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

                       FORM 13 (F) COVER PAGE

Report for the Calendar Year or Quarter Ended: December 31, 2005

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

Institutional Investment Manager Filing this Report:

Name:    Ameriprise Financial, Inc.
Address: 430 Ameriprise Financial Center
         Minneapolis, MN  55474-0000

Form 13F File Number:  28-139

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:     Jeffrey Fox
Title:    V.P. Investment Accounting
Phone:    612-671-6741

Signature, Place, and Date of Signing:


/s/ Jeffrey Fox        Minneapolis, MN             February 08, 2006
-------------------   ------------------          --------------------
[Signature]           [City, State]               [Date]

Report Type (Check only one.):

[   ] 13F HOLDINGS REPORT.

[   ] 13F NOTICE.

[ x ] 13F COMBINATION REPORT.


                       FORM 13F SUMMARY PAGE


Report Summary:
Number of Other Included Managers:          12
Form 13F Information Table Entry Total:     8198
Form 13F Information Table Value Total:     $62826604 (thousands)



List of Other Included Managers:
No.  13F File Number     Name
--------------------     -----------------------------------------
01   28-139              Ameriprise Financial, Inc.
02   28-10477            RiverSource Investments, LLC
03   28-1045             Ameriprise Trust Company
04   28-140              Ameriprise Certificate Company
05   28-143              IDS Life Insurance  Company
06   28-1046             IDS Life Insurance Company of New York
07   28-10459            American Partners Life
08   28-10456            American Centurion Life of New York
09   28-10457            American Enterprise Life
10                       Threadneedle Asset Management Limited
14                       Kenwood Capital Management LLC



