP                       COMMON   601148109      84394  1595352SH            DEFINED      16       1156879       0  414173
MILLS CORP                       COMMON   601148109         53     1000SH            DEFINED      25             0       0    1000
MILLS CORP                       COMMON   601148109       5613   106100SH            DEFINED      5,16      106100       0       0
MILLS CORP                       COMMON   601148109        101     1905SH            DEFINED      7           1905       0       0
MINDSPEED TECHNOLOGIES INC       COMMON   602682106         42    18957SH            DEFINED      25             0       0   18957
MINE SAFETY APPLIANCES CO        COMMON   602720104      18130   468000SH            DEFINED      1         468000       0       0
MINE SAFETY APPLIANCES CO        COMMON   602720104       2173    56100SH            DEFINED      2          56100       0       0
MINERALS TECHNOLOGIES INC        COMMON   603158106      13630   207200SH            DEFINED      1         207200       0       0
MIPS TECHNOLOGIES INC            COMMON   604567107       4417   384100SH            DEFINED      16        207900       0  176200
MIPS TECHNOLOGIES INC            COMMON   604567107         95     8300SH            DEFINED      16,15       8300       0       0
MIPS TECHNOLOGIES INC            COMMON   604567107        982    85400SH            DEFINED      5,16       85400       0       0
MISSION WEST PPTYS INC           COMMON   605203108       2229   210300SH            DEFINED      16        153800       0   56500
MISSION WEST PPTYS INC           COMMON   605203108        101     9500SH            DEFINED      5,16        9500       0       0
MITSUBISHI TOKYO FINAN ADR       COMMON   606816106          3      355SH            DEFINED      25             0       0     355
MOBILE TELESYSTEMS SP ADR        COMMON   607409109       6401   181900SH            DEFINED      1         181900       0       0
MOBILE TELESYSTEMS SP ADR        COMMON   607409109      12426   353100SH            DEFINED      10        353100       0       0
MOBILE TELESYSTEMS SP ADR        COMMON   607409109       3237    92000SH            DEFINED      10,11      92000       0       0
MOBILE TELESYSTEMS SP ADR        COMMON   607409109        443    12600SH            DEFINED      10,15      12600       0       0
MOBILE TELESYSTEMS SP ADR        COMMON   607409109       1165    33100SH            DEFINED      10,23      33100       0       0
MODINE MFG CO                    COMMON   607828100          1       37SH            DEFINED      16            37       0       0
MOHAWK INDS INC                  COMMON   608190104      71887   852750SH            DEFINED      1         852750       0       0
MOHAWK INDS INC                  COMMON   608190104        198     2350SH            DEFINED      1,3         2350       0       0
MOHAWK INDS INC                  COMMON   608190104       2350    27874SH            DEFINED      16         27874       0       0
MOHAWK INDS INC                  COMMON   608190104       7315    86775SH            DEFINED      2          86775       0       0
MOHAWK INDS INC                  COMMON   608190104         69      820SH            DEFINED      25             0       0     820
MOHAWK INDS INC                  COMMON   608190104      68685   814772SH            DEFINED      4         814772       0       0
MOHAWK INDS INC                  COMMON   608190104        371     4400SH            DEFINED      5,2         4400       0       0
MOHAWK INDS INC                  COMMON   608190104      10210   121111SH            DEFINED      7         121111       0       0
MOHAWK INDS INC                  COMMON   608190104         17      203SH            DEFINED      9            203       0       0
MOLDFLOW CORPORATION             COMMON   608507109        118     7356SH            DEFINED      7           7356       0       0
MOLECULAR DEVICES CORP           COMMON   60851C107         21     1100SH            DEFINED      7           1100       0       0
MOLEX INC                        COMMON   608554101      10750   407800SH            DEFINED      1         407800       0       0



                                                                                          
MOLEX INC                        COMMON   608554101        428    16233SH            DEFINED      16         16233       0       0
MOLEX INC                        COMMON   608554101       1655    62800SH            DEFINED      2          62800       0       0
MOLEX INC                        COMMON   608554101       2663   101028SH            DEFINED      25           950       0  100078
MOLEX INC                        COMMON   608554101         27     1006SH            DEFINED      7           1006       0       0
MOLEX INC - CL A                 COMMON   608554200        701    29722SH            DEFINED      25             0       0   29722
MOLEX INC - CL A                 COMMON   608554200     321602 13627219SH            DEFINED      3       13627219       0       0
MOLEX INC - CL A                 COMMON   608554200       2863   121300SH            DEFINED      3,23      121300       0       0
MOLEX INC - CL A                 COMMON   608554200         12      500SH            DEFINED      6            500       0       0
MOLEX INC - CL A                 COMMON   608554200         14      608SH            DEFINED      7            608       0       0
MOLINA HEALTHCARE INC            COMMON   60855R100       7144   155000SH            DEFINED      1         155000       0       0
MOLSON COORS BREWING CO -B       COMMON   60871R209      11244   145700SH            DEFINED      1         145700       0       0
MOLSON COORS BREWING CO -B       COMMON   60871R209        363     4700SH            DEFINED      10,16       4700       0       0
MOLSON COORS BREWING CO -B       COMMON   60871R209       1596    20681SH            DEFINED      16         19281       0    1400
MOLSON COORS BREWING CO -B       COMMON   60871R209        147     1900SH            DEFINED      16,9        1900       0       0
MOLSON COORS BREWING CO -B       COMMON   60871R209       1744    22600SH            DEFINED      2          22600       0       0
MOLSON COORS BREWING CO -B       COMMON   60871R209      59059   765304SH            DEFINED      3         765304       0       0
MONACO COACH CORP                COMMON   60886R103         90     5600SH            DEFINED      25             0       0    5600
MONARCH CASINO & RESORT INC      COMMON   609027107       2324   116800SH            DEFINED      16         65800       0   51000
MONARCH CASINO & RESORT INC      COMMON   609027107         52     2600SH            DEFINED      16,15       2600       0       0
MONARCH CASINO & RESORT INC      COMMON   609027107        661    33200SH            DEFINED      5,16       33200       0       0
MONEYGRAM INTERNATIONAL          COMMON   60935Y109      28265  1496300SH            DEFINED      1        1496300       0       0
MONEYGRAM INTERNATIONAL          COMMON   60935Y109         64     3400SH            DEFINED      1,3         3400       0       0
MONEYGRAM INTERNATIONAL          COMMON   60935Y109        711    37646SH            DEFINED      16         37646       0       0
MONEYGRAM INTERNATIONAL          COMMON   60935Y109       2152   113900SH            DEFINED      2         113900       0       0
MONEYGRAM INTERNATIONAL          COMMON   60935Y109      21293  1127189SH            DEFINED      4        1127189       0       0
MONEYGRAM INTERNATIONAL          COMMON   60935Y109        138     7300SH            DEFINED      5,2         7300       0       0
MONEYGRAM INTERNATIONAL          COMMON   60935Y109          2      100SH            DEFINED      7            100       0       0
MONSANTO COMPANY                 COMMON   61166W101      13761   213350SH            DEFINED      1         213350       0       0
MONSANTO COMPANY                 COMMON   61166W101      45150   700000SH            DEFINED      1,2       700000       0       0
MONSANTO COMPANY                 COMMON   61166W101         97     1500SH            DEFINED      10,16       1500       0       0
MONSANTO COMPANY                 COMMON   61166W101       5556    86138SH            DEFINED      16         76288       0    9850
MONSANTO COMPANY                 COMMON   61166W101       1032    16000SH            DEFINED      16,9       16000       0       0
MONSANTO COMPANY                 COMMON   61166W101       9192   142510SH            DEFINED      2         142510       0       0
MONSANTO COMPANY                 COMMON   61166W101        123     1912SH            DEFINED      25             0       0    1912
MONSANTO COMPANY                 COMMON   61166W101          4       58SH            DEFINED      4             58       0       0
MONSANTO COMPANY                 COMMON   61166W101        595     9228SH            DEFINED      7           9228       0       0
MONSANTO COMPANY                 COMMON   61166W101        626     9699SH            DEFINED      9           9699       0       0
MONSTER WORLDWIDE INC            COMMON   611742107        328    11703SH            DEFINED      16         11703       0       0
MONTGOMERY STREET INCOME SEC C   COMMON   614115103         11      600SH            DEFINED      25             0       0     600
MOODYS CORPORATION               COMMON   615369105      21937   271300SH            DEFINED      1         271300       0       0
MOODYS CORPORATION               COMMON   615369105      16787   207600SH            DEFINED      1,3       207600       0       0
MOODYS CORPORATION               COMMON   615369105       1472    18200SH            DEFINED      10,16      18200       0       0
MOODYS CORPORATION               COMMON   615369105       5191    64200SH            DEFINED      10,2       64200       0       0
MOODYS CORPORATION               COMMON   615369105       3516    43477SH            DEFINED      16         39177       0    4300
MOODYS CORPORATION               COMMON   615369105        841    10400SH            DEFINED      16,9       10400       0       0
MOODYS CORPORATION               COMMON   615369105       3048    37700SH            DEFINED      2          37700       0       0
MOODYS CORPORATION               COMMON   615369105        113     1400SH            DEFINED      24          1400       0       0
MOODYS CORPORATION               COMMON   615369105        430     5320SH            DEFINED      25          2320       0    3000
MOODYS CORPORATION               COMMON   615369105          3       36SH            DEFINED      4             36       0       0
MOODYS CORPORATION               COMMON   615369105       2532    31315SH            DEFINED      7          29485     205    1625
MOODYS CORPORATION               COMMON   615369105        932    11523SH            DEFINED      9          11523       0       0
MOODYS CORPORATION               COMMON   615369105         60      747SH            DEFINED      9,11         747       0       0
MORGAN STANLEY                   COMMON   617446448     432343  7551850SH            DEFINED      1        7551850       0       0
MORGAN STANLEY                   COMMON   617446448      47646   832250SH            DEFINED      1,2       832250       0       0
MORGAN STANLEY                   COMMON   617446448       6780   118421SH            DEFINED      10,16     118421       0       0
MORGAN STANLEY                   COMMON   617446448     245229  4283484SH            DEFINED      16       2908855       0 1368829
MORGAN STANLEY                   COMMON   617446448       1703    29752SH            DEFINED      16,23      29752       0       0
MORGAN STANLEY                   COMMON   617446448       4803    83900SH            DEFINED      16,9       83900       0       0
MORGAN STANLEY                   COMMON   617446448       4649    81200SH            DEFINED      2          81200       0       0
MORGAN STANLEY                   COMMON   617446448        286     5000SH            DEFINED      2,15        5000       0       0
MORGAN STANLEY                   COMMON   617446448        785    13716SH            DEFINED      24         13716       0       0
MORGAN STANLEY                   COMMON   617446448       1528    26694SH            DEFINED      25          1973       0   24721
MORGAN STANLEY                   COMMON   617446448      29465   514671SH            DEFINED      4         514671       0       0
MORGAN STANLEY                   COMMON   617446448       2690    46982SH            DEFINED      5,16       46982       0       0
MORGAN STANLEY                   COMMON   617446448       1047    18292SH            DEFINED      7          18292       0       0
MORGAN STANLEY                   COMMON   617446448       3147    54963SH            DEFINED      9          54963       0       0
MORGAN STANLEY                   COMMON   617446448        481     8400SH            DEFINED      9,10        8400       0       0
MORGAN STANLEY                   COMMON   617446448        105     1839SH            DEFINED      9,11        1839       0       0
FNM-SLM(MWD)CVT 0.0 10-20-06     CONVERT  617446GB9      10581  9075000SH            DEFINED      16       1250000       0 7825000
ORACLE CORP (MWD) CVT 0.0 12-3   CONVERT  617446GV5      17846 18875000SH            DEFINED      16       2475000       016400000
CISCO CORP (MWD) CVT .25% 05-1   CONVERT  617446JG5       8658  9000000SH            DEFINED      16       2225000       0 6775000
WAL-MART STORES CVT(MWD) 1.5 0   CONVERT  617446MK2          0   100000SH            DEFINED      25             0       0  100000
INDUSTRIALS BSKT (MWD) 144A 0.   CONVERT  617446YD5      20062 20000000SH            DEFINED      16       2725000       017275000
CLEAR CHANNEL CVT(MWD) 0.5 07-   CONVERT  617446YE3      20190 20000000SH            DEFINED      16       2750000       017250000
MORGAN STANLEY ASIA PACIFIC CF   COMMON   61744U106         25     2000SH            DEFINED      25             0       0    2000
MORGAN STANLEY INDIA INVEST CF   COMMON   61745C105         29     1000SH            DEFINED      25             0       0    1000
MSDW CALIF QUALITY MUNI SECS C   COMMON   61745P635          1       76SH            DEFINED      16            76       0       0
MORGAN STANLEY INSD MUNI BD CE   COMMON   61745P817         27     2000SH            DEFINED      25             0       0    2000
HOME DEPOT CVT(MWD) 2.15 10-30   CONVERT  61746SAX7      26979 28250000SH            DEFINED      16       4250000       024000000
MORTGAGEIT HOLDINGS INC          COMMON   61915Q108         16     1000SH            DEFINED      25             0       0    1000
MOSAIC CO-THE                    COMMON   61945A107          5      321SH            DEFINED      25             0       0     321
MOTOROLA INC                     COMMON   620076109      97692  6525876SH            DEFINED      1        6525876       0       0
MOTOROLA INC                     COMMON   620076109      11228   750000SH            DEFINED      1,2       750000       0       0
MOTOROLA INC                     COMMON   620076109       7725   516050SH            DEFINED      10,16     516050       0       0
MOTOROLA INC                     COMMON   620076109       1278    85400SH            DEFINED      10,8       85400       0       0
MOTOROLA INC                     COMMON   620076109        856    57166SH            DEFINED      12,9       57166       0       0
MOTOROLA INC                     COMMON   620076109      87807  5865549SH            DEFINED      16       5253649       0  594900
MOTOROLA INC                     COMMON   620076109       1970   131600SH            DEFINED      16,15     131600       0       0
MOTOROLA INC                     COMMON   620076109       3382   225900SH            DEFINED      16,9      225900       0       0
MOTOROLA INC                     COMMON   620076109       2722   181850SH            DEFINED      2         181850       0       0
MOTOROLA INC                     COMMON   620076109         93     6200SH            DEFINED      2,15        6200       0       0
MOTOROLA INC                     COMMON   620076109       1377    92000SH            DEFINED      21         92000       0       0
MOTOROLA INC                     COMMON   620076109       2432   162491SH            DEFINED      24        162491       0       0



                                                                                          
MOTOROLA INC                     COMMON   620076109       1077    71940SH            DEFINED      25             0       0   71940
MOTOROLA INC                     COMMON   620076109       8029   536342SH            DEFINED      4         536342       0       0
MOTOROLA INC                     COMMON   620076109       2940   196400SH            DEFINED      5,16      196400       0       0
MOTOROLA INC                     COMMON   620076109        462    30870SH            DEFINED      7          30870       0       0
MOTOROLA INC                     COMMON   620076109        277    18500SH            DEFINED      8          18500       0       0
MOTOROLA INC                     COMMON   620076109       4490   299910SH            DEFINED      9         299910       0       0
MOTOROLA INC                     COMMON   620076109        425    28367SH            DEFINED      9,10       28367       0       0
MOTOROLA INC                     COMMON   620076109         84     5611SH            DEFINED      9,11        5611       0       0
MOTOROLA INC                     COMMON   620076109        558    37248SH            DEFINED      9,14       37248       0       0
MOVADO GROUP                     COMMON   624580106         26     1400SH            DEFINED      16          1400       0       0
MOVADO GROUP                     COMMON   624580106         63     3400SH            DEFINED      5,16        3400       0       0
MOVADO GROUP                     COMMON   624580106         62     3325SH            DEFINED      7           3325       0       0
MOVIE GALLERY INC                COMMON   624581104       1411    49200SH            DEFINED      1          49200       0       0
MOVIE GALLERY INC                COMMON   624581104        551    19200SH            DEFINED      2          19200       0       0
MULTIMEDIA GAMES INC             COMMON   625453105       2572   331500SH            DEFINED      1         331500       0       0
MUNIHOLDINGS NJ INS FUND CF      COMMON   625936109         14      967SH            DEFINED      25             0       0     967
MUNICIPAL ADVANTAGE FUND INC C   COMMON   626189104          6      500SH            DEFINED      25           500       0       0
MUNICIPAL MORTGAGE & EQUITY      COMMON   62624B101         12      500SH            DEFINED      25             0       0     500
MUNICIPAL MORTGAGE & EQUITY      COMMON   62624B101         11      440SH            DEFINED      7            440       0       0
MUNIVEST FUND INC CF             COMMON   626295109        158    17301SH            DEFINED      25             0       0   17301
MUNIYIELD CALIFORNIA FUND CEF    COMMON   626296107         58     4250SH            DEFINED      25             0       0    4250
MUNIYIELD FUND CLOSED END        COMMON   626299101         69     5000SH            DEFINED      25             0       0    5000
MUNIYIELD CALIF INSD FUND        COMMON   62629L104          1       53SH            DEFINED      16            53       0       0
MUNIYIELD QUALITY FUND II CF     COMMON   62630T104          0       28SH            DEFINED      25             0       0      28
MURPHY OIL CORP                  COMMON   626717102     183941  1863075SH            DEFINED      1        1863075       0       0
MURPHY OIL CORP                  COMMON   626717102      28103   284650SH            DEFINED      1,2       284650       0       0
MURPHY OIL CORP                  COMMON   626717102        118     1200SH            DEFINED      1,3         1200       0       0
MURPHY OIL CORP                  COMMON   626717102        553     5600SH            DEFINED      16             0       0    5600
MURPHY OIL CORP                  COMMON   626717102       6220    63000SH            DEFINED      16,15      63000       0       0
MURPHY OIL CORP                  COMMON   626717102       8154    82590SH            DEFINED      2          75790       0    6800
MURPHY OIL CORP                  COMMON   626717102        923     9347SH            DEFINED      4           9347       0       0
MURPHY OIL CORP                  COMMON   626717102        225     2275SH            DEFINED      5,2         2275       0       0
MYLAN LABORATORIES               COMMON   628530107       1431    80768SH            DEFINED      16         75568       0    5200
MYLAN LABORATORIES               COMMON   628530107        243    13700SH            DEFINED      16,9       13700       0       0
MYLAN LABORATORIES               COMMON   628530107         20     1125SH            DEFINED      25          1125       0       0
MYLAN LABORATORIES               COMMON   628530107          1       82SH            DEFINED      4             82       0       0
MYLAN LABORATORIES               COMMON   628530107         60     3375SH            DEFINED      7           3375       0       0
MYRIAD GENETICS INC              COMMON   62855J104       6492   353000SH            DEFINED      1         353000       0       0
MYRIAD GENETICS INC              COMMON   62855J104       2529   137500SH            DEFINED      2         137500       0       0
MYRIAD GENETICS INC              COMMON   62855J104        920    50000SH            DEFINED      3          50000       0       0
NBC CAPITAL CORP                 COMMON   628729105        435    18000SH            DEFINED      16         10400       0    7600
NBC CAPITAL CORP                 COMMON   628729105         10      400SH            DEFINED      16,15        400       0       0
NBC CAPITAL CORP                 COMMON   628729105        123     5100SH            DEFINED      5,16        5100       0       0
N B T BANCORP INC                COMMON   628778102         40     1800SH            DEFINED      16          1800       0       0
N B T BANCORP INC                COMMON   628778102        103     4600SH            DEFINED      5,16        4600       0       0
NBTY INC                         COMMON   628782104       4373   174300SH            DEFINED      1         174300       0       0
NBTY INC                         COMMON   628782104        524    20900SH            DEFINED      16,15      20900       0       0
NBTY INC                         COMMON   628782104         11      455SH            DEFINED      2            455       0       0
NBTY INC                         COMMON   628782104         97     3875SH            DEFINED      7           3875       0       0
NCI BUILDING SYS INC             COMMON   628852105       2883    74700SH            DEFINED      1          74700       0       0
NCI BUILDING SYS INC             COMMON   628852105         42     1100SH            DEFINED      16          1100       0       0
NCR CORPORATION                  COMMON   62886E108       5474   162240SH            DEFINED      1         162240       0       0
NCR CORPORATION                  COMMON   62886E108       7021   208100SH            DEFINED      1,3       208100       0       0
NCR CORPORATION                  COMMON   62886E108       6024   178540SH            DEFINED      10,16     178540       0       0
NCR CORPORATION                  COMMON   62886E108        358    10600SH            DEFINED      10,8       10600       0       0
NCR CORPORATION                  COMMON   62886E108      22010   652330SH            DEFINED      16        593230       0   59100
NCR CORPORATION                  COMMON   62886E108        560    16600SH            DEFINED      16,15      16600       0       0
NCR CORPORATION                  COMMON   62886E108        688    20400SH            DEFINED      16,9       20400       0       0
NCR CORPORATION                  COMMON   62886E108       1356    40200SH            DEFINED      2          40200       0       0
NCR CORPORATION                  COMMON   62886E108        198     5873SH            DEFINED      24          5873       0       0
NCR CORPORATION                  COMMON   62886E108         30      900SH            DEFINED      25             0       0     900
NCR CORPORATION                  COMMON   62886E108        820    24300SH            DEFINED      5,16       24300       0       0
NCR CORPORATION                  COMMON   62886E108         12      370SH            DEFINED      7            370       0       0
NCR CORPORATION                  COMMON   62886E108        360    10676SH            DEFINED      9          10676       0       0
NCR CORPORATION                  COMMON   62886E108         30      882SH            DEFINED      9,11         882       0       0
NDS GROUP PLC ADR                COMMON   628891103       5737   165200SH            DEFINED      1         165200       0       0
NS GROUP INC                     COMMON   628916108       6009   191300SH            DEFINED      16        106900       0   84400
NS GROUP INC                     COMMON   628916108        126     4000SH            DEFINED      16,15       4000       0       0
NS GROUP INC                     COMMON   628916108       1750    55700SH            DEFINED      5,16       55700       0       0
NS GROUP INC                     COMMON   628916108         60     1925SH            DEFINED      7           1925       0       0
NII HOLDINGS INC                 COMMON   62913F201      31976   556100SH            DEFINED      1         556100       0       0
NII HOLDINGS INC                 COMMON   62913F201        661    11500SH            DEFINED      16         11500       0       0
NII HOLDINGS INC                 COMMON   62913F201       4250    73910SH            DEFINED      16,23      73910       0       0
NII HOLDINGS INC                 COMMON   62913F201       2013    35000SH            DEFINED      2          35000       0       0
NII HOLDINGS INC                 COMMON   62913F201        127     2200SH            DEFINED      7           2200       0       0
NL INDUSTRIES                    COMMON   629156407         32     1400SH            DEFINED      16          1400       0       0
NL INDUSTRIES                    COMMON   629156407         85     3700SH            DEFINED      5,16        3700       0       0
NRG ENERGY INC                   COMMON   629377508          4      126SH            DEFINED      4            126       0       0
NTL INC                          COMMON   62940M104       4236    66530SH            DEFINED      1          66530       0       0
NTL INC                          COMMON   62940M104        498     7826SH            DEFINED      16,15       7826       0       0
NTL INC                          COMMON   62940M104          9      140SH            DEFINED      2            140       0       0
NTL INC                          COMMON   62940M104         21      325SH            DEFINED      9            325       0       0
NUCO2 INC                        COMMON   629428103         67     2546SH            DEFINED      7           2546       0       0
NVR INC                          COMMON   62944T105       8646    11014SH            DEFINED      1          11014       0       0
NVR INC                          COMMON   62944T105       5099     6495SH            DEFINED      10,16       6495       0       0
NVR INC                          COMMON   62944T105        157      200SH            DEFINED      10,8         200       0       0
NVR INC                          COMMON   62944T105      28182    35900SH            DEFINED      16         31260       0    3940
NVR INC                          COMMON   62944T105        314      400SH            DEFINED      16,15        400       0       0
NVR INC                          COMMON   62944T105        785     1000SH            DEFINED      16,9        1000       0       0
NVR INC                          COMMON   62944T105       1732     2207SH            DEFINED      2           2207       0       0
NVR INC                          COMMON   62944T105        152      193SH            DEFINED      24           193       0       0
NVR INC                          COMMON   62944T105        471      600SH            DEFINED      5,16         600       0       0
NVR INC                          COMMON   62944T105        809     1030SH            DEFINED      9           1030       0       0



                                                                                          
NVR INC                          COMMON   62944T105         69       88SH            DEFINED      9,11          88       0       0
NABI BIOPHARMACEUTICALS          COMMON   629519109       9637   772200SH            DEFINED      1         772200       0       0
NABI BIOPHARMACEUTICALS          COMMON   629519109        624    50000SH            DEFINED      12,2       50000       0       0
NABI BIOPHARMACEUTICALS          COMMON   629519109        565    45300SH            DEFINED      16         45300       0       0
NABI BIOPHARMACEUTICALS          COMMON   629519109       1463   117200SH            DEFINED      16,23     117200       0       0
NABI BIOPHARMACEUTICALS          COMMON   629519109        553    44300SH            DEFINED      2          44300       0       0
NABORS INDUSTRIES CVT(NBR) 0.0   CONVERT  629568AL0       5056  5000000SH            DEFINED      16        700000       0 4300000
NALCO HOLDING CO                 COMMON   62985Q101      10839   575600SH            DEFINED      1         575600       0       0
NALCO HOLDING CO                 COMMON   62985Q101       1288    68400SH            DEFINED      2          68400       0       0
NALCO HOLDING CO                 COMMON   62985Q101        123     6538SH            DEFINED      25           449       0    6089
NALCO HOLDING CO                 COMMON   62985Q101      15103   802092SH            DEFINED      7         802092       0       0
NASDAQ 100 TR ETF                COMMON   631100104        988    27030SH            DEFINED      25             0       0   27030
NASDAQ 100 TR ETF                COMMON   631100104        428    11701SH            DEFINED      7          11701       0       0
NASH FINCH CO                    COMMON   631158102       4627   121800SH            DEFINED      16         67700       0   54100
NASH FINCH CO                    COMMON   631158102         95     2500SH            DEFINED      16,15       2500       0       0
NASH FINCH CO                    COMMON   631158102       1387    36500SH            DEFINED      5,16       36500       0       0
NATIONAL AUSTRALIA BANK ADR      COMMON   632525408        587     5350SH            DEFINED      10,16       5350       0       0
NATIONAL AUSTRALIA BANK ADR      COMMON   632525408      33954   309375SH            DEFINED      13        300500       0    8875
NATIONAL AUSTRALIA BANK ADR      COMMON   632525408          0        0SH            DEFINED      13,15          0       0       0
NATIONAL AUSTRALIA BANK ADR      COMMON   632525408      42403   386364SH            DEFINED      16        374328       0   12036
NATIONAL CITY CORP               COMMON   635405103         82     2445SH            DEFINED      1              0       0    2445
NATIONAL CITY CORP               COMMON   635405103       3966   118400SH            DEFINED      10,16     118400       0       0
NATIONAL CITY CORP               COMMON   635405103      19792   590819SH            DEFINED      16        551619       0   39200
NATIONAL CITY CORP               COMMON   635405103       2824    84300SH            DEFINED      16,9       84300       0       0
NATIONAL CITY CORP               COMMON   635405103        355    10600SH            DEFINED      24         10600       0       0
NATIONAL CITY CORP               COMMON   635405103        746    22274SH            DEFINED      25             0       0   22274
NATIONAL CITY CORP               COMMON   635405103          3       88SH            DEFINED      4             88       0       0
NATIONAL CITY CORP               COMMON   635405103       2303    68751SH            DEFINED      7          68751       0       0
NATIONAL CITY CORP               COMMON   635405103       1414    42220SH            DEFINED      9          42220       0       0
NATIONAL CITY CORP               COMMON   635405103         62     1847SH            DEFINED      9,11        1847       0       0
NATIONAL FINANCIAL PARTNERS      COMMON   63607P208       4326   108700SH            DEFINED      1         108700       0       0
NATIONAL FINANCIAL PARTNERS      COMMON   63607P208          4      113SH            DEFINED      16           113       0       0
NATIONAL FUEL GAS CO NJ          COMMON   636180101        572    20000SH            DEFINED      16         18100       0    1900
NATIONAL FUEL GAS CO NJ          COMMON   636180101        183     6400SH            DEFINED      16,9        6400       0       0
NATIONAL GRID TRANSCO ADR        COMMON   636274102         23      500SH            DEFINED      25             0       0     500
NATIONAL HEALTH INVESTORS REIT   COMMON   63633D104       3437   132300SH            DEFINED      16         73600       0   58700
NATIONAL HEALTH INVESTORS REIT   COMMON   63633D104         73     2800SH            DEFINED      16,15       2800       0       0
NATIONAL HEALTH INVESTORS REIT   COMMON   63633D104       1065    41000SH            DEFINED      5,16       41000       0       0
NATIONAL INSTRS CORP             COMMON   636518102       6898   255000SH            DEFINED      3         255000       0       0
NATIONAL INSTRS CORP             COMMON   636518102       1487    54955SH            DEFINED      7          54955       0       0
NATIONAL OILWELL VARCO INC       COMMON   637071101      68894  1475252SH            DEFINED      1        1475252       0       0
NATIONAL OILWELL VARCO INC       COMMON   637071101      22183   475000SH            DEFINED      1,2       475000       0       0
NATIONAL OILWELL VARCO INC       COMMON   637071101        467    10000SH            DEFINED      10,16      10000       0       0
NATIONAL OILWELL VARCO INC       COMMON   637071101      21690   464453SH            DEFINED      16        375342       0   89111
NATIONAL OILWELL VARCO INC       COMMON   637071101       3876    83000SH            DEFINED      16,15      83000       0       0
NATIONAL OILWELL VARCO INC       COMMON   637071101        229     4900SH            DEFINED      16,9        4900       0       0
NATIONAL OILWELL VARCO INC       COMMON   637071101       2428    52000SH            DEFINED      2          45000       0    7000
NATIONAL OILWELL VARCO INC       COMMON   637071101        580    12425SH            DEFINED      4          12425       0       0
NATIONAL OILWELL VARCO INC       COMMON   637071101        923    19760SH            DEFINED      5,16       19760       0       0
NATIONAL PENN BANCSHARES INC     COMMON   637138108         40     1625SH            DEFINED      16          1625       0       0
NATIONAL PENN BANCSHARES INC     COMMON   637138108        101     4125SH            DEFINED      5,16        4125       0       0
NATIONAL SEMICONDUCTOR CORP      COMMON   637640103     223429 10840820SH            DEFINED      1       10840820       0       0
NATIONAL SEMICONDUCTOR CORP      COMMON   637640103      71537  3471000SH            DEFINED      1,2      3471000       0       0
NATIONAL SEMICONDUCTOR CORP      COMMON   637640103        159     7700SH            DEFINED      1,3         7700       0       0
NATIONAL SEMICONDUCTOR CORP      COMMON   637640103       2057    99800SH            DEFINED      10         99800       0       0
NATIONAL SEMICONDUCTOR CORP      COMMON   637640103         85     4100SH            DEFINED      10,16       4100       0       0
NATIONAL SEMICONDUCTOR CORP      COMMON   637640103        247    12000SH            DEFINED      10,23      12000       0       0