                                                                                                       
                                                              FORM 13F INFORMATION TABLE
                                                           VALUE   SHARES/  SH/ PUT/ INVSTMT    OTHER         VOTING AUTHORITY
        NAME OF ISSUER         TITLE OF CLASS     CUSIP   (x$1000) PRN AMT  PRN CALL DSCRETN   MANAGERS    SOLE     SHARED    NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAON INC   S                   COM              000360206     1709    95350 SH       DEFINED 01 02               0        0    95350
AAR CORP   S                   COM              000361105     5395   225236 SH       DEFINED 01 02               0        0   225236
AAR CORP                       COM              000361105        3      125 SH       DEFINED 01 03               0        0      125
ABB LTD ADR                    COM              000375204        5      500 SH       DEFINED 01 03               0        0      500
ABB LTD ADR                    COM              000375204        2      200 SH       DEFINED 01 03               0        0      200
LIPMAN ELECTRONIC ENGINEERIG   COM              000428011       77     3321 SH       DEFINED 01 10               0        0     3321
ACCO BRANDS CORP   S           COM              00081T108      241     9850 SH       DEFINED 01 02               0        0     9850
ROYAL CARIBBEAN COM USD0.01    COM              000886286     4764   105800 SH       DEFINED 01 10               0        0   105800
ADC TELECOM   S                COM              000886309      307    13667 SH       DEFINED 01 02               0        0    13667
ADC TELECOM   S                COM              000886309    53195  2381169 SH       DEFINED 01 03               0  2381169        0
ADC TELECOMMUNICATIONS         COM              000886309        6      242 SH       DEFINED 01 03               0        0      242
ADC TELECOMMUNICATIONS         COM              000886309      119     4700 SH       DEFINED 01 03               0        0     4700
ADC TELECOMMUNICATIONS         COM              000886309        3      128 SH       DEFINED 01 03               0        0      128
ADC TELECOMMUNICATIONS         COM              000886309        3      113 SH       DEFINED 01 03               0        0      113
ADC TELECOMMUNICATIONS         COM              000886309       20      800 SH       DEFINED 01 03               0        0      800
ADC TELECOMMUNICATIONS         COM              000886309        1       28 SH       DEFINED 01 03               0        0       28
ADC TELECOMMUNICATIONS         COM              000886309        7      257 SH       DEFINED 01 03               0        0      257
ADC TELECOMMUNICATIONS         COM              000886309      582    22942 SH       DEFINED 01 03               0        0    22942
ADE CORP                       COM              00089C107        2    17000 SH       DEFINED 01 03               0        0    17000
ADE CORP                       COM              00089C107        4     3500 SH       DEFINED 01 03               0        0     3500
ACT TELECONFERENCING  INC      COM              000955104       15    14900 SH       DEFINED 01 03               0        0    14900
ABM INDUSTRIES INC   S         COM              000957100     1642    83994 SH       DEFINED 01 02               0        0    83994
ABM INDUSTRIES                 COM              000957100      398      200 SH       DEFINED 01 03               0        0      200
AEP INDUSTRIES INC             COM              001031103      197      595 SH       DEFINED 01 03               0        0      595
AFLAC INC   S                  COM              001055102     9074   195479 SH       DEFINED 01 02               0        0   195479
AFLAC INC   S                  COM              001055102     4966   106975 SH       DEFINED 01 03               0   106975        0
AFLAC INC                      COM              001055102      372     1714 SH       DEFINED 01 03               0        0     1714
AFLAC INC                      COM              001055102       75      800 SH       DEFINED 01 03               0        0      800
AFLAC INC                      COM              001055102       80     8486 SH       DEFINED 01 03               0        0     8486
AFLAC INC                      COM              001055102       38     4200 SH       DEFINED 01 03               0        0     4200
AGCO CORP   S                  COM              001084102      131     7900 SH       DEFINED 01 03               0     7900        0
AGCO CORP   S                  COM              001084102    11620   701384 SH       DEFINED 01 02               0    15980   685404
AGCO CORP   S                  COM              001084102      737    44530 SH       DEFINED 01 02 14            0    44530        0
SYNERON MEDICAL LTD            COM              001090935     2187    69043 SH       DEFINED 01 10               0        0    69043
AGL RESOURCES INC              COM              001204106        1    10400 SH       DEFINED 01 03               0        0    10400
AGL RESOURCES INC              COM              001204106        3     2100 SH       DEFINED 01 03               0        0     2100
AGL RESOURCES INC   S          COM              001204106       43     1230 SH       DEFINED 01 02               0     1230        0
AES CORP                       COM              00130H105        1      100 SH       DEFINED 01 03               0        0      100
AES CORP   S                   COM              00130H105    10163   641957 SH       DEFINED 01 02               0    11371   630586
AES CORP   S                   COM              00130H105     2211   139643 SH       DEFINED 01 03               0   139643        0
ALCON INC                      COM              001382649      531     4102 SH       DEFINED 01 10               0        0     4102
AK STEEL                       COM              001547108        2       50 SH       DEFINED 01 03               0        0       50
AK STEEL                       COM              001547108       35      300 SH       DEFINED 01 03               0        0      300
AK STEEL                       COM              001547108       19      100 SH       DEFINED 01 03               0        0      100
AK STEEL   S                   COM              001547108     8483  1067153 SH       DEFINED 01 02               0    28140  1039013
AK STEEL   S                   COM              001547108     1598   201064 SH       DEFINED 01 10               0        0   201064
AMB PROPERTY CORP.   S         COM              00163T109     2277    46320 SH       DEFINED 01 02               0      720    45600
AMICAS INC                     COM              001712108       16      300 SH       DEFINED 01 03               0        0      300
AMICAS INC   S                 COM              001712108      572   115233 SH       DEFINED 01 02               0        0   115233
AMN HEALTHCARE SERV.   S       COM              001744101      170     8600 SH       DEFINED 01 03               0     8600        0
AMN HEALTHCARE SERV.   S       COM              001744101     3899   197120 SH       DEFINED 01 02               0    31700   165420
AMN HEALTHCARE SERV.   S       COM              001744101      950    48020 SH       DEFINED 01 02 14            0    48020        0
AMR CORP DEL                   COM              001765106        1      835 SH       DEFINED 01 03               0        0      835
AMR CORP DEL                   COM              001765106        4      700 SH       DEFINED 01 03               0        0      700
AMR CORP DEL                   COM              001765106        1     1542 SH       DEFINED 01 03               0        0     1542
AMR CORP DEL   S               COM              001765106    97414  4386070 SH       DEFINED 01 10               0        0  4386070
AMR CORP DEL   S               COM              001765106      897    40335 SH       DEFINED 01 03               0    40335        0
AMR CORP DEL   S               COM              001765106   103546  4657870 SH       DEFINED 01 02               0     9530  4648340
API ELECTRONICS GROUP CORP     COM              001859107      547      100 SH       DEFINED 01 03               0        0      100
API ELECTRONICS GROUP CORP     COM              001859107        3      100 SH       DEFINED 01 03               0        0      100
ATI TECHNOLOGIES INC           COM              001941103      111      200 SH       DEFINED 01 03               0        0      200
ATI TECHNOLOGIES   FSUSD       COM              001941103    25410  1495576 SH       DEFINED 01 02               0      941  1494635
ATI TECHNOLOGIES   FSUSD       COM              001941103       50     2930 SH       DEFINED 01 03               0     2930        0
A.S.V. INC                     COM              001963107        9       85 SH       DEFINED 01 03               0        0       85
A.S.V. INC   S                 COM              001963107      966    38660 SH       DEFINED 01 02               0        0    38660
AT&T INC                       COM              00206R102      449       77 SH       DEFINED 01 03               0        0       77
AT&T INC                       COM              00206R102        2      138 SH       DEFINED 01 03               0        0      138
AT&T INC                       COM              00206R102        5     2182 SH       DEFINED 01 03               0        0     2182
AT&T INC                       COM              00206R102       90     7800 SH       DEFINED 01 03               0        0     7800
AT&T INC                       COM              00206R102      446    10884 SH       DEFINED 01 03               0        0    10884
AT&T INC                       COM              00206R102        3    38000 SH       DEFINED 01 03               0        0    38000
AT&T INC                       COM              00206R102        7       31 SH       DEFINED 01 03               0        0       31
AT&T INC                       COM              00206R102        2        5 SH       DEFINED 01 03               0        0        5
AT&T INC                       COM              00206R102       92       16 SH       DEFINED 01 03               0        0       16
AT&T INC                       COM              00206R102       11      200 SH       DEFINED 01 03               0        0      200
AT&T INC                       COM              00206R102       13      500 SH       DEFINED 01 03               0        0      500
AT&T INC                       COM              00206R102        2      500 SH       DEFINED 01 03               0        0      500
AT&T INC                       COM              00206R102        5      155 SH       DEFINED 01 03               0        0      155
AT&T INC   S                   COM              00206R102   426788 17426966 SH       DEFINED 01 02               0    42635 17384331
AT&T INC   S                   COM              00206R102    22400   914659 SH       DEFINED 01 03               0   914659        0
AT&T INC   S                   COM              00206R102    47380  1936214 SH       DEFINED 01 10               0        0  1936214
AT & T INC (PINES)             COM              00206R201        5      100 SH       DEFINED 01 03               0        0      100
ATMI INC   S                   COM              00207R101     2509    89727 SH       DEFINED 01 02               0        0    89727
ASAT HOLDINGS LTD ADR          COM              00208B105        1    47500 SH       DEFINED 01 03               0        0    47500
ATP OIL & GAS CORP             COM              00208J108        1       28 SH       DEFINED 01 03               0        0       28
ATP OIL & GAS CORPORATION   S  COM              00208J108      413    11159 SH       DEFINED 01 02               0        0    11159
AU OPTRONICS CO-ADR   FSUSD    COM              002255107      186    12381 SH       DEFINED 01 10               0        0    12381
AU OPTRONICS CO-ADR   FSUSD    COM              002255107    13216   880459 SH       DEFINED 01 02 10            0        0   880459
AZZ INC                        COM              002474104       17    22200 SH       DEFINED 01 03               0        0    22200
AZZ INC                        COM              002474104        1     4500 SH       DEFINED 01 03               0        0     4500
AARON RENTS INC   S            COM              002535201     4617   219034 SH       DEFINED 01 02               0        0   219034
AARON RENTS INC-CL A   S       COM              002535300       87     4500 SH       DEFINED 01 02               0        0     4500
AASTROM BIOSCIENCES            COM              00253U107       26      500 SH       DEFINED 01 03               0        0      500
AASTROM BIOSCIENCES            COM              00253U107        2      100 SH       DEFINED 01 03               0        0      100
ABAXIS   S                     COM              002567105       93     5630 SH       DEFINED 01 02               0        0     5630
ABBOTT LABS                    COM              002824100        1      200 SH       DEFINED 01 03               0        0      200
ABBOTT LABS                    COM              002824100        7      259 SH       DEFINED 01 03               0        0      259
ABBOTT LABS                    COM              002824100        9     2125 SH       DEFINED 01 03               0        0     2125
ABBOTT LABS                    COM              002824100       53    10400 SH       DEFINED 01 03               0        0    10400
ABBOTT LABS                    COM              002824100        2       45 SH       DEFINED 01 03               0        0       45
ABBOTT LABS                    COM              002824100        3      311 SH       DEFINED 01 03               0        0      311
ABBOTT LABS *   S              COM              002824100   110214  2795199 SH       DEFINED 01 02               0    15698  2779501
ABBOTT LABS *   S              COM              002824100      547    13875 SH       DEFINED 01 02 10            0        0    13875
ABBOTT LABS *   S              COM              002824100    13535   343257 SH       DEFINED 01 03               0   343257        0
ABBOTT LABS *   S              COM              002824100    23050   584576 SH       DEFINED 01 10               0        0   584576
ABERCROMBIE & FITCH            COM              002896207        8       30 SH       DEFINED 01 03               0        0       30
ABERCROMBIE & FITCH            COM              002896207        0       79 SH       DEFINED 01 03               0        0       79
ABERCROMBIE & FITCH   S        COM              002896207     2817    43203 SH       DEFINED 01 02               0     5161    38042
ABERCROMBIE & FITCH   S        COM              002896207     2994    45934 SH       DEFINED 01 03               0    45934        0
ABGENIX INC                    COM              00339B107        1      550 SH       DEFINED 01 03               0        0      550
ABGENIX INC   S                COM              00339B107     3325   154597 SH       DEFINED 01 02               0        0   154597
ABIOMED INC                    COM              003654100      693      180 SH       DEFINED 01 03               0        0      180
ABRAXAS PETROLEUM CORP         COM              003830106      142     1000 SH       DEFINED 01 03               0        0     1000
ACACIA RESEARCH-COMBIMATRIX    COM              003881208       60    43834 SH       DEFINED 01 02               0        0    43834
ABITIBI-CONSOLIDATED   FSUSD   COM              003924107    11879  2933253 SH       DEFINED 01 02               0        0  2933253
ACADIA REALTY TRUST            COM              004239109       20     4200 SH       DEFINED 01 03               0        0     4200
ACADIA REALTY TRUST            COM              004239109       19      150 SH       DEFINED 01 03               0        0      150
ACADIA REALTY TRUST            COM              004239109        6    20900 SH       DEFINED 01 03               0        0    20900
ACADIA REALTY TRUST   S        COM              004239109     3830   191056 SH       DEFINED 01 02               0        0   191056
ACCESS PHARMACEUTICALS         COM              00431M209       24      300 SH       DEFINED 01 03               0        0      300
ACCESS PHARMACEUTICALS         COM              00431M209      278    20000 SH       DEFINED 01 03               0        0    20000
ACCREDITED HOME LENDERS   S    COM              00437P107     5778   116542 SH       DEFINED 01 02               0        0   116542
ACTIVISION INC                 COM              004930202      234      341 SH       DEFINED 01 03               0        0      341
ACTIVISION INC                 COM              004930202       57      370 SH       DEFINED 01 03               0        0      370
ACTIVISION INC   S             COM              004930202       13      960 SH       DEFINED 01 03               0      960        0
ACTIVISION INC   S             COM              004930202     1443   105282 SH       DEFINED 01 10               0        0   105282
ACTEL CORP   S                 COM              004934105      705    55377 SH       DEFINED 01 02               0        0    55377
ACTUATE SOFTWARE               COM              00508B102        7      300 SH       DEFINED 01 03               0        0      300
ACTUATE SOFTWARE               COM              00508B102       49      125 SH       DEFINED 01 03               0        0      125
ACTUATE CORPORATION   S        COM              00508B102       22     7119 SH       DEFINED 01 02               0        0     7119
ACTUANT CORPORATION.   S       COM              00508X203     9798   175575 SH       DEFINED 01 02               0     7360   168215
ACUITY BRANDS INC   S          COM              00508Y102     3277   103063 SH       DEFINED 01 02               0        0   103063
ACXIOM CORP   S                COM              005125109    55772  2424914 SH       DEFINED 01 02               0   180655  2244259
ACXIOM CORP   S                COM              005125109     2328   101199 SH       DEFINED 01 03               0   101199        0
ADAMS RESPIRATORY THERA INC    COM              00635P107      454    11180 SH       DEFINED 01 02               0        0    11180
ADAPTEC INC   S                COM              00651F108     1439   247192 SH       DEFINED 01 02               0        0   247192
ADECCO S.A. ADR                COM              006754105      337       75 SH       DEFINED 01 03               0        0       75
ADELPHIA COMMUNICATIONS        COM              006848402       69     3140 SH       DEFINED 01 03               0        0     3140
ADESA INC                      COM              00686U104        7      300 SH       DEFINED 01 03               0        0      300
ADESA INC                      COM              00686U104        6    12874 SH       DEFINED 01 03               0        0    12874
ADESA INC   S                  COM              00686U104       26     1060 SH       DEFINED 01 02               0     1060        0
ADMINISTAFF INC                COM              007094105      176      400 SH       DEFINED 01 03               0        0      400
ADMINISTAFF INC                COM              007094105       38       30 SH       DEFINED 01 03               0        0       30
ADMINISTAFF INC                COM              007094105        6      600 SH       DEFINED 01 03               0        0      600
ADMINISTAFF INC   S            COM              007094105     6662   158447 SH       DEFINED 01 02               0        0   158447
ADOBE SYSTEMS INC              COM              00724F101        2       80 SH       DEFINED 01 03               0        0       80
ADOBE SYSTEMS INC              COM              00724F101   115709      100 SH       DEFINED 01 03               0        0      100
ADOBE SYSTEMS INC              COM              00724F101        4       50 SH       DEFINED 01 03               0        0       50
ADOBE SYSTEMS INC   S          COM              00724F101    39492  1069099 SH       DEFINED 01 10               0        0  1069099
ADOBE SYSTEMS INC   S          COM              00724F101     4932   133441 SH       DEFINED 01 03               0   133441        0
ADOBE SYSTEMS INC   S          COM              00724F101    91379  2472350 SH       DEFINED 01 02               0        0  2472350
ADOBE SYSTEMS INC   S          COM              00724F101     4678   126550 SH       DEFINED 01 02 10            0        0   126550
ADTRAN INC   S                 COM              00738A106     4601   154699 SH       DEFINED 01 02               0    12640   142059
ADVANCE AUTO PARTS.   S        COM              00751Y106    25638   589916 SH       DEFINED 01 02               0    53278   536638
ADVANCE AUTO PARTS.   S        COM              00751Y106      978    22493 SH       DEFINED 01 03               0    22493        0
ADV DIGITAL INFORMAT   S       COM              007525108     1581   161560 SH       DEFINED 01 02               0    34610   126950
ADV DIGITAL INFORMAT   S       COM              007525108      929    94960 SH       DEFINED 01 02 14            0    94960        0
ADV DIGITAL INFORMAT   S       COM              007525108      166    17000 SH       DEFINED 01 03               0    17000        0
ADVANCED ANALOGIC TECHNOLOGIES COM              00752J108      690    50000 SH       DEFINED 01 10               0        0    50000
ADVANCED CELL TECH             COM              00752K105     4488       90 SH       DEFINED 01 03               0        0       90
ADVANCED PHOTONIX INC          COM              00754E107        5      150 SH       DEFINED 01 03               0        0      150
ADVANCED OPTICS ELECTRONICS    COM              00754V109       15  1200060 SH       DEFINED 01 03               0        0  1200060
ADVANCED OPTICS ELECTRONICS    COM              00754V109       17  3000000 SH       DEFINED 01 03               0        0  3000000
ADVANCED PLANT PHARMACEUTICAL  COM              00756F201      198   300000 SH       DEFINED 01 03               0        0   300000
ADVO INC   S                   COM              007585102     4870   172799 SH       DEFINED 01 02               0        0   172799
ADVANCED POWERLINE TECHNOLOGIE COM              007623101      380     2250 SH       DEFINED 01 03               0        0     2250
ADVANCED POWERLINE TECHNOLOGIE COM              007623101      494     2000 SH       DEFINED 01 03               0        0     2000
ADVISORY BOARD CO   S          COM              00762W107     3445    72250 SH       DEFINED 01 02               0     5750    66500
ADVISORY BOARD CO   S          COM              00762W107     2042    42835 SH       DEFINED 01 10               0        0    42835
ADVANCED MEDICAL OPTICS        COM              00763M108       77       79 SH       DEFINED 01 03               0        0       79
ADVANCED MEDICAL OPTICS        COM              00763M108       42     1656 SH       DEFINED 01 03               0        0     1656
ADVANCED ID CORP               COM              00763V108       99     1000 SH       DEFINED 01 03               0        0     1000
AEROCENTURY CORP               COM              007737109        1      400 SH       DEFINED 01 03               0        0      400
AEROFLEX INC   S               COM              007768104      920    85600 SH       DEFINED 01 02 14            0    85600        0
AEROFLEX INC   S               COM              007768104      163    15200 SH       DEFINED 01 03               0    15200        0
AEROFLEX INC   S               COM              007768104     7793   724944 SH       DEFINED 01 02               0    53000   671944
AEROPOSTALE INC                COM              007865108        3      100 SH       DEFINED 01 03               0        0      100
AEROPOSTALE INC.   S           COM              007865108      767    29150 SH       DEFINED 01 02               0        0    29150
ADVANCED MICRO DEV             COM              007903107        3      160 SH       DEFINED 01 03               0        0      160
ADVANCED MICRO DEV             COM              007903107        0     1257 SH       DEFINED 01 03               0        0     1257
ADVANCED MICRO DEV             COM              007903107        2      220 SH       DEFINED 01 03               0        0      220
ADVANCED MICRO DEV             COM              007903107        4      200 SH       DEFINED 01 03               0        0      200
ADVANCED MICRO DEV   S         COM              007903107    20731   677455 SH       DEFINED 01 02               0    20488   656967
ADVANCED MICRO DEV   S         COM              007903107     2643    86385 SH       DEFINED 01 03               0    86385        0
ADVANCED VIRAL RESEARCH CORP   COM              007928104        3     6000 SH       DEFINED 01 03               0        0     6000
ADVANTA B   S                  COM              007942204     4988   153720 SH       DEFINED 01 02               0        0   153720
ADVANTA B   S                  COM              007942204      780    24070 SH       DEFINED 01 02 14            0        0    24070
ADVANTA B   S                  COM              007942204      127     3900 SH       DEFINED 01 03               0        0     3900
ADVANCED ENERGY IND   S        COM              007973100      755    63848 SH       DEFINED 01 02               0        0    63848
ADVENT SOFTWARE   S            COM              007974108     2845    98415 SH       DEFINED 01 03               0    98415        0
ADVENT SOFTWARE   S            COM              007974108    42309  1463485 SH       DEFINED 01 02               0   198453  1265032
AETNA INC                      COM              00817Y108      749      100 SH       DEFINED 01 03               0        0      100
AETNA INC                      COM              00817Y108      154       18 SH       DEFINED 01 03               0        0       18
AETNA INC                      COM              00817Y108       15      200 SH       DEFINED 01 03               0        0      200
AETNA INC NEW   S              COM              00817Y108      317     3361 SH       DEFINED 01 10               0        0     3361
AETNA INC NEW   S              COM              00817Y108    45405   481477 SH       DEFINED 01 02               0     5679   475798
AETNA INC NEW   S              COM              00817Y108     5849    62021 SH       DEFINED 01 03               0    62021        0
AFFILIATED COMPUTER            COM              008190100      464       10 SH       DEFINED 01 03               0        0       10
AFFILIATED COMPUTER   S        COM              008190100    53442   903059 SH       DEFINED 01 02               0     1147   901912
AFFILIATED COMPUTER   S        COM              008190100     1573    26575 SH       DEFINED 01 03               0    26575        0
AFFILIATED COMPUTER   S        COM              008190100     4728    80000 SH       DEFINED 01 10               0        0    80000
AFFILIATED MANAGERS            COM              008252108       77     7470 SH       DEFINED 01 03               0        0     7470
AFFILIATED MANAGERS            COM              008252108        2     1530 SH       DEFINED 01 03               0        0     1530
AFFILIATED MANAGERS   S        COM              008252108     7221    89973 SH       DEFINED 01 02               0        0    89973
AFFILIATED MANAGERS   S        COM              008252108     2602    32430 SH       DEFINED 01 10               0        0    32430
AFFYMETRIX                     COM              00826T108      180       20 SH       DEFINED 01 03               0        0       20
AFFYMETRIX.   S                COM              00826T108     4633    97039 SH       DEFINED 01 02               0    60647    36392
AFFYMETRIX.   S                COM              00826T108     1046    21905 SH       DEFINED 01 03               0    21905        0
AFFIRMATIVE INSURANCE          COM              008272106       37     1308 SH       DEFINED 01 03               0        0     1308
AGERE SYS INC                  COM              00845V308       22        6 SH       DEFINED 01 03               0        0        6
AGERE SYS INC                  COM              00845V308       34     7200 SH       DEFINED 01 03               0        0     7200
AGERE SYS INC                  COM              00845V308      179    35290 SH       DEFINED 01 03               0        0    35290
AGERE SYS INC                  COM              00845V308      157       29 SH       DEFINED 01 03               0        0       29
AGERE SYS INC                  COM              00845V308     1060       10 SH       DEFINED 01 03               0        0       10
AGERE SYS INC                  COM              00845V308       11       65 SH       DEFINED 01 03               0        0       65
AGERE SYS INC                  COM              00845V308       19       63 SH       DEFINED 01 03               0        0       63
AGERE SYS INC                  COM              00845V308       82        5 SH       DEFINED 01 03               0        0        5
AGERE SYS INC                  COM              00845V308        5       46 SH       DEFINED 01 03               0        0       46
AGERE SYS INC                  COM              00845V308      409       56 SH       DEFINED 01 03               0        0       56
AGERE SYSTEMS -A-              COM              00845V308      180    13800 SH       DEFINED 01 02               0        0    13800
AGERE SYSTEMS INC              COM              00845V308      773    60000 SH       DEFINED 01 10               0        0    60000
AGILENT TECHNOLOGIES           COM              00846U101        1       30 SH       DEFINED 01 03               0        0       30
AGILENT TECHNOLOGIES           COM              00846U101        5       55 SH       DEFINED 01 03               0        0       55
AGILENT TECHNOLOGIES           COM              00846U101      110     6600 SH       DEFINED 01 03               0        0     6600
AGILENT TECHNOLOGIES           COM              00846U101       25     1300 SH       DEFINED 01 03               0        0     1300
AGILENT TECHNOLOGIES   S       COM              00846U101    12200   366435 SH       DEFINED 01 02               0        0   366435
AGILENT TECHNOLOGIES   S       COM              00846U101     2926    87888 SH       DEFINED 01 03               0    87888        0
AGNICO EAGLE MINES LTD         COM              008474108       24      250 SH       DEFINED 01 03               0        0      250
AGNICO EAGLE MINES LTD         COM              008474108       23      800 SH       DEFINED 01 03               0        0      800
AGNICO EAGLE MINES   FSUSD     COM              008474108    14754   746643 SH       DEFINED 01 02               0        0   746643
AGILYSYS INC   S               COM              00847J105     6732   369405 SH       DEFINED 01 02               0    13270   356135
AGILYSYS INC   S               COM              00847J105      662    36310 SH       DEFINED 01 02 14            0    36310        0
AGILYSYS INC   S               COM              00847J105      115     6300 SH       DEFINED 01 03               0     6300        0
AGREE REALTY CORP   S          COM              008492100     3037   105100 SH       DEFINED 01 02               0        0   105100
AGRIUM   FSUSD                 COM              008916108     5132   233393 SH       DEFINED 01 02               0        0   233393
AIRTRAX INC                    COM              008920100        3    12000 SH       DEFINED 01 03               0        0    12000
AIR FRANCE-KLM ADR   FSUSD     COM              009119108     7425   343420 SH       DEFINED 01 02               0        0   343420
AIR FRANCE ADR WTS             WT               009119116      484   312200 SH       DEFINED 01 02               0        0   312200
AIR METHODS CORP   S           COM              009128307       11      637 SH       DEFINED 01 02               0        0      637
AIR PRODUCTS & CHEM            COM              009158106       79      800 SH       DEFINED 01 03               0        0      800
AIR PRODUCTS & CHEM            COM              009158106      321      925 SH       DEFINED 01 03               0        0      925
AIR PRODUCTS & CHEM            COM              009158106     1571     4500 SH       DEFINED 01 03               0        0     4500
AIR PRODUCTS & CHEM            COM              009158106      386     3800 SH       DEFINED 01 03               0        0     3800
AIR PROD & CHEM   S            COM              009158106    43487   734690 SH       DEFINED 01 02               0        0   734690
AIR PROD & CHEM   S            COM              009158106     4240    71643 SH       DEFINED 01 03               0    71643        0
AIRGAS INC   S                 COM              009363102       26      780 SH       DEFINED 01 02               0      780        0
AIRTRAN HOLDINGS INC           COM              00949P108        0      240 SH       DEFINED 01 03               0        0      240
AIRTRAN HOLDINGS INC   S       COM              00949P108     6705   418270 SH       DEFINED 01 02               0        0   418270
AIRSPAN NETWORKS INC           COM              00950H102       17     1000 SH       DEFINED 01 03               0        0     1000
AIRSPAN NETWORKS INC   S       COM              00950H102      640   112680 SH       DEFINED 01 02 14            0   112680        0
AIRSPAN NETWORKS INC   S       COM              00950H102      113    19900 SH       DEFINED 01 03               0    19900        0
AIRSPAN NETWORKS INC   S       COM              00950H102      601   105660 SH       DEFINED 01 02               0    40570    65090
AKBANK T.A.S.-  ADR 144A   FSU COM              009719303    11560   710165 SH       DEFINED 01 02 10            0        0   710165
AKBANK T.A.S.-  ADR 144A   FSU COM              009719303        9      564 SH       DEFINED 01 03               0        0      564
AKAMAI TECHNOLOGIES            COM              00971T101       15     7000 SH       DEFINED 01 03               0        0     7000
AKAMAI TECHNOLOGIES            COM              00971T101       99      100 SH       DEFINED 01 03               0        0      100
AKAMAI TECHNOLOGIES.   S       COM              00971T101     2899   145460 SH       DEFINED 01 02               0        0   145460
ALABAMA NATL BANC..   S        COM              010317105     2553    39425 SH       DEFINED 01 02               0        0    39425
ACE LTD STK                    COM              010366437      105     1972 SH       DEFINED 01 02               0     1972        0
ALASKA AIRGROUP   S            COM              011659109    11382   318670 SH       DEFINED 01 02               0     7970   310700
ALASKA AIRGROUP   S            COM              011659109      787    22030 SH       DEFINED 01 02 14            0    22030        0
ALASKA AIRGROUP   S            COM              011659109      125     3500 SH       DEFINED 01 03               0     3500        0
ALASKA COMM SYSTEMS   S        COM              01167P101      411    40455 SH       DEFINED 01 02               0        0    40455
ALBANY INTL CORP NEW   S       COM              012348108     2541    70270 SH       DEFINED 01 02               0        0    70270
ALBANY MOLECULAR RES   S       COM              012423109     2275   187248 SH       DEFINED 01 02               0        0   187248
ALBEMARLE CORP   S             COM              012653101     3393    88486 SH       DEFINED 01 02               0        0    88486
ALBERTO CULVER                 COM              013068101        4     1550 SH       DEFINED 01 03               0        0     1550
ALBERTO CULVER                 COM              013068101        1     7600 SH       DEFINED 01 03               0        0     7600
ALBERTO CULVER   S             COM              013068101      221     4828 SH       DEFINED 01 02               0      480     4348
ALBERTO CULVER   S             COM              013068101      738    16139 SH       DEFINED 01 03               0    16139        0
ALBERTSONS INC   S             COM              013104104    50049  2344228 SH       DEFINED 01 02               0     4544  2339684
ALBERTSONS INC   S             COM              013104104     1683    78841 SH       DEFINED 01 03               0    78841        0
ALCAN INC   FSUSD              COM              013716105    24062   587594 SH       DEFINED 01 02               0      946   586648
ALCOA INC                      COM              013817101       15     1200 SH       DEFINED 01 03               0        0     1200
ALCOA INC                      COM              013817101       18     5600 SH       DEFINED 01 03               0        0     5600
ALCOA INC                      COM              013817101       12      225 SH       DEFINED 01 03               0        0      225
ALCOA INC                      COM              013817101       95      200 SH       DEFINED 01 03               0        0      200
ALCOA INC   S                  COM              013817101    92237  3119216 SH       DEFINED 01 02               0      472  3118744
ALCOA INC   S                  COM              013817101     7868   266052 SH       DEFINED 01 03               0   266052        0
ALCOA INC   S                  COM              013817101     4743   160500 SH       DEFINED 01 10               0        0   160500
ALCATEL SA.   FSUSD            COM              013904305     1873   151087 SH       DEFINED 01 02               0        0   151087
ALDERWOODS GROUP INC   S       COM              014383103      237    14951 SH       DEFINED 01 02               0        0    14951
ALERIS INTL   S                COM              014477103     2426    75258 SH       DEFINED 01 02               0        0    75258
ALEX REAL ESTATE EQU   S       COM              015271109     3144    39050 SH       DEFINED 01 02               0       50    39000
ALEXION PHARMACEUTICAL         COM              015351109        2      200 SH       DEFINED 01 03               0        0      200
ALEXION PHARMACEUTIC   S       COM              015351109      358    17676 SH       DEFINED 01 02               0        0    17676
ALFA CORP   S                  COM              015385107      516    32020 SH       DEFINED 01 02               0        0    32020
ALPHACELL CORP                 COM              015404106        2     1000 SH       DEFINED 01 03               0        0     1000
ALIGN TECHNOLOGY               COM              016255101        2      200 SH       DEFINED 01 03               0        0      200
ALKERMES INC                   COM              01642T108       11      200 SH       DEFINED 01 03               0        0      200
ALKERMES INC   S               COM              01642T108     4982   260551 SH       DEFINED 01 02               0    22260   238291
ALLEGHANY CORP   S             COM              017175100     3578    12600 SH       DEFINED 01 02               0        0    12600
ALLEGHENY ENERGY   S           COM              017361106    12121   382954 SH       DEFINED 01 02               0        0   382954
ALLEGHENY ENERGY   S           COM              017361106     1102    34818 SH       DEFINED 01 03               0    34818        0
ALLEGHENY ENERGY   S           COM              017361106     2427    76815 SH       DEFINED 01 10               0        0    76815
ALLEGHENY TECHNOLOGY   S       COM              01741R102     5400   149693 SH       DEFINED 01 02               0        0   149693
ALLEGHENY TECHNOLOGY   S       COM              01741R102      656    18181 SH       DEFINED 01 03               0    18181        0
ALLEGHENY TECHNOLOGY   S       COM              01741R102     2655    73636 SH       DEFINED 01 10               0        0    73636
ALLERGAN INC   S               COM              018490102    10579    97926 SH       DEFINED 01 02               0      308    97618
ALLERGAN INC   S               COM              018490102     3038    28137 SH       DEFINED 01 03               0    28137        0
ALLETE INC                     COM              018522300        9   101342 SH       DEFINED 01 03               0        0   101342
ALLETE INC                     COM              018522300        1  2612540 SH       DEFINED 01 03               0        0  2612540
ALLETE INC   S                 COM              018522300     3366    76489 SH       DEFINED 01 02               0        0    76489
ALLETE INC   S                 COM              018522300   105136  2389449 SH       DEFINED 01 03               0  2389449        0
ALLIANCE BANKSHARES CORP   S   COM              018535104      412    25746 SH       DEFINED 01 02               0        0    25746
ALLIANCE CAPITAL MANAGEMENT HL COM              01855A101       19      150 SH       DEFINED 01 03               0        0      150
ALLIANCE CAP MGMT   S          COM              01855A101     1596    28255 SH       DEFINED 01 02               0        0    28255
ALLIANCE GAMING CORP   S       COM              01859P609      568    43600 SH       DEFINED 01 02               0        0    43600
ALLIANCE IMAGING INC   S       COM              018606202      176    29631 SH       DEFINED 01 02               0        0    29631
ALLIANCE ONE INTERNATIONAL INC COM              018772103       51     1057 SH       DEFINED 01 03               0        0     1057
ALLIANCE ONE INTL INC   S      COM              018772103      741   189985 SH       DEFINED 01 02               0        0   189985
ALLIANT ENERGY CORP   S        COM              018802108   107428  3831237 SH       DEFINED 01 03               0  3831237        0
ALLIANT TECHSYSTEMS   S        COM              018804104      132     1739 SH       DEFINED 01 02               0      300     1439
ALLIED CAPITAL LENDING         COM              01903Q108        5     4000 SH       DEFINED 01 03               0        0     4000
ALLIED CAPITAL LENDING         COM              01903Q108        2      205 SH       DEFINED 01 03               0        0      205
ALLIED CAPITAL LENDING         COM              01903Q108        5     1000 SH       DEFINED 01 03               0        0     1000
ALLIED HEALTHCARE INTL         COM              01923A109        1     1000 SH       DEFINED 01 03               0        0     1000
ALLIED WASTE INDUSTRIES INC    COM              019589308      671     1650 SH       DEFINED 01 03               0        0     1650
ALLIED WASTE IND   S           COM              019589308     3104   355123 SH       DEFINED 01 02               0        0   355123
ALLIED WASTE IND   S           COM              019589308      408    46660 SH       DEFINED 01 03               0    46660        0
ALLSCRIPTS HEALTHCARE SOLUTION COM              01988P108        2      150 SH       DEFINED 01 03               0        0      150
ALLSCRIPTS HEALTHCARE SOLUTION COM              01988P108       30      100 SH       DEFINED 01 03               0        0      100
ALLSCRIPTS HEALTHCARE SOLUTION COM              01988P108        4      100 SH       DEFINED 01 03               0        0      100
ALLSCRIPTS HEALTHCARE SOLUTION COM              01988P108      136     3500 SH       DEFINED 01 03               0        0     3500
ALLSCRIPTS HLTHCARE   S        COM              01988P108     1400   104416 SH       DEFINED 01 02               0        0   104416
ALLSTATE CORP                  COM              020002101        2     3800 SH       DEFINED 01 03               0        0     3800
ALLSTATE CORP                  COM              020002101       10     7300 SH       DEFINED 01 03               0        0     7300
ALLSTATE CORP                  COM              020002101        1     9500 SH       DEFINED 01 03               0        0     9500
ALLSTATE CORP                  COM              020002101        1      800 SH       DEFINED 01 03               0        0      800
ALLSTATE CORP                  COM              020002101        4     1475 SH       DEFINED 01 03               0        0     1475
ALLSTATE CORP                  COM              020002101        2     1900 SH       DEFINED 01 03               0        0     1900
ALLSTATE CORP                  COM              020002101        8      318 SH       DEFINED 01 03               0        0      318
ALLSTATE CORP   S              COM              020002101    27250   503943 SH       DEFINED 01 02               0     8943   495000
ALLSTATE CORP   S              COM              020002101     8217   151974 SH       DEFINED 01 03               0   151974        0
ALLTEL CORP                    COM              020039103        2       12 SH       DEFINED 01 03               0        0       12
ALLTEL CORP   S                COM              020039103    87981  1394286 SH       DEFINED 01 02               0      324  1393962
ALLTEL CORP   S                COM              020039103     6003    95132 SH       DEFINED 01 03               0    95132        0
ALPHA NATURAL RESOURCES INC    COM              02076X102      108     5615 SH       DEFINED 01 02               0        0     5615
ALPHA PRO TECH LTD             COM              020772109        0     1000 SH       DEFINED 01 03               0        0     1000
ALPHARMA INC CL A   S          COM              020813101    10924   383102 SH       DEFINED 01 02               0    26050   357052
ALPHARMA INC CL A   S          COM              020813101     1454    51030 SH       DEFINED 01 02 14            0    51030        0
ALPHARMA INC CL A   S          COM              020813101      254     8900 SH       DEFINED 01 03               0     8900        0
ALTAIR TECH INC                COM              021373105       11      800 SH       DEFINED 01 03               0        0      800
ALTERA CORP   S                COM              021441100      386    20841 SH       DEFINED 01 02               0        0    20841
ALTERA CORP   S                COM              021441100     1473    79482 SH       DEFINED 01 03               0    79482        0
ALTIRIS INC   S                COM              02148M100      854    50560 SH       DEFINED 01 02               0        0    50560
ALTRIA GROUP INC               COM              02209S103       28      158 SH       DEFINED 01 03               0        0      158
ALTRIA GROUP INC               COM              02209S103       73      780 SH       DEFINED 01 03               0        0      780
ALTRIA GROUP INC               COM              02209S103        8     6900 SH       DEFINED 01 03               0        0     6900
ALTRIA GROUP INC               COM              02209S103       48     4300 SH       DEFINED 01 03               0        0     4300
ALTRIA GROUP INC               COM              02209S103       30     3770 SH       DEFINED 01 03               0        0     3770
ALTRIA GROUP INC               COM              02209S103       88    38600 SH       DEFINED 01 03               0        0    38600
ALTRIA GROUP INC               COM              02209S103       21       50 SH       DEFINED 01 03               0        0       50
ALTRIA GROUP INC               COM              02209S103      690       33 SH       DEFINED 01 03               0        0       33
ALTRIA GROUP INC               COM              02209S103        8      800 SH       DEFINED 01 03               0        0      800
ALTRIA GROUP INC               COM              02209S103        9      250 SH       DEFINED 01 03               0        0      250
ALTRIA GROUP INC               COM              02209S103       34      389 SH       DEFINED 01 03               0        0      389
ALTRIA GROUP INC               COM              02209S103      154      300 SH       DEFINED 01 03               0        0      300
ALTRIA GROUP INC               COM              02209S103       34      300 SH       DEFINED 01 03               0        0      300
ALTRIA GROUP INC               COM              02209S103        2      155 SH       DEFINED 01 03               0        0      155
ALTRIA GROUP INC               COM              02209S103        4      240 SH       DEFINED 01 03               0        0      240
ALTRIA GROUP INC               COM              02209S103        0       50 SH       DEFINED 01 03               0        0       50
ALTRIA GROUP INC               COM              02209S103      141      150 SH       DEFINED 01 03               0        0      150
ALTRIA GROUP INC   S           COM              02209S103     9328   124836 SH       DEFINED 01 02 10            0        0   124836
ALTRIA GROUP INC   S           COM              02209S103    36212   484635 SH       DEFINED 01 03               0   484635        0
ALTRIA GROUP INC   S           COM              02209S103   145526  1947876 SH       DEFINED 01 10               0        0  1947876
ALTRIA GROUP INC   S           COM              02209S103   725268  9706387 SH       DEFINED 01 02               0   132336  9574051
AMAZON COM INC                 COM              023135106        1      100 SH       DEFINED 01 03               0        0      100
AMAZON COM INC                 COM              023135106       20       70 SH       DEFINED 01 03               0        0       70
AMAZON COM INC                 COM              023135106       20        8 SH       DEFINED 01 03               0        0        8
AMAZON COM INC                 COM              023135106       23       44 SH       DEFINED 01 03               0        0       44
AMAZON COM INC   S             COM              023135106      831    17635 SH       DEFINED 01 02               0        0    17635
AMAZON COM INC   S             COM              023135106     3143    66649 SH       DEFINED 01 03               0    66649        0
AMBAC FINANCIAL GRP   S        COM              023139108     6319    81983 SH       DEFINED 01 02               0     8032    73951
AMBAC FINANCIAL GRP   S        COM              023139108     1733    22490 SH       DEFINED 01 03               0    22490        0
AMBASSADORS GROUP INC          COM              023177108        1    27700 SH       DEFINED 01 03               0        0    27700
AMBASSADORS GROUP INC          COM              023177108        1     5700 SH       DEFINED 01 03               0        0     5700
AMBASSADORS GROUP INC   S      COM              023177108      123     5392 SH       DEFINED 01 02               0        0     5392
AMBIENT CORPORATION            COM              02318N102        0     1000 SH       DEFINED 01 03               0        0     1000
AMBIENT CORPORATION            COM              02318N102       14     6000 SH       DEFINED 01 03               0        0     6000
AMBIENT CORPORATION            COM              02318N102        3     2000 SH       DEFINED 01 03               0        0     2000
AMCOL INTL CORP.   S           COM              02341W103     3026   147470 SH       DEFINED 01 02               0    10440   137030
AMEDISYS INC   S               COM              023436108     3957    93670 SH       DEFINED 01 02               0     5710    87960
AMERADA HESS CORP              COM              023551104        1      100 SH       DEFINED 01 03               0        0      100
AMERADA HESS CORP              COM              023551104        4     3000 SH       DEFINED 01 03               0        0     3000
AMERADA HESS CORP              COM              023551104        6      500 SH       DEFINED 01 03               0        0      500
AMERADA HESS   S               COM              023551104    36459   287507 SH       DEFINED 01 02               0     9252   278255
AMERADA HESS   S               COM              023551104     2182    17205 SH       DEFINED 01 03               0    17205        0
AMERCO   S                     COM              023586100     1184    16438 SH       DEFINED 01 02               0        0    16438
AMEREN CORP   S                COM              023608102    12317   240358 SH       DEFINED 01 02               0      640   239718
AMEREN CORP   S                COM              023608102     2238    43675 SH       DEFINED 01 03               0    43675        0
AMERICA FIRST APARTMENT        COM              02363X104        2       55 SH       DEFINED 01 03               0        0       55
AMERICA MOVIL SA  CV.   FSUSD  COM              02364W105    22918   783232 SH       DEFINED 01 02 10            0        0   783232
AMERICA MOVIL SA  CV.   FSUSD  COM              02364W105   223053  7638802 SH       DEFINED 01 10               0        0  7638802
AMERICA MOVIL SA  CV.   FSUSD  COM              02364W105    16876   576776 SH       DEFINED 01 02               0        0   576776
AMCORE FINL INC   S            COM              023912108     1299    42714 SH       DEFINED 01 02               0        0    42714
AMER AXLE & MFG HDGS           COM              024061103        4      100 SH       DEFINED 01 03               0        0      100
AMER AXLE & MFG HDGS           COM              024061103        9     9700 SH       DEFINED 01 03               0        0     9700
AMER AXLE & MFG HDGS           COM              024061103       12     2000 SH       DEFINED 01 03               0        0     2000
AMER AXLE & MFG HDGS   S       COM              024061103      843    45983 SH       DEFINED 01 02               0        0    45983
AMERICAN BANK NOTE HOLOGRAPHIC COM              024377103        1      750 SH       DEFINED 01 03               0        0      750
AMERICAN CAMPUS COMMUNITIES    COM              024835100       11     3300 SH       DEFINED 01 03               0        0     3300
AMERICAN CAMPUS COMMUNITIES    COM              024835100        6    16500 SH       DEFINED 01 03               0        0    16500
AMERICAN CAMPUS COMMUNITIES    COM              024835100      426    17213 SH       DEFINED 01 02               0        0    17213
AMERICAN CAPITAL START         COM              024937104      328      532 SH       DEFINED 01 03               0        0      532
AMERICAN CAPITAL START         COM              024937104       36      300 SH       DEFINED 01 03               0        0      300
AMERICAN CAPITAL STRATEGIES    COM              024937104     1367    37815 SH       DEFINED 01 10               0        0    37815
AMERICAN COMMERCIAL LINES WTS  WT               025195116       71      644 SH       DEFINED 01 02               0        0      644
AMERICAN COMMERCIAL LINES   S  COM              025195207      183     6050 SH       DEFINED 01 02               0        0     6050
AMERICAN COMMUNITY BNCSHS      COM              02520W106      598    32502 SH       DEFINED 01 02               0    32502        0
AMERICAN ELEC PWR INC          COM              025537101      633      600 SH       DEFINED 01 03               0        0      600
AMERICAN ELEC PWR INC          COM              025537101      131    28400 SH       DEFINED 01 03               0        0    28400
AMERICAN ELEC PWR INC          COM              025537101        2     4200 SH       DEFINED 01 03               0        0     4200
AMERICAN ELEC PWR INC          COM              025537101       34     4800 SH       DEFINED 01 03               0        0     4800
AMERICAN ELEC PWR INC          COM              025537101        0      900 SH       DEFINED 01 03               0        0      900
AMERICAN ELEC PWR   S          COM              025537101     3122    84166 SH       DEFINED 01 03               0    84166        0
AMERICAN ELEC PWR   S          COM              025537101    11336   305562 SH       DEFINED 01 02               0     1990   303572
AMERICAN EAGLE OUTFITTERS INC  COM              02553E106      388      600 SH       DEFINED 01 03               0        0      600
AMERICAN EAGLE OUTFITTERS INC  COM              02553E106       79      300 SH       DEFINED 01 03               0        0      300
AMERICAN EAGLE OUTFI   S       COM              02553E106      301    13062 SH       DEFINED 01 02               0    13062        0
AMERICAN EQUITY INVT LIFE HL   COM              025676206     1200    91956 SH       DEFINED 01 02               0        0    91956
AMERICAN EQUITY INVT LIFE HL   COM              025676206      130    10000 SH       DEFINED 01 10               0        0    10000
AMERICAN EXPRESS               COM              025816109        0      100 SH       DEFINED 01 03               0        0      100
AMERICAN EXPRESS               COM              025816109        2     2100 SH       DEFINED 01 03               0        0     2100
AMERICAN EXPRESS               COM              025816109       22       10 SH       DEFINED 01 03               0        0       10
AMERICAN EXPRESS   S           COM              025816109   100603  1954969 SH       DEFINED 01 02               0      487  1954482
AMERICAN EXPRESS   S           COM              025816109     6358   123546 SH       DEFINED 01 02 10            0        0   123546
AMERICAN EXPRESS   S           COM              025816109  1073663 20864036 SH       DEFINED 01 03               0 20864036        0
AMERICAN EXPRESS   S           COM              025816109    98897  1924052 SH       DEFINED 01 10               0        0  1924052
AMERICAN FINANCIAL GRP   S     COM              025932104      621    16219 SH       DEFINED 01 02               0      290    15929
AM GREETINGS CL A   S          COM              026375105       15      660 SH       DEFINED 01 02               0        0      660
AMERICAN HEALTHWAYS.   S       COM              02649V104     3751    82900 SH       DEFINED 01 02               0        0    82900
AMERICAN HOME MTG INVT CORP    COM              02660R107        1     9711 SH       DEFINED 01 03               0        0     9711
AMERICAN HOME MTG INVT CORP    COM              02660R107        1      127 SH       DEFINED 01 03               0        0      127
AMERICAN HOME MORTGAGE INV   S COM              02660R107     1372    42120 SH       DEFINED 01 02 14            0    42120        0
AMERICAN HOME MORTGAGE INV   S COM              02660R107      235     7200 SH       DEFINED 01 03               0     7200        0
AMERICAN HOME MORTGAGE INV   S COM              02660R107     5973   183401 SH       DEFINED 01 02               0    15360   168041
AMERICAN INTL GROUP            COM              026874107        8       40 SH       DEFINED 01 03               0        0       40
AMERICAN INTL GROUP            COM              026874107        5    24000 SH       DEFINED 01 03               0        0    24000
AMERICAN INTL GROUP            COM              026874107        6     4900 SH       DEFINED 01 03               0        0     4900
AMERICAN INTL GROUP            COM              026874107        1     1200 SH       DEFINED 01 03               0        0     1200
AMERICAN INTL GROUP            COM              026874107       58      350 SH       DEFINED 01 03               0        0      350
AMERICAN INTL GROUP            COM              026874107        2      370 SH       DEFINED 01 03               0        0      370
AMERICAN INTL GROUP            COM              026874107        4      375 SH       DEFINED 01 03               0        0      375
AMERICAN INTL GROUP            COM              026874107        2     5900 SH       DEFINED 01 03               0        0     5900
AMERICAN INTL GROUP   S        COM              026874107     7663   112305 SH       DEFINED 01 02 10            0        0   112305
AMERICAN INTL GROUP   S        COM              026874107    39067   572587 SH       DEFINED 01 03               0   572587        0
AMERICAN INTL GROUP   S        COM              026874107   108598  1591868 SH       DEFINED 01 10               0        0  1591868
AMERICAN INTL GROUP   S        COM              026874107   611825  8966937 SH       DEFINED 01 02               0     6313  8960624
AMER ITALIAN PASTA   S         COM              027070101      926   136327 SH       DEFINED 01 02               0    34950   101377
AMER ITALIAN PASTA   S         COM              027070101      658    96800 SH       DEFINED 01 02 14            0    96800        0
AMER ITALIAN PASTA   S         COM              027070101      118    17300 SH       DEFINED 01 03               0    17300        0
AMERICAN MEDICAL SYS..   S     COM              02744M108     2701   151480 SH       DEFINED 01 02               0        0   151480
AMERICAN MEDICAL ALERT CORP    COM              027904101        0        4 SH       DEFINED 01 03               0        0        4
AMERICAN NATL INS CO   S       COM              028591105     4481    38300 SH       DEFINED 01 02               0        0    38300
AMERICAN OIL & GAS INC         COM              028723104        2     3700 SH       DEFINED 01 03               0        0     3700
AMERICAN PHYSICIANS CAP INC    COM              028884104      229     5000 SH       DEFINED 01 03               0     5000        0
AMERICAN PHYSICIANS CAP INC    COM              028884104     6412   140050 SH       DEFINED 01 02               0    11430   128620
AMERICAN PHYSICIANS CAP INC    COM              028884104     1449    31660 SH       DEFINED 01 02 14            0    31660        0
AMERICAN RETIREMENT   S        COM              028913101      615    24440 SH       DEFINED 01 02               0     8740    15700
AMER PWR CONVERSION   S        COM              029066107    41674  1894211 SH       DEFINED 01 02               0   112773  1781438
AMER PWR CONVERSION   S        COM              029066107     2378   108105 SH       DEFINED 01 03               0   108105        0
AMERICAN REPROGRAPHICS CO   S  COM              029263100      324    12767 SH       DEFINED 01 02               0        0    12767
AMERICAN SCIENCE & ENGINEERI   COM              029429107      343     5502 SH       DEFINED 01 02               0     4670      832
AMERICAN STD CO   S            COM              029712106    32289   808338 SH       DEFINED 01 02               0    10301   798037
AMERICAN STD CO   S            COM              029712106     1562    39090 SH       DEFINED 01 03               0    39090        0
AMERICAN STS WATER   S         COM              029899101     1128    36610 SH       DEFINED 01 02               0        0    36610
AMERICAN TOWER CORP CL A       COM              029912201        4      500 SH       DEFINED 01 03               0        0      500
AMERICAN TOWER CORP CL A       COM              029912201        8     3200 SH       DEFINED 01 03               0        0     3200
AMERICAN TOWER CORP   S        COM              029912201    13006   479951 SH       DEFINED 01 02               0    20827   459124
AMERICAN TOWER CORP   S        COM              029912201     7357   271462 SH       DEFINED 01 02 10            0        0   271462
AMERICAN TOWER CORP   S        COM              029912201    79231  2924671 SH       DEFINED 01 10               0        0  2924671
AMERICAN TECHNOLOGIES CORP     COM              030145205      146     1200 SH       DEFINED 01 03               0        0     1200
AMERICAN VANGUARD CORP   S     COM              030371108      146     6233 SH       DEFINED 01 02               0        0     6233
AMERICAN WATER STAR            COM              030409106       32    11120 SH       DEFINED 01 03               0        0    11120
AMERICAN WOODMARK CORP.   S    COM              030506109     1514    61088 SH       DEFINED 01 02               0        0    61088
AMERICANWEST BANCORPORATION    COM              03058P109      474    20078 SH       DEFINED 01 02               0        0    20078
AMERICREDIT CORP   S           COM              03060R101     2651   103450 SH       DEFINED 01 02               0     1050   102400
AMERISTAR CASINOS IN   S       COM              03070Q101     2374   104576 SH       DEFINED 01 02               0       80   104496
AMERON INTL CORP.   S          COM              030710107     1163    25554 SH       DEFINED 01 02               0        0    25554
AMERON INTL CORP.   S          COM              030710107        4       95 SH       DEFINED 01 03               0       95        0
AMERUS GROUP CO                COM              03072M108      269     1700 SH       DEFINED 01 03               0        0     1700
AMERUS GROUP CO                COM              03072M108      456     8300 SH       DEFINED 01 03               0        0     8300
AMERUS GROUP CO   S            COM              03072M108     4502    79449 SH       DEFINED 01 02               0        0    79449
AMERISOURCE BERGEN CORP        COM              03073E105       93      600 SH       DEFINED 01 03               0        0      600
AMERISOURCE BERGEN CORP        COM              03073E105       59    14400 SH       DEFINED 01 03               0        0    14400
AMERISOURCE BERGEN CORP        COM              03073E105        1     5200 SH       DEFINED 01 03               0        0     5200
AMERISOURCE BERGEN CORP        COM              03073E105       44     3000 SH       DEFINED 01 03               0        0     3000
AMERISOURCE BERGEN CORP        COM              03073E105       20     1000 SH       DEFINED 01 03               0        0     1000
AMERISOURCEBERGEN   S          COM              03073E105    21901   528987 SH       DEFINED 01 02               0     3216   525771
AMERISOURCEBERGEN   S          COM              03073E105     1887    45588 SH       DEFINED 01 03               0    45588        0
AMERIGROUP CORP   S            COM              03073T102     4298   220840 SH       DEFINED 01 02               0        0   220840
AMERISERV FINANCIAL            COM              03074A102        1      200 SH       DEFINED 01 03               0        0      200
AMERITRADE HLDGS.   S          COM              03074K100     7266   302779 SH       DEFINED 01 02               0        0   302779
AMERITRADE HLDGS.   S          COM              03074K100    30880  1287176 SH       DEFINED 01 10               0        0  1287176
AMERIPRISE FINANCIAL INC       COM              03076C106        0     4350 SH       DEFINED 01 03               0        0     4350
AMERIPRISE FINANCIAL INC       COM              03076C106        0    18700 SH       DEFINED 01 03               0        0    18700
AMERIPRISE FINANCIAL INC       COM              03076C106        0       20 SH       DEFINED 01 03               0        0       20
AMERIPRISE FINANCIAL INC       COM              03076C106        0        2 SH       DEFINED 01 03               0        0        2
AMERIPRISE FINANCIAL INC   S   COM              03076C106     1014    24740 SH       DEFINED 01 10               0        0    24740
AMERIPRISE FINANCIAL INC   S   COM              03076C106   165570  4038315 SH       DEFINED 01 03               0  4038315        0
AMERIPRISE FINANCIAL INC   S   COM              03076C106      580    14141 SH       DEFINED 01 02               0        0    14141
AMETEK INC                     COM              031100100       11      100 SH       DEFINED 01 03               0        0      100
AMETEK INC (NEW)   S           COM              031100100     2813    66100 SH       DEFINED 01 02               0        0    66100
AMGEN                          COM              031162100       28      200 SH       DEFINED 01 03               0        0      200
AMGEN                          COM              031162100      468       19 SH       DEFINED 01 03               0        0       19
AMGEN                          COM              031162100        3      150 SH       DEFINED 01 03               0        0      150
AMGEN                          COM              031162100       49       25 SH       DEFINED 01 03               0        0       25
AMGEN                          COM              031162100      531       30 SH       DEFINED 01 03               0        0       30
AMGEN                          COM              031162100       11      252 SH       DEFINED 01 03               0        0      252
AMGEN                          COM              031162100        3     1300 SH       DEFINED 01 03               0        0     1300
AMGEN                          COM              031162100        0      164 SH       DEFINED 01 03               0        0      164
AMGEN                          COM              031162100      109       30 SH       DEFINED 01 03               0        0       30
AMGEN INC   S                  COM              031162100   197573  2505317 SH       DEFINED 01 02               0     4820  2500497
AMGEN INC   S                  COM              031162100     6446    81748 SH       DEFINED 01 02 10            0        0    81748
AMGEN INC   S                  COM              031162100    21418   271592 SH       DEFINED 01 03               0   271592        0
AMGEN INC   S                  COM              031162100   102689  1304494 SH       DEFINED 01 10               0        0  1304494
AMPEX CORP-CLASS A   S         COM              032092306       25     1193 SH       DEFINED 01 02               0        0     1193
AMSOUTH BANCORP                COM              032165102       94      330 SH       DEFINED 01 03               0        0      330
AMSOUTH BANCORP                COM              032165102        8      700 SH       DEFINED 01 03               0        0      700
AMSOUTH BANCORP                COM              032165102       10     1833 SH       DEFINED 01 03               0        0     1833
AMSOUTH BANCORPORATI   S       COM              032165102    27249  1039638 SH       DEFINED 01 02               0     1830  1037808
AMSOUTH BANCORPORATI   S       COM              032165102     1953    74524 SH       DEFINED 01 03               0    74524        0
AMSURG CORP.   S               COM              03232P405     1479    64720 SH       DEFINED 01 02               0        0    64720
AMYLIN PHARM.   S              COM              032346108     5903   147862 SH       DEFINED 01 02               0    15220   132642
AMYLIN PHARM.   S              COM              032346108     6005   150542 SH       DEFINED 01 10               0        0   150542
ANADARKO PETROLEUM CORP        COM              032511107        4       16 SH       DEFINED 01 03               0        0       16
ANADARKO PETROLEUM CORP        COM              032511107       18       50 SH       DEFINED 01 03               0        0       50
ANADARKO PETROLEUM CORP        COM              032511107        3       50 SH       DEFINED 01 03               0        0       50
ANADARKO PETRO CORP   S        COM              032511107   185190  1954502 SH       DEFINED 01 02               0     7905  1946597
ANADARKO PETRO CORP   S        COM              032511107     6155    64966 SH       DEFINED 01 03               0    64966        0
ANADIGICS   S                  COM              032515108      449    74900 SH       DEFINED 01 02               0        0    74900
ANALOG DEVICES   S             COM              032654105    44171  1231409 SH       DEFINED 01 02               0     5380  1226029
ANALOG DEVICES   S             COM              032654105     4208   117318 SH       DEFINED 01 03               0   117318        0
ANALOG DEVICES   S             COM              032654105     5625   156914 SH       DEFINED 01 10               0        0   156914
ANALOGIC   S                   COM              032657207     1443    30149 SH       DEFINED 01 02               0        0    30149
ANALYSTS INTERNATIONAL         COM              032681108      795      300 SH       DEFINED 01 03               0        0      300
ANAREN INC                     COM              032744104      195    38411 SH       DEFINED 01 03               0        0    38411
ANAREN INC                     COM              032744104      166     7800 SH       DEFINED 01 03               0        0     7800
ANAREN INC   S                 COM              032744104      741    47400 SH       DEFINED 01 02               0        0    47400
ANCHOR BANCORP   S             COM              032839102     2562    84417 SH       DEFINED 01 02               0    13360    71057
ANCHOR BANCORP   S             COM              032839102     1130    37220 SH       DEFINED 01 02 14            0    37220        0
ANCHOR BANCORP   S             COM              032839102      194     6400 SH       DEFINED 01 03               0     6400        0
ANDREW CORP   S                COM              034425108      710    66215 SH       DEFINED 01 02               0        0    66215
ANDREW CORP   S                COM              034425108      373    34734 SH       DEFINED 01 03               0    34734        0
ANDRX CORP-ANDRX GRP   S       COM              034553107      178    10852 SH       DEFINED 01 02               0        0    10852
ANGELICA CORP   S              COM              034663104      335    20259 SH       DEFINED 01 02               0        0    20259
ANGLO AMERICAN ADR             COM              03485P102       36      300 SH       DEFINED 01 03               0        0      300
ANGLO AMERICAN ADR             COM              03485P102        3      300 SH       DEFINED 01 03               0        0      300
ANGLOGOLD ASHANTI LTD -ADR   F COM              035128206     4440    90000 SH       DEFINED 01 02               0        0    90000
ANHEUSER BUSCH                 COM              035229103      186      725 SH       DEFINED 01 03               0        0      725
ANHEUSER BUSCH                 COM              035229103       50       20 SH       DEFINED 01 03               0        0       20
ANHEUSER BUSCH                 COM              035229103        6       30 SH       DEFINED 01 03               0        0       30
ANHEUSER BUSCH                 COM              035229103       85      245 SH       DEFINED 01 03               0        0      245
ANHEUSER BUSCH                 COM              035229103       46      200 SH       DEFINED 01 03               0        0      200
ANHEUSER BUSCH                 COM              035229103       64       60 SH       DEFINED 01 03               0        0       60
ANHEUSER BUSCH                 COM              035229103      311       90 SH       DEFINED 01 03               0        0       90
ANHEUSER BUSCH                 COM              035229103      412       50 SH       DEFINED 01 03               0        0       50
ANHEUSER BUSCH CO   S          COM              035229103     2906    67648 SH       DEFINED 01 02               0        0    67648
ANHEUSER BUSCH CO   S          COM              035229103     7130   165977 SH       DEFINED 01 03               0   165977        0
ANIXTER INTL INC   S           COM              035290105    12923   330402 SH       DEFINED 01 02               0    18570   311832
ANIXTER INTL INC   S           COM              035290105     1172    29960 SH       DEFINED 01 02 14            0    29960        0
ANIXTER INTL INC   S           COM              035290105      205     5230 SH       DEFINED 01 03               0     5230        0
ANNALY MTG MGMT                COM              035710409        7      300 SH       DEFINED 01 03               0        0      300
ANNALY MTG MGMT                COM              035710409        4      200 SH       DEFINED 01 03               0        0      200
ANNALY MTG MGMT                COM              035710409      111      200 SH       DEFINED 01 03               0        0      200
ANNTAYLOR STORES COR   S       COM              036115103     4689   135831 SH       DEFINED 01 02               0        0   135831
ANNTAYLOR STORES COR   S       COM              036115103     3334    96595 SH       DEFINED 01 03               0    96595        0
ANSOFT CORP   S                COM              036384105      175     5152 SH       DEFINED 01 02               0        0     5152
ANSYS   S                      COM              03662Q105     8576   200898 SH       DEFINED 01 02               0     9040   191858
ANTEON INTL CORP               COM              03674E108       24       50 SH       DEFINED 01 03               0        0       50
ANTHRACITE CAPITAL..   S       COM              037023108     1098   104280 SH       DEFINED 01 02 14            0   104280        0
ANTHRACITE CAPITAL..   S       COM              037023108      188    17900 SH       DEFINED 01 03               0    17900        0
ANTHRACITE CAPITAL..   S       COM              037023108     1631   154749 SH       DEFINED 01 02               0    37750   116999
ANTIGENICS INC                 COM              037032109     4812        5 SH       DEFINED 01 03               0        0        5
ANTIGENICS INC                 COM              037032109      330     2200 SH       DEFINED 01 03               0        0     2200
ANTIGENICS INC                 COM              037032109      832       90 SH       DEFINED 01 03               0        0       90
ANTS SOFTWARE INC              COM              037271103       71     2000 SH       DEFINED 01 03               0        0     2000
ANWORTH MORTGAGE ASSET CORP    COM              037347101        6      185 SH       DEFINED 01 03               0        0      185
ANWORTH MORTGAGE ASSET CORP.   COM              037347101      538    73753 SH       DEFINED 01 02               0        0    73753
AON CORP                       COM              037389103      305     1005 SH       DEFINED 01 03               0        0     1005
AON CORP                       COM              037389103       64     4500 SH       DEFINED 01 03               0        0     4500
AON CORP                       COM              037389103       11     1000 SH       DEFINED 01 03               0        0     1000
AON CORP   S                   COM              037389103   164502  4575855 SH       DEFINED 01 02               0     4359  4571496
AON CORP   S                   COM              037389103     2460    68415 SH       DEFINED 01 03               0    68415        0
APACHE CORP                    COM              037411105        2      114 SH       DEFINED 01 03               0        0      114
APACHE CORP                    COM              037411105       10     1870 SH       DEFINED 01 03               0        0     1870
APACHE CORP                    COM              037411105       13      375 SH       DEFINED 01 03               0        0      375
APACHE CORP                    COM              037411105       16     9130 SH       DEFINED 01 03               0        0     9130
APACHE CORP   S                COM              037411105    13162   192098 SH       DEFINED 01 02               0    18983   173115
APACHE CORP   S                COM              037411105     4824    70398 SH       DEFINED 01 03               0    70398        0
APARTMENT INVT & MGMT CO   S   COM              03748R101    10138   267727 SH       DEFINED 01 02               0      422   267305
APARTMENT INVT & MGMT CO   S   COM              03748R101      775    20465 SH       DEFINED 01 03               0    20465        0
APOGEE ENTERPRISES   S         COM              037598109     1089    67169 SH       DEFINED 01 02               0        0    67169
APHTON CORP                    COM              03759P101        4     7000 SH       DEFINED 01 03               0        0     7000
APOLLO GROUP INC               COM              037604105        4      386 SH       DEFINED 01 03               0        0      386
APOLLO GROUP INC  -C   S       COM              037604105     5650    93499 SH       DEFINED 01 02               0        0    93499
APOLLO GROUP INC  -C   S       COM              037604105     1923    31810 SH       DEFINED 01 03               0        0    31810
APOLLO GROUP INC  -C   S       COM              037604105    10761   178000 SH       DEFINED 01 10               0        0   178000
APOLLO INVESTMENT CORP         COM              03761U106        4      600 SH       DEFINED 01 03               0        0      600
APOLLO INVESTMENT CORP   S     COM              03761U106     3657   203991 SH       DEFINED 01 02               0    28530   175461
APOLLO INVESTMENT CORP   S     COM              03761U106      255    14200 SH       DEFINED 01 03               0    14200        0
APOLLO INVESTMENT CORP   S     COM              03761U106     1427    79560 SH       DEFINED 01 02 14            0    79560        0
APPLE COMPUTER                 COM              037833100       51      965 SH       DEFINED 01 03               0        0      965
APPLE COMPUTER                 COM              037833100      278      100 SH       DEFINED 01 03               0        0      100
APPLE COMPUTER                 COM              037833100      279      269 SH       DEFINED 01 03               0        0      269
APPLE COMPUTER                 COM              037833100       52      300 SH       DEFINED 01 03               0        0      300
APPLE COMPUTER                 COM              037833100        1      632 SH       DEFINED 01 03               0        0      632
APPLE COMPUTER                 COM              037833100        2      398 SH       DEFINED 01 03               0        0      398
APPLE COMPUTER                 COM              037833100        8     1160 SH       DEFINED 01 03               0        0     1160
APPLE COMPUTER                 COM              037833100        3      100 SH       DEFINED 01 03               0        0      100
APPLE COMPUTER   S             COM              037833100    23230   323144 SH       DEFINED 01 02               0     3136   320008
APPLE COMPUTER   S             COM              037833100    13285   184786 SH       DEFINED 01 03               0   184786        0
APPLE COMPUTER   S             COM              037833100    95624  1334050 SH       DEFINED 01 10               0        0  1334050
APPLEBEES INTL INC   S         COM              037899101     3342   147900 SH       DEFINED 01 02               0        0   147900
APRIA HEALTHCARE GRO   S       COM              037933108       92     3826 SH       DEFINED 01 02               0        0     3826
APPLERA CORP                   COM              038020103        5       40 SH       DEFINED 01 03               0        0       40
APPLERA CORP                   COM              038020103        4      700 SH       DEFINED 01 03               0        0      700
APPLERA - APP BIOSYS   S       COM              038020103      315    11876 SH       DEFINED 01 02               0     1070    10806
APPLERA - APP BIOSYS   S       COM              038020103     1067    40174 SH       DEFINED 01 03               0    40174        0
APPLERA CORP                   COM              038020202        4      100 SH       DEFINED 01 03               0        0      100
APPLERA CORP                   COM              038020202       16       98 SH       DEFINED 01 03               0        0       98
CELERA GENOMICS GRP-APPLER   S COM              038020202     2914   265870 SH       DEFINED 01 02               0        0   265870
CELERA GENOMICS GRP-APPLER   S COM              038020202      829    75770 SH       DEFINED 01 02 14            0        0    75770
CELERA GENOMICS GRP-APPLER   S COM              038020202      149    13600 SH       DEFINED 01 03               0        0    13600
APPLIED DIGITAL SOLUTIONS      COM              038188306        1       50 SH       DEFINED 01 03               0        0       50
APPLIED DIGITAL SOLUTIONS      COM              038188306      293      200 SH       DEFINED 01 03               0        0      200
APPLIED DIGITAL SOLUTIONS      COM              038188306        8     5000 SH       DEFINED 01 03               0        0     5000
APPLIED DIGITAL SOLUTIONS      COM              038188306      331      970 SH       DEFINED 01 03               0        0      970
APPLIED IND TECHNOLO   S       COM              03820C105     8837   262285 SH       DEFINED 01 02               0    19035   243250
APPLIED IND TECHNOLO   S       COM              03820C105      974    28935 SH       DEFINED 01 02 14            0    28935        0
APPLIED IND TECHNOLO   S       COM              03820C105   100407  2980327 SH       DEFINED 01 03               0  2980327        0
APPLIED MATERIALS              COM              038222105       50       45 SH       DEFINED 01 03               0        0       45
APPLIED MATERIALS              COM              038222105        9      300 SH       DEFINED 01 03               0        0      300
APPLIED MATERIALS              COM              038222105       66      200 SH       DEFINED 01 03               0        0      200
APPLIED MATERIALS              COM              038222105       58      292 SH       DEFINED 01 03               0        0      292
APPLIED MATERIALS              COM              038222105      606      100 SH       DEFINED 01 03               0        0      100
APPLIED MATERIALS              COM              038222105      122      212 SH       DEFINED 01 03               0        0      212