NATIONAL SEMICONDUCTOR CORP      COMMON   637640103       3561   172788SH            DEFINED      16        145888       0   26900
NATIONAL SEMICONDUCTOR CORP      COMMON   637640103       2255   109400SH            DEFINED      16,23     109400       0       0
NATIONAL SEMICONDUCTOR CORP      COMMON   637640103      11245   545600SH            DEFINED      2         513100       0   32500
NATIONAL SEMICONDUCTOR CORP      COMMON   637640103        824    40000SH            DEFINED      21         40000       0       0
NATIONAL SEMICONDUCTOR CORP      COMMON   637640103         88     4250SH            DEFINED      25             0       0    4250
NATIONAL SEMICONDUCTOR CORP      COMMON   637640103      34176  1658238SH            DEFINED      4        1658238       0       0
NATIONAL SEMICONDUCTOR CORP      COMMON   637640103        309    15000SH            DEFINED      5,2        15000       0       0
NATIONAL SEMICONDUCTOR CORP      COMMON   637640103         19      900SH            DEFINED      7            900       0       0
NATIONAL SEMICONDUCTOR CORP      COMMON   637640103        204     9874SH            DEFINED      9           9874       0       0
NATIONWIDE FINANCIAL SERVICES    COMMON   638612101       4809   133965SH            DEFINED      1         133390       0     575
NATIONWIDE FINANCIAL SERVICES    COMMON   638612101         45     1250SH            DEFINED      16          1250       0       0
NATIONWIDE FINANCIAL SERVICES    COMMON   638612101         43     1200SH            DEFINED      25             0       0    1200
NATIONWIDE FINANCIAL SERVICES    COMMON   638612101          3       80SH            DEFINED      7             80       0       0
NATIONWIDE HEALTH PPTYS INC      COMMON   638620104      34929  1728300SH            DEFINED      16       1601300       0  127000
NATIONWIDE HEALTH PPTYS INC      COMMON   638620104         42     2100SH            DEFINED      25             0       0    2100
NATIONWIDE HEALTH PPTYS INC      COMMON   638620104          0        0SH            DEFINED      4              0       0       0
NATIONWIDE HEALTH PPTYS INC      COMMON   638620104         20     1000SH            DEFINED      7           1000       0       0
NAVISTAR INTL CVT(NAV) 4.75 04   CONVERT  638902AM8        648   650000SH            DEFINED      25             0       0  650000
NATURES SUNSHINE PRODS INC       COMMON   639027101         48     2800SH            DEFINED      7           2800       0       0
INDUSTRIE NATUZZI SPA ADR        COMMON   63905A101          0        0SH            DEFINED      3              0       0       0
NAUTILUS INC                     COMMON   63910B102      14624   615500SH            DEFINED      1         615500       0       0
NAUTILUS INC                     COMMON   63910B102       1392    58600SH            DEFINED      16         34100       0   24500
NAUTILUS INC                     COMMON   63910B102         24     1000SH            DEFINED      16,15       1000       0       0
NAUTILUS INC                     COMMON   63910B102       5622   236600SH            DEFINED      2         236600       0       0
NAUTILUS INC                     COMMON   63910B102        421    17700SH            DEFINED      5,16       17700       0       0
NAVISTAR INTERNATIONAL           COMMON   63934E108        232     6366SH            DEFINED      16          6366       0       0
NAVISTAR INTERNATIONAL           COMMON   63934E108        171     4700SH            DEFINED      25             0       0    4700
NAVTEQ CORP                      COMMON   63936L100      38365   885000SH            DEFINED      1         885000       0       0
NAVTEQ CORP                      COMMON   63936L100      15173   350000SH            DEFINED      1,2       350000       0       0
NAVTEQ CORP                      COMMON   63936L100        962    22200SH            DEFINED      16         16200       0    6000
NAVTEQ CORP                      COMMON   63936L100       1591    36700SH            DEFINED      16,23      36700       0       0
NAVTEQ CORP                      COMMON   63936L100       4456   102800SH            DEFINED      2          95700       0    7100
NAVTEQ CORP                      COMMON   63936L100          3       60SH            DEFINED      4             60       0       0
NEENAH PAPER INC                 COMMON   640079109          0        0SH            DEFINED      1              0       0       0
NEENAH PAPER INC                 COMMON   640079109          3       92SH            DEFINED      16             2       0      90
NEENAH PAPER INC                 COMMON   640079109         18      521SH            DEFINED      25           135       0     386



                                                                                          
NEENAH PAPER INC                 COMMON   640079109          0        0SH            DEFINED      3              0       0       0
NEENAH PAPER INC                 COMMON   640079109         10      309SH            DEFINED      7            309       0       0
NEENAH PAPER INC                 COMMON   640079109         16      478SH            DEFINED      9            478       0       0
NEIMAN MARCUS GROUP CL B         COMMON   640204301        147     1626SH            DEFINED      25             0       0    1626
NEIMAN MARCUS GROUP CL B         COMMON   640204301         11      120SH            DEFINED      7            120       0       0
NEKTAR THERAPEUTICS              COMMON   640268108          1       60SH            DEFINED      4             60       0       0
NELNET INC- CL A                 COMMON   64031N108       2333    73300SH            DEFINED      16         43900       0   29400
NELNET INC- CL A                 COMMON   64031N108         45     1400SH            DEFINED      16,15       1400       0       0
NELNET INC- CL A                 COMMON   64031N108        497    15600SH            DEFINED      5,16       15600       0       0
THOMAS NELSON INC                COMMON   640376109        106     4500SH            DEFINED      16          3500       0    1000
THOMAS NELSON INC                COMMON   640376109        123     5200SH            DEFINED      5,16        5200       0       0
NESS TECHNOLOGIES INC            COMMON   64104X108       5574   465300SH            DEFINED      10        465300       0       0
NESS TECHNOLOGIES INC            COMMON   64104X108       1073    89600SH            DEFINED      10,23      89600       0       0
NETFLIX.COM INC                  COMMON   64110L106          1      100SH            DEFINED      25             0       0     100
NETIQ CORP                       COMMON   64115P102       1713   149900SH            DEFINED      16         87200       0   62700
NETIQ CORP                       COMMON   64115P102         34     3000SH            DEFINED      16,15       3000       0       0
NETIQ CORP                       COMMON   64115P102         34     3000SH            DEFINED      25          3000       0       0
NETIQ CORP                       COMMON   64115P102        185    16200SH            DEFINED      5,16       16200       0       0
NETSCOUT SYSTEMS INC             COMMON   64115T104      29927  6725067SH            DEFINED      7        6725067       0       0
NETWORK APPLIANCE INC            COMMON   64120L104      21942   793290SH            DEFINED      1         793290       0       0
NETWORK APPLIANCE INC            COMMON   64120L104       2232    80700SH            DEFINED      1,3        80700       0       0
NETWORK APPLIANCE INC            COMMON   64120L104      14046   507800SH            DEFINED      10,16     507800       0       0
NETWORK APPLIANCE INC            COMMON   64120L104        437    15800SH            DEFINED      10,2       15800       0       0
NETWORK APPLIANCE INC            COMMON   64120L104       1084    39200SH            DEFINED      10,8       39200       0       0
NETWORK APPLIANCE INC            COMMON   64120L104      88190  3188343SH            DEFINED      16       2881343       0  277200
NETWORK APPLIANCE INC            COMMON   64120L104       1671    60400SH            DEFINED      16,15      60400       0       0
NETWORK APPLIANCE INC            COMMON   64120L104       1856    67100SH            DEFINED      16,23      67100       0       0
NETWORK APPLIANCE INC            COMMON   64120L104       1895    68500SH            DEFINED      16,9       68500       0       0
NETWORK APPLIANCE INC            COMMON   64120L104       1333    48200SH            DEFINED      2          48200       0       0
NETWORK APPLIANCE INC            COMMON   64120L104        685    24762SH            DEFINED      24         24762       0       0
NETWORK APPLIANCE INC            COMMON   64120L104      19075   689614SH            DEFINED      25         81790       0  607824
NETWORK APPLIANCE INC            COMMON   64120L104       2586    93500SH            DEFINED      5,16       93500       0       0
NETWORK APPLIANCE INC            COMMON   64120L104          7      250SH            DEFINED      6            250       0       0
NETWORK APPLIANCE INC            COMMON   64120L104        148     5360SH            DEFINED      7           5360       0       0
NETWORK APPLIANCE INC            COMMON   64120L104        290    10500SH            DEFINED      8          10500       0       0
NETWORK APPLIANCE INC            COMMON   64120L104        648    23425SH            DEFINED      9          23425       0       0
NETWORK APPLIANCE INC            COMMON   64120L104         25      896SH            DEFINED      9,11         896       0       0
NEUBERGER BERMAN INTMD MUNI CF   COMMON   64124P101         26     2000SH            DEFINED      25             0       0    2000
NEUROCRINE BIOSCIENCES INC       COMMON   64125C109      22672   595700SH            DEFINED      1         595700       0       0
NEUROCRINE BIOSCIENCES INC       COMMON   64125C109       2350    61750SH            DEFINED      2          61750       0       0
NEUROCRINE BIOSCIENCES INC       COMMON   64125C109          1       14SH            DEFINED      4             14       0       0
NEUROLOGIX INC                   COMMON   64125U406          0       20SH            DEFINED      25             0       0      20
NEUBERGER BERMAN REAL EST IN C   COMMON   64126D106         10      533SH            DEFINED      25             0       0     533
NEUBERGER BERMAN REALTY INC CF   COMMON   64126G109       3140   189600SH            DEFINED      16        189600       0       0
NEUBERGER BERMAN REALTY INC CF   COMMON   64126G109          9      515SH            DEFINED      25             0       0     515
NEUBERGER BERMAN INCOME OPP CE   COMMON   64126L108         14     1035SH            DEFINED      25             0       0    1035
NEVADA GOLD & CASINOS INC        COMMON   64126Q206       2779   217100SH            DEFINED      1         217100       0       0
NEVSUN RESOURCES LTD             COMMON   64156L101        220    90000SH            DEFINED      2          90000       0       0
NEW CENTURY EQUITY HLDGS         COMMON   64353J107          6    24000SH            DEFINED      7          24000       0       0
NEW CENTURY FINANCIAL CORP       COMMON   6435EV108       1039    22200SH            DEFINED      16         12300       0    9900
NEW CENTURY FINANCIAL CORP       COMMON   6435EV108         23      500SH            DEFINED      16,15        500       0       0
NEW CENTURY FINANCIAL CORP       COMMON   6435EV108        267     5700SH            DEFINED      5,16        5700       0       0
NEW FRONTIER MEDIA INC           COMMON   644398109       2911   407200SH            DEFINED      1         407200       0       0
NEW JERSEY RES                   COMMON   646025106       2473    56800SH            DEFINED      1          56800       0       0
NEW JERSEY RES                   COMMON   646025106         33      750SH            DEFINED      25             0       0     750
NEW PLAN EXCEL REALTY TRUST      COMMON   648053106      42928  1709600SH            DEFINED      16       1498700       0  210900
NEW PLAN EXCEL REALTY TRUST      COMMON   648053106         30     1200SH            DEFINED      7           1200       0       0
NEW YORK COMMUNITY BANCORP       COMMON   649445103      44699  2461413SH            DEFINED      1        2461413       0       0
NEW YORK COMMUNITY BANCORP       COMMON   649445103         93     5100SH            DEFINED      1,3         5100       0       0
NEW YORK COMMUNITY BANCORP       COMMON   649445103        701    38591SH            DEFINED      16         38591       0       0
NEW YORK COMMUNITY BANCORP       COMMON   649445103       5133   282672SH            DEFINED      2         282672       0       0
NEW YORK COMMUNITY BANCORP       COMMON   649445103       4104   225987SH            DEFINED      25         61349       0  164638
NEW YORK COMMUNITY BANCORP       COMMON   649445103      20519  1129923SH            DEFINED      4        1129923       0       0
NEW YORK COMMUNITY BANCORP       COMMON   649445103        182    10000SH            DEFINED      5,2        10000       0       0
NEW YORK COMMUNITY BANCORP       COMMON   649445103        106     5847SH            DEFINED      9           5847       0       0
NEW YORK TIMES CO                COMMON   650111107        517    14141SH            DEFINED      16         14141       0       0
NEW YORK TIMES CO                COMMON   650111107        453    12396SH            DEFINED      4          12396       0       0
NEW YORK TIMES CO                COMMON   650111107         48     1300SH            DEFINED      7           1300       0       0
NEW YORK TIMES CO                COMMON   650111107        212     5807SH            DEFINED      9           5807       0       0
NEWCASTLE INVESTMENT CORP        COMMON   65105M108       4487   151600SH            DEFINED      16         85500       0   66100
NEWCASTLE INVESTMENT CORP        COMMON   65105M108         95     3200SH            DEFINED      16,15       3200       0       0
NEWCASTLE INVESTMENT CORP        COMMON   65105M108       1601    54100SH            DEFINED      5,16       54100       0       0
NEWELL FINANCIAL TRUST I CVT P   CONVERT  651195307         73     1575SH            DEFINED      25             0       0    1575
NEWELL RUBBERMAID INC            COMMON   651229106        584    26616SH            DEFINED      16         26616       0       0
NEWELL RUBBERMAID INC            COMMON   651229106       5512   251217SH            DEFINED      25          1000       0  250217
NEWELL RUBBERMAID INC            COMMON   651229106         26     1197SH            DEFINED      4           1197       0       0
NEWELL RUBBERMAID INC            COMMON   651229106        439    20000SH            DEFINED      7          20000       0       0
NEWELL RUBBERMAID INC            COMMON   651229106        234    10673SH            DEFINED      9          10673       0       0
NEWFIELD EXPL CO                 COMMON   651290108      73050   983700SH            DEFINED      1         983700       0       0
NEWFIELD EXPL CO                 COMMON   651290108      22278   300000SH            DEFINED      1,2       300000       0       0
NEWFIELD EXPL CO                 COMMON   651290108        141     1900SH            DEFINED      1,3         1900       0       0
NEWFIELD EXPL CO                 COMMON   651290108       1044    14053SH            DEFINED      16         14053       0       0
NEWFIELD EXPL CO                 COMMON   651290108       2599    35000SH            DEFINED      16,15      35000       0       0
NEWFIELD EXPL CO                 COMMON   651290108       8555   115200SH            DEFINED      2         115200       0       0
NEWFIELD EXPL CO                 COMMON   651290108       5120    68950SH            DEFINED      25         63050       0    5900
NEWFIELD EXPL CO                 COMMON   651290108      30477   410405SH            DEFINED      4         410405       0       0
NEWFIELD EXPL CO                 COMMON   651290108        275     3700SH            DEFINED      5,2         3700       0       0
NEWFIELD EXPL CO                 COMMON   651290108        371     5000SH            DEFINED      7           5000       0       0
NEWMARKET CORP                   COMMON   651587107       1280    68800SH            DEFINED      16         38900       0   29900
NEWMARKET CORP                   COMMON   651587107         28     1500SH            DEFINED      16,15       1500       0       0
NEWMARKET CORP                   COMMON   651587107        372    20000SH            DEFINED      5,16       20000       0       0
NEWMONT MINING CORP HLDG CO      COMMON   651639106      14572   344900SH            DEFINED      1         344900       0       0
NEWMONT MINING CORP HLDG CO      COMMON   651639106      44329  1049200SH            DEFINED      1,2      1049200       0       0



                                                                                          
NEWMONT MINING CORP HLDG CO      COMMON   651639106       2323    54971SH            DEFINED      16         50471       0    4500
NEWMONT MINING CORP HLDG CO      COMMON   651639106        596    14100SH            DEFINED      16,9       14100       0       0
NEWMONT MINING CORP HLDG CO      COMMON   651639106       8940   211600SH            DEFINED      2         211600       0       0
NEWMONT MINING CORP HLDG CO      COMMON   651639106        173     4100SH            DEFINED      25             0       0    4100
NEWMONT MINING CORP HLDG CO      COMMON   651639106          2       39SH            DEFINED      4             39       0       0
NEWMONT MINING CORP HLDG CO      COMMON   651639106        139     3300SH            DEFINED      7           3300       0       0
NEWMONT MINING CORP HLDG CO      COMMON   651639106        597    14140SH            DEFINED      9          14140       0       0
NEWPORT CORP                     COMMON   651824104        323    22300SH            DEFINED      16         11900       0   10400