APPLIED MATERIALS              COM              038222105       52      496 SH       DEFINED 01 03               0        0      496
APPLIED MATERIALS              COM              038222105       18      606 SH       DEFINED 01 03               0        0      606
APPLIED MATERIALS   S          COM              038222105    21250  1184440 SH       DEFINED 01 02               0    44250  1140190
APPLIED MATERIALS   S          COM              038222105     6282   350169 SH       DEFINED 01 03               0   350169        0
APPLIED MATERIALS   S          COM              038222105     3294   184000 SH       DEFINED 01 10               0        0   184000
APPLIED MICRO CIRCUITS CORP    COM              03822W109        6     1600 SH       DEFINED 01 03               0        0     1600
APPLIED MICRO CIRCUITS CORP    COM              03822W109       21      400 SH       DEFINED 01 03               0        0      400
APPLIED MICRO CIRCUITS CORP    COM              03822W109      355      667 SH       DEFINED 01 03               0        0      667
APPLIED MICRO CIRCUT   S       COM              03822W109     1037   403672 SH       DEFINED 01 02               0        0   403672
APPLIED MICRO CIRCUT   S       COM              03822W109      164    63877 SH       DEFINED 01 03               0    63877        0
APPLIED SIGNAL.   S            COM              038237103      569    25050 SH       DEFINED 01 02               0        0    25050
APTARGROUP INC   S             COM              038336103     3978    76209 SH       DEFINED 01 02               0        0    76209
AQUA AMERICA INC   S           COM              03836W103      307    11252 SH       DEFINED 01 02               0    11252        0
AQUA VIE BEVERAGE CORP         COM              03838F306       38    14100 SH       DEFINED 01 03               0        0    14100
AQUANTIVE INC                  COM              03839G105        9      500 SH       DEFINED 01 03               0        0      500
AQUANTIVE INC   S              COM              03839G105     6099   241664 SH       DEFINED 01 02               0    13270   228394
AQUANTIVE INC   S              COM              03839G105      377    14968 SH       DEFINED 01 10               0        0    14968
AQUILA INC                     COM              03840P102       15     5300 SH       DEFINED 01 03               0        0     5300
AQUILA INC   S                 COM              03840P102     1986   551755 SH       DEFINED 01 02               0        0   551755
ARACRUZ CELLULOSE SA   FSUSD   COM              038496204    58775  1472686 SH       DEFINED 01 10               0        0  1472686
ARACRUZ CELLULOSE SA   FSUSD   COM              038496204      398     9940 SH       DEFINED 01 02               0        0     9940
ARACRUZ CELLULOSE SA   FSUSD   COM              038496204     8945   223545 SH       DEFINED 01 02 10            0        0   223545
ARAMARK CORPORATION            COM              038521100    55954  2014865 SH       DEFINED 01 10               0     2414  2012451
ARBITRON INC   S               COM              03875Q108     4944   130221 SH       DEFINED 01 02               0     5820   124401
ARBOR REALTY TR                COM              038923108       67      425 SH       DEFINED 01 03               0        0      425
ARBOR REALTY TRUST INC   S     COM              038923108     6120   236110 SH       DEFINED 01 02               0    15670   220440
ARBOR REALTY TRUST INC   S     COM              038923108     1105    42620 SH       DEFINED 01 02 14            0    42620        0
ARBOR REALTY TRUST INC   S     COM              038923108      184     7100 SH       DEFINED 01 03               0     7100        0
ARCADIA RESOURCES INC          COM              039209101       22   121000 SH       DEFINED 01 03               0        0   121000
ARCH CHEMICALS INC   S         COM              03937R102     1542    51577 SH       DEFINED 01 02               0        0    51577
ARCH COAL INC   S              COM              039380100     3120    39256 SH       DEFINED 01 02               0      366    38890
ARCHER DANIELS MIDLAND         COM              039483102        8     1157 SH       DEFINED 01 03               0        0     1157
ARCHER DANIELS MDLND   S       COM              039483102     4930   200000 SH       DEFINED 01 10               0        0   200000
ARCHER DANIELS MDLND   S       COM              039483102    83621  3390996 SH       DEFINED 01 02               0    14375  3376621
ARCHER DANIELS MDLND   S       COM              039483102     3444   139645 SH       DEFINED 01 03               0   139645        0
ARCHSTONE-SMITH TRUST SER A    COM              039583109       15    13500 SH       DEFINED 01 03               0        0    13500
ARCHSTONE-SMITH TRUST SER A    COM              039583109        4     2800 SH       DEFINED 01 03               0        0     2800
ARCHSTONE-SMITH TRUS   S       COM              039583109      965    23069 SH       DEFINED 01 10               0        0    23069
ARCHSTONE-SMITH TRUS   S       COM              039583109     4671   111507 SH       DEFINED 01 02               0     1749   109758
ARCHSTONE-SMITH TRUS   S       COM              039583109     1898    45320 SH       DEFINED 01 03               0    45320        0
ARCTIC CAT INC                 COM              039670104        2      100 SH       DEFINED 01 03               0        0      100
ARCTIC CAT INC   S             COM              039670104     2978   148469 SH       DEFINED 01 02               0        0   148469
ARENA BRANDS HLD CRP   S       COM              03999M207      629   111111 SH       DEFINED 01 02               0        0   111111
ARENA PHARMACEUTICAL   S       COM              040047102     4979   350124 SH       DEFINED 01 02               0    32530   317594
ARENA PHARMACEUTICAL   S       COM              040047102      651    45740 SH       DEFINED 01 02 14            0    45740        0
ARENA PHARMACEUTICAL   S       COM              040047102      111     7800 SH       DEFINED 01 03               0     7800        0
ARENA RESOURCES INC            COM              040049108        4     1000 SH       DEFINED 01 03               0        0     1000
ARENA RESOURCES INC   S        COM              040049108     2862   103730 SH       DEFINED 01 02               0    11420    92310
ARENA RESOURCES INC   S        COM              040049108      873    31650 SH       DEFINED 01 02 14            0    31650        0
ARENA RESOURCES INC   S        COM              040049108      157     5700 SH       DEFINED 01 03               0     5700        0
ARGONAUT GROUP INC   S         COM              040157109     2597    79260 SH       DEFINED 01 02               0        0    79260
ARIAD PHARMACEUTICALS          COM              04033A100       19     3220 SH       DEFINED 01 02               0     3220        0
ARIBA INC                      COM              04033V203      145      332 SH       DEFINED 01 03               0        0      332
ARIBA INC                      COM              04033V203       39       25 SH       DEFINED 01 03               0        0       25
ARIBA INC                      COM              04033V203       30      233 SH       DEFINED 01 03               0        0      233
ARIBA INC                      COM              04033V203      189       51 SH       DEFINED 01 03               0        0       51
ARKANSAS BEST CORP   S         COM              040790107     6157   140948 SH       DEFINED 01 02               0        0   140948
ARMOR HOLDINGS INC   S         COM              042260109     1067    24980 SH       DEFINED 01 02 14            0    24980        0
ARMOR HOLDINGS INC   S         COM              042260109      188     4400 SH       DEFINED 01 03               0     4400        0
ARMOR HOLDINGS INC   S         COM              042260109     6902   161785 SH       DEFINED 01 02               0     8990   152795
AROTECH CORP                   COM              042682104        4      325 SH       DEFINED 01 03               0        0      325
ARQULE INC   S                 COM              04269E107      703   114829 SH       DEFINED 01 02               0    32290    82539
ARRIS GROUP INC   S            COM              04269Q100     5084   536910 SH       DEFINED 01 02               0    25910   511000
ARROW ELEC INC                 COM              042735100        0    11300 SH       DEFINED 01 03               0        0    11300
ARROW ELEC INC                 COM              042735100        9     2300 SH       DEFINED 01 03               0        0     2300
ARROW ELECTRONICS   S          COM              042735100     1462    45608 SH       DEFINED 01 02               0        0    45608
ARROW INTERNATIONAL   S        COM              042764100     1266    43700 SH       DEFINED 01 02               0        0    43700
ART TECHNOLOGY INC             COM              04289L107        4      245 SH       DEFINED 01 03               0        0      245
ARTEMIS INTERNATIONAL SOL      COM              04301R405        2       28 SH       DEFINED 01 03               0        0       28
ARTESYN TECHNOLOGIES   S       COM              043127109     2753   267264 SH       DEFINED 01 02               0    15740   251524
ARTHROCARE CORP                COM              043136100        8      500 SH       DEFINED 01 03               0        0      500
ARTHROCARE CORP   S            COM              043136100     3176    75366 SH       DEFINED 01 02               0        0    75366
ARVINMERITOR INC               COM              043353101       86       10 SH       DEFINED 01 03               0        0       10
ARVINMERITOR INC   S           COM              043353101      327    22670 SH       DEFINED 01 02               0        0    22670
ASBURY AUTOMOTIVE GROUP   S    COM              043436104     1576    95698 SH       DEFINED 01 02               0        0    95698
ASHFORD HOSPITALITY TRUST   S  COM              044103109     1507   143600 SH       DEFINED 01 02               0        0   143600
ASHLAND INC NEW                COM              044209104        4       24 SH       DEFINED 01 03               0        0       24
ASHLAND INC   S                COM              044209104     1926    33265 SH       DEFINED 01 02               0        0    33265
ASHLAND INC   S                COM              044209104      888    15340 SH       DEFINED 01 03               0    15340        0
ASHWORTH INC                   COM              04516H101       41      220 SH       DEFINED 01 03               0        0      220
ASHWORTH INC                   COM              04516H101       39       25 SH       DEFINED 01 03               0        0       25
ASHWORTH INC   S               COM              04516H101      258    30490 SH       DEFINED 01 02               0        0    30490
ASIAINFO HOLDINGS              COM              04518A104       38     1070 SH       DEFINED 01 03               0        0     1070
ASIA PAYMENT SYSTEMS           COM              04518V108        2    32200 SH       DEFINED 01 03               0        0    32200
ASPECT MEDICAL SYSTE   S       COM              045235108     1330    38706 SH       DEFINED 01 02               0        0    38706
ASSET ACCEPTANCE CAPITAL       COM              04543P100       44       35 SH       DEFINED 01 03               0        0       35
ASSOCIATED ESTATES R   S       COM              045604105     1339   148100 SH       DEFINED 01 02               0        0   148100
ASSURANT INC                   COM              04621X108        5     6500 SH       DEFINED 01 03               0        0     6500
ASSURANT INC                   COM              04621X108        7     1300 SH       DEFINED 01 03               0        0     1300
ASSURANT INC   S               COM              04621X108     2013    46290 SH       DEFINED 01 02               0      590    45700
ASTA FUNDING INC               COM              046220109        1       35 SH       DEFINED 01 03               0        0       35
ASTA FUNDING INC   S           COM              046220109      159     5826 SH       DEFINED 01 02               0        0     5826
ASTEC INDUSTRIES               COM              046224101        7       25 SH       DEFINED 01 03               0        0       25
ASTEC INDS INC   S             COM              046224101     1878    57500 SH       DEFINED 01 02               0        0    57500
ASTORIA FINL CORP   S          COM              046265104       26      896 SH       DEFINED 01 02               0      896        0
ASTRAZENECA PLC-ADR   FSUSD    COM              046353108     3200    65840 SH       DEFINED 01 02               0        0    65840
@ ROAD SER C PFD               COM              04648K105     1004      200 SH       DEFINED 01 03               0        0      200
AT ROAD INC   S                COM              04648K105      583   111603 SH       DEFINED 01 02               0    30860    80743
ATARI INC   S                  COM              04651M105      678   628031 SH       DEFINED 01 02               0        0   628031
ATHEROGENICS INC               COM              047439104      123      250 SH       DEFINED 01 03               0        0      250
ATHEROGENICS INC   S           COM              047439104      260    12990 SH       DEFINED 01 02               0    12990        0
ATLANTIC LIBERTY FINANCIAL     COM              048668107        3      100 SH       DEFINED 01 03               0        0      100
ATLAS AMERICA INC   S          COM              049167109      229     3800 SH       DEFINED 01 03               0     3800        0
ATLAS AMERICA INC   S          COM              049167109     1156    19210 SH       DEFINED 01 02 14            0    19210        0
ATLAS AMERICA INC   S          COM              049167109     1092    18120 SH       DEFINED 01 02               0     6950    11170
ATMEL CORP                     COM              049513104       39    14643 SH       DEFINED 01 03               0        0    14643
ATMEL CORP                     COM              049513104       39     1500 SH       DEFINED 01 03               0        0     1500
ATMEL CORP                     COM              049513104      188      500 SH       DEFINED 01 03               0        0      500
ATMEL CORP                     COM              049513104      584     2000 SH       DEFINED 01 03               0        0     2000
ATMEL CORP                     COM              049513104      121     1200 SH       DEFINED 01 03               0        0     1200
ATMEL CORP   S                 COM              049513104     2173   703368 SH       DEFINED 01 02               0        0   703368
ATMOS ENERGY CORP   S          COM              049560105     4598   175765 SH       DEFINED 01 02               0        0   175765
ATWOOD OCEANICS   S            COM              050095108     6180    79205 SH       DEFINED 01 02               0       50    79155
AUDIBLE INC COM USD0.01        COM              05069A302      137    10694 SH       DEFINED 01 10               0        0    10694
AUDIOVOX CORPORATION CLASS A   COM              050757103        3      100 SH       DEFINED 01 03               0        0      100
AUDIOVOX CORP   S              COM              050757103     2006   144767 SH       DEFINED 01 02               0        0   144767
AUGUST TECH CORP   S           COM              05106U105      253    23000 SH       DEFINED 01 02               0        0    23000
AURADO EXPLORATION LTD         COM              051921104        5     5800 SH       DEFINED 01 03               0        0     5800
AUTHENTIDATE HLDG CORP         COM              052666104        2     1000 SH       DEFINED 01 03               0        0     1000
AUTO DATA NETWORK INC          COM              05270Q104      257   282220 SH       DEFINED 01 02               0   282220        0
AUTOBYTEL                      COM              05275N106        4     1000 SH       DEFINED 01 03               0        0     1000
AUTOBYTEL INC   S              COM              05275N106      773   156491 SH       DEFINED 01 02               0        0   156491
AUTO DESK                      COM              052769106      370      800 SH       DEFINED 01 03               0        0      800
AUTO DESK                      COM              052769106      413      100 SH       DEFINED 01 03               0        0      100
AUTO DESK                      COM              052769106       85      200 SH       DEFINED 01 03               0        0      200
AUTO DESK                      COM              052769106        0     3600 SH       DEFINED 01 03               0        0     3600
AUTODESK INC   S               COM              052769106     2159    50284 SH       DEFINED 01 03               0    50284        0
AUTODESK INC   S               COM              052769106    12942   301312 SH       DEFINED 01 02               0     1299   300013
AUTOLIV INC                    COM              052800109        5     5500 SH       DEFINED 01 03               0        0     5500
AUTOLIV INC                    COM              052800109       43     1200 SH       DEFINED 01 03               0        0     1200
AUTOLIV INC                    COM              052800109       75     9300 SH       DEFINED 01 03               0        0     9300
AUTOLIV INC                    COM              052800109      210     1900 SH       DEFINED 01 03               0        0     1900
AUTOLIV INC   S                COM              052800109      388     8500 SH       DEFINED 01 02               0      700     7800
AUTOLIV INC   S                COM              052800109      499    11000 SH       DEFINED 01 10               0        0    11000
AUTOMATIC DATA PROC            COM              053015103        2       30 SH       DEFINED 01 03               0        0       30
AUTOMATIC DATA PROC            COM              053015103       20     1000 SH       DEFINED 01 03               0        0     1000
AUTOMATIC DATA PROC.   S       COM              053015103    28128   612895 SH       DEFINED 01 02               0     4112   608783
AUTOMATIC DATA PROC.   S       COM              053015103     5657   123279 SH       DEFINED 01 03               0   123279        0
AUTOMATIC DATA PROC.   S       COM              053015103    14014   305381 SH       DEFINED 01 10               0        0   305381
AUTONATION INC                 COM              05329W102        0       62 SH       DEFINED 01 03               0        0       62
AUTONATION INC   S             COM              05329W102     9032   415563 SH       DEFINED 01 02               0        0   415563
AUTONATION INC   S             COM              05329W102      841    38705 SH       DEFINED 01 03               0    38705        0
AUTOZONE   S                   COM              053332102     5933    64678 SH       DEFINED 01 02               0        0    64678
AUTOZONE   S                   COM              053332102     1083    11802 SH       DEFINED 01 03               0    11802        0
AUXILIUM PHARMACEUTICALS INC   COM              05334D107        0      150 SH       DEFINED 01 03               0        0      150
AVALONBAY COMMUNITIES INC      COM              053484101        5      200 SH       DEFINED 01 03               0        0      200
AVALONBAY COMM   S             COM              053484101     4479    50184 SH       DEFINED 01 02               0      384    49800
AVANIR PHARMACEUTICALS CL A    COM              05348P104        1     1000 SH       DEFINED 01 03               0        0     1000
AVANEX CORPORATION             COM              05348W109        8      700 SH       DEFINED 01 03               0        0      700
AVANEX CORPORATION             COM              05348W109       16      300 SH       DEFINED 01 03               0        0      300
AVAX TECHNOLOGIES INC          COM              053495305       12     3000 SH       DEFINED 01 03               0        0     3000
AVAYA                          COM              053499109        1     1000 SH       DEFINED 01 03               0        0     1000
AVAYA                          COM              053499109       14       26 SH       DEFINED 01 03               0        0       26
AVAYA                          COM              053499109       83       20 SH       DEFINED 01 03               0        0       20
AVAYA                          COM              053499109        9       41 SH       DEFINED 01 03               0        0       41
AVAYA                          COM              053499109      404       22 SH       DEFINED 01 03               0        0       22
AVAYA INC   S                  COM              053499109      257    24079 SH       DEFINED 01 02               0        0    24079
AVAYA INC   S                  COM              053499109      955    89533 SH       DEFINED 01 03               0    89533        0
AVENIR DIVERSIFIED INC TR      COM              05356Q200        1     2000 SH       DEFINED 01 03               0        0     2000
AVENIR DIVERSIFIED INC TR      COM              05356Q200        8      200 SH       DEFINED 01 03               0        0      200
AVERY DENNISON CORP   S        COM              053611109    27235   492749 SH       DEFINED 01 02               0      514   492235
AVERY DENNISON CORP   S        COM              053611109     1305    23620 SH       DEFINED 01 03               0    23620        0
AVIALL   S                     COM              05366B102     1394    48400 SH       DEFINED 01 02               0        0    48400
AVICI SYSTEMS INC              COM              05367L802        3      325 SH       DEFINED 01 03               0        0      325
AVICI SYSTEMS INC              COM              05367L802        3       25 SH       DEFINED 01 03               0        0       25
AVID TECHNOLOGY INC            COM              05367P100        3     1125 SH       DEFINED 01 03               0        0     1125
AVID TECH   S                  COM              05367P100     6152   112345 SH       DEFINED 01 02               0        0   112345
AVIGEN                         COM              053690103        3      121 SH       DEFINED 01 03               0        0      121
AVISTA CORP   S                COM              05379B107     2474   139692 SH       DEFINED 01 02               0        0   139692
AVNET INC   S                  COM              053807103      958    39974 SH       DEFINED 01 02               0    11657    28317
AVOCENT CORPORATION   S        COM              053893103      652    23967 SH       DEFINED 01 02               0     7130    16837
AVON PRODUCTS                  COM              054303102       73      100 SH       DEFINED 01 03               0        0      100
AVON PRODUCTS                  COM              054303102       27      400 SH       DEFINED 01 03               0        0      400
AVON PRODUCTS                  COM              054303102      639     1000 SH       DEFINED 01 03               0        0     1000
AVON PRODUCTS   S              COM              054303102    11037   386560 SH       DEFINED 01 02               0        0   386560
AVON PRODUCTS   S              COM              054303102     2798    98000 SH       DEFINED 01 03               0    98000        0
AXA   FSUSD                    COM              054536107        1       24 SH       DEFINED 01 05               0        0       24
AXCELIS TECH INC   S           COM              054540109     1045   219168 SH       DEFINED 01 02               0        0   219168
AXSYS TECH INC                 COM              054615109      128    32200 SH       DEFINED 01 03               0        0    32200
AXSYS TECH INC                 COM              054615109      755     6600 SH       DEFINED 01 03               0        0     6600
AXONYX INC                     COM              05461R101      155      676 SH       DEFINED 01 03               0        0      676
AXONYX INC                     COM              05461R101        1      200 SH       DEFINED 01 03               0        0      200
AZTAR CORP   S                 COM              054802103     8484   279164 SH       DEFINED 01 02               0        0   279164
BB&T CORP                      COM              054937107      283     1250 SH       DEFINED 01 03               0        0     1250
BB&T CORP                      COM              054937107       59       75 SH       DEFINED 01 03               0        0       75
BB&T CORP                      COM              054937107        2    12000 SH       DEFINED 01 03               0        0    12000
BB&T CORP                      COM              054937107        2     2400 SH       DEFINED 01 03               0        0     2400
BB&T CORP   S                  COM              054937107     1690    40292 SH       DEFINED 01 02               0        0    40292
BB&T CORP   S                  COM              054937107     4859   115946 SH       DEFINED 01 03               0   115946        0
B & G FOODS INC                COM              05508R205        0      100 SH       DEFINED 01 03               0        0      100
BCE INC   FSUSD                COM              05534B109     1389    58000 SH       DEFINED 01 02               0        0    58000
BG GROUP PLC   FSUSD           COM              055434203     9571   192690 SH       DEFINED 01 02               0        0   192690
BHP OPERATIONS 06.760% 02/27/2 PRF              055453740     5066    50000 SH       DEFINED 01 04               0        0    50000
BISYS GROUP   S                COM              055472104     1812   129410 SH       DEFINED 01 02               0        0   129410
BJ SERVICES CO                 COM              055482103        1      200 SH       DEFINED 01 03               0        0      200
BJ SERVICES CO   S             COM              055482103    88577  2415464 SH       DEFINED 01 02               0   114214  2301250
BJ SERVICES CO   S             COM              055482103     4285   116840 SH       DEFINED 01 03               0   116840        0
BJ`S WHOLESALE CLUB   S        COM              05548J106     3606   122000 SH       DEFINED 01 02               0        0   122000
BOK FINANCIAL CORP   S         COM              05561Q201     3360    73940 SH       DEFINED 01 02               0      320    73620
BP P L C                       COM              055622104        6      500 SH       DEFINED 01 03               0        0      500
BP P L C                       COM              055622104        5     2300 SH       DEFINED 01 03               0        0     2300
BP P L C                       COM              055622104        8     2700 SH       DEFINED 01 03               0        0     2700
BP P L C                       COM              055622104       11    11000 SH       DEFINED 01 03               0        0    11000
BP P L C                       COM              055622104        1      252 SH       DEFINED 01 03               0        0      252
BP P L C                       COM              055622104      225       50 SH       DEFINED 01 03               0        0       50
BP P L C                       COM              055622104       13      135 SH       DEFINED 01 03               0        0      135
BP P L C                       COM              055622104     1103       40 SH       DEFINED 01 03               0        0       40
BP PLC ADR   FSUSD             COM              055622104   129223  2012199 SH       DEFINED 01 02               0        0  2012199
BP PLC ADR   FSUSD             COM              055622104      193     3000 SH       DEFINED 01 03               0        0     3000
BP PRUDHOE BAY ROYALTY TRUST   COM              055630107       25       40 SH       DEFINED 01 03               0        0       40
BSI2000 INC                    COM              05569W101       27    21100 SH       DEFINED 01 03               0        0    21100
BT GROUP PLC SPN ADR   FSUSD   COM              05577E101      960    25000 SH       DEFINED 01 02               0        0    25000
BMC SOFTWARE INC   S           COM              055921100    57968  2829049 SH       DEFINED 01 02               0   146400  2682649
BMC SOFTWARE INC   S           COM              055921100     2764   134895 SH       DEFINED 01 03               0   134895        0
BAKER MICHAEL CORP             COM              057149106        0    11600 SH       DEFINED 01 03               0        0    11600
BAKER MICHAEL CORP             COM              057149106        0     2400 SH       DEFINED 01 03               0        0     2400
BAKER (MICHAEL) CORP   S       COM              057149106       53     2055 SH       DEFINED 01 02               0        0     2055
BAKER HUGHES INTL              COM              057224107        1     2400 SH       DEFINED 01 03               0        0     2400
BAKER HUGHES INTL              COM              057224107        3      600 SH       DEFINED 01 03               0        0      600
BAKER HUGHES   S               COM              057224107   177546  2921150 SH       DEFINED 01 02               0    26814  2894336
BAKER HUGHES   S               COM              057224107     6934   114085 SH       DEFINED 01 03               0   114085        0
BAKER HUGHES   S               COM              057224107    66705  1097453 SH       DEFINED 01 10               0        0  1097453
BAKERS FOOTWEAR GROUP INC   S  COM              057465106      614    39931 SH       DEFINED 01 02               0        0    39931
BALCHEM CORP                   COM              057665200        0    18450 SH       DEFINED 01 03               0        0    18450
BALCHEM CORP                   COM              057665200        0     3800 SH       DEFINED 01 03               0        0     3800
BALDOR ELECTRIC   S            COM              057741100     2709   105613 SH       DEFINED 01 02               0        0   105613
BALL CORP   S                  COM              058498106     2181    54942 SH       DEFINED 01 02               0      730    54212
BALL CORP   S                  COM              058498106      884    22248 SH       DEFINED 01 03               0    22248        0
BALLARD POWER SYSTEMS          COM              05858H104        0        7 SH       DEFINED 01 03               0        0        7
BALLARD POWER SYSTEMS          COM              05858H104        0     1000 SH       DEFINED 01 03               0        0     1000
BALLARD POWER SYSTEMS INC   FS COM              05858H104     6426  1537310 SH       DEFINED 01 02               0        0  1537310
BALLARD POWER SYSTEMS INC   FS COM              05858H104      104    24800 SH       DEFINED 01 03               0    24800        0
BALLY TOTAL FITNESS   S        COM              05873K108      467    74290 SH       DEFINED 01 02               0        0    74290
BANCFIRST CORP.   S            COM              05945F103      162     2050 SH       DEFINED 01 03               0     2050        0
BANCFIRST CORP.   S            COM              05945F103     1049    13262 SH       DEFINED 01 02               0     4360     8902
BANCFIRST CORP.   S            COM              05945F103      944    11930 SH       DEFINED 01 02 14            0    11930        0
BANCO ITAU HOLDING FIN         COM              059602201        0      200 SH       DEFINED 01 03               0        0      200
BANCO DE SANTANDER CENT HISPAN COM              05964H105        0     1000 SH       DEFINED 01 03               0        0     1000
BANCO SANTANDER-CHILE-ADR      COM              05965X109     3904    87829 SH       DEFINED 01 10               0        0    87829
BANCOLOMBIA S.A. ADR           COM              05968L102        3      375 SH       DEFINED 01 03               0        0      375
BANCOLOMBIA SA-SPONS ADR   FSU COM              05968L102     4879   169241 SH       DEFINED 01 02 10            0        0   169241
BANCOLOMBIA SA-SPONS ADR   FSU COM              05968L102    10651   370465 SH       DEFINED 01 10               0        0   370465
BANCORP INTL GROUP             COM              05968X106        1    21000 SH       DEFINED 01 03               0        0    21000
BANCORPSOUTH INC   S           COM              059692103     5245   237569 SH       DEFINED 01 02               0    21260   216309
BANCORPSOUTH INC   S           COM              059692103     1293    58620 SH       DEFINED 01 02 14            0    58620        0
BANCORPSOUTH INC   S           COM              059692103      234    10600 SH       DEFINED 01 03               0    10600        0
BANCORP INC/THE   S            COM              05969A105     1860   109411 SH       DEFINED 01 02               0        0   109411
BANDAG  INC.   S               COM              059815100      380     8911 SH       DEFINED 01 02               0        0     8911
BANK AMER CORP                 COM              060505104       13      100 SH       DEFINED 01 03               0        0      100
BANK AMER CORP                 COM              060505104        0     1600 SH       DEFINED 01 03               0        0     1600
BANK AMER CORP                 COM              060505104        2    18800 SH       DEFINED 01 03               0        0    18800
BANK AMER CORP                 COM              060505104        5     7470 SH       DEFINED 01 03               0        0     7470
BANK AMER CORP                 COM              060505104        1   108800 SH       DEFINED 01 03               0        0   108800
BANK AMER CORP                 COM              060505104        1     2504 SH       DEFINED 01 03               0        0     2504
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BANK AMER CORP                 COM              060505104        9     1130 SH       DEFINED 01 03               0        0     1130
BANK AMER CORP                 COM              060505104        9      542 SH       DEFINED 01 03               0        0      542
BANK OF AMERICA CORP   S       COM              060505104   180723  3921947 SH       DEFINED 01 10               0        0  3921947
BANK OF AMERICA CORP   S       COM              060505104    42293   916434 SH       DEFINED 01 03               0   916434        0
BANK OF AMERICA CORP   S       COM              060505104     6948   150557 SH       DEFINED 01 02 10            0        0   150557
BANK OF AMERICA CORP   S       COM              060505104   642189 13915198 SH       DEFINED 01 02               0    27376 13887822
BANK OF HAWAII   S             COM              062540109    13688   265574 SH       DEFINED 01 02               0      530   265044
BANK MUTUAL CORP   S           COM              063750103      473    44600 SH       DEFINED 01 02               0        0    44600
BANK OF THE OZARKS INC   S     COM              063904106     2826    76589 SH       DEFINED 01 02               0     7000    69589
BANK NEW YORK INC              COM              064057102      534      200 SH       DEFINED 01 03               0        0      200
BANK NEW YORK INC              COM              064057102      109     9600 SH       DEFINED 01 03               0        0     9600
BANK NEW YORK INC              COM              064057102      209     2000 SH       DEFINED 01 03               0        0     2000
BANK OF NEW YORK   S           COM              064057102    75250  2362617 SH       DEFINED 01 02               0     2720  2359897
BANK OF NEW YORK   S           COM              064057102     5245   164674 SH       DEFINED 01 03               0   164674        0
BANK OF OAK RIDGE PLC          COM              064180102       46     1000 SH       DEFINED 01 03               0        0     1000
BANKATLANTIC CL A   S          COM              065908501     3011   215100 SH       DEFINED 01 02               0        0   215100
BANKRATE INC                   COM              06646V108        0      100 SH       DEFINED 01 03               0        0      100
BANKRATE INC   S               COM              06646V108      190     6449 SH       DEFINED 01 02               0        0     6449
BANKUNITED FINANCIAL   S       COM              06652B103     4139   155789 SH       DEFINED 01 02               0        0   155789
BANTA CORP   S                 COM              066821109      484     9711 SH       DEFINED 01 02               0        0     9711
C R BARD INC                   COM              067383109      350       35 SH       DEFINED 01 03               0        0       35
BARD (C.R.) INC   S            COM              067383109     1478    22416 SH       DEFINED 01 03               0    22416        0
BARD (C.R.) INC   S            COM              067383109      398     6026 SH       DEFINED 01 02               0        0     6026
BARNES & NOBLE INC             COM              067774109       72      300 SH       DEFINED 01 03               0        0      300
BARNES & NOBLE   S             COM              067774109     1104    25847 SH       DEFINED 01 02               0      670    25177
BARNES GROUP   S               COM              067806109     1474    44680 SH       DEFINED 01 02 14            0    44680        0
BARNES GROUP   S               COM              067806109      254     7700 SH       DEFINED 01 03               0     7700        0
BARNES GROUP   S               COM              067806109     5600   169677 SH       DEFINED 01 02               0    16210   153467
BARRICK GOLD CORP              COM              067901108        7      515 SH       DEFINED 01 03               0        0      515
BARRICK GOLD INC   FSUSD       COM              067901108    12895   462681 SH       DEFINED 01 02               0        0   462681
BARR PHARMACEUTICALS INC   S   COM              068306109     3521    56520 SH       DEFINED 01 02               0        0    56520
BARR PHARMACEUTICALS INC   S   COM              068306109     1262    20289 SH       DEFINED 01 10               0        0    20289
BARRY R G CORP                 COM              068798107       22     1500 SH       DEFINED 01 03               0        0     1500
BASIC ENERGY SERVICES INC   S  COM              06985P100      160     8010 SH       DEFINED 01 02               0        0     8010
BASSETT FURN IND.   S          COM              070203104      476    25749 SH       DEFINED 01 02               0        0    25749
BAUSCH & LOMB   S              COM              071707103     1922    28308 SH       DEFINED 01 02               0      350    27958
BAUSCH & LOMB   S              COM              071707103      780    11494 SH       DEFINED 01 03               0    11494        0
BAXTER INTL                    COM              071813109       30      100 SH       DEFINED 01 03               0        0      100
BAXTER INTL                    COM              071813109       36      100 SH       DEFINED 01 03               0        0      100
BAXTER INTL INC   S            COM              071813109     1901    50500 SH       DEFINED 01 10               0        0    50500
BAXTER INTL INC   S            COM              071813109     5465   145161 SH       DEFINED 01 03               0   145161        0
BAXTER INTL INC   S            COM              071813109   215452  5722544 SH       DEFINED 01 02               0     1639  5720905
BE AEROSPACE INC               COM              073302101        6      200 SH       DEFINED 01 03               0        0      200
BE AEROSPACE   S               COM              073302101     1508    68509 SH       DEFINED 01 02               0        0    68509
BEA SYSTEMS                    COM              073325102        5      800 SH       DEFINED 01 03               0        0      800
BEA SYSTEMS                    COM              073325102      368      200 SH       DEFINED 01 03               0        0      200
BEA SYSTEMS INC   S            COM              073325102     1926   204844 SH       DEFINED 01 02               0     2480   202364
BEA SYSTEMS INC   S            COM              073325102       15     1600 SH       DEFINED 01 03               0     1600        0
BEACON POWER                   COM              073677106       76      400 SH       DEFINED 01 03               0        0      400
BEACON ROOFING SUPPLY INC   S  COM              073685109     2571    89500 SH       DEFINED 01 02               0        0    89500
BEAR STEARNS CO                COM              073902108        4     2200 SH       DEFINED 01 03               0        0     2200
BEAR STEARNS CO                COM              073902108        6      400 SH       DEFINED 01 03               0        0      400
BEAR STEARNS   S               COM              073902108     5198    45007 SH       DEFINED 01 02               0     1126    43881
BEAR STEARNS   S               COM              073902108     4346    37617 SH       DEFINED 01 02 10            0        0    37617
BEAR STEARNS   S               COM              073902108     2799    24231 SH       DEFINED 01 03               0    24231        0
BEAR STEARNS   S               COM              073902108     5371    46500 SH       DEFINED 01 10               0        0    46500
BEARINGPOINT INC   S           COM              074002106     1370   174389 SH       DEFINED 01 02               0    27950   146439
BEARINGPOINT INC   S           COM              074002106      610    77570 SH       DEFINED 01 02 14            0    77570        0
BEARINGPOINT INC   S           COM              074002106      104    13200 SH       DEFINED 01 03               0    13200        0
BEASLEY BRD GRP A   S          COM              074014101     1081    80000 SH       DEFINED 01 02               0        0    80000
BEAZER HOMES USA INC.   S      COM              07556Q105     3311    45471 SH       DEFINED 01 02               0     5464    40007
BEAZER HOMES USA INC.   S      COM              07556Q105     1187    16300 SH       DEFINED 01 10               0        0    16300
BEBE STORES INC                COM              075571109       21      150 SH       DEFINED 01 03               0        0      150
BECTON DICKINSON               COM              075887109       20     4300 SH       DEFINED 01 03               0        0     4300
BECTON DICKINSON               COM              075887109        1      800 SH       DEFINED 01 03               0        0      800
BECTON DICKINSON   S           COM              075887109     3874    64482 SH       DEFINED 01 02               0      519    63963
BECTON DICKINSON   S           COM              075887109     3238    53889 SH       DEFINED 01 03               0    53889        0
BED BATH & BEYOND              COM              075896100       14      100 SH       DEFINED 01 03               0        0      100
BED BATH & BEYOND              COM              075896100      312      100 SH       DEFINED 01 03               0        0      100
BED BATH & BEYOND              COM              075896100       12      140 SH       DEFINED 01 03               0        0      140
BED BATH & BEYOND IN   S       COM              075896100     2020    55494 SH       DEFINED 01 02               0        0    55494
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BEDFORD PPTY INVS IN   S       COM              076446301      387    17651 SH       DEFINED 01 02               0        0    17651
BEL FUSE INC   S               COM              077347300      812    25540 SH       DEFINED 01 02               0        0    25540
BELDEN CDT INC   S             COM              077454106     2308    94483 SH       DEFINED 01 02               0        0    94483
BELL MICROPRODUCTS             COM              078137106       64     2500 SH       DEFINED 01 03               0        0     2500
BELL MICRPROD INC   S          COM              078137106     1875   245079 SH       DEFINED 01 02               0        0   245079
BELLSOUTH CORP                 COM              079860102        6       25 SH       DEFINED 01 03               0        0       25
BELLSOUTH CORP                 COM              079860102       56      263 SH       DEFINED 01 03               0        0      263
BELLSOUTH CORP                 COM              079860102        5    11500 SH       DEFINED 01 03               0        0    11500
BELLSOUTH CORP                 COM              079860102        2    10200 SH       DEFINED 01 03               0        0    10200
BELLSOUTH CORP                 COM              079860102        4     2300 SH       DEFINED 01 03               0        0     2300
BELLSOUTH CORP                 COM              079860102        1     2000 SH       DEFINED 01 03               0        0     2000
BELL SOUTH   S                 COM              079860102   219306  8092381 SH       DEFINED 01 02               0    24046  8068335
BELL SOUTH   S                 COM              079860102    12069   445359 SH       DEFINED 01 03               0   445359        0
BELO CORP   S                  COM              080555105      642    30000 SH       DEFINED 01 02               0        0    30000
BEMA GOLD CORP                 COM              08135F107       20      500 SH       DEFINED 01 03               0        0      500
BEMA GOLD CORP                 COM              08135F107        3      100 SH       DEFINED 01 03               0        0      100
BEMA GOLD CORP   FSUSD         COM              08135F107     1892   650000 SH       DEFINED 01 02               0        0   650000
BEMIS CO.   S                  COM              081437105      627    22514 SH       DEFINED 01 03               0    22514        0
BEMIS CO.   S                  COM              081437105     1515    54431 SH       DEFINED 01 02               0        0    54431
BENCHMARK ELECTRONIC   S       COM              08160H101     7719   229512 SH       DEFINED 01 02               0     7440   222072
BENCHMARK ELECTRONIC   S       COM              08160H101      679    20150 SH       DEFINED 01 02 14            0    20150        0
BENCHMARK ELECTRONIC   S       COM              08160H101      118     3500 SH       DEFINED 01 03               0     3500        0
BENIHANA INC CL-A              COM              082047200        4    26234 SH       DEFINED 01 03               0        0    26234
BENIHANA INC CL-A              COM              082047200       11     5300 SH       DEFINED 01 03               0        0     5300
BERKELY W R CORP               COM              084423102        4     1050 SH       DEFINED 01 03               0        0     1050
WR BERKLEY   S                 COM              084423102       20      415 SH       DEFINED 01 02               0      415        0
BERKSHIRE HATHAWAY INC CL B    COM              084670207      344        5 SH       DEFINED 01 03               0        0        5
BERKSHIRE HATHAWAY INC CL B    COM              084670207       63       23 SH       DEFINED 01 03               0        0       23
BERKSHIRE HATHAWAY INC CL B    COM              084670207        2        3 SH       DEFINED 01 03               0        0        3
BERKSHIRE HATHAWAY INC CL B    COM              084670207       14       13 SH       DEFINED 01 03               0        0       13
BERKSHIRE HATHAWAY INC CL B    COM              084670207       23        2 SH       DEFINED 01 03               0        0        2
BERKSHIRE HATHAWAY INC CL B    COM              084670207      130        7 SH       DEFINED 01 03               0        0        7
BERKSHIRE HATHAWAY INC CL B    COM              084670207        1        3 SH       DEFINED 01 03               0        0        3
BERKSHIRE HATHAWAY INC CL B    COM              084670207       28       17 SH       DEFINED 01 03               0        0       17
BERKSHIRE HATHAWAY INC CL B    COM              084670207       74        6 SH       DEFINED 01 03               0        0        6
BERKSHIRE HATHAWAY INC CL B    COM              084670207        2      121 SH       DEFINED 01 03               0        0      121
BERKSHIRE HATHAWAY B   S       COM              084670207    44235    15069 SH       DEFINED 01 02               0        0    15069
BERKSHIRE HATHAWAY B   S       COM              084670207    79535    27099 SH       DEFINED 01 10               0        0    27099
BERKSHIRE HILLS.   S           COM              084680107     1211    36149 SH       DEFINED 01 02               0        0    36149
BERRY PETROLEUM CO-CL A   S    COM              085789105     3597    62886 SH       DEFINED 01 02               0     8460    54426
BERRY PETROLEUM CO-CL A   S    COM              085789105      733    12800 SH       DEFINED 01 02 14            0    12800        0
BERRY PETROLEUM CO-CL A   S    COM              085789105      134     2350 SH       DEFINED 01 03               0     2350        0
BEST BUY CO INC                COM              086516101       12      300 SH       DEFINED 01 03               0        0      300
BEST BUY CO INC                COM              086516101       14       75 SH       DEFINED 01 03               0        0       75
BEST BUY CO INC                COM              086516101       18      426 SH       DEFINED 01 03               0        0      426
BEST BUY CO INC                COM              086516101       83       75 SH       DEFINED 01 03               0        0       75
BEST BUY CO INC                COM              086516101        6      150 SH       DEFINED 01 03               0        0      150
BEST BUY CO INC                COM              086516101        3       45 SH       DEFINED 01 03               0        0       45
BEST BUY CO INC   S            COM              086516101    29635   681573 SH       DEFINED 01 02               0    11228   670345
BEST BUY CO INC   S            COM              086516101     3817    87789 SH       DEFINED 01 03               0    87789        0
BEVERLY ENTERPRISES.   S       COM              087851309      117    10000 SH       DEFINED 01 02               0        0    10000
BEVERLY HILLS BANCORP          COM              087866109       12    13600 SH       DEFINED 01 03               0        0    13600
BEVERLY HILLS BANCORP          COM              087866109     3017     2800 SH       DEFINED 01 03               0        0     2800
BHP BILLITON LTP-SPON ADR      COM              088606108      806     4800 SH       DEFINED 01 03               0        0     4800
BHP BILLITON LTP-SPON ADR      COM              088606108      528     1000 SH       DEFINED 01 03               0        0     1000
BHP BILLITON LTD   FSUSD       COM              088606108    12449   372500 SH       DEFINED 01 02               0        0   372500
BEYOND CORP                    COM              08860E309      166     2333 SH       DEFINED 01 03               0        0     2333
BIG LOTS INC OHIO              COM              089302103        7      300 SH       DEFINED 01 03               0        0      300
BIG LOTS INC   S               COM              089302103     2806   233739 SH       DEFINED 01 02               0        0   233739
BIG LOTS INC   S               COM              089302103    30555  2544115 SH       DEFINED 01 03               0  2544115        0
BIND VIEW DEVELOPMENT          COM              090327107       44      125 SH       DEFINED 01 03               0        0      125
BIO-RAD LABS CL A.   S         COM              090572207      963    14720 SH       DEFINED 01 02               0      373    10990
BIO-RAD LABS CL A.   S         COM              090572207      678    10350 SH       DEFINED 01 02 14            0     1035        0
BIO-RAD LABS CL A.   S         COM              090572207      118     1800 SH       DEFINED 01 03               0      180        0
BIO-REFERENCE LABS             COM              09057G602       11      100 SH       DEFINED 01 03               0        0      100
BIOCRYST PHARMACEUTICALS       COM              09058V103       34     1000 SH       DEFINED 01 03               0        0     1000
BIOCRYST PHARMACEUTICALS       COM              09058V103        2      570 SH       DEFINED 01 03               0        0      570
BIOCRYST PHARMACEUTICALS       COM              09058V103        9      100 SH       DEFINED 01 03               0        0      100
BIOENVISION INC                COM              09059N100      114    17542 SH       DEFINED 01 10               0        0    17542
BIO-KEY INTERNATIONAL          COM              09060C101        2      150 SH       DEFINED 01 03               0        0      150
BIOCUREX INC                   COM              09060V109       70     8500 SH       DEFINED 01 03               0        0     8500
BIOMET INC                     COM              090613100        0      240 SH       DEFINED 01 03               0        0      240
BIOMET INC                     COM              090613100        0      100 SH       DEFINED 01 03               0        0      100
BIOMET INC   S                 COM              090613100    32772   896154 SH       DEFINED 01 02               0    54641   841513
BIOMET INC   S                 COM              090613100     3358    91834 SH       DEFINED 01 03               0    91834        0
BIOMARIN PHARMACEUTICALS       COM              09061G101        7      700 SH       DEFINED 01 03               0        0      700
BIOMARIN PHARMACEUTI.   S      COM              09061G101     2174   201603 SH       DEFINED 01 02               0    25450   176153
BIOGEN IDEC INC                COM              09062X103        0      200 SH       DEFINED 01 03               0        0      200
BIOGEN IDEC INC                COM              09062X103        1      500 SH       DEFINED 01 03               0        0      500
BIOGEN IDEC INC                COM              09062X103        1      100 SH       DEFINED 01 03               0        0      100
BIOGEN IDEC INC                COM              09062X103        3      200 SH       DEFINED 01 03               0        0      200
BIOGEN IDEC INC                COM              09062X103     1151       25 SH       DEFINED 01 03               0        0       25
BIOGEN IDEC INC   S            COM              09062X103   106723  2354377 SH       DEFINED 01 02               0    48957  2305420
BIOGEN IDEC INC   S            COM              09062X103     4828   106498 SH       DEFINED 01 03               0   106498        0
BIOGENERICS LTD                COM              09063F101      189    70000 SH       DEFINED 01 03               0        0    70000
BIOMED REALTY TRUST INC   S    COM              09063H107     3651   149603 SH       DEFINED 01 02               0        0   149603
BIOPHAN TECHNOLOGIES INC       COM              09064V105        4     1250 SH       DEFINED 01 03               0        0     1250
BIOPHAN TECHNOLOGIES INC       COM              09064V105        3     1000 SH       DEFINED 01 03               0        0     1000
BIOPHAN TECHNOLOGIES INC       COM              09064V105        4      800 SH       DEFINED 01 03               0        0      800
BIOPURE CORP                   COM              09065H303        5      499 SH       DEFINED 01 03               0        0      499
BIOPURE CORP                   COM              09065H303        8     4750 SH       DEFINED 01 03               0        0     4750
BIOTIME INC                    COM              09066L105       53      100 SH       DEFINED 01 03               0        0      100
BIRCH MOUNTAIN RESOURCES LTD   COM              09066X109        2     2000 SH       DEFINED 01 03               0        0     2000
BIOLASE TECH INC               COM              090911108        6      200 SH       DEFINED 01 03               0        0      200
BIOLASE TECH INC               COM              090911108        5     1000 SH       DEFINED 01 03               0        0     1000
BIOLASE TECHNOLOGY INC   S     COM              090911108      685    85690 SH       DEFINED 01 02               0        0    85690
BIOSITE INC   S                COM              090945106     2597    46139 SH       DEFINED 01 02               0        0    46139
BIOMIRA INC                    COM              09161R106        8     1000 SH       DEFINED 01 03               0        0     1000
BLACK & DECKER CORP            COM              091797100       35     1000 SH       DEFINED 01 03               0        0     1000
BLACK & DECKER   S             COM              091797100     1960    22542 SH       DEFINED 01 02               0      340    22202
BLACK & DECKER   S             COM              091797100     1457    16760 SH       DEFINED 01 03               0    16760        0
BLACK BOX CORP   S             COM              091826107     6436   135830 SH       DEFINED 01 02               0     7740   128090
BLACK BOX CORP   S             COM              091826107     1022    21560 SH       DEFINED 01 02 14            0    21560        0
BLACK BOX CORP   S             COM              091826107      175     3700 SH       DEFINED 01 03               0     3700        0
BLACKBOARD INC   S             COM              091935502      836    28844 SH       DEFINED 01 02               0     5080    23764
BLACK HILLS CORP               COM              092113109        5      120 SH       DEFINED 01 03               0        0      120
BLACK HILLS CORP               COM              092113109       16     1087 SH       DEFINED 01 03               0        0     1087
BLACK HILLS CORP   S           COM              092113109      164     4750 SH       DEFINED 01 03               0     4750        0
BLACK HILLS CORP   S           COM              092113109     1349    39018 SH       DEFINED 01 02               0     9230    29788
BLACK HILLS CORP   S           COM              092113109      906    26140 SH       DEFINED 01 02 14            0    26140        0
BLACKROCK INC   S              COM              09247X101      145     1334 SH       DEFINED 01 02               0        0     1334
BLAIR CORP   S                 COM              092828102       86     2206 SH       DEFINED 01 02               0        0     2206
BLOCK H&R INC   S              COM              093671105    18447   751440 SH       DEFINED 01 02               0        0   751440
BLOCK H&R INC   S              COM              093671105     1720    70052 SH       DEFINED 01 03               0    70052        0
BLOCKBUSTER INC                COM              093679108        9    10000 SH       DEFINED 01 03               0        0    10000
BLOCKBUSTER INC                COM              093679108        9     9100 SH       DEFINED 01 03               0        0     9100
BLOCKBUSTER INC - CL A   S     COM              093679108      142    37740 SH       DEFINED 01 02               0        0    37740
BLOCKBUSTER INC - CL A   S     COM              093679108       37     9980 SH       DEFINED 01 03               0     9980        0
BLOUNT INTERNATIONAL INC 00.00 COM              095180105     1696   106487 SH       DEFINED 01 02               0    18140    88347
BLOUNT INTERNATIONAL INC 00.00 COM              095180105      797    50030 SH       DEFINED 01 02 14            0    50030        0
BLOUNT INTERNATIONAL INC 00.00 COM              095180105      142     8900 SH       DEFINED 01 03               0     8900        0
BLUE COAT SYSTEMS INC   S      COM              09534T508     2600    56858 SH       DEFINED 01 02               0        0    56858
BLUE NILE INC   S              COM              09578R103     6380   158288 SH       DEFINED 01 02               0   108360    49928
BLUE NILE INC   S              COM              09578R103     1532    38000 SH       DEFINED 01 03               0    38000        0
BLUEGREEN CORP   S             COM              096231105     6387   404199 SH       DEFINED 01 02               0    39920   364279
BLUEGREEN CORP   S             COM              096231105      198    12500 SH       DEFINED 01 03               0    12500        0
BLUEGREEN CORP   S             COM              096231105     1107    70000 SH       DEFINED 01 02 14            0    70000        0
BLYTH INC   S                  COM              09643P108      462    22050 SH       DEFINED 01 02               0        0    22050
BOB EVANS FARMS   S            COM              096761101      650    28127 SH       DEFINED 01 02               0        0    28127
BODYSCAN CORP                  COM              09689P103        2    14955 SH       DEFINED 01 03               0        0    14955
BOEING CO                      COM              097023105      433       20 SH       DEFINED 01 03               0        0       20
BOEING CO                      COM              097023105       89     1800 SH       DEFINED 01 03               0        0     1800
BOEING CO                      COM              097023105     1090      100 SH       DEFINED 01 03               0        0      100
BOEING CO                      COM              097023105     1206      100 SH       DEFINED 01 03               0        0      100
BOEING CO                      COM              097023105     6326       72 SH       DEFINED 01 03               0        0       72
BOEING CO                      COM              097023105        9      650 SH       DEFINED 01 03               0        0      650
BOEING CO                      COM              097023105       64       23 SH       DEFINED 01 03               0        0       23
BOEING CO                      COM              097023105      247    14700 SH       DEFINED 01 03               0        0    14700
BOEING   S                     COM              097023105   136128  1937998 SH       DEFINED 01 02               0    11050  1926948
BOEING   S                     COM              097023105    12192   173568 SH       DEFINED 01 03               0   173568        0
BOEING   S                     COM              097023105    34548   492423 SH       DEFINED 01 10               0        0   492423
BON-TON STORES INC/THE   S     COM              09776J101      610    31900 SH       DEFINED 01 02               0        0    31900
BONSO ELECTRONICS INTL         COM              098529308        0      480 SH       DEFINED 01 03               0        0      480
BOOKHAM INC                    COM              09856E105        1      100 SH       DEFINED 01 03               0        0      100
BORDERS GROUP INC.   S         COM              099709107     1465    67600 SH       DEFINED 01 02               0        0    67600
BOREALIS EXPLORATION           COM              099720104        3     2500 SH       DEFINED 01 03               0        0     2500
BORG WARNER INC                COM              099724106        0    10600 SH       DEFINED 01 03               0        0    10600
BORG WARNER INC                COM              099724106        6     2200 SH       DEFINED 01 03               0        0     2200
BORG WARNER INC   S            COM              099724106     2661    43880 SH       DEFINED 01 02               0      480    43400
BOSTON BEER   S                COM              100557107      203     8100 SH       DEFINED 01 03               0     8100        0
BOSTON BEER   S                COM              100557107     3332   133250 SH       DEFINED 01 02               0    16590   116660
BOSTON BEER   S                COM              100557107     1089    43540 SH       DEFINED 01 02 14            0    43540        0
BOSTON PRIVATE FINL   S        COM              101119105      219     7200 SH       DEFINED 01 03               0     7200        0
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BOSTON PRIVATE FINL   S        COM              101119105     1262    41450 SH       DEFINED 01 02 14            0    41450        0
BOSTON PROPERTIES INC          COM              101121101        2     2400 SH       DEFINED 01 03               0        0     2400
BOSTON PROPERTIES INC          COM              101121101       17      500 SH       DEFINED 01 03               0        0      500
BOSTON PROPERTIES IN   S       COM              101121101     7327    98845 SH       DEFINED 01 02               0        0    98845
BOSTON PROPERTIES IN   S       COM              101121101     1432    19333 SH       DEFINED 01 10               0        0    19333
BOSTON SCIENTIFIC              COM              101137107        1      100 SH       DEFINED 01 03               0        0      100
BOSTON SCIENTIFIC              COM              101137107       12      200 SH       DEFINED 01 03               0        0      200
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BOSTON SCIENTIFIC   S          COM              101137107    86404  3528125 SH       DEFINED 01 02               0     1152  3526973
BOSTON SCIENTIFIC   S          COM              101137107     3235   132125 SH       DEFINED 01 03               0   132125        0
BOTTOMLINE TECH. INC   S       COM              101388106     2808   254947 SH       DEFINED 01 02               0    14350   240597
BOWATER INC   S                COM              102183100    27334   889824 SH       DEFINED 01 02               0    10581   879243
BOWATER INC   S                COM              102183100      841    27350 SH       DEFINED 01 02 14            0    27350        0
BOWATER INC   S                COM              102183100      613    19980 SH       DEFINED 01 03               0    19980        0
BOWNE & CO   S                 COM              103043105     1055    71065 SH       DEFINED 01 02               0        0    71065
BOYKIN LODGING CO              COM              103430104        5    31800 SH       DEFINED 01 03               0        0    31800
BOYKIN LODGING CO              COM              103430104      688     6500 SH       DEFINED 01 03               0        0     6500
BOYKIN LODGING COMPANY   S     COM              103430104     1231   100690 SH       DEFINED 01 02               0        0   100690
BRADLEY PHARMACEUTIC   S       COM              104576103      289    30385 SH       DEFINED 01 02               0        0    30385
BRADY CORP   S                 COM              104674106    14998   414554 SH       DEFINED 01 02               0        0   414554
BRAINTECH INC                  COM              105022206      138      600 SH       DEFINED 01 03               0        0      600
BRANDPARTNERS GROUP            COM              10531R107       25     1000 SH       DEFINED 01 03               0        0     1000
BRANDYWINE RLTY TR   S         COM              105368203     4185   149935 SH       DEFINED 01 02               0        0   149935
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BRASKEM SA-SPON ADR            COM              105532105    22606  1394569 SH       DEFINED 01 10               0        0  1394569
BRIGGS & STRATTON   S          COM              109043109     4375   112798 SH       DEFINED 01 02               0        0   112798
BRIGHAM EXPLORATION COMPANY    COM              109178103        4    30000 SH       DEFINED 01 03               0        0    30000
BRIGHAM EXPLORATION COMPANY    COM              109178103        8     6100 SH       DEFINED 01 03               0        0     6100
BRIGHAM EXPLORATION   S        COM              109178103      695    58630 SH       DEFINED 01 02               0    22580    36050
BRIGHAM EXPLORATION   S        COM              109178103      739    62370 SH       DEFINED 01 02 14            0    62370        0
BRIGHAM EXPLORATION   S        COM              109178103      133    11200 SH       DEFINED 01 03               0    11200        0
BRIGHT HORIZONS FAMI   S       COM              109195107      169     4565 SH       DEFINED 01 10               0        0     4565
BRIGHT HORIZONS FAMI   S       COM              109195107     1986    53610 SH       DEFINED 01 02               0     4810    48800
BRIGHT POINT   S               COM              109473405     1970    71020 SH       DEFINED 01 02               0        0    71020
BRINKER INT`L INC   S          COM              109641100    14825   383469 SH       DEFINED 01 03               0   383469        0
BRINKER INT`L INC   S          COM              109641100    31266   808727 SH       DEFINED 01 02               0    56532   752195
BRISTOL MYERS SQUIBB           COM              110122108        7      200 SH       DEFINED 01 03               0        0      200
BRISTOL MYERS SQUIBB           COM              110122108        0     9200 SH       DEFINED 01 03               0        0     9200
BRISTOL MYERS SQUIBB           COM              110122108        2     1900 SH       DEFINED 01 03               0        0     1900
BRISTOL MYERS SQUIBB   S       COM              110122108   102463  4458768 SH       DEFINED 01 02               0   108920  4349848
BRISTOL MYERS SQUIBB   S       COM              110122108     9613   418301 SH       DEFINED 01 03               0   418301        0
BRISTOL MYERS SQUIBB   S       COM              110122108    24933  1085432 SH       DEFINED 01 10               0        0  1085432
BRISTOL WEST HOLDINGS INC   S  COM              11037M105     5345   280858 SH       DEFINED 01 02               0        0   280858
BRITISH AMERICAN TOBACCO       COM              110448107        1       35 SH       DEFINED 01 03               0        0       35
BROADCOM CORP                  COM              111320107        4      300 SH       DEFINED 01 03               0        0      300
BROADCOM CORP   S              COM              111320107    81878  1736542 SH       DEFINED 01 02               0    65388  1671154
BROADCOM CORP   S              COM              111320107     4298    91174 SH       DEFINED 01 03               0    91174        0
BROADVISION INC                COM              111412607       21       38 SH       DEFINED 01 03               0        0       38
BROADWING CORP                 COM              11161E101        7        7 SH       DEFINED 01 03               0        0        7
BROADWING CORP                 COM              11161E101       11       35 SH       DEFINED 01 03               0        0       35
BROADWING CORP                 COM              11161E101       72       20 SH       DEFINED 01 03               0        0       20
BROCADE COMMUNICATIONS         COM              111621108        6       32 SH       DEFINED 01 03               0        0       32
BROCADE COMMUNICATIONS         COM              111621108     1411     1000 SH       DEFINED 01 03               0        0     1000
BROCADE COMMUNICATIONS         COM              111621108      161      300 SH       DEFINED 01 03               0        0      300
BROCADE COMMUNICATIO   S       COM              111621108      575   141590 SH       DEFINED 01 02               0    54620    86970
BROCADE COMMUNICATIO   S       COM              111621108      613   150620 SH       DEFINED 01 02 14            0   150620        0
BROCADE COMMUNICATIO   S       COM              111621108      105    25900 SH       DEFINED 01 03               0    25900        0
BROOKDALE SR LIVING INC        COM              112463104      290      250 SH       DEFINED 01 03               0        0      250
BROOKDALE SENIOR LIVING INC    COM              112463104       18      620 SH       DEFINED 01 02               0        0      620
BROOKFIELD ASSET MGMT INC CL A COM              112585104       33      300 SH       DEFINED 01 03               0        0      300
BROOKFIELD ASSET MGMT INC CL A COM              112585104        1      225 SH       DEFINED 01 03               0        0      225
BROOKFIELD HOMES INC.   S      COM              112723101     1560    31375 SH       DEFINED 01 02               0        0    31375
BROOKFIELD PROP CORP   FSUSD   COM              112900105     3850   130850 SH       DEFINED 01 02               0        0   130850
BROOKLINE BANCORP INC DEL      COM              11373M107        4     1000 SH       DEFINED 01 03               0        0     1000
BROOKLINE BANCORP INC   S      COM              11373M107     4387   309632 SH       DEFINED 01 02               0        0   309632
BROOKLINE BANCORP INC   S      COM              11373M107     1337    94500 SH       DEFINED 01 10               0        0    94500
BROOKS AUTOMATION INC   S      COM              114340102     2503   199715 SH       DEFINED 01 02               0        0   199715
BROWN & BROWN INC              COM              115236101        2      320 SH       DEFINED 01 03               0        0      320
BROWN & BROWN INC..   S        COM              115236101     1578    51669 SH       DEFINED 01 02               0        0    51669
BROWN-FORMAN CORP   S          COM              115637100     3760    53000 SH       DEFINED 01 02               0        0    53000
BROWN FORMAN CL B              COM              115637209     1448    20894 SH       DEFINED 01 02               0        0    20894
BROWN FORMAN CL B              COM              115637209     1231    17756 SH       DEFINED 01 03               0        0    17756
BROWN FORMAN CL B              COM              115637209    22083   318560 SH       DEFINED 01 10               0        0   318560
BROWN SHOE CO INC   S          COM              115736100     2473    58270 SH       DEFINED 01 02               0        0    58270
BRUNSWICK CORP   S             COM              117043109      838    20621 SH       DEFINED 01 03               0    20621        0
BRUNSWICK CORP   S             COM              117043109    11423   280947 SH       DEFINED 01 02               0        0   280947
BRUSH ENGINEERED MAT   S       COM              117421107      667    41925 SH       DEFINED 01 02               0        0    41925
BRYN MAWR BK CORP              COM              117665109        5     3900 SH       DEFINED 01 03               0        0     3900
BRYN MAWR BK CORP              COM              117665109        2    19100 SH       DEFINED 01 03               0        0    19100
BUCA INC   S                   COM              117769109      403    73825 SH       DEFINED 01 02               0        0    73825
BUCKEYE PARTNERS LP            COM              118230101       22      300 SH       DEFINED 01 03               0        0      300
BUCKEYE TECHNOLOGIES   S       COM              118255108      804    99835 SH       DEFINED 01 02               0        0    99835
BUCKLE INC                     COM              118440106        1       30 SH       DEFINED 01 03               0        0       30
BUCKLE INC                     COM              118440106        3       25 SH       DEFINED 01 03               0        0       25
BUCKLE INC.   S                COM              118440106     3587   111270 SH       DEFINED 01 02               0        0   111270
BUCYRUS INTL INC-A   S         COM              118759109     1181    22410 SH       DEFINED 01 02               0        0    22410
BUFFALO WILD WINGS INC         COM              119848109      273      263 SH       DEFINED 01 03               0        0      263
BUFFALO WILD WINGS INC         COM              119848109       56       80 SH       DEFINED 01 03               0        0       80
BUFFALO WILD WINGS INC         COM              119848109        3      100 SH       DEFINED 01 03               0        0      100
BUFFALO WILD WINGS INC         COM              119848109        0      100 SH       DEFINED 01 03               0        0      100
BUFFALO WILD WINGS INC         COM              119848109        1       88 SH       DEFINED 01 03               0        0       88
BUILD-A-BEAR WORKSHOP INC   S  COM              120076104      283     9560 SH       DEFINED 01 02               0        0     9560
BUILDERS FIRSTSOURCE INC   S   COM              12008R107      842    39396 SH       DEFINED 01 02               0        0    39396
BLDG MATERIAL HOLD   S         COM              120113105     6368    93383 SH       DEFINED 01 02               0     2890    90493
BLDG MATERIAL HOLD   S         COM              120113105      547     8010 SH       DEFINED 01 02 14            0     8010        0
BLDG MATERIAL HOLD   S         COM              120113105       95     1400 SH       DEFINED 01 03               0     1400        0
BURLINGTON COAT FACT   S       COM              121579106     2260    56219 SH       DEFINED 01 02               0        0    56219
BURLINGTON NORTHERN INC        COM              12189T104        7     4000 SH       DEFINED 01 03               0        0     4000
BURLINGTON NORTHERN INC        COM              12189T104        5     2200 SH       DEFINED 01 03               0        0     2200
BURLINGTON NORTHERN INC        COM              12189T104      166    10700 SH       DEFINED 01 03               0        0    10700
BURLINGTON NORTHERN INC        COM              12189T104      799      100 SH       DEFINED 01 03               0        0      100
BURLINGTON NORTHERN INC        COM              12189T104       15      800 SH       DEFINED 01 03               0        0      800
BURLINGTON N SANTA   S         COM              12189T104    28674   405000 SH       DEFINED 01 10               0        0   405000
BURLINGTON N SANTA   S         COM              12189T104     6107    86227 SH       DEFINED 01 03               0    86227        0
BURLINGTON N SANTA   S         COM              12189T104   106172  1499168 SH       DEFINED 01 02               0      378  1498790
BURLINGTON RESOURCES           COM              122014103        5      800 SH       DEFINED 01 03               0        0      800
BURLINGTON RESOURCES           COM              122014103      554      300 SH       DEFINED 01 03               0        0      300
BURLINGTON RESOURCES           COM              122014103      113     7000 SH       DEFINED 01 03               0        0     7000
BURLINGTON RESOURCES           COM              122014103        2     1400 SH       DEFINED 01 03               0        0     1400
BURLINGTON RESOURCES   S       COM              122014103     7508    87104 SH       DEFINED 01 03               0    87104        0
BURLINGTON RESOURCES   S       COM              122014103    24746   287072 SH       DEFINED 01 02               0     1705   285367
BUSINESS OBJECTS SA   FSUSD    COM              12328X107     4569   113057 SH       DEFINED 01 02               0        0   113057
C AND D TECHNOLOGIES           COM              124661109      142    91000 SH       DEFINED 01 03               0        0    91000
C AND D TECHNOLOGIES           COM              124661109       25    18700 SH       DEFINED 01 03               0        0    18700
C&D TECHNOLOGY   S             COM              124661109     1044   136938 SH       DEFINED 01 02               0    31540   105398
C&D TECHNOLOGY   S             COM              124661109      658    86460 SH       DEFINED 01 02 14            0    86460        0
C&D TECHNOLOGY   S             COM              124661109      118    15500 SH       DEFINED 01 03               0    15500        0
CABG MEDICAL INC               COM              124676107        1     1000 SH       DEFINED 01 03               0        0     1000
CBL & ASSOCIATES   S           COM              124830100     1195    30217 SH       DEFINED 01 02               0      750    29467
CCC INFORMATION.   S           COM              12487Q109       97     3728 SH       DEFINED 01 02               0        0     3728
CBRL GROUP INC                 COM              12489V106        9       50 SH       DEFINED 01 03               0        0       50
CBRL GROUP INC   S             COM              12489V106     3371    95900 SH       DEFINED 01 02               0        0    95900
CB RICHARD ELLIS - A   S       COM              12497T101    74881  1272414 SH       DEFINED 01 10               0        0  1272414
CB RICHARD ELLIS - A   S       COM              12497T101     2617    44460 SH       DEFINED 01 02               0        0    44460
CB RICHARD ELLIS - A   S       COM              12497T101      625    10624 SH       DEFINED 01 02 10            0        0    10624
C-COR INC   S                  COM              125010108      538   110761 SH       DEFINED 01 02               0        0   110761
CDI CORP   S                   COM              125071100      746    27222 SH       DEFINED 01 02               0        0    27222
CDW CORP                       COM              12512N105      933       35 SH       DEFINED 01 03               0        0       35
CDW CORP                       COM              12512N105        2       25 SH       DEFINED 01 03               0        0       25
CDW CORP   S                   COM              12512N105       19      325 SH       DEFINED 01 03               0      325        0
CEC ENTERTAINMENT   S          COM              125137109     8386   246361 SH       DEFINED 01 02               0        0   246361
CH ENERGY GROUP   S            COM              12541M102     5972   130089 SH       DEFINED 01 02               0        0   130089
CH ROBINSON WORLDWID   S       COM              12541W209     3419    92352 SH       DEFINED 01 02               0     8812    83540
CH ROBINSON WORLDWID   S       COM              12541W209    29869   806591 SH       DEFINED 01 03               0   806591        0
CIGNA CORP   S                 COM              125509109    52637   471231 SH       DEFINED 01 02               0     2950   468281
CIGNA CORP   S                 COM              125509109      554     4957 SH       DEFINED 01 02 10            0        0     4957
CIGNA CORP   S                 COM              125509109     3004    26889 SH       DEFINED 01 03               0    26889        0
CIGNA CORP   S                 COM              125509109     4558    40866 SH       DEFINED 01 10               0        0    40866
CIT GROUP INC                  COM              125581108       85     5300 SH       DEFINED 01 03               0        0     5300
CIT GROUP INC                  COM              125581108        0     1100 SH       DEFINED 01 03               0        0     1100
CIT GROUP INC   S              COM              125581108     4235    81788 SH       DEFINED 01 02               0     1811    79977
CIT GROUP INC   S              COM              125581108    61608  1190494 SH       DEFINED 01 10               0        0  1190494
CIT GROUP INC   S              COM              125581108     2212    42710 SH       DEFINED 01 03               0    42710        0
CIT GROUP INC   S              COM              125581108      684    13219 SH       DEFINED 01 02 10            0        0    13219
CKE RESTAURANTS INC..   S      COM              12561E105     1391   102866 SH       DEFINED 01 02               0    17270    85596
CLECO CORP   S                 COM              12561W105    10411   499257 SH       DEFINED 01 02               0    22020   477237
CLECO CORP   S                 COM              12561W105     1249    59940 SH       DEFINED 01 02 14            0    59940        0
CLECO CORP   S                 COM              12561W105      225    10800 SH       DEFINED 01 03               0    10800        0
CKX INC                        COM              12562M106     6311   486276 SH       DEFINED 01 10               0        0   486276
CMGI INC                       COM              125750109        2     1100 SH       DEFINED 01 03               0        0     1100
CMGI INC                       COM              125750109        1     1044 SH       DEFINED 01 03               0        0     1044
CMS ENERGY CORP                COM              125896100        0       30 SH       DEFINED 01 03               0        0       30
CMS ENERGY CORP   S            COM              125896100     9256   637808 SH       DEFINED 01 02               0     5194   632614
CMS ENERGY CORP   S            COM              125896100      683    47060 SH       DEFINED 01 03               0    47060        0
CPI CORP   S                   COM              125902106      280    14942 SH       DEFINED 01 02               0        0    14942
CPI CORP   S                   COM              125902106     3537   189055 SH       DEFINED 01 03               0   189055        0
CP POKPHAND LTD ADR            COM              125918201        0      600 SH       DEFINED 01 03               0        0      600
CSK AUTO CORP   S              COM              125965103     3284   217711 SH       DEFINED 01 02               0    21660   196051
CNA FINANCIAL   S              COM              126117100       11      350 SH       DEFINED 01 02               0      350        0
CNA SURETY CORP.   S           COM              12612L108     1023    70200 SH       DEFINED 01 02               0        0    70200
CNF INC   S                    COM              12612W104     1386    24800 SH       DEFINED 01 02               0        0    24800
CNOOC LTD   FSUSD              COM              126132109      854    12561 SH       DEFINED 01 02               0        0    12561
CNS INC   S                    COM              126136100     1114    50816 SH       DEFINED 01 02               0        0    50816
CNET NETWORKS INC.   S         COM              12613R104    12734   866964 SH       DEFINED 01 02               0   190000   676964
CNET NETWORKS INC.   S         COM              12613R104      937    63788 SH       DEFINED 01 03               0    63788        0
CRA INTERNATIONAL INC   S      COM              12618T105      839    17600 SH       DEFINED 01 02               0        0    17600
CSG SYSTEMS   S                COM              126349109     7056   316144 SH       DEFINED 01 02               0    29090   287054
CSG SYSTEMS   S                COM              126349109     1054    47190 SH       DEFINED 01 02 14            0    47190        0
CSG SYSTEMS   S                COM              126349109      190     8500 SH       DEFINED 01 03               0     8500        0
CSX CORP                       COM              126408103        5      250 SH       DEFINED 01 03               0        0      250
CSX CORP                       COM              126408103        1    20600 SH       DEFINED 01 03               0        0    20600
CSX CORP                       COM              126408103        1     4200 SH       DEFINED 01 03               0        0     4200
CSX CORP   S                   COM              126408103     3761    74080 SH       DEFINED 01 03               0    74080        0
CSX CORP   S                   COM              126408103    47936   944151 SH       DEFINED 01 02               0     1199   942952
CT COMMUNICATION INC   S       COM              126426402      350    28800 SH       DEFINED 01 02               0        0    28800
CTS CORP                       COM              126501105       23      100 SH       DEFINED 01 03               0        0      100
CTS CORP   S                   COM              126501105     3899   352576 SH       DEFINED 01 02               0        0   352576
CVS CORP                       COM              126650100      157      300 SH       DEFINED 01 03               0        0      300
CVS CORP                       COM              126650100       16      400 SH       DEFINED 01 03               0        0      400
CVS CORP   S                   COM              126650100    39057  1478294 SH       DEFINED 01 02               0    23607  1454687
CVS CORP   S                   COM              126650100      416    15758 SH       DEFINED 01 02 10            0        0    15758
CVS CORP   S                   COM              126650100     4599   174072 SH       DEFINED 01 03               0   174072        0
CVS CORP   S                   COM              126650100     6263   237240 SH       DEFINED 01 10               0        0   237240
CV THERAPEUTICS INC   S        COM              126667104     3204   129570 SH       DEFINED 01 02               0     9080   120490
CV THERAPEUTICS INC   S        COM              126667104      229     9235 SH       DEFINED 01 10               0        0     9235
CABELA'S INC                   COM              126804301       29      310 SH       DEFINED 01 03               0        0      310
CABLEVISION SYS NY GRP   S     COM              12686C109    16536   704557 SH       DEFINED 01 02               0     6557   698000
CABOT CORPORATION   S          COM              127055101    12320   344177 SH       DEFINED 01 02               0        0   344177
CABOT CORPORATION   S          COM              127055101      132     3690 SH       DEFINED 01 03               0     3690        0
CABOT OIL & GAS CORP   S       COM              127097103      829    18360 SH       DEFINED 01 02 14            0    18360        0
CABOT OIL & GAS CORP   S       COM              127097103      144     3200 SH       DEFINED 01 03               0     3200        0
CABOT OIL & GAS CORP   S       COM              127097103     8279   183554 SH       DEFINED 01 02               0    13420   170134
CABOT MICROELECTRONI   S       COM              12709P103      155     5273 SH       DEFINED 01 02               0        0     5273
CACHE INC   S                  COM              127150308      594    34262 SH       DEFINED 01 02               0        0    34262
CACI INTERNATIONAL INC CL A    COM              127190304      201      100 SH       DEFINED 01 03               0        0      100
CACI INTERNATIONAL   S         COM              127190304     6361   110876 SH       DEFINED 01 02               0        0   110876
CADBURY SCHWEPPE ADR   FSUSD   COM              127209302     3944   103000 SH       DEFINED 01 02               0        0   103000
CADENCE DESIGN SYS   S         COM              127387108    31598  1867492 SH       DEFINED 01 02               0     4814  1862678
CADENCE DESIGN SYS   S         COM              127387108       20     1160 SH       DEFINED 01 03               0     1160        0
CADENCE RESOURCES CORP         COM              12738N103       42    45200 SH       DEFINED 01 03               0        0    45200
CADENCE RESOURCES CORP         COM              12738N103        1     9300 SH       DEFINED 01 03               0        0     9300
CAL DIVE INTL                  COM              127914109        8      600 SH       DEFINED 01 03               0        0      600
CAL DIVE INTL INC   S          COM              127914109    13807   384711 SH       DEFINED 01 02               0    11920   372791
CAL-BAY INTERNATIONAL INC      COM              12802P208        2       68 SH       DEFINED 01 03               0        0       68
CALAMOS ASSET MANAGEMENT - A   COM              12811R104      372    11831 SH       DEFINED 01 02               0        0    11831
CALAMP CORP                    COM              128126109        2     2500 SH       DEFINED 01 03               0        0     2500
CALAMP CORP   S                COM              128126109      109    10349 SH       DEFINED 01 02               0        0    10349
CALEDONIA MNG CORP             COM              12932K103        5    30000 SH       DEFINED 01 03               0        0    30000
CALIF PIZZA KITCHEN   S        COM              13054D109     2053    64212 SH       DEFINED 01 02               0        0    64212
CALIPER LIFE SCIENCES INC   S  COM              130872104      503    85550 SH       DEFINED 01 02 14            0    85550        0
CALIPER LIFE SCIENCES INC   S  COM              130872104       86    14600 SH       DEFINED 01 03               0    14600        0
CALIPER LIFE SCIENCES INC   S  COM              130872104     2220   377510 SH       DEFINED 01 02               0    54710   322800
CALLAWAY GOLF CO   S           COM              131193104     1399   101156 SH       DEFINED 01 02               0    15970    85186
CALLAWAY GOLF CO   S           COM              131193104      614    44330 SH       DEFINED 01 02 14            0    44330        0
CALLAWAY GOLF CO   S           COM              131193104      104     7500 SH       DEFINED 01 03               0     7500        0
CALLIDUS SOFTWARE INC          COM              13123E500        5      200 SH       DEFINED 01 03               0        0      200
CALLON PETROLEUM CORP   S      COM              13123X102     2415   136794 SH       DEFINED 01 02               0        0   136794
CALLWAVE INC                   COM              13126N101        5      400 SH       DEFINED 01 03               0        0      400
CALPINE CORP                   COM              131347106       32     1793 SH       DEFINED 01 03               0        0     1793
CALPINE CORP                   COM              131347106        4    12000 SH       DEFINED 01 03               0        0    12000
CALPINE CORP                   COM              131347106        2      625 SH       DEFINED 01 03               0        0      625
CALPINE CORP                   COM              131347106       14     1500 SH       DEFINED 01 03               0        0     1500
CALPINE CORP                   COM              131347106       40     1950 SH       DEFINED 01 03               0        0     1950
CALPINE CORP                   COM              131347106       12      300 SH       DEFINED 01 03               0        0      300
CALPINE CORP                   COM              131347106        4      870 SH       DEFINED 01 03               0        0      870
CALPINE CORP                   COM              131347106        9     6400 SH       DEFINED 01 03               0        0     6400
CALPINE CORP   S               COM              131347106       43   211850 SH       DEFINED 01 02               0        0   211850
CALYPTE BIOMEDICAL CORP        COM              131722605      872        1 SH       DEFINED 01 03               0        0        1
CALYPTE BIOMEDICAL CORP        COM              131722605      146     1000 SH       DEFINED 01 03               0        0     1000
CAMBREX CORP   S               COM              132011107     1507    80305 SH       DEFINED 01 02               0        0    80305
CAMBIOR INC                    COM              13201L103        0      500 SH       DEFINED 01 03               0        0      500
CAMDEN NATIONAL CORP   S       COM              133034108      153     4665 SH       DEFINED 01 02               0        0     4665
CAMDEN PROP TRUST   S          COM              133131102     4311    74430 SH       DEFINED 01 02               0      530    73900
CAMECO CORP                    COM              13321L108      372      700 SH       DEFINED 01 03               0        0      700
CAMECO CORP                    COM              13321L108        1     1300 SH       DEFINED 01 03               0        0     1300
CAMECO CORP   FSUSD            COM              13321L108     1528    24110 SH       DEFINED 01 02               0        0    24110
CAMPBELL SOUP   S              COM              134429109    23205   779434 SH       DEFINED 01 02               0      415   779019
CAMPBELL SOUP   S              COM              134429109     1185    39792 SH       DEFINED 01 03               0    39792        0
CANADA SOUTHERN PETRO          COM              135231108      264      500 SH       DEFINED 01 03               0        0      500
CANADIAN NATL RAILWA   FSUSD   COM              136375102     2285    28567 SH       DEFINED 01 02               0        0    28567
CANADIAN NATURAL RESOURCES   F COM              136385101      903    18200 SH       DEFINED 01 02               0    18200        0
CANADIAN PAC RY LTD            COM              13645T100       54      100 SH       DEFINED 01 03               0        0      100
CANADIAN SUPERIOR ENERGY INC   COM              136644101        5      500 SH       DEFINED 01 03               0        0      500
CANDELA CORP                   COM              136907102        9      600 SH       DEFINED 01 03               0        0      600
CANDELA CORP.   S              COM              136907102       28     1894 SH       DEFINED 01 02               0        0     1894
CANARGO ENERGY CORP            COM              137225108       54    42441 SH       DEFINED 01 02               0    42441        0
CANTEL INDS INC                COM              138098108        4       67 SH       DEFINED 01 03               0        0       67
CANTEL MEDICAL CORP   S        COM              138098108       22     1213 SH       DEFINED 01 02               0        0     1213
CANTERBURY PARK HLDG   S       COM              13811E101      762    55000 SH       DEFINED 01 02               0        0    55000
CANWEST PETROLEUM INC          COM              138748108        2     2700 SH       DEFINED 01 03               0        0     2700
CANYON RESOURCES CORP          COM              138869300        1     1000 SH       DEFINED 01 03               0        0     1000
CAPITAL CORP OF THE WEST       COM              140065202      104     3189 SH       DEFINED 01 02               0     3189        0
CAPITAL CROSSING BANK   S      COM              140071101      811    24284 SH       DEFINED 01 02               0     9070    15214
CAPITAL CROSSING BANK   S      COM              140071101      840    25160 SH       DEFINED 01 02 14            0    25160        0
CAPITAL CROSSING BANK   S      COM              140071101      140     4200 SH       DEFINED 01 03               0     4200        0
CAPITAL ONE FINL CORP          COM              14040H105       23       50 SH       DEFINED 01 03               0        0       50
CAPITAL ONE FINL CORP          COM              14040H105        8     3403 SH       DEFINED 01 03               0        0     3403
CAPITAL ONE FINL CORP          COM              14040H105        3     1800 SH       DEFINED 01 03               0        0     1800
CAPITAL ONE FINL CORP          COM              14040H105        1      697 SH       DEFINED 01 03               0        0      697
CAPITAL ONE FINL CORP          COM              14040H105      927      400 SH       DEFINED 01 03               0        0      400
CAPITAL ONE FINL COR   S       COM              14040H105   162476  1880500 SH       DEFINED 01 02               0      898  1879602
CAPITAL ONE FINL COR   S       COM              14040H105   169583  1962760 SH       DEFINED 01 03               0  1962760        0
CAPITAL ONE FINL COR   S       COM              14040H105    61446   711923 SH       DEFINED 01 10               0        0   711923
CAPITAL TRUST CL A   S         COM              14052H506      410    14000 SH       DEFINED 01 02               0        0    14000
CAPITALSOURCE INC.   S         COM              14055X102      879    39225 SH       DEFINED 01 03               0    39225        0
CAPITALSOURCE INC.   S         COM              14055X102    16547   738705 SH       DEFINED 01 02               0   122576   616129
CAPITOL BANCORP LTD   S        COM              14056D105     1925    51400 SH       DEFINED 01 02               0    14720    36680
CAPITOL BANCORP LTD   S        COM              14056D105     1531    40890 SH       DEFINED 01 02 14            0    40890        0
CAPITOL BANCORP LTD   S        COM              14056D105      258     6900 SH       DEFINED 01 03               0     6900        0
CAPITOL FEDERAL FINANCIAL   S  COM              14057C106     3166    96100 SH       DEFINED 01 02               0        0    96100
CAPSTONE TURBINE               COM              14067D102      101      600 SH       DEFINED 01 03               0        0      600
CAPTARIS INC   S               COM              14071N104      229    61981 SH       DEFINED 01 02               0        0    61981
CAPTIVA SOFTWARE   S           COM              14073T109       82     3706 SH       DEFINED 01 02               0        0     3706
CARBO CERAMICS   S             COM              140781105     2473    43762 SH       DEFINED 01 02               0        0    43762
CARAUSTAR   S                  COM              140909102     3101   356926 SH       DEFINED 01 02               0        0   356926
CARDIAC SCIENCE CORP           COM              14141A108        1       97 SH       DEFINED 01 03               0        0       97
CARDIAC SCIENCE CORP   S       COM              14141A108      766    84702 SH       DEFINED 01 02               0        0    84702
CARDINAL COMMUNICATIONS INC    COM              14148P108        5     2700 SH       DEFINED 01 03               0        0     2700
CARDINAL FINANCIAL CORP   S    COM              14149F109     1575   143191 SH       DEFINED 01 02               0        0   143191
CARDINAL HEALTH INC            COM              14149Y108       13      540 SH       DEFINED 01 03               0        0      540
CARDINAL HEALTH INC            COM              14149Y108      750     6500 SH       DEFINED 01 03               0        0     6500
CARDINAL HEALTH INC            COM              14149Y108        0      251 SH       DEFINED 01 03               0        0      251
CARDINAL HEALTH INC            COM              14149Y108      153     1200 SH       DEFINED 01 03               0        0     1200
CARDINAL HEALTH   S            COM              14149Y108   212184  3086339 SH       DEFINED 01 02               0    16536  3069803
CARDINAL HEALTH   S            COM              14149Y108     7503   109141 SH       DEFINED 01 03               0   109141        0
CARDIODYNAMICS INT'L CORP      COM              141597104        2     5500 SH       DEFINED 01 03               0        0     5500
CARDIODYNAMICS INT'L CORP      COM              141597104        2      575 SH       DEFINED 01 03               0        0      575
CARDIOME PHARMA CORPORATION    COM              14159U202      518    51623 SH       DEFINED 01 10               0        0    51623
CAREMARK RX INC                COM              141705103        4       96 SH       DEFINED 01 03               0        0       96
CAREMARK RX INC   S            COM              141705103    40351   779061 SH       DEFINED 01 02               0    32619   746442
CAREMARK RX INC   S            COM              141705103     4980    96155 SH       DEFINED 01 03               0    96155        0
CARNIVAL CORP                  COM              143658300        1       35 SH       DEFINED 01 03               0        0       35
CARNIVAL CORP   FSUSD          COM              143658300    22760   425659 SH       DEFINED 01 02               0        0   425659
CARNIVAL CORP   FSUSD          COM              143658300      614    11492 SH       DEFINED 01 02 10            0        0    11492
CARNIVAL CORP   FSUSD          COM              143658300     5814   108727 SH       DEFINED 01 03               0   108727        0
CARNIVAL CORP   FSUSD          COM              143658300     7061   132111 SH       DEFINED 01 10               0        0   132111
CARRIAGE SERVICES  'A'         COM              143905107        3       43 SH       DEFINED 01 03               0        0       43
CARPENTER TECHNOLOGY   S       COM              144285103    10236   145265 SH       DEFINED 01 02               0     6740   138525
CARPENTER TECHNOLOGY   S       COM              144285103     1411    20010 SH       DEFINED 01 02 14            0    20010        0
CARPENTER TECHNOLOGY   S       COM              144285103      261     3700 SH       DEFINED 01 03               0     3700        0
CARRAMERICA REALTY   S         COM              144418100     2268    65500 SH       DEFINED 01 02               0        0    65500
CARREKER CORPORATION   S       COM              144433109      234    46848 SH       DEFINED 01 02               0        0    46848
CARRIER ACCESS CORP            COM              144460102        0   113100 SH       DEFINED 01 03               0        0   113100
CARRIER ACCESS CORP            COM              144460102        0    23100 SH       DEFINED 01 03               0        0    23100
CARRIZO OIL AND GAS   S        COM              144577103     1991    80579 SH       DEFINED 01 02               0       90    80489
CARTERS INC   S                COM              146229109     1617    27474 SH       DEFINED 01 02               0     5580    21894
CASCADE BANCORP   S            COM              147154108       71     3066 SH       DEFINED 01 02               0        0     3066
CASCADE CORP                   COM              147195101        2     4100 SH       DEFINED 01 03               0        0     4100
CASCADE CORP                   COM              147195101        3      900 SH       DEFINED 01 03               0        0      900
CASCADE CORP   S               COM              147195101     2989    63717 SH       DEFINED 01 02               0     7860    55857
CASCADE CORP   S               COM              147195101     1027    21880 SH       DEFINED 01 02 14            0    21880        0
CASCADE CORP   S               COM              147195101      178     3800 SH       DEFINED 01 03               0     3800        0
CASCADE NATURAL GAS   S        COM              147339105      484    24829 SH       DEFINED 01 02               0        0    24829
CASEYS GENERAL STOR   S        COM              147528103     8688   350353 SH       DEFINED 01 02               0    25960   324393
CASEYS GENERAL STOR   S        COM              147528103     1753    70640 SH       DEFINED 01 02 14            0    70640        0
CASEYS GENERAL STOR   S        COM              147528103      305    12300 SH       DEFINED 01 03               0    12300        0
CASH AMERICA INTL INC   S      COM              14754D100      102     4400 SH       DEFINED 01 03               0     4400        0
CASH AMERICA INTL INC   S      COM              14754D100     2025    87333 SH       DEFINED 01 02               0     9040    78293
CASH AMERICA INTL INC   S      COM              14754D100      579    24990 SH       DEFINED 01 02 14            0    24990        0
CASH SYSTEMS INC               COM              14756B102        9      500 SH       DEFINED 01 03               0        0      500
CASH SYSTEMS INC               COM              14756B102     4198   486500 SH       DEFINED 01 10               0        0   486500
CASTLE A M CO PV10   S         COM              148411101     1577    72253 SH       DEFINED 01 02               0        0    72253
CASUAL MALE RETAIL GROUP       COM              148711104        0       66 SH       DEFINED 01 03               0        0       66
CATALINA MKTG   S              COM              148867104    45873  1809520 SH       DEFINED 01 02               0   128362  1681158
CATALINA MKTG   S              COM              148867104      616    24280 SH       DEFINED 01 02 14            0    24280        0
CATALINA MKTG   S              COM              148867104     2333    92068 SH       DEFINED 01 03               0    92068        0
CATALYST SEMICONDUCTOR INC   S COM              148881105     1807   372600 SH       DEFINED 01 02               0        0   372600
CATAPULT COMMUNICATION         COM              149016107        4    29500 SH       DEFINED 01 03               0        0    29500
CATAPULT COMMUNICATION         COM              149016107        4     6100 SH       DEFINED 01 03               0        0     6100
CATAPULT COMM. CORP   S        COM              149016107     2988   202065 SH       DEFINED 01 02               0        0   202065
CATERPILLAR INC                COM              149123101       36      100 SH       DEFINED 01 03               0        0      100
CATERPILLAR INC                COM              149123101        0      320 SH       DEFINED 01 03               0        0      320
CATERPILLAR INC                COM              149123101       10      436 SH       DEFINED 01 03               0        0      436
CATERPILLAR INC                COM              149123101    62182      527 SH       DEFINED 01 03               0        0      527
CATERPILLAR INC                COM              149123101   139373       86 SH       DEFINED 01 03               0        0       86
CATERPILLAR INC                COM              149123101      103       70 SH       DEFINED 01 03               0        0       70
CATERPILLAR INC   S            COM              149123101   380822  6592041 SH       DEFINED 01 02               0    20063  6571978
CATERPILLAR INC   S            COM              149123101    14548   251826 SH       DEFINED 01 03               0   251826        0
CATERPILLAR INC   S            COM              149123101     7083   122600 SH       DEFINED 01 10               0        0   122600
CATO CORP CL A                 COM              149205106        6    17050 SH       DEFINED 01 03               0        0    17050
CATO CORP CL A                 COM              149205106        8     3500 SH       DEFINED 01 03               0        0     3500
CATO CORP  -CL A   S           COM              149205106      216    10050 SH       DEFINED 01 03               0    10050        0
CATO CORP  -CL A   S           COM              149205106     9150   426446 SH       DEFINED 01 02               0    20540   405906
CATO CORP  -CL A   S           COM              149205106     1198    55825 SH       DEFINED 01 02 14            0    55825        0
CAVALIER HOMES INC   S         COM              149507105      419    65000 SH       DEFINED 01 02               0        0    65000
CAVCO INDUSTRIES INC   S       COM              149568107     1358    35495 SH       DEFINED 01 02               0        0    35495
CBOT HLDGS INC                 COM              14984K106        4      225 SH       DEFINED 01 03               0        0      225
CCE SPINCO INC   S             COM              14985W109     3751   286377 SH       DEFINED 01 02               0        0   286377
CCE SPINCO INC   S             COM              14985W109        2      182 SH       DEFINED 01 03               0        0      182
CEDAR FAIR  LP   S             COM              150185106    10714   375400 SH       DEFINED 01 02               0        0   375400
CEL SCI CORP                   COM              150837409        1     8000 SH       DEFINED 01 03               0        0     8000
CEL SCI CORP                   COM              150837409        0    12000 SH       DEFINED 01 03               0        0    12000
CELESTICA INC                  COM              15101Q108        2    24400 SH       DEFINED 01 03               0        0    24400
CELESTICA INC                  COM              15101Q108      339     7300 SH       DEFINED 01 03               0        0     7300
CELESTICA INC                  COM              15101Q108        8    35900 SH       DEFINED 01 03               0        0    35900
CELESTICA INC                  COM              15101Q108       67     4975 SH       DEFINED 01 03               0        0     4975
CELGENE CORP.   S              COM              151020104     3542    54668 SH       DEFINED 01 02               0    13018    41650
CELGENE CORP.   S              COM              151020104       43      660 SH       DEFINED 01 03               0      660        0
CELGENE CORP                   COM              151020104        7      300 SH       DEFINED 01 03               0        0      300
CEMEX   FSUSD                  COM              151290889    62447  1052525 SH       DEFINED 01 02               0        0  1052525
CEMEX   FSUSD                  COM              151290889     9785   164922 SH       DEFINED 01 02 10            0        0   164922
CEMEX   FSUSD                  COM              151290889      273     4606 SH       DEFINED 01 03               0        0     4606
CEMEX   FSUSD                  COM              151290889   133272  2246663 SH       DEFINED 01 10               0        0  2246663
CENDANT CORP   S               COM              151313103     4703   272653 SH       DEFINED 01 03               0   272653        0
CENDANT CORP   S               COM              151313103   133592  7744478 SH       DEFINED 01 02               0    39308  7705170
CENDANT CORP                   COM              151313103        5     1200 SH       DEFINED 01 03               0        0     1200
CENTENNIAL COMM CORP   S       COM              15133V208    10677   687955 SH       DEFINED 01 02               0        0   687955
CENTENNIAL COMM CORP   S       COM              15133V208       29     1850 SH       DEFINED 01 03               0     1850        0
CENTENE CORP.   S              COM              15135B101     6065   230712 SH       DEFINED 01 02               0     8450   222262
CENTENE CORP                   COM              15135B101        0      163 SH       DEFINED 01 03               0        0      163
CENTER FINANCIAL CORP   S      COM              15146E102      637    25301 SH       DEFINED 01 02               0    14520    10781
CENTER POINT   S               COM              151895109    20510   414500 SH       DEFINED 01 02               0        0   414500
CENTERPOINT ENERGY INC   S     COM              15189T107     4630   360445 SH       DEFINED 01 02               0     8053   352392
CENTERPOINT ENERGY INC   S     COM              15189T107      852    66303 SH       DEFINED 01 03               0    66303        0
CENTERPOINT ENERGY INC   S     COM              15189T107     1935   150840 SH       DEFINED 01 10               0        0   150840
CENTERPOINT ENERGY INC         COM              15189T107        0     2889 SH       DEFINED 01 03               0        0     2889
CENTERPOINT ENERGY INC         COM              15189T107        1      500 SH       DEFINED 01 03               0        0      500
CENTEX CORPORATION   S         COM              152312104    25619   358380 SH       DEFINED 01 02               0    14275   344105
CENTEX CORPORATION   S         COM              152312104     4398    61524 SH       DEFINED 01 02 10            0        0    61524
CENTEX CORPORATION   S         COM              152312104     1952    27308 SH       DEFINED 01 03               0    27308        0
CENTEX CORPORATION   S         COM              152312104    25577   357981 SH       DEFINED 01 10               0        0   357981
CENTILLIUM COMM   S            COM              152319109      407   116185 SH       DEFINED 01 02               0        0   116185
CENTILLIUM COMMUNICATIONS      COM              152319109        0      200 SH       DEFINED 01 03               0        0      200
CENTRACORE PROPERTIES   S      COM              15235H107     2070    77021 SH       DEFINED 01 02               0        0    77021
CENTRAL EURO DISTRIBUTION CORP COM              153435102      544    13540 SH       DEFINED 01 02               0     4540     9000
CENTRAL EURO DISTRIBUTION      COM              153435102        0      300 SH       DEFINED 01 03               0        0      300
CENTRAL GARDEN & PET.   S      COM              153527106     4079    88780 SH       DEFINED 01 02               0       80    88700
CENT IL LT CO 05.850% 07/01/20 PRF              153645882     3079    31316 SH       DEFINED 01 04               0        0    31316
CENTRAL PACIFIC FINANCIAL CO   COM              154760102     5862   163185 SH       DEFINED 01 02               0        0   163185
CENTRAL PARKING   S            COM              154785109      536    39047 SH       DEFINED 01 02               0        0    39047
CENTRAL VT PUB SRV   S         COM              155771108      595    33066 SH       DEFINED 01 02               0        0    33066
CENTURY ALUMINUM   S           COM              156431108    13881   529554 SH       DEFINED 01 02               0     9640   519914
CENTURY ALUMINUM   S           COM              156431108      697    26570 SH       DEFINED 01 02 14            0    26570        0
CENTURY ALUMINUM   S           COM              156431108      131     5000 SH       DEFINED 01 03               0     5000        0
CENTURYTEL INC   S             COM              156700106    10618   320237 SH       DEFINED 01 02               0     1140   319097
CENTURYTEL INC   S             COM              156700106      929    28004 SH       DEFINED 01 03               0    28004        0
CENTURYTEL INC 04.750% 08/01/2 CONV BND         156700AH9      559   550000 PRN      DEFINED 01 02               0        0   550000
CEPHALON INC   S               COM              156708109     1715    26480 SH       DEFINED 01 02               0        0    26480
CEPHALON INC                   COM              156708109        0      900 SH       DEFINED 01 03               0        0      900
CEPHALON INC                   COM              156708109        1     4400 SH       DEFINED 01 03               0        0     4400
CEPHALON INC                   COM              156708109        1      200 SH       DEFINED 01 03               0        0      200
CERADYNE INC.   S              COM              156710105     5498   125532 SH       DEFINED 01 02               0     6300   119232
CERES GROUP INC                COM              156772105        1     1000 SH       DEFINED 01 03               0        0     1000
CERIDIAN CORP - NEW   S        COM              156779100     1863    74972 SH       DEFINED 01 02               0        0    74972
CERNER CORP   S                COM              156782104    21276   234026 SH       DEFINED 01 02               0        0   234026
CERNER CORP                    COM              156782104      668     1250 SH       DEFINED 01 03               0        0     1250
CEVA INC                       COM              157210105      133      800 SH       DEFINED 01 03               0        0      800
CHAMPION ENTERPRISES   S       COM              158496109     9435   692780 SH       DEFINED 01 02               0    10740   682040
CHAMPION INDUSTRIES            COM              158520106       62      500 SH       DEFINED 01 03               0        0      500
CHANNELL COMMERCIAL CORP       COM              159186105        0     1000 SH       DEFINED 01 03               0        0     1000
CHAPARRAL STEEL COMPANY   S    COM              159423102     1621    53597 SH       DEFINED 01 02               0        0    53597
CHARLES & COLVARD LTD          COM              159765106       11       85 SH       DEFINED 01 03               0        0       85
CHARLES & COLVARD LTD          COM              159765106        5      200 SH       DEFINED 01 03               0        0      200
CHARLES RIV LABORATO   S       COM              159864107      294     6948 SH       DEFINED 01 02               0        0     6948
CHARTERMAC   S                 COM              160908109      472    22242 SH       DEFINED 01 02               0        0    22242
CHARLOTTE RUSSE HLDS..   S     COM              161048103      238    11460 SH       DEFINED 01 02               0        0    11460
CHARMING SHOPPES   S           COM              161133103     6693   507114 SH       DEFINED 01 02               0    44470   462644
CHARMING SHOPPES   S           COM              161133103     1617   122470 SH       DEFINED 01 02 14            0   122470        0
CHARMING SHOPPES   S           COM              161133103      277    21000 SH       DEFINED 01 03               0    21000        0
CHARTER COMMUNICATIO   S       COM              16117M107      847   694600 SH       DEFINED 01 02               0        0   694600
CHARTER COMMUNICATIO   S       COM              16117M107      151   125000 SH       DEFINED 01 10               0        0   125000
CHARTER COMMUNICATION          COM              16117M107      305      100 SH       DEFINED 01 03               0        0      100
CHARYS HLDG CO                 COM              161420104       69    18450 SH       DEFINED 01 03               0        0    18450
CHATTEM INC   S                COM              162456107     3223    88569 SH       DEFINED 01 02               0        0    88569
CHECKFREE CORP   S             COM              162813109     1354    29500 SH       DEFINED 01 02               0        0    29500
CHECKFREE CORP   S             COM              162813109       16      340 SH       DEFINED 01 03               0      340        0
CHECKFREE CORP                 COM              162813109       32       75 SH       DEFINED 01 03               0        0       75
CHECKPOINT SYSTEMS I   S       COM              162825103     4206   170640 SH       DEFINED 01 02               0        0   170640
CHECKPOINT SYSTEMS I           COM              162825103        5      400 SH       DEFINED 01 03               0        0      400
CHEESECAKE FACTORY   S         COM              163072101    55826  1493066 SH       DEFINED 01 02               0   232956  1260110
CHEESECAKE FACTORY   S         COM              163072101     4236   113294 SH       DEFINED 01 03               0   113294        0
THE CHEESECAKE FACTORY         COM              163072101       43      100 SH       DEFINED 01 03               0        0      100
CHEMED CORP   S                COM              16359R103    11670   234922 SH       DEFINED 01 02               0     6770   228152
CHEMICAL FINANCIAL C   S       COM              163731102      630    19864 SH       DEFINED 01 02               0        0    19864
CHEMTURA CORP   S              COM              163893100      889    70000 SH       DEFINED 01 02               0        0    70000
CHENIERE ENERGY INC   S        COM              16411R208      493    13270 SH       DEFINED 01 02               0     6490     6780
CHEROKEE INC   S               COM              16444H102       81     2358 SH       DEFINED 01 02               0        0     2358
CHESAPEAKE CORP   S            COM              165159104     6139   361548 SH       DEFINED 01 02               0        0   361548
CHESAPEAKE ENERGY   S          COM              165167107    14825   467245 SH       DEFINED 01 02               0    63258   403987
CHESAPEAKE ENERGY              COM              165167107        4       25 SH       DEFINED 01 03               0        0       25
CHESAPEAKE ENERGY              COM              165167107        2      400 SH       DEFINED 01 03               0        0      400
CHESAPEAKE ENERGY              COM              165167107        1      650 SH       DEFINED 01 03               0        0      650
CHESAPEAKE ENERGY              COM              165167107        2       50 SH       DEFINED 01 03               0        0       50
CHESAPEAKE ENERGY              COM              165167107        2      811 SH       DEFINED 01 03               0        0      811
CHESAPEAKE ENERGY              COM              165167107       18     2100 SH       DEFINED 01 03               0        0     2100
CHESAPEAKE ENERGY              COM              165167107        8     3700 SH       DEFINED 01 03               0        0     3700
CHESAPEAKE ENERGY              COM              165167107       15       50 SH       DEFINED 01 03               0        0       50
CHESAPEAKE ENERGY 04.500% 12/3 CONV PRF         165167842      377     4000 SH       DEFINED 01 02               0        0     4000
CHESAPEAKE UTILITIES CORP      COM              165303108       38    10900 SH       DEFINED 01 03               0        0    10900
CHESAPEAKE UTILITIES CORP      COM              165303108       18     2000 SH       DEFINED 01 03               0        0     2000
CHEVRON CORP   S               COM              166764100   488245  8600496 SH       DEFINED 01 02               0    21593  8578903
CHEVRON CORP   S               COM              166764100    30639   539696 SH       DEFINED 01 03               0   539696        0
CHEVRON CORP   S               COM              166764100    76494  1348616 SH       DEFINED 01 10               0        0  1348616
CHEVRON CORP                   COM              166764100        9      100 SH       DEFINED 01 03               0        0      100
CHEVRON CORP                   COM              166764100        3     8900 SH       DEFINED 01 03               0        0     8900
CHEVRON CORP                   COM              166764100       61    13577 SH       DEFINED 01 03               0        0    13577
CHEVRON CORP                   COM              166764100       51    50800 SH       DEFINED 01 03               0        0    50800
CHEVRON CORP                   COM              166764100      299      200 SH       DEFINED 01 03               0        0      200
CHEVRON CORP                   COM              166764100      240      238 SH       DEFINED 01 03               0        0      238
CHEVRON CORP                   COM              166764100       13       50 SH       DEFINED 01 03               0        0       50
CHEVRON CORP                   COM              166764100       99      200 SH       DEFINED 01 03               0        0      200
CHEVRON CORP                   COM              166764100       38      308 SH       DEFINED 01 03               0        0      308
CHEVRON CORP                   COM              166764100        5     2800 SH       DEFINED 01 03               0        0     2800
CHEVRON CORP                   COM              166764100        3     1390 SH       DEFINED 01 03               0        0     1390
CHICAGO BRIDGE & IRON C0       COM              167250109        4      240 SH       DEFINED 01 03               0        0      240
CHICAGO MERCANTILE EXCH HLDS   COM              167760107     6563    17860 SH       DEFINED 01 02               0        0    17860
CHICAGO MERCANTILE EX HLDNGS   COM              167760107        7      105 SH       DEFINED 01 03               0        0      105
CHICO'S FAS INC   S            COM              168615102    40241   916036 SH       DEFINED 01 02               0   111526   804510
CHICO'S FAS INC   S            COM              168615102     2156    49088 SH       DEFINED 01 03               0    49088        0
CHICO'S FAS INC   S            COM              168615102    11620   264818 SH       DEFINED 01 10               0        0   264818
CHICOS FAS INC                 COM              168615102      698      250 SH       DEFINED 01 03               0        0      250
CHICOS FAS INC                 COM              168615102      142      780 SH       DEFINED 01 03               0        0      780
CHICOS FAS INC                 COM              168615102        0       50 SH       DEFINED 01 03               0        0       50
CHICOS FAS INC                 COM              168615102        5      200 SH       DEFINED 01 03               0        0      200
CHICOS FAS INC                 COM              168615102      294       52 SH       DEFINED 01 03               0        0       52
CHICOS FAS INC                 COM              168615102       61     1600 SH       DEFINED 01 03               0        0     1600
CHILDRENS PLACE   S            COM              168905107     6408   129684 SH       DEFINED 01 02               0     6510   123174
CHILMARK ENTERTAINMENT GROUP   COM              169254109       25    18200 SH       DEFINED 01 03               0        0    18200
CHIMERA TECHNOLOGY CORP        COM              169348307        8     4400 SH       DEFINED 01 03               0        0     4400
CHINA MOBILE LTD ADR           COM              16941M109        1      400 SH       DEFINED 01 03               0        0      400
CHINA MEDICAL TECHNOLOGIES     COM              169483104        9      150 SH       DEFINED 01 03               0        0      150
CHOICE HOTELS INTL             COM              169905106      317       68 SH       DEFINED 01 03               0        0       68
CHIQUITA BRANDS INTL         3 COM              170032114       63      213 SH       DEFINED 01 03               0        0      213
CHIQUITA BRANDS INTL   S       COM              170032809     4623   231031 SH       DEFINED 01 02               0      140   230891
CHIQUITA BRANDS INTL           COM              170032809        6       12 SH       DEFINED 01 03               0        0       12
CHIQUITA BRANDS INTL           COM              170032809        2       44 SH       DEFINED 01 03               0        0       44
CHIRON   S                     COM              170040109     1086    24408 SH       DEFINED 01 03               0    24408        0
CHIRON   S                     COM              170040109      280     6288 SH       DEFINED 01 02               0        0     6288
CHITTENDEN CORP   S            COM              170228100     4257   153097 SH       DEFINED 01 02               0        0   153097
CHORDIANT SOFTWARE INC         COM              170404107      242    92642 SH       DEFINED 01 02               0    92642        0
CHRISTOPHER & BANKS   S        COM              171046105     1474    78483 SH       DEFINED 01 02               0        0    78483
CHUBB CORP   S                 COM              171232101   101899  1043515 SH       DEFINED 01 02               0     5322  1038193
CHUBB CORP   S                 COM              171232101     5364    54932 SH       DEFINED 01 03               0    54932        0
CHUBB CORP                     COM              171232101        1    12200 SH       DEFINED 01 03               0        0    12200
CHUBB CORP                     COM              171232101       11     2000 SH       DEFINED 01 03               0        0     2000
CHUNGHWA TELECOM CO LTD-ADR    COM              17133Q205    44664  2434039 SH       DEFINED 01 02               0        0  2434039
CHUNGHWA TELECOM CO LTD-ADR    COM              17133Q205       54     2951 SH       DEFINED 01 03               0        0     2951
CHURCH & DWIGHT   S            COM              171340102     3989   120750 SH       DEFINED 01 02               0        0   120750
CHURCHILL DOWNS INC   S        COM              171484108     2370    64500 SH       DEFINED 01 02               0        0    64500
CIBER INC   S                  COM              17163B102     1697   257219 SH       DEFINED 01 02               0        0   257219
CIENA CORPORATION   S          COM              171779101      645   217221 SH       DEFINED 01 03               0   217221        0
CIENA CORPORATION   S          COM              171779101    29880 10060078 SH       DEFINED 01 02               0   134810  9925268
CIENA CORPORATION   S          COM              171779101     1100   370580 SH       DEFINED 01 02 14            0   370580        0
CIENA CORPORATION              COM              171779101       14     1000 SH       DEFINED 01 03               0        0     1000
CIENA CORPORATION              COM              171779101       56      700 SH       DEFINED 01 03               0        0      700
CIENA CORPORATION              COM              171779101      427     1000 SH       DEFINED 01 03               0        0     1000
CIMAREX ENERGY CO   S          COM              171798101      291     6775 SH       DEFINED 01 03               0     6775        0
CIMAREX ENERGY CO   S          COM              171798101    20849   484773 SH       DEFINED 01 02               0    14392   470381
CIMAREX ENERGY CO   S          COM              171798101     1701    39570 SH       DEFINED 01 02 14            0    39570        0
CIMAREX ENERGY CO              COM              171798101      243      100 SH       DEFINED 01 03               0        0      100
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CINERGY CORP   S               COM              172474108     1810    42636 SH       DEFINED 01 03               0    42636        0
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CIRCUIT CITY   S               COM              172737108     2242    99260 SH       DEFINED 01 02               0        0    99260
CIRCUIT CITY   S               COM              172737108      756    33482 SH       DEFINED 01 03               0    33482        0
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CISCO SYSTEMS                  COM              17275R102       18      407 SH       DEFINED 01 03               0        0      407
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CISCO SYSTEMS                  COM              17275R102        0      540 SH       DEFINED 01 03               0        0      540
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CITIGROUP INC                  COM              172967101       26      758 SH       DEFINED 01 03               0        0      758
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CREE INC   S                   COM              225447101      222     8800 SH       DEFINED 01 02               0        0     8800
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CUTTER & BUCK INC   S          COM              232217109     2199   196900 SH       DEFINED 01 02               0        0   196900
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DC BRANDS INTL                 COM              233078104        2      300 SH       DEFINED 01 03               0        0      300
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DJ ORTHOPEDICS INC   S         COM              23325G104      135     4900 SH       DEFINED 01 03               0     4900        0
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DST SYSTEMS   S                COM              233326107     9652   161116 SH       DEFINED 01 02               0    58658   102458
DST SYSTEMS   S                COM              233326107     1269    21189 SH       DEFINED 01 03               0    21189        0
DST SYSTEMS   S                COM              233326107    67276  1123137 SH       DEFINED 01 10               0        0  1123137
DSP GROUP INC   S              COM              23332B106     4345   173355 SH       DEFINED 01 02               0     9800   163555
DTE ENERGY COMPANY   S         COM              233331107    14877   344454 SH       DEFINED 01 02               0      490   343964
DTE ENERGY COMPANY   S         COM              233331107     1642    38015 SH       DEFINED 01 03               0    38015        0
DTE ENERGY CO                  COM              233331107      445      100 SH       DEFINED 01 03               0        0      100
DSW INC-CLASS A   S            COM              23334L102     1461    55700 SH       DEFINED 01 02               0        0    55700
DADE BEHRING HOLDINGS INC   S  COM              23342J206     4668   114158 SH       DEFINED 01 02               0        0   114158
DADE BEHRING HOLDINGS INC   S  COM              23342J206     7008   171420 SH       DEFINED 01 10               0        0   171420
DAKTRONICS   S                 COM              234264109     1009    34130 SH       DEFINED 01 02               0        0    34130
DANA CORP   S                  COM              235811106    12155  1693058 SH       DEFINED 01 02               0    13110  1679948
DANA CORP   S                  COM              235811106      231    32147 SH       DEFINED 01 03               0    32147        0
DANA CORP                      COM              235811106      125     7400 SH       DEFINED 01 03               0        0     7400
DANAHER CORP   S               COM              235851102     3745    67150 SH       DEFINED 01 03               0    67150        0
DANAHER CORP   S               COM              235851102    41690   747241 SH       DEFINED 01 02               0    26725   720516
DANKA BUSINESS SYSTEMS         COM              236277109      263      100 SH       DEFINED 01 03               0        0      100
DARDEN RESTAURANT   S          COM              237194105   192971  4963255 SH       DEFINED 01 03               0  4963255        0
DARDEN RESTAURANT   S          COM              237194105     4331   111394 SH       DEFINED 01 02               0     7267   104127
DARDEN RESTAURANTS             COM              237194105      219      142 SH       DEFINED 01 03               0        0      142
DARDEN RESTAURANTS             COM              237194105      700     2543 SH       DEFINED 01 03               0        0     2543
DARDEN RESTAURANTS             COM              237194105        5  3427758 SH       DEFINED 01 03               0        0  3427758
DARDEN RESTAURANTS             COM              237194105       57      250 SH       DEFINED 01 03               0        0      250
DARDEN RESTAURANTS             COM              237194105       42  1529305 SH       DEFINED 01 03               0        0  1529305
DATAWATCH CORP                 COM              237917208      146     2219 SH       DEFINED 01 03               0        0     2219
DATALINK CORP                  COM              237934104       49     1000 SH       DEFINED 01 03               0        0     1000
DATARAM CORP                   COM              238108203        2      285 SH       DEFINED 01 03               0        0      285
DATASCOPE   S                  COM              238113104      885    26781 SH       DEFINED 01 02               0        0    26781
DATATEC SYSTEMS INC            COM              238128102        2    28000 SH       DEFINED 01 03               0        0    28000
DAVITA INC   S                 COM              23918K108     2117    41810 SH       DEFINED 01 02               0        0    41810
DEAN FOODS COMPANY   S         COM              242370104        2       50 SH       DEFINED 01 02               0        0       50
DEAN'S FOODS CO                COM              242370104        6      200 SH       DEFINED 01 03               0        0      200
DEAN'S FOODS CO                COM              242370104      132       50 SH       DEFINED 01 03               0        0       50
DEB SHOPS   S                  COM              242728103     4088   137500 SH       DEFINED 01 02               0        0   137500
DEB SHOPS INC                  COM              242728103       31    11100 SH       DEFINED 01 03               0        0    11100
DEB SHOPS INC                  COM              242728103        6     2200 SH       DEFINED 01 03               0        0     2200
DECODE GENETICS INC   S        COM              243586104     2599   314600 SH       DEFINED 01 02               0    17700   296900
DEERE & COMPANY   S            COM              244199105   112137  1646408 SH       DEFINED 01 02               0     9160  1637248
DEERE & COMPANY   S            COM              244199105     3512    51563 SH       DEFINED 01 03               0    51563        0
DEERE & COMPANY   S            COM              244199105     3405    50000 SH       DEFINED 01 10               0        0    50000
DEERE & CO                     COM              244199105       17      100 SH       DEFINED 01 03               0        0      100
DEERE & CO                     COM              244199105        0       75 SH       DEFINED 01 03               0        0       75
DEL GLOBAL TECHNOLOGIES CORP   COM              245073101        4      100 SH       DEFINED 01 03               0        0      100
DEL MONTE FOODS CO   S         COM              24522P103     7571   725843 SH       DEFINED 01 02               0     2260   723583
DELCATH SYSTEMS                COM              24661P104      230     5000 SH       DEFINED 01 03               0        0     5000
DELL INC   S                   COM              24702R101     1911    63703 SH       DEFINED 01 02 10            0        0    63703
DELL INC   S                   COM              24702R101    15683   522954 SH       DEFINED 01 03               0   522954        0
DELL INC   S                   COM              24702R101   243918  8132585 SH       DEFINED 01 02               0     9227  8123358
DELL INC   S                   COM              24702R101    19530   652302 SH       DEFINED 01 10               0        0   652302
DELL INC                       COM              24702R101        3      340 SH       DEFINED 01 03               0        0      340
DELL INC                       COM              24702R101        5      465 SH       DEFINED 01 03               0        0      465
DELL INC                       COM              24702R101        1      600 SH       DEFINED 01 03               0        0      600
DELL INC                       COM              24702R101        5      303 SH       DEFINED 01 03               0        0      303
DELL INC                       COM              24702R101        6      405 SH       DEFINED 01 03               0        0      405
DELL INC                       COM              24702R101        2     1066 SH       DEFINED 01 03               0        0     1066
DELL INC                       COM              24702R101       43      965 SH       DEFINED 01 03               0        0      965
DELL INC                       COM              24702R101        7     1888 SH       DEFINED 01 03               0        0     1888
DELPHI CORPORATION   S         COM              247126105      140   475565 SH       DEFINED 01 02               0        0   475565
DELPHI CORP                    COM              247126105        7       75 SH       DEFINED 01 03               0        0       75
DELPHI CORP                    COM              247126105        6      100 SH       DEFINED 01 03               0        0      100
DELPHI CORP                    COM              247126105       20     1000 SH       DEFINED 01 03               0        0     1000
DELPHI CORP                    COM              247126105       24     4400 SH       DEFINED 01 03               0        0     4400
DELPHI FINANCIAL GRP   S       COM              247131105    10109   219709 SH       DEFINED 01 02               0    14017   205692
DELPHI FINANCIAL GRP   S       COM              247131105     1761    38280 SH       DEFINED 01 02 14            0    38280        0
DELPHI FINANCIAL GRP   S       COM              247131105      313     6801 SH       DEFINED 01 03               0     6801        0
DELTA & PINE LAND CO   S       COM              247357106     2120    92116 SH       DEFINED 01 02               0        0    92116
DELTA AIRLINES                 COM              247361108        6     2200 SH       DEFINED 01 03               0        0     2200
DELTA AIRLINES                 COM              247361108        3     1000 SH       DEFINED 01 03               0        0     1000
DELTA AIRLINES                 COM              247361108        1      140 SH       DEFINED 01 03               0        0      140
DELTA AIRLINES                 COM              247361108        0     1000 SH       DEFINED 01 03               0        0     1000
DELTA THREE. COM               COM              24783N102        3      300 SH       DEFINED 01 03               0        0      300
DELTIC TIMBER CORP   S         COM              247850100     1390    26811 SH       DEFINED 01 02               0        0    26811
DELTIC TIMBER CORP             COM              247850100      917    12600 SH       DEFINED 01 03               0        0    12600
DELTIC TIMBER CORP             COM              247850100      126     2500 SH       DEFINED 01 03               0        0     2500
DELTA PETROLEUM CORP   S       COM              247907207     3665   168345 SH       DEFINED 01 02               0    71339    97006
DELTA PETROLEUM CORP   S       COM              247907207      551    25319 SH       DEFINED 01 03               0    25319        0
DENBURY RESOURCES INC   S      COM              247916208    21396   939255 SH       DEFINED 01 02               0   317785   621470
DENBURY RESOURCES INC   S      COM              247916208     2822   123853 SH       DEFINED 01 03               0   123853        0
DELTA FINANCIAL CORP   S       COM              247918105      843   100430 SH       DEFINED 01 02               0    38690    61740
DELTA FINANCIAL CORP   S       COM              247918105      160    19100 SH       DEFINED 01 03               0    19100        0
DELTA FINANCIAL CORP   S       COM              247918105      895   106770 SH       DEFINED 01 02 14            0   106770        0
DELUXE CORPORATION   S         COM              248019101     5051   167600 SH       DEFINED 01 02               0        0   167600
DENDRITE   S                   COM              248239105    40157  2786753 SH       DEFINED 01 02               0   180560  2606193
DENDRITE   S                   COM              248239105     1616   112125 SH       DEFINED 01 03               0   112125        0
DENDREON CORP                  COM              24823Q107        3      650 SH       DEFINED 01 03               0        0      650
DENNY'S CORPORATION   S        COM              24869P104     1716   425820 SH       DEFINED 01 03               0   425820        0
DENTSPLY INTERNATL I   S       COM              249030107      995    18544 SH       DEFINED 01 02               0        0    18544
DENTSPLY INTERNATL I   S       COM              249030107       16      300 SH       DEFINED 01 03               0      300        0
DENTSPLY INTL                  COM              249030107        8     1150 SH       DEFINED 01 03               0        0     1150
DESWELL INDUSTRIES INC         COM              250639101        4       15 SH       DEFINED 01 03               0        0       15
DEVELOPERS DIV REALTY   S      COM              251591103     2722    57900 SH       DEFINED 01 02               0        0    57900
DEVELOPERS DIVERSIFIED         COM              251591103        1      228 SH       DEFINED 01 03               0        0      228
DEVELOPERS DIVERSIFIED         COM              251591103        2      100 SH       DEFINED 01 03               0        0      100
DEVELOPERS DIVERSIFIED         COM              251591103      650     6200 SH       DEFINED 01 03               0        0     6200
DEVELOPERS DIVERSIFIED         COM              251591103      132     1400 SH       DEFINED 01 03               0        0     1400
DEVON ENERGY   S               COM              25179M103   132586  2120024 SH       DEFINED 01 02               0    24988  2095036
DEVON ENERGY   S               COM              25179M103     6471   103465 SH       DEFINED 01 03               0   103465        0
DEVON ENERGY CORPORATIOIN NEW  COM              25179M103       14     5500 SH       DEFINED 01 03               0        0     5500
DEVON ENERGY CORPORATIOIN NEW  COM              25179M103        1      100 SH       DEFINED 01 03               0        0      100
DEVON ENERGY CORPORATIOIN NEW  COM              25179M103      507     1100 SH       DEFINED 01 03               0        0     1100
DEVRY INC.   S                 COM              251893103     2735   136769 SH       DEFINED 01 10               0        0   136769
DEVRY INC.   S                 COM              251893103    10800   539982 SH       DEFINED 01 03               0   539982        0
DEX MEDIA INC   S              COM              25212E100    13543   501043 SH       DEFINED 01 10               0        0   501043
DEX MEDIA INC   S              COM              25212E100     3761   138838 SH       DEFINED 01 02               0        0   138838
DEX MEDIA INC   S              COM              25212E100     5639   208143 SH       DEFINED 01 02 10            0        0   208143
DIAGEO PLC-SPON ADR   FSUSD    COM              25243Q205    29886   512614 SH       DEFINED 01 02               0        0   512614
DIAGEO PLC-SPON ADR            COM              25243Q205      104      100 SH       DEFINED 01 03               0        0      100
DIAGEO PLC-SPON ADR            COM              25243Q205        7      250 SH       DEFINED 01 03               0        0      250
DIAGNOSTIC PRODUCTS   S        COM              252450101    81233  1673210 SH       DEFINED 01 02               0   188939  1484271
DIAGNOSTIC PRODUCTS   S        COM              252450101     4610    94962 SH       DEFINED 01 03               0    94962        0
DIAMOND FOODS INC              COM              252603105       79     4000 SH       DEFINED 01 02               0     4000        0
DIAMOND OFFSHORE  DRI   S      COM              25271C102     5473    78680 SH       DEFINED 01 02               0     9822    68858
DIAMOND OFFSHORE  DRI   S      COM              25271C102    69128   993918 SH       DEFINED 01 10               0        0   993918
DIAMOND OFFSHORE DRILLING      COM              25271C102      147      100 SH       DEFINED 01 03               0        0      100
DIAMOND OFFSHORE DRILLING      COM              25271C102       59     4399 SH       DEFINED 01 03               0        0     4399
DIAMOND OFFSHORE DRILLING      COM              25271C102       34      901 SH       DEFINED 01 03               0        0      901
DIAMOND OFFSHORE DRILLING INC. CONV BND         25271CAE2      358   250000 PRN      DEFINED 01 02               0        0   250000
UIT DIAMONDS TR SER 1          COM              252787106        1      300 SH       DEFINED 01 03               0        0      300
UIT DIAMONDS TR SER 1          COM              252787106        0      165 SH       DEFINED 01 03               0        0      165
UIT DIAMONDS TR SER 1          COM              252787106       83       50 SH       DEFINED 01 03               0        0       50
UIT DIAMONDS TR SER 1          COM              252787106        3      400 SH       DEFINED 01 03               0        0      400
DICKS SPORTING GOODS INC       COM              253393102      498    15000 SH       DEFINED 01 10               0        0    15000
DIEBOLD INC.   S               COM              253651103     9928   261274 SH       DEFINED 01 02               0        0   261274
DIEBOLD INC                    COM              253651103        1       40 SH       DEFINED 01 03               0        0       40
DIEBOLD INC                    COM              253651103       40      100 SH       DEFINED 01 03               0        0      100
DIGENE CORP   S                COM              253752109      540    18500 SH       DEFINED 01 02               0        0    18500
DIGI INTL INC COM   S          COM              253798102     1884   179630 SH       DEFINED 01 02               0        0   179630
DIGIRAD CORP   S               COM              253827109      119    29608 SH       DEFINED 01 02               0        0    29608
DIGIRAD CORP PFD               COM              253827109      151     2000 SH       DEFINED 01 03               0        0     2000
DIGITAL ANGEL CORP             COM              253830103        6     4500 SH       DEFINED 01 03               0        0     4500
DIGITAL INSIGHT.   S           COM              25385P106     4764   148748 SH       DEFINED 01 02               0        0   148748
DIGITAL REALTY TRUST INC   S   COM              253868103      759    33527 SH       DEFINED 01 02               0        0    33527
DIGITAL RIVER.   S             COM              25388B104      456    15351 SH       DEFINED 01 02               0        0    15351
DIGITAL RIVER INC              COM              25388B104        2      600 SH       DEFINED 01 03               0        0      600
DIGITAS INC   S                COM              25388K104     1275   101796 SH       DEFINED 01 02               0    19790    82006
DIGITAS INC                    COM              25388K104        3       17 SH       DEFINED 01 03               0        0       17
DIGITAL GENERATION SYSTEMS     COM              253921100        4     1200 SH       DEFINED 01 03               0        0     1200
DIME COMMUNITY   S             COM              253922108      883    60412 SH       DEFINED 01 02               0        0    60412
DILLARDS INC-CL A   S          COM              254067101    20015   806397 SH       DEFINED 01 02               0        0   806397
DILLARDS INC-CL A   S          COM              254067101      327    13172 SH       DEFINED 01 03               0    13172        0
DIME BANCORP INC LITIGATION TR WT               25429Q110       23   178977 SH       DEFINED 01 10               0        0   178977
DIODES INC   S                 COM              254543101      178     5744 SH       DEFINED 01 02               0        0     5744
DIONEX   S                     COM              254546104     2143    43660 SH       DEFINED 01 02               0        0    43660
DIOMED HOLDINGS INC            COM              25454R207       21    10221 SH       DEFINED 01 02               0    10221        0
DIOMED HOLDINGS INC            COM              25454R207        3        4 SH       DEFINED 01 03               0        0        4
DIRECTED ELECTRONICS INC   S   COM              254575103      171    11900 SH       DEFINED 01 02               0        0    11900
DIRECTV GROUP INC   S          COM              25459L106     1820   129000 SH       DEFINED 01 10               0        0   129000
DIRECTV GROUP INC   S          COM              25459L106     1320    93500 SH       DEFINED 01 02               0        0    93500
DIRECTV GROUP INC              COM              25459L106       13       82 SH       DEFINED 01 03               0        0       82
DISCOVERY LABORATORIES INC     COM              254668106        2      200 SH       DEFINED 01 03               0        0      200
DISCOVERY LABORATORIES INC     COM              254668106       11      200 SH       DEFINED 01 03               0        0      200
DISNEY WALT CO   S             COM              254687106    41705  1739777 SH       DEFINED 01 02               0     1758  1738019
DISNEY WALT CO   S             COM              254687106     9858   411265 SH       DEFINED 01 03               0   411265        0
DISNEY WALT CO   S             COM              254687106     2541   106000 SH       DEFINED 01 10               0        0   106000
WALT DISNEY CO                 COM              254687106       20     1500 SH       DEFINED 01 03               0        0     1500
WALT DISNEY CO                 COM              254687106        2     2400 SH       DEFINED 01 03               0        0     2400
WALT DISNEY CO                 COM              254687106       37     2000 SH       DEFINED 01 03               0        0     2000
WALT DISNEY CO                 COM              254687106       12    11800 SH       DEFINED 01 03               0        0    11800
WALT DISNEY CO                 COM              254687106        3     9500 SH       DEFINED 01 03               0        0     9500
WALT DISNEY CO                 COM              254687106        0      498 SH       DEFINED 01 03               0        0      498
WALT DISNEY CO                 COM              254687106       12      135 SH       DEFINED 01 03               0        0      135
WALT DISNEY CO                 COM              254687106        1      358 SH       DEFINED 01 03               0        0      358
WALT DISNEY CO                 COM              254687106        2      700 SH       DEFINED 01 03               0        0      700
WALT DISNEY CO                 COM              254687106        4     1500 SH       DEFINED 01 03               0        0     1500
WALT DISNEY CO                 COM              254687106        5     3900 SH       DEFINED 01 03               0        0     3900
DISCOVERY HOLDING CO-A         COM              25468Y107     2599   171500 SH       DEFINED 01 02               0        0   171500
DISCOVERY HOLDING CO-A         COM              25468Y107       14      930 SH       DEFINED 01 03               0        0      930
DISCOVERY HLDG CO              COM              25468Y107        7       30 SH       DEFINED 01 03               0        0       30
DISCOVERY HLDG CO              COM              25468Y107        3     1325 SH       DEFINED 01 03               0        0     1325
DISCOVERY HLDG CO              COM              25468Y107        0       10 SH       DEFINED 01 03               0        0       10
DIST ENERGY SYSTEMS            COM              25475V104      269      200 SH       DEFINED 01 03               0        0      200
DITECH COMMU CORP.   S         COM              25500M103     1351   161920 SH       DEFINED 01 02               0        0   161920
DITECH COMMUNICATIONS          COM              25500M103       51      294 SH       DEFINED 01 03               0        0      294
DIXIE GROUP INC                COM              255519100      514      200 SH       DEFINED 01 03               0        0      200
DOCUCORP INTL W/I   S          COM              255911109       19     2971 SH       DEFINED 01 02               0        0     2971
DOBSON COMM CORP A   S         COM              256069105     1657   220975 SH       DEFINED 01 02               0    29460   191515
DOBSON COMMUNICATIONS CORP 06. CONV PRF         256069709       12       72 SH       DEFINED 01 02               0        0       72
DOCTOR REDDY'S LAB   FSUSD     COM              256135203      354    16400 SH       DEFINED 01 02               0        0    16400
DOE RUN RESOURCES WTS   W      WT               256582909        0       16 SH       DEFINED 01 02               0        0       16
DOLLAR GENERAL   S             COM              256669102    11544   605359 SH       DEFINED 01 02               0    25493   579866
DOLLAR GENERAL   S             COM              256669102     1291    67692 SH       DEFINED 01 03               0    67692        0
DOLLAR GENERAL   S             COM              256669102    38918  2041877 SH       DEFINED 01 10               0        0  2041877
DOLLAR GENERAL CORP            COM              256669102      105      275 SH       DEFINED 01 03               0        0      275
DOLLAR GENERAL CORP            COM              256669102     1283      250 SH       DEFINED 01 03               0        0      250
DOLLAR THRIF AUTOMOT   S       COM              256743105      225     6248 SH       DEFINED 01 02               0        0     6248
DOMINION RES INC VA   S        COM              25746U109    83141  1076961 SH       DEFINED 01 02               0     1117  1075844
DOMINION RES INC VA   S        COM              25746U109     5732    74245 SH       DEFINED 01 03               0    74245        0
DOMINION RES INC VA NEW        COM              25746U109      676      450 SH       DEFINED 01 03               0        0      450
DOMINION RES INC VA NEW        COM              25746U109      255      100 SH       DEFINED 01 03               0        0      100
DOMINO'S PIZZA INC   S         COM              25754A201     7825   323374 SH       DEFINED 01 02               0    37360   286014
DOMINO'S PIZZA INC   S         COM              25754A201     1683    69550 SH       DEFINED 01 02 14            0    69550        0
DOMINO'S PIZZA INC   S         COM              25754A201      298    12300 SH       DEFINED 01 03               0    12300        0
DOMINO'S PIZZA INC   S         COM              25754A201     3202   132468 SH       DEFINED 01 10               0        0   132468
DONALDSON CO   S               COM              257651109      763    24000 SH       DEFINED 01 02               0        0    24000
DONALDSON INC                  COM              257651109      214      200 SH       DEFINED 01 03               0        0      200
DONEGAL GROUP INC-CL A   S     COM              257701201      678    29154 SH       DEFINED 01 02               0        0    29154
DONEGAL GROUP                  COM              257701201      138    30000 SH       DEFINED 01 03               0        0    30000
DONEGAL GROUP                  COM              257701201       58     6100 SH       DEFINED 01 03               0        0     6100
DONINI INC                     COM              257755207      455     1890 SH       DEFINED 01 03               0        0     1890
DONNELLEY (RR)&SONS   S        COM              257867101     1589    46458 SH       DEFINED 01 03               0    46458        0
DONNELLEY (RR)&SONS   S        COM              257867101    55966  1635967 SH       DEFINED 01 02               0      480  1635487
DORAL FINANCIAL   S            COM              25811P100      803    75700 SH       DEFINED 01 02               0        0    75700
DORAL FINANCIAL CORP           COM              25811P100       94     5932 SH       DEFINED 01 03               0        0     5932
DOVER CORP   S                 COM              260003108    18181   448994 SH       DEFINED 01 02               0        0   448994
DOVER CORP   S                 COM              260003108   180666  4461990 SH       DEFINED 01 03               0  4461990        0
DOVER CORP                     COM              260003108        0      100 SH       DEFINED 01 03               0        0      100
DOVER CORP                     COM              260003108      342     6400 SH       DEFINED 01 03               0        0     6400
DOVER CORP                     COM              260003108       70     1325 SH       DEFINED 01 03               0        0     1325
DOVER DOWNS GAMING & ENTERTAIN COM              260095104     3184   225000 SH       DEFINED 01 02               0        0   225000
DOVER MOTORSPORTS.   S         COM              260174107      428    70000 SH       DEFINED 01 02               0        0    70000
DOW CHEMICAL   S               COM              260543103   201872  4606810 SH       DEFINED 01 02               0    20431  4586379
DOW CHEMICAL   S               COM              260543103    10720   244644 SH       DEFINED 01 03               0   244644        0
DOW CHEMICAL                   COM              260543103       32      600 SH       DEFINED 01 03               0        0      600
DOW CHEMICAL                   COM              260543103       13     1500 SH       DEFINED 01 03               0        0     1500
DOW CHEMICAL                   COM              260543103       46     7500 SH       DEFINED 01 03               0        0     7500
DOW CHEMICAL                   COM              260543103      225      202 SH       DEFINED 01 03               0        0      202
DOW CHEMICAL                   COM              260543103        3       30 SH       DEFINED 01 03               0        0       30
DOW CHEMICAL                   COM              260543103        6      200 SH       DEFINED 01 03               0        0      200
DOW JONES & CO   S             COM              260561105      759    21390 SH       DEFINED 01 02               0        0    21390
DOW JONES & CO   S             COM              260561105      448    12610 SH       DEFINED 01 03               0    12610        0
DOW JONES & CO                 COM              260561105        7      170 SH       DEFINED 01 03               0        0      170
DOWNEY FINL CORP   S           COM              261018105     7592   111015 SH       DEFINED 01 02               0      460   110555
DRAXIS HEALTH INC              COM              26150J101       13     1500 SH       DEFINED 01 03               0        0     1500
DRD GOLD LTD SPONS ADR         COM              26152H103        5     2500 SH       DEFINED 01 03               0        0     2500
DRD GOLD LTD SPONS ADR         COM              26152H103        3     1200 SH       DEFINED 01 03               0        0     1200
DRD GOLD LTD SPONS ADR         COM              26152H103        9       70 SH       DEFINED 01 03               0        0       70
DREAMWORKS ANIMATION SKG-A   S COM              26153C103     1062    43218 SH       DEFINED 01 02               0        0    43218
DREAMWORKS ANIMATION SKG       COM              26153C103        1       19 SH       DEFINED 01 03               0        0       19
DRESS BARN INC   S             COM              261570105     6007   155568 SH       DEFINED 01 02               0     8330   147238
DRESSER-RAND GROUP INC   S     COM              261608103      481    19900 SH       DEFINED 01 02               0        0    19900
DREW INDUSTRIES INC   S        COM              26168L205     4956   175757 SH       DEFINED 01 02               0        0   175757
DREW INDUSTRIES                COM              26168L205        0     2800 SH       DEFINED 01 03               0        0     2800
DREW INDUSTRIES                COM              26168L205       10    13800 SH       DEFINED 01 03               0        0    13800
DREYERS GRAND ICE   S          COM              261877104     2752    33200 SH       DEFINED 01 02               0        0    33200
DREYERS GRAND ICE CREAM HLDGS  COM              261877104        3       25 SH       DEFINED 01 03               0        0       25
DRIL QUIP INC   S              COM              262037104     1187    25143 SH       DEFINED 01 02               0        0    25143
DRIL QUIP INC                  COM              262037104        1       20 SH       DEFINED 01 03               0        0       20
DRUGSTORE.COM INC              COM              262241102       16     3400 SH       DEFINED 01 03               0        0     3400
E I DUPONT   S                 COM              263534109    86896  2044546 SH       DEFINED 01 02               0     8617  2035929
E I DUPONT   S                 COM              263534109     9523   224060 SH       DEFINED 01 03               0   224060        0
E I DUPONT   S                 COM              263534109    31849   749572 SH       DEFINED 01 10               0        0   749572
EI DUPONT DE NEMOURS           COM              263534109     3099     6200 SH       DEFINED 01 03               0        0     6200
EI DUPONT DE NEMOURS           COM              263534109      349      600 SH       DEFINED 01 03               0        0      600
EI DUPONT DE NEMOURS           COM              263534109      937     1250 SH       DEFINED 01 03               0        0     1250
EI DUPONT DE NEMOURS           COM              263534109        3     1435 SH       DEFINED 01 03               0        0     1435
EI DUPONT DE NEMOURS           COM              263534109        7      350 SH       DEFINED 01 03               0        0      350
EI DUPONT DE NEMOURS           COM              263534109        6    10900 SH       DEFINED 01 03               0        0    10900
DUCOMMUN INC   S               COM              264147109     1189    55686 SH       DEFINED 01 02               0        0    55686
DUKE ENERGY CORP   S           COM              264399106     1943    70900 SH       DEFINED 01 10               0        0    70900
DUKE ENERGY CORP   S           COM              264399106    32253  1174942 SH       DEFINED 01 02               0     1685  1173257
DUKE ENERGY CORP   S           COM              264399106     5444   198311 SH       DEFINED 01 03               0   198311        0
DUKE POWER                     COM              264399106        2     8600 SH       DEFINED 01 03               0        0     8600
DUKE POWER                     COM              264399106        4     1700 SH       DEFINED 01 03               0        0     1700
DUKE POWER                     COM              264399106        2      252 SH       DEFINED 01 03               0        0      252
DUKE POWER                     COM              264399106      193     4070 SH       DEFINED 01 03               0        0     4070
DUKE POWER                     COM              264399106       72      400 SH       DEFINED 01 03               0        0      400
DUKE POWER                     COM              264399106      490      500 SH       DEFINED 01 03               0        0      500
DUKE ENERGY CORPORATION 01.750 CONV BND         264399EJ1      583   500000 PRN      DEFINED 01 02               0        0   500000
DUKE REALTY CORP               COM              264411505       16      100 SH       DEFINED 01 03               0        0      100
DUKE REALTY CORP               COM              264411505       48      500 SH       DEFINED 01 03               0        0      500
DUKE REALTY CORP               COM              264411505       45      500 SH       DEFINED 01 03               0        0      500
DUN & BRADSTREET   S           COM              26483E100    10512   156984 SH       DEFINED 01 02               0        0   156984
DUQUESNE LIGHT HOLDINGS INC    COM              266233105     6065   371602 SH       DEFINED 01 02               0    17190   354412
DUQUESNE LIGHT HOLDINGS INC    COM              266233105      748    45840 SH       DEFINED 01 02 14            0    45840        0
DUQUESNE LIGHT HOLDINGS INC    COM              266233105      127     7800 SH       DEFINED 01 03               0     7800        0
DUQUESNE LIGHT HOLDINGS        COM              266233105        2     2000 SH       DEFINED 01 03               0        0     2000
DUQUESNE LIGHT HOLDINGS        COM              266233105       13       60 SH       DEFINED 01 03               0        0       60
DURA AUTOMOTIVE SYSTEMS TR     COM              26632M201       16     1200 SH       DEFINED 01 03               0        0     1200
DURECT CORPORATION   S         COM              266605104      903   178204 SH       DEFINED 01 02               0    94270    83934
DURECT CORPORATION   S         COM              266605104      623   122920 SH       DEFINED 01 02 14            0   122920        0
DURECT CORPORATION   S         COM              266605104      111    21900 SH       DEFINED 01 03               0    21900        0
DURECT CORP                    COM              266605104       20      300 SH       DEFINED 01 03               0        0      300
DUSA PHARMACEUTICALS INC       COM              266898105       39     3600 SH       DEFINED 01 02               0     3600        0
DYCOM INDUSTRIES   S           COM              267475101      513    23300 SH       DEFINED 01 02               0        0    23300
DYNAMEX INC                    COM              26784F103       15    22400 SH       DEFINED 01 03               0        0    22400
DYNAMEX INC                    COM              26784F103        9     4600 SH       DEFINED 01 03               0        0     4600
DYNEGY INC   S                 COM              26816Q101      880   182065 SH       DEFINED 01 02               0        0   182065
DYNEGY INC   S                 COM              26816Q101      312    64412 SH       DEFINED 01 03               0    64412        0
DYNEGY INC. CLASS A            COM              26816Q101        8      540 SH       DEFINED 01 03               0        0      540
ECC CAPITAL CORP               COM              26826M108       18     3500 SH       DEFINED 01 03               0        0     3500
E DIGITAL CORP                 COM              26841Y103       19     1000 SH       DEFINED 01 03               0        0     1000
EFES BREWERIES INTL-144A GDR   COM              26843E105     4477   157362 SH       DEFINED 01 02 10            0        0   157362