NEWPORT CORP                     COMMON   651824104          9      600SH            DEFINED      16,15        600       0       0
NEWPORT CORP                     COMMON   651824104         42     2900SH            DEFINED      5,16        2900       0       0
NEWS CORP CL A                   COMMON   65248E104      37846  2236754SH            DEFINED      1        2236754       0       0
NEWS CORP CL A                   COMMON   65248E104       6083   359498SH            DEFINED      16        328898       0   30600
NEWS CORP CL A                   COMMON   65248E104       4315   255048SH            DEFINED      16,15     255048       0       0
NEWS CORP CL A                   COMMON   65248E104        508    30000SH            DEFINED      16,9       30000       0       0
NEWS CORP CL A                   COMMON   65248E104         89     5250SH            DEFINED      2           5250       0       0
NEWS CORP CL A                   COMMON   65248E104        200    11800SH            DEFINED      24         11800       0       0
NEWS CORP CL A                   COMMON   65248E104        806    47624SH            DEFINED      25          9996       0   37628
NEWS CORP CL A                   COMMON   65248E104        477    28206SH            DEFINED      7          28206       0       0
NEWS CORP CL A                   COMMON   65248E104        735    43469SH            DEFINED      9          43469       0       0
NEWS CORP CL B                   COMMON   65248E203        102     5800SH            DEFINED      24          5800       0       0
NEWS CORP CL B                   COMMON   65248E203         12      700SH            DEFINED      25             0       0     700
NEWS CORP CL B                   COMMON   65248E203        389    22107SH            DEFINED      9          22107       0       0
NEXTEL COMMUNICATIONS INC        COMMON   65332V103      44912  1580300SH            DEFINED      1        1580300       0       0
NEXTEL COMMUNICATIONS INC        COMMON   65332V103      54342  1912100SH            DEFINED      1,2      1912100       0       0
NEXTEL COMMUNICATIONS INC        COMMON   65332V103       1790    63000SH            DEFINED      10,16      63000       0       0
NEXTEL COMMUNICATIONS INC        COMMON   65332V103      11757   413673SH            DEFINED      16        390373       0   23300
NEXTEL COMMUNICATIONS INC        COMMON   65332V103       5277   185680SH            DEFINED      16,23     185680       0       0
NEXTEL COMMUNICATIONS INC        COMMON   65332V103       1742    61300SH            DEFINED      16,9       61300       0       0
NEXTEL COMMUNICATIONS INC        COMMON   65332V103       9156   322150SH            DEFINED      2         322150       0       0
NEXTEL COMMUNICATIONS INC        COMMON   65332V103        244     8600SH            DEFINED      24          8600       0       0
NEXTEL COMMUNICATIONS INC        COMMON   65332V103         71     2510SH            DEFINED      25             0       0    2510
NEXTEL COMMUNICATIONS INC        COMMON   65332V103        318    11200SH            DEFINED      7          11200       0       0
NEXTEL COMMUNICATIONS INC        COMMON   65332V103        925    32553SH            DEFINED      9          32553       0       0
NEXTEL PARTNERS INC              COMMON   65333F107      54141  2469920SH            DEFINED      1        2469920       0       0
NEXTEL PARTNERS INC              COMMON   65333F107       1526    69600SH            DEFINED      16         45100       0   24500
NEXTEL PARTNERS INC              COMMON   65333F107       1602    73100SH            DEFINED      16,23      73100       0       0
NEXTEL PARTNERS INC              COMMON   65333F107       3111   141905SH            DEFINED      2         111000       0   30905
NEXEN INC                        COMMON   65334H102      30582   558900SH            DEFINED      1,3       558900       0       0
NEXEN INC                        COMMON   65334H102        492     9000SH            DEFINED      2           9000       0       0
NEXEN INC                        COMMON   65334H102        438     8000SH            DEFINED      24          8000       0       0
NEXEN INC                        COMMON   65334H102     104740  1914200SH            DEFINED      3        1914200       0       0
NEXEN INC                        COMMON   65334H102       1186    21683SH            DEFINED      9          21683       0       0
NEXSTAR BROADCASTING GROUP CL    COMMON   65336K103        235    33400SH            DEFINED      16         18400       0   15000
NEXSTAR BROADCASTING GROUP CL    COMMON   65336K103          5      700SH            DEFINED      16,15        700       0       0
NEXSTAR BROADCASTING GROUP CL    COMMON   65336K103         29     4100SH            DEFINED      5,16        4100       0       0
NICE SYS LTD ADR                 COMMON   653656108        148     4600SH            DEFINED      10             0       0    4600
NICE SYS LTD ADR                 COMMON   653656108        503    15600SH            DEFINED      10,23      15600       0       0
NICE SYS LTD ADR                 COMMON   653656108        222     6900SH            DEFINED      13,15       6900       0       0
NICE SYS LTD ADR                 COMMON   653656108        153     4750SH            DEFINED      16          4750       0       0
NICE SYS LTD ADR                 COMMON   653656108        114     3550SH            DEFINED      7           3550       0       0
NICOR INC                        COMMON   654086107      10193   274805SH            DEFINED      16        167105       0  107700
NICOR INC                        COMMON   654086107        193     5200SH            DEFINED      16,15       5200       0       0
NICOR INC                        COMMON   654086107        119     3200SH            DEFINED      16,9        3200       0       0
NICOR INC                        COMMON   654086107         22      600SH            DEFINED      25             0       0     600
NICOR INC                        COMMON   654086107       4573   123300SH            DEFINED      5,16      123300       0       0
NICOR INC                        COMMON   654086107         26      700SH            DEFINED      7            700       0       0
NIDEC CORPORATION ADR            COMMON   654090109        359    11499SH            DEFINED      4          11499       0       0
NIKE INC                         COMMON   654106103     129112  1549772SH            DEFINED      1        1549772       0       0
NIKE INC                         COMMON   654106103      70814   850000SH            DEFINED      1,2       850000       0       0
NIKE INC                         COMMON   654106103        237     2840SH            DEFINED      10,16       2840       0       0
NIKE INC                         COMMON   654106103       2856    34284SH            DEFINED      16         33084       0    1200
NIKE INC                         COMMON   654106103        783     9400SH            DEFINED      16,15       9400       0       0
NIKE INC                         COMMON   654106103        425     5100SH            DEFINED      16,9        5100       0       0
NIKE INC                         COMMON   654106103      35034   420530SH            DEFINED      2         420530       0       0
NIKE INC                         COMMON   654106103        157     1881SH            DEFINED      25          1410       0     471
NIKE INC                         COMMON   654106103         52      625SH            DEFINED      4            625       0       0
NIKE INC                         COMMON   654106103         40      480SH            DEFINED      7            480       0       0
NIKE INC                         COMMON   654106103        492     5906SH            DEFINED      9           5906       0       0
NIKU CORP                        COMMON   654113703       4657   258000SH            DEFINED      1         258000       0       0
NIKU CORP                        COMMON   654113703        162     9000SH            DEFINED      16          9000       0       0
NIKU CORP                        COMMON   654113703       1615    89500SH            DEFINED      16,23      89500       0       0
99 CENTS ONLY STORES             COMMON   65440K106         93     7081SH            DEFINED      25             0       0    7081
NTT ADR                          COMMON   654624105      22241  1017887SH            DEFINED      13        978527       0   39360
NTT ADR                          COMMON   654624105      35332  1617036SH            DEFINED      16       1564809       0   52227
NTT ADR                          COMMON   654624105          1       66SH            DEFINED      25             0       0      66
NISOURCE INC                     COMMON   65473P105        598    26257SH            DEFINED      16         26257       0       0
NISOURCE INC                     COMMON   65473P105         71     3100SH            DEFINED      25           800       0    2300
NISOURCE INC                     COMMON   65473P105        239    10474SH            DEFINED      9          10474       0       0
NISSAN MOTORS ADR                COMMON   654744408         16      775SH            DEFINED      25           775       0       0
NISSAN MOTORS ADR                COMMON   654744408        173     8474SH            DEFINED      4           8474       0       0
NOKIA OYJ ADR                    COMMON   654902204     102646  6652385SH            DEFINED      1        6652385       0       0
NOKIA OYJ ADR                    COMMON   654902204      57459  3723880SH            DEFINED      1,2      3723880       0       0
NOKIA OYJ ADR                    COMMON   654902204      18104  1173280SH            DEFINED      13       1119330       0   53950
NOKIA OYJ ADR                    COMMON   654902204      58987  3822900SH            DEFINED      16       3706298       0  116602
NOKIA OYJ ADR                    COMMON   654902204       4374   283472SH            DEFINED      16,23     283472       0       0
NOKIA OYJ ADR                    COMMON   654902204       5064   328220SH            DEFINED      2         328220       0       0
NOKIA OYJ ADR                    COMMON   654902204       1090    70666SH            DEFINED      25          1000       0   69666
NOKIA OYJ ADR                    COMMON   654902204          1       92SH            DEFINED      4             92       0       0
NOKIA OYJ ADR                    COMMON   654902204         26     1686SH            DEFINED      7           1686       0       0
NOBLE ENERGY INC                 COMMON   655044105      10238   150515SH            DEFINED      1         150000       0     515
NOBLE ENERGY INC                 COMMON   655044105        296     4350SH            DEFINED      16          4150       0     200
NOBLE ENERGY INC                 COMMON   655044105       1564    23000SH            DEFINED      16,15      23000       0       0
NOBLE ENERGY INC                 COMMON   655044105        268     3934SH            DEFINED      25             0       0    3934



                                                                                          
NOMURA HOLDINGS INC ADR          COMMON   65535H208       9123   658260SH            DEFINED      13        628920       0   29340
NOMURA HOLDINGS INC ADR          COMMON   65535H208      25974  1874036SH            DEFINED      16       1874036       0       0
NOMURA HOLDINGS INC ADR          COMMON   65535H208        284    20500SH            DEFINED      7          20500       0       0
NORANDA INC                      COMMON   655422103          3      143SH            DEFINED      9            143       0       0
NORDSON CORP                     COMMON   655663102       4599   124900SH            DEFINED      1         124900       0       0
NORDSTROM INC                    COMMON   655664100      91119  1645350SH            DEFINED      1        1645350       0       0
NORDSTROM INC                    COMMON   655664100      35997   650000SH            DEFINED      1,2       650000       0       0
NORDSTROM INC                    COMMON   655664100        865    15620SH            DEFINED      10,16      15620       0       0
NORDSTROM INC                    COMMON   655664100       3744    67603SH            DEFINED      16         58003       0    9600
NORDSTROM INC                    COMMON   655664100       1080    19500SH            DEFINED      16,9       19500       0       0
NORDSTROM INC                    COMMON   655664100      22375   404030SH            DEFINED      2         404030       0       0
NORDSTROM INC                    COMMON   655664100        150     2700SH            DEFINED      24          2700       0       0
NORDSTROM INC                    COMMON   655664100        150     2708SH            DEFINED      25             0       0    2708
NORDSTROM INC                    COMMON   655664100         67     1213SH            DEFINED      4           1213       0       0
NORDSTROM INC                    COMMON   655664100         28      500SH            DEFINED      9            500       0       0
NORFOLK SOUTHERN CORP            COMMON   655844108      10107   272790SH            DEFINED      1         271250       0    1540
NORFOLK SOUTHERN CORP            COMMON   655844108       4931   133100SH            DEFINED      10,16     133100       0       0
NORFOLK SOUTHERN CORP            COMMON   655844108        378    10200SH            DEFINED      10,8       10200       0       0
NORFOLK SOUTHERN CORP            COMMON   655844108      24509   661498SH            DEFINED      16        594298       0   65300
NORFOLK SOUTHERN CORP            COMMON   655844108        589    15900SH            DEFINED      16,15      15900       0       0
NORFOLK SOUTHERN CORP            COMMON   655844108       1830    49400SH            DEFINED      16,9       49400       0       0
NORFOLK SOUTHERN CORP            COMMON   655844108       1878    50700SH            DEFINED      2          50700       0       0
NORFOLK SOUTHERN CORP            COMMON   655844108        372    10047SH            DEFINED      24         10047       0       0
NORFOLK SOUTHERN CORP            COMMON   655844108        321     8657SH            DEFINED      25          2400       0    6257
NORFOLK SOUTHERN CORP            COMMON   655844108          2       53SH            DEFINED      4             53       0       0
NORFOLK SOUTHERN CORP            COMMON   655844108        874    23600SH            DEFINED      5,16       23600       0       0
NORFOLK SOUTHERN CORP            COMMON   655844108        267     7200SH            DEFINED      7           7200       0       0
NORFOLK SOUTHERN CORP            COMMON   655844108       1065    28735SH            DEFINED      9          28735       0       0
NORFOLK SOUTHERN CORP            COMMON   655844108         43     1158SH            DEFINED      9,11        1158       0       0
NORTEL NETWORKS CORPORATION      COMMON   656568102        679   248700SH            DEFINED      10,16     248700       0       0
NORTEL NETWORKS CORPORATION      COMMON   656568102         31    11400SH            DEFINED      25             0       0   11400
NORTEL NETWORKS CORPORATION      COMMON   656568102          2      600SH            DEFINED      4            600       0       0
NORTEL NETWORKS CORPORATION      COMMON   656568102         63    23000SH            DEFINED      6          23000       0       0
NORTEL NETWORKS CORPORATION      COMMON   656568102          2      600SH            DEFINED      7            600       0       0
NORTEL NETWORKS CORP             COMMON   656568102        398   146351SH            DEFINED      9         146351       0       0
NORTH AMERICAN GALVANIZING       COMMON   65686Y109          7     2600SH            DEFINED      7           2600       0       0
NORTH EUROPEAN OIL RTY TRUST     COMMON   659310106         15      600SH            DEFINED      25           600       0       0
NORTH FORK BANCORPORATION        COMMON   659424105      42181  1520600SH            DEFINED      1        1520600       0       0
NORTH FORK BANCORPORATION        COMMON   659424105       2578    92940SH            DEFINED      16         92940       0       0
NORTH FORK BANCORPORATION        COMMON   659424105       3440   124000SH            DEFINED      2         124000       0       0
NORTH FORK BANCORPORATION        COMMON   659424105         42     1500SH            DEFINED      25          1500       0       0
NORTH FORK BANCORPORATION        COMMON   659424105     136342  4915000SH            DEFINED      3        4915000       0       0
NORTH FORK BANCORPORATION        COMMON   659424105        472    17025SH            DEFINED      7          17025       0       0
NORTH FORK BANCORPORATION        COMMON   659424105        530    19124SH            DEFINED      9          19124       0       0
NORTH PITTSBURGH SYSTEMS         COMMON   661562108        729    36900SH            DEFINED      16         20600       0   16300
NORTH PITTSBURGH SYSTEMS         COMMON   661562108         16      800SH            DEFINED      16,15        800       0       0
NORTH PITTSBURGH SYSTEMS         COMMON   661562108        160     8100SH            DEFINED      5,16        8100       0       0
NORTHEAST UTILS                  COMMON   664397106        274    14200SH            DEFINED      16         12300       0    1900
NORTHEAST UTILS                  COMMON   664397106        403    20900SH            DEFINED      16,9       20900       0       0
NORTHEAST UTILS                  COMMON   664397106          2      105SH            DEFINED      4            105       0       0
NORTHEAST UTILS                  COMMON   664397106        115     5975SH            DEFINED      7           5975       0       0
NORTHERN BORDER PARTNERS LP      COMMON   664785102         12      250SH            DEFINED      25             0       0     250
NORTHERN TRUST CORP              COMMON   665859104        855    19688SH            DEFINED      16         19688       0       0
NORTHERN TRUST CORP              COMMON   665859104        328     7540SH            DEFINED      25           300       0    7240
NORTHERN TRUST CORP              COMMON   665859104       1050    24180SH            DEFINED      7          24180       0       0
NORTHERN TRUST CORP              COMMON   665859104        271     6237SH            DEFINED      9           6237       0       0
NORTHROP GRUMMAN CORP            COMMON   666807102      84020  1556510SH            DEFINED      1        1330800       0  225710
NORTHROP GRUMMAN CORP            COMMON   666807102      37786   700000SH            DEFINED      1,2       700000       0       0
NORTHROP GRUMMAN CORP            COMMON   666807102       2958    54800SH            DEFINED      10,16      54800       0       0
NORTHROP GRUMMAN CORP            COMMON   666807102        890    16485SH            DEFINED      13         16485       0       0
NORTHROP GRUMMAN CORP            COMMON   666807102        301     5580SH            DEFINED      13,15       5580       0       0
NORTHROP GRUMMAN CORP            COMMON   666807102      18727   346926SH            DEFINED      16        341131       0    4735
NORTHROP GRUMMAN CORP            COMMON   666807102        254     4700SH            DEFINED      16,9        4700       0       0
NORTHROP GRUMMAN CORP            COMMON   666807102        486     9000SH            DEFINED      2           9000       0       0
NORTHROP GRUMMAN CORP            COMMON   666807102         32      600SH            DEFINED      25             0       0     600
NORTHROP GRUMMAN CORP            COMMON   666807102          2       33SH            DEFINED      4             33       0       0
NORTHROP GRUMMAN CORP            COMMON   666807102        399     7400SH            DEFINED      5,16           0       0    7400
NORTHROP GRUMMAN CORP            COMMON   666807102         11      200SH            DEFINED      6            200       0       0
NORTHROP GRUMMAN CORP            COMMON   666807102         47      864SH            DEFINED      7            864       0       0
NORTHROP GRUMMAN CORP            COMMON   666807102        546    10123SH            DEFINED      9          10123       0       0
NORTHWEST BANCORP INC            COMMON   667328108       3278   153100SH            DEFINED      3         153100       0       0
NORTHWEST BANCORP INC            COMMON   667328108         42     1975SH            DEFINED      7           1975       0       0
NOVA CHEMICALS CORP              COMMON   66977W109      11693   273850SH            DEFINED      1,3       273850       0       0
NOVA CHEMICALS CORP              COMMON   66977W109        228     5350SH            DEFINED      2           5350       0       0
NOVARTIS ADR                     COMMON   66987V109      37242   796100SH            DEFINED      1         796100       0       0
NOVARTIS ADR                     COMMON   66987V109        234     5000SH            DEFINED      12,2        5000       0       0
NOVARTIS ADR                     COMMON   66987V109      27314   583880SH            DEFINED      13        552865       0   31015
NOVARTIS ADR                     COMMON   66987V109          0        0SH            DEFINED      13,15          0       0       0
NOVARTIS ADR                     COMMON   66987V109      75662  1617392SH            DEFINED      16       1573008       0   43229
NOVARTIS ADR                     COMMON   66987V109       2035    43500SH            DEFINED      2          43500       0       0
NOVARTIS ADR                     COMMON   66987V109       1361    29100SH            DEFINED      21         29100       0       0
NOVARTIS ADR                     COMMON   66987V109       1104    23609SH            DEFINED      25         16814       0    6795
NOVARTIS ADR                     COMMON   66987V109      18675   399200SH            DEFINED      3         399200       0       0
NOVARTIS ADR                     COMMON   66987V109        374     8000SH            DEFINED      5,16           0       0    8000
NOVARTIS ADR                     COMMON   66987V109       1797    38410SH            DEFINED      6          38410       0       0
NOVARTIS ADR                     COMMON   66987V109      16150   345227SH            DEFINED      7         345227       0       0
NOVATEL INC                      COMMON   669954109         52     2500SH            DEFINED      25             0       0    2500
NOVELL INC                       COMMON   670006105        219    36686SH            DEFINED      16         36686       0       0
NOVELLUS SYSTEMS INC             COMMON   670008101     175218  6555100SH            DEFINED      1        6555100       0       0
NOVELLUS SYSTEMS INC             COMMON   670008101      20048   750000SH            DEFINED      1,2       750000       0       0
NOVELLUS SYSTEMS INC             COMMON   670008101       1014    37946SH            DEFINED      16         22246       0   15700
NOVELLUS SYSTEMS INC             COMMON   670008101        567    21200SH            DEFINED      16,23      21200       0       0
NOVELLUS SYSTEMS INC             COMMON   670008101       7467   279350SH            DEFINED      2         260250       0   19100



                                                                                          
NOVELLUS SYSTEMS INC             COMMON   670008101        126     4700SH            DEFINED      2,15        4700       0       0
NOVELLUS SYSTEMS INC             COMMON   670008101        561    21000SH            DEFINED      21         21000       0       0
NOVELLUS SYSTEMS INC             COMMON   670008101        160     6000SH            DEFINED      25          6000       0       0
NOVELLUS SYSTEMS INC             COMMON   670008101          1       41SH            DEFINED      4             41       0       0
NOVELLUS SYSTEMS INC             COMMON   670008101        149     5556SH            DEFINED      9           5556       0       0
NOVELIS INC                      COMMON   67000X106          9      400SH            DEFINED      25             0       0     400
NOVELIS INC                      COMMON   67000X106          4      200SH            DEFINED      7            200       0       0
NOVO-NORDISK A-S ADR             COMMON   670100205        184     3300SH            DEFINED      12,2        3300       0       0
NOVO-NORDISK A-S ADR             COMMON   670100205       1887    33800SH            DEFINED      16         33800       0       0
NOVO-NORDISK A-S ADR             COMMON   670100205        318     5700SH            DEFINED      2           5700       0       0
NOVOGEN LIMITED ADR              COMMON   67010F103         95     5000SH            DEFINED      25             0       0    5000
NU SKIN ENTERPRISES INC          COMMON   67018T105        624    27700SH            DEFINED      16         17500       0   10200
NU SKIN ENTERPRISES INC          COMMON   67018T105         11      500SH            DEFINED      16,15        500       0       0
NU SKIN ENTERPRISES INC          COMMON   67018T105        423    18800SH            DEFINED      5,16       18800       0       0
NSTAR                            COMMON   67019E107       1803    33200SH            DEFINED      16         32300       0     900
NSTAR                            COMMON   67019E107        793    14600SH            DEFINED      16,9       14600       0       0
NSTAR                            COMMON   67019E107         52      965SH            DEFINED      25           147       0     818
NSTAR                            COMMON   67019E107         16      300SH            DEFINED      6            300       0       0
NSTAR                            COMMON   67019E107       5233    96365SH            DEFINED      7          96365       0       0
NUCOR CORP                       COMMON   670346105      27069   470270SH            DEFINED      1         470270       0       0
NUCOR CORP                       COMMON   670346105      34536   600000SH            DEFINED      1,2       600000       0       0
NUCOR CORP                       COMMON   670346105      15748   273600SH            DEFINED      10,16     273600       0       0
NUCOR CORP                       COMMON   670346105       1445    25100SH            DEFINED      10,8       25100       0       0
NUCOR CORP                       COMMON   670346105      94040  1633776SH            DEFINED      16       1497276       0  129300
NUCOR CORP                       COMMON   670346105       2228    38700SH            DEFINED      16,15      38700       0       0
NUCOR CORP                       COMMON   670346105       2279    39600SH            DEFINED      16,9       39600       0       0
NUCOR CORP                       COMMON   670346105       8454   146870SH            DEFINED      2         146870       0       0
NUCOR CORP                       COMMON   670346105       1071    18613SH            DEFINED      24         18613       0       0
NUCOR CORP                       COMMON   670346105        440     7650SH            DEFINED      25             0       0    7650
NUCOR CORP                       COMMON   670346105       3344    58100SH            DEFINED      5,16       58100       0       0
NUCOR CORP                       COMMON   670346105        345     6000SH            DEFINED      7           6000       0       0
NUCOR CORP                       COMMON   670346105        380     6600SH            DEFINED      8           6600       0       0
NUCOR CORP                       COMMON   670346105       1341    23305SH            DEFINED      9          23305       0       0
NUCOR CORP                       COMMON   670346105         76     1327SH            DEFINED      9,11        1327       0       0
NUVEEN CONNECTICUT PREM INC CF   COMMON   67060D107         34     2202SH            DEFINED      25             0       0    2202
NUTRACEUTICAL INTL CORP          COMMON   67060Y101        473    29800SH            DEFINED      16         16200       0   13600
NUTRACEUTICAL INTL CORP          COMMON   67060Y101         11      700SH            DEFINED      16,15        700       0       0
NUTRACEUTICAL INTL CORP          COMMON   67060Y101         62     3900SH            DEFINED      5,16        3900       0       0
NUVEEN INSD CALIF PREM INC 2 C   COMMON   67061U108         36     2500SH            DEFINED      25             0       0    2500
NUVEEN CAL MUNI MKT OPPOR FD C   COMMON   67062U107          3      200SH            DEFINED      25             0       0     200
NUVEEN MUNI MKT OPPORTUNITY CF   COMMON   67062W103          4      266SH            DEFINED      25             0       0     266
NVIDIA CORP                      COMMON   67066G104       3130   131743SH            DEFINED      16        115843       0    9700
NVIDIA CORP                      COMMON   67066G104        421    17706SH            DEFINED      25             0       0   17706
NVIDIA CORP                      COMMON   67066G104         21      900SH            DEFINED      5,16         900       0       0
NVIDIA CORP                      COMMON   67066G104       7613   320427SH            DEFINED      7         320427       0       0
NUVEEN DVD ADVATAGE MUNI FD CF   COMMON   67066V101         24     1694SH            DEFINED      25             0       0    1694
NUVEEN CA DVD ADV MUNI FD 2 CE   COMMON   67069X104         14     1000SH            DEFINED      25             0       0    1000
NUVEEN INSD PREM INC MUNI II C   COMMON   6706D8104          1       63SH            DEFINED      25             0       0      63
NUVEEN PREMIUM INC MUNI FD 4 C   COMMON   6706K4105         46     3807SH            DEFINED      25          1807       0    2000
NUVEEN PREMIUM INC MUNI FD 4 C   COMMON   6706K4105         83     6900SH            DEFINED      7           6900       0       0
NUVASIVE INC                     COMMON   670704105       8883   687500SH            DEFINED      1         687500       0       0
NUVASIVE INC                     COMMON   670704105       3492   270300SH            DEFINED      2         270300       0       0
NUVASIVE INC                     COMMON   670704105         30     2300SH            DEFINED      7           2300       0       0
NUVEEN REAL ESTATE INCOME CF     COMMON   67071B108       1399    77400SH            DEFINED      16         77400       0       0
NUVEEN QUALITY PREFERRED II CF   COMMON   67072C105         10      700SH            DEFINED      25             0       0     700
NUVEEN QUALITY PREFERRED II CF   COMMON   67072C105         14     1000SH            DEFINED      7           1000       0       0
NUVELO INC                       COMMON   67072M301       1941   298600SH            DEFINED      1         298600       0       0
NUVEEN PFD & CVRT INCOME FD CF   COMMON   67073B106         37     2800SH            DEFINED      25             0       0    2800
NUVEEN PFD & CVRT INC FD 2 CF    COMMON   67073D102         28     2200SH            DEFINED      25             0       0    2200
O CHARLEYS INC                   COMMON   670823103         77     3550SH            DEFINED      7           3550       0       0
OGE ENERGY CORP                  COMMON   670837103       4582   170000SH            DEFINED      1         170000       0       0
OGE ENERGY CORP                  COMMON   670837103        539    20000SH            DEFINED      25             0       0   20000
OGE ENERGY CORP                  COMMON   670837103          2       71SH            DEFINED      4             71       0       0
OCA INC                          COMMON   67083Q101       1275   300000SH            DEFINED      25        300000       0       0
NUVEEN CALIF SELECT QUALITY      COMMON   670975101          2      112SH            DEFINED      16           112       0       0
NUVEEN QUALITY INCOME MUNI CF    COMMON   670977107          7      500SH            DEFINED      25             0       0     500
NUVEEN INSD MUNI OPPORTUNITY C   COMMON   670984103         10      650SH            DEFINED      25             0       0     650
NUVEEN CALIF QUALITY INC MUN     COMMON   670985100          5      331SH            DEFINED      16           331       0       0
NUVEEN CALIF QUALITY INC MUN     COMMON   670985100        151    10500SH            DEFINED      25         10500       0       0
NUVEEN PREMIER INSD MUNI INC C   COMMON   670987106         29     2000SH            DEFINED      25             0       0    2000
OSI PHARMACEUTICALS INC          COMMON   671040103      36001   870855SH            DEFINED      1         870855       0       0
OSI PHARMACEUTICALS INC          COMMON   671040103        384     9300SH            DEFINED      12,2        9300       0       0
OSI PHARMACEUTICALS INC          COMMON   671040103       1381    33400SH            DEFINED      16         33400       0       0
OSI PHARMACEUTICALS INC          COMMON   671040103       3559    86100SH            DEFINED      16,23      86100       0       0
OSI PHARMACEUTICALS INC          COMMON   671040103       2807    67900SH            DEFINED      2          67900       0       0
OSI PHARMACEUTICALS INC          COMMON   671040103        190     4600SH            DEFINED      21          4600       0       0
OAKLEY INC                       COMMON   673662102        456    35600SH            DEFINED      16         19100       0   16500
OAKLEY INC                       COMMON   673662102         10      800SH            DEFINED      16,15        800       0       0
OAKLEY INC                       COMMON   673662102       3583   279500SH            DEFINED      3         279500       0       0
OAKLEY INC                       COMMON   673662102         55     4300SH            DEFINED      5,16        4300       0       0
OCCIDENTAL PETROLEUM CORP        COMMON   674599105      51904   729300SH            DEFINED      1         729300       0       0
OCCIDENTAL PETROLEUM CORP        COMMON   674599105      29493   414400SH            DEFINED      1,2       414400       0       0
OCCIDENTAL PETROLEUM CORP        COMMON   674599105      17202   241700SH            DEFINED      10,16     241700       0       0
OCCIDENTAL PETROLEUM CORP        COMMON   674599105       1665    23400SH            DEFINED      10,8       23400       0       0
OCCIDENTAL PETROLEUM CORP        COMMON   674599105     116132  1631753SH            DEFINED      16       1491953       0  135500
OCCIDENTAL PETROLEUM CORP        COMMON   674599105       4776    67100SH            DEFINED      16,15      67100       0       0
OCCIDENTAL PETROLEUM CORP        COMMON   674599105       4633    65100SH            DEFINED      16,9       65100       0       0
OCCIDENTAL PETROLEUM CORP        COMMON   674599105       4889    68700SH            DEFINED      2          68700       0       0
OCCIDENTAL PETROLEUM CORP        COMMON   674599105       1335    18754SH            DEFINED      24         18754       0       0
OCCIDENTAL PETROLEUM CORP        COMMON   674599105        735    10333SH            DEFINED      25          8425       0    1908
OCCIDENTAL PETROLEUM CORP        COMMON   674599105        646     9077SH            DEFINED      4           9077       0       0
OCCIDENTAL PETROLEUM CORP        COMMON   674599105       3829    53800SH            DEFINED      5,16       53800       0       0
OCCIDENTAL PETROLEUM CORP        COMMON   674599105        258     3629SH            DEFINED      7           3629       0       0



                                                                                          
OCCIDENTAL PETROLEUM CORP        COMMON   674599105        612     8600SH            DEFINED      8           8600       0       0
OCCIDENTAL PETROLEUM CORP        COMMON   674599105       2438    34257SH            DEFINED      9          34257       0       0
OCCIDENTAL PETROLEUM CORP        COMMON   674599105        120     1692SH            DEFINED      9,11        1692       0       0
OCEANEERING INTL INC             COMMON   675232102       4815   128400SH            DEFINED      1         128400       0       0
OCEANFIRST FINANCIAL CORP        COMMON   675234108         16      700SH            DEFINED      16           700       0       0