EGL INC   S                    COM              268484102     3080    82009 SH       DEFINED 01 02               0        0    82009
EMC CORPORATION   S            COM              268648102   116514  8553608 SH       DEFINED 01 02               0    17341  8536267
EMC CORPORATION   S            COM              268648102     7104   521646 SH       DEFINED 01 03               0   521646        0
EMC CORPORATION   S            COM              268648102     1880   138100 SH       DEFINED 01 10               0        0   138100
EMC CORP                       COM              268648102        4      120 SH       DEFINED 01 03               0        0      120
EMC CORP                       COM              268648102        1     1000 SH       DEFINED 01 03               0        0     1000
EMC CORP                       COM              268648102        0     1911 SH       DEFINED 01 03               0        0     1911
EMC CORP                       COM              268648102       54       35 SH       DEFINED 01 03               0        0       35
EMC CORP                       COM              268648102      269      100 SH       DEFINED 01 03               0        0      100
EMC CORP                       COM              268648102        3      100 SH       DEFINED 01 03               0        0      100
EMC CORP                       COM              268648102        3     2725 SH       DEFINED 01 03               0        0     2725
EMC CORP                       COM              268648102       14     3358 SH       DEFINED 01 03               0        0     3358
EMC CORP                       COM              268648102       19     4350 SH       DEFINED 01 03               0        0     4350
EMC CORP                       COM              268648102        4        2 SH       DEFINED 01 03               0        0        2
EMC CORP                       COM              268648102        5      147 SH       DEFINED 01 03               0        0      147
ENSCO INTL INC   S             COM              26874Q100    80156  1807368 SH       DEFINED 01 02               0   244295  1563073
ENSCO INTL INC   S             COM              26874Q100     5011   112988 SH       DEFINED 01 03               0   112988        0
ENSCO INTL INC                 COM              26874Q100        5     2700 SH       DEFINED 01 03               0        0     2700
ENSCO INTL INC                 COM              26874Q100        0       20 SH       DEFINED 01 03               0        0       20
ENSCO INTL INC                 COM              26874Q100       14    20500 SH       DEFINED 01 03               0        0    20500
ENI ADS   FSUSD                COM              26874R108      771     5530 SH       DEFINED 01 02               0        0     5530
EOG RESOURCES INC   S          COM              26875P101   116491  1587716 SH       DEFINED 01 02               0    97076  1490640
EOG RESOURCES INC   S          COM              26875P101     7122    97067 SH       DEFINED 01 02 10            0        0    97067
EOG RESOURCES INC   S          COM              26875P101     6695    91255 SH       DEFINED 01 03               0    91255        0
EOG RESOURCES INC   S          COM              26875P101    48366   659213 SH       DEFINED 01 10               0        0   659213
EOG RESOURCES INC              COM              26875P101      324      240 SH       DEFINED 01 03               0        0      240
EPIX PHARMACEUTICALS   S       COM              26881Q101      149    36800 SH       DEFINED 01 02               0        0    36800
EPIQ SYSTEMS INC.   S          COM              26882D109     2527   136335 SH       DEFINED 01 02               0     8460   127875
ESS TECHNOLOGY   S             COM              269151106      879   256271 SH       DEFINED 01 02               0        0   256271
ESS TECHNOLOGY                 COM              269151106       67      475 SH       DEFINED 01 03               0        0      475
E*TRADE FINANCIAL CORPORATION  COM              269246104     7374   353485 SH       DEFINED 01 02 10            0        0   353485
E*TRADE FINANCIAL CORPORATION  COM              269246104     1824    87460 SH       DEFINED 01 03               0    87460        0
E*TRADE FINANCIAL CORPORATION  COM              269246104   141236  6770687 SH       DEFINED 01 10               0        0  6770687
E*TRADE FINANCIAL CORPORATION  COM              269246104     4457   213702 SH       DEFINED 01 02               0     1180   212522
E TRADE FINANCIAL CORP         COM              269246104        6      600 SH       DEFINED 01 03               0        0      600
E TRADE FINANCIAL CORP         COM              269246104      391      205 SH       DEFINED 01 03               0        0      205
E TRADE FINANCIAL CORP         COM              269246104        7     1600 SH       DEFINED 01 03               0        0     1600
E TRADE FINANCIAL CORP         COM              269246104        7      100 SH       DEFINED 01 03               0        0      100
E TRADE FINANCIAL CORP         COM              269246104        3      300 SH       DEFINED 01 03               0        0      300
EV3 INC                        COM              26928A200     1678   113772 SH       DEFINED 01 10               0        0   113772
EAGLE BROADBAND INC            COM              269437109        3     1000 SH       DEFINED 01 03               0        0     1000
EAGLE BROADBAND INC            COM              269437109        1     3000 SH       DEFINED 01 03               0        0     3000
EAGLE BROADBAND INC            COM              269437109       56    37500 SH       DEFINED 01 03               0        0    37500
EAGLE MATERIALS INC   S        COM              26969P108     7009    57294 SH       DEFINED 01 02               0     6980    50314
EAGLE MATERIALS INC   S        COM              26969P108      905     7400 SH       DEFINED 01 02 14            0     7400        0
EAGLE MATERIALS INC   S        COM              26969P108      171     1400 SH       DEFINED 01 03               0     1400        0
EARTHLINK INC   S              COM              270321102     6542   588793 SH       DEFINED 01 02               0    49320   539473
EARTHLINK INC                  COM              270321102        5      100 SH       DEFINED 01 03               0        0      100
EARTHSHELL CORP                COM              27032B209       17      125 SH       DEFINED 01 03               0        0      125
EAST WEST BANCORP   S          COM              27579R104     7488   205246 SH       DEFINED 01 02               0     5580   199666
EASTGROUP PROPERTIES   S       COM              277276101     6177   136780 SH       DEFINED 01 02               0       80   136700
EASTMAN CHEMICAL CO   S        COM              277432100    62705  1215465 SH       DEFINED 01 02               0      466  1214999
EASTMAN CHEMICAL CO   S        COM              277432100     1198    23221 SH       DEFINED 01 03               0    23221        0
EASTMAN KODAK   S              COM              277461109    56404  2410452 SH       DEFINED 01 02               0     4916  2405536
EASTMAN KODAK   S              COM              277461109     1792    76560 SH       DEFINED 01 03               0    76560        0
EASTMAN KODAK                  COM              277461109      800      300 SH       DEFINED 01 03               0        0      300
EASTMAN KODAK                  COM              277461109      139      170 SH       DEFINED 01 03               0        0      170
EATON CORP   S                 COM              278058102    83996  1251960 SH       DEFINED 01 02               0    10886  1241074
EATON CORP   S                 COM              278058102     2123    31642 SH       DEFINED 01 03               0    31642        0
EATON CORP                     COM              278058102        3    13600 SH       DEFINED 01 03               0        0    13600
EATON CORP                     COM              278058102        1     2300 SH       DEFINED 01 03               0        0     2300
EBAY INC   S                   COM              278642103    71052  1642823 SH       DEFINED 01 02               0     4330  1638493
EBAY INC   S                   COM              278642103    10889   251770 SH       DEFINED 01 03               0   251770        0
EBAY INC   S                   COM              278642103     8644   200000 SH       DEFINED 01 10               0        0   200000
EBAY INC                       COM              278642103       17      196 SH       DEFINED 01 03               0        0      196
EBAY INC                       COM              278642103      116      100 SH       DEFINED 01 03               0        0      100
EBAY INC                       COM              278642103      567      100 SH       DEFINED 01 03               0        0      100
EBAY INC                       COM              278642103       21      586 SH       DEFINED 01 03               0        0      586
EBAY INC                       COM              278642103        1      453 SH       DEFINED 01 03               0        0      453
EBAY INC                       COM              278642103        0       60 SH       DEFINED 01 03               0        0       60
EBAY INC                       COM              278642103       17      800 SH       DEFINED 01 03               0        0      800
ECHOSTAR COMMUN CORP   S       COM              278762109     9491   349279 SH       DEFINED 01 02               0      371   348908
ECHOSTAR COMMUN CORP   S       COM              278762109       23      856 SH       DEFINED 01 03               0      856        0
ECHOSTAR COMMUN CORP   S       COM              278762109    76323  2809086 SH       DEFINED 01 10               0        0  2809086
ECHOSTAR COMM                  COM              278762109        1       50 SH       DEFINED 01 03               0        0       50
ECHOSTAR COMM                  COM              278762109       25       75 SH       DEFINED 01 03               0        0       75
ECLIPSYS CORP.   S             COM              278856109      224    11850 SH       DEFINED 01 02               0    11850        0
ECOGATE INC                    COM              278863105        1    10000 SH       DEFINED 01 03               0        0    10000
ECOLAB  INC.   S               COM              278865100     9033   249083 SH       DEFINED 01 02               0        0   249083
ECOLAB  INC.   S               COM              278865100     1429    39408 SH       DEFINED 01 03               0    39408        0
ECOLAB  INC.   S               COM              278865100      650    17922 SH       DEFINED 01 10               0        0    17922
ECOLLEGE.COM   S               COM              27887E100      171     9440 SH       DEFINED 01 02               0     9440        0
ECUITY INC                     COM              27928J100        1     5000 SH       DEFINED 01 03               0        0     5000
EDEN ENERGY CORP               COM              27944M103       10      225 SH       DEFINED 01 03               0        0      225
EDGE PETROLEUM CORP   S        COM              279862106     2814   113000 SH       DEFINED 01 02               0        0   113000
EDISON INTL   S                COM              281020107    14647   335847 SH       DEFINED 01 02               0     3213   332634
EDISON INTL   S                COM              281020107      584    13387 SH       DEFINED 01 02 10            0        0    13387
EDISON INTL   S                COM              281020107     3038    69653 SH       DEFINED 01 03               0    69653        0
EDISON INTL   S                COM              281020107    55557  1276270 SH       DEFINED 01 10               0        0  1276270
EDISON INTL                    COM              281020107       16     5600 SH       DEFINED 01 03               0        0     5600
EDISON INTL                    COM              281020107      108     1300 SH       DEFINED 01 03               0        0     1300
EDISON INTL                    COM              281020107       30     1200 SH       DEFINED 01 03               0        0     1200
EDISON INTL                    COM              281020107        8    25900 SH       DEFINED 01 03               0        0    25900
EDO CORP   S                   COM              281347104     2062    76192 SH       DEFINED 01 02               0        0    76192
EDOLLARS                       COM              28135M100      162     4000 SH       DEFINED 01 03               0        0     4000
EDUCATE INC   S                COM              28138P100      419    35494 SH       DEFINED 01 02               0        0    35494
EDUCATE INC                    COM              28138P100       34     1000 SH       DEFINED 01 03               0        0     1000
EDUCATION MGMT CORP   S        COM              28139T101     1343    40100 SH       DEFINED 01 02               0        0    40100
EDWARDS (A.G.) INC   S         COM              281760108       25      539 SH       DEFINED 01 02               0      539        0
EDWARDS LIFESCIENCES   S       COM              28176E108      523    12556 SH       DEFINED 01 02               0        0    12556
EDWARDS LIFESCIENCES CORP      COM              28176E108        2      198 SH       DEFINED 01 03               0        0      198
EFUNDS CORP   S                COM              28224R101     6510   277771 SH       DEFINED 01 02               0        0   277771
E GAMES INC                    COM              282253103        3     1500 SH       DEFINED 01 03               0        0     1500
E GAMES INC                    COM              282253103       16     2000 SH       DEFINED 01 03               0        0     2000
EL PASO CORPORATION   S        COM              28336L109    13548  1114225 SH       DEFINED 01 02               0     4904  1109321
EL PASO CORPORATION   S        COM              28336L109     1714   140964 SH       DEFINED 01 03               0   140964        0
EL PASO CORPORATION   S        COM              28336L109    10852   893118 SH       DEFINED 01 10               0        0   893118
EL PASO CORP                   COM              28336L109        7       79 SH       DEFINED 01 03               0        0       79
EL PASO CORP                   COM              28336L109        3     1200 SH       DEFINED 01 03               0        0     1200
EL PASO CORP                   COM              28336L109        1    75200 SH       DEFINED 01 03               0        0    75200
EL PASO CORP                   COM              28336L109        2     2500 SH       DEFINED 01 03               0        0     2500
EL PASO ELECTRIC   S           COM              283677854    17004   808194 SH       DEFINED 01 02               0    19040   789154
EL PASO ELECTRIC   S           COM              283677854     1131    53800 SH       DEFINED 01 02 14            0    53800        0
EL PASO ELECTRIC   S           COM              283677854      175     8300 SH       DEFINED 01 03               0     8300        0
ELAN CORP PLC ADR RESH CORP    COM              284131208        4     3769 SH       DEFINED 01 03               0        0     3769
ELAN CORP PLC ADR RESH CORP    COM              284131208       25      300 SH       DEFINED 01 03               0        0      300
ELAN CORP PLC ADR RESH CORP    COM              284131208        4      400 SH       DEFINED 01 03               0        0      400
ELAN CORP PLC ADR RESH CORP    COM              284131208        6      200 SH       DEFINED 01 03               0        0      200
ELDORADO GOLD CORP   FSUSD     COM              284902103      894   182400 SH       DEFINED 01 02               0        0   182400
ELECTRO SCIENTIFIC   S         COM              285229100     1510    62519 SH       DEFINED 01 02               0        0    62519
ELECTRONIC ARTS INC   S        COM              285512109     5037    96296 SH       DEFINED 01 02               0        0    96296
ELECTRONIC ARTS INC   S        COM              285512109     3423    65445 SH       DEFINED 01 03               0    65445        0
ELECTRONIC ARTS INC   S        COM              285512109    76900  1470365 SH       DEFINED 01 10               0        0  1470365
ELECTRONIC ARTS INC            COM              285512109       29       30 SH       DEFINED 01 03               0        0       30
ELECTRONIC ARTS INC            COM              285512109       17      330 SH       DEFINED 01 03               0        0      330
ELECTRONIC ARTS INC            COM              285512109        4       34 SH       DEFINED 01 03               0        0       34
ELECTRONIC DATA SYST   S       COM              285661104   132790  5523441 SH       DEFINED 01 02               0    41261  5482180
ELECTRONIC DATA SYST   S       COM              285661104     4329   180020 SH       DEFINED 01 03               0   180020        0
ELECTRONIC DATA SYST   S       COM              285661104      798    33209 SH       DEFINED 01 10               0        0    33209
ELECTRONIC DATA SYSTEMS        COM              285661104        2      130 SH       DEFINED 01 03               0        0      130
ELECTRONIC DATA SYSTEMS        COM              285661104        4    40200 SH       DEFINED 01 03               0        0    40200
ELECTRONIC DATA SYSTEMS        COM              285661104       40     9400 SH       DEFINED 01 03               0        0     9400
ELECTRONIC DATA SYSTEMS        COM              285661104       10     6800 SH       DEFINED 01 03               0        0     6800
ELECTRONIC DATA SYSTEMS        COM              285661104        3     1800 SH       DEFINED 01 03               0        0     1800
ELECTRONICS FOR IMAGING INC    COM              286082102     8441   317254 SH       DEFINED 01 02               0    19720   297534
ELECTRONICS FOR IMAGING INC    COM              286082102     1452    54580 SH       DEFINED 01 02 14            0    54580        0
ELECTRONICS FOR IMAGING INC    COM              286082102      258     9700 SH       DEFINED 01 03               0     9700        0
ELECTRONICS FOR IMAGING INC    COM              286082102      353    13317 SH       DEFINED 01 10               0        0    13317
ELECTROSOURCE INC              COM              286150206       17     1100 SH       DEFINED 01 03               0        0     1100
ELINEAR INC                    COM              286590203       38      700 SH       DEFINED 01 03               0        0      700
ELITE PHARMACEUTICALS          COM              28659T200       26     1878 SH       DEFINED 01 03               0        0     1878
ELIZABETH ARDEN INC.   S       COM              28660G106     2957   147405 SH       DEFINED 01 02               0        0   147405
ELKCORP   S                    COM              287456107     5407   160670 SH       DEFINED 01 02               0     7110   153560
ELKCORP                        COM              287456107       11       30 SH       DEFINED 01 03               0        0       30
PERRY ELLIS INTL INC   S       COM              288853104      752    39680 SH       DEFINED 01 02               0    15240    24440
PERRY ELLIS INTL INC   S       COM              288853104      781    41050 SH       DEFINED 01 02 14            0    41050        0
PERRY ELLIS INTL INC   S       COM              288853104      135     7100 SH       DEFINED 01 03               0     7100        0
EMAGEON INC   S                COM              29076V109     1263    79409 SH       DEFINED 01 02               0        0    79409
EMBRAER AIRCRAFT COR   FSUSD   COM              29081M102    19613   501622 SH       DEFINED 01 02               0        0   501622
EMBRAER AIRCRAFT COR   FSUSD   COM              29081M102     3215    82267 SH       DEFINED 01 10               0        0    82267
EMDEON CORP                    COM              290849108      606      170 SH       DEFINED 01 03               0        0      170
EMCOR GROUP INC   S            COM              29084Q100     3069    45454 SH       DEFINED 01 02               0        0    45454
EMERGE INTERACTIVE INC         COM              29088W103      123    44190 SH       DEFINED 01 03               0        0    44190
EMERSON ELECTRIC   S           COM              291011104    24237   324451 SH       DEFINED 01 02               0        0   324451
EMERSON ELECTRIC   S           COM              291011104     6561    87832 SH       DEFINED 01 03               0    87832        0
EMERSON ELECTRIC   S           COM              291011104     3996    53500 SH       DEFINED 01 10               0        0    53500
EMPIRE RESORTS INC             COM              292052107        0    10300 SH       DEFINED 01 03               0        0    10300
EMP NAC ELECTRICID ADS REPR 30 COM              29244T101     3113   101900 SH       DEFINED 01 10               0        0   101900
EMULEX.   S                    COM              292475209     6152   310805 SH       DEFINED 01 02               0    32370   278435
EMULEX.   S                    COM              292475209      739    37440 SH       DEFINED 01 02 14            0    37440        0
EMULEX.   S                    COM              292475209      133     6700 SH       DEFINED 01 03               0     6700        0
ENCANA CORP   FSUSD            COM              292505104    22298   493727 SH       DEFINED 01 02               0    37010   456717
ENCANA CORP   FSUSD            COM              292505104       68     1513 SH       DEFINED 01 03               0     1513        0
ENCANA CORP                    COM              292505104        1      200 SH       DEFINED 01 03               0        0      200
ENCANA CORP                    COM              292505104       11      800 SH       DEFINED 01 03               0        0      800
ENCANA CORP                    COM              292505104       13      300 SH       DEFINED 01 03               0        0      300
ENCANA CORP                    COM              292505104       19      100 SH       DEFINED 01 03               0        0      100
ENCANA CORP                    COM              292505104        1       10 SH       DEFINED 01 03               0        0       10
ENBRIDGE INC   FSUSD           COM              29250N105    16618   531425 SH       DEFINED 01 02               0     1725   529700
ENBRIDGE INC                   COM              29250N105      268      100 SH       DEFINED 01 03               0        0      100
ENBRIDGE ENERGY PARTNERS       COM              29250R106       47      500 SH       DEFINED 01 03               0        0      500
ENBRIDGE ENERGY MGMT L   S     COM              29250X103        0        1 SH       DEFINED 01 02               0        0        1
ENCORE CAPITAL GRP   S         COM              292554102      120     6900 SH       DEFINED 01 03               0     6900        0
ENCORE CAPITAL GRP   S         COM              292554102     2344   135110 SH       DEFINED 01 02               0    32650   102460
ENCORE CAPITAL GRP   S         COM              292554102      763    44020 SH       DEFINED 01 02 14            0    44020        0
ENCORE CAPITAL GROUP INC       COM              292554102        1       55 SH       DEFINED 01 03               0        0       55
ENCORE ACQUISITION CO   S      COM              29255W100    10141   316500 SH       DEFINED 01 02               0        0   316500
ENCORE MEDICAL CORP   S        COM              29256E109     1168   235896 SH       DEFINED 01 02               0        0   235896
ENCORE MEDICAL CORP   S        COM              29256E109      204    41491 SH       DEFINED 01 10               0        0    41491
ENCORE MEDICAL CORP            COM              29256E109       16     2500 SH       DEFINED 01 03               0        0     2500
ENCYSIVE PHARMACEUTICALS INC   COM              29256X107       42     5344 SH       DEFINED 01 02               0     5344        0
ENDAVO MEDIA & COMMUNICATIONS  COM              292576105       54      500 SH       DEFINED 01 03               0        0      500
ENDO PHARMACEUTICAL   S        COM              29264F205     1688    55800 SH       DEFINED 01 02               0        0    55800
ENDO PHARMACEUTICAL   S        COM              29264F205     2293    75921 SH       DEFINED 01 10               0        0    75921
ENDO PHARM HLDG INC            COM              29264F205        4      100 SH       DEFINED 01 03               0        0      100
ENERGY CONVERSION DEVICES   S  COM              292659109    18279   448545 SH       DEFINED 01 02               0     5790   442755
ENERGY CONVERSION DEVICES   S  COM              292659109      297     7290 SH       DEFINED 01 03               0     7290        0
ENERGEN   S                    COM              29265N108      647    17830 SH       DEFINED 01 02 14            0    17830        0
ENERGEN   S                    COM              29265N108      123     3374 SH       DEFINED 01 03               0     3374        0
ENERGEN   S                    COM              29265N108    11183   307939 SH       DEFINED 01 02               0     8036   299903
ENERGY EAST CORP   S           COM              29266M109    14927   654719 SH       DEFINED 01 02               0        0   654719
ENERGIZER HLDGS INC   S        COM              29266R108     3266    65600 SH       DEFINED 01 02               0        0    65600
ENERGIZER HOLDINGS INC         COM              29266R108      419     3100 SH       DEFINED 01 03               0        0     3100
ENERGIZER HOLDINGS INC         COM              29266R108      195      600 SH       DEFINED 01 03               0        0      600
ENDOVASC INC                   COM              29267B102       85      960 SH       DEFINED 01 03               0        0      960
ENDOVASC INC                   COM              29267B201       33      240 SH       DEFINED 01 03               0        0      240
ENERGY PARTNERS LTD            COM              29270U105        5      100 SH       DEFINED 01 03               0        0      100
ENERSIS SA SPON ADR REP 50 COM COM              29274F104     3213   292900 SH       DEFINED 01 10               0        0   292900
ENERNORTH INDUSTRIES           COM              29275G101        6      267 SH       DEFINED 01 03               0        0      267
ENGELHARD CORP   S             COM              292845104     1791    59388 SH       DEFINED 01 02               0        0    59388
ENGELHARD CORP   S             COM              292845104      773    25637 SH       DEFINED 01 03               0    25637        0
ENGELHARD CORP                 COM              292845104       18     9500 SH       DEFINED 01 03               0        0     9500
ENGELHARD CORP                 COM              292845104       81     1900 SH       DEFINED 01 03               0        0     1900
ENGINEERED SUPPORT   S         COM              292866100     4819   115728 SH       DEFINED 01 02               0        0   115728
ENNIS INC   S                  COM              293389102      656    36135 SH       DEFINED 01 02               0        0    36135
ENPRO INDUSTRIES INC   S       COM              29355X107     1955    72530 SH       DEFINED 01 02               0        0    72530
ENPATH MEDICAL INC             COM              29355Y105        2      500 SH       DEFINED 01 03               0        0      500
ENSIGN ENERGY SERVICES INC   F COM              293570107     4205   104200 SH       DEFINED 01 02               0        0   104200
ENTEGRIS INC   S               COM              29362U104      171    18190 SH       DEFINED 01 03               0    18190        0
ENTEGRIS INC   S               COM              29362U104     6348   673900 SH       DEFINED 01 02               0    56135   617765
ENTEGRIS INC   S               COM              29362U104      954   101315 SH       DEFINED 01 02 14            0   101315        0
ENTERGY CORP   S               COM              29364G103    46446   676562 SH       DEFINED 01 02               0      906   675656
ENTERGY CORP   S               COM              29364G103     3045    44361 SH       DEFINED 01 03               0    44361        0
ENTERGY CORP NEW               COM              29364G103       14      100 SH       DEFINED 01 03               0        0      100
ENTERGY CORP NEW               COM              29364G103      137      400 SH       DEFINED 01 03               0        0      400
ENTERGY CORP NEW               COM              29364G103        4     3000 SH       DEFINED 01 03               0        0     3000
ENTERGY CORP NEW               COM              29364G103       36    14600 SH       DEFINED 01 03               0        0    14600
ENTERGY CORP NEW               COM              29364G103        7     1800 SH       DEFINED 01 03               0        0     1800
ENTERPRISE PRODS PAR   S       COM              293792107     2216    92300 SH       DEFINED 01 02               0        0    92300
ENTERPRISE PROD PAR            COM              293792107       29     2000 SH       DEFINED 01 03               0        0     2000
ENTERTAINMENT PROPERTIES TR    COM              29380T105     4649   114088 SH       DEFINED 01 02               0        0   114088
ENTERRA ENERGY TRUST           COM              29381P102        4      250 SH       DEFINED 01 03               0        0      250
ENTERRA ENERGY TRUST           COM              29381P102        2      200 SH       DEFINED 01 03               0        0      200
ENTRAVISION COMM   S           COM              29382R107     3770   529650 SH       DEFINED 01 02               0    50590   479060
ENTRAVISION COMM   S           COM              29382R107      624    87630 SH       DEFINED 01 02 14            0    87630        0
ENTRAVISION COMM   S           COM              29382R107      100    14000 SH       DEFINED 01 03               0    14000        0
ENZON INC                      COM              293904108       48     6472 SH       DEFINED 01 02               0     6472        0
ENVOY COMMUNICATIONS           COM              293986303      103     7313 SH       DEFINED 01 03               0        0     7313
ENVOY COMMUNICATIONS           COM              293986303      659      610 SH       DEFINED 01 03               0        0      610
ENZO BIOCHEM   S               COM              294100102      741    59654 SH       DEFINED 01 02               0        0    59654
E PLUS INC                     COM              294268107        2     1400 SH       DEFINED 01 03               0        0     1400
EPICOR SOFTWARE.   S           COM              29426L108     5029   355901 SH       DEFINED 01 02               0    17550   338351
EQUIFAX INC   S                COM              294429105     2841    74778 SH       DEFINED 01 10               0        0    74778
EQUIFAX INC   S                COM              294429105     2919    76725 SH       DEFINED 01 02               0     9974    66751
EQUIFAX INC   S                COM              294429105     1055    27761 SH       DEFINED 01 03               0    27761        0
EQUINIX INC                    COM              29444U502        2       30 SH       DEFINED 01 03               0        0       30
EQUITABLE RESOURCES   S        COM              294549100     3911   106600 SH       DEFINED 01 02               0        0   106600
SONUS PHARMACEUTICALS          COM              29454W109        6     6000 SH       DEFINED 01 03               0        0     6000
EQUITY INNS INC   S            COM              294703103     3988   294307 SH       DEFINED 01 02               0    16810   277497
EQUITY INNS INC   S            COM              294703103      637    47010 SH       DEFINED 01 02 14            0    47010        0
EQUITY INNS INC   S            COM              294703103      115     8500 SH       DEFINED 01 03               0     8500        0
EQUITY OFFICE   S              COM              294741103    33439  1102502 SH       DEFINED 01 02               0     2623  1099879
EQUITY OFFICE   S              COM              294741103     2634    86838 SH       DEFINED 01 03               0    86838        0
EQUITY OFFICE   S              COM              294741103      401    13248 SH       DEFINED 01 10               0        0    13248
EQUITY OFFICE                  COM              294741103        3     8200 SH       DEFINED 01 03               0        0     8200
EQUITY OFFICE                  COM              294741103        1     1600 SH       DEFINED 01 03               0        0     1600
EQUITY RESIDENTIAL   S         COM              29476L107    14673   375103 SH       DEFINED 01 02               0        0   375103
EQUITY RESIDENTIAL   S         COM              29476L107     2410    61608 SH       DEFINED 01 03               0    61608        0
EQUITY RESIDENTIAL   S         COM              29476L107      826    21116 SH       DEFINED 01 10               0        0    21116
EQUITY RESIDENTIAL COM SHS BEN COM              29476L107        1    12000 SH       DEFINED 01 03               0        0    12000
EQUITY RESIDENTIAL COM SHS BEN COM              29476L107       14     2400 SH       DEFINED 01 03               0        0     2400
ERICSSON LM B ADR   FSUSD      COM              294821608     3504   101865 SH       DEFINED 01 02               0        0   101865
ERICSSON LM B ADR   FSUSD      COM              294821608       17      499 SH       DEFINED 01 03               0        0      499
ERIE INDEMNITY CO   S          COM              29530P102      696    13100 SH       DEFINED 01 02               0        0    13100
ESCALA GROUP INC   S           COM              29605W107      369    18216 SH       DEFINED 01 02               0        0    18216
ESCO TECHNOLOGIES.   S         COM              296315104     3241    72830 SH       DEFINED 01 02               0     4930    67900
ESOFT INC                      COM              296904105        1      250 SH       DEFINED 01 03               0        0      250
ESSEX PROP TRUST   S           COM              297178105     6723    72920 SH       DEFINED 01 02               0      290    72630
ESTERLINE TECHNOLOGIES CORP    COM              297425100     2204    59256 SH       DEFINED 01 02               0        0    59256
ETHAN ALLEN   S                COM              297602104    10952   299780 SH       DEFINED 01 02               0     6190   293590
ETHAN ALLEN   S                COM              297602104      632    17290 SH       DEFINED 01 02 14            0    17290        0
ETHAN ALLEN   S                COM              297602104      113     3100 SH       DEFINED 01 03               0     3100        0
EURONET WORLDWIDE.   S         COM              298736109     4275   153789 SH       DEFINED 01 02               0    99638    54151
EURONET WORLDWIDE.   S         COM              298736109      980    35259 SH       DEFINED 01 03               0    35259        0
EVERGREEN SOLAR INC            COM              30033R108       20      600 SH       DEFINED 01 03               0        0      600
EVOLVING SYSTEMS               COM              30049R100        4      300 SH       DEFINED 01 03               0        0      300
EXABYTE CORP                   COM              300615200       20      100 SH       DEFINED 01 03               0        0      100
EXAR CORP   S                  COM              300645108     1307   104407 SH       DEFINED 01 02               0        0   104407
EXCEL TECHNOLOGY INC           COM              30067T103        3    16787 SH       DEFINED 01 03               0        0    16787
EXCEL TECHNOLOGY INC           COM              30067T103       73     3400 SH       DEFINED 01 03               0        0     3400
EXELON CORP   S                COM              30161N101    28273   532547 SH       DEFINED 01 10               0        0   532547
EXELON CORP   S                COM              30161N101    94332  1775177 SH       DEFINED 01 02               0     2814  1772363
EXELON CORP   S                COM              30161N101     7580   142650 SH       DEFINED 01 03               0   142650        0
EXELON CORP                    COM              30161N101       35     1000 SH       DEFINED 01 03               0        0     1000
EXELON CORP                    COM              30161N101       20     5300 SH       DEFINED 01 03               0        0     5300
EXELON CORP                    COM              30161N101        4      132 SH       DEFINED 01 03               0        0      132
EXELON CORP                    COM              30161N101        8       85 SH       DEFINED 01 03               0        0       85
EXELON CORP                    COM              30161N101        4     7738 SH       DEFINED 01 03               0        0     7738
EXELON CORP                    COM              30161N101       12      600 SH       DEFINED 01 03               0        0      600
EXELON CORP                    COM              30161N101       12     1587 SH       DEFINED 01 03               0        0     1587
EXELON CORP                    COM              30161N101        7     2500 SH       DEFINED 01 03               0        0     2500
EXELIXIS INC   S               COM              30161Q104     3124   331678 SH       DEFINED 01 02               0    28140   303538
EXIDE TECHNOLOGIES WT        1 COM              302051123       28      150 SH       DEFINED 01 03               0        0      150
EXPEDIA INC                    COM              30212P105     2147    89600 SH       DEFINED 01 02               0        0    89600
EXPEDIA INC                    COM              30212P105       32     1340 SH       DEFINED 01 03               0     1340        0
EXPEDIA INC                    COM              30212P105    89881  3752907 SH       DEFINED 01 10               0        0  3752907
EXPEDIA INC                    COM              30212P105       18      192 SH       DEFINED 01 03               0        0      192
EXPEDIA INC                    COM              30212P105      117      400 SH       DEFINED 01 03               0        0      400
EXPEDIA INC                    COM              30212P105       11      150 SH       DEFINED 01 03               0        0      150
EXPEDIA INC                    COM              30212P105      460       40 SH       DEFINED 01 03               0        0       40
EXPEDITORS INTL WASH   S       COM              302130109      300     4438 SH       DEFINED 01 02               0     4438        0
EXPEDITORS INTL WASH   S       COM              302130109       28      411 SH       DEFINED 01 03               0      411        0
EXPEDITORS INTL WASH           COM              302130109        8      500 SH       DEFINED 01 03               0        0      500
EXPLORATION CO OF DELAWARE     COM              302133202       28      100 SH       DEFINED 01 03               0        0      100
EXPLORATION CO OF DELAWARE     COM              302133202        6    51700 SH       DEFINED 01 03               0        0    51700
EXPLORATION CO OF DELAWARE     COM              302133202        3    10600 SH       DEFINED 01 03               0        0    10600
EXPONENT INC                   COM              30214U102       17    16856 SH       DEFINED 01 03               0        0    16856
EXPONENT INC                   COM              30214U102       62     3400 SH       DEFINED 01 03               0        0     3400
EXPRESS SCRIPTS INC   S        COM              302182100    90414  1078919 SH       DEFINED 01 02               0    67692  1011227
EXPRESS SCRIPTS INC   S        COM              302182100     5567    66421 SH       DEFINED 01 03               0    66421        0
EXPRESS SCRIPT                 COM              302182100       16      100 SH       DEFINED 01 03               0        0      100
EXPRESS SCRIPT                 COM              302182100       12     1113 SH       DEFINED 01 03               0        0     1113
EXPRESSJET HOLDINGS INC   S    COM              30218U108     1171   144673 SH       DEFINED 01 02               0        0   144673
EXTREME NETWORKS INC           COM              30226D106       17       82 SH       DEFINED 01 03               0        0       82
EXTREME NETWORKS INC           COM              30226D106       17      200 SH       DEFINED 01 03               0        0      200
EZ CORP INC   S                COM              302301106       71     4607 SH       DEFINED 01 02               0        0     4607
EZENIA! INC                    COM              302311105       17     1000 SH       DEFINED 01 03               0        0     1000
EXXON MOBIL CORP   S           COM              30231G102      667    11868 SH       DEFINED 01 02 10            0        0    11868
EXXON MOBIL CORP   S           COM              30231G102    75566  1345309 SH       DEFINED 01 03               0  1345309        0
EXXON MOBIL CORP   S           COM              30231G102   725037 12907859 SH       DEFINED 01 02               0    52650 12855209
EXXON MOBIL CORP   S           COM              30231G102   167960  2990748 SH       DEFINED 01 10               0        0  2990748
EXXON MOBIL CORP               COM              30231G102        6      260 SH       DEFINED 01 03               0        0      260
EXXON MOBIL CORP               COM              30231G102       24        5 SH       DEFINED 01 03               0        0        5
EXXON MOBIL CORP               COM              30231G102        8     4335 SH       DEFINED 01 03               0        0     4335
EXXON MOBIL CORP               COM              30231G102       26    25000 SH       DEFINED 01 03               0        0    25000
EXXON MOBIL CORP               COM              30231G102       20    21165 SH       DEFINED 01 03               0        0    21165
EXXON MOBIL CORP               COM              30231G102        3   126700 SH       DEFINED 01 03               0        0   126700
EXXON MOBIL CORP               COM              30231G102        2      300 SH       DEFINED 01 03               0        0      300
EXXON MOBIL CORP               COM              30231G102        1      135 SH       DEFINED 01 03               0        0      135
EXXON MOBIL CORP               COM              30231G102       32     6563 SH       DEFINED 01 03               0        0     6563
EXXON MOBIL CORP               COM              30231G102        6       29 SH       DEFINED 01 03               0        0       29
EXXON MOBIL CORP               COM              30231G102      116       90 SH       DEFINED 01 03               0        0       90
EXXON MOBIL CORP               COM              30231G102        1       50 SH       DEFINED 01 03               0        0       50
EXXON MOBIL CORP               COM              30231G102       12      500 SH       DEFINED 01 03               0        0      500
EXXON MOBIL CORP               COM              30231G102       63      394 SH       DEFINED 01 03               0        0      394
EXXON MOBIL CORP               COM              30231G102       25      101 SH       DEFINED 01 03               0        0      101
FBL FINL GROUP INC.   S        COM              30239F106     1959    59711 SH       DEFINED 01 02               0     9650    50061
FBL FINL GROUP INC.   S        COM              30239F106      883    26940 SH       DEFINED 01 02 14            0    26940        0
FBL FINL GROUP INC.   S        COM              30239F106       79     2400 SH       DEFINED 01 03               0     2400        0
FEI COMPANY   S                COM              30241L109     1042    54340 SH       DEFINED 01 02               0        0    54340
FLIR SYSTEMS INC   S           COM              302445101     6122   274146 SH       DEFINED 01 02               0    84043   190103
FLIR SYSTEMS INC   S           COM              302445101      665    29784 SH       DEFINED 01 03               0    29784        0
FLIR SYSTEMS                   COM              302445101        0      200 SH       DEFINED 01 03               0        0      200
FLIR SYSTEMS                   COM              302445101      257      160 SH       DEFINED 01 03               0        0      160
FMC CORP   S                   COM              302491303      261     4917 SH       DEFINED 01 02               0      560     4357
FMC CORP   S                   COM              302491303     2047    38500 SH       DEFINED 01 10               0        0    38500
FMC TECHNOLOGIES INC USD 0.01  COM              30249U101     2840    66209 SH       DEFINED 01 10               0        0    66209
FNB FINL SVCS CORP             COM              302526108       12     4000 SH       DEFINED 01 03               0        0     4000
FNB FINL SVCS CORP             COM              302526108       51    20150 SH       DEFINED 01 03               0        0    20150
FPIC INSURANCE GROUP INC   S   COM              302563101     1637    47155 SH       DEFINED 01 02 14            0    47155        0
FPIC INSURANCE GROUP INC   S   COM              302563101      302     8700 SH       DEFINED 01 03               0     8700        0
FPIC INSURANCE GROUP INC   S   COM              302563101     5861   168890 SH       DEFINED 01 02               0    30200   138690
FPL GROUP INC.   S             COM              302571104     3508    84420 SH       DEFINED 01 03               0    84420        0
FPL GROUP INC.   S             COM              302571104    22163   533290 SH       DEFINED 01 02               0      898   532392
FPL GROUP INC                  COM              302571104        1     1800 SH       DEFINED 01 03               0        0     1800
FPL GROUP INC                  COM              302571104        2     1575 SH       DEFINED 01 03               0        0     1575
FPL GROUP INC                  COM              302571104      358     7800 SH       DEFINED 01 03               0        0     7800
FPL GROUP INC                  COM              302571104       72     8900 SH       DEFINED 01 03               0        0     8900
FTI CONSULTING INC.   S        COM              302941109     5951   216900 SH       DEFINED 01 02               0    21500   195400
FTI CONSULTING INC.   S        COM              302941109     1073    39070 SH       DEFINED 01 02 14            0    39070        0
FTI CONSULTING INC.   S        COM              302941109      187     6800 SH       DEFINED 01 03               0     6800        0
FACTSET RESEARCH   S           COM              303075105     3652    88730 SH       DEFINED 01 02               0        0    88730
FACTSET RESEARCH               COM              303075105        1      100 SH       DEFINED 01 03               0        0      100
FAIR ISAAC INC   S             COM              303250104    84171  1905644 SH       DEFINED 01 02               0   269418  1636226
FAIR ISAAC INC   S             COM              303250104     5372   121618 SH       DEFINED 01 03               0   121618        0
FAIRCHILD CORP.   S            COM              303698104      650   255000 SH       DEFINED 01 02               0        0   255000
FAIRCHILD SEMICONDUC   S       COM              303726103      150     8900 SH       DEFINED 01 03               0     8900        0
FAIRCHILD SEMICONDUC   S       COM              303726103     5434   321323 SH       DEFINED 01 02               0    19270   302053
FAIRCHILD SEMICONDUC   S       COM              303726103      896    53090 SH       DEFINED 01 02 14            0    53090        0
FAIRMONT HTLS & RES   FSUSD    COM              305204109      886    20900 SH       DEFINED 01 02               0        0    20900
FAIRMONT HTLS & RES   FSUSD    COM              305204109    70097  1653250 SH       DEFINED 01 10               0        0  1653250
FAMILY DLR STORES   S          COM              307000109     8186   330223 SH       DEFINED 01 02               0     9117   321106
FAMILY DLR STORES   S          COM              307000109      823    33196 SH       DEFINED 01 03               0    33196        0
FAMILY DOLLAR STORES           COM              307000109       19       53 SH       DEFINED 01 03               0        0       53
FAMILY DOLLAR STORES           COM              307000109        3      300 SH       DEFINED 01 03               0        0      300
FARGO ELECTRONICS   S          COM              30744P102      216    11220 SH       DEFINED 01 02               0    11220        0
FARMER BROS CO   S             COM              307675108      146     7553 SH       DEFINED 01 02               0        0     7553
FARO TECHNOLOGIES              COM              311642102        5      100 SH       DEFINED 01 03               0        0      100
FASTENAL CO   S                COM              311900104   106115  2707670 SH       DEFINED 01 02               0   390124  2317546
FASTENAL CO   S                COM              311900104     6964   177686 SH       DEFINED 01 03               0   177686        0
FASTENAL COMPANY               COM              311900104        5      757 SH       DEFINED 01 03               0        0      757
FEDDERS CORPORATION   S        COM              313135501       17    10000 SH       DEFINED 01 02               0        0    10000
FEDERAL AGRIC MORTGAGE   S     COM              313148306     1092    36500 SH       DEFINED 01 02               0        0    36500
FREDDIE MAC   S                COM              313400301     6514    99700 SH       DEFINED 01 10               0        0    99700
FREDDIE MAC   S                COM              313400301   134476  2057801 SH       DEFINED 01 02               0    25857  2031944
FREDDIE MAC   S                COM              313400301     9692   148318 SH       DEFINED 01 03               0   148318        0
FEDERAL HOME LOAN MTG          COM              313400301        6    24400 SH       DEFINED 01 03               0        0    24400
FEDERAL HOME LOAN MTG          COM              313400301        7     5000 SH       DEFINED 01 03               0        0     5000
FEDERAL MOGUL CORP             COM              313549107      115     6440 SH       DEFINED 01 03               0        0     6440
FANNIE MAE   S                 COM              313586109   345180  7072107 SH       DEFINED 01 02               0    60298  7011809
FANNIE MAE   S                 COM              313586109    13164   269708 SH       DEFINED 01 03               0   269708        0
FEDERAL NATL MTG               COM              313586109       46    33800 SH       DEFINED 01 03               0        0    33800
FEDERAL NATL MTG               COM              313586109        2     6900 SH       DEFINED 01 03               0        0     6900
FEDERAL NATL MTG               COM              313586109        2      412 SH       DEFINED 01 03               0        0      412
FEDERAL NATL MTG               COM              313586109        9      200 SH       DEFINED 01 03               0        0      200
FEDERAL REALTY INVS   S        COM              313747206     1777    29300 SH       DEFINED 01 02               0        0    29300
FEDERAL REALTY INVESTMENT TRUS COM              313747206      622      104 SH       DEFINED 01 03               0        0      104
FEDERATED DPT STORES   S       COM              31410H101    46867   706527 SH       DEFINED 01 02               0     6526   700001
FEDERATED DPT STORES   S       COM              31410H101     3860    58200 SH       DEFINED 01 03               0    58200        0
FEDERATED DPT STORES   S       COM              31410H101     3937    59400 SH       DEFINED 01 10               0        0    59400
FEDERATED DEPT STORES          COM              31410H101      128     3452 SH       DEFINED 01 03               0        0     3452
FEDERATED DEPT STORES          COM              31410H101        1      600 SH       DEFINED 01 03               0        0      600
FEDERATED INVESTORS.   S       COM              314211103      180     4870 SH       DEFINED 01 02               0        0     4870
FEDERATED INVESTORS.   S       COM              314211103      670    18100 SH       DEFINED 01 03               0        0    18100
FEDERATED INVESTORS            COM              314211103       12     7636 SH       DEFINED 01 03               0        0     7636
FEDERATED INVESTORS            COM              314211103        3     1564 SH       DEFINED 01 03               0        0     1564
FEDEX CORPORATION   S          COM              31428X106     2636    25498 SH       DEFINED 01 02               0        0    25498
FEDEX CORPORATION   S          COM              31428X106     6698    64785 SH       DEFINED 01 03               0    64785        0
FEDEX CORP                     COM              31428X106        5     1500 SH       DEFINED 01 03               0        0     1500
FEDEX CORP                     COM              31428X106        0      400 SH       DEFINED 01 03               0        0      400
FEDEX CORP                     COM              31428X106       17       12 SH       DEFINED 01 03               0        0       12
FEDEX CORP                     COM              31428X106       17       70 SH       DEFINED 01 03               0        0       70
FEDEX CORP                     COM              31428X106        2      350 SH       DEFINED 01 03               0        0      350
FELCOR LODGING TRUST   S       COM              31430F101     3062   177900 SH       DEFINED 01 02               0        0   177900
FERRELLGAS PARTNERS            COM              315293100        7     1000 SH       DEFINED 01 03               0        0     1000
FERRO CORP   S                 COM              315405100     3833   204300 SH       DEFINED 01 02               0        0   204300
F5 NETWORKS INC   S            COM              315616102    13689   239345 SH       DEFINED 01 02               0    67065   172280
F5 NETWORKS INC   S            COM              315616102     1382    24160 SH       DEFINED 01 03               0    24160        0
F5 NETWORKS INC                COM              315616102        0      997 SH       DEFINED 01 03               0        0      997
FEDELIS ENERGY INC             COM              315746107        3      400 SH       DEFINED 01 03               0        0      400
FIDELITY BANKSHARES INC   S    COM              31604Q107     2934    89728 SH       DEFINED 01 10               0        0    89728
FIDELITY BANKSHARES INC   S    COM              31604Q107     4166   127379 SH       DEFINED 01 02               0        0   127379
FIDELITY NATIONAL TITLE-CL A   COM              31620R105       77     3150 SH       DEFINED 01 02               0        0     3150
FIDELITY NATL TITLE GROUP      COM              31620R105       30       19 SH       DEFINED 01 03               0        0       19
FIDELITY NAT FINL   S          COM              316326107      713    19373 SH       DEFINED 01 02               0     1373    18000
FIDELITY NATIONAL FINANCIAL    COM              316326107        3      181 SH       DEFINED 01 03               0        0      181
FIDELITY NATIONAL FINANCIAL    COM              316326107        7     4200 SH       DEFINED 01 03               0        0     4200
FIDELITY NATIONAL FINANCIAL    COM              316326107     1040      800 SH       DEFINED 01 03               0        0      800
FIDELITY SOUTHERN CORP         COM              316394105      184    26200 SH       DEFINED 01 03               0        0    26200
FIDELITY SOUTHERN CORP         COM              316394105        3     5300 SH       DEFINED 01 03               0        0     5300
FIELDPOINT PETROLEUM CORP      COM              316570100        6       51 SH       DEFINED 01 03               0        0       51
FIFTH THIRD BANCORP   S        COM              316773100    10863   288006 SH       DEFINED 01 02               0        0   288006
FIFTH THIRD BANCORP   S        COM              316773100     4475   118626 SH       DEFINED 01 03               0   118626        0
FIFTH THIRD BANCORP            COM              316773100      834      136 SH       DEFINED 01 03               0        0      136
FIFTH THIRD BANCORP            COM              316773100       10      960 SH       DEFINED 01 03               0        0      960
FIFTH THIRD BANCORP            COM              316773100       20       15 SH       DEFINED 01 03               0        0       15
FILENET CORP   S               COM              316869106     4915   190084 SH       DEFINED 01 02               0     9750   180334
FINANCIAL FEDERAL   S          COM              317492106     4146    93265 SH       DEFINED 01 02               0        0    93265
FINANCIAL INSTITUTIONS INC.    COM              317585404       73     3710 SH       DEFINED 01 02               0        0     3710
FINISH LINE INC   S            COM              317923100     1673    96050 SH       DEFINED 01 02               0        0    96050
FIREARMS TRAINING SYSTEMS      COM              318120102       49    16561 SH       DEFINED 01 03               0        0    16561
FIRST ACCEPTANCE CORP   S      COM              318457108      320    31100 SH       DEFINED 01 02               0        0    31100
FIRST AMERICAN CORP   S        COM              318522307      292     6450 SH       DEFINED 01 02               0        0     6450
FIRST BANCORP/PR   S           COM              318672102      132    10600 SH       DEFINED 01 03               0    10600        0
FIRST BANCORP/PR   S           COM              318672102     5556   447604 SH       DEFINED 01 02               0    21070   426534
FIRST BANCORP/PR   S           COM              318672102      728    58650 SH       DEFINED 01 02 14            0    58650        0
FIRST CASH FINL SVCS INC   S   COM              31942D107     1084    37200 SH       DEFINED 01 02               0    19350    17850
FIRST CASH FINL SVCS INC   S   COM              31942D107      896    30730 SH       DEFINED 01 02 14            0    30730        0
FIRST CASH FINL SVCS INC   S   COM              31942D107      172     5900 SH       DEFINED 01 03               0     5900        0
FIRST CITIZENS BANK.   S       COM              31946M103     1556     8932 SH       DEFINED 01 02               0     1670     7262
FIRST CITIZENS BANK.   S       COM              31946M103      835     4790 SH       DEFINED 01 02 14            0     4790        0
FIRST CITIZENS BANK.   S       COM              31946M103      148      850 SH       DEFINED 01 03               0      850        0
FIRST COMMUNITY BANCSHARES   S COM              31983A103      220     7063 SH       DEFINED 01 02               0        0     7063
FIRST COMMUNITY BANCORP   S    COM              31983B101      196     3600 SH       DEFINED 01 03               0     3600        0
FIRST COMMUNITY BANCORP   S    COM              31983B101     3561    65500 SH       DEFINED 01 02               0     7370    58130
FIRST COMMUNITY BANCORP   S    COM              31983B101     1177    21630 SH       DEFINED 01 02 14            0    21630        0
FIRST DATA CORP   S            COM              319963104     1274    29628 SH       DEFINED 01 10               0        0    29628
FIRST DATA CORP   S            COM              319963104    17038   396085 SH       DEFINED 01 02               0        0   396085
FIRST DATA CORP   S            COM              319963104     7026   163357 SH       DEFINED 01 03               0   163357        0
FIRST DATA CORP                COM              319963104       17      625 SH       DEFINED 01 03               0        0      625
FIRST DATA CORP                COM              319963104        5      120 SH       DEFINED 01 03               0        0      120
FIRST FINL BANCORP   S         COM              320209109      360    20464 SH       DEFINED 01 02               0        0    20464
FIRST FINANCIAL   S            COM              320239106     1830    59590 SH       DEFINED 01 02               0    16020    43570
FIRST FINANCIAL   S            COM              320239106     1360    44260 SH       DEFINED 01 02 14            0    44260        0
FIRST FINANCIAL   S            COM              320239106      230     7500 SH       DEFINED 01 03               0     7500        0
FIRST HORIZON NATL CORP   S    COM              320517105      783    20359 SH       DEFINED 01 02               0        0    20359
FIRST HORIZON NATL CORP   S    COM              320517105     1035    26935 SH       DEFINED 01 03               0    26935        0
FIRST HORIZON PHARMA.   S      COM              32051K106     4045   234430 SH       DEFINED 01 02               0    10430   224000
FIRST INDIANA CORP   S         COM              32054R108      254     7393 SH       DEFINED 01 02               0        0     7393
FIRST MIDWEST BANC   S         COM              320867104     1066    30390 SH       DEFINED 01 02 14            0    30390        0
FIRST MIDWEST BANC   S         COM              320867104      172     4900 SH       DEFINED 01 03               0     4900        0
FIRST MIDWEST BANC   S         COM              320867104     9692   276500 SH       DEFINED 01 02               0    11000   265500
FIRST NIAGARA FINANCIAL.   S   COM              33582V108     6548   452520 SH       DEFINED 01 02               0        0   452520
FIRST OAK BROOK BANCSHARES   S COM              335847208      517    18523 SH       DEFINED 01 02               0        0    18523
FIRST REPUBLIC BANK   S        COM              336158100     9835   265744 SH       DEFINED 01 02               0    26021   239723
FIRST REPUBLIC BANK   S        COM              336158100     1746    47175 SH       DEFINED 01 02 14            0    47175        0
FIRST REPUBLIC BANK   S        COM              336158100      288     7776 SH       DEFINED 01 03               0     7776        0
FIRST REGIONAL BANCORP/CAL   S COM              33615C101     1464    21683 SH       DEFINED 01 02               0    10140    11543
FIRST REGIONAL BANCORP/CAL   S COM              33615C101     1223    18120 SH       DEFINED 01 02 14            0    18120        0
FIRST REGIONAL BANCORP/CAL   S COM              33615C101      209     3100 SH       DEFINED 01 03               0     3100        0
FIRST STATE BANC   S           COM              336453105     1357    56640 SH       DEFINED 01 02               0    30220    26420
FIRST STATE BANC   S           COM              336453105     1107    46160 SH       DEFINED 01 02 14            0    46160        0
FIRST STATE BANC   S           COM              336453105      187     7800 SH       DEFINED 01 03               0     7800        0
1ST SOURCE CORP   S            COM              336901103     1016    40300 SH       DEFINED 01 02               0    15540    24760
1ST SOURCE CORP   S            COM              336901103     1073    42720 SH       DEFINED 01 02 14            0    42720        0
1ST SOURCE CORP   S            COM              336901103      186     7400 SH       DEFINED 01 03               0     7400        0
FIRSTCITY FINL CORP            COM              33761X107        2       90 SH       DEFINED 01 03               0        0       90
FISERV INC   S                 COM              337738108    61568  1422886 SH       DEFINED 01 02               0    92961  1329925
FISERV INC   S                 COM              337738108     4129    95411 SH       DEFINED 01 03               0    95411        0
FISERV INC                     COM              337738108        9      400 SH       DEFINED 01 03               0        0      400
FISERV INC                     COM              337738108        2    11537 SH       DEFINED 01 03               0        0    11537
FISERV INC                     COM              337738108        1     2363 SH       DEFINED 01 03               0        0     2363
FISHER COMMUNICATIONS   S      COM              337756209     2507    60500 SH       DEFINED 01 02               0        0    60500
FIRSTFED FINL CORP   S         COM              337907109    10674   195805 SH       DEFINED 01 02               0    12893   182912
FIRSTFED FINL CORP   S         COM              337907109     1911    35050 SH       DEFINED 01 02 14            0    35050        0
FIRSTFED FINL CORP   S         COM              337907109      336     6161 SH       DEFINED 01 03               0     6161        0
FLAGSTAR BANCORP INC   S       COM              337930101     1523   105759 SH       DEFINED 01 02               0        0   105759
FIRSTENERGY CORP   S           COM              337932107     8608   175720 SH       DEFINED 01 02               0     1245   174475
FIRSTENERGY CORP   S           COM              337932107     3455    70520 SH       DEFINED 01 03               0    70520        0
FIRST ENERGY CORP              COM              337932107        0     1200 SH       DEFINED 01 03               0        0     1200
FIRST ENERGY CORP              COM              337932107       15      100 SH       DEFINED 01 03               0        0      100
FIRST ENERGY CORP              COM              337932107        2     5800 SH       DEFINED 01 03               0        0     5800
FISHER SCIENTIFIC IN   S       COM              338032204    15460   250000 SH       DEFINED 01 10               0        0   250000
FISHER SCIENTIFIC IN   S       COM              338032204     1622    26220 SH       DEFINED 01 03               0    26220        0
FISHER SCIENTIFIC IN   S       COM              338032204     1707    27600 SH       DEFINED 01 02               0        0    27600
FISHER SCIENTIFIC IN           COM              338032204        2      300 SH       DEFINED 01 03               0        0      300
FISHER SCIENTIFIC IN           COM              338032204        4      315 SH       DEFINED 01 03               0        0      315
FIVE STAR QUALITY CR   S       COM              33832D106        0        0 SH       DEFINED 01 02               0        0        0
FLEETWOOD ENTERPRISE   S       COM              339099103     7779   629920 SH       DEFINED 01 02               0    24070   605850
FLEETWOOD ENTERPRISE   S       COM              339099103      822    66550 SH       DEFINED 01 02 14            0    66550        0
FLEETWOOD ENTERPRISE   S       COM              339099103      143    11600 SH       DEFINED 01 03               0    11600        0
FLEETWOOD ENTERPRISE           COM              339099103        9     5000 SH       DEFINED 01 03               0        0     5000
FLORIDA ROCK   S               COM              341140101     9612   195934 SH       DEFINED 01 02               0     5852   190082
FLORIDA ROCK INDS INC          COM              341140101        2       22 SH       DEFINED 01 03               0        0       22
FLUOR CORP (NEW)   S           COM              343412102    81675  1057142 SH       DEFINED 01 02               0        0  1057142
FLUOR CORP (NEW)   S           COM              343412102     1434    18559 SH       DEFINED 01 03               0    18559        0
FLOW INTL CORP   S             COM              343468104      129    15336 SH       DEFINED 01 02               0        0    15336
FLOWERS FOODS INC   S          COM              343498101     5981   217013 SH       DEFINED 01 02               0        0   217013
FLOWERS FOODS INC   S          COM              343498101     2530    91852 SH       DEFINED 01 10               0        0    91852
FLOWSERVE CORP   S             COM              34354P105     1096    27650 SH       DEFINED 01 02 14            0    27650        0
FLOWSERVE CORP   S             COM              34354P105      186     4700 SH       DEFINED 01 03               0     4700        0
FLOWSERVE CORP   S             COM              34354P105    18745   473840 SH       DEFINED 01 02               0     9750   464090
FLYI INC                       COM              34407T104        1      350 SH       DEFINED 01 03               0        0      350
FOCUS ENHANCEMENTS             COM              344159108        8      100 SH       DEFINED 01 03               0        0      100
FOMENTO ECONOMICO MX   FSUSD   COM              344419106    25687   354295 SH       DEFINED 01 10               0        0   354295
FOMENTO ECONOMICO MX   FSUSD   COM              344419106     5366    74000 SH       DEFINED 01 02               0        0    74000
FOOT LOCKER INC   S            COM              344849104       33     1400 SH       DEFINED 01 02               0        0     1400
FORBES MEDI-TECH INC           COM              344907100        0     3000 SH       DEFINED 01 03               0        0     3000
FORCE PROTECTION INC           COM              345203202        1     5999 SH       DEFINED 01 03               0        0     5999
FORD MOTOR CO   S              COM              345370860    14356  1859595 SH       DEFINED 01 02               0    13516  1846079
FORD MOTOR CO   S              COM              345370860     3066   397151 SH       DEFINED 01 03               0   397151        0
FORD MOTOR COMPANY             COM              345370860        1      780 SH       DEFINED 01 03               0        0      780
FORD MOTOR COMPANY             COM              345370860        1      200 SH       DEFINED 01 03               0        0      200
FORD MOTOR COMPANY             COM              345370860     1005      300 SH       DEFINED 01 03               0        0      300
FORD MOTOR COMPANY             COM              345370860        1      700 SH       DEFINED 01 03               0        0      700
FORD MOTOR COMPANY             COM              345370860        1      500 SH       DEFINED 01 03               0        0      500
FORD MOTOR COMPANY             COM              345370860        7      200 SH       DEFINED 01 03               0        0      200
FORD MOTOR COMPANY             COM              345370860        0      250 SH       DEFINED 01 03               0        0      250
FORD MOTOR COMPANY             COM              345370860        0      300 SH       DEFINED 01 03               0        0      300
FORD MOTOR COMPANY             COM              345370860        4      500 SH       DEFINED 01 03               0        0      500
FORD MOTOR COMPANY             COM              345370860        1      300 SH       DEFINED 01 03               0        0      300
FORD MOTOR COMPANY             COM              345370860      167      352 SH       DEFINED 01 03               0        0      352
FORDING CANADIAN COAL TRUST    COM              345425102      134      610 SH       DEFINED 01 03               0        0      610
FORDING CANADIAN COAL TRUST    COM              345425102        4      300 SH       DEFINED 01 03               0        0      300
FORDING CANADIAN COAL TRUST    COM              345425102        0      100 SH       DEFINED 01 03               0        0      100
FORDING CANADIAN COAL TRUST    COM              345425102        4     1000 SH       DEFINED 01 03               0        0     1000
FORDING CANADIAN COAL TRUST    COM              345425102        2      120 SH       DEFINED 01 03               0        0      120
FOREST LABS   S                COM              345838106      790    19420 SH       DEFINED 01 02               0        0    19420
FOREST LABS   S                COM              345838106     2938    72218 SH       DEFINED 01 03               0    72218        0
FOREST LABS   S                COM              345838106      586    14402 SH       DEFINED 01 10               0        0    14402
FOREST OIL CORP   S            COM              346091705     1024    22476 SH       DEFINED 01 02               0        0    22476
FOREST OIL CORP   S            COM              346091705     7242   158918 SH       DEFINED 01 02 10            0        0   158918
FOREST OIL CORP   S            COM              346091705   111422  2445588 SH       DEFINED 01 10               0        0  2445588
FOREST OIL CORP                COM              346091705        1     2200 SH       DEFINED 01 03               0        0     2200
FOREST OIL CORP                COM              346091705       27    10100 SH       DEFINED 01 03               0        0    10100
FORLINK SOFTWARE CORP          COM              346331101       26     5000 SH       DEFINED 01 03               0        0     5000
FORMFACTOR INC   S             COM              346375108      446    18253 SH       DEFINED 01 02               0        0    18253
FORRESTER RESEARCH INC         COM              346563109        2      500 SH       DEFINED 01 03               0        0      500
FORTIS INSURANCE CVT 07.750% 0 CONV PRF         349573AA3      603      500 SH       DEFINED 01 02               0        0      500
FORTUNE BRANDS   S             COM              349631101     7777    99691 SH       DEFINED 01 02               0        0    99691
FORTUNE BRANDS   S             COM              349631101     2437    31241 SH       DEFINED 01 03               0    31241        0
FORWARD AIR CORP   S           COM              349853101     6962   189890 SH       DEFINED 01 02               0    11840   178050
FORWARD AIR CORP   S           COM              349853101      481    13140 SH       DEFINED 01 02 14            0    13140        0
FORWARD AIR CORP   S           COM              349853101       88     2400 SH       DEFINED 01 03               0     2400        0
FOSSIL INC   S                 COM              349882100     5962   277176 SH       DEFINED 01 02               0        0   277176
FOUNDATION COAL HOLDINGS INC   COM              35039W100      284     7470 SH       DEFINED 01 02               0        0     7470
FOUNDRY NETWORKS INC   S       COM              35063R100    12249   886810 SH       DEFINED 01 02               0    52780   834030
FOUNDRY NETWORKS INC   S       COM              35063R100      992    71920 SH       DEFINED 01 02 14            0    71920        0
FOUNDRY NETWORKS INC   S       COM              35063R100      173    12500 SH       DEFINED 01 03               0    12500        0
FOUNDRY NETWORKS               COM              35063R100        3      831 SH       DEFINED 01 03               0        0      831
FOUNDRY NETWORKS               COM              35063R100        3      250 SH       DEFINED 01 03               0        0      250
4KIDS ENTERTAINMENT   S        COM              350865101      435    27697 SH       DEFINED 01 02               0        0    27697
4 KIDS ENTERTAINMENT           COM              350865101        0    25500 SH       DEFINED 01 03               0        0    25500
4 KIDS ENTERTAINMENT           COM              350865101      690     5200 SH       DEFINED 01 03               0        0     5200
FOUR SEASONS HOTELS   FSUSD    COM              35100E104      100     2000 SH       DEFINED 01 02               0        0     2000
FOX & HOUND RESTAURANT   S     COM              351321104      370    24028 SH       DEFINED 01 02               0        0    24028
FOXHOLLOW TECHNOLOGIES INC   S COM              35166A103     2621    87986 SH       DEFINED 01 02               0    60191    27795
FOXHOLLOW TECHNOLOGIES INC   S COM              35166A103      632    21200 SH       DEFINED 01 03               0    21200        0
FOXHOLLOW TECHNOLOGIES         COM              35166A103      141      100 SH       DEFINED 01 03               0        0      100
FRANKLIN BANK CORP/HOUSTON   S COM              352451108     1016    56465 SH       DEFINED 01 02               0        0    56465
FRANKLIN ELECTRIC.   S         COM              353514102     1217    30770 SH       DEFINED 01 02               0        0    30770
FRANKLIN RESOURCES   S         COM              354613101    62960   669721 SH       DEFINED 01 02               0     8013   661708
FRANKLIN RESOURCES   S         COM              354613101     2984    31741 SH       DEFINED 01 03               0    31741        0
FRANKLIN RESOURCES             COM              354613101        4    13778 SH       DEFINED 01 03               0        0    13778
FRANKLIN RESOURCES             COM              354613101        0     2822 SH       DEFINED 01 03               0        0     2822
FREDS INC   S                  COM              356108100     1414    86895 SH       DEFINED 01 02               0        0    86895
FREEPORT MCMORAN COP   S       COM              35671D857    46164   858072 SH       DEFINED 01 02               0     5310   852762
FREEPORT MCMORAN COP   S       COM              35671D857     3047    56629 SH       DEFINED 01 03               0    56629        0
FREEPORT MCMORAN C&G W/I B     COM              35671D857        2       40 SH       DEFINED 01 03               0        0       40
FREEPORT MCMORAN C&G W/I B     COM              35671D857        1      100 SH       DEFINED 01 03               0        0      100
FREESCALE SEMICONDUCTOR-A   S  COM              35687M107      279    11076 SH       DEFINED 01 03               0        0    11076
FREESCALE SEMICONDUCTOR-A   S  COM              35687M107    22598   898500 SH       DEFINED 01 10               0        0   898500
FREESCALE SEMICONDUCTOR-A   S  COM              35687M107   107416  4264228 SH       DEFINED 01 02               0        0  4264228
FREESCALE SEMICONDUCTOR-A   S  COM              35687M107     3344   132769 SH       DEFINED 01 02 10            0        0   132769
FREESCALE SEMICONDUCTOR        COM              35687M107      243     1800 SH       DEFINED 01 03               0        0     1800
FREESCALE SEMICONDUCTOR        COM              35687M107        0     8300 SH       DEFINED 01 03               0        0     8300
FREESCALE SEMICONDUCTOR - B    COM              35687M206     2276    90439 SH       DEFINED 01 03               0        0    90439
FREESCALE SEMICONDUCTOR - B    COM              35687M206    35519  1411162 SH       DEFINED 01 02               0        0  1411162
FREESCALE SEMICONDUCTOR INC    COM              35687M206     1348       87 SH       DEFINED 01 03               0        0       87
FREESCALE SEMICONDUCTOR INC    COM              35687M206        1       76 SH       DEFINED 01 03               0        0       76
FREESCALE SEMICONDUCTOR INC    COM              35687M206       19       22 SH       DEFINED 01 03               0        0       22
FREESCALE SEMICONDUCTOR INC    COM              35687M206        3       30 SH       DEFINED 01 03               0        0       30
FREESCALE SEMICONDUCTOR INC    COM              35687M206       51       17 SH       DEFINED 01 03               0        0       17
FREIGHTCAR AMERICA INC   S     COM              357023100      191     3965 SH       DEFINED 01 02               0        0     3965
FREMONT GENERAL CORP   S       COM              357288109     6530   281075 SH       DEFINED 01 02               0     9420   271655
FREMONT GENERAL CORP   S       COM              357288109      599    25820 SH       DEFINED 01 02 14            0    25820        0
FREMONT GENERAL CORP   S       COM              357288109      107     4600 SH       DEFINED 01 03               0     4600        0
FRIEDMAN BILLINGS.   S         COM              358434108     1839   185800 SH       DEFINED 01 02               0        0   185800
FRIEDMAN BILLINGS RAMSEY GROUP COM              358434108      211      295 SH       DEFINED 01 03               0        0      295
FRISBY TECHNOLOGIES            COM              358743102        6     5500 SH       DEFINED 01 03               0        0     5500
FRONTEER DEV GROUP             COM              35903Q106        8      800 SH       DEFINED 01 03               0        0      800
FRONTIER AIRLINES   S          COM              359065109     1216   131677 SH       DEFINED 01 02               0        0   131677
FRONTIER AIRLINES INC NEW      COM              359065109       18      100 SH       DEFINED 01 03               0        0      100
FRONTIER OIL CORP   S          COM              35914P105     7949   211807 SH       DEFINED 01 02               0     7080   204727
FRONTIER OIL CORP              COM              35914P105       32     5100 SH       DEFINED 01 03               0        0     5100
FRONTIER OIL CORP              COM              35914P105        1     1000 SH       DEFINED 01 03               0        0     1000
FRONTLINE CAPITAL GROUP        COM              35921N101        5     5000 SH       DEFINED 01 03               0        0     5000
FUEL-TECH                      COM              359523107        0      200 SH       DEFINED 01 03               0        0      200
FUELCELL ENERGY INC   S        COM              35952H106      109    12870 SH       DEFINED 01 03               0    12870        0
FUELCELL ENERGY INC   S        COM              35952H106     7644   902477 SH       DEFINED 01 02               0        0   902477
FUELCELL ENERGY INC            COM              35952H106        0      200 SH       DEFINED 01 03               0        0      200
FUELCELL ENERGY INC            COM              35952H106        0      196 SH       DEFINED 01 03               0        0      196
FULLER H B COMPANY   S         COM              359694106      237     7400 SH       DEFINED 01 03               0     7400        0
FULLER H B COMPANY   S         COM              359694106     9851   307169 SH       DEFINED 01 02               0    16360   290809
FULLER H B COMPANY   S         COM              359694106     1439    44880 SH       DEFINED 01 02 14            0    44880        0
FUTUREMEDIA PLC ADR            COM              360912109      406    59925 SH       DEFINED 01 03               0        0    59925
FURNITURE BRAND INTL   S       COM              360921100     4916   220127 SH       DEFINED 01 02               0    22440   197687
FURNITURE BRAND INTL   S       COM              360921100     1394    62430 SH       DEFINED 01 02 14            0    62430        0
FURNITURE BRAND INTL   S       COM              360921100      248    11100 SH       DEFINED 01 03               0    11100        0
G&K SERVICES CL A   S          COM              361268105     1807    46031 SH       DEFINED 01 02               0        0    46031
GATX CORP   S                  COM              361448103    11883   329379 SH       DEFINED 01 02               0    20810   308569
GATX CORP   S                  COM              361448103     2108    58440 SH       DEFINED 01 02 14            0    58440        0
GATX CORP   S                  COM              361448103      350     9700 SH       DEFINED 01 03               0     9700        0
GATX CORP   S                  COM              361448103     2564    71074 SH       DEFINED 01 10               0        0    71074
GEO GROUP INC   S              COM              36159R103      142     6200 SH       DEFINED 01 03               0     6200        0
GEO GROUP INC   S              COM              36159R103     1165    50730 SH       DEFINED 01 02               0    13170    37560
GEO GROUP INC   S              COM              36159R103      837    36510 SH       DEFINED 01 02 14            0    36510        0
GFI GROUP INC   S              COM              361652209      676    14263 SH       DEFINED 01 02               0        0    14263
GTC TELECOM CORP               COM              36230F102        0     1568 SH       DEFINED 01 03               0        0     1568
GTC BIOTHERAPEUTIES   INC      COM              36238T104        0      500 SH       DEFINED 01 03               0        0      500
GAINSCO INC                    COM              363127200        0      250 SH       DEFINED 01 03               0        0      250
GALLAHER GROUP ADR   FSUSD     COM              363595109      902    15000 SH       DEFINED 01 02               0        0    15000
GAMEZNFLIX INC                 COM              36466X108      384   142000 SH       DEFINED 01 03               0        0   142000
GAMING TRANSACTIONS            COM              36467C103        1     1000 SH       DEFINED 01 03               0        0     1000
GAMESTOP CORP   S              COM              36467W109      721    22643 SH       DEFINED 01 02               0        0    22643
GAMESTOP CORP   S              COM              36467W109    54083  1700199 SH       DEFINED 01 10               0        0  1700199
GAMESTOP CORP                  COM              36467W109        3      600 SH       DEFINED 01 03               0        0      600
GAMESTOP CORP                  COM              36467W109       14      290 SH       DEFINED 01 03               0        0      290
GAMESTOP CORP                  COM              36467W109        9       19 SH       DEFINED 01 03               0        0       19
GANNETT CO INC   S             COM              364730101    36082   595709 SH       DEFINED 01 02               0     1009   594700
GANNETT CO INC   S             COM              364730101     3107    51288 SH       DEFINED 01 03               0    51288        0
GANNETT CO INC   S             COM              364730101     3634    60000 SH       DEFINED 01 10               0        0    60000