OCEANFIRST FINANCIAL CORP        COMMON   675234108         41     1800SH            DEFINED      5,16        1800       0       0
OCWEN FINL CORP                  COMMON   675746101         29     3615SH            DEFINED      9           3615       0       0
OFFICE DEPOT INC                 COMMON   676220106       1503    67774SH            DEFINED      16         62874       0    4900
OFFICE DEPOT INC                 COMMON   676220106        359    16200SH            DEFINED      16,9       16200       0       0
OFFICE DEPOT INC                 COMMON   676220106        506    22800SH            DEFINED      24         22800       0       0
OFFICE DEPOT INC                 COMMON   676220106        170     7650SH            DEFINED      7           7650       0       0
OFFICE DEPOT INC                 COMMON   676220106        252    11351SH            DEFINED      9          11351       0       0
OFFICEMAX INC                    COMMON   67622P101      14202   423929SH            DEFINED      10        423929       0       0
OFFICEMAX INC                    COMMON   67622P101        796    23771SH            DEFINED      10,23      23771       0       0
OFFICEMAX INC                    COMMON   67622P101        302     9017SH            DEFINED      16          9017       0       0
OFFICEMAX INC                    COMMON   67622P101         29      879SH            DEFINED      25           176       0     703
OFFICEMAX INC                    COMMON   67622P101       3920   117000SH            DEFINED      3         117000       0       0
OFFICEMAX INC                    COMMON   67622P101          1       29SH            DEFINED      4             29       0       0
OHIO CASUALTY CORP               COMMON   677240103         95     4150SH            DEFINED      7           4150       0       0
OIL SERVICE HOLDERS              COMMON   678002106        192     2000SH            DEFINED      7           2000       0       0
OLD DOMINION FREIGHT LINE        COMMON   679580100      13921   446900SH            DEFINED      1         446900       0       0
OLD DOMINION FREIGHT LINE        COMMON   679580100       3620   116200SH            DEFINED      2         116200       0       0
OLD REPUBLIC INTERNATIONAL COR   COMMON   680223104         21      900SH            DEFINED      16           500       0     400
OLD REPUBLIC INTERNATIONAL COR   COMMON   680223104        580    24900SH            DEFINED      7          24900       0       0
OLD REPUBLIC INTERNATIONAL COR   COMMON   680223104        156     6681SH            DEFINED      9           6681       0       0
OLD SECOND BANCORP INC           COMMON   680277100       1174    38900SH            DEFINED      16         21400       0   17500
OLD SECOND BANCORP INC           COMMON   680277100         24      800SH            DEFINED      16,15        800       0       0
OLD SECOND BANCORP INC           COMMON   680277100        266     8800SH            DEFINED      5,16        8800       0       0
OLYMPIC STEEL INC                COMMON   68162K106        855    47800SH            DEFINED      16         28400       0   19400
OLYMPIC STEEL INC                COMMON   68162K106         16      900SH            DEFINED      16,15        900       0       0
OLYMPIC STEEL INC                COMMON   68162K106        417    23300SH            DEFINED      5,16       23300       0       0
OLYMPIC STEEL INC                COMMON   68162K106         39     2200SH            DEFINED      7           2200       0       0
OMNICARE INC                     COMMON   681904108      17902   505000SH            DEFINED      1         505000       0       0
OMNICARE INC                     COMMON   681904108       1570    44300SH            DEFINED      2          44300       0       0
OMNICARE INC                     COMMON   681904108        138     3900SH            DEFINED      7           3900       0       0
OMNICARE INC                     COMMON   681904108        104     2928SH            DEFINED      9           2928       0       0
OMNICOM GROUP                    COMMON   681919106     437920  4947134SH            DEFINED      1        4947134       0       0
OMNICOM GROUP                    COMMON   681919106       6315    71344SH            DEFINED      16         65229       0    6115
OMNICOM GROUP                    COMMON   681919106       7419    83809SH            DEFINED      16,15      83809       0       0
OMNICOM GROUP                    COMMON   681919106        230     2600SH            DEFINED      16,9        2600       0       0
OMNICOM GROUP                    COMMON   681919106       7512    84860SH            DEFINED      2          78600       0    6260
OMNICOM GROUP                    COMMON   681919106        319     3600SH            DEFINED      2,15        3600       0       0
OMNICOM GROUP                    COMMON   681919106         89     1000SH            DEFINED      24          1000       0       0
OMNICOM GROUP                    COMMON   681919106        221     2500SH            DEFINED      25          1600       0     900
OMNICOM GROUP                    COMMON   681919106       1407    15900SH            DEFINED      3          15900       0       0
OMNICOM GROUP                    COMMON   681919106      24341   274976SH            DEFINED      4         274976       0       0
OMNICOM GROUP                    COMMON   681919106        232     2625SH            DEFINED      7           2625       0       0
OMNICOM GROUP                    COMMON   681919106        601     6795SH            DEFINED      9           6795       0       0
OMNICOM GROUP CVT(OMC) 144A 0.   CONVERT  681919AQ9      19222 19150000SH            DEFINED      16       2875000       016275000
OMEGA HEALTHCARE INVS INC        COMMON   681936100      15581  1419000SH            DEFINED      16       1097200       0  321800
OMEGA HEALTHCARE INVS INC        COMMON   681936100        113    10300SH            DEFINED      16,15      10300       0       0
OMEGA HEALTHCARE INVS INC        COMMON   681936100         38     3468SH            DEFINED      25           534       0    2934
OMEGA HEALTHCARE INVS INC        COMMON   681936100       1505   137100SH            DEFINED      5,16      137100       0       0
OMEGA HEALTHCARE INVS INC        COMMON   681936100         14     1300SH            DEFINED      6           1300       0       0
OMEGA HEALTHCARE INVS INC        COMMON   681936100       4714   429350SH            DEFINED      7         429350       0       0
OMEGA PROTEIN CORP               COMMON   68210P107         34     5000SH            DEFINED      7           5000       0       0
OMNIVISION TECHNOLOGIES          COMMON   682128103         24     1600SH            DEFINED      16           700       0     900
ON ASSIGNMENT INC                COMMON   682159108         45     8775SH            DEFINED      7           8775       0       0
ON SEMICONDUCTOR CORPORATION     COMMON   682189105          0      100SH            DEFINED      25             0       0     100
ONEOK INC                        COMMON   682680103       7575   245775SH            DEFINED      1         245000       0     775
ONEOK INC                        COMMON   682680103         52     1700SH            DEFINED      16          1700       0       0
ONEOK INC                        COMMON   682680103          3       96SH            DEFINED      4             96       0       0
ON2 TECHNOLOGIES INC             COMMON   68338A107          0      250SH            DEFINED      25             0       0     250
ONYX PHARMACEUTICALS INC         COMMON   683399109          1       29SH            DEFINED      4             29       0       0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON   68370R109      36481  1059870SH            DEFINED      1        1059870       0       0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON   68370R109        726    21100SH            DEFINED      1,3        21100       0       0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON   68370R109       8915   259000SH            DEFINED      10        259000       0       0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON   68370R109       1446    42000SH            DEFINED      10,11      42000       0       0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON   68370R109        165     4800SH            DEFINED      10,15       4800       0       0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON   68370R109        444    12900SH            DEFINED      10,23      12900       0       0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON   68370R109        788    22900SH            DEFINED      16         22900       0       0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON   68370R109       3629   105440SH            DEFINED      16,23     105440       0       0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON   68370R109        165     4800SH            DEFINED      2,15        4800       0       0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON   68370R109        212     6169SH            DEFINED      4           6169       0       0
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON   68370R109        114     3300SH            DEFINED      7           3300       0       0
OPEN TEXT CORP                   COMMON   683715106      14462   801300SH            DEFINED      3         801300       0       0
OPENWAVE SYSTEMS INC             COMMON   683718308      10370   850700SH            DEFINED      1         850700       0       0
OPENWAVE SYSTEMS INC             COMMON   683718308        461    37800SH            DEFINED      16         37800       0       0
OPENWAVE SYSTEMS INC             COMMON   683718308       1154    94700SH            DEFINED      16,23      94700       0       0
OPEN SOLUTIONS INC               COMMON   68371P102       4307   217200SH            DEFINED      1         217200       0       0
OPLINK COMMUNICATIONS INC        COMMON   68375Q106        300   190939SH            DEFINED      19             0       0  190939
OPSWARE INC                      COMMON   68383A101       2005   388500SH            DEFINED      10        388500       0       0
OPSWARE INC                      COMMON   68383A101        395    76500SH            DEFINED      10,23      76500       0       0
OPSWARE INC                      COMMON   68383A101          1      156SH            DEFINED      4            156       0       0
ORACLE CORPORATION               COMMON   68389X105     187412 15016960SH            DEFINED      1       15015860       0    1100
ORACLE CORPORATION               COMMON   68389X105      91900  7363800SH            DEFINED      1,2      7363800       0       0
ORACLE CORPORATION               COMMON   68389X105       6758   541545SH            DEFINED      10        541545       0       0
ORACLE CORPORATION               COMMON   68389X105      17280  1384630SH            DEFINED      10,16    1384630       0       0
ORACLE CORPORATION               COMMON   68389X105       1036    83000SH            DEFINED      10,8       83000       0       0
ORACLE CORPORATION               COMMON   68389X105      99682  7987316SH            DEFINED      16       6822781       0 1164535
ORACLE CORPORATION               COMMON   68389X105       1597   128000SH            DEFINED      16,15     128000       0       0
ORACLE CORPORATION               COMMON   68389X105       5361   429600SH            DEFINED      16,23     429600       0       0
ORACLE CORPORATION               COMMON   68389X105       4056   325000SH            DEFINED      16,9      325000       0       0



                                                                                          
ORACLE CORPORATION               COMMON   68389X105      46648  3737820SH            DEFINED      2        3737820       0       0
ORACLE CORPORATION               COMMON   68389X105       2733   219000SH            DEFINED      21        219000       0       0
ORACLE CORPORATION               COMMON   68389X105        865    69329SH            DEFINED      24         69329       0       0
ORACLE CORPORATION               COMMON   68389X105       1720   137851SH            DEFINED      25         18800       0  119051
ORACLE CORPORATION               COMMON   68389X105     256519 20554400SH            DEFINED      3       20554400       0       0
ORACLE CORPORATION               COMMON   68389X105       2635   211100SH            DEFINED      3,23      211100       0       0
ORACLE CORPORATION               COMMON   68389X105         96     7674SH            DEFINED      4           7674       0       0
ORACLE CORPORATION               COMMON   68389X105       3009   241085SH            DEFINED      5,16      188400       0   52685
ORACLE CORPORATION               COMMON   68389X105        571    45792SH            DEFINED      7          45792       0       0
ORACLE CORPORATION               COMMON   68389X105       2215   177469SH            DEFINED      9         177469       0       0
ORACLE CORPORATION               COMMON   68389X105        326    26120SH            DEFINED      9,10       26120       0       0
ORACLE CORPORATION               COMMON   68389X105         53     4214SH            DEFINED      9,11        4214       0       0
OPTIONSXPRESS INC                COMMON   684010101        548    33864SH            DEFINED      10         33864       0       0
OPTIONSXPRESS INC                COMMON   684010101         99     6136SH            DEFINED      10,23       6136       0       0
ORASURE TECHNOLOGIES INC         COMMON   68554V108          7     1000SH            DEFINED      25             0       0    1000
ORBITAL SCIENCES CORP            COMMON   685564106       1849   191000SH            DEFINED      16         99700       0   91300
ORBITAL SCIENCES CORP            COMMON   685564106         45     4700SH            DEFINED      16,15       4700       0       0
ORBITAL SCIENCES CORP            COMMON   685564106        245    25300SH            DEFINED      5,16       25300       0       0
ORCHID BIOSCIENCES INC           COMMON   68571P506        584    49700SH            DEFINED      16         25800       0   23900
ORCHID BIOSCIENCES INC           COMMON   68571P506         13     1100SH            DEFINED      16,15       1100       0       0
ORCHID BIOSCIENCES INC           COMMON   68571P506         73     6200SH            DEFINED      5,16        6200       0       0
OREGON STEEL MILLS INC           COMMON   686079104       1010    43900SH            DEFINED      16         22900       0   21000
OREGON STEEL MILLS INC           COMMON   686079104         23     1000SH            DEFINED      16,15       1000       0       0
OREGON STEEL MILLS INC           COMMON   686079104        136     5900SH            DEFINED      5,16        5900       0       0
ORIENTAL FINANCIAL GROUP         COMMON   68618W100       1316    56190SH            DEFINED      16         30483       0   25707
ORIENTAL FINANCIAL GROUP         COMMON   68618W100         28     1200SH            DEFINED      16,15       1200       0       0
ORIENTAL FINANCIAL GROUP         COMMON   68618W100        312    13343SH            DEFINED      5,16       13343       0       0
ORIENTAL FINANCIAL GROUP         COMMON   68618W100         13      560SH            DEFINED      7            560       0       0
ORIX CORP ADR                    COMMON   686330101        357     5553SH            DEFINED      4           5553       0       0
OSCIENT PHARMACEUTICALS CORP     COMMON   68812R105          1      400SH            DEFINED      7            400       0       0
OSHKOSH TRUCK CORP               COMMON   688239201       6436    78500SH            DEFINED      1          78500       0       0
OSHKOSH TRUCK CORP               COMMON   688239201         14      170SH            DEFINED      7            170       0       0
OUTBACK STEAKHOUSE INC           COMMON   689899102      51043  1114730SH            DEFINED      1        1114730       0       0
OUTBACK STEAKHOUSE INC           COMMON   689899102        119     2600SH            DEFINED      1,3         2600       0       0
OUTBACK STEAKHOUSE INC           COMMON   689899102       4813   105100SH            DEFINED      2         105100       0       0
OUTBACK STEAKHOUSE INC           COMMON   689899102        238     5200SH            DEFINED      5,2         5200       0       0
OVERNITE CORP                    COMMON   690322102       4770   149100SH            DEFINED      1         149100       0       0
OVERNITE CORP                    COMMON   690322102       6961   217600SH            DEFINED      16        116900       0  100700
OVERNITE CORP                    COMMON   690322102        154     4800SH            DEFINED      16,15       4800       0       0
OVERNITE CORP                    COMMON   690322102       1344    42000SH            DEFINED      5,16       42000       0       0
OVERNITE CORP                    COMMON   690322102         51     1600SH            DEFINED      7           1600       0       0
OVERSEAS SHIPHOLDING GROUP INC   COMMON   690368105       1434    22800SH            DEFINED      1          22800       0       0
OVERSEAS SHIPHOLDING GROUP INC   COMMON   690368105       1592    25300SH            DEFINED      1,3        25300       0       0
OVERSEAS SHIPHOLDING GROUP INC   COMMON   690368105       1019    16200SH            DEFINED      10,2       16200       0       0
OVERSEAS SHIPHOLDING GROUP INC   COMMON   690368105        956    15200SH            DEFINED      2          15200       0       0
OVERSEAS SHIPHOLDING GROUP INC   COMMON   690368105          1       16SH            DEFINED      4             16       0       0
OWENS-ILLINOIS INC               COMMON   690768403      11001   437600SH            DEFINED      1         437600       0       0
OWENS-ILLINOIS INC               COMMON   690768403       1687    67100SH            DEFINED      2          67100       0       0