GAP INC/THE   S                COM              364760108      650    36807 SH       DEFINED 01 02               0        0    36807
GAP INC/THE   S                COM              364760108    94180  5338988 SH       DEFINED 01 03               0  5338988        0
GARDNER DENVER INC   S         COM              365558105    11921   241894 SH       DEFINED 01 02               0    16839   225055
GARDNER DENVER INC   S         COM              365558105     2108    42780 SH       DEFINED 01 02 14            0    42780        0
GARDNER DENVER INC   S         COM              365558105      350     7107 SH       DEFINED 01 03               0     7107        0
GASCO ENERGY INC   S           COM              367220100     1286   197160 SH       DEFINED 01 02               0   143930    53230
GASCO ENERGY INC   S           COM              367220100      601    92160 SH       DEFINED 01 02 14            0    92160        0
GASCO ENERGY INC   S           COM              367220100      108    16500 SH       DEFINED 01 03               0    16500        0
GASCO ENERGY INC               COM              367220100       67     9300 SH       DEFINED 01 03               0        0     9300
GASCO ENERGY INC               COM              367220100        1     1420 SH       DEFINED 01 03               0        0     1420
GASCO ENERGY INC               COM              367220100      335    45000 SH       DEFINED 01 03               0        0    45000
GATEWAY INC   S                COM              367626108      669   266548 SH       DEFINED 01 02               0        0   266548
GATEWAY INC   S                COM              367626108      142    56645 SH       DEFINED 01 03               0    56645        0
GATEWAY INC                    COM              367626108      787     1450 SH       DEFINED 01 03               0        0     1450
GATEWAY INC                    COM              367626108        4    10000 SH       DEFINED 01 03               0        0    10000
GATEWAY INC                    COM              367626108        1       80 SH       DEFINED 01 03               0        0       80
GAYLORD ENTERTAINMEN   S       COM              367905106     3313    76000 SH       DEFINED 01 02               0        0    76000
GEN-PROBE INC.   S             COM              36866T103    15124   309974 SH       DEFINED 01 02               0   111175   198799
GEN-PROBE INC.   S             COM              36866T103     1891    38768 SH       DEFINED 01 03               0    38768        0
GEMSTAR-TV GUIDE   S           COM              36866W106     2172   832000 SH       DEFINED 01 02               0        0   832000
GEMSTAR TV GUIDE INTERNATIONAL COM              36866W106      159      500 SH       DEFINED 01 03               0        0      500
GENAERA CORP                   COM              36867G100        6     2500 SH       DEFINED 01 03               0        0     2500
GENCORP INC   S                COM              368682100     5056   284803 SH       DEFINED 01 02               0        0   284803
GENE LOGIC INC                 COM              368689105       71    21190 SH       DEFINED 01 02               0    21190        0
GENENTECH INC   S              COM              368710406    10174   110000 SH       DEFINED 01 10               0        0   110000
GENENTECH INC   S              COM              368710406    91230   986263 SH       DEFINED 01 02               0    96297   889966
GENENTECH INC   S              COM              368710406      525     5672 SH       DEFINED 01 03               0     5672        0
GENENTECH INC                  COM              368710406       21      280 SH       DEFINED 01 03               0        0      280
GENENTECH INC                  COM              368710406       71      300 SH       DEFINED 01 03               0        0      300
GENENTECH INC                  COM              368710406      899       50 SH       DEFINED 01 03               0        0       50
GENENTECH INC                  COM              368710406      137      325 SH       DEFINED 01 03               0        0      325
GENENTECH INC                  COM              368710406        1      100 SH       DEFINED 01 03               0        0      100
GENERAL CABLE CORP.   S        COM              369300108      164     8300 SH       DEFINED 01 03               0     8300        0
GENERAL CABLE CORP.   S        COM              369300108      909    46190 SH       DEFINED 01 02 14            0    46190        0
GENERAL CABLE CORP.   S        COM              369300108     2391   121264 SH       DEFINED 01 02               0    16650   104614
GENRL  COMMUNICATION   S       COM              369385109     2858   276752 SH       DEFINED 01 02               0        0   276752
GENERAL COMMUNICATION INC CLAS COM              369385109        5    13000 SH       DEFINED 01 03               0        0    13000
GENERAL COMMUNICATION INC CLAS COM              369385109        4    63523 SH       DEFINED 01 03               0        0    63523
GENERAL DATACOMM IND           COM              369487608       11      100 SH       DEFINED 01 03               0        0      100
GENERAL DYNAMICS   S           COM              369550108    30126   264138 SH       DEFINED 01 02               0      497   263641
GENERAL DYNAMICS   S           COM              369550108     4909    43043 SH       DEFINED 01 03               0    43043        0
GENERAL DYNAMICS               COM              369550108        0       60 SH       DEFINED 01 03               0        0       60
GENERAL DYNAMICS               COM              369550108       12       20 SH       DEFINED 01 03               0        0       20
GENERAL ELECTRIC   S           COM              369604103   622613 17763365 SH       DEFINED 01 02               0    20445 17742920
GENERAL ELECTRIC   S           COM              369604103    82132  2343288 SH       DEFINED 01 03               0  2343288        0
GENERAL ELECTRIC   S           COM              369604103   193539  5523382 SH       DEFINED 01 10               0        0  5523382
GENERAL ELECTRIC               COM              369604103        9      602 SH       DEFINED 01 03               0        0      602
GENERAL ELECTRIC               COM              369604103        2     2144 SH       DEFINED 01 03               0        0     2144
GENERAL ELECTRIC               COM              369604103       13    18695 SH       DEFINED 01 03               0        0    18695
GENERAL ELECTRIC               COM              369604103        6    77900 SH       DEFINED 01 03               0        0    77900
GENERAL ELECTRIC               COM              369604103       14      750 SH       DEFINED 01 03               0        0      750
GENERAL ELECTRIC               COM              369604103       25      317 SH       DEFINED 01 03               0        0      317
GENERAL ELECTRIC               COM              369604103        1     2151 SH       DEFINED 01 03               0        0     2151
GENERAL ELECTRIC               COM              369604103        7      100 SH       DEFINED 01 03               0        0      100
GENERAL ELECTRIC               COM              369604103        2    13600 SH       DEFINED 01 03               0        0    13600
GENERAL ELECTRIC               COM              369604103        0      554 SH       DEFINED 01 03               0        0      554
GENERAL ELECTRIC               COM              369604103      581     3830 SH       DEFINED 01 03               0        0     3830
GENERAL ELECTRIC               COM              369604103        0       90 SH       DEFINED 01 03               0        0       90
GENERAL ELECTRIC               COM              369604103        6     3110 SH       DEFINED 01 03               0        0     3110
GENERAL ELECTRIC               COM              369604103       32       50 SH       DEFINED 01 03               0        0       50
GENERAL ELECTRIC               COM              369604103       77      385 SH       DEFINED 01 03               0        0      385
GENERAL ELECTRIC               COM              369604103        1      480 SH       DEFINED 01 03               0        0      480
GENERAL ELECTRIC               COM              369604103      474       24 SH       DEFINED 01 03               0        0       24
GENERAL ELECTRIC               COM              369604103       99      687 SH       DEFINED 01 03               0        0      687
GENERAL ELECTRIC               COM              369604103       12      160 SH       DEFINED 01 03               0        0      160
GENERAL ELECTRIC               COM              369604103        2     1600 SH       DEFINED 01 03               0        0     1600
GENERAL ELECTRIC               COM              369604103       43     4000 SH       DEFINED 01 03               0        0     4000
GENERAL ELECTRIC               COM              369604103        2      737 SH       DEFINED 01 03               0        0      737
GENERAL GROWTH   S             COM              370021107     6626   141010 SH       DEFINED 01 02               0      510   140500
GENERAL GROWTH                 COM              370021107      206     5100 SH       DEFINED 01 03               0        0     5100
GENERAL GROWTH                 COM              370021107      119     1100 SH       DEFINED 01 03               0        0     1100
GENERAL MILLS   S              COM              370334104    58501  1186081 SH       DEFINED 01 02               0      878  1185203
GENERAL MILLS   S              COM              370334104     3806    77178 SH       DEFINED 01 03               0    77178        0
GENERAL MILLS   S              COM              370334104     4439    90000 SH       DEFINED 01 10               0        0    90000
GENERAL MILLS                  COM              370334104       41      867 SH       DEFINED 01 03               0        0      867
GENERAL MILLS                  COM              370334104        6     1000 SH       DEFINED 01 03               0        0     1000
GENERAL MILLS                  COM              370334104        1     3000 SH       DEFINED 01 03               0        0     3000
GENERAL MILLS                  COM              370334104       10     4500 SH       DEFINED 01 03               0        0     4500
GENERAL MILLS                  COM              370334104        1      100 SH       DEFINED 01 03               0        0      100
GENERAL MILLS                  COM              370334104        5    14400 SH       DEFINED 01 03               0        0    14400
GENERAL MOTORS.   S            COM              370442105    20257  1043021 SH       DEFINED 01 02               0     5988  1037033
GENERAL MOTORS.   S            COM              370442105     2348   120900 SH       DEFINED 01 03               0   120900        0
GENERAL MOTORS                 COM              370442105        0       90 SH       DEFINED 01 03               0        0       90
GENERAL MOTORS                 COM              370442105       12      100 SH       DEFINED 01 03               0        0      100
GENERAL MOTORS                 COM              370442105        1      230 SH       DEFINED 01 03               0        0      230
GENERAL MOTORS                 COM              370442105        5     5500 SH       DEFINED 01 03               0        0     5500
GENERAL MOTORS                 COM              370442105        8     1300 SH       DEFINED 01 03               0        0     1300
GNC CORP 12.000% 12/31/2049 PI PRF              37047S303     5490     6695 SH       DEFINED 01 02               0        0     6695
GENEREX BIOTECHNOLGY           COM              371485103        1     5000 SH       DEFINED 01 03               0        0     5000
GENESCO INC.   S               COM              371532102     7702   198602 SH       DEFINED 01 02               0    15390   183212
GENESCO INC.   S               COM              371532102      893    23010 SH       DEFINED 01 02 14            0    23010        0
GENESCO INC.   S               COM              371532102      151     3900 SH       DEFINED 01 03               0     3900        0
GENESEE & WYOMING   S          COM              371559105     2674    71210 SH       DEFINED 01 02               0     7290    63920
GENESEE & WYOMING   S          COM              371559105      687    18270 SH       DEFINED 01 02 14            0    18270        0
GENESEE & WYOMING   S          COM              371559105      101     2700 SH       DEFINED 01 03               0     2700        0
GENESIS MICROCHIP   S          COM              37184C103     3491   193013 SH       DEFINED 01 02               0    18130   174883
GENESIS MICROCHIP   S          COM              37184C103      554    30610 SH       DEFINED 01 02 14            0    30610        0
GENESIS MICROCHIP   S          COM              37184C103       94     5200 SH       DEFINED 01 03               0     5200        0
GENESIS MICROCHIP INC          COM              37184C103        3      750 SH       DEFINED 01 03               0        0      750
GENESIS HEALTHCARE CORP   S    COM              37184D101    15673   429168 SH       DEFINED 01 02               0        0   429168
GENESYS SA ADR                 COM              37185M100        7       24 SH       DEFINED 01 03               0        0       24
GENTEX CORP                    COM              371901109        7     1000 SH       DEFINED 01 03               0        0     1000
GEOCAN ENERGY INC              COM              371938101        0       70 SH       DEFINED 01 03               0        0       70
GENITOPE CORP                  COM              37229P507        2      500 SH       DEFINED 01 03               0        0      500
GENLYTE GROUP INC.   S         COM              372302109      289     5400 SH       DEFINED 01 03               0     5400        0
GENLYTE GROUP INC.   S         COM              372302109     1768    33000 SH       DEFINED 01 02 14            0    33000        0
GENLYTE GROUP INC.   S         COM              372302109     8315   155230 SH       DEFINED 01 02               0    17590   137640
GENTA INC NEW                  COM              37245M207        1      300 SH       DEFINED 01 03               0        0      300
GENTEK INC - CW08 - CLASS B  1 WT               37245X120        0       51 SH       DEFINED 01 02               0        0       51
GENTEK INC - CW10 - CLASS C  1 WT               37245X138        0       25 SH       DEFINED 01 02               0        0       25
GENUINE PARTS   S              COM              372460105    19840   451715 SH       DEFINED 01 02               0      721   450994
GENUINE PARTS   S              COM              372460105     1629    37098 SH       DEFINED 01 03               0    37098        0
GENUINE PARTS                  COM              372460105      779      102 SH       DEFINED 01 03               0        0      102
GENUINE PARTS                  COM              372460105       79     5400 SH       DEFINED 01 03               0        0     5400
GENUINE PARTS                  COM              372460105        3     1000 SH       DEFINED 01 03               0        0     1000
GENVEC INC                     COM              37246C109       11    12750 SH       DEFINED 01 03               0        0    12750
GEORESOURCES INC               COM              372476101        1      600 SH       DEFINED 01 03               0        0      600
GENTIVA HEALTH SVCS.   S       COM              37247A102      735    49895 SH       DEFINED 01 02               0        0    49895
GENWORTH FINANCIAL INC   S     COM              37247D106     1142    32980 SH       DEFINED 01 02               0     1120    31860
GENWORTH FINANCIAL INC   S     COM              37247D106     5392   155937 SH       DEFINED 01 02 10            0        0   155937
GENWORTH FINANCIAL INC   S     COM              37247D106     2784    80520 SH       DEFINED 01 03               0    80520        0
GENWORTH FINANCIAL INC   S     COM              37247D106    73380  2122057 SH       DEFINED 01 10               0        0  2122057
GENWORTH FINANCIAL INC         COM              37247D106        2     1700 SH       DEFINED 01 03               0        0     1700
GENWORTH FINANCIAL INC         COM              37247D106        0       25 SH       DEFINED 01 03               0        0       25
GENWORTH FINANCIAL INC         COM              37247D106      381    28900 SH       DEFINED 01 03               0        0    28900
GENWORTH FINANCIAL INC         COM              37247D106       78    10209 SH       DEFINED 01 03               0        0    10209
GENWORTH FINANCIAL INC         COM              37247D106        4     8500 SH       DEFINED 01 03               0        0     8500
GENWORTH FINANCIAL INC         COM              37247D106        4     4400 SH       DEFINED 01 03               0        0     4400
GENWORTH FINANCIAL INC         COM              37247D106        0     2091 SH       DEFINED 01 03               0        0     2091
GEOPHARMA INC                  COM              37250A106        7     4500 SH       DEFINED 01 03               0        0     4500
GENZYME CORP   S               COM              372917104     1696    23959 SH       DEFINED 01 02               0        0    23959
GENZYME CORP   S               COM              372917104     3997    56470 SH       DEFINED 01 03               0    56470        0
GENZYME CORP   S               COM              372917104    10392   147049 SH       DEFINED 01 10               0        0   147049
GENZYME CORP                   COM              372917104        3       30 SH       DEFINED 01 03               0        0       30
GEORGIA GULF CORP   S          COM              373200203     2263    74378 SH       DEFINED 01 02               0        0    74378
GEORGIA GULF CORP              COM              373200203        4      170 SH       DEFINED 01 03               0        0      170
GEORGIA-PACIFIC                COM              373298108       23      100 SH       DEFINED 01 03               0        0      100
GERBER SCIENTIFIC   S          COM              373730100      595    62164 SH       DEFINED 01 02               0        0    62164
GERDEAU AMERISTEEL CORP        COM              37373P105     1876      200 SH       DEFINED 01 03               0        0      200
GERON CORP                     COM              374163103      238      165 SH       DEFINED 01 03               0        0      165
GETTY IMAGES INC   S           COM              374276103     3205    35910 SH       DEFINED 01 02               0        0    35910
GETTY IMAGES INC   S           COM              374276103     1869    20939 SH       DEFINED 01 10               0        0    20939
GETTY REALTY CORP.   S         COM              374297109      763    29000 SH       DEFINED 01 02               0        0    29000
GEVITY HR INC   S              COM              374393106     1819    70707 SH       DEFINED 01 02               0        0    70707
GEVITY HR INC                  COM              374393106        2      165 SH       DEFINED 01 03               0        0      165
GEVITY HR INC                  COM              374393106      410      125 SH       DEFINED 01 03               0        0      125
GIANT INDUSTRIES INC   S       COM              374508109      594    11419 SH       DEFINED 01 02               0        0    11419
GIANT INDUSTRIES INC           COM              374508109       84      100 SH       DEFINED 01 03               0        0      100
GIBRALTAR INDUSTRIES INC   S   COM              374689107      936    40800 SH       DEFINED 01 02               0        0    40800
GILEAD SCIENCES   S            COM              375558103    16394   311914 SH       DEFINED 01 10               0        0   311914
GILEAD SCIENCES   S            COM              375558103   103255  1961874 SH       DEFINED 01 02               0   208390  1753484
GILEAD SCIENCES   S            COM              375558103     8958   170195 SH       DEFINED 01 03               0   170195        0
GILEAD SCIENCES INC            COM              375558103        2      400 SH       DEFINED 01 03               0        0      400
GILEAD SCIENCES INC            COM              375558103      474      325 SH       DEFINED 01 03               0        0      325
GILEAD SCIENCES INC            COM              375558103      365      100 SH       DEFINED 01 03               0        0      100
GILEAD SCIENCES INC            COM              375558103       97      100 SH       DEFINED 01 03               0        0      100
GLACIER BANCORP INC   S        COM              37637Q105     2056    68420 SH       DEFINED 01 02               0        0    68420
GLADSTONE CAP CORP   S         COM              376535100      528    24700 SH       DEFINED 01 02               0        0    24700
GLAMIS GOLD LTD.   FSUSD       COM              376775102    14038   510847 SH       DEFINED 01 02               0        0   510847
GLAMIS GOLD LTD F              COM              376775102       73      200 SH       DEFINED 01 03               0        0      200
GLAMIS GOLD LTD F              COM              376775102      113      100 SH       DEFINED 01 03               0        0      100
GLATFELTER   S                 COM              377316104      386    27212 SH       DEFINED 01 02               0        0    27212
GLAXOSMITHKLINE PLC   FSUSD    COM              37733W105    45001   891455 SH       DEFINED 01 02               0        0   891455
GLAXO WELLCOME PLC ADR         COM              37733W105       25       38 SH       DEFINED 01 03               0        0       38
GLAXO WELLCOME PLC ADR         COM              37733W105       13      200 SH       DEFINED 01 03               0        0      200
GLAXO WELLCOME PLC ADR         COM              37733W105       10       50 SH       DEFINED 01 03               0        0       50
GLAXO WELLCOME PLC ADR         COM              37733W105        8     9000 SH       DEFINED 01 03               0        0     9000
GLAXO WELLCOME PLC ADR         COM              37733W105        5     1800 SH       DEFINED 01 03               0        0     1800
GLENAYRE TECHNOLOGIE   S       COM              377899109       45    13925 SH       DEFINED 01 02               0        0    13925
GLENBOROUGH REALTY T   S       COM              37803P105     1372    75825 SH       DEFINED 01 02               0        0    75825
GLOBAL CASH ACCESS LLC   S     COM              378967103     1923   131852 SH       DEFINED 01 02               0        0   131852
GLOBAL CASH ACCESS LLC   S     COM              378967103        6      400 SH       DEFINED 01 03               0      400        0
GLOBAL INDUSTRIES.   S         COM              379336100     1544   136020 SH       DEFINED 01 02               0   110680    25340
GLOBAL INDUSTRIES.   S         COM              379336100      499    43980 SH       DEFINED 01 02 14            0    43980        0
GLOBAL INDUSTRIES.   S         COM              379336100       90     7900 SH       DEFINED 01 03               0     7900        0
GLOBAL IMAGING SYS.   S        COM              37934A100     3530   101936 SH       DEFINED 01 02               0        0   101936
GLOBAL PAYMENTS INC   S        COM              37940X102    15275   327700 SH       DEFINED 01 02               0    74300   253400
GLOBAL PAYMENTS INC   S        COM              37940X102     1233    26451 SH       DEFINED 01 03               0    26451        0
GLOBAL AXCESS CORP             COM              37941L206        1     2000 SH       DEFINED 01 03               0        0     2000
GLOBAL POWER EQUIP   S         COM              37941P108      707   156300 SH       DEFINED 01 02               0        0   156300
GLOBAL SIGNAL INC   S          COM              37944Q103     2319    53731 SH       DEFINED 01 02               0        0    53731
GLOBETEL COMMUNICATIONS        COM              37958F209      390     1203 SH       DEFINED 01 03               0        0     1203
GOLD BANC CORP.   S            COM              379907108     1518    83295 SH       DEFINED 01 02               0        0    83295
GMX RESOURCES INC   S          COM              38011M108      182     5050 SH       DEFINED 01 02               0     5050        0
GMX RESOURCES INC              COM              38011M108       76      500 SH       DEFINED 01 03               0        0      500
GOL LINHAS AEREAS INTEL-ADR    COM              38045R107     9230   327178 SH       DEFINED 01 02 10            0        0   327178
GOL LINHAS AEREAS INTEL-ADR    COM              38045R107     6331   224666 SH       DEFINED 01 10               0        0   224666
GOLDFIELDS LTD ADR..   FSUSD   COM              38059T106     5201   295000 SH       DEFINED 01 02               0        0   295000
GOLDFIELDS LTD ADR..   FSUSD   COM              38059T106     6160   350000 SH       DEFINED 01 10               0        0   350000
GOLDCORP INC   FSUSD           COM              380956409     2711   121700 SH       DEFINED 01 02               0        0   121700
GOLDCORP INC                   COM              380956409        3       38 SH       DEFINED 01 03               0        0       38
GOLDEN EAGLE INTL              COM              380961102      151    15000 SH       DEFINED 01 03               0        0    15000
GOLDEN TELECOM INC   S         COM              38122G107     1469    56600 SH       DEFINED 01 02               0        0    56600
GOLDEN WEST FIN   S            COM              381317106    15493   234809 SH       DEFINED 01 10               0        0   234809
GOLDEN WEST FIN   S            COM              381317106     3596    54488 SH       DEFINED 01 03               0    54488        0
GOLDEN WEST FIN   S            COM              381317106    42010   636508 SH       DEFINED 01 02               0     9702   626806
GOLDEN WEST FINL               COM              381317106       30       40 SH       DEFINED 01 03               0        0       40
GOLDMAN SACHS GP INC   S       COM              38141G104    38791   303696 SH       DEFINED 01 02               0    17856   285840
GOLDMAN SACHS GP INC   S       COM              38141G104     3426    26828 SH       DEFINED 01 02 10            0        0    26828
GOLDMAN SACHS GP INC   S       COM              38141G104    13828   108275 SH       DEFINED 01 03               0   108275        0
GOLDMAN SACHS GP INC   S       COM              38141G104    12509    98054 SH       DEFINED 01 10               0        0    98054
GOLDMAN SACHS GROUP            COM              38141G104       81       50 SH       DEFINED 01 03               0        0       50
GOLDMAN SACHS GROUP            COM              38141G104      241      697 SH       DEFINED 01 03               0        0      697
GOLDMAN SACHS GROUP            COM              38141G104     1164      400 SH       DEFINED 01 03               0        0      400
GOLDMAN SACHS GROUP            COM              38141G104      370     3403 SH       DEFINED 01 03               0        0     3403
GOLDMAN SACHS GROUP            COM              38141G104        2    11300 SH       DEFINED 01 03               0        0    11300
GOLDMAN SACHS GROUP            COM              38141G104       11      300 SH       DEFINED 01 03               0        0      300
GOLDMAN SACHS GROUP            COM              38141G104        6       20 SH       DEFINED 01 03               0        0       20
GOLDMAN SACHS GROUP            COM              38141G104      395       50 SH       DEFINED 01 03               0        0       50
GOLDMAN SACHS GROUP            COM              38141G104       94       50 SH       DEFINED 01 03               0        0       50
GOODRICH CORPORATION   S       COM              382388106   111018  2701092 SH       DEFINED 01 02               0    13478  2687614
GOODRICH CORPORATION   S       COM              382388106     1106    26920 SH       DEFINED 01 03               0    26920        0
GOODRICH CORP                  COM              382388106        3    23300 SH       DEFINED 01 03               0        0    23300
GOODRICH CORP                  COM              382388106        2     3200 SH       DEFINED 01 03               0        0     3200
GOODRICH PETROLEUM CORP        COM              382410405        0      110 SH       DEFINED 01 03               0        0      110
GOODYEAR TIRE & RUBBER CO   S  COM              382550101     5791   333263 SH       DEFINED 01 02               0     1380   331883
GOODYEAR TIRE & RUBBER CO   S  COM              382550101      655    37710 SH       DEFINED 01 03               0    37710        0
GOOGLE INC-CL A   S            COM              38259P508     6978    16820 SH       DEFINED 01 02 10            0        0    16820
GOOGLE INC-CL A   S            COM              38259P508     1318     3178 SH       DEFINED 01 03               0     3178        0
GOOGLE INC-CL A   S            COM              38259P508   353384   851813 SH       DEFINED 01 02               0      524   851289
GOOGLE INC-CL A   S            COM              38259P508    46065   111035 SH       DEFINED 01 10               0        0   111035
GOOGLE INC                     COM              38259P508        1       83 SH       DEFINED 01 03               0        0       83
GOOGLE INC                     COM              38259P508      301       93 SH       DEFINED 01 03               0        0       93
GOOGLE INC                     COM              38259P508      305      222 SH       DEFINED 01 03               0        0      222
GOOGLE INC                     COM              38259P508       60      320 SH       DEFINED 01 03               0        0      320
GOOGLE INC                     COM              38259P508     1789        7 SH       DEFINED 01 03               0        0        7
GOOGLE INC                     COM              38259P508       15       65 SH       DEFINED 01 03               0        0       65
GOOGLE INC                     COM              38259P508        0       15 SH       DEFINED 01 03               0        0       15
GOOGLE INC                     COM              38259P508        0       15 SH       DEFINED 01 03               0        0       15
GOOGLE INC                     COM              38259P508        0       32 SH       DEFINED 01 03               0        0       32
GOOGLE INC                     COM              38259P508        0        6 SH       DEFINED 01 03               0        0        6
GOOGLE INC                     COM              38259P508        2       50 SH       DEFINED 01 03               0        0       50
GOVERNMENT PROPERTIES TRUST    COM              38374W107        1    55300 SH       DEFINED 01 03               0        0    55300
GOVERNMENT PROPERTIES TRUST    COM              38374W107      360    11300 SH       DEFINED 01 03               0        0    11300
W R GRACE.   S                 COM              38388F108     1388   147570 SH       DEFINED 01 02               0    46250   101320
W R GRACE.   S                 COM              38388F108      724    76900 SH       DEFINED 01 02 14            0    76900        0
W R GRACE.   S                 COM              38388F108      130    13800 SH       DEFINED 01 03               0    13800        0
GRACO INC.   S                 COM              384109104     1058    29000 SH       DEFINED 01 02               0        0    29000
GRACO INC                      COM              384109104       75      200 SH       DEFINED 01 03               0        0      200
GRAFTECH INTL LTD.   S         COM              384313102     3712   596672 SH       DEFINED 01 02               0    35580   561092
GRAFTECH INTL LTD.   S         COM              384313102      610    97920 SH       DEFINED 01 02 14            0    97920        0
GRAFTECH INTL LTD.   S         COM              384313102      109    17600 SH       DEFINED 01 03               0    17600        0
GRAINGER (W.W.)   S            COM              384802104     3788    53272 SH       DEFINED 01 02               0      410    52862
GRAINGER (W.W.)   S            COM              384802104     1156    16257 SH       DEFINED 01 03               0    16257        0
GRAMERCY CAPITAL CORP   S      COM              384871109      954    41890 SH       DEFINED 01 02 14            0    41890        0
GRAMERCY CAPITAL CORP   S      COM              384871109      166     7300 SH       DEFINED 01 03               0     7300        0
GRAMERCY CAPITAL CORP   S      COM              384871109      889    39020 SH       DEFINED 01 02               0    14940    24080
GRANITE CITY FOOD & BREWERY    COM              38724Q107       31      350 SH       DEFINED 01 03               0        0      350
GRANITE CONSTRUCTION   S       COM              387328107      596    16630 SH       DEFINED 01 02 14            0    16630        0
GRANITE CONSTRUCTION   S       COM              387328107      108     3000 SH       DEFINED 01 03               0     3000        0
GRANITE CONSTRUCTION   S       COM              387328107     2357    65660 SH       DEFINED 01 02               0     6090    59570
GRANITE CONSTR INC             COM              387328107        1      100 SH       DEFINED 01 03               0        0      100
GRANT PRIDECO INC   S          COM              38821G101     3085    69930 SH       DEFINED 01 02               0    24000    45930
GRANT PRIDECO INC   S          COM              38821G101    29562   670918 SH       DEFINED 01 10               0        0   670918
GRANT PRIDECO INC              COM              38821G101        6      100 SH       DEFINED 01 03               0        0      100
GRASIM INDS GDR   FSUSD 144A   COM              388706103     3868   125485 SH       DEFINED 01 02 10            0        0   125485
GRAY TELEVISION   S            COM              389375106     2496   254100 SH       DEFINED 01 02               0        0   254100
GREAT AMERICAN FINL.   S       COM              389915109       29     1443 SH       DEFINED 01 02               0        0     1443
GREAT A. & P. TEA   S          COM              390064103     2595    81659 SH       DEFINED 01 02               0        0    81659
GREAT SOUTHERN BANCORP INC   S COM              390905107       76     2758 SH       DEFINED 01 02               0        0     2758
GREAT PLAINS ENERGY   S        COM              391164100      699    25000 SH       DEFINED 01 02               0        0    25000
GREAT PLAINS ENERGY INC        COM              391164100      341       40 SH       DEFINED 01 03               0        0       40
GREATBATCH INC   S             COM              39153L106     5850   224953 SH       DEFINED 01 02               0    13030   211923
GREATER BAY BANCORP   S        COM              391648102      320    12500 SH       DEFINED 01 03               0    12500        0
GREATER BAY BANCORP   S        COM              391648102     6027   235281 SH       DEFINED 01 02               0    27200   208081
GREATER BAY BANCORP   S        COM              391648102     1904    74370 SH       DEFINED 01 02 14            0    74370        0
GREEN MOUNTAIN POWER   S       COM              393154109      328    11389 SH       DEFINED 01 02               0        0    11389
GREEN MOUNTAIN PWR CO          COM              393154109       70       55 SH       DEFINED 01 03               0        0       55
GREEN MOUNTAIN PWR CO          COM              393154109        1    21610 SH       DEFINED 01 03               0        0    21610
GREEN MOUNTAIN PWR CO          COM              393154109      252     4400 SH       DEFINED 01 03               0        0     4400
GREENBRIER COMPANIES INC   S   COM              393657101     1153    40604 SH       DEFINED 01 02               0        0    40604
GREENHILL & CO INC   S         COM              395259104      875    15577 SH       DEFINED 01 02               0        0    15577
GREIF INC   S                  COM              397624107     8915   134504 SH       DEFINED 01 02               0        0   134504
GREIF INC   S                  COM              397624107      616     9310 SH       DEFINED 01 02 14            0        0     9310
GREIF INC   S                  COM              397624107      106     1600 SH       DEFINED 01 03               0        0     1600
GREY WOLF INC   S              COM              397888108     7191   930402 SH       DEFINED 01 02               0    78520   851882
GREY WOLF INC   S              COM              397888108      802   103660 SH       DEFINED 01 02 14            0   103660        0
GREY WOLF INC   S              COM              397888108     1453   187950 SH       DEFINED 01 03               0   187950        0
GREY WOLF INC                  COM              397888108       52      125 SH       DEFINED 01 03               0        0      125
GRIFFON CORP   S               COM              398433102     1516    63643 SH       DEFINED 01 02               0        0    63643
GROUP 1 AUTOMOTIVE INC   S     COM              398905109     2019    64246 SH       DEFINED 01 02               0        0    64246
GROUPE DANONE ADR   FSUSD      COM              399449107     2798   133000 SH       DEFINED 01 02               0        0   133000
AMERICAN GRW FD OF AMER-R4   S COM              399874841    38796  1264546 SH       DEFINED 01 03               0        0  1264546
GRUPO TELEVISA SA   FSUSD      COM              40049J206     6426    79819 SH       DEFINED 01 02               0        0    79819
GRUPO TELEVISA SA   FSUSD      COM              40049J206    24889   309161 SH       DEFINED 01 02 10            0        0   309161
GRUPO TELEVISA SA   FSUSD      COM              40049J206   105150  1309625 SH       DEFINED 01 10               0        0  1309625
GTECH HOLDINGS CORP   S        COM              400518106      380    12000 SH       DEFINED 01 02               0        0    12000
GRUPO AEROPORTUARIO   FSUSD    COM              40051E202     1286    39780 SH       DEFINED 01 02               0        0    39780
GRUPO AEROPORTUARIO   FSUSD    COM              40051E202     5762   178461 SH       DEFINED 01 10               0        0   178461
GUESS INC   S                  COM              401617105     2166    60843 SH       DEFINED 01 02               0        0    60843
GUIDANT CORP   S               COM              401698105   184906  2855693 SH       DEFINED 01 02               0     1143  2854550
GUIDANT CORP   S               COM              401698105     5011    77396 SH       DEFINED 01 03               0    77396        0
GUJARAT AMBUJA GDR   FSUSD     COM              401841994      276   157950 SH       DEFINED 01 02               0        0   157950
GUINNESS TELLI-PHONE CORP      COM              402035109       37   319000 SH       DEFINED 01 03               0        0   319000
GUITAR CENTER INC   S          COM              402040109     5656   113105 SH       DEFINED 01 02               0     3480   109625
GULF COAST OIL & GAS           COM              40222R108       48    13000 SH       DEFINED 01 03               0        0    13000
GULF ISLAND FABRICATION        COM              402307102       11    18100 SH       DEFINED 01 03               0        0    18100
GULF ISLAND FABRICATION        COM              402307102        1     3700 SH       DEFINED 01 03               0        0     3700
GULFMARK OFFSHORE INC   S      COM              402629109      616    20840 SH       DEFINED 01 02 14            0    20840        0
GULFMARK OFFSHORE INC   S      COM              402629109      113     3800 SH       DEFINED 01 03               0     3800        0
GULFMARK OFFSHORE INC   S      COM              402629109      899    30355 SH       DEFINED 01 02               0     7550    22805
GYMBOREE   S                   COM              403777105     4132   176487 SH       DEFINED 01 02               0        0   176487
HCA INC   S                    COM              404119109   226388  4482889 SH       DEFINED 01 02               0    12067  4470822
HCA INC   S                    COM              404119109     5947   117775 SH       DEFINED 01 03               0   117775        0
HCA INC   S                    COM              404119109    18355   363754 SH       DEFINED 01 10               0        0   363754
HCA INC                        COM              404119109       58     3000 SH       DEFINED 01 03               0        0     3000
HCA INC                        COM              404119109       11     1200 SH       DEFINED 01 03               0        0     1200
HCA INC                        COM              404119109        3      700 SH       DEFINED 01 03               0        0      700
HCA INC                        COM              404119109       18      150 SH       DEFINED 01 03               0        0      150
HCC INSURANCE   S              COM              404132102     5579   187980 SH       DEFINED 01 02               0      840   187140
HEI INC                        COM              404160103        4      500 SH       DEFINED 01 03               0        0      500
HNI CORP   S                   COM              404251100      400     7284 SH       DEFINED 01 02               0     7284        0
HRPT PROPERTIES TR.   S        COM              40426W101       27     2610 SH       DEFINED 01 02               0     2610        0
HSBC HOLDINGS ADR   FSUSD      COM              404280406    34792   432366 SH       DEFINED 01 02               0        0   432366
HSBC HOLDINGS PLC ADR          COM              404280406        3     1000 SH       DEFINED 01 03               0        0     1000
HAEMONETICS CORP   S           COM              405024100     9314   190638 SH       DEFINED 01 02               0    13131   177507
HAEMONETICS CORP   S           COM              405024100      112     2289 SH       DEFINED 01 03               0     2289        0
HAEMONETICS CORP   S           COM              405024100      652    13350 SH       DEFINED 01 02 14            0    13350        0
HAIN CELESTIAL GRP   S         COM              405217100     1686    79662 SH       DEFINED 01 02               0        0    79662
HAIN CELESTIAL GROUP INC (THE) COM              405217100        7      150 SH       DEFINED 01 03               0        0      150
HALAL FINANCIAL SERVICES INC   COM              405330101        2     2000 SH       DEFINED 01 03               0        0     2000
HALLIBURTON   S                COM              406216101   378118  6102623 SH       DEFINED 01 02               0    64281  6038342
HALLIBURTON   S                COM              406216101     9777   157791 SH       DEFINED 01 03               0   157791        0
HALLIBURTON CO                 COM              406216101      317       20 SH       DEFINED 01 03               0        0       20
HALLIBURTON CO                 COM              406216101       12       10 SH       DEFINED 01 03               0        0       10
HALLIBURTON CO                 COM              406216101        3      500 SH       DEFINED 01 03               0        0      500
HALLIBURTON CO                 COM              406216101        7     1900 SH       DEFINED 01 03               0        0     1900
HALLIBURTON CO                 COM              406216101     2132       75 SH       DEFINED 01 03               0        0       75
HALLIBURTON COMPANY 03.125% 07 CONV BND         406216AM3      342   200000 PRN      DEFINED 01 02               0        0   200000
HALLMARK FINL SVCS             COM              40624Q104      335     3200 SH       DEFINED 01 03               0        0     3200
HANCOCK FABRICS   S            COM              409900107      170    41728 SH       DEFINED 01 02               0        0    41728
HANDLEMAN COMPANY   S          COM              410252100     1432   115298 SH       DEFINED 01 02               0        0   115298
HANMI FINANCIAL CORP   S       COM              410495105     6917   387240 SH       DEFINED 01 02               0    40910   346330
HANMI FINANCIAL CORP   S       COM              410495105     1283    71830 SH       DEFINED 01 02 14            0    71830        0
HANMI FINANCIAL CORP   S       COM              410495105      232    13000 SH       DEFINED 01 03               0    13000        0
HANOVER COMPRESSOR COMPANY 04. CONV BND         410768AC9      950  1000000 PRN      DEFINED 01 02               0        0  1000000
HANSEN NATURAL CORP   S        COM              411310105     8057   102236 SH       DEFINED 01 02               0     2360    99876
HANSEN NATURAL CORP            COM              411310105        1       50 SH       DEFINED 01 03               0        0       50
HANSEN NATURAL CORP            COM              411310105        2       30 SH       DEFINED 01 03               0        0       30
HANSEN NATURAL CORP            COM              411310105       62       34 SH       DEFINED 01 03               0        0       34
HANSON PLC ADR   FSUSD         COM              411349103    79751  1452659 SH       DEFINED 01 02               0        0  1452659
HANSON PLC ADR   FSUSD         COM              411349103     1438    26200 SH       DEFINED 01 03               0        0    26200
HARBOR FLORIDA BANCSHARES   S  COM              411901101      300     8100 SH       DEFINED 01 02               0        0     8100
HARKEN ENERGY CORP             COM              412552309      425    17050 SH       DEFINED 01 03               0        0    17050
HARKEN ENERGY CORP             COM              412552309       87     2500 SH       DEFINED 01 03               0        0     2500
HARLAND JOHN H   S             COM              412693103     5334   141847 SH       DEFINED 01 02               0        0   141847
HARLEY DAVIDSON   S            COM              412822108    31134   604673 SH       DEFINED 01 02               0    15426   589247
HARLEY DAVIDSON   S            COM              412822108     3023    58708 SH       DEFINED 01 03               0    58708        0
HARLEY-DAVIDSON                COM              412822108        1      226 SH       DEFINED 01 03               0        0      226
HARLEY-DAVIDSON                COM              412822108        8      200 SH       DEFINED 01 03               0        0      200
HARLEY-DAVIDSON                COM              412822108     2455       72 SH       DEFINED 01 03               0        0       72
HARLEY-DAVIDSON                COM              412822108      437       40 SH       DEFINED 01 03               0        0       40
HARLEY-DAVIDSON                COM              412822108      413      374 SH       DEFINED 01 03               0        0      374
HARLEY-DAVIDSON                COM              412822108       89       24 SH       DEFINED 01 03               0        0       24
HARLEY-DAVIDSON                COM              412822108        1      100 SH       DEFINED 01 03               0        0      100
HARMAN INTERNATIONAL   S       COM              413086109    38683   395331 SH       DEFINED 01 02               0        0   395331
HARMAN INTERNATIONAL   S       COM              413086109      121     1235 SH       DEFINED 01 03               0     1235        0
HARMONIC INC   S               COM              413160102      778   160451 SH       DEFINED 01 02               0        0   160451
HARMONIC INC                   COM              413160102        6     2200 SH       DEFINED 01 03               0        0     2200
HARMONIC INC                   COM              413160102        6       31 SH       DEFINED 01 03               0        0       31
HARMONIC INC                   COM              413160102       58      600 SH       DEFINED 01 03               0        0      600
HARMONY GOLD MNG-ADR..   FSUSD COM              413216300     2806   215000 SH       DEFINED 01 02               0        0   215000
HARMONY GOLD ADR               COM              413216300       28     2000 SH       DEFINED 01 03               0        0     2000
HARMONY GOLD ADR               COM              413216300        4      100 SH       DEFINED 01 03               0        0      100
HARRAH`S ENT   S               COM              413619107    20000   280532 SH       DEFINED 01 02               0     3859   276673
HARRAH`S ENT   S               COM              413619107     2801    39291 SH       DEFINED 01 03               0    39291        0
HARRAH'S ENT                   COM              413619107       48        2 SH       DEFINED 01 03               0        0        2
HARRAH'S ENT                   COM              413619107        7      100 SH       DEFINED 01 03               0        0      100
HARRIS & HARRIS GROUP          COM              413833104        8      200 SH       DEFINED 01 03               0        0      200
HARRIS CORP                    COM              413875105       49     5800 SH       DEFINED 01 03               0        0     5800
HARRIS CORP                    COM              413875105        6     1100 SH       DEFINED 01 03               0        0     1100
HARRIS INTERACTIVE   S         COM              414549105     1730   401200 SH       DEFINED 01 02               0        0   401200
HARRIS INTERACTIVE             COM              414549105       14    19600 SH       DEFINED 01 03               0        0    19600
HARRIS INTERACTIVE             COM              414549105       63    95700 SH       DEFINED 01 03               0        0    95700
HARSCO CORP   S                COM              415864107    17678   261870 SH       DEFINED 01 02               0      170   261700
HARTFORD FINL SVCS   S         COM              416515104    82410   959452 SH       DEFINED 01 02               0     2343   957109
HARTFORD FINL SVCS   S         COM              416515104     5516    64221 SH       DEFINED 01 03               0    64221        0
HARTFORD FINL SVCS             COM              416515104        1      700 SH       DEFINED 01 03               0        0      700
HARTFORD FINL SVCS             COM              416515104       30     1683 SH       DEFINED 01 03               0        0     1683
HARTFORD FINL SVCS             COM              416515104       84     2600 SH       DEFINED 01 03               0        0     2600
HARTFORD FINL SVCS             COM              416515104        7     3100 SH       DEFINED 01 03               0        0     3100
HARTFORD FINL SVCS             COM              416515104        9    15600 SH       DEFINED 01 03               0        0    15600
HARTFORD FINL SVCS             COM              416515104        6     8217 SH       DEFINED 01 03               0        0     8217
HARTMARX CORP   S              COM              417119104     4050   518630 SH       DEFINED 01 02               0    39670   478960
HARTMARX CORP   S              COM              417119104      856   109520 SH       DEFINED 01 02 14            0   109520        0
HARTMARX CORP   S              COM              417119104      151    19300 SH       DEFINED 01 03               0    19300        0
HARVEST NATL RESOURCES.   S    COM              41754V103     1870   210554 SH       DEFINED 01 02               0        0   210554
HASBRO INC   S                 COM              418056107     4471   221551 SH       DEFINED 01 02               0      850   220701
HASBRO INC   S                 COM              418056107      770    38135 SH       DEFINED 01 03               0    38135        0
HAVERTY FURNITURE   S          COM              419596101      630    48900 SH       DEFINED 01 02               0        0    48900
HAWK CORP                      COM              420089104       14    30000 SH       DEFINED 01 03               0        0    30000
HAWK CORP                      COM              420089104      771     6200 SH       DEFINED 01 03               0        0     6200
HAWK PROTECTION SYSTEMS INC    COM              420121105      158     1350 SH       DEFINED 01 03               0        0     1350
HEALTHCARE SVC GROUP   S       COM              421906108     3252   157030 SH       DEFINED 01 02               0        0   157030
HEALTHCARE SVC GROUP   S       COM              421906108     2048    98988 SH       DEFINED 01 10               0        0    98988
HEALTHCARE SVCS GROUP INC      COM              421906108        0    17480 SH       DEFINED 01 03               0        0    17480
HEALTHCARE SVCS GROUP INC      COM              421906108        0     3600 SH       DEFINED 01 03               0        0     3600
HEALTH CARE PROP INV   S       COM              421915109       33     1280 SH       DEFINED 01 02               0     1280        0
HEALTHSOUTH CORP   S           COM              421924101    25987  5330640 SH       DEFINED 01 02               0        0  5330640
HEALTHSOUTH CORP   S           COM              421924101       64    13132 SH       DEFINED 01 03               0    13132        0
HEALTH SOUTH REHAB             COM              421924101       15     1316 SH       DEFINED 01 03               0        0     1316
HEALTH SOUTH REHAB             COM              421924101        0     6750 SH       DEFINED 01 03               0        0     6750
HEALTH SOUTH REHAB             COM              421924101        0      700 SH       DEFINED 01 03               0        0      700
HEALTH MGMT ASSOC   S          COM              421933102    49106  2236104 SH       DEFINED 01 02               0   154794  2081310
HEALTH MGMT ASSOC   S          COM              421933102     3246   147773 SH       DEFINED 01 03               0   147773        0
HEALTH MANAGEMENT ASSOC CL A   COM              421933102        3    10707 SH       DEFINED 01 03               0        0    10707
HEALTH MANAGEMENT ASSOC CL A   COM              421933102        7     2193 SH       DEFINED 01 03               0        0     2193
HEALTH MANAGEMENT ASSOCIATES I CONV BND         421933AF9      551   550000 PRN      DEFINED 01 02               0        0   550000
HEAD NV - NY REG   FSUSD       COM              422070102     2817   894200 SH       DEFINED 01 02               0        0   894200
HEADWATERS INC.   S            COM              42210P102     4844   136680 SH       DEFINED 01 02               0     5130   131550
HEADWATERS INC                 COM              42210P102       21      300 SH       DEFINED 01 03               0        0      300
HEADWATERS INCORPORATED 02.875 CONV BND         42210PAB8      655   500000 PRN      DEFINED 01 02               0        0   500000
HEALTH CARE REIT INC           COM              42217K106        4      102 SH       DEFINED 01 03               0        0      102
HEALTH GRADES INC              COM              42218Q102      166    26500 SH       DEFINED 01 02               0    26500        0
HEALTHEXTRAS INC               COM              422211102        3      400 SH       DEFINED 01 03               0        0      400
HEALTHEXTRAS INC               COM              422211102        3      220 SH       DEFINED 01 03               0        0      220
HEALTH NET INC   S             COM              42222G108     6355   123292 SH       DEFINED 01 02               0      564   122728
HEALTH NET INC   S             COM              42222G108     8410   163333 SH       DEFINED 01 10               0        0   163333
HEALTH NET INC                 COM              42222G108        1       48 SH       DEFINED 01 03               0        0       48
HEALTHTRONICS INC   S          COM              42222L107       53     6905 SH       DEFINED 01 02               0        0     6905
HEALTH TRONICS INC             COM              42222L107        1    81700 SH       DEFINED 01 03               0        0    81700
HEALTH TRONICS INC             COM              42222L107        1    16800 SH       DEFINED 01 03               0        0    16800
HEARTLAND EXPRESS IN   S       COM              422347104     3258   160579 SH       DEFINED 01 02               0    11950   148629
HEARTLAND PAYMENT SYSTEMS INC  COM              42235N108      199     9200 SH       DEFINED 01 02               0        0     9200
HEARX LIMITED                  COM              422360305       10    10000 SH       DEFINED 01 03               0        0    10000
HECLA  MINING CO   S           COM              422704106      914   225100 SH       DEFINED 01 02               0        0   225100
HECLA MNG CO                   COM              422704106        0      578 SH       DEFINED 01 03               0        0      578
HEICO CORP   S                 COM              422806109      849    32753 SH       DEFINED 01 02               0    10890    21863
HEICO CORP   S                 COM              422806109      778    30080 SH       DEFINED 01 02 14            0    30080        0
HEICO CORP   S                 COM              422806109      106     4100 SH       DEFINED 01 03               0     4100        0
HEIDRICK & STRUGGLES   S       COM              422819102     2414    75313 SH       DEFINED 01 02               0        0    75313
HEINZ H.J.   S                 COM              423074103     6511   193092 SH       DEFINED 01 02               0    13225   179867
HEINZ H.J.   S                 COM              423074103     2413    71548 SH       DEFINED 01 03               0    71548        0
HELLENIC TELECOMMUNICATIONS OR COM              423325307        0      760 SH       DEFINED 01 03               0        0      760
HELMERICH & PAYNE   S          COM              423452101     3770    60884 SH       DEFINED 01 02               0     5607    55277
HEMISPHERX BIOPARMA            COM              42366C103        3       10 SH       DEFINED 01 03               0        0       10
HENRY JACK & ASSOCIATES INC    COM              426281101        4      259 SH       DEFINED 01 03               0        0      259
HEPALIFE TECHNOLOGIES INC      COM              42689P104        9      250 SH       DEFINED 01 03               0        0      250
HERCULES INC   S               COM              427056106     4812   425793 SH       DEFINED 01 02               0        0   425793
HERCULES INC   S               COM              427056106      272    24109 SH       DEFINED 01 03               0    24109        0
HERSHA HOSPITALITY TRUST   S   COM              427825104      319    35460 SH       DEFINED 01 02               0        0    35460
HERSHEY COMPANY/THE   S        COM              427866108    11262   203846 SH       DEFINED 01 02               0        0   203846
HERSHEY COMPANY/THE   S        COM              427866108   272966  4940555 SH       DEFINED 01 03               0  4940555        0
HERSHEY COMPANY/THE   S        COM              427866108    34001   615973 SH       DEFINED 01 10               0        0   615973
THE HERSHEY COMPANY            COM              427866108        4       25 SH       DEFINED 01 03               0        0       25
THE HERSHEY COMPANY            COM              427866108        5      200 SH       DEFINED 01 03               0        0      200
HEWLETT PACKARD   S            COM              428236103   311878 10893224 SH       DEFINED 01 02               0    40305 10852919
HEWLETT PACKARD   S            COM              428236103    19703   688203 SH       DEFINED 01 03               0   688203        0
HEWLETT PACKARD                COM              428236103     2194    11200 SH       DEFINED 01 03               0        0    11200
HEWLETT PACKARD                COM              428236103        0      200 SH       DEFINED 01 03               0        0      200
HEWLETT PACKARD                COM              428236103       49     2300 SH       DEFINED 01 03               0        0     2300
HEWLETT PACKARD                COM              428236103      264    30066 SH       DEFINED 01 03               0        0    30066
HEWLETT PACKARD                COM              428236103        2     6200 SH       DEFINED 01 03               0        0     6200
HEWLETT PACKARD                COM              428236103        1    99400 SH       DEFINED 01 03               0        0    99400
HEWLETT PACKARD                COM              428236103      321      226 SH       DEFINED 01 03               0        0      226
HEWLETT PACKARD                COM              428236103        0      500 SH       DEFINED 01 03               0        0      500
HEWLETT PACKARD                COM              428236103        4       47 SH       DEFINED 01 03               0        0       47
HEWLETT PACKARD                COM              428236103        4       94 SH       DEFINED 01 03               0        0       94
HEWLETT PACKARD                COM              428236103        0        2 SH       DEFINED 01 03               0        0        2
HEWLETT PACKARD                COM              428236103      369    15700 SH       DEFINED 01 03               0        0    15700
HEWLETT PACKARD                COM              428236103       66      100 SH       DEFINED 01 03               0        0      100
HEXCEL CORP   S                COM              428291108     2468   136690 SH       DEFINED 01 02               0        0   136690
HI-TECH PHARMACAL COMPANY INC  COM              42840B101       56      100 SH       DEFINED 01 03               0        0      100
HIBBETT SPORTING GOODS INC   S COM              428565105     3525   123752 SH       DEFINED 01 02               0    11670   112082
HIBBETT SPORTING GOODS INC   S COM              428565105     3739   131542 SH       DEFINED 01 10               0        0   131542
HIGHWOOD PROPERTY   S          COM              431284108     6720   236190 SH       DEFINED 01 02               0     8010   228180
HIGHWOOD PROPERTY   S          COM              431284108      622    21890 SH       DEFINED 01 02 14            0    21890        0
HIGHWOOD PROPERTY   S          COM              431284108      111     3900 SH       DEFINED 01 03               0     3900        0
HILB ROGAL & HOBBS CO   S      COM              431294107     6099   158375 SH       DEFINED 01 02               0        0   158375
HILTON HOTELS   S              COM              432848109     1691    70141 SH       DEFINED 01 03               0    70141        0
HILTON HOTELS   S              COM              432848109     7714   319917 SH       DEFINED 01 02               0        0   319917
HILTON HOTELS CORPORATION 03.3 CONV BND         432848AZ2      529   450000 PRN      DEFINED 01 02               0        0   450000
HOLLY CORP   S                 COM              435758305     2184    37094 SH       DEFINED 01 02               0     9060    28034
HOLLY CORP   S                 COM              435758305      636    10810 SH       DEFINED 01 02 14            0    10810        0
HOLLY CORP   S                 COM              435758305      118     2000 SH       DEFINED 01 03               0     2000        0
HOLLY CORP 01=PAR              COM              435758305       12       30 SH       DEFINED 01 03               0        0       30
HOLLIS EDEN PHARMACEUTICALS    COM              435902101       34      300 SH       DEFINED 01 03               0        0      300
HOLOGIC   S                    COM              436440101     7111   187550 SH       DEFINED 01 02               0    14620   172930
HOLOGIC INC                    COM              436440101        7       72 SH       DEFINED 01 03               0        0       72
HOME DEPOT INC   S             COM              437076102   130367  3220498 SH       DEFINED 01 02               0   119360  3101138
HOME DEPOT INC   S             COM              437076102    12017   296875 SH       DEFINED 01 02 10            0        0   296875
HOME DEPOT INC   S             COM              437076102    19725   487263 SH       DEFINED 01 03               0   487263        0
HOME DEPOT INC   S             COM              437076102    42498  1050891 SH       DEFINED 01 10               0        0  1050891
HOME DEPOT                     COM              437076102       16      400 SH       DEFINED 01 03               0        0      400
HOME DEPOT                     COM              437076102        2      375 SH       DEFINED 01 03               0        0      375
HOME DEPOT                     COM              437076102        1      100 SH       DEFINED 01 03               0        0      100
HOME DEPOT                     COM              437076102       50      460 SH       DEFINED 01 03               0        0      460
HOME DEPOT                     COM              437076102       78      440 SH       DEFINED 01 03               0        0      440
HOME DEPOT                     COM              437076102      710      480 SH       DEFINED 01 03               0        0      480
HOME DEPOT                     COM              437076102      243      200 SH       DEFINED 01 03               0        0      200
HOME DEPOT                     COM              437076102      384      220 SH       DEFINED 01 03               0        0      220
HOME DEPOT                     COM              437076102       27      500 SH       DEFINED 01 03               0        0      500
HOME DEPOT                     COM              437076102        3      400 SH       DEFINED 01 03               0        0      400
HOME DEPOT                     COM              437076102        3      315 SH       DEFINED 01 03               0        0      315
HOME DEPOT                     COM              437076102        5     1192 SH       DEFINED 01 03               0        0     1192
HOME DEPOT                     COM              437076102      238     1100 SH       DEFINED 01 03               0        0     1100
HOME DEPOT                     COM              437076102       35       50 SH       DEFINED 01 03               0        0       50
HOME PROPERTIES   S            COM              437306103      778    19080 SH       DEFINED 01 02               0        0    19080
HOME SOLUTIONS OF AMERICA      COM              437355100      908      650 SH       DEFINED 01 03               0        0      650
HOME SOLUTIONS OF AMERICA      COM              437355100      146     3000 SH       DEFINED 01 03               0        0     3000
HOMEBANC CORP/GA   S           COM              43738R109    13723  1834557 SH       DEFINED 01 02               0     1289  1833268
HOMELAND INTEGRATED SECURITY   COM              43741N103      188   100000 SH       DEFINED 01 03               0        0   100000
HOMESTORE INC   S              COM              437852106      257    50300 SH       DEFINED 01 02               0        0    50300
HOMESTORE INC                  COM              437852106        1      600 SH       DEFINED 01 03               0        0      600
HONDA MTR ADR   FSUSD          COM              438128308     2520    87000 SH       DEFINED 01 02               0        0    87000
HONDA MOTOR LTD ADR            COM              438128308        1      120 SH       DEFINED 01 03               0        0      120
HONEYWELL INTL INC   S         COM              438516106     6251   168000 SH       DEFINED 01 10               0        0   168000
HONEYWELL INTL INC   S         COM              438516106   259184  6957930 SH       DEFINED 01 02               0     2390  6955540
HONEYWELL INTL INC   S         COM              438516106     9097   244208 SH       DEFINED 01 03               0   244208        0
HONEYWELL INTL INC             COM              438516106      381      120 SH       DEFINED 01 03               0        0      120
HONEYWELL INTL INC             COM              438516106       78     7000 SH       DEFINED 01 03               0        0     7000
HONEYWELL INTL INC             COM              438516106       10     1400 SH       DEFINED 01 03               0        0     1400
HOOKER FURNITURE CORP   S      COM              439038100     3360   195900 SH       DEFINED 01 02               0        0   195900
HOOPER HOLMES   S              COM              439104100     1256   492736 SH       DEFINED 01 02               0        0   492736
HOOPER HOLMES INC              COM              439104100        0      100 SH       DEFINED 01 03               0        0      100
HORACE MANN EDUCATOR   S       COM              440327104     7310   385531 SH       DEFINED 01 02               0    33230   352301
HORACE MANN EDUCATOR   S       COM              440327104     1738    91690 SH       DEFINED 01 02 14            0    91690        0
HORACE MANN EDUCATOR   S       COM              440327104      311    16400 SH       DEFINED 01 03               0    16400        0
HORIZON FINANCIAL CORP   S     COM              44041F105      617    28175 SH       DEFINED 01 02               0    10525    17650
HORIZON FINANCIAL CORP   S     COM              44041F105      559    25600 SH       DEFINED 01 02 14            0    25600        0
HORIZON FINANCIAL CORP   S     COM              44041F105       99     4550 SH       DEFINED 01 03               0     4550        0
HORIZON HEALTH CORP   S        COM              44041Y104      821    36266 SH       DEFINED 01 02               0        0    36266
HORMEL FOODS CORP              COM              440452100       32      980 SH       DEFINED 01 02               0      980        0
HORNBECK OFFSHORE SERVICES   S COM              440543106      324     9920 SH       DEFINED 01 02               0        0     9920
HOSPIRA INC   S                COM              441060100    20637   482383 SH       DEFINED 01 02               0      428   481955
HOSPIRA INC   S                COM              441060100     1492    34891 SH       DEFINED 01 03               0    34891        0
HOSPIRA INC   S                COM              441060100      447    10460 SH       DEFINED 01 10               0        0    10460
HOSPIRA INC                    COM              441060100        9       30 SH       DEFINED 01 03               0        0       30
HOSPIRA INC                    COM              441060100       18        4 SH       DEFINED 01 03               0        0        4
HOST MARRIOTT   S              COM              44107P104     3419   180399 SH       DEFINED 01 02               0        0   180399
HOST MARRIOTT CORP REIT        COM              44107P104        5     9600 SH       DEFINED 01 03               0        0     9600
HOST MARRIOTT CORP REIT        COM              44107P104        0     2000 SH       DEFINED 01 03               0        0     2000
HOT TOPIC INC   S              COM              441339108     1394    97841 SH       DEFINED 01 02               0        0    97841
HOT TOPIC INC                  COM              441339108       15     1000 SH       DEFINED 01 03               0        0     1000
HOUSTON EXPLOR   S             COM              442120101      342     6487 SH       DEFINED 01 02               0        0     6487
HOVNANIAN ENTERPRISE.   S      COM              442487203      960    19344 SH       DEFINED 01 02               0     4944    14400
HOVNANIAN ENTERPRISES          COM              442487203       19     6700 SH       DEFINED 01 03               0        0     6700
HOVNANIAN ENTERPRISES          COM              442487203        2     1375 SH       DEFINED 01 03               0        0     1375
HOVNANIAN ENTERPRISES          COM              442487203        7      100 SH       DEFINED 01 03               0        0      100
HUANENG PWR INTL INC ADR       COM              443304100       17      200 SH       DEFINED 01 03               0        0      200
HUB GROUP INC   S              COM              443320106     2547    72040 SH       DEFINED 01 02               0        0    72040
HUBBELL INC C/B   S            COM              443510201     7857   174100 SH       DEFINED 01 02               0        0   174100
HUBBELL INC CLASS B            COM              443510201       13     8700 SH       DEFINED 01 03               0        0     8700
HUDSON CITY BANCORP            COM              443683107       26      600 SH       DEFINED 01 03               0        0      600
HUDSON HIGHLAND GRP W/I   S    COM              443792106      716    41200 SH       DEFINED 01 02               0        0    41200
HUDSON UNITED BANC   S         COM              444165104     4443   106595 SH       DEFINED 01 02               0        0   106595
HUGHES SUPPLY   S              COM              444482103    14076   392656 SH       DEFINED 01 02               0    12020   380636
HUGHES SUPPLY   S              COM              444482103     1190    33170 SH       DEFINED 01 02 14            0    33170        0
HUGHES SUPPLY   S              COM              444482103      208     5800 SH       DEFINED 01 03               0     5800        0
HUGHES SUPPLY                  COM              444482103       78      150 SH       DEFINED 01 03               0        0      150
HUGHES SUPPLY                  COM              444482103      121       66 SH       DEFINED 01 03               0        0       66
HUMANA   S                     COM              444859102     7571   139362 SH       DEFINED 01 02               0     1038   138324
HUMANA   S                     COM              444859102     1891    34799 SH       DEFINED 01 03               0    34799        0
HUMANA INC                     COM              444859102        1     1000 SH       DEFINED 01 03               0        0     1000
HUMANA INC                     COM              444859102        8       45 SH       DEFINED 01 03               0        0       45
HUMAN GENOME SCIENCE   S       COM              444903108     2976   347640 SH       DEFINED 01 02               0    21440   326200
HUMAN GENOME SCIENCES          COM              444903108      112      100 SH       DEFINED 01 03               0        0      100
J.B. HUNT TRANSPORT            COM              445658107       30      200 SH       DEFINED 01 03               0        0      200
HUNTINGTON BANCSHARE   S       COM              446150104     5654   237962 SH       DEFINED 01 02               0     1170   236792
HUNTINGTON BANCSHARE   S       COM              446150104     1159    48784 SH       DEFINED 01 03               0    48784        0
HUNTINGTON BANCSHARE           COM              446150104        2      720 SH       DEFINED 01 03               0        0      720
HUNTINGTON BANCSHARE           COM              446150104       16    34500 SH       DEFINED 01 03               0        0    34500
HUNTINGTON BANCSHARE           COM              446150104        6     6000 SH       DEFINED 01 03               0        0     6000
HURCO COMPANIES                COM              447324104        3      100 SH       DEFINED 01 03               0        0      100
HUTCHINSON TECH   S            COM              448407106     6101   214487 SH       DEFINED 01 02               0        0   214487
HUTCHISON TELECOMMUNICAT-ADR \ COM              44841T107    40853  1892264 SH       DEFINED 01 02               0        0  1892264
HYDRIL   S                     COM              448774109    11321   180827 SH       DEFINED 01 02               0    42271   138556
HYDRIL   S                     COM              448774109      837    13363 SH       DEFINED 01 03               0    13363        0
HYDRIL   S                     COM              448774109     1990    31832 SH       DEFINED 01 10               0        0    31832
IDT CORP                       COM              448947309        6      100 SH       DEFINED 01 03               0        0      100
HYPERION SOLUTIONS   S         COM              44914M104     7363   205559 SH       DEFINED 01 02               0        0   205559
HYPERION SOLUTIONS CORP        COM              44914M104        3       81 SH       DEFINED 01 03               0        0       81
HYUNDAI MOTOR CO-GDR 144A   FS COM              449187707      279     5735 SH       DEFINED 01 02 10            0        0     5735
IAC INTERACTIVE CORP COM       COM              44919P102     2870   101400 SH       DEFINED 01 10               0        0   101400
IAC/INTERACTIVECORP   S        COM              44919P300    14940   527708 SH       DEFINED 01 02               0    10832   516876
IAC/INTERACTIVECORP   S        COM              44919P300       68     2412 SH       DEFINED 01 03               0     2412        0
IAC / INTERACTIVECORP          COM              44919P300        3       92 SH       DEFINED 01 03               0        0       92
IAC / INTERACTIVECORP          COM              44919P300        3      400 SH       DEFINED 01 03               0        0      400
IAC / INTERACTIVECORP          COM              44919P300       39      150 SH       DEFINED 01 03               0        0      150
IAC / INTERACTIVECORP          COM              44919P300     1125       40 SH       DEFINED 01 03               0        0       40
IBSG INTERNATIONAL             COM              449236108      229     3000 SH       DEFINED 01 03               0        0     3000
ICOS CORP   S                  COM              449295104     1311    47450 SH       DEFINED 01 02               0     6450    41000
ICON INDUSTRIALS FUND          COM              44929K861      229      357 SH       DEFINED 01 03               0        0      357
ICU MEDICAL INC   S            COM              44930G107     1544    39374 SH       DEFINED 01 02               0        0    39374
ICOP DIGITAL INC               COM              44930M203       44      405 SH       DEFINED 01 03               0        0      405
ID-CONFIRM INC                 COM              44936E106       84     1000 SH       DEFINED 01 03               0        0     1000
IDX SYSTEMS   S                COM              449491109     2491    56700 SH       DEFINED 01 02               0        0    56700
I-FLOW CORP                    COM              449520303       15     1100 SH       DEFINED 01 03               0        0     1100
I-FLOW CORP                    COM              449520303        0     1100 SH       DEFINED 01 03               0        0     1100
IHOP CORP NEW   S              COM              449623107     2805    59795 SH       DEFINED 01 02               0     7300    52495
IHOP CORP NEW   S              COM              449623107      932    19870 SH       DEFINED 01 02 14            0    19870        0
IHOP CORP NEW   S              COM              449623107      164     3500 SH       DEFINED 01 03               0     3500        0
IPIX CORP                      COM              44982L103       29      328 SH       DEFINED 01 03               0        0      328
IMS HEALTH INC   S             COM              449934108     1235    49541 SH       DEFINED 01 03               0    49541        0
IMS HEALTH INC   S             COM              449934108     3435   137821 SH       DEFINED 01 02               0        0   137821
IRSA   FSUSD                   COM              450047204     7885   652809 SH       DEFINED 01 02 10            0        0   652809
IRSA   FSUSD                   COM              450047204    12193  1016065 SH       DEFINED 01 10               0        0  1016065
IRSA INVERSIONES Y REPRESENTAC COM              450047204        2      100 SH       DEFINED 01 03               0        0      100
ISTAR FINL INC                 COM              45031U101        2      100 SH       DEFINED 01 03               0        0      100
ITLA CAPITAL CORP   S          COM              450565106     1437    29401 SH       DEFINED 01 02               0    10320    19081
ITLA CAPITAL CORP   S          COM              450565106     1387    28410 SH       DEFINED 01 02 14            0    28410        0
ITLA CAPITAL CORP   S          COM              450565106      239     4900 SH       DEFINED 01 03               0     4900        0
ITT EDUCATIONAL SVCS   S       COM              45068B109     1990    33670 SH       DEFINED 01 02               0     1854    31816
ITT EDUCATION SERVICES         COM              45068B109        2      200 SH       DEFINED 01 03               0        0      200
IXIA.   S                      COM              45071R109      837    56642 SH       DEFINED 01 02               0    10260    46382
IXIA                           COM              45071R109      632       28 SH       DEFINED 01 03               0        0       28
IBERIABANK CORP   S            COM              450828108     2278    44664 SH       DEFINED 01 02               0        0    44664
IBERIABANK CORP                COM              450828108        9     2100 SH       DEFINED 01 03               0        0     2100
IBERIABANK CORP                COM              450828108      129      375 SH       DEFINED 01 03               0        0      375
IBERIABANK CORP                COM              450828108        1    10248 SH       DEFINED 01 03               0        0    10248
ITT INDUSTRIES   S             COM              450911102    35625   346463 SH       DEFINED 01 02               0     9557   336906
ITT INDUSTRIES   S             COM              450911102     2030    19744 SH       DEFINED 01 03               0    19744        0
ICON.   FSUSD                  COM              45103T107     2003    48700 SH       DEFINED 01 02               0        0    48700
ICICI BANK LTD - SPON ADR   FS COM              45104G104    14562   505767 SH       DEFINED 01 10               0        0   505767
ICICI BANK LTD - SPON ADR   FS COM              45104G104       28      958 SH       DEFINED 01 03               0        0      958
ICICI BANK LTD - SPON ADR   FS COM              45104G104       84     2912 SH       DEFINED 01 02 10            0        0     2912
ICICI BANK LTD - SPON ADR   FS COM              45104G104    11290   392044 SH       DEFINED 01 02               0        0   392044
ICICI BANK LTD                 COM              45104G104        1      350 SH       DEFINED 01 03               0        0      350
IBISES INTERNATIONAL           COM              45105N207       74    16500 SH       DEFINED 01 03               0        0    16500
IDACORP INC   S                COM              451107106     4090   139609 SH       DEFINED 01 02               0      170   139439
IDEX CORP   S                  COM              45167R104    14226   346066 SH       DEFINED 01 02               0        0   346066
IDEXX LABS INC   S             COM              45168D104     5031    69888 SH       DEFINED 01 02               0        0    69888
IDEXX LABS INC   S             COM              45168D104      579     8039 SH       DEFINED 01 10               0        0     8039
IKON OFFICE SOLUTION   S       COM              451713101      310    29746 SH       DEFINED 01 02               0        0    29746
IKANOS COMMUNICATIONS INC   S  COM              45173E105       77     5200 SH       DEFINED 01 02               0        0     5200
IDENTIX INC                    COM              451906101        8      164 SH       DEFINED 01 03               0        0      164
ILLINOIS TOOL WORKS   S        COM              452308109   120618  1370820 SH       DEFINED 01 02               0     6089  1364731
ILLINOIS TOOL WORKS   S        COM              452308109     6637    75426 SH       DEFINED 01 03               0    75426        0
ILLINOIS TOOL WORKS            COM              452308109       13      300 SH       DEFINED 01 03               0        0      300
ILLINOIS TOOL WORKS            COM              452308109      218       10 SH       DEFINED 01 03               0        0       10
ILLUMINA INC   S               COM              452327109     1216    86193 SH       DEFINED 01 02               0        0    86193
IMAGE SENSING SYSTEMS          COM              45244C104       42      110 SH       DEFINED 01 03               0        0      110
IMAGING DIAGNOSTIC SYS         COM              45244W100        1      379 SH       DEFINED 01 03               0        0      379
IMATION CORP   S               COM              45245A107     1360    29540 SH       DEFINED 01 02 14            0    29540        0
IMATION CORP   S               COM              45245A107      235     5100 SH       DEFINED 01 03               0     5100        0
IMATION CORP   S               COM              45245A107     8788   190755 SH       DEFINED 01 02               0    10960   179795
IMAX CORP                      COM              45245E109        3     7400 SH       DEFINED 01 03               0        0     7400
IMAX CORP                      COM              45245E109        5      200 SH       DEFINED 01 03               0        0      200
IMCLONE SYSTEMS INC            COM              45245W109      782       70 SH       DEFINED 01 03               0        0       70
IMMUCELL CORP                  COM              452525306      338      200 SH       DEFINED 01 03               0        0      200
IMMUCOR INC.   S               COM              452526106     2949   126219 SH       DEFINED 01 02               0        0   126219