OWENS-ILLINOIS INC               COMMON   690768403        282    11200SH            DEFINED      7          11200       0       0
OWENS-ILLINOIS INC PFD 4.75      CONVERT  690768502        125     3000SH            DEFINED      25             0       0    3000
P C CONNECTION                   COMMON   69318J100       3018   514100SH            DEFINED      1         514100       0       0
PG&E CORP                        COMMON   69331C108      20037   587600SH            DEFINED      1         587600       0       0
PG&E CORP                        COMMON   69331C108       1214    35600SH            DEFINED      10,2       35600       0       0
PG&E CORP                        COMMON   69331C108       1279    37500SH            DEFINED      16         36300       0    1200
PG&E CORP                        COMMON   69331C108       1159    34000SH            DEFINED      2          34000       0       0
PG&E CORP                        COMMON   69331C108        112     3285SH            DEFINED      25          2400       0     885
PG&E CORP                        COMMON   69331C108          3       78SH            DEFINED      4             78       0       0
PG&E CORP                        COMMON   69331C108        198     5800SH            DEFINED      7           5800       0       0
PG&E CORP                        COMMON   69331C108        469    13747SH            DEFINED      9          13747       0       0
PFF BANCORP INC                  COMMON   69331W104       1573    57000SH            DEFINED      16         34800       0   22200
PFF BANCORP INC                  COMMON   69331W104         29     1050SH            DEFINED      16,15       1050       0       0
PFF BANCORP INC                  COMMON   69331W104          2       55SH            DEFINED      4             55       0       0
PFF BANCORP INC                  COMMON   69331W104        771    27950SH            DEFINED      5,16       27950       0       0
PFF BANCORP INC                  COMMON   69331W104        125     4526SH            DEFINED      7           4526       0       0
PHH CORP                         COMMON   693320202          4      191SH            DEFINED      1            190       0       1
PHH CORP                         COMMON   693320202         20      937SH            DEFINED      12,9         937       0       0
PHH CORP                         COMMON   693320202          0        7SH            DEFINED      16             7       0       0
PHH CORP                         COMMON   693320202          3      149SH            DEFINED      24           149       0       0
PHH CORP                         COMMON   693320202          3      130SH            DEFINED      25             0       0     130
PHH CORP                         COMMON   693320202          0        6SH            DEFINED      4              6       0       0
PHH CORP                         COMMON   693320202         90     4103SH            DEFINED      9           4103       0       0
PHH CORP                         COMMON   693320202         19      865SH            DEFINED      9,10         865       0       0
PF CHANG'S CHINA BISTRO INC      COMMON   69333Y108      17635   294900SH            DEFINED      1         294900       0       0
PF CHANG'S CHINA BISTRO INC      COMMON   69333Y108       5935    99253SH            DEFINED      16         60023       0   39230
PF CHANG'S CHINA BISTRO INC      COMMON   69333Y108       6775   113300SH            DEFINED      2         113300       0       0
PF CHANG'S CHINA BISTRO INC      COMMON   69333Y108         12      200SH            DEFINED      25             0       0     200
PF CHANG'S CHINA BISTRO INC      COMMON   69333Y108          1       21SH            DEFINED      4             21       0       0
PF CHANG'S CHINA BISTRO INC      COMMON   69333Y108         30      500SH            DEFINED      7            500       0       0
PMC COML TR                      COMMON   693434102          2      100SH            DEFINED      25             0       0     100
PMC-SIERRA INC                   COMMON   69344F106       8957  1017800SH            DEFINED      1        1017800       0       0
PMC-SIERRA INC                   COMMON   69344F106        581    66016SH            DEFINED      16         66016       0       0
PMC-SIERRA INC                   COMMON   69344F106        884   100500SH            DEFINED      16,23     100500       0       0
PMI GROUP INC (THE)              COMMON   69344M101      36459   959200SH            DEFINED      1         959200       0       0
PMI GROUP INC (THE)              COMMON   69344M101         49     1300SH            DEFINED      10,16       1300       0       0
PMI GROUP INC (THE)              COMMON   69344M101      28603   752524SH            DEFINED      16        470300       0  281079
PMI GROUP INC (THE)              COMMON   69344M101       3080    81034SH            DEFINED      25          5450       0   75584
PMI GROUP INC (THE)              COMMON   69344M101        340     8940SH            DEFINED      5,16           0       0    8940
PMI GROUP INC (THE)              COMMON   69344M101        175     4600SH            DEFINED      7           4600       0       0
PMI GROUP INC (THE)              COMMON   69344M101         96     2533SH            DEFINED      9           2533       0       0
PMI GROUP CVT (PMI) 2.5 07-15-   CONVERT  69344MAE1      19601 19100000SH            DEFINED      16       2850000       016250000
PNC FINANCIAL SERVICES GROUP     COMMON   693475105         15      285SH            DEFINED      1              0       0     285
PNC FINANCIAL SERVICES GROUP     COMMON   693475105        556    10800SH            DEFINED      10,16      10800       0       0
PNC FINANCIAL SERVICES GROUP     COMMON   693475105       6041   117345SH            DEFINED      16        111845       0    5500



                                                                                          
PNC FINANCIAL SERVICES GROUP     COMMON   693475105        829    16100SH            DEFINED      16,9       16100       0       0
PNC FINANCIAL SERVICES GROUP     COMMON   693475105        129     2500SH            DEFINED      24          2500       0       0
PNC FINANCIAL SERVICES GROUP     COMMON   693475105        850    16520SH            DEFINED      25             0       0   16520
PNC FINANCIAL SERVICES GROUP     COMMON   693475105        499     9693SH            DEFINED      9           9693       0       0
POSCO ADR                        COMMON   693483109       5592   113300SH            DEFINED      1         113300       0       0
POSCO ADR                        COMMON   693483109        247     5000SH            DEFINED      10          5000       0       0
POSCO ADR                        COMMON   693483109        257     5200SH            DEFINED      10,16       5200       0       0
POSCO ADR                        COMMON   693483109        997    20200SH            DEFINED      5,13       20200       0       0
POSCO ADR                        COMMON   693483109        787    15950SH            DEFINED      8          15950       0       0
PPG INDUSTRIES INC               COMMON   693506107       2189    30600SH            DEFINED      1          30600       0       0
PPG INDUSTRIES INC               COMMON   693506107       1606    22450SH            DEFINED      10,16      22450       0       0
PPG INDUSTRIES INC               COMMON   693506107     104883  1466479SH            DEFINED      16        939153       0  524676
PPG INDUSTRIES INC               COMMON   693506107        969    13550SH            DEFINED      16,23      13550       0       0
PPG INDUSTRIES INC               COMMON   693506107       1952    27300SH            DEFINED      16,9       27300       0       0
PPG INDUSTRIES INC               COMMON   693506107        172     2400SH            DEFINED      24          2400       0       0
PPG INDUSTRIES INC               COMMON   693506107         39      540SH            DEFINED      25             0       0     540
PPG INDUSTRIES INC               COMMON   693506107          0        0SH            DEFINED      4              0       0       0
PPG INDUSTRIES INC               COMMON   693506107        709     9920SH            DEFINED      5,16        9920       0       0
PPG INDUSTRIES INC               COMMON   693506107        467     6536SH            DEFINED      7           6536       0       0
PPG INDUSTRIES INC               COMMON   693506107        433     6048SH            DEFINED      9           6048       0       0
PPL CORPORATION                  COMMON   69351T106      14307   265000SH            DEFINED      1         265000       0       0
PPL CORPORATION                  COMMON   69351T106        988    18307SH            DEFINED      16         18307       0       0
PPL CORPORATION                  COMMON   69351T106         78     1453SH            DEFINED      25             0       0    1453
PPL CORPORATION                  COMMON   69351T106          2       36SH            DEFINED      4             36       0       0
PPL CORPORATION                  COMMON   69351T106        124     2300SH            DEFINED      7           2300       0       0
PPL CORPORATION                  COMMON   69351T106        323     5976SH            DEFINED      9           5976       0       0
PRG-SCHULTZ INTL INC             COMMON   69357C107       3507   701373SH            DEFINED      7         701373       0       0
PS BUSINESS PKS INC CALIF        COMMON   69360J107       1056    26200SH            DEFINED      16         26200       0       0
PSS WORLD MED INC                COMMON   69366A100       1629   143300SH            DEFINED      16         76100       0   67200
PSS WORLD MED INC                COMMON   69366A100         36     3200SH            DEFINED      16,15       3200       0       0
PSS WORLD MED INC                COMMON   69366A100         11     1000SH            DEFINED      25             0       0    1000
PSS WORLD MED INC                COMMON   69366A100        197    17300SH            DEFINED      5,16       17300       0       0
PSS WORLD MED INC                COMMON   69366A100         39     3400SH            DEFINED      7           3400       0       0
PYR ENERGY CORP                  COMMON   693677106          4     2750SH            DEFINED      25             0       0    2750
PACCAR INC                       COMMON   693718108       6741    93120SH            DEFINED      1          93120       0       0
PACCAR INC                       COMMON   693718108         81     1120SH            DEFINED      10,16       1120       0       0
PACCAR INC                       COMMON   693718108       1268    17514SH            DEFINED      16         17214       0     300
PACCAR INC                       COMMON   693718108       1433    19800SH            DEFINED      2          19800       0       0
PACCAR INC                       COMMON   693718108        637     8800SH            DEFINED      25          8800       0       0
PACCAR INC                       COMMON   693718108         48      658SH            DEFINED      4            658       0       0
PACCAR INC                       COMMON   693718108        407     5625SH            DEFINED      7           5625       0       0
PACCAR INC                       COMMON   693718108        398     5496SH            DEFINED      9           5496       0       0
PACER INTERNATIONAL              COMMON   69373H106      12363   517500SH            DEFINED      3         517500       0       0
PACER INTERNATIONAL              COMMON   69373H106         79     3300SH            DEFINED      7           3300       0       0
PACIFIC CAP BANCORP              COMMON   69404P101         95     3200SH            DEFINED      25             0       0    3200
PACIFIC SUNWEAR OF CALIFORNIA    COMMON   694873100      20985   750000SH            DEFINED      1         750000       0       0
PACIFIC SUNWEAR OF CALIFORNIA    COMMON   694873100       3439   122900SH            DEFINED      2         122900       0       0
PACIFIC RIM MINING CORP          COMMON   694915208        830  1254900SH            DEFINED      1        1254900       0       0
PACIFIC RIM MINING CORP          COMMON   694915208        165   250000SH            DEFINED      2         250000       0       0
PACIFICARE HEALTH SYS DEL        COMMON   695112102      57364  1007800SH            DEFINED      1        1007800       0       0
PACIFICARE HEALTH SYS DEL        COMMON   695112102      27037   475000SH            DEFINED      1,2       475000       0       0
PACIFICARE HEALTH SYS DEL        COMMON   695112102       2812    49400SH            DEFINED      16         49400       0       0
PACIFICARE HEALTH SYS DEL        COMMON   695112102       7411   130200SH            DEFINED      16,23     130200       0       0
PACIFICARE HEALTH SYS DEL        COMMON   695112102       7115   125000SH            DEFINED      2         125000       0       0
PACIFICARE HEALTH SYS DEL        COMMON   695112102        438     7700SH            DEFINED      21          7700       0       0
PACIFICARE HEALTH SYS DEL        COMMON   695112102          3       54SH            DEFINED      4             54       0       0
PACIFICARE HEALTH SYS DEL        COMMON   695112102         10      175SH            DEFINED      7            175       0       0
PACKAGING CORP OF AMERICA        COMMON   695156109        298    12250SH            DEFINED      7          12250       0       0
PACKETEER INC                    COMMON   695210104         87     5650SH            DEFINED      7           5650       0       0
PACTIV CORPORATION               COMMON   695257105      44353  1899500SH            DEFINED      1        1899500       0       0
PACTIV CORPORATION               COMMON   695257105        121     5200SH            DEFINED      1,3         5200       0       0
PACTIV CORPORATION               COMMON   695257105       1210    51822SH            DEFINED      16         51822       0       0
PACTIV CORPORATION               COMMON   695257105       4469   191400SH            DEFINED      2         191400       0       0
PACTIV CORPORATION               COMMON   695257105          5      206SH            DEFINED      25             0       0     206
PACTIV CORPORATION               COMMON   695257105      26135  1119277SH            DEFINED      4        1119277       0       0
PACTIV CORPORATION               COMMON   695257105        234    10000SH            DEFINED      5,2        10000       0       0
PACTIV CORPORATION               COMMON   695257105        357    15287SH            DEFINED      7          15287       0       0
PALL CORPORATION                 COMMON   696429307        325    11986SH            DEFINED      16         11986       0       0
PALL CORPORATION                 COMMON   696429307         95     3500SH            DEFINED      25          3500       0       0
PALL CORPORATION                 COMMON   696429307       8635   318400SH            DEFINED      3         318400       0       0
PALL CORPORATION                 COMMON   696429307         95     3500SH            DEFINED      7           3500       0       0
PALMONE INC                      COMMON   69713P107          1       52SH            DEFINED      25             0       0      52
PALMSOURCE INC                   COMMON   697154102          0        2SH            DEFINED      25             0       0       2
PAN AMERICAN SILVER CORP COM     COMMON   697900108       5074   320000SH            DEFINED      1         320000       0       0
PAN PACIFIC RETAIL PROPERTIES    COMMON   69806L104      51723   911423SH            DEFINED      16        691576       0  204947
PAN PACIFIC RETAIL PROPERTIES    COMMON   69806L104       3819    67287SH            DEFINED      5,16       67287       0       0
PANERA BREAD CO CL A             COMMON   69840W108      19181   339300SH            DEFINED      1         339300       0       0
PANERA BREAD CO CL A             COMMON   69840W108       7496   132600SH            DEFINED      2         132600       0       0
PANTRY INC                       COMMON   698657103       5420   175000SH            DEFINED      16         96100       0   78900
PANTRY INC                       COMMON   698657103        118     3800SH            DEFINED      16,15       3800       0       0
PANTRY INC                       COMMON   698657103       1332    43000SH            DEFINED      5,16       43000       0       0
PAPA JOHNS INTL INC              COMMON   698813102       2798    80600SH            DEFINED      1          80600       0       0
PAPA JOHNS INTL INC              COMMON   698813102       4538   130700SH            DEFINED      16         72900       0   57800
PAPA JOHNS INTL INC              COMMON   698813102         97     2800SH            DEFINED      16,15       2800       0       0
PAPA JOHNS INTL INC              COMMON   698813102       1184    34100SH            DEFINED      5,16       34100       0       0
PAR PHARMACEUTICAL COS INC       COMMON   69888P106       7397   221200SH            DEFINED      1         221200       0       0
PAR PHARMACEUTICAL COS INC       COMMON   69888P106        615    18400SH            DEFINED      2          18400       0       0
PAR PHARMACEUTICAL COS INC       COMMON   69888P106         16      475SH            DEFINED      7            475       0       0
PARAMETRIC TECHNOLOGY CORP       COMMON   699173100       8323  1488984SH            DEFINED      16       1289684       0  135100
PARAMETRIC TECHNOLOGY CORP       COMMON   699173100        574   102700SH            DEFINED      16,9      102700       0       0
PARAMETRIC TECHNOLOGY CORP       COMMON   699173100         56    10000SH            DEFINED      5,16       10000       0       0
PARK ELECTROCHEMICAL CORP        COMMON   700416209       4054   200100SH            DEFINED      16        105700       0   94400
PARK ELECTROCHEMICAL CORP        COMMON   700416209         93     4600SH            DEFINED      16,15       4600       0       0



                                                                                          
PARK ELECTROCHEMICAL CORP        COMMON   700416209        567    28000SH            DEFINED      5,16       28000       0       0
PARK ELECTROCHEMICAL CORP        COMMON   700416209         12      600SH            DEFINED      7            600       0       0
PARKER HANNIFIN CORP             COMMON   701094104      94618  1553150SH            DEFINED      1        1553150       0       0
PARKER HANNIFIN CORP             COMMON   701094104      36552   600000SH            DEFINED      1,2       600000       0       0
PARKER HANNIFIN CORP             COMMON   701094104        822    13500SH            DEFINED      10,16      13500       0       0
PARKER HANNIFIN CORP             COMMON   701094104       7101   116555SH            DEFINED      16        105049       0   11506
PARKER HANNIFIN CORP             COMMON   701094104       1413    23200SH            DEFINED      16,9       23200       0       0
PARKER HANNIFIN CORP             COMMON   701094104       7853   128910SH            DEFINED      2         128910       0       0
PARKER HANNIFIN CORP             COMMON   701094104        128     2100SH            DEFINED      2,15        2100       0       0
PARKER HANNIFIN CORP             COMMON   701094104        250     4100SH            DEFINED      24          4100       0       0
PARKER HANNIFIN CORP             COMMON   701094104         68     1120SH            DEFINED      25             0       0    1120
PARKER HANNIFIN CORP             COMMON   701094104       9264   152070SH            DEFINED      4         152070       0       0
PARKER HANNIFIN CORP             COMMON   701094104         73     1200SH            DEFINED      6           1200       0       0
PARKER HANNIFIN CORP             COMMON   701094104         53      875SH            DEFINED      7            875       0       0
PARKER HANNIFIN CORP             COMMON   701094104        310     5096SH            DEFINED      9           5096       0       0
PARKWAY PROPERTIES INC-MD        COMMON   70159Q104        602    12900SH            DEFINED      16         12900       0       0
PARTNER COMMUNICATIONS CO LTD    COMMON   70211M109        370    40600SH            DEFINED      16,23      40600       0       0
PARTY CITY CORP                  COMMON   702145103         13      875SH            DEFINED      7            875       0       0
PATINA OIL & GAS CORP            COMMON   703224105        136     3400SH            DEFINED      16          3400       0       0
PATTERSON COS INC                COMMON   703395103        171     3420SH            DEFINED      25             0       0    3420
PATTERSON COS INC                COMMON   703395103      21824   436919SH            DEFINED      7         436919       0       0
PATTERSON COS INC                COMMON   703395103         40      802SH            DEFINED      9            802       0       0
PATTERSON - UTI ENERGY INC       COMMON   703481101      51796  2070200SH            DEFINED      1        2070200       0       0
PATTERSON - UTI ENERGY INC       COMMON   703481101      32526  1300000SH            DEFINED      1,2      1300000       0       0
PATTERSON - UTI ENERGY INC       COMMON   703481101        135     5400SH            DEFINED      16          5400       0       0
PATTERSON - UTI ENERGY INC       COMMON   703481101       2752   110000SH            DEFINED      16,15     110000       0       0
PATTERSON - UTI ENERGY INC       COMMON   703481101        218     8700SH            DEFINED      16,9        8700       0       0
PATTERSON - UTI ENERGY INC       COMMON   703481101      10093   403400SH            DEFINED      2         403400       0       0
PAULA FINL DEL                   COMMON   703588103          9     5000SH            DEFINED      25             0       0    5000
PAXAR CORP                       COMMON   704227107       5839   273600SH            DEFINED      1         273600       0       0
PAXAR CORP                       COMMON   704227107         31     1450SH            DEFINED      7           1450       0       0
PAYCHEX INC                      COMMON   704326107      37835  1152800SH            DEFINED      1        1152800       0       0
PAYCHEX INC                      COMMON   704326107       1130    34426SH            DEFINED      16         34426       0       0
PAYCHEX INC                      COMMON   704326107       5721   174310SH            DEFINED      2         174310       0       0
PAYCHEX INC                      COMMON   704326107       2351    71644SH            DEFINED      25         55350       0   16294
PAYCHEX INC                      COMMON   704326107          4      123SH            DEFINED      4            123       0       0
PAYCHEX INC                      COMMON   704326107       8416   256426SH            DEFINED      7         251621     535    4270
PAYCHEX INC                      COMMON   704326107        396    12070SH            DEFINED      9          12070       0       0
PAYLESS SHOESOURCE INC           COMMON   704379106         54     3400SH            DEFINED      16          3400       0       0
PAYLESS SHOESOURCE INC           COMMON   704379106         16      990SH            DEFINED      25             0       0     990
PAYLESS SHOESOURCE INC           COMMON   704379106         67     4225SH            DEFINED      7           4225       0       0
PEABODY ENERGY CORP              COMMON   704549104      27297   588800SH            DEFINED      1         588800       0       0
PEABODY ENERGY CORP              COMMON   704549104       2596    56000SH            DEFINED      16,15      56000       0       0
PEABODY ENERGY CORP              COMMON   704549104          9      200SH            DEFINED      25             0       0     200
PEDIATRIX MED GROUP              COMMON   705324101      13348   194600SH            DEFINED      1         194600       0       0
PEDIATRIX MED GROUP              COMMON   705324101       5233    76300SH            DEFINED      2          76300       0       0
PEGASUS SOLUTIONS INC            COMMON   705906105         63     5350SH            DEFINED      7           5350       0       0
PENGROWTH ENERGY TRUST-A         COMMON   706902301         40     2000SH            DEFINED      25             0       0    2000
PENN NATIONAL GAMING INC         COMMON   707569109      12680   431600SH            DEFINED      1         431600       0       0
PENN NATIONAL GAMING INC         COMMON   707569109       4448   151400SH            DEFINED      2         151400       0       0
PENN VA CORP                     COMMON   707882106       6210   135300SH            DEFINED      1         135300       0       0
J. C. PENNEY CO                  COMMON   708160106      56003  1078640SH            DEFINED      1        1078640       0       0
J. C. PENNEY CO                  COMMON   708160106      20768   400000SH            DEFINED      1,2       400000       0       0
J. C. PENNEY CO                  COMMON   708160106       8847   170400SH            DEFINED      1,3       170400       0       0
J. C. PENNEY CO                  COMMON   708160106        118     2280SH            DEFINED      10,16       2280       0       0
J. C. PENNEY CO                  COMMON   708160106       1033    19900SH            DEFINED      10,2       19900       0       0
J. C. PENNEY CO                  COMMON   708160106       2064    39762SH            DEFINED      16         29262       0   10500
J. C. PENNEY CO                  COMMON   708160106      20026   385700SH            DEFINED      2         385700       0       0
J. C. PENNEY CO                  COMMON   708160106         82     1570SH            DEFINED      24          1570       0       0
J. C. PENNEY CO                  COMMON   708160106        470     9046SH            DEFINED      25             0       0    9046
J. C. PENNEY CO                  COMMON   708160106         47      911SH            DEFINED      4            911       0       0
J. C. PENNEY CO                  COMMON   708160106         63     1220SH            DEFINED      7           1220       0       0
J. C. PENNEY CO                  COMMON   708160106        501     9656SH            DEFINED      9           9656       0       0
PENNSYLVANIA RL ESTATE INVT TR   COMMON   709102107       2141    53100SH            DEFINED      16         30800       0   22300
PENTAIR INC                      COMMON   709631105       2586    66300SH            DEFINED      1          66300       0       0
PENTAIR INC                      COMMON   709631105          5      122SH            DEFINED      16           122       0       0
PENTAIR INC                      COMMON   709631105          2       48SH            DEFINED      4             48       0       0
PENTAIR INC                      COMMON   709631105        596    15280SH            DEFINED      7          14280       0    1000
PENTON MEDIA INC                 COMMON   709668107          1     3045SH            DEFINED      25          3045       0       0
PENWEST PHARMACEUTICALS CO       COMMON   709754105          6      450SH            DEFINED      4            450       0       0
PEOPLES BANCORP INC              COMMON   709789101         14      525SH            DEFINED      16           525       0       0
PEOPLES BANCORP INC              COMMON   709789101        185     6891SH            DEFINED      25             0       0    6891
PEOPLES BANCORP INC              COMMON   709789101         37     1365SH            DEFINED      5,16        1365       0       0
PEOPLES BK BRIDGEPORT CONN       COMMON   710198102         31      750SH            DEFINED      25             0       0     750
PEOPLES ENERGY CORP              COMMON   711030106       4066    97000SH            DEFINED      1          97000       0       0
PEOPLES ENERGY CORP              COMMON   711030106        154     3674SH            DEFINED      16          3674       0       0
PEOPLES ENERGY CORP              COMMON   711030106        780    18600SH            DEFINED      25             0       0   18600
PEOPLES HOLDING COMPANY          COMMON   711148106        569    18300SH            DEFINED      16         10800       0    7500
PEOPLES HOLDING COMPANY          COMMON   711148106         12      400SH            DEFINED      16,15        400       0       0
PEOPLES HOLDING COMPANY          COMMON   711148106        196     6300SH            DEFINED      5,16        6300       0       0
PEOPLES HOLDING COMPANY          COMMON   711148106          4      120SH            DEFINED      6            120       0       0
PEP BOYS-MANNY MOE & JACK        COMMON   713278109          2      100SH            DEFINED      7            100       0       0
PEPCO HOLDINGS INC               COMMON   713291102         27     1300SH            DEFINED      1              0       0    1300
PEPCO HOLDINGS INC               COMMON   713291102         62     2976SH            DEFINED      16          2976       0       0
PEPCO HOLDINGS INC               COMMON   713291102         91     4346SH            DEFINED      25          3846       0     500
PEPCO HOLDINGS INC               COMMON   713291102         10      500SH            DEFINED      6            500       0       0
PEPCO HOLDINGS INC               COMMON   713291102         17      800SH            DEFINED      7            800       0       0
PEPCO HOLDINGS INC               COMMON   713291102        177     8450SH            DEFINED      9           8450       0       0
PEPSI BOTTLING GROUP INC         COMMON   713409100         77     2765SH            DEFINED      1              0       0    2765
PEPSI BOTTLING GROUP INC         COMMON   713409100       1493    53600SH            DEFINED      10,16      53600       0       0
PEPSI BOTTLING GROUP INC         COMMON   713409100        139     5000SH            DEFINED      10,8        5000       0       0
PEPSI BOTTLING GROUP INC         COMMON   713409100      19209   689739SH            DEFINED      16        623539       0   66200
PEPSI BOTTLING GROUP INC         COMMON   713409100        214     7700SH            DEFINED      16,15       7700       0       0



                                                                                          
PEPSI BOTTLING GROUP INC         COMMON   713409100       1262    45300SH            DEFINED      16,9       45300       0       0
PEPSI BOTTLING GROUP INC         COMMON   713409100        177     6343SH            DEFINED      24          6343       0       0
PEPSI BOTTLING GROUP INC         COMMON   713409100        315    11300SH            DEFINED      5,16       11300       0       0
PEPSI BOTTLING GROUP INC         COMMON   713409100         28     1000SH            DEFINED      9           1000       0       0
PEPSIAMERICAS INC                COMMON   71343P200         20      900SH            DEFINED      16           500       0     400
PEPSIAMERICAS INC                COMMON   71343P200        111     4900SH            DEFINED      16,9        4900       0       0
PEPSICO INC                      COMMON   713448108      39137   738010SH            DEFINED      1         738010       0       0
PEPSICO INC                      COMMON   713448108      31818   600000SH            DEFINED      1,2       600000       0       0
PEPSICO INC                      COMMON   713448108       1474    27800SH            DEFINED      1,3        27800       0       0
PEPSICO INC                      COMMON   713448108       3515    66280SH            DEFINED      10,16      66280       0       0
PEPSICO INC                      COMMON   713448108     150339  2834974SH            DEFINED      16       1874182       0  957562
PEPSICO INC                      COMMON   713448108        912    17190SH            DEFINED      16,23      17190       0       0
PEPSICO INC                      COMMON   713448108       3749    70700SH            DEFINED      16,9       70700       0       0
PEPSICO INC                      COMMON   713448108      20964   395320SH            DEFINED      2         395320       0       0
PEPSICO INC                      COMMON   713448108       1969    37122SH            DEFINED      24         37122       0       0
PEPSICO INC                      COMMON   713448108      48825   920700SH            DEFINED      25        219562       0  701138
PEPSICO INC                      COMMON   713448108       9742   183700SH            DEFINED      3         183700       0       0
PEPSICO INC                      COMMON   713448108         80     1501SH            DEFINED      4           1501       0       0
PEPSICO INC                      COMMON   713448108       1751    33020SH            DEFINED      5,16       33020       0       0
PEPSICO INC                      COMMON   713448108       2318    43710SH            DEFINED      6          43710       0       0
PEPSICO INC                      COMMON   713448108      32439   611714SH            DEFINED      7         611714       0       0
PEPSICO INC                      COMMON   713448108       2880    54310SH            DEFINED      9          54310       0       0
PER-SE TECHNOLOGIES INC          COMMON   713569309        596    38800SH            DEFINED      16         22000       0   16800
PER-SE TECHNOLOGIES INC          COMMON   713569309         12      800SH            DEFINED      16,15        800       0       0
PER-SE TECHNOLOGIES INC          COMMON   713569309      36302  2364969SH            DEFINED      25       2328669       0   36300
PER-SE TECHNOLOGIES INC          COMMON   713569309         74     4800SH            DEFINED      5,16        4800       0       0
PER-SE TECHNOLOGIES INC          COMMON   713569309        695    45300SH            DEFINED      7          45300       0       0
PEREGRINE PHARMACEUTICALS        COMMON   713661106          0       10SH            DEFINED      25             0       0      10
PERFORMANCE FOOD GROUP CO        COMMON   713755106      29839  1078000SH            DEFINED      10       1078000       0       0
PERFORMANCE FOOD GROUP CO        COMMON   713755106        919    33200SH            DEFINED      10,23      33200       0       0
PERINI CORP                      COMMON   713839108       5499   398800SH            DEFINED      1         398800       0       0
PERKINELMER INC                  COMMON   714046109      52512  2545400SH            DEFINED      1        2544100       0    1300
PERKINELMER INC                  COMMON   714046109       1562    75700SH            DEFINED      10,16      75700       0       0
PERKINELMER INC                  COMMON   714046109         50     2400SH            DEFINED      10,8        2400       0       0
PERKINELMER INC                  COMMON   714046109      19728   956270SH            DEFINED      16        822570       0  102600
PERKINELMER INC                  COMMON   714046109         78     3800SH            DEFINED      16,15       3800       0       0
PERKINELMER INC                  COMMON   714046109       1172    56800SH            DEFINED      16,9       56800       0       0
PERKINELMER INC                  COMMON   714046109       4611   223500SH            DEFINED      2         199600       0   23900
PERKINELMER INC                  COMMON   714046109        210    10200SH            DEFINED      5,16       10200       0       0
PERKINELMER INC                  COMMON   714046109        184     8900SH            DEFINED      7           8900       0       0
PEROT SYS CORP                   COMMON   714265105      11796   877700SH            DEFINED      1         877700       0       0
PEROT SYS CORP                   COMMON   714265105        712    53000SH            DEFINED      16         53000       0       0
PEROT SYS CORP                   COMMON   714265105       1417   105400SH            DEFINED      2         105400       0       0
TELEKOMUNIKASI ADR               COMMON   715684106       1003    53500SH            DEFINED      1          53500       0       0
TELEKOMUNIKASI ADR               COMMON   71568