IMMUNE-TREE INTERNATIONAL INC  COM              45253L102       28       67 SH       DEFINED 01 03               0        0       67
IMPAC MORTGAGE HOLDINGS INC    COM              45254P102      939    99786 SH       DEFINED 01 02               0        0    99786
IMPAC MORTGAGE HOLDING         COM              45254P102       66     9000 SH       DEFINED 01 03               0        0     9000
IMPAC MORTGAGE HOLDING         COM              45254P102      383     2723 SH       DEFINED 01 03               0        0     2723
IMPALA PLATINUM SPON ADR       COM              452553308       77      242 SH       DEFINED 01 03               0        0      242
IMPCO TECHNOLOGIES INC   S     COM              45255W106      174    33890 SH       DEFINED 01 02               0    33890        0
IMPERIA ENTERTAINMENT INC      COM              45256N105        1    50000 SH       DEFINED 01 03               0        0    50000
IMPERIAL CHEM IN ADR.   FSUSD  COM              452704505     5344   234508 SH       DEFINED 01 02               0        0   234508
IMPERIAL INDS INC              COM              452848401        9      500 SH       DEFINED 01 03               0        0      500
IMPERIAL OIL LTD               COM              453038408        6      150 SH       DEFINED 01 03               0        0      150
IMPLANT SCIENCES CORP          COM              45320R108       31     3170 SH       DEFINED 01 03               0        0     3170
INAMED CORP   S                COM              453235103     5612    64000 SH       DEFINED 01 02               0        0    64000
INCO LIMITED.   FSUSD          COM              453258402       44     1000 SH       DEFINED 01 02               0        0     1000
INCO LTD                       COM              453258402      334     2100 SH       DEFINED 01 03               0        0     2100
INCYTE CORP   S                COM              45337C102     1211   226701 SH       DEFINED 01 02               0        0   226701
INCYTE CORP                    COM              45337C102       62       82 SH       DEFINED 01 03               0        0       82
INDEPENDENT BANK CO   S        COM              453836108     2194    76820 SH       DEFINED 01 02               0    14310    62510
INDEPENDENT BANK CO   S        COM              453836108     1129    39560 SH       DEFINED 01 02 14            0    39560        0
INDEPENDENT BANK CO   S        COM              453836108      194     6800 SH       DEFINED 01 03               0     6800        0
INDEPENDENT BK CO MI   S       COM              453838104      241     8845 SH       DEFINED 01 03               0     8845        0
INDEPENDENT BK CO MI   S       COM              453838104     1854    68077 SH       DEFINED 01 02               0    16592    51485
INDEPENDENT BK CO MI   S       COM              453838104     1236    45374 SH       DEFINED 01 02 14            0    45374        0
INDEVUS PHARMACEUTICALS INC    COM              454072109        1     5700 SH       DEFINED 01 03               0        0     5700
INDUSTRIAL DISTRIBUTION GRP    COM              456061100      144    20600 SH       DEFINED 01 03               0        0    20600
INDUSTRIAL DISTRIBUTION GRP    COM              456061100        2     4300 SH       DEFINED 01 03               0        0     4300
INDUSTRIAS BACHOCO ADR         COM              456463108        0      125 SH       DEFINED 01 03               0        0      125
INDYMAC BANCORP INC   S        COM              456607100      745    19100 SH       DEFINED 01 02               0      600    18500
INDYMAC BANCORP INC            COM              456607100        3      400 SH       DEFINED 01 03               0        0      400
INFINITY ENERGY RESOURCES      COM              45663L403       18    33900 SH       DEFINED 01 03               0        0    33900
INFINITY ENERGY RESOURCES      COM              45663L403        4     7000 SH       DEFINED 01 03               0        0     7000
INFINITY PROPERTY & CASUALTY   COM              45665Q103     2039    54787 SH       DEFINED 01 02               0        0    54787
INFORMATICA CORP.   S          COM              45666Q102     2347   195493 SH       DEFINED 01 02               0        0   195493
INFOSEARCH MEDIA INC           COM              45677V108       10     5850 SH       DEFINED 01 03               0        0     5850
INFOSYS TECHNOLOGIES..   FSUSD COM              456788108      912    11286 SH       DEFINED 01 02 10            0        0    11286
INFOSYS TECHNOLOGIES..   FSUSD COM              456788108    14457   178813 SH       DEFINED 01 10               0        0   178813
INFOSPACE INC   S              COM              45678T201     2042    79064 SH       DEFINED 01 02               0        0    79064
INFOSPACE INC                  COM              45678T201        6       20 SH       DEFINED 01 03               0        0       20
INFOSPACE INC                  COM              45678T201        0      120 SH       DEFINED 01 03               0        0      120
INFOSPACE INC                  COM              45678T201        7       60 SH       DEFINED 01 03               0        0       60
ING GROEP NV ADR               COM              456837103       12       72 SH       DEFINED 01 03               0        0       72
ING GROEP NV ADR               COM              456837103        9      200 SH       DEFINED 01 03               0        0      200
INFRASOURCE SERVICES INC   S   COM              45684P102      768    58742 SH       DEFINED 01 02               0        0    58742
INGRAM MICRO   S               COM              457153104     2177   109200 SH       DEFINED 01 02               0        0   109200
INKSURE TECHNOLGIES            COM              45727E106        4     1800 SH       DEFINED 01 03               0        0     1800
INLAND REAL ESTATE CORP   S    COM              457461200      284    19200 SH       DEFINED 01 02               0        0    19200
INPUT/OUTPUT INC   S           COM              457652105     1076   153056 SH       DEFINED 01 02               0        0   153056
INPUT/OUTPUT INC   S           COM              457652105      291    41420 SH       DEFINED 01 10               0        0    41420
INSIGHT ENTERPRISES   S        COM              45765U103     7902   402953 SH       DEFINED 01 02               0        0   402953
INSITUFORM TECH INC   S        COM              457667103    18311   945298 SH       DEFINED 01 02               0        0   945298
INSITUFORM TECH INC   S        COM              457667103      160     8280 SH       DEFINED 01 03               0     8280        0
INSMED INC                     COM              457669208       17     1000 SH       DEFINED 01 03               0        0     1000
INSIGNIA SOLUTIONS INC ADR     COM              45766J107       40     4400 SH       DEFINED 01 03               0        0     4400
INNKEEPERS USA TRUST   S       COM              4576J0104      628    39210 SH       DEFINED 01 02 14            0    39210        0
INNKEEPERS USA TRUST   S       COM              4576J0104       99     6200 SH       DEFINED 01 03               0     6200        0
INNKEEPERS USA TRUST   S       COM              4576J0104     5698   356168 SH       DEFINED 01 02               0    14090   342078
INOVIO BIOMEDICAL CORP USD0.00 COM              45773H102      187    83934 SH       DEFINED 01 10               0        0    83934
INVIO BIOMEDICAL CORP          COM              45773H102      325     1500 SH       DEFINED 01 03               0        0     1500
INNSUITES HOSPITALITY TR       SH BEN INT       457919108       66      800 SH       DEFINED 01 03               0        0      800
INNOVO GROUP INC   S           COM              457954600       52    50816 SH       DEFINED 01 02               0        0    50816
INNOVO GROUP INC               COM              457954600      597     2305 SH       DEFINED 01 03               0        0     2305
INTEGRA LIFESCIENCES   S       COM              457985208     1345    37920 SH       DEFINED 01 02               0        0    37920
INSUR SERV OFFICE IN   S       COM              458065109     3113    11767 SH       DEFINED 01 05               0        0    11767
INTEGRATED DEV TECH   S        COM              458118106    31437  2385208 SH       DEFINED 01 02               0    19810  2365398
INTEGRATED DEV TECH   S        COM              458118106       62     4742 SH       DEFINED 01 03               0     4742        0
INTEGRATED ELECTRICAL          COM              45811E103      121     6500 SH       DEFINED 01 03               0        0     6500
INTEGRATED SILICON   S         COM              45812P107     4962   770600 SH       DEFINED 01 02               0        0   770600
INTERG SILICON SOLUTION        COM              45812P107       12      320 SH       DEFINED 01 03               0        0      320
INTEL CORP   S                 COM              458140100     4392   175990 SH       DEFINED 01 02 10            0        0   175990
INTEL CORP   S                 COM              458140100    34052  1364281 SH       DEFINED 01 03               0  1364281        0
INTEL CORP   S                 COM              458140100    62031  2492229 SH       DEFINED 01 10               0        0  2492229
INTEL CORP   S                 COM              458140100   314007 12580313 SH       DEFINED 01 02               0   168229 12412084
INTEL CORP                     COM              458140100        2     5800 SH       DEFINED 01 03               0        0     5800
INTEL CORP                     COM              458140100        2      465 SH       DEFINED 01 03               0        0      465
INTEL CORP                     COM              458140100        4      163 SH       DEFINED 01 03               0        0      163
INTEL CORP                     COM              458140100       11      800 SH       DEFINED 01 03               0        0      800
INTEL CORP                     COM              458140100        5     1800 SH       DEFINED 01 03               0        0     1800
INTEL CORP                     COM              458140100       11     1223 SH       DEFINED 01 03               0        0     1223
INTEL CORP                     COM              458140100       21    28500 SH       DEFINED 01 03               0        0    28500
INTEL CORP                     COM              458140100        3     1178 SH       DEFINED 01 03               0        0     1178
INTEL CORP                     COM              458140100       10     1869 SH       DEFINED 01 03               0        0     1869
INTEL CORP                     COM              458140100      134      500 SH       DEFINED 01 03               0        0      500
INTEL CORP                     COM              458140100     1052      200 SH       DEFINED 01 03               0        0      200
INTEL CORP                     COM              458140100        1      100 SH       DEFINED 01 03               0        0      100
INTEL CORP                     COM              458140100        1     1386 SH       DEFINED 01 03               0        0     1386
INTEL CORP                     COM              458140100        0      200 SH       DEFINED 01 03               0        0      200
INTEL CORP                     COM              458140100       98      796 SH       DEFINED 01 03               0        0      796
INTEL CORP                     COM              458140100       95      185 SH       DEFINED 01 03               0        0      185
INTEL CORP                     COM              458140100        0      200 SH       DEFINED 01 03               0        0      200
INTEL CORP                     COM              458140100      481      300 SH       DEFINED 01 03               0        0      300
INTELLISYNC CORP               COM              458176104      157     2500 SH       DEFINED 01 03               0        0     2500
INTELLISYNC CORP               COM              458176104        5     3700 SH       DEFINED 01 03               0        0     3700
INTELLISYNC CORP               COM              458176104        6       28 SH       DEFINED 01 03               0        0       28
INTELLIGENT MOTOR CARS         COM              45820S309       33    25000 SH       DEFINED 01 03               0        0    25000
INTER PARFUMS INC   S          COM              458334109     2861   159300 SH       DEFINED 01 02               0        0   159300
INTER-TEL   S                  COM              458372109      894    45702 SH       DEFINED 01 02               0        0    45702
INTER-TEL INCORP               COM              458372109      211       25 SH       DEFINED 01 03               0        0       25
INTERACTIVE DATA CORP          COM              45840J107     1463    64435 SH       DEFINED 01 10               0        0    64435
INTERCHANGE FINL SVCS CP/NJ    COM              458447109        0        1 SH       DEFINED 01 03               0        1        0
INTERCONTINENTAL HOTELS-ADR    COM              45857P103    90816  6306653 SH       DEFINED 01 10               0        0  6306653
INTERCONTINENTALEXCHANGE INC   COM              45865V100      152     4170 SH       DEFINED 01 02               0        0     4170
INTERCONTINENTAL EXCHANGE      COM              45865V100       56       80 SH       DEFINED 01 03               0        0       80
INTERFACE INC - CL A   S       COM              458665106     1012   123150 SH       DEFINED 01 02               0    18580   104570
INTERDIGITAL COMM CO   S       COM              45866A105       90     4908 SH       DEFINED 01 02               0        0     4908
INTERDIGITAL COMMUNICATIONS CO COM              45866A105        3      400 SH       DEFINED 01 03               0        0      400
INTERGRAPH CORP.   S           COM              458683109      144     2900 SH       DEFINED 01 03               0     2900        0
INTERGRAPH CORP.   S           COM              458683109    11943   239866 SH       DEFINED 01 02               0    10490   229376
INTERGRAPH CORP.   S           COM              458683109      845    16970 SH       DEFINED 01 02 14            0    16970        0
INTERLEUKIN GENETICS INC       COM              458738101        2     1450 SH       DEFINED 01 03               0        0     1450
INTERLINK ELECTRONICS INC      COM              458751104       43      250 SH       DEFINED 01 03               0        0      250
INTERMAGNETICS GENER   S       COM              458771102     2348    73588 SH       DEFINED 01 02               0        0    73588
INTERMUNE INC   S              COM              45884X103     1139    67730 SH       DEFINED 01 02               0     9730    58000
INTERNATIONAL ALUMINUM CO      COM              458884103        3     6800 SH       DEFINED 01 03               0        0     6800
INTERNATIONAL ALUMINUM CO      COM              458884103       25     1200 SH       DEFINED 01 03               0        0     1200
INTEGRATED ALARM SERVICES (USD COM              45890M109       54    18827 SH       DEFINED 01 02               0        0    18827
INTERMEDIA COMM ESCROW   S     COM              458ESCBB5        0  3300000 SH       DEFINED 01 02               0        0  3300000
INTERNATIONAL BNCSHR   S       COM              459044103       48     1641 SH       DEFINED 01 02               0        0     1641
INTL BUSINESS MACH   S         COM              459200101   159976  1946185 SH       DEFINED 01 02               0     1599  1944586
INTL BUSINESS MACH   S         COM              459200101    28275   343978 SH       DEFINED 01 03               0   343978        0
INTL BUSINESS MACH   S         COM              459200101    63432   772457 SH       DEFINED 01 10               0        0   772457
INTL BUSINESS MACHINES         COM              459200101      134     2400 SH       DEFINED 01 03               0        0     2400
INTL BUSINESS MACHINES         COM              459200101     1280     1050 SH       DEFINED 01 03               0        0     1050
INTL BUSINESS MACHINES         COM              459200101      659     5150 SH       DEFINED 01 03               0        0     5150
INTL BUSINESS MACHINES         COM              459200101        3       51 SH       DEFINED 01 03               0        0       51
INTL BUSINESS MACHINES         COM              459200101       34      670 SH       DEFINED 01 03               0        0      670
INTL BUSINESS MACHINES         COM              459200101        2      200 SH       DEFINED 01 03               0        0      200
INTL BUSINESS MACHINES         COM              459200101       12       10 SH       DEFINED 01 03               0        0       10
INTL BUSINESS MACHINES         COM              459200101      224      400 SH       DEFINED 01 03               0        0      400
INTL DISPLAYWORKS              COM              459412102      224      700 SH       DEFINED 01 03               0        0      700
INTL DISPLAYWORKS              COM              459412102       50     1000 SH       DEFINED 01 03               0        0     1000
INTL FLAVORS & FRAG   S        COM              459506101     1502    44841 SH       DEFINED 01 02               0        0    44841
INTL FLAVORS & FRAG   S        COM              459506101      579    17281 SH       DEFINED 01 03               0    17281        0
INTERNATIONAL ISOTOPES         COM              45972C102        0    23250 SH       DEFINED 01 03               0        0    23250
INTL GAME TECHNOLOGY   S       COM              459902102     2611    84842 SH       DEFINED 01 03               0    84842        0
INTL GAME TECHNOLOGY   S       COM              459902102    10070   327167 SH       DEFINED 01 02               0     7090   320077
INTL GAME TECHNOLOGY           COM              459902102       16      502 SH       DEFINED 01 03               0        0      502
INTL GAME TECHNOLOGY           COM              459902102        3     2250 SH       DEFINED 01 03               0        0     2250
INTL GAME TECHNOLOGY           COM              459902102       65       50 SH       DEFINED 01 03               0        0       50
INTL GAME TECHNOLOGY           COM              459902102        9      400 SH       DEFINED 01 03               0        0      400
INTL GAME TECHNOLOGY           COM              459902102       20     1000 SH       DEFINED 01 03               0        0     1000
INTERNATIONAL PAPER   S        COM              460146103     5262   156600 SH       DEFINED 01 10               0        0   156600
INTERNATIONAL PAPER   S        COM              460146103   136042  4047659 SH       DEFINED 01 02               0     1128  4046531
INTERNATIONAL PAPER   S        COM              460146103     5696   169472 SH       DEFINED 01 03               0   169472        0
INTL PAPER                     COM              460146103        6     4200 SH       DEFINED 01 03               0        0     4200
INTL PAPER                     COM              460146103      185      900 SH       DEFINED 01 03               0        0      900
INTL PAPER                     COM              460146103        1      218 SH       DEFINED 01 03               0        0      218
INTL PAPER                     COM              460146103        0      115 SH       DEFINED 01 03               0        0      115
INTERNATIONAL POWER GROUP      COM              46018A100       34     3500 SH       DEFINED 01 03               0        0     3500
INT'L RECTIFIER CORP           COM              460254105       27      100 SH       DEFINED 01 03               0        0      100
INTERNATIONAL SECURITIES EXC   COM              46031W204      264     9609 SH       DEFINED 01 02               0        0     9609
INTL SHIPHOLDING CORP          COM              460321201        4      115 SH       DEFINED 01 03               0        0      115
INTERNET CAPITAL GP   S        COM              46059C205      782    95100 SH       DEFINED 01 02               0        0    95100
INTERNET CAPITAL GROUP         COM              46059C205        3        5 SH       DEFINED 01 03               0        0        5
INTERNET SECURITY SYS   S      COM              46060X107     4879   232920 SH       DEFINED 01 02               0    25580   207340
INTERNET SECURITY SYS   S      COM              46060X107      664    31680 SH       DEFINED 01 02 14            0    31680        0
INTERNET SECURITY SYS   S      COM              46060X107      119     5700 SH       DEFINED 01 03               0     5700        0
INTERPUBLIC GROUP   S          COM              460690100     5517   571673 SH       DEFINED 01 02               0    23140   548533
INTERPUBLIC GROUP   S          COM              460690100      888    92049 SH       DEFINED 01 03               0    92049        0
INTERPUBLIC GROUP              COM              460690100       78    65200 SH       DEFINED 01 03               0        0    65200
INTERPUBLIC GROUP              COM              460690100        5    10200 SH       DEFINED 01 03               0        0    10200
INTERSIL CORPORATION   S       COM              46069S109    15769   633800 SH       DEFINED 01 02               0    13906   619894
INTERTAPE POLYMER GROUP INC    COM              460919103       10      225 SH       DEFINED 01 03               0        0      225
INTERSECTIONS INC              COM              460981301        7      200 SH       DEFINED 01 03               0        0      200
INTERVOICE INC   S             COM              461142101     2464   309600 SH       DEFINED 01 02               0        0   309600
INTEVAC INC   S                COM              461148108      437    33122 SH       DEFINED 01 02               0        0    33122
INTEVAC INC                    COM              461148108        2      400 SH       DEFINED 01 03               0        0      400
INTERWOVEN INC   S             COM              46114T508      725    85532 SH       DEFINED 01 02               0        0    85532
INTERWOVEN INC                 COM              46114T508     1602     1900 SH       DEFINED 01 03               0        0     1900
INTERVIDEO INC   S             COM              46114Y101     2184   206984 SH       DEFINED 01 02               0        0   206984
INTRADO INC   S                COM              46117A100     1091    47400 SH       DEFINED 01 02               0        0    47400
INTRAWARE INC                  COM              46118M509      235      300 SH       DEFINED 01 03               0        0      300
INTUIT   S                     COM              461202103      542    10170 SH       DEFINED 01 02               0        0    10170
INTUIT   S                     COM              461202103     2062    38699 SH       DEFINED 01 03               0    38699        0
INTUIT                         COM              461202103      225       50 SH       DEFINED 01 03               0        0       50
INVACARE CORP   S              COM              461203101     2367    75132 SH       DEFINED 01 02               0        0    75132
INTUITIVE SURGICAL   S         COM              46120E602     8388    71518 SH       DEFINED 01 02               0     4560    66958
INTUITIVE SURGICAL INC         COM              46120E602       49      410 SH       DEFINED 01 03               0        0      410
INTUITIVE SURGICAL INC         COM              46120E602        7       22 SH       DEFINED 01 03               0        0       22
INTUITIVE SURGICAL INC         COM              46120E602        7       75 SH       DEFINED 01 03               0        0       75
INVESTMENT TECH GRP   S        COM              46145F105    17729   500296 SH       DEFINED 01 02               0    15760   484536
INVESTMENT TECH GRP   S        COM              46145F105     1512    42720 SH       DEFINED 01 02 14            0    42720        0
INVESTMENT TECH GRP   S        COM              46145F105      252     7100 SH       DEFINED 01 03               0     7100        0
INVESTOOLS INC PFD CL A        COM              46145P103     1286      158 SH       DEFINED 01 03               0        0      158
INVESTOOLS INC PFD CL A        COM              46145P103      176   104600 SH       DEFINED 01 03               0        0   104600
INVESTOOLS INC PFD CL A        COM              46145P103        2    21400 SH       DEFINED 01 03               0        0    21400
INVESTORS REAL ESTATE TRUST    COM              461730103      456    49400 SH       DEFINED 01 02               0        0    49400
INVITROGEN CORP   S            COM              46185R100    55330   830251 SH       DEFINED 01 02               0   115217   715034
INVITROGEN CORP   S            COM              46185R100     3522    52850 SH       DEFINED 01 03               0    52850        0
INVESTORS FINL SERV   S        COM              461915100    57874  1571328 SH       DEFINED 01 02               0    52718  1518610
INVESTORS FINL SERV   S        COM              461915100     1192    32352 SH       DEFINED 01 03               0    32352        0
INVESTORS ECON SYSTS   S       COM              461990103        0     2305 SH       DEFINED 01 05               0        0     2305
IOMEGA CORPORATION   S         COM              462030305      198    79251 SH       DEFINED 01 02               0        0    79251
IPARTY CORP                    COM              46261R107        3     1000 SH       DEFINED 01 03               0        0     1000
IPASS INC   S                  COM              46261V108     2289   348900 SH       DEFINED 01 02               0        0   348900
IPASS INC 'A'                  COM              46261V108      489      315 SH       DEFINED 01 03               0        0      315
IPSCO INC   FSUSD              COM              462622101     2017    24300 SH       DEFINED 01 02               0        0    24300
IPAYMENT INC   S               COM              46262E105     1170    28170 SH       DEFINED 01 02               0        0    28170
IROBOT INC                     COM              462726100      100       15 SH       DEFINED 01 03               0        0       15
IRON MOUNTAIN INC   S          COM              462846106    17775   421000 SH       DEFINED 01 02               0        0   421000
IRON MTN INC PA                COM              462846106        4       13 SH       DEFINED 01 03               0        0       13
IRWIN FINANCIAL CORP   S       COM              464119106     3115   145360 SH       DEFINED 01 02               0        0   145360
ISCO INTERNATIONAL INC         COM              46426P103        2     4900 SH       DEFINED 01 03               0        0     4900
ISCO INTERNATIONAL INC         COM              46426P103        6     5000 SH       DEFINED 01 03               0        0     5000
ISHARES MSCI PACIFIC EX JPN    COM              464286665      331     3355 SH       DEFINED 01 02               0        0     3355
ISHARES MSCI JAPAN I   INDEXUS COM              464286848     1069    79170 SH       DEFINED 01 02               0        0    79170
I SHARES INC                   COM              464286848       12       75 SH       DEFINED 01 03               0        0       75
I SHARES INC                   COM              464286848       20     1000 SH       DEFINED 01 03               0        0     1000
I SHARES INC                   COM              464286848        1     1400 SH       DEFINED 01 03               0        0     1400
ISHARES MSCI EMERG MKTS   INDE COM              464287234    41666   472130 SH       DEFINED 01 02               0        0   472130
I SHARES MSCI EMERGING MARKETS COM              464287234        1       78 SH       DEFINED 01 03               0        0       78
I SHARES MSCI EMERGING MARKETS COM              464287234        1       40 SH       DEFINED 01 03               0        0       40
I SHARES MSCI EMERGING MARKETS COM              464287234        5      200 SH       DEFINED 01 03               0        0      200
I SHARES MSCI EMERGING MARKETS COM              464287234       41       32 SH       DEFINED 01 03               0        0       32
I SHARES MSCI EMERGING MARKETS COM              464287234        5       42 SH       DEFINED 01 03               0        0       42
I SHARES MSCI EMERGING MARKETS COM              464287234      563       66 SH       DEFINED 01 03               0        0       66
I SHARES MSCI EMERGING MARKETS COM              464287234      114       42 SH       DEFINED 01 03               0        0       42
I SHARES MSCI EMERGING MARKETS COM              464287234        0      200 SH       DEFINED 01 03               0        0      200
I SHARES MSCI EMERGING MARKETS COM              464287234        1      121 SH       DEFINED 01 03               0        0      121
I SHARES MSCI EMERGING MARKETS COM              464287234        2      123 SH       DEFINED 01 03               0        0      123
I SHARES MSCI EMERGING MARKETS COM              464287234        1      724 SH       DEFINED 01 03               0        0      724
MSCI EAFE I-SHARES   INDEXFN   COM              464287465    32762   551000 SH       DEFINED 01 02               0        0   551000
I-SHARES TRUST S&P 500         COM              464287465       24     1863 SH       DEFINED 01 03               0        0     1863
I-SHARES TRUST S&P 500         COM              464287465        5      121 SH       DEFINED 01 03               0        0      121
I-SHARES TRUST S&P 500         COM              464287465       35      268 SH       DEFINED 01 03               0        0      268
I-SHARES TRUST S&P 500         COM              464287465       54       45 SH       DEFINED 01 03               0        0       45
I-SHARES TRUST S&P 500         COM              464287465      181       95 SH       DEFINED 01 03               0        0       95
I-SHARES TRUST S&P 500         COM              464287465      264      450 SH       DEFINED 01 03               0        0      450
I-SHARES TRUST S&P 500         COM              464287465        3      180 SH       DEFINED 01 03               0        0      180
I-SHARES TRUST S&P 500         COM              464287465       78      450 SH       DEFINED 01 03               0        0      450
I-SHARES TRUST S&P 500         COM              464287465        7      288 SH       DEFINED 01 03               0        0      288
I-SHARES TRUST S&P 500         COM              464287465     1096      550 SH       DEFINED 01 03               0        0      550
I-SHARES TRUST S&P 500         COM              464287465        6     7320 SH       DEFINED 01 03               0        0     7320
ISHARES RUSSELL MIDCAP VALUE I COM              464287473      355       94 SH       DEFINED 01 03               0        0       94
ISHARES RUSSELL MIDCAP VALUE I COM              464287473        6      135 SH       DEFINED 01 03               0        0      135
ISHARES RUSSELL MIDCAP VALUE I COM              464287473       72      124 SH       DEFINED 01 03               0        0      124
ISHARES RUSSELL MIDCAP VALUE I COM              464287473       10      479 SH       DEFINED 01 03               0        0      479
ISHARES RUSSELL MIDCAP VALUE I COM              464287473        0      128 SH       DEFINED 01 03               0        0      128
ISHARES RUSSELL MIDCAP GROWTH  COM              464287481        1      170 SH       DEFINED 01 03               0        0      170
I-SHARES TRUST S&P 500 INDEX F COM              464287499        0      686 SH       DEFINED 01 03               0        0      686
RUSSELL 1000 GROWTH   S        COM              464287614      437     8570 SH       DEFINED 01 02               0        0     8570
ISHARES TR                     COM              464287614        8     2240 SH       DEFINED 01 03               0        0     2240
ISHARES TR                     COM              464287614        2      240 SH       DEFINED 01 03               0        0      240
ISHARES TR                     COM              464287614        3       25 SH       DEFINED 01 03               0        0       25
ISHARES RUSS 2000 VL   INDEXUS COM              464287630      886    13440 SH       DEFINED 01 02               0        0    13440
ISHARES RUSSELL 2000 VALUE IND COM              464287630      318       78 SH       DEFINED 01 03               0        0       78
ISHARES RUSSELL 2000 VALUE IND COM              464287630       68      450 SH       DEFINED 01 03               0        0      450
ISHARES TR                     COM              464287655      331       80 SH       DEFINED 01 03               0        0       80
ISHARES TR                     COM              464287655       67      330 SH       DEFINED 01 03               0        0      330
ISHARES TR                     COM              464287655        6      350 SH       DEFINED 01 03               0        0      350
ISHARES TR                     COM              464287655        4       20 SH       DEFINED 01 03               0        0       20
ISHARES DJ US TECHNOLOGY SECTO COM              464287721      539    10836 SH       DEFINED 01 02               0        0    10836
ISHARES DJ US HEALTHCARE SEC   COM              464287762        0        2 SH       DEFINED 01 02               0        0        2
ISHARES TR                     COM              464287762        8       30 SH       DEFINED 01 03               0        0       30
CEF ISHARES DOW JONES          COM              464287796        2       28 SH       DEFINED 01 03               0        0       28
I-SHARES TRUST IND FD          COM              464287804        1      323 SH       DEFINED 01 03               0        0      323
ISIS PHAMACEUTICALS   S        COM              464330109      335    63940 SH       DEFINED 01 02               0    33140    30800
ISLE OF CAPRIS CASIN   S       COM              464592104      642    26329 SH       DEFINED 01 02               0        0    26329
ITRON INC   S                  COM              465741106     8118   202777 SH       DEFINED 01 02               0     7110   195667
ITRON INC                      COM              465741106        5      550 SH       DEFINED 01 03               0        0      550
I2 TECHNOLOGIES   S            COM              465754208     1018    72112 SH       DEFINED 01 02               0        0    72112
IVANHOE ENERGY INC             COM              465790103        8     3000 SH       DEFINED 01 03               0        0     3000
IVANHOE ENERGY INC             COM              465790103        7      100 SH       DEFINED 01 03               0        0      100
IVAX   S                       COM              465823102      541    17241 SH       DEFINED 01 02               0    17241        0
IXYS CORP   S                  COM              46600W106     1898   162383 SH       DEFINED 01 02               0    21520   140863
IXYS CORP   S                  COM              46600W106        1       49 SH       DEFINED 01 10               0        0       49
IXYS CORP                      COM              46600W106        1      200 SH       DEFINED 01 03               0        0      200
J & J SNACK FOODS CO   S       COM              466032109      107     1800 SH       DEFINED 01 03               0     1800        0
J & J SNACK FOODS CO   S       COM              466032109     3675    61876 SH       DEFINED 01 02               0     4580    57296
J & J SNACK FOODS CO   S       COM              466032109      728    12250 SH       DEFINED 01 02 14            0    12250        0
J & J SNACK FOODS              COM              466032109        1     8500 SH       DEFINED 01 03               0        0     8500
J & J SNACK FOODS              COM              466032109       26     1700 SH       DEFINED 01 03               0        0     1700
JDS UNIPHASE CORP   S          COM              46612J101      851   360681 SH       DEFINED 01 03               0   360681        0
JDS UNIPHASE CORP   S          COM              46612J101     3332  1411425 SH       DEFINED 01 02               0        0  1411425
JDS UNIPHASE CORP              COM              46612J101       10     2779 SH       DEFINED 01 03               0        0     2779
JDS UNIPHASE CORP              COM              46612J101       37     7128 SH       DEFINED 01 03               0        0     7128
JDS UNIPHASE CORP              COM              46612J101        0      150 SH       DEFINED 01 03               0        0      150
JDS UNIPHASE CORP              COM              46612J101       10     1110 SH       DEFINED 01 03               0        0     1110
JDS UNIPHASE CORP              COM              46612J101        1     2810 SH       DEFINED 01 03               0        0     2810
JDS UNIPHASE CORP              COM              46612J101       54      200 SH       DEFINED 01 03               0        0      200
JDS UNIPHASE CORP              COM              46612J101        4     4450 SH       DEFINED 01 03               0        0     4450
JDS UNIPHASE CORP              COM              46612J101      268      200 SH       DEFINED 01 03               0        0      200
JDS UNIPHASE CORP              COM              46612J101        0       50 SH       DEFINED 01 03               0        0       50
JDS UNIPHASE CORP              COM              46612J101       81      147 SH       DEFINED 01 03               0        0      147
JDS UNIPHASE CORP              COM              46612J101        4    17811 SH       DEFINED 01 03               0        0    17811
JDS UNIPHASE CORP              COM              46612J101        2      500 SH       DEFINED 01 03               0        0      500
JDS UNIPHASE CORP              COM              46612J101        1     1339 SH       DEFINED 01 03               0        0     1339
JDS UNIPHASE CORP              COM              46612J101      395     2300 SH       DEFINED 01 03               0        0     2300
JDA SOFTWARE GROUP I   S       COM              46612K108     1069    62850 SH       DEFINED 01 02               0        0    62850
JER INVESTORS TRUST INC        COM              46614H301       85     5028 SH       DEFINED 01 02               0     5028        0
J. JILL GROUP INC   S          COM              466189107      843    44315 SH       DEFINED 01 02               0        0    44315
JLG INDUSTRIES   S             COM              466210101    14986   328215 SH       DEFINED 01 02               0    11140   317075
JPMORGAN CHASE & CO   S        COM              46625H100   293495  7394628 SH       DEFINED 01 02               0     6746  7387882
JPMORGAN CHASE & CO   S        COM              46625H100    29692   748097 SH       DEFINED 01 03               0   748097        0
JPMORGAN CHASE & CO   S        COM              46625H100    38233   964496 SH       DEFINED 01 10               0        0   964496
J.P.MORGAN CHASE & CO          COM              46625H100       57       50 SH       DEFINED 01 03               0        0       50
J.P.MORGAN CHASE & CO          COM              46625H100        5      900 SH       DEFINED 01 03               0        0      900
J.P.MORGAN CHASE & CO          COM              46625H100        2    12200 SH       DEFINED 01 03               0        0    12200
J.P.MORGAN CHASE & CO          COM              46625H100        1     8920 SH       DEFINED 01 03               0        0     8920
J.P.MORGAN CHASE & CO          COM              46625H100        1     1800 SH       DEFINED 01 03               0        0     1800
J.P.MORGAN CHASE & CO          COM              46625H100        5    59300 SH       DEFINED 01 03               0        0    59300
J.P.MORGAN CHASE & CO          COM              46625H100        1      400 SH       DEFINED 01 03               0        0      400
J.P.MORGAN CHASE & CO          COM              46625H100        1      250 SH       DEFINED 01 03               0        0      250
J.P.MORGAN CHASE & CO          COM              46625H100      117      100 SH       DEFINED 01 03               0        0      100
J.P.MORGAN CHASE & CO          COM              46625H100        3     2050 SH       DEFINED 01 03               0        0     2050
J.P.MORGAN CHASE & CO          COM              46625H100      137       60 SH       DEFINED 01 03               0        0       60
J.P.MORGAN CHASE & CO          COM              46625H100      675      216 SH       DEFINED 01 03               0        0      216
J.P.MORGAN CHASE & CO          COM              46625H100        2     1000 SH       DEFINED 01 03               0        0     1000
J.P.MORGAN CHASE & CO          COM              46625H100       11      245 SH       DEFINED 01 03               0        0      245
J.P.MORGAN CHASE & CO          COM              46625H100       14     1000 SH       DEFINED 01 03               0        0     1000
MMC NORILSK NICKEL-ADR   FSUSD COM              46626D108     1900    20000 SH       DEFINED 01 02               0        0    20000
J2 GLOBAL COMM INC.   S        COM              46626E205     6119   143157 SH       DEFINED 01 02               0     6880   136277
J2 GLOBAL COMM INC.   S        COM              46626E205     3303    77293 SH       DEFINED 01 10               0        0    77293
J2 GLOBAL COMMUNICATIONS INC   COM              46626E205       43      200 SH       DEFINED 01 03               0        0      200
JABIL CIRCUT   S               COM              466313103     3329    89769 SH       DEFINED 01 02               0     9883    79886
JABIL CIRCUT   S               COM              466313103     1380    37194 SH       DEFINED 01 03               0    37194        0
JABIL CIRCUIT INC              COM              466313103        5      300 SH       DEFINED 01 03               0        0      300
JACK IN THE BOX INC   S        COM              466367109     7952   227671 SH       DEFINED 01 02               0        0   227671
JACK IN THE BOX INC            COM              466367109        8     9000 SH       DEFINED 01 03               0        0     9000
JACK IN THE BOX INC            COM              466367109       10     1800 SH       DEFINED 01 03               0        0     1800
JACKSON HEWITT TAX SERVICE   S COM              468202106     4312   155620 SH       DEFINED 01 02               0    11500   144120
JACOBS ENGR GROUP   S          COM              469814107     1940    28587 SH       DEFINED 01 02               0     5197    23390
JAKKS PACIFIC INC   S          COM              47012E106     6464   308644 SH       DEFINED 01 02               0    15160   293484
JAKKS PACIFIC INC   S          COM              47012E106      878    41930 SH       DEFINED 01 02 14            0    41930        0
JAKKS PACIFIC INC   S          COM              47012E106      157     7500 SH       DEFINED 01 03               0     7500        0
JAKKS PACIFIC INC              COM              47012E106       32      100 SH       DEFINED 01 03               0        0      100
JAKKS PACIFIC INC              COM              47012E106        8      123 SH       DEFINED 01 03               0        0      123
JAMES HARDIE INDS              COM              47030M106        4      400 SH       DEFINED 01 03               0        0      400
JAMES RIVER COAL CO            COM              470355207       46       50 SH       DEFINED 01 03               0        0       50
JANUS CAPITAL GROUP   S        COM              47102X105     4455   239087 SH       DEFINED 01 02               0     3190   235897
JANUS CAPITAL GROUP   S        COM              47102X105      859    46118 SH       DEFINED 01 03               0    46118        0
JANUS CAPITAL GROUP INC        COM              47102X105       13      650 SH       DEFINED 01 03               0        0      650
JANUS CAPITAL GROUP INC        COM              47102X105       32    16300 SH       DEFINED 01 03               0        0    16300
JANUS CAPITAL GROUP INC        COM              47102X105       26     3300 SH       DEFINED 01 03               0        0     3300
JARDEN CORP   S                COM              471109108     2127    70516 SH       DEFINED 01 02               0      135    70381
JAVO BEVERAGE CO               COM              47189R104        8     6000 SH       DEFINED 01 03               0        0     6000
JEFFERIES GROUP -NEW   S       COM              472319102      190     4226 SH       DEFINED 01 03               0     4226        0
JEFFERIES GROUP -NEW   S       COM              472319102     4441    98733 SH       DEFINED 01 02               0    14418    84315
JEFFERIES GROUP -NEW   S       COM              472319102     1080    24030 SH       DEFINED 01 02 14            0    24030        0
JEFFERSON PILOT   S            COM              475070108     1632    28659 SH       DEFINED 01 03               0    28659        0
JEFFERSON PILOT   S            COM              475070108    49434   868299 SH       DEFINED 01 02               0     1119   867180
JETBLUE AIRWAYS                COM              477143101       33      111 SH       DEFINED 01 03               0        0      111
JETBLUE AIRWAYS                COM              477143101       18       80 SH       DEFINED 01 03               0        0       80
JO-ANN STORES INC.   S         COM              47758P307      603    51080 SH       DEFINED 01 02               0        0    51080
JOHNSON & JOHNSON   S          COM              478160104   205516  3419547 SH       DEFINED 01 02               0   122264  3297283
JOHNSON & JOHNSON   S          COM              478160104    11308   188166 SH       DEFINED 01 02 10            0        0   188166
JOHNSON & JOHNSON   S          COM              478160104    38480   640271 SH       DEFINED 01 03               0   640271        0
JOHNSON & JOHNSON   S          COM              478160104   164191  2733827 SH       DEFINED 01 10               0        0  2733827
JOHNSON & JOHNSON              COM              478160104        0       27 SH       DEFINED 01 03               0        0       27
JOHNSON & JOHNSON              COM              478160104      904      110 SH       DEFINED 01 03               0        0      110
JOHNSON & JOHNSON              COM              478160104       16      150 SH       DEFINED 01 03               0        0      150
JOHNSON & JOHNSON              COM              478160104        0     2000 SH       DEFINED 01 03               0        0     2000
JOHNSON & JOHNSON              COM              478160104       98      126 SH       DEFINED 01 03               0        0      126
JOHNSON & JOHNSON              COM              478160104     4417       83 SH       DEFINED 01 03               0        0       83
JOHNSON & JOHNSON              COM              478160104       10       49 SH       DEFINED 01 03               0        0       49
JOHNSON & JOHNSON              COM              478160104        1      330 SH       DEFINED 01 03               0        0      330
JOHNSON & JOHNSON              COM              478160104      369      803 SH       DEFINED 01 03               0        0      803
JOHNSON & JOHNSON              COM              478160104      512       90 SH       DEFINED 01 03               0        0       90
JOHNSON CONTROLS   S           COM              478366107    20466   280695 SH       DEFINED 01 02               0     4899   275796
JOHNSON CONTROLS   S           COM              478366107     3008    41260 SH       DEFINED 01 03               0    41260        0
JOHNSON CONTROLS               COM              478366107       80       25 SH       DEFINED 01 03               0        0       25
JONES APPAREL GROUP   S        COM              480074103     2410    78483 SH       DEFINED 01 02               0     1368    77115
JONES APPAREL GROUP   S        COM              480074103      767    24974 SH       DEFINED 01 03               0    24974        0
JONES APPAREL GROUP            COM              480074103        1    19900 SH       DEFINED 01 03               0        0    19900
JONES APPAREL GROUP            COM              480074103        2     4100 SH       DEFINED 01 03               0        0     4100
JONES LANG LASALLE INC   S     COM              48020Q107      762    15130 SH       DEFINED 01 02 14            0    15130        0
JONES LANG LASALLE INC   S     COM              48020Q107      131     2600 SH       DEFINED 01 03               0     2600        0
JONES LANG LASALLE INC   S     COM              48020Q107     5061   100480 SH       DEFINED 01 02               0    14520    85960
JONES SODA CO                  COM              48023P106        1      200 SH       DEFINED 01 03               0        0      200
JONES SODA CO                  COM              48023P106        4     1000 SH       DEFINED 01 03               0        0     1000
EARLE M JORGENSEN CO   S       COM              480829100     1401   151744 SH       DEFINED 01 02               0        0   151744
JOS A BANK CLOTHIERS INC   S   COM              480838101     3486    80302 SH       DEFINED 01 02               0     5730    74572
JOURNAL COMM INC - A   S       COM              481130102      809    58000 SH       DEFINED 01 02               0        0    58000
JOURNAL COMMUNICATIONS         COM              481130102        2      100 SH       DEFINED 01 03               0        0      100
JOURNAL REGISTER CO   S        COM              481138105     3606   241092 SH       DEFINED 01 02               0    22460   218632
JOURNAL REGISTER CO   S        COM              481138105      929    62260 SH       DEFINED 01 02 14            0    62260        0
JOURNAL REGISTER CO   S        COM              481138105      158    10600 SH       DEFINED 01 03               0    10600        0
JOURNAL REGISTER CO            COM              481138105       11      850 SH       DEFINED 01 03               0        0      850
JOY GLOBAL INC   S             COM              481165108     5523   138063 SH       DEFINED 01 02               0        0   138063
JOY GLOBAL INC   S             COM              481165108     2213    55384 SH       DEFINED 01 10               0        0    55384
JUINA MINING CORP              COM              48131Q202        0    54000 SH       DEFINED 01 03               0        0    54000
JUNIPER   S                    COM              48203R104    36015  1615051 SH       DEFINED 01 02               0   257948  1357103
JUNIPER   S                    COM              48203R104     2562   114889 SH       DEFINED 01 03               0   114889        0
JUPITER NETWORKS               COM              48203R104        2      300 SH       DEFINED 01 03               0        0      300
JUPITER NETWORKS               COM              48203R104       15      500 SH       DEFINED 01 03               0        0      500
JUPITER NETWORKS               COM              48203R104        9      200 SH       DEFINED 01 03               0        0      200
JUPITER NETWORKS               COM              48203R104        3       95 SH       DEFINED 01 03               0        0       95
JUPITER NETWORKS               COM              48203R104        0     1665 SH       DEFINED 01 03               0        0     1665
K&F INDUSTRIES HOLDINGS INC    COM              482241106     1068    70000 SH       DEFINED 01 10               0        0    70000
KCS ENERGY INC   S             COM              482434206     2827   116710 SH       DEFINED 01 02               0    23430    93280
KCS ENERGY INC   S             COM              482434206      109     4500 SH       DEFINED 01 03               0     4500        0
KCS ENERGY INC   S             COM              482434206      639    26310 SH       DEFINED 01 02 14            0    26310        0
K.C.S. ENERGY INC              COM              482434206       16      100 SH       DEFINED 01 03               0        0      100
K.C.S. ENERGY INC              COM              482434206        3       64 SH       DEFINED 01 03               0        0       64
KFX INC                        COM              48245L107        3      100 SH       DEFINED 01 03               0        0      100
KFX INC                        COM              48245L107       17      550 SH       DEFINED 01 03               0        0      550
KHD HUMBOLDT WEDAG INTL LTD    COM              482462108        9      650 SH       DEFINED 01 03               0        0      650
KKR FINANCIAL CORP   S         COM              482476306     3450   143790 SH       DEFINED 01 02               0     8070   135720
KKR FINL CORP                  COM              482476306        9      750 SH       DEFINED 01 03               0        0      750
KLA-TENCOR CORP   S            COM              482480100    31029   629002 SH       DEFINED 01 02               0    28394   600608
KLA-TENCOR CORP   S            COM              482480100     2992    60658 SH       DEFINED 01 03               0    60658        0
KLA INSTRUMENT CORP            COM              482480100        4      101 SH       DEFINED 01 03               0        0      101
K-SWISS   S                    COM              482686102    10313   317907 SH       DEFINED 01 02               0        0   317907
KT&G CORP - 144A  GDR   FSUSD  COM              48268G100      109     4940 SH       DEFINED 01 02 10            0        0     4940
KT CORP - SPON ADR   FSUSD     COM              48268K101      504    23400 SH       DEFINED 01 02               0        0    23400
K2 INC   S                     COM              482732104     2493   246682 SH       DEFINED 01 02               0        0   246682
KNBT BANCORP INC   S           COM              482921103      494    30300 SH       DEFINED 01 02               0        0    30300
KAMAN CORP   S                 COM              483548103     1863    94634 SH       DEFINED 01 02               0        0    94634
KANA SOFTWARE INC              COM              483600300        4      230 SH       DEFINED 01 03               0        0      230
KANBAY INTERNATIONAL INC   S   COM              48369P207     1312    82568 SH       DEFINED 01 02               0        0    82568
KANSAS CITY SO   S             COM              485170302     6421   262828 SH       DEFINED 01 02               0     6900   255928
KAYDON CORP   S                COM              486587108    15202   472965 SH       DEFINED 01 02               0       80   472885
KEANE INC   S                  COM              486665102     1186   107680 SH       DEFINED 01 02               0        0   107680
KB HOME   S                    COM              48666K109     7941   109290 SH       DEFINED 01 02               0     6981   102309
KB HOME   S                    COM              48666K109     1216    16740 SH       DEFINED 01 03               0    16740        0
KB HOME   S                    COM              48666K109    25761   354591 SH       DEFINED 01 10               0        0   354591
KB HOME                        COM              48666K109       15      150 SH       DEFINED 01 03               0        0      150
KEITHLEY INSTRUMENTS   S       COM              487584104      436    31175 SH       DEFINED 01 02               0        0    31175
KELLOGG CO.   S                COM              487836108   154958  3585340 SH       DEFINED 01 02               0     1208  3584132
KELLOGG CO.   S                COM              487836108     2557    59176 SH       DEFINED 01 03               0    59176        0
KELLOG CO                      COM              487836108      510      157 SH       DEFINED 01 03               0        0      157
KELLOG CO                      COM              487836108      108        4 SH       DEFINED 01 03               0        0        4
KELLOG CO                      COM              487836108        4       60 SH       DEFINED 01 03               0        0       60
KELLWOOD   S                   COM              488044108     2735   114518 SH       DEFINED 01 02               0        0   114518
KENDLE INTERNATIONAL   S       COM              48880L107     1343    52106 SH       DEFINED 01 02               0     6500    45606
KENDLE INTERNATIONAL   S       COM              48880L107      270    10524 SH       DEFINED 01 10               0        0    10524
KENNAMETAL INC   S             COM              489170100      269     5270 SH       DEFINED 01 03               0     5270        0
KENNAMETAL INC   S             COM              489170100     1478    28960 SH       DEFINED 01 02 14            0    28960        0
KENNAMETAL INC   S             COM              489170100     4703    92110 SH       DEFINED 01 02               0     9820    82290
KENSEY NASH CORP   S           COM              490057106     2475   112329 SH       DEFINED 01 02               0        0   112329
KERR MCGEE   S                 COM              492386107    34535   380087 SH       DEFINED 01 02               0      580   379507
KERR MCGEE   S                 COM              492386107     6855    75453 SH       DEFINED 01 02 10            0        0    75453
KERR MCGEE   S                 COM              492386107     2254    24803 SH       DEFINED 01 03               0    24803        0
KERR MCGEE   S                 COM              492386107    48359   532364 SH       DEFINED 01 10               0        0   532364
KERR-MCGEE                     COM              492386107        3      268 SH       DEFINED 01 03               0        0      268
KERYX BIOPHARMACEUTICALS   S   COM              492515101      829    56577 SH       DEFINED 01 02               0        0    56577
KERYX BIOPHARMACEUTICALS       COM              492515101        4      200 SH       DEFINED 01 03               0        0      200
KEY ENERGY SERVICES   S        COM              492914106      531    39300 SH       DEFINED 01 02               0        0    39300
KEY GOLD CORP                  COM              49308W105        6    20000 SH       DEFINED 01 03               0        0    20000
KEY TECHNOLOGY INC   S         COM              493143101     2263   176200 SH       DEFINED 01 02               0        0   176200
KEYCORP NEW   S                COM              493267108    13015   395182 SH       DEFINED 01 02               0     1840   393342
KEYCORP NEW   S                COM              493267108     2871    87181 SH       DEFINED 01 03               0    87181        0
KEY BANCSHARES                 COM              493267108        5      200 SH       DEFINED 01 03               0        0      200
KEY BANCSHARES                 COM              493267108        2    29400 SH       DEFINED 01 03               0        0    29400
KEY BANCSHARES                 COM              493267108        1     5200 SH       DEFINED 01 03               0        0     5200
KEYSPAN CORP   S               COM              49337W100     1330    37274 SH       DEFINED 01 03               0    37274        0
KEYSPAN CORP   S               COM              49337W100    11490   321903 SH       DEFINED 01 02               0        0   321903
KEYSPAN CORPORATION            COM              49337W100       10      154 SH       DEFINED 01 03               0        0      154
KFORCE INC   S                 COM              493732101      222    19900 SH       DEFINED 01 02               0        0    19900
KILROY REALTY   S              COM              49427F108     6025    97330 SH       DEFINED 01 02               0        0    97330
KIMBERLY CLARK   S             COM              494368103    12454   208739 SH       DEFINED 01 02               0    10578   198161
KIMBERLY CLARK   S             COM              494368103     5958    99886 SH       DEFINED 01 03               0    99886        0
KIMBERLY CLARK   S             COM              494368103     3695    62000 SH       DEFINED 01 10               0        0    62000
KIMBERLY-CLARK                 COM              494368103        2       56 SH       DEFINED 01 03               0        0       56
KIMBERLY-CLARK                 COM              494368103        2      100 SH       DEFINED 01 03               0        0      100
KIMBERLY-CLARK                 COM              494368103        1    14600 SH       DEFINED 01 03               0        0    14600
KIMCO REALTY CORP   S          COM              49446R109     2990    93230 SH       DEFINED 01 02               0     1230    92000
KIMCO REALTY CORP              COM              49446R109       65      233 SH       DEFINED 01 03               0        0      233
KINDER MORGAN ENERGY   S       COM              494550106     9196   192300 SH       DEFINED 01 02               0        0   192300
KINDER MORGAN ENERGY PARTNERS  COM              494550106       36      200 SH       DEFINED 01 03               0        0      200
KINDER MORGAN ENERGY PARTNERS  COM              494550106        2      400 SH       DEFINED 01 03               0        0      400
KINDER MORGAN ENERGY PARTNERS  COM              494550106        7     1000 SH       DEFINED 01 03               0        0     1000
KINDER MORGAN ENERGY PARTNERS  COM              494550106        7      341 SH       DEFINED 01 03               0        0      341
KINDER MORGAN ENERGY PARTNERS  COM              494550106      118      101 SH       DEFINED 01 03               0        0      101
KINDER MORGAN INC   S          COM              49455P101    23057   250740 SH       DEFINED 01 02               0     5292   245448
KINDER MORGAN INC   S          COM              49455P101     2069    22497 SH       DEFINED 01 03               0    22497        0
KINDER MORGAN INC KANS         COM              49455P101       29      100 SH       DEFINED 01 03               0        0      100
KINDER MORGAN INC KANS         COM              49455P101       17      400 SH       DEFINED 01 03               0        0      400
KINDER MORGAN INC KANS         COM              49455P101       59       88 SH       DEFINED 01 03               0        0       88
KINDER MORGAN INC KANS         COM              49455P101       16     1500 SH       DEFINED 01 03               0        0     1500
KINDER MORGAN MGMT.   S        COM              49455U100        0        2 SH       DEFINED 01 02               0        0        2
KINDER MORGAN MGNT  PIK        COM              49455U100        6      218 SH       DEFINED 01 03               0        0      218
KINDRED HEALTHCARE   S         COM              494580103      126     4900 SH       DEFINED 01 03               0     4900        0
KINDRED HEALTHCARE   S         COM              494580103     2398    93130 SH       DEFINED 01 02               0     9840    83290
KINDRED HEALTHCARE   S         COM              494580103      708    27510 SH       DEFINED 01 02 14            0    27510        0
KINETIC CONCEPTS INC.   S      COM              49460W208     2349    59092 SH       DEFINED 01 03               0    59092        0
KINETIC CONCEPTS INC.   S      COM              49460W208    31611   795019 SH       DEFINED 01 02               0   133986   661033
KING PHARMACEUTICAL   S        COM              495582108     5042   298113 SH       DEFINED 01 02               0     4226   293887
KING PHARMACEUTICAL   S        COM              495582108      875    51699 SH       DEFINED 01 03               0    51699        0
KING PHARMACEUTICALS  INC      COM              495582108        6       90 SH       DEFINED 01 03               0        0       90
KINROSS GOLD CORP              COM              496902404        6      800 SH       DEFINED 01 03               0        0      800
KIRBY CORP   S                 COM              497266106    16765   321342 SH       DEFINED 01 02               0        0   321342
KITE REALTY GROUP TRUST   S    COM              49803T102      422    27300 SH       DEFINED 01 02               0        0    27300
KITE REALTY GROUP TRUST        COM              49803T102      440    38800 SH       DEFINED 01 03               0        0    38800
KITE REALTY GROUP TRUST        COM              49803T102       92     7900 SH       DEFINED 01 03               0        0     7900
KNIGHT CAPITAL GRP INC   S     COM              499005106    13068  1320994 SH       DEFINED 01 02               0    26120  1294874
KNIGHT CAPITAL GRP INC   S     COM              499005106      714    72200 SH       DEFINED 01 02 14            0    72200        0
KNIGHT CAPITAL GRP INC   S     COM              499005106      128    12900 SH       DEFINED 01 03               0    12900        0
KNIGHT CAPITAL GROUP INC       COM              499005106        2      200 SH       DEFINED 01 03               0        0      200
KNIGHT CAPITAL GROUP INC       COM              499005106        0      125 SH       DEFINED 01 03               0        0      125
KNIGHT RIDDER   S              COM              499040103     4268    67420 SH       DEFINED 01 02               0      230    67190
KNIGHT RIDDER   S              COM              499040103      939    14837 SH       DEFINED 01 03               0    14837        0
KNIGHT TRANSPORTATION   S      COM              499064103     2927   141164 SH       DEFINED 01 02               0        0   141164
KNIGHT TRANSPORTATION          COM              499064103      294      750 SH       DEFINED 01 03               0        0      750
KNIGHT TRANSPORTATION          COM              499064103       61       75 SH       DEFINED 01 03               0        0       75
KNOLOGY INC                    COM              499183804      482   128300 SH       DEFINED 01 02               0        0   128300
KNOVA SOFTWARE INC             COM              499234102        8       20 SH       DEFINED 01 03               0        0       20
KOHLS CORP   S                 COM              500255104    24872   511583 SH       DEFINED 01 02               0        0   511583
KOHLS CORP   S                 COM              500255104     3586    73792 SH       DEFINED 01 03               0    73792        0
KOHLS CORP                     COM              500255104      121      200 SH       DEFINED 01 03               0        0      200
KOHLS CORP                     COM              500255104      369      100 SH       DEFINED 01 03               0        0      100
KOHLS CORP                     COM              500255104      806       38 SH       DEFINED 01 03               0        0       38
KOMAG INC   S                  COM              500453204    12071   348251 SH       DEFINED 01 02               0    16080   332171
KOMAG INC   S                  COM              500453204      824    23760 SH       DEFINED 01 02 14            0    23760        0
KOMAG INC   S                  COM              500453204      173     5000 SH       DEFINED 01 03               0     5000        0
KONINKLIJKE AHOLD NV ADR       COM              500467303       75      260 SH       DEFINED 01 03               0        0      260
PHILIPS ELECTRON NYS   FSUSD   COM              500472303       53     1700 SH       DEFINED 01 02               0        0     1700
KONINKLIJKE PHILIPS ELECTRS N  COM              500472303       12       22 SH       DEFINED 01 03               0        0       22
KOOKMIN BANK ADR   FSUSD       COM              50049M109     3594    48104 SH       DEFINED 01 02 10            0        0    48104
KOOKMIN BANK ADR   FSUSD       COM              50049M109      987    13216 SH       DEFINED 01 10               0        0    13216
KOPIN   S                      COM              500600101     1549   289482 SH       DEFINED 01 02               0    52360   237122
KOPIN   S                      COM              500600101      775   145000 SH       DEFINED 01 02 14            0   145000        0
KOPIN   S                      COM              500600101      138    25800 SH       DEFINED 01 03               0    25800        0
KOPIN CORPORATION              COM              500600101        0     1600 SH       DEFINED 01 03               0        0     1600
KEPCO ADR (KEP US$)   FSUSD    COM              500631106      106     5415 SH       DEFINED 01 02 10            0        0     5415
KEPCO ADR (KEP US$)   FSUSD    COM              500631106      105     5415 SH       DEFINED 01 10               0        0     5415
KEPCO ADR (KEP US$)   FSUSD    COM              500631106      377    19350 SH       DEFINED 01 02               0        0    19350
KORN FERRY INTL   S            COM              500643200     2716   145300 SH       DEFINED 01 02               0        0   145300
KPNQWEST B.V.                  COM              500750104       35      250 SH       DEFINED 01 03               0        0      250
KRAFT FOODS INC - A   S        COM              50075N104     9198   326851 SH       DEFINED 01 02               0        0   326851
KRAFT FOODS INC - A   S        COM              50075N104     2310    82079 SH       DEFINED 01 10               0        0    82079
KRAFT FOODS INC                COM              50075N104       60       20 SH       DEFINED 01 03               0        0       20
KRISPY KREME DONUTS   S        COM              501014104      106    18449 SH       DEFINED 01 02               0        0    18449
KRISPY KREME DOUGHNUTS         COM              501014104       10      100 SH       DEFINED 01 03               0        0      100
KRISPY KREME DOUGHNUTS         COM              501014104        5      145 SH       DEFINED 01 03               0        0      145
KRISPY KREME DOUGHNUTS         COM              501014104        1      100 SH       DEFINED 01 03               0        0      100
KRISPY KREME DOUGHNUTS         COM              501014104       40      568 SH       DEFINED 01 03               0        0      568
KRISPY KREME DOUGHNUTS         COM              501014104       24     1000 SH       DEFINED 01 03               0        0     1000
KRISPY KREME DOUGHNUTS         COM              501014104       12       30 SH       DEFINED 01 03               0        0       30
KRISPY KREME DOUGHNUTS         COM              501014104       38      150 SH       DEFINED 01 03               0        0      150
KRISPY KREME DOUGHNUTS         COM              501014104        9      200 SH       DEFINED 01 03               0        0      200
KRISPY KREME DOUGHNUTS         COM              501014104       10       38 SH       DEFINED 01 03               0        0       38
KROGER CO.   S                 COM              501044101    16651   881898 SH       DEFINED 01 02               0     7563   874335
KROGER CO.   S                 COM              501044101     2926   154977 SH       DEFINED 01 03               0   154977        0
KROGER CO                      COM              501044101      201       50 SH       DEFINED 01 03               0        0       50
KROGER CO                      COM              501044101       38    54600 SH       DEFINED 01 03               0        0    54600
KROGER CO                      COM              501044101        6     9100 SH       DEFINED 01 03               0        0     9100
KRONOS INC   S                 COM              501052104    36681   876337 SH       DEFINED 01 02               0   109833   766504
KRONOS INC   S                 COM              501052104     2035    48618 SH       DEFINED 01 03               0    48618        0
KULICKE & SOFFA IND   S        COM              501242101     1004   113519 SH       DEFINED 01 02               0        0   113519
KULICKE & SOFFA IND            COM              501242101        9    12000 SH       DEFINED 01 03               0        0    12000
KYPHON INC.   S                COM              501577100     4833   118388 SH       DEFINED 01 02               0     5148   113240
KYPHON INC PFD SER A           COM              501577100        4      100 SH       DEFINED 01 03               0        0      100
LCA-VISION INC   S             COM              501803308     8033   169069 SH       DEFINED 01 02               0     4720   164349
LCA-VISION INC                 COM              501803308        1        2 SH       DEFINED 01 03               0        0        2
LHC GROUP                      COM              50187A107        8    29400 SH       DEFINED 01 03               0        0    29400
LHC GROUP                      COM              50187A107        4     6000 SH       DEFINED 01 03               0        0     6000
LKQ CORP   S                   COM              501889208      329     9500 SH       DEFINED 01 02               0        0     9500
LSI LOGIC   S                  COM              502161102     2540   317255 SH       DEFINED 01 02               0    62297   254958
LSI LOGIC   S                  COM              502161102      670    83742 SH       DEFINED 01 03               0    83742        0
LSI LOGIC CORP                 COM              502161102       42      462 SH       DEFINED 01 03               0        0      462
LSI LOGIC CORP                 COM              502161102       10      200 SH       DEFINED 01 03               0        0      200
LSI LOGIC CORP                 COM              502161102       44     3000 SH       DEFINED 01 03               0        0     3000
LSI LOGIC CORP                 COM              502161102        1      100 SH       DEFINED 01 03               0        0      100
LSI LOGIC CORP                 COM              502161102        2     2800 SH       DEFINED 01 03               0        0     2800
LSI INDUSTRIES INC   S         COM              50216C108     1323    84510 SH       DEFINED 01 02               0    15720    68790
LSI INDUSTRIES INC   S         COM              50216C108      675    43180 SH       DEFINED 01 02 14            0    43180        0
LSI INDUSTRIES INC   S         COM              50216C108      121     7700 SH       DEFINED 01 03               0     7700        0
LSI INDUSTRIES INC             COM              50216C108        5     6700 SH       DEFINED 01 03               0        0     6700
LSI INDUSTRIES INC             COM              50216C108        3    32225 SH       DEFINED 01 03               0        0    32225
LTC PROPERTIES   S             COM              502175102     1762    83800 SH       DEFINED 01 02               0        0    83800
L-3 COMMUNICATIONS   S         COM              502424104      513     6900 SH       DEFINED 01 02               0        0     6900
L-3 COMMUNICATIONS   S         COM              502424104     1909    25680 SH       DEFINED 01 03               0    25680        0
L-3 COMMUNICATIONS             COM              502424104        2       24 SH       DEFINED 01 03               0        0       24
L-3 COMMUNICATIONS             COM              502424104        3       35 SH       DEFINED 01 03               0        0       35
LA QUINTA CORP   S             COM              50419U202    13885  1246300 SH       DEFINED 01 02               0        0  1246300
LA-Z-BOY INC   S               COM              505336107     2150   158550 SH       DEFINED 01 02               0        0   158550
LABOR READY INC   S            COM              505401208     6878   330293 SH       DEFINED 01 02               0    15860   314433
LAB CORP OF AMERICA   S        COM              50540R409    53079   985891 SH       DEFINED 01 10               0        0   985891
LAB CORP OF AMERICA   S        COM              50540R409     1530    28420 SH       DEFINED 01 03               0    28420        0
LAB CORP OF AMERICA   S        COM              50540R409     3479    64607 SH       DEFINED 01 02 10            0        0    64607
LAB CORP OF AMERICA   S        COM              50540R409      412     7646 SH       DEFINED 01 02               0        0     7646
LABRANCHE & CO   S             COM              505447102     1450   143306 SH       DEFINED 01 02               0        0   143306
LACLEDE GROUP INC   S          COM              505597104     2985   102250 SH       DEFINED 01 02               0    15260    86990
LACLEDE GROUP INC   S          COM              505597104     1240    42390 SH       DEFINED 01 02 14            0    42390        0
LACLEDE GROUP INC   S          COM              505597104    45019  1541235 SH       DEFINED 01 03               0  1541235        0
LADISH COMPANY   S             COM              505754200      431    19300 SH       DEFINED 01 02               0        0    19300
LAFARGE NO AMER INC            COM              505862102       12       47 SH       DEFINED 01 03               0        0       47
LAM RESEARCH CORP   S          COM              512807108     7238   202832 SH       DEFINED 01 02               0   109346    93486
LAM RESEARCH CORP   S          COM              512807108     1390    38958 SH       DEFINED 01 03               0    38958        0
LAMAR ADVERTISING.   S         COM              512815101       16      342 SH       DEFINED 01 03               0      342        0
LAMAR ADVERTISING.   S         COM              512815101    20532   445583 SH       DEFINED 01 10               0        0   445583
LAMAR ADVERTISING.   S         COM              512815101      318     6892 SH       DEFINED 01 02 10            0        0     6892
LAMAR ADVERTISING.   S         COM              512815101      783    16980 SH       DEFINED 01 02               0        0    16980
LAMPERD LESS LETHAL INC        COM              513665109        3      130 SH       DEFINED 01 03               0        0      130
LAMSON & SESSIONS CO   S       COM              513696104      650    25999 SH       DEFINED 01 02               0        0    25999
LANCASTER COLONY COR   S       COM              513847103     3564    96208 SH       DEFINED 01 02               0        0    96208
LANCE INC   S                  COM              514606102     4187   224723 SH       DEFINED 01 02               0        0   224723
LANDEC CORP   S                COM              514766104      543    69778 SH       DEFINED 01 02               0        0    69778
LANDAUER INC                   COM              51476K103        6     6800 SH       DEFINED 01 03               0        0     6800
LANDAUER INC                   COM              51476K103        1     1400 SH       DEFINED 01 03               0        0     1400
LANDAMERICA FINL   S           COM              514936103     9624   154231 SH       DEFINED 01 02               0     7060   147171
LANDAMERICA FINL   S           COM              514936103     1296    20740 SH       DEFINED 01 02 14            0    20740        0
LANDAMERICA FINL   S           COM              514936103      200     3200 SH       DEFINED 01 03               0     3200        0
LANDRY`S RESTAURANTS   S       COM              51508L103      968    36249 SH       DEFINED 01 02               0        0    36249
LANDSTAR SYSTEM INC   S        COM              515098101     7051   168907 SH       DEFINED 01 02               0        0   168907
LARAMIDE RESOURCES LTD         COM              51669T101        1     3500 SH       DEFINED 01 03               0        0     3500
LAS VEGAS SANDS CORP   S       COM              517834107      592    15000 SH       DEFINED 01 02               0        0    15000
LAS VEGAS SANDS CORP           COM              517834107        4    13446 SH       DEFINED 01 03               0        0    13446
LAS VEGAS SANDS CORP           COM              517834107        2     2754 SH       DEFINED 01 03               0        0     2754
LASALLE HOTEL PROPERTIES   S   COM              517942108     4129   112450 SH       DEFINED 01 02               0        0   112450
LASERCARD CORP                 COM              51807U101       45     2981 SH       DEFINED 01 02               0     2981        0
LASERSCOPE   S                 COM              518081104      981    43685 SH       DEFINED 01 02               0        0    43685
ESTEE  LAUDER   S              COM              518439104    10639   317766 SH       DEFINED 01 02               0      179   317587
ESTEE  LAUDER   S              COM              518439104     3357   100400 SH       DEFINED 01 10               0        0   100400
ESTEE LAUDER                   COM              518439104       15      101 SH       DEFINED 01 03               0        0      101
ESTEE LAUDER                   COM              518439104        4       12 SH       DEFINED 01 03               0        0       12
LAW ENFORCEMENT ASSOC CORP     COM              519485106       11      890 SH       DEFINED 01 03               0        0      890
LAWSON PRODUCTS   S            COM              520776105      378    10011 SH       DEFINED 01 02               0        0    10011
LAWSON SOFTWARE   S            COM              520780107     2724   370580 SH       DEFINED 01 02               0    36920   333660
LAWSON SOFTWARE   S            COM              520780107      746   101670 SH       DEFINED 01 02 14            0   101670        0
LAWSON SOFTWARE   S            COM              520780107      134    18200 SH       DEFINED 01 03               0    18200        0
LAYNE CHRISTENSEN CO   S       COM              521050104      462    18167 SH       DEFINED 01 02               0        0    18167
LAZARD KAPLAN INTL             COM              521078105      441      100 SH       DEFINED 01 03               0        0      100
LEAP WIRELESS INTL INC   S     COM              521863308     4309   113750 SH       DEFINED 01 02               0        0   113750
LEAP WIRELESS INTL INC   S     COM              521863308     3705    97795 SH       DEFINED 01 02 10            0        0    97795
LEAP WIRELESS INTL INC   S     COM              521863308   108221  2856964 SH       DEFINED 01 10               0        0  2856964
LEAR CORP   S                  COM              521865105     7944   279145 SH       DEFINED 01 02               0      945   278200
LEAR CORP                      COM              521865105        9     2000 SH       DEFINED 01 03               0        0     2000
LEAR CORP                      COM              521865105       91       10 SH       DEFINED 01 03               0        0       10
LEAR CORP                      COM              521865105       20     9600 SH       DEFINED 01 03               0        0     9600
LEAPFROG ENTERPRISES.   S      COM              52186N106     1051    90128 SH       DEFINED 01 02               0        0    90128
LEAPFROG ENTERPRISES.   S      COM              52186N106      498    42700 SH       DEFINED 01 02 14            0        0    42700
LEAPFROG ENTERPRISES.   S      COM              52186N106       85     7300 SH       DEFINED 01 03               0        0     7300
LECG CORP   S                  COM              523234102      574    33043 SH       DEFINED 01 02               0        0    33043
LECG CORP                      COM              523234102       10      200 SH       DEFINED 01 03               0        0      200
LECTEC CORP                    COM              523251106        2    30400 SH       DEFINED 01 03               0        0    30400
LEE ENTERPRISES INC   S        COM              523768109     1181    32000 SH       DEFINED 01 02               0        0    32000
LEGGETT & PLATT   S            COM              524660107     2148    93558 SH       DEFINED 01 02               0        0    93558
LEGGETT & PLATT   S            COM              524660107      903    39331 SH       DEFINED 01 03               0    39331        0
LEGGETT & PLATT INC            COM              524660107        2       35 SH       DEFINED 01 03               0        0       35
LEGG MASON INC   S             COM              524901105   121193  1012555 SH       DEFINED 01 02               0   161544   851011
LEGG MASON INC   S             COM              524901105     8054    67291 SH       DEFINED 01 03               0    67291        0
LEGG MASON INC   S             COM              524901105    47943   400971 SH       DEFINED 01 10               0        0   400971
LEHMAN BROS HOLDINGS   S       COM              524908100    27810   216977 SH       DEFINED 01 10               0        0   216977
LEHMAN BROS HOLDINGS   S       COM              524908100   171479  1337902 SH       DEFINED 01 02               0     2250  1335652
LEHMAN BROS HOLDINGS   S       COM              524908100     5407    42189 SH       DEFINED 01 02 10            0        0    42189
LEHMAN BROS HOLDINGS   S       COM              524908100    10507    81974 SH       DEFINED 01 03               0    81974        0
LEHMAN BROTHERS HOLDINGS INC   COM              524908100        5     9600 SH       DEFINED 01 03               0        0     9600
LEHMAN BROTHERS HOLDINGS INC   COM              524908100        2     1500 SH       DEFINED 01 03               0        0     1500
LENNAR CORP   S                COM              526057104     1792    29365 SH       DEFINED 01 03               0    29365        0
LENNAR CORP   S                COM              526057104     8619   141224 SH       DEFINED 01 02               0    12138   129086
LENNAR CORP                    COM              526057104        4      100 SH       DEFINED 01 03               0        0      100
LENNOX INTL   S                COM              526107107    10443   370353 SH       DEFINED 01 02               0    23370   346983
LENNOX INTL   S                COM              526107107      945    33490 SH       DEFINED 01 02 14            0    33490        0
LENNOX INTL   S                COM              526107107      172     6100 SH       DEFINED 01 03               0     6100        0
LENOVO GROUP LTD ADR           COM              526250105        6     1036 SH       DEFINED 01 03               0        0     1036
LENOX GROUP INC   S            COM              526262100     1346   101760 SH       DEFINED 01 02               0    27530    74230
LENOX GROUP INC   S            COM              526262100     1008    76060 SH       DEFINED 01 02 14            0    76060        0
LENOX GROUP INC   S            COM              526262100      179    13500 SH       DEFINED 01 03               0    13500        0
LEUCADIA NATL CORP   S         COM              527288104        0        1 SH       DEFINED 01 02               0        0        1
LEUCADIA NATLCORP              COM              527288104       32      350 SH       DEFINED 01 03               0        0      350
LEUCADIA NATLCORP              COM              527288104       13      608 SH       DEFINED 01 03               0        0      608
LEVEL 3 COMM   S               COM              52729N100      199    69400 SH       DEFINED 01 03               0    69400        0
LEVEL 3 COMM   S               COM              52729N100     2832   987030 SH       DEFINED 01 02               0   143140   843890
LEVEL 3 COMM   S               COM              52729N100     1138   396190 SH       DEFINED 01 02 14            0   396190        0
LEVEL 3 COMMUNICATIONS         COM              52729N100       55   474812 SH       DEFINED 01 03               0        0   474812
LEVEL 3 COMMUNICATIONS         COM              52729N100        8      250 SH       DEFINED 01 03               0        0      250
LEVEL 3 COMMUNICATIONS         COM              52729N100      269       50 SH       DEFINED 01 03               0        0       50
LEVEL 3 COMM INC         6%  9 NOTE             52729NAG5        8    50000 SH       DEFINED 01 03               0        0    50000
LEVITT CORP FLA                COM              52742P108       17      500 SH       DEFINED 01 03               0        0      500
LEXICO RESOURCES INTL          COM              528869100        9    12000 SH       DEFINED 01 03               0        0    12000
LEXAR MEDIA INC.   S           COM              52886P104     2881   350930 SH       DEFINED 01 02               0    29830   321100
LEXAR MEDIA INC                COM              52886P104        0      150 SH       DEFINED 01 03               0        0      150
LEXAR MEDIA INC                COM              52886P104        0     2160 SH       DEFINED 01 03               0        0     2160
LEXAR MEDIA INC                COM              52886P104        0     1500 SH       DEFINED 01 03               0        0     1500
LEXICON GENETICS INC   S       COM              528872104     1901   520910 SH       DEFINED 01 02               0    42110   478800
LEXINGTON CORP PPTYS TR   S    COM              529043101     4255   199747 SH       DEFINED 01 02               0        0   199747
LEXMARK INTL INC   S           COM              529771107    10415   232325 SH       DEFINED 01 02               0        0   232325
LEXMARK INTL INC   S           COM              529771107     1112    24806 SH       DEFINED 01 03               0    24806        0
LIBBEY   S                     COM              529898108      311    30473 SH       DEFINED 01 02               0        0    30473
LIBERTY CORP S C               COM              530370105       17      112 SH       DEFINED 01 03               0        0      112
LIBERTY GLOBAL INC - A   S     COM              530555101   129782  5768102 SH       DEFINED 01 02               0        0  5768102
LIBERTY GLOBAL INC - A   S     COM              530555101      392    17446 SH       DEFINED 01 03               0        0    17446
LIBERTY GLOBAL A INC           COM              530555101       11       12 SH       DEFINED 01 03               0        0       12
LIBERTY GLOBAL A INC           COM              530555101        4        4 SH       DEFINED 01 03               0        0        4
LIBERTY GLOBAL A INC           COM              530555101        2       15 SH       DEFINED 01 03               0        0       15
LIBERTY GLOBAL A INC           COM              530555101       20    18981 SH       DEFINED 01 03               0        0    18981
LIBERTY GLOBAL INC-SERIES C    COM              530555309    61776  2914006 SH       DEFINED 01 02               0        0  2914006
LIBERTY GLOBAL INC-SERIES C    COM              530555309      153     7219 SH       DEFINED 01 03               0        0     7219
LIBERTY GLOBAL C INC           COM              530555309        2       15 SH       DEFINED 01 03               0        0       15
LIBERTY GLOBAL C INC           COM              530555309       17    18981 SH       DEFINED 01 03               0        0    18981
LIBERTY GLOBAL C INC           COM              530555309      185       12 SH       DEFINED 01 03               0        0       12
LIBERTY GLOBAL C INC           COM              530555309       41        4 SH       DEFINED 01 03               0        0        4
LIBERTY MEDIA 03.250% 03/15/20 CONV BND         530715AR2      452   600000 PRN      DEFINED 01 02               0        0   600000
LIBERTY MEDIA   S              COM              530718105    73987  9401070 SH       DEFINED 01 02               0    12540  9388530
LIBERTY MEDIA CORP SER A       COM              530718105       18      100 SH       DEFINED 01 03               0        0      100
LIBERTY MEDIA CORP SER A       COM              530718105       22      300 SH       DEFINED 01 03               0        0      300
LIBERTY MEDIA CORP SER A       COM              530718105        0     1655 SH       DEFINED 01 03               0        0     1655
LIBERTY MEDIA CORPORATION 00.7 CONV BND         530718AF2      535   500000 PRN      DEFINED 01 02               0        0   500000
LIBERTY PROPERTY TRU.   S      COM              531172104     2030    47364 SH       DEFINED 01 02               0        0    47364
LIBERTY PROPERT TRUST          COM              531172104        6      200 SH       DEFINED 01 03               0        0      200
LIFECELL CORP   S              COM              531927101      285    14951 SH       DEFINED 01 02               0        0    14951
LIFECELL CORP                  COM              531927101        4       65 SH       DEFINED 01 03               0        0       65
LIFE SCIENCES RESEARCH INC     COM              532169109      188    28734 SH       DEFINED 01 03               0        0    28734
LIFE SCIENCES RESEARCH INC     COM              532169109       36     5766 SH       DEFINED 01 03               0        0     5766
LIFE TIME FITNESS INC          COM              53217R207     1697    44569 SH       DEFINED 01 10               0        0    44569
LIFE TIME FITNESS INC          COM              53217R207      946      200 SH       DEFINED 01 03               0        0      200
LIFEPOINT HOSPITALS INC        COM              53219L109      259     6903 SH       DEFINED 01 10               0        0     6903
LIFETIME BRANDS INC   S        COM              53222Q103      397    19226 SH       DEFINED 01 02               0        0    19226
LIGHTNING ROD SOFTWARE INC     COM              532244100      335     5500 SH       DEFINED 01 03               0        0     5500
ELI LILLY   S                  COM              532457108    45432   802726 SH       DEFINED 01 02               0        0   802726
ELI LILLY   S                  COM              532457108    13754   243046 SH       DEFINED 01 03               0   243046        0
ELI LILLY   S                  COM              532457108     1601    28300 SH       DEFINED 01 10               0        0    28300
ELI LILLY                      COM              532457108        4     2800 SH       DEFINED 01 03               0        0     2800
ELI LILLY                      COM              532457108      193       12 SH       DEFINED 01 03               0        0       12
ELI LILLY                      COM              532457108       69    13900 SH       DEFINED 01 03               0        0    13900
LIMITED BRANDS INC   S         COM              532716107      748    33420 SH       DEFINED 01 02               0        0    33420
LIMITED BRANDS INC   S         COM              532716107    89788  4017362 SH       DEFINED 01 03               0  4017362        0
LIMITED BRANDS INC             COM              532716107      465    38000 SH       DEFINED 01 03               0        0    38000
LIMITED BRANDS INC             COM              532716107       98     5800 SH       DEFINED 01 03               0        0     5800
LIMITED BRANDS INC             COM              532716107        4     3000 SH       DEFINED 01 03               0        0     3000
LIMITED BRANDS INC             COM              532716107        5      903 SH       DEFINED 01 03               0        0      903
LIMITED BRANDS INC             COM              532716107        3      243 SH       DEFINED 01 03               0        0      243
LIN TV CORP   S                COM              532774106     2547   228600 SH       DEFINED 01 02               0        0   228600
LINCARE HOLDINGS INC   S       COM              532791100     2243    53533 SH       DEFINED 01 03               0    53533        0
LINCARE HOLDINGS INC   S       COM              532791100    54798  1307548 SH       DEFINED 01 02               0    84570  1222978
LINCOLN ELECTRIC HLD   S       COM              533900106      218     5500 SH       DEFINED 01 03               0     5500        0
LINCOLN ELECTRIC HLD   S       COM              533900106     5297   133519 SH       DEFINED 01 02               0    10930   122589
LINCOLN ELECTRIC HLD   S       COM              533900106     1194    30120 SH       DEFINED 01 02 14            0    30120        0
LINCOLN ELECTRIC HOLDINGS INC  COM              533900106      268       30 SH       DEFINED 01 03               0        0       30
LINCOLN ELECTRIC HOLDINGS INC  COM              533900106       51      100 SH       DEFINED 01 03               0        0      100
LINCOLN NAT   S                COM              534187109    61070  1151587 SH       DEFINED 01 02               0     3295  1148292
LINCOLN NAT   S                COM              534187109     2689    50705 SH       DEFINED 01 03               0    50705        0
LINCOLN NATL CORP              COM              534187109        2      100 SH       DEFINED 01 03               0        0      100
LINCOLN NATL CORP              COM              534187109      697      200 SH       DEFINED 01 03               0        0      200
LINCOLN NATL CORP              COM              534187109      143      225 SH       DEFINED 01 03               0        0      225
LINDSAY MANUFACTURIN   S       COM              535555106      483    25121 SH       DEFINED 01 02               0        0    25121
LINEAR TECHNOLOGY   S          COM              535678106    50922  1411539 SH       DEFINED 01 02               0        0  1411539
LINEAR TECHNOLOGY   S          COM              535678106     2465    68342 SH       DEFINED 01 03               0    68342        0
LINEAR TECHNOLOGY   S          COM              535678106      177     4906 SH       DEFINED 01 10               0        0     4906
LINEN & THINGS   S             COM              535679104     3533   132818 SH       DEFINED 01 02               0        0   132818
LINEN & THINGS                 COM              535679104      371       10 SH       DEFINED 01 03               0        0       10
LINK ENERGY LLC   S            COM              535763106       61  2395700 SH       DEFINED 01 02               0        0  2395700
LINUX GOLD CORP                COM              53612Q101       78    12000 SH       DEFINED 01 03               0        0    12000
LIONBRIDGE TECHNOLOGIES INC.   COM              536252109     2980   424532 SH       DEFINED 01 02               0        0   424532
LITHIA MOTORS INC CL A   S     COM              536797103     2600    82661 SH       DEFINED 01 02               0    11380    71281
LITHIA MOTORS INC CL A   S     COM              536797103      182     5800 SH       DEFINED 01 03               0     5800        0
LITHIA MOTORS INC CL A   S     COM              536797103      995    31660 SH       DEFINED 01 02 14            0    31660        0
LITTELFUSE INC   S             COM              537008104    10111   371075 SH       DEFINED 01 02               0        0   371075
LIVEPERSON INC   S             COM              538146101      456    81300 SH       DEFINED 01 02               0        0    81300
LIZ CLAIBORNE   S              COM              539320101    11925   332867 SH       DEFINED 01 02               0      745   332122
LIZ CLAIBORNE   S              COM              539320101      817    22804 SH       DEFINED 01 03               0    22804        0
LIZ CLAIBORNE                  COM              539320101        1       50 SH       DEFINED 01 03               0        0       50
LLOYDS TSB GROUP ADR   FSUSD   COM              539439109     7818   231300 SH       DEFINED 01 02               0        0   231300
LLOYDS TSB GROUP PLC-LEVEL I   COM              539439109        2     2100 SH       DEFINED 01 03               0        0     2100
LOJACK CORPORATION   S         COM              539451104     4422   183198 SH       DEFINED 01 02               0     7920   175278
LOCATEPLUS HOLDINGS WT       1 COM              539570119        2     4000 SH       DEFINED 01 03               0        0     4000
LOCATEPLUS HOLDINGS CORP       COM              539570408      989      180 SH       DEFINED 01 03               0        0      180
LOCKHEED MARTIN CORP   S       COM              539830109   143316  2252325 SH       DEFINED 01 02               0     5749  2246576
LOCKHEED MARTIN CORP   S       COM              539830109     5023    78941 SH       DEFINED 01 03               0    78941        0
LOCKHEED MARTIN CORP   S       COM              539830109     2391    37600 SH       DEFINED 01 10               0        0    37600
LOCKHEED MARTIN CORPORATION 04 CONV BND         539830AP4      640   600000 PRN      DEFINED 01 02               0        0   600000
LODGENET ENT   S               COM              540211109     1142    81900 SH       DEFINED 01 02               0        0    81900
LODGIAN INC   S                COM              54021P403     7572   705648 SH       DEFINED 01 02               0        0   705648
LOEWS CORP   S                 COM              540424108   171565  1808782 SH       DEFINED 01 02               0     1842  1806940
LOEWS CORP   S                 COM              540424108     7021    74026 SH       DEFINED 01 03               0    74026        0
LOEWS CORP                     COM              540424108      110     4800 SH       DEFINED 01 03               0        0     4800
LOEWS CORP                     COM              540424108      202     1000 SH       DEFINED 01 03               0        0     1000
LOEWS CORP - CAROLINA GROUP    COM              540424207     9899   225021 SH       DEFINED 01 02               0        0   225021
LOGITECH INTERNATIONAL ADR     COM              541419107       21      280 SH       DEFINED 01 03               0        0      280
LOGITECH INTERNATIONAL ADR     COM              541419107      364       38 SH       DEFINED 01 03               0        0       38
LOGITECH INTERNATIONAL ADR     COM              541419107       75     1000 SH       DEFINED 01 03               0        0     1000
LONE STAR STEAK HS   S         COM              542307103     1078    45405 SH       DEFINED 01 02               0        0    45405
LONE STAR TECHNOLOG   S        COM              542312103     5097    98647 SH       DEFINED 01 02               0     5880    92767
LONE STAR TECH INC             COM              542312103        0      100 SH       DEFINED 01 03               0        0      100
LONGS DRUG STORES   S          COM              543162101     5033   138288 SH       DEFINED 01 02               0       60   138228
LOOKSMART LTD                  COM              543442503        4      400 SH       DEFINED 01 03               0        0      400
LOUDEYE CORPORATION   S        COM              545754103     1582  4126043 SH       DEFINED 01 02               0        0  4126043
LOUDEYE CORP                   COM              545754103        3    21700 SH       DEFINED 01 03               0        0    21700
LOUDEYE CORP                   COM              545754103        0      350 SH       DEFINED 01 03               0        0      350
LOUISIANA PAC.   S             COM              546347105     4978   181277 SH       DEFINED 01 02               0      920   180357
LOUISIANA PAC.   S             COM              546347105      621    22616 SH       DEFINED 01 03               0    22616        0
LOUSVILLE G & E 05.875% 07/15/ PRF              546676800     1021    10200 SH       DEFINED 01 04               0        0    10200
LOWES COMPANIES   S            COM              548661107    36734   551061 SH       DEFINED 01 02               0     2961   548100
LOWES COMPANIES   S            COM              548661107    11144   167173 SH       DEFINED 01 03               0   167173        0
LOWES COMPANIES                COM              548661107      241      220 SH       DEFINED 01 03               0        0      220
LOWES COMPANIES                COM              548661107      408      400 SH       DEFINED 01 03               0        0      400
LOWES COMPANIES                COM              548661107       86      100 SH       DEFINED 01 03               0        0      100
LOWES COMPANIES                COM              548661107        1      110 SH       DEFINED 01 03               0        0      110
LOWES COMPANIES                COM              548661107     1454       15 SH       DEFINED 01 03               0        0       15
LOWES COMPANIES                COM              548661107        0      500 SH       DEFINED 01 03               0        0      500
LOWES COMPANIES                COM              548661107       57      200 SH       DEFINED 01 03               0        0      200
LOWRANCE ELCETRONICS           COM              548900109       13       50 SH       DEFINED 01 03               0        0       50
LUBRIZOL CORP   S              COM              549271104     5262   121151 SH       DEFINED 01 02               0        0   121151
LUBRIZOL CORP NEW              COM              549271104      428     4500 SH       DEFINED 01 03               0        0     4500
LUBRIZOL CORP NEW              COM              549271104      192     2600 SH       DEFINED 01 03               0        0     2600
LUBRIZOL CORP NEW              COM              549271104        0    12700 SH       DEFINED 01 03               0        0    12700
LUBRIZOL CORP NEW              COM              549271104       88      900 SH       DEFINED 01 03               0        0      900
LUBYS INC   S                  COM              549282101      857    64461 SH       DEFINED 01 02               0    17750    46711
LUBYS INC   S                  COM              549282101      654    49230 SH       DEFINED 01 02 14            0    49230        0
LUBYS INC   S                  COM              549282101      117     8800 SH       DEFINED 01 03               0     8800        0
LUBYS CAFETERIAS               COM              549282101       41      100 SH       DEFINED 01 03               0        0      100
LUCENT TECHNOLOGIES   S        COM              549463107     2033   764521 SH       DEFINED 01 02               0     9210   755311
LUCENT TECHNOLOGIES   S        COM              549463107     2689  1010696 SH       DEFINED 01 03               0  1010696        0
LUCENT TECH                    COM              549463107        3     2462 SH       DEFINED 01 03               0        0     2462
LUCENT TECH                    COM              549463107        1     2625 SH       DEFINED 01 03               0        0     2625
LUCENT TECH                    COM              549463107       83     1205 SH       DEFINED 01 03               0        0     1205
LUCENT TECH                    COM              549463107       38      400 SH       DEFINED 01 03               0        0      400
LUCENT TECH                    COM              549463107      193     3038 SH       DEFINED 01 03               0        0     3038
LUCENT TECH                    COM              549463107        1     2500 SH       DEFINED 01 03               0        0     2500
LUCENT TECH                    COM              549463107        6     1860 SH       DEFINED 01 03               0        0     1860
LUCENT TECH                    COM              549463107        7      200 SH       DEFINED 01 03               0        0      200
LUCENT TECH                    COM              549463107       24      100 SH       DEFINED 01 03               0        0      100
LUCENT TECH                    COM              549463107        3      300 SH       DEFINED 01 03               0        0      300
LUCENT TECH                    COM              549463107        2     3706 SH       DEFINED 01 03               0        0     3706
LUCENT TECH                    COM              549463107        4     1750 SH       DEFINED 01 03               0        0     1750
LUCENT TECH                    COM              549463107        6     4375 SH       DEFINED 01 03               0        0     4375
LUCENT TECHNOLOGIES         12 COM              549463131        5       55 SH       DEFINED 01 03               0        0       55
LUFKIN INDUSTRIES IN.   S      COM              549764108     1946    39026 SH       DEFINED 01 02               0        0    39026
LUMINENT MORTGAGE CAPITAL IN   COM              550278303      563    75000 SH       DEFINED 01 02               0        0    75000
LUMINEX CORP   S               COM              55027E102      928    79863 SH       DEFINED 01 02               0        0    79863
LYDALL INC   S                 COM              550819106     1414   173524 SH       DEFINED 01 02               0        0   173524
WILLIAM LYON HOMES   S         COM              552074106      772     7660 SH       DEFINED 01 02 14            0     7660        0
WILLIAM LYON HOMES   S         COM              552074106      131     1300 SH       DEFINED 01 03               0     1300        0
WILLIAM LYON HOMES   S         COM              552074106     1211    12015 SH       DEFINED 01 02               0     2720     9295
LYONDELL CHEMICAL CO   S       COM              552078107    27190  1141520 SH       DEFINED 01 02               0     2529  1138991
LYONDELL CHEMICAL CO           COM              552078107       29      100 SH       DEFINED 01 03               0        0      100
M&F WORLDWIDE CORP   S         COM              552541104      167    10249 SH       DEFINED 01 02               0        0    10249
M&T BK CORP   S                COM              55261F104     2118    19415 SH       DEFINED 01 02               0      330    19085
M&T BK CORP   S                COM              55261F104     1860    17060 SH       DEFINED 01 03               0    17060        0
M & T BANK CORP                COM              55261F104       10      400 SH       DEFINED 01 03               0        0      400
MAF BANCORP   S                COM              55261R108     2488    60119 SH       DEFINED 01 02               0        0    60119
MBIA INC   S                   COM              55262C100     6036   100296 SH       DEFINED 01 02               0     8851    91445
MBIA INC   S                   COM              55262C100     1724    28659 SH       DEFINED 01 03               0    28659        0
MBIA INC                       COM              55262C100       12      225 SH       DEFINED 01 03               0        0      225
MBIA INC                       COM              55262C100        4    11000 SH       DEFINED 01 03               0        0    11000
MBIA INC                       COM              55262C100        4     2200 SH       DEFINED 01 03               0        0     2200
MBNA   S                       COM              55262L100    84676  3117668 SH       DEFINED 01 02               0    36608  3081060
MBNA   S                       COM              55262L100     7288   268338 SH       DEFINED 01 03               0   268338        0
MDC HOLDINGS INC   S           COM              552676108     4706    75916 SH       DEFINED 01 02               0     4931    70985
MDU RESOURCES GROUP   S        COM              552690109       44     1350 SH       DEFINED 01 02               0     1350        0
MDU RESOURCES GROUP            COM              552690109       11       34 SH       DEFINED 01 03               0        0       34
MCI INC   S                    COM              552691107   111044  5628171 SH       DEFINED 01 02               0     6924  5621247
MCI INC   S                    COM              552691107      169     8550 SH       DEFINED 01 03               0     8550        0
MEMC ELECTRONIC MAT.   S       COM              552715104    67374  3038941 SH       DEFINED 01 02               0    33905  3005036
MEMC ELECTRONIC MAT.   S       COM              552715104      123     5554 SH       DEFINED 01 03               0     5554        0
MFA MORTGAGE INVESTMENTS INC.  COM              55272X102     2193   384728 SH       DEFINED 01 02               0        0   384728
MFIC CORP                      COM              55273R104        5     1000 SH       DEFINED 01 03               0        0     1000
MGE ENERGY INC.   S            COM              55277P104      281     8307 SH       DEFINED 01 02               0        0     8307
MGE ENERGY INC                 COM              55277P104        3      321 SH       DEFINED 01 03               0        0      321
MGIC INVESTMENT CORP   S       COM              552848103     5558    84424 SH       DEFINED 01 02               0     2029    82395
MGIC INVESTMENT CORP   S       COM              552848103     1277    19397 SH       DEFINED 01 03               0    19397        0
MGIC INVESTMENT                COM              552848103        9    11800 SH       DEFINED 01 03               0        0    11800
MGIC INVESTMENT                COM              552848103        0     1200 SH       DEFINED 01 03               0        0     1200
MGI PHARM   S                  COM              552880106     9895   576578 SH       DEFINED 01 02               0   229489   347089
MGI PHARM   S                  COM              552880106     1328    77414 SH       DEFINED 01 03               0    77414        0
MGI PHARM   S                  COM              552880106     1083    63161 SH       DEFINED 01 10               0        0    63161
M G I PHARMA                   COM              552880106       37      200 SH       DEFINED 01 03               0        0      200
MGM MIRAGE   S                 COM              552953101     3943   107554 SH       DEFINED 01 02               0     8054    99500
MI DEVELOPMENTS INC CL-A   FSU COM              55304X104    14577   424000 SH       DEFINED 01 02               0        0   424000
M/I HOMES INC   S              COM              55305B101     1594    39273 SH       DEFINED 01 02               0        0    39273
MKS INSTRUMENT INC   S         COM              55306N104      138     7700 SH       DEFINED 01 03               0     7700        0
MKS INSTRUMENT INC   S         COM              55306N104     2622   146580 SH       DEFINED 01 02               0    15270   131310
MKS INSTRUMENT INC   S         COM              55306N104      753    42050 SH       DEFINED 01 02 14            0    42050        0
MIV THERAPEUTICS               COM              55306V106        4     3750 SH       DEFINED 01 03               0        0     3750
MIVA INC   S                   COM              55311R108      301    60720 SH       DEFINED 01 02               0        0    60720
MPS GROUP INC   S              COM              553409103     8287   606180 SH       DEFINED 01 02               0    59340   546840
MPS GROUP INC   S              COM              553409103     1398   102410 SH       DEFINED 01 02 14            0   102410        0
MPS GROUP INC   S              COM              553409103      243    17800 SH       DEFINED 01 03               0    17800        0
MRO SOFTWARE INC   S           COM              55347W105      660    47040 SH       DEFINED 01 02               0        0    47040
MTS SYSTEMS CORP   S           COM              553777103     2834    81850 SH       DEFINED 01 02               0        0    81850
MTC TECHNOLOGIES INC   S       COM              55377A106     3104   113381 SH       DEFINED 01 02               0        0   113381
MVC CAPITAL                    COM              553829102        1      900 SH       DEFINED 01 03               0        0      900
MACATAWA BANK CORP   S         COM              554225102      374    10304 SH       DEFINED 01 02               0     8120     2184
MACDERMID INC   S              COM              554273102     2083    74672 SH       DEFINED 01 02               0        0    74672
MACE SECURITY INTERNATIONAL    COM              554335208        2      500 SH       DEFINED 01 03               0        0      500
MACERICH CO   S                COM              554382101     2820    42000 SH       DEFINED 01 02               0        0    42000
MACK-CALI REALTY   S           COM              554489104       22      510 SH       DEFINED 01 02               0      510        0
MAD CATZ INTERACTV             COM              556162105        6      500 SH       DEFINED 01 03               0        0      500
STEVEN MADDEN LTD.   S         COM              556269108     2147    73462 SH       DEFINED 01 02               0    21070    52392
STEVEN MADDEN LTD.   S         COM              556269108     1715    58640 SH       DEFINED 01 02 14            0    58640        0
STEVEN MADDEN LTD.   S         COM              556269108      298    10200 SH       DEFINED 01 03               0    10200        0
MAGELLAN HEALTH SERVICES INC   COM              559079207    34684  1102866 SH       DEFINED 01 02               0        0  1102866
MAGELLAN HEALTH SERVICES INC   COM              559079207     1307    41540 SH       DEFINED 01 02 14            0        0    41540
MAGELLAN HEALTH SERVICES INC   COM              559079207      289     9170 SH       DEFINED 01 03               0        0     9170
MAGNA ENTERTAINMENT   S        COM              559211107      428    60000 SH       DEFINED 01 02               0        0    60000
MAGNA INTL 'A'                 COM              559222401        0     5150 SH       DEFINED 01 03               0        0     5150
MAGNA INTL 'A'                 COM              559222401        2     1050 SH       DEFINED 01 03               0        0     1050
MAGNETEK INC   S               COM              559424106      206    63426 SH       DEFINED 01 02               0        0    63426
MAGUIRE PROPERTIES INC   S     COM              559775101     2151    69600 SH       DEFINED 01 02               0        0    69600
MAHANAGAR TEL NIGAM LTD        COM              559778402        2      600 SH       DEFINED 01 03               0        0      600
MAIDENFORM BRANDS INC   S      COM              560305104       94     7400 SH       DEFINED 01 02               0        0     7400
MAIN STREET RESTAURANT GROUP   COM              560345308       53    12200 SH       DEFINED 01 02               0        0    12200
MAIN STREET BANKS INC   S      COM              56034R102     1855    68115 SH       DEFINED 01 02               0        0    68115
MANHATTAN ASSOCIATES INC   S   COM              562750109     1236    60352 SH       DEFINED 01 02               0        0    60352
MANHATTAN PHARMACEUTICALS      COM              563118207        4      200 SH       DEFINED 01 03               0        0      200
MANHATTAN PHARMACEUTICALS      COM              563118207        1     3300 SH       DEFINED 01 03               0        0     3300
MANITOWOC CO.   S              COM              563571108    12297   244859 SH       DEFINED 01 02               0     4970   239889
MANITOWOC INC                  COM              563571108        1       25 SH       DEFINED 01 03               0        0       25
MANNATECH INC                  COM              563771104        7      500 SH       DEFINED 01 03               0        0      500
MANOR CARE INC   S             COM              564055101     2423    60945 SH       DEFINED 01 02               0        0    60945
MANOR CARE INC   S             COM              564055101      673    16914 SH       DEFINED 01 03               0    16914        0
MANOR CARE INC 02.125% 08/01/2 CONV BND         564055AL5      515   500000 PRN      DEFINED 01 02               0        0   500000
MANPOWER INC-WIS   S           COM              56418H100     2793    60071 SH       DEFINED 01 02               0        0    60071
MANTECH INTL CORP-A.   S       COM              564563104     1881    67535 SH       DEFINED 01 02               0        0    67535
MANUGISTICS GROUP INC          COM              565011103      199     1500 SH       DEFINED 01 03               0        0     1500
MAP INFO   S                   COM              565105103      568    45071 SH       DEFINED 01 02               0        0    45071
MARATHON OIL CORP   S          COM              565849106   152369  2499136 SH       DEFINED 01 02               0    14906  2484230
MARATHON OIL CORP   S          COM              565849106     4940    81020 SH       DEFINED 01 02 10            0        0    81020
MARATHON OIL CORP   S          COM              565849106     4883    80091 SH       DEFINED 01 03               0    80091        0
MARATHON OIL CORP   S          COM              565849106     8877   145628 SH       DEFINED 01 10               0        0   145628
MARATHON OIL CORP              COM              565849106       50       50 SH       DEFINED 01 03               0        0       50
MARATHON OIL CORP              COM              565849106        0      300 SH       DEFINED 01 03               0        0      300
MARATHON OIL CORP              COM              565849106        6    24400 SH       DEFINED 01 03               0        0    24400
MARATHON OIL CORP              COM              565849106        2     3100 SH       DEFINED 01 03               0        0     3100
MARCHEX INC                    COM              56624R108        0      160 SH       DEFINED 01 03               0        0      160
MARCHEX INC                    COM              56624R108        0      100 SH       DEFINED 01 03               0        0      100
MARCUS CORP   S                COM              566330106     1105    47037 SH       DEFINED 01 02               0        0    47037
MARINEMAX INC   S              COM              567908108     1080    34220 SH       DEFINED 01 02               0        0    34220
MARINE PRODUCTS CORP           COM              568427108        1      152 SH       DEFINED 01 03               0        0      152
MARKEL CORP   S                COM              570535104      793     2500 SH       DEFINED 01 02               0        0     2500
MARKWEST HYDROCARBON           COM              570762104      410    17103 SH       DEFINED 01 03               0        0    17103
MARKWEST HYDROCARBON           COM              570762104       84     3500 SH       DEFINED 01 03               0        0     3500
MARSH MCLENNAN CO   S          COM              571748102   122078  3843789 SH       DEFINED 01 02               0    18813  3824976
MARSH MCLENNAN CO   S          COM              571748102     5252   165352 SH       DEFINED 01 03               0   165352        0
MARSH MCLENNAN CO   S          COM              571748102     1981    62400 SH       DEFINED 01 10               0        0    62400
MARSH & MCLENNAN COS           COM              571748102        6    15604 SH       DEFINED 01 03               0        0    15604
MARSH & MCLENNAN COS           COM              571748102        5    12000 SH       DEFINED 01 03               0        0    12000
MARSH & MCLENNAN COS           COM              571748102        3     2400 SH       DEFINED 01 03               0        0     2400
MARSH & MCLENNAN COS           COM              571748102        5       50 SH       DEFINED 01 03               0        0       50
MARSH & MCLENNAN COS           COM              571748102        6     3196 SH       DEFINED 01 03               0        0     3196
MARSHALL & ILSLEY   S          COM              571834100     3029    70361 SH       DEFINED 01 02               0      390    69971
MARSHALL & ILSLEY   S          COM              571834100     1925    44720 SH       DEFINED 01 03               0    44720        0
MARSHALL & ISLEY CORP          COM              571834100       26     2700 SH       DEFINED 01 03               0        0     2700
MARSHALL & ISLEY CORP          COM              571834100        2      600 SH       DEFINED 01 03               0        0      600
MARRIOTT INTL CL A   S         COM              571903202    27960   417494 SH       DEFINED 01 02               0        0   417494
MARRIOTT INTL CL A   S         COM              571903202     2357    35196 SH       DEFINED 01 03               0    35196        0
MARRIOTT INTERNATIONAL INC CLA COM              571903202        5      200 SH       DEFINED 01 03               0        0      200
MARTEK BIOSCIENCES CORP        COM              572901106        0      350 SH       DEFINED 01 03               0        0      350
MARTHA STEWART LIVIN.   S      COM              573083102      134     7691 SH       DEFINED 01 02               0        0     7691
MARTHA STEWART LIVING          COM              573083102      553      445 SH       DEFINED 01 03               0        0      445
MARTHA STEWART LIVING          COM              573083102      112      300 SH       DEFINED 01 03               0        0      300
MARTHA STEWART LIVING          COM              573083102        1       50 SH       DEFINED 01 03               0        0       50
MARTIN MARIETTA MATE   S       COM              573284106     2811    36637 SH       DEFINED 01 03               0    36637        0
MARTIN MARIETTA MATE   S       COM              573284106    79718  1039067 SH       DEFINED 01 02               0    64751   974316
MARTIN MARIETTA MATERIALS      COM              573284106        5     4600 SH       DEFINED 01 03               0        0     4600
MARTIN MARIETTA MATERIALS      COM              573284106       52      900 SH       DEFINED 01 03               0        0      900
MARVEL ENTERTAINMENT INC       COM              57383T103       77      400 SH       DEFINED 01 03               0        0      400
MARVEL ENTERTAINMENT INC       COM              57383T103      376      175 SH       DEFINED 01 03               0        0      175
MASCO CORP   S                 COM              574599106     5521   183000 SH       DEFINED 01 10               0        0   183000
MASCO CORP   S                 COM              574599106    28340   938744 SH       DEFINED 01 02               0     1135   937609
MASCO CORP   S                 COM              574599106     2735    90605 SH       DEFINED 01 03               0    90605        0
MASCO CORP                     COM              574599106        8     1000 SH       DEFINED 01 03               0        0     1000
MASCO CORP                     COM              574599106       13      101 SH       DEFINED 01 03               0        0      101
MASCO CORP                     COM              574599106        7     5100 SH       DEFINED 01 03               0        0     5100
MASCO CORPORATION 00.000% 07/2 CONV BND         574599BB1      546  1200000 PRN      DEFINED 01 02               0        0  1200000
MASSBANK CORP                  COM              576152102        1    12155 SH       DEFINED 01 03               0        0    12155
MASSBANK CORP                  COM              576152102        3     2500 SH       DEFINED 01 03               0        0     2500
MASSEY ENERGY CO   S           COM              576206106     9566   252590 SH       DEFINED 01 02               0        0   252590
MASSEY ENERGY CO   S           COM              576206106      340     8994 SH       DEFINED 01 10               0        0     8994
MASSEY ENERGY COMPANY          COM              576206106        7      150 SH       DEFINED 01 03               0        0      150
MASTEC INC   S                 COM              576323109     3226   307830 SH       DEFINED 01 02               0    46220   261610
MASTEC INC   S                 COM              576323109      828    79050 SH       DEFINED 01 02 14            0    79050        0
MASTEC INC   S                 COM              576323109      138    13200 SH       DEFINED 01 03               0    13200        0
MATERIAL SCIENCES   S          COM              576674105      392    27767 SH       DEFINED 01 02               0        0    27767
MATRIA HEALTHCARE IN   S       COM              576817209     1868    48199 SH       DEFINED 01 02               0        0    48199
MATRIA HEALTHCARE INC          COM              576817209       12     2200 SH       DEFINED 01 03               0        0     2200
MATRIX SERVICE CO              COM              576853105       13     1000 SH       DEFINED 01 03               0        0     1000
MATRIXONE INC   S              COM              57685P304     1105   221287 SH       DEFINED 01 02               0        0   221287
MATTEL INC.   S                COM              577081102    10378   656024 SH       DEFINED 01 02               0    31842   624182
MATTEL INC.   S                COM              577081102     3792   240000 SH       DEFINED 01 10               0        0   240000
MATTEL INC.   S                COM              577081102     1366    86336 SH       DEFINED 01 03               0    86336        0
MATTEL INC                     COM              577081102        6      150 SH       DEFINED 01 03               0        0      150
MATTEL INC                     COM              577081102        2    22400 SH       DEFINED 01 03               0        0    22400
MATTHEWS INTL CORP.   S        COM              577128101     1036    28476 SH       DEFINED 01 02               0        0    28476
MATTSON TECHNOLOGY   S         COM              577223100     2588   257220 SH       DEFINED 01 02               0    17220   240000
MATTSON TECHNOLOGY INC         COM              577223100        4    89500 SH       DEFINED 01 03               0        0    89500
MATTSON TECHNOLOGY INC         COM              577223100        5    18500 SH       DEFINED 01 03               0        0    18500
MAXTOR CORP   S                COM              577729205     2183   314467 SH       DEFINED 01 02               0      280   314187
MAXIM INTEGRATED   S           COM              57772K101    35555   981071 SH       DEFINED 01 02               0   111284   869787
MAXIM INTEGRATED   S           COM              57772K101     4428   122169 SH       DEFINED 01 03               0   122169        0
MAXIM INTEGRATED   S           COM              57772K101     1842    50901 SH       DEFINED 01 10               0        0    50901
MAXIM PHARMACEUTICALS          COM              57772M107        1       80 SH       DEFINED 01 03               0        0       80
MAXIMUM DYNAMICS INC           COM              57774K109        3    50000 SH       DEFINED 01 03               0        0    50000
MAVERICK OIL & GAS             COM              57774W103        8     3000 SH       DEFINED 01 03               0        0     3000
MAVERICK TUBE CORP   S         COM              577914104     5617   140927 SH       DEFINED 01 02               0        0   140927
MAXIMUS INC   S                COM              577933104     7471   203610 SH       DEFINED 01 02               0     7510   196100
MAXIMUS INC   S                COM              577933104      746    20370 SH       DEFINED 01 02 14            0    20370        0
MAXIMUS INC   S                COM              577933104      136     3700 SH       DEFINED 01 03               0     3700        0
MAYTAG CO   S                  COM              578592107     1155    61368 SH       DEFINED 01 02               0        0    61368
MAYTAG CO   S                  COM              578592107      323    17137 SH       DEFINED 01 03               0    17137        0
MAYTAG CORP                    COM              578592107       23      165 SH       DEFINED 01 03               0        0      165
MCCLATCHY CO   S               COM              579489105     1714    29000 SH       DEFINED 01 02               0        0    29000
MCCORMICK & CO   S             COM              579780206      238     7700 SH       DEFINED 01 02               0        0     7700
MCCORMICK & CO   S             COM              579780206      885    28620 SH       DEFINED 01 03               0        0    28620
MCCORMICK & CO INC             COM              579780206     1886       50 SH       DEFINED 01 03               0        0       50
MCCORMICK & SCHMICK'S SEAFOOD  COM              579793100      220     9720 SH       DEFINED 01 02               0        0     9720
MCDATA CL A                    COM              580031201      505        7 SH       DEFINED 01 03               0        0        7
MCDATA CL A                    COM              580031201      241       17 SH       DEFINED 01 03               0        0       17
MCDATA CL A                    COM              580031201      318       51 SH       DEFINED 01 03               0        0       51
MCDATA CL A                    COM              580031201      104        1 SH       DEFINED 01 03               0        0        1
MCDATA CL A                    COM              580031201       50        2 SH       DEFINED 01 03               0        0        2
MCDERMOTT INTL   FSUSD         COM              580037109   182831  4098428 SH       DEFINED 01 02               0     6540  4091888
MCDONALDS CORP   S             COM              580135101    58382  1731161 SH       DEFINED 01 02               0     1497  1729664
MCDONALDS CORP   S             COM              580135101     9128   270716 SH       DEFINED 01 03               0   270716        0
MCDONALDS CORP                 COM              580135101        6     1700 SH       DEFINED 01 03               0        0     1700
MCDONALDS CORP                 COM              580135101        0       50 SH       DEFINED 01 03               0        0       50
MCDONALDS CORP                 COM              580135101      356       26 SH       DEFINED 01 03               0        0       26
MCDONALDS CORP                 COM              580135101       71      425 SH       DEFINED 01 03               0        0      425
MCDONALDS CORP                 COM              580135101        3    51100 SH       DEFINED 01 03               0        0    51100
MCDONALDS CORP                 COM              580135101        2     8700 SH       DEFINED 01 03               0        0     8700
MCDONALDS CORP                 COM              580135101        3     8600 SH       DEFINED 01 03               0        0     8600
MCF CORP                       COM              580395101       15     1000 SH       DEFINED 01 03               0        0     1000
MCG CAPITAL CORP   S           COM              58047P107       68     4640 SH       DEFINED 01 02               0        0     4640
MCGRATH RENTCORP               COM              580589109       35     2300 SH       DEFINED 01 03               0        0     2300
MCGRATH RENTCORP               COM              580589109       13    11076 SH       DEFINED 01 03               0        0    11076
MCGRAW-HILL COS INC   S        COM              580645109     6724   130236 SH       DEFINED 01 02               0        0   130236
MCGRAW-HILL COS INC   S        COM              580645109     4138    80148 SH       DEFINED 01 03               0    80148        0
MCGRAW-HILL COS INC   S        COM              580645109    40715   788598 SH       DEFINED 01 10               0        0   788598
MCGRAW-HILL                    COM              580645109       13      600 SH       DEFINED 01 03               0        0      600
MCKESSON CORP   S              COM              58155Q103    39790   771225 SH       DEFINED 01 02               0    30699   740526
MCKESSON CORP   S              COM              58155Q103     3451    66894 SH       DEFINED 01 03               0    66894        0
MCLEODUSA INC ESCROW   S       COM              582266995        0     2746 SH       DEFINED 01 02               0        0     2746
MEADE INSTRUMENTS   S          COM              583062104      101    37071 SH       DEFINED 01 02               0        0    37071
MEADE INSTRUMENTS CORP         COM              583062104       44      300 SH       DEFINED 01 03               0        0      300
MEADOWBROOK INSURANCE GROUP    COM              58319P108        6      800 SH       DEFINED 01 03               0        0      800
MEADWESTVACO CORP   S          COM              583334107    31794  1134311 SH       DEFINED 01 02               0        0  1134311
MEADWESTVACO CORP   S          COM              583334107     1088    38798 SH       DEFINED 01 03               0    38798        0
MEASUREMENT SPEC INC   S       COM              583421102     2700   110873 SH       DEFINED 01 02               0        0   110873
MECHEL  OAO-ADR   FSUSD        COM              583840103      508    21000 SH       DEFINED 01 02               0        0    21000
MEDAREX INC   S                COM              583916101     5460   394192 SH       DEFINED 01 02               0    25900   368292
MEDAREX INC                    COM              583916101       38      400 SH       DEFINED 01 03               0        0      400
MEDALLION FINANCIAL CORP       COM              583928106       30    29800 SH       DEFINED 01 03               0        0    29800
MEDALLION FINANCIAL CORP       COM              583928106      290     6100 SH       DEFINED 01 03               0        0     6100
MEDCO HEALTH SOLUTIONS INC.    COM              58405U102   109615  1964399 SH       DEFINED 01 02               0     1329  1963070
MEDCO HEALTH SOLUTIONS INC.    COM              58405U102     3901    69907 SH       DEFINED 01 03               0    69907        0
MEDCO HEALTH SOLUTIONS INC.    COM              58405U102      775    13893 SH       DEFINED 01 10               0        0    13893
MEDCOHEALTH SOLUTIONS          COM              58405U102       60       10 SH       DEFINED 01 03               0        0       10
MEDCOHEALTH SOLUTIONS          COM              58405U102        2      100 SH       DEFINED 01 03               0        0      100
MEDCOHEALTH SOLUTIONS          COM              58405U102        5     8200 SH       DEFINED 01 03               0        0     8200
MEDCOHEALTH SOLUTIONS          COM              58405U102       90     1200 SH       DEFINED 01 03               0        0     1200
MEDIA GENERAL   S              COM              584404107     6064   119600 SH       DEFINED 01 02               0        0   119600
MEDIACOM COMM CORP   S         COM              58446K105     1422   259100 SH       DEFINED 01 02               0    28100   231000
MEDICAL ACTION                 COM              58449L100        6     5200 SH       DEFINED 01 03               0        0     5200
MEDICAL ACTION                 COM              58449L100       25    25600 SH       DEFINED 01 03               0        0    25600
MEDICINES COMPANY   S          COM              584688105     1169    67000 SH       DEFINED 01 02               0        0    67000
MEDICIS PHARMACEUTIC   S       COM              584690309     5838   182104 SH       DEFINED 01 02               0     7490   174614
MEDIMMUNE INC  \   S           COM              584699102    74457  2126069 SH       DEFINED 01 02               0   123127  2002942
MEDIMMUNE INC  \   S           COM              584699102     4568   130449 SH       DEFINED 01 03               0   130449        0
MEDIMMUNE INC  \   S           COM              584699102    10642   304222 SH       DEFINED 01 10               0        0   304222
MEDIMMUNE                      COM              584699102       60     1525 SH       DEFINED 01 03               0        0     1525
MEDIMMUNE                      COM              584699102       18     7400 SH       DEFINED 01 03               0        0     7400
MEDIMMUNE                      COM              584699102        5       25 SH       DEFINED 01 03               0        0       25
MEDTRONIC   S                  COM              585055106    59959  1041278 SH       DEFINED 01 02               0    11013  1030265
MEDTRONIC   S                  COM              585055106    14888   258607 SH       DEFINED 01 03               0   258607        0
MEDTRONIC   S                  COM              585055106    26366   458460 SH       DEFINED 01 10               0        0   458460
MEDTRONIC INC                  COM              585055106       74      652 SH       DEFINED 01 03               0        0      652
MEDTRONIC INC                  COM              585055106       15      850 SH       DEFINED 01 03               0        0      850
MEDTRONIC INC                  COM              585055106       10      200 SH       DEFINED 01 03               0        0      200
MEDTRONIC INC                  COM              585055106       30       15 SH       DEFINED 01 03               0        0       15
MEDTRONIC INC                  COM              585055106        5      320 SH       DEFINED 01 03               0        0      320
MEDTRONIC INC                  COM              585055106        6     1019 SH       DEFINED 01 03               0        0     1019
MEGA URANIUM LTD               COM              58516W104        4     3000 SH       DEFINED 01 03               0        0     3000
MELLON FINANCIAL COR   S       COM              58551A108    71190  2078389 SH       DEFINED 01 02               0    23359  2055030
MELLON FINANCIAL COR   S       COM              58551A108     3858   112649 SH       DEFINED 01 03               0   112649        0
MELLON FINANCIAL CORPORATION   COM              58551A108        7     2025 SH       DEFINED 01 03               0        0     2025
MELLON FINANCIAL CORPORATION   COM              58551A108        2     5000 SH       DEFINED 01 03               0        0     5000
MELLON FINANCIAL CORPORATION   COM              58551A108       18    28200 SH       DEFINED 01 03               0        0    28200
MELLON FINANCIAL CORPORATION   COM              58551A108        1     9900 SH       DEFINED 01 03               0        0     9900
MENS WEARHOUSE INC   S         COM              587118100    14697   499215 SH       DEFINED 01 02               0        0   499215
MENTOR CORP MN   S             COM              587188103     4257    92362 SH       DEFINED 01 02               0        0    92362
MENTOR GRAPHIC   S             COM              587200106    10378  1003600 SH       DEFINED 01 02               0        0  1003600
MERCANTILE BANK CORP   S       COM              587376104      367     9520 SH       DEFINED 01 02               0        0     9520
MERCK & CO. INC.   S           COM              589331107   168465  5295597 SH       DEFINED 01 02               0   160692  5134905
MERCK & CO. INC.   S           COM              589331107    15583   489884 SH       DEFINED 01 03               0   489884        0
MERCK & CO. INC.   S           COM              589331107     3661   115200 SH       DEFINED 01 10               0        0   115200
MERCK & CO                     COM              589331107        1      100 SH       DEFINED 01 03               0        0      100
MERCK & CO                     COM              589331107        1      325 SH       DEFINED 01 03               0        0      325
MERCK & CO                     COM              589331107        0     9700 SH       DEFINED 01 03               0        0     9700
MERCK & CO                     COM              589331107        0     9200 SH       DEFINED 01 03               0        0     9200
MERCK & CO                     COM              589331107        8     1800 SH       DEFINED 01 03               0        0     1800
MERCK & CO                     COM              589331107        0    61800 SH       DEFINED 01 03               0        0    61800
MERCK & CO                     COM              589331107       25      200 SH       DEFINED 01 03               0        0      200
MERCK & CO                     COM              589331107        3      350 SH       DEFINED 01 03               0        0      350
MERCK & CO                     COM              589331107        2       50 SH       DEFINED 01 03               0        0       50
MERCK & CO                     COM              589331107        1      200 SH       DEFINED 01 03               0        0      200
MERCK & CO                     COM              589331107        4       92 SH       DEFINED 01 03               0        0       92
MERCK & CO                     COM              589331107        1      100 SH       DEFINED 01 03               0        0      100
MERCK & CO                     COM              589331107        6      120 SH       DEFINED 01 03               0        0      120
MERCURY COMP SYS INC   S       COM              589378108      955    46309 SH       DEFINED 01 02               0        0    46309
MERCURY INTERACTIVE   S        COM              589405109    49572  1783869 SH       DEFINED 01 02               0        0  1783869
MERCURY INTERACTIVE   S        COM              589405109      615    22127 SH       DEFINED 01 03               0    22127        0
MERCURY INTERACTIVE            COM              589405109       96       24 SH       DEFINED 01 03               0        0       24
MERCURY INTERACTIVE            COM              589405109        1       63 SH       DEFINED 01 03               0        0       63
MEREDITH CORP   S              COM              589433101      126     2406 SH       DEFINED 01 02               0        0     2406
MEREDITH CORP   S              COM              589433101      469     8958 SH       DEFINED 01 03               0     8958        0
MEREDITH CORP   S              COM              589433101     2760    52763 SH       DEFINED 01 10               0        0    52763
MERIDIAN BIOSCIENCE INC   S    COM              589584101      434    21545 SH       DEFINED 01 02               0        0    21545
MERIDIAN BIOSCIENCE INC        COM              589584101        0     3500 SH       DEFINED 01 03               0        0     3500
MERIDIAN BIOSCIENCE INC        COM              589584101       40    17050 SH       DEFINED 01 03               0        0    17050
MERIDIAN RESOURCE CORP         COM              58977Q109       15      500 SH       DEFINED 01 03               0        0      500
MERIDIAN RESOURCE CORP         COM              58977Q109     1143     1000 SH       DEFINED 01 03               0        0     1000
MERIDIAN RESOURCE CORP         COM              58977Q109      207      500 SH       DEFINED 01 03               0        0      500
MERISTAR HOSPITALITY   S       COM              58984Y103     1002   106650 SH       DEFINED 01 02               0        0   106650
MERIT MEDICAL SYSTEMS INC   S  COM              589889104      718    59150 SH       DEFINED 01 02               0        0    59150
MERIDIAN GOLD   FSUSD          COM              589975101     1990    91000 SH       DEFINED 01 02               0        0    91000
MERGE TECHNOLOGIES INC   S     COM              589981109      411    16400 SH       DEFINED 01 02               0        0    16400
MERITAGE  HOMES CORP   S       COM              59001A102     3152    50100 SH       DEFINED 01 02               0        0    50100
MERRILL LYNCH & CO   S         COM              590188108   120640  1781148 SH       DEFINED 01 02               0     1735  1779413
MERRILL LYNCH & CO   S         COM              590188108    15603   230372 SH       DEFINED 01 03               0   230372        0
MERRILL LYNCH & CO   S         COM              590188108     2709    40000 SH       DEFINED 01 10               0        0    40000
MERRILL LYNCH                  COM              590188108        5      100 SH       DEFINED 01 03               0        0      100
MERRILL LYNCH                  COM              590188108       64    32700 SH       DEFINED 01 03               0        0    32700
MERRILL LYNCH                  COM              590188108        3     5818 SH       DEFINED 01 03               0        0     5818
MERRILL LYNCH                  COM              590188108      715     5500 SH       DEFINED 01 03               0        0     5500
MERRILL LYNCH                  COM              590188108      185     1182 SH       DEFINED 01 03               0        0     1182
MERRILL MAJOR                  COM              590188454      147      150 SH       DEFINED 01 03               0        0      150
MESA AIR   S                   COM              590479101     1757   168104 SH       DEFINED 01 02               0    35210   132894
MESA AIR   S                   COM              590479101     1007    96220 SH       DEFINED 01 02 14            0    96220        0
MESA AIR   S                   COM              590479101      173    16500 SH       DEFINED 01 03               0    16500        0
METAL MANAGEMENT INC   S       COM              591097209     5946   255632 SH       DEFINED 01 02               0    15980   239652
METAL MANAGEMENT INC   S       COM              591097209     1002    43041 SH       DEFINED 01 02 14            0    43041        0
METAL MANAGEMENT INC   S       COM              591097209      176     7550 SH       DEFINED 01 03               0     7550        0
METALLICA RESOURCES            COM              59125J104       38     2000 SH       DEFINED 01 03               0        0     2000
METASOLV INC   S               COM              59139P104      351   120930 SH       DEFINED 01 02               0        0   120930
METHODE ELEC   S               COM              591520200     1932   193756 SH       DEFINED 01 02               0        0   193756
METHODE ELECTRONICS            COM              591520200      281      100 SH       DEFINED 01 03               0        0      100
METLIFE INC   S                COM              59156R108     5751   117368 SH       DEFINED 01 02               0     2468   114900
METLIFE INC   S                COM              59156R108     7933   161908 SH       DEFINED 01 03               0   161908        0
METLIFE INC   S                COM              59156R108    10797   220400 SH       DEFINED 01 10               0        0   220400
METLIFE INC                    COM              59156R108        0    23700 SH       DEFINED 01 03               0        0    23700
METLIFE INC                    COM              59156R108       10     4000 SH       DEFINED 01 03               0        0     4000
METLIFE INC                    COM              59156R108       59      100 SH       DEFINED 01 03               0        0      100
METRO ONE TELECOMMUN           COM              59163F105        0      200 SH       DEFINED 01 03               0        0      200
METROLOGIC INSTRUMENTS   S     COM              591676101     3790   196799 SH       DEFINED 01 02               0    14580   182219
METTLER TOLEDO   S             COM              592688105      533     9666 SH       DEFINED 01 02               0        0     9666
MICREL   S                     COM              594793101      365    31435 SH       DEFINED 01 02               0        0    31435
MICRO COMPONENT TECH           COM              59479Q100        2    11800 SH       DEFINED 01 03               0        0    11800
MICROS SYSTEMS   S             COM              594901100    10192   210934 SH       DEFINED 01 02               0    15110   195824
MICROS SYSTEMS   S             COM              594901100     2797    57963 SH       DEFINED 01 10               0        0    57963
MICROS SYSTEMS INC             COM              594901100        7      125 SH       DEFINED 01 03               0        0      125
MICROSOFT   S                  COM              594918104   261487 10014735 SH       DEFINED 01 10               0        0 10014735
MICROSOFT   S                  COM              594918104   449235 17179095 SH       DEFINED 01 02               0   249617 16929478
MICROSOFT   S                  COM              594918104    13180   504005 SH       DEFINED 01 02 10            0        0   504005
MICROSOFT   S                  COM              594918104    53833  2058612 SH       DEFINED 01 03               0  2058612        0
MICROSOFT CORP                 COM              594918104       55      259 SH       DEFINED 01 03               0        0      259
MICROSOFT CORP                 COM              594918104        6     2240 SH       DEFINED 01 03               0        0     2240
MICROSOFT CORP                 COM              594918104        5      500 SH       DEFINED 01 03               0        0      500
MICROSOFT CORP                 COM              594918104        5       50 SH       DEFINED 01 03               0        0       50
MICROSOFT CORP                 COM              594918104        5    27400 SH       DEFINED 01 03               0        0    27400
MICROSOFT CORP                 COM              594918104       22     2974 SH       DEFINED 01 03               0        0     2974
MICROSOFT CORP                 COM              594918104       37     5600 SH       DEFINED 01 03               0        0     5600
MICROSOFT CORP                 COM              594918104      262      200 SH       DEFINED 01 03               0        0      200
MICROSOFT CORP                 COM              594918104        0      325 SH       DEFINED 01 03               0        0      325
MICROSOFT CORP                 COM              594918104       21      500 SH       DEFINED 01 03               0        0      500
MICROSOFT CORP                 COM              594918104        1     2068 SH       DEFINED 01 03               0        0     2068
MICROSOFT CORP                 COM              594918104        3      200 SH       DEFINED 01 03               0        0      200
MICROSOFT CORP                 COM              594918104       13     1056 SH       DEFINED 01 03               0        0     1056
MICROSOFT CORP                 COM              594918104      435      200 SH       DEFINED 01 03               0        0      200
MICROSOFT CORP                 COM              594918104       89     1000 SH       DEFINED 01 03               0        0     1000
MICROSOFT CORP                 COM              594918104        6      150 SH       DEFINED 01 03               0        0      150
MICROSOFT CORP                 COM              594918104        9     1711 SH       DEFINED 01 03               0        0     1711
MICROSOFT CORP                 COM              594918104      305      250 SH       DEFINED 01 03               0        0      250
MICROSOFT CORP                 COM              594918104       62      300 SH       DEFINED 01 03               0        0      300
MICROSOFT CORP                 COM              594918104       15     1727 SH       DEFINED 01 03               0        0     1727
MICROAGE INC                   COM              594928103      334    27000 SH       DEFINED 01 03               0        0    27000
MICROVISION INC WASHINGTON     COM              594960106       71      125 SH       DEFINED 01 03               0        0      125
MICRO STRATEGY   S             COM              594972408     2970    35898 SH       DEFINED 01 02               0     4090    31808
MICROSTRATEGY INC              COM              594972408        7        2 SH       DEFINED 01 03               0        0        2
MICROCHIP TECHNOLOGY INC   S   COM              595017104     5618   174735 SH       DEFINED 01 03               0   174735        0
MICROCHIP TECHNOLOGY INC   S   COM              595017104    79204  2463556 SH       DEFINED 01 02               0   413934  2049622
MICRON TECHNOLOGY   S          COM              595112103     3945   296418 SH       DEFINED 01 02               0        0   296418
MICRON TECHNOLOGY   S          COM              595112103     1759   132127 SH       DEFINED 01 03               0   132127        0
MICRON TECHNOLOGY              COM              595112103      158      500 SH       DEFINED 01 03               0        0      500
MICRON TECHNOLOGY              COM              595112103        1     1000 SH       DEFINED 01 03               0        0     1000
MICRON TECHNOLOGY              COM              595112103        1       25 SH       DEFINED 01 03               0        0       25
MICRON TECHNOLOGY              COM              595112103        4      200 SH       DEFINED 01 03               0        0      200
MICROSEMI CORP   S             COM              595137100    12322   445486 SH       DEFINED 01 02               0    12940   432546
MID-AMERICA APT   S            COM              59522J103     5206   107327 SH       DEFINED 01 02               0       80   107247
MID-STATE BANCSHARES   S       COM              595440108      171     6404 SH       DEFINED 01 02               0        0     6404
MIDAS INC   S                  COM              595626102     1825    99381 SH       DEFINED 01 02               0        0    99381
S & P 400 MID CAP DEP REC      COM              595635103        0      150 SH       DEFINED 01 03               0        0      150
S & P 400 MID CAP DEP REC      COM              595635103        5       25 SH       DEFINED 01 03               0        0       25
MIDDLEBY CORP   S              COM              596278101     4478    51784 SH       DEFINED 01 02               0     2580    49204
MIDDLEBY CORP                  COM              596278101        2       35 SH       DEFINED 01 03               0        0       35
MIDDLESEX WATER CO.   S        COM              596680108      468    27000 SH       DEFINED 01 02               0        0    27000
MIDWEST EXPRESS                COM              597911106       14      525 SH       DEFINED 01 03               0        0      525
MIDWAY GAMES INC   S           COM              598148104      521    27430 SH       DEFINED 01 02               0        0    27430
MIDWEST BANC HOLDINGS INC.   S COM              598251106     1253    56289 SH       DEFINED 01 02               0        0    56289
MIKOHN GAMING CORP             COM              59862K108      341      500 SH       DEFINED 01 03               0        0      500
MIKOHN GAMING CORP             COM              59862K108       69     2000 SH       DEFINED 01 03               0        0     2000
MILITARY RESALE GROUP INC      COM              599788106        6    43000 SH       DEFINED 01 03               0        0    43000
MILLENIUM PHARMACEUTICALS      COM              599902103       74      100 SH       DEFINED 01 03               0        0      100
MILLENIUM PHARMACEUTICALS      COM              599902103        0     1000 SH       DEFINED 01 03               0        0     1000
MILLENIUM PHARMACEUTICALS      COM              599902103      363       70 SH       DEFINED 01 03               0        0       70
MILLENNIUM BANKSHARES CORP   S COM              60037B106      592    68350 SH       DEFINED 01 02               0        0    68350
HERMAN MILLER   S              COM              600544100       92     3256 SH       DEFINED 01 02               0     3256        0
MILLIPORE CORP   S             COM              601073109      502     7583 SH       DEFINED 01 02               0        0     7583
MILLIPORE CORP   S             COM              601073109      735    11133 SH       DEFINED 01 03               0    11133        0
MILLS   S                      COM              601148109     2412    57490 SH       DEFINED 01 02               0        0    57490
MINDSPEED TECHNOLOGIES         COM              602682106        7        3 SH       DEFINED 01 03               0        0        3
MINDSPEED TECHNOLOGIES         COM              602682106       11       41 SH       DEFINED 01 03               0        0       41
MINE SAFETY APPLIANCES CO      COM              602720104        0       75 SH       DEFINED 01 03               0        0       75
MINEFINDERS CORP               COM              602900102        7      535 SH       DEFINED 01 03               0        0      535
MINERALS TECHNOLOGIE   S       COM              603158106     3664    65560 SH       DEFINED 01 02               0        0    65560
MIPS TECH INC   S              COM              604567107     1590   279900 SH       DEFINED 01 02               0        0   279900
MIRANDA GOLD CORP              COM              604673103        4     5000 SH       DEFINED 01 03               0        0     5000
MIRANT CORP                    COM              604675108      563      150 SH       DEFINED 01 03               0        0      150
MIRANT CORP                    COM              604675108      455     3100 SH       DEFINED 01 03               0        0     3100
MIRANT CORP                    COM              604675108       87     3500 SH       DEFINED 01 03               0        0     3500
MISSION WEST PROPERTIES   S    COM              605203108       97    10033 SH       DEFINED 01 02               0        0    10033
MITSUBISHI UFJ FINL GRP-ADR    COM              606822104     2435   177839 SH       DEFINED 01 02               0        0   177839
MITSUBISHI UFJ FINL GROUP ADR  COM              606822104      295      300 SH       DEFINED 01 03               0        0      300
MITSUBISHI UFJ FINL GROUP ADR  COM              606822104      113      300 SH       DEFINED 01 03               0        0      300
MITTAL STEEL CO CL R           COM              60684P101       56      602 SH       DEFINED 01 03               0        0      602
MOBILE ASSETS INC              COM              607242104       10     3000 SH       DEFINED 01 03               0        0     3000
MOBILE TELESYSTM ADR   FSUSD   COM              607409109    13364   381801 SH       DEFINED 01 02 10            0        0   381801
MOBILE TELESYSTM ADR   FSUSD   COM              607409109     8861   253195 SH       DEFINED 01 10               0        0   253195
MOBILE MINI INC.   S           COM              60740F105     1908    40266 SH       DEFINED 01 02               0        0    40266
MOBILITY ELE INC   S           COM              60741U101      900    93210 SH       DEFINED 01 02               0        0    93210
MOBILITY ELECTRONICS           COM              60741U101       94       11 SH       DEFINED 01 03               0        0       11
MOBILEPRO CORP                 COM              60742E205        2    30000 SH       DEFINED 01 03               0        0    30000
OTP BANK   FSUSD               COM              607461167       32      483 SH       DEFINED 01 02 10            0        0      483
MODINE MFG CO   S              COM              607828100     1448    44410 SH       DEFINED 01 02 14            0    44410        0
MODINE MFG CO   S              COM              607828100      248     7600 SH       DEFINED 01 03               0     7600        0
MODINE MFG CO   S              COM              607828100     7233   222000 SH       DEFINED 01 02               0    16030   205970
MODTECH HOLDINGS INC   S       COM              60783C100      554    59295 SH       DEFINED 01 02               0        0    59295
MODTECH HLDINGS INC            COM              60783C100       11    60694 SH       DEFINED 01 03               0        0    60694
MODTECH HLDINGS INC            COM              60783C100       29    12500 SH       DEFINED 01 03               0        0    12500
MOHAWK INDUSTRIES   S          COM              608190104     4720    54264 SH       DEFINED 01 02               0        0    54264
MOLDFLOW CORP                  COM              608507109        1    23900 SH       DEFINED 01 03               0        0    23900
MOLDFLOW CORP                  COM              608507109        2     4900 SH       DEFINED 01 03               0        0     4900
MOLECULAR DEVICES   S          COM              60851C107     2559    88470 SH       DEFINED 01 02               0     4470    84000
MOLEX INC   S                  COM              608554101     1594    61390 SH       DEFINED 01 02               0        0    61390
MOLEX INC   S                  COM              608554101      796    30688 SH       DEFINED 01 03               0    30688        0
MOLLER INTERNATIONAL           COM              608689105       58      200 SH       DEFINED 01 03               0        0      200
MOLSON COORS BREWING CO   S    COM              60871R209      345     5147 SH       DEFINED 01 02               0        0     5147
MOLSON COORS BREWING CO   S    COM              60871R209      809    12072 SH       DEFINED 01 03               0    12072        0
ADOLPH COORS CL B              COM              60871R209       12      500 SH       DEFINED 01 03               0        0      500
MONACO COACH CORP   S          COM              60886R103     2749   206694 SH       DEFINED 01 02               0        0   206694
MONARCH CASINO & RES   S       COM              609027107     2864   126730 SH       DEFINED 01 02               0    10820   115910
MONEYGRAM INTERNATIONAL INC    COM              60935Y109     4649   178323 SH       DEFINED 01 02               0    12130   166193
MONSANTO CO NEW   S            COM              61166W101    42560   548982 SH       DEFINED 01 02               0     1195   547787
MONSANTO CO NEW   S            COM              61166W101     4481    57794 SH       DEFINED 01 03               0    57794        0
MONSANTO CO                    COM              61166W101       15     3200 SH       DEFINED 01 03               0        0     3200
MONSANTO CO                    COM              61166W101        6      700 SH       DEFINED 01 03               0        0      700
MONSANTO CO                    COM              61166W101        3        4 SH       DEFINED 01 03               0        0        4
MONSANTO CO                    COM              61166W101       42       13 SH       DEFINED 01 03               0        0       13
MONSTER WORLDWIDE INC   S      COM              611742107     7961   195002 SH       DEFINED 01 02               0     9423   185579
MONSTER WORLDWIDE INC   S      COM              611742107     1094    26804 SH       DEFINED 01 03               0    26804        0
MONTEREY PASTA COMPANY         COM              612570101        3      300 SH       DEFINED 01 03               0        0      300
MOODY`S CORPORATION   S        COM              615369105    23307   379471 SH       DEFINED 01 02               0        0   379471
MOODY`S CORPORATION   S        COM              615369105     3258    53052 SH       DEFINED 01 03               0    53052        0
MOODY`S CORPORATION   S        COM              615369105    28096   457452 SH       DEFINED 01 10               0        0   457452
MOOG INC CL A   S              COM              615394202     3810   134234 SH       DEFINED 01 02               0        8   134154
MORGAN STANLEY   S             COM              617446448   178905  3152945 SH       DEFINED 01 02               0    59317  3093628
MORGAN STANLEY   S             COM              617446448    13641   240409 SH       DEFINED 01 03               0   240409        0
MORGAN STANLEY   S             COM              617446448     1858    32800 SH       DEFINED 01 10               0        0    32800
MORGAN STANLEY COM             COM              617446448     1056    35700 SH       DEFINED 01 03               0        0    35700
MORGAN STANLEY COM             COM              617446448      177     4300 SH       DEFINED 01 03               0        0     4300
MORGAN STANLEY COM             COM              617446448      160     6000 SH       DEFINED 01 03               0        0     6000
MORGAN STANLEY COM             COM              617446448       34      800 SH       DEFINED 01 03               0        0      800
MORNINGSTAR INC   S            COM              617700109     3727   107577 SH       DEFINED 01 02               0    73584    33993
MORNINGSTAR INC   S            COM              617700109      907    26196 SH       DEFINED 01 03               0    26196        0
MOSAIC CO   S                  COM              61945A107     3449   235768 SH       DEFINED 01 02               0        0   235768
MOSAIC CO                      COM              61945A107        3     1300 SH       DEFINED 01 03               0        0     1300
MOSSIMO INC                    COM              619696107        8      300 SH       DEFINED 01 03               0        0      300
MOTHERS WORKS                  COM              619903107        1      800 SH       DEFINED 01 03               0        0      800
MOTHERS WORKS                  COM              619903107       14     3800 SH       DEFINED 01 03               0        0     3800
MOTIENT CORP   S               COM              619908304    19714   945533 SH       DEFINED 01 02               0        0   945533
MOTIENT CORP   S               COM              619908304       67     3204 SH       DEFINED 01 03               0        0     3204
MOTOROLA   S                   COM              620076109    36606  1620466 SH       DEFINED 01 02               0   116765  1503701
MOTOROLA   S                   COM              620076109    12030   532530 SH       DEFINED 01 03               0   532530        0
MOTOROLA INC                   COM              620076109        4     1200 SH       DEFINED 01 03               0        0     1200
MOTOROLA INC                   COM              620076109        4     1543 SH       DEFINED 01 03               0        0     1543
MOTOROLA INC                   COM              620076109       28     2200 SH       DEFINED 01 03               0        0     2200
MOTOROLA INC                   COM              620076109       14     3450 SH       DEFINED 01 03               0        0     3450
MOTOROLA INC                   COM              620076109        1    10700 SH       DEFINED 01 03               0        0    10700
MOTOROLA INC                   COM              620076109        3    16900 SH       DEFINED 01 03               0        0    16900
MOTOROLA INC                   COM              620076109        2      100 SH       DEFINED 01 03               0        0      100
MOTOROLA INC                   COM              620076109       70      145 SH       DEFINED 01 03               0        0      145
MOTOROLA INC                   COM              620076109        6      200 SH       DEFINED 01 03               0        0      200
MOTOROLA INC                   COM              620076109       20      705 SH       DEFINED 01 03               0        0      705
MOTOROLA INC                   COM              620076109       12    10500 SH       DEFINED 01 03               0        0    10500
MOTOROLA INC                   COM              620076109        5      303 SH       DEFINED 01 03               0        0      303
MOTOROLA INC                   COM              620076109       20     1500 SH       DEFINED 01 03               0        0     1500
MOTOROLA INC                   COM              620076109        7      150 SH       DEFINED 01 03               0        0      150
MOUNTAIN PROVINCE DIAMONDS     COM              62426E402     1988      500 SH       DEFINED 01 03               0        0      500
MOVIE GALLERY.   S             COM              624581104      477    84979 SH       DEFINED 01 02               0        0    84979
MPHASE TECHNOLOGIES INC        COM              62472C102      407     6000 SH       DEFINED 01 03               0        0     6000
MPOWER HLDG CORP               COM              62473L309      407        1 SH       DEFINED 01 03               0        0        1
MPOWER HLDG CORP               COM              62473L309       82     6200 SH       DEFINED 01 03               0        0     6200
MPOWER HLDG CORP               COM              62473L309        0      254 SH       DEFINED 01 03               0        0      254
MPOWER HLDG CORP               COM              62473L309        2      950 SH       DEFINED 01 03               0        0      950
MUELLER INDS   S               COM              624756102     7938   289501 SH       DEFINED 01 02               0    14910   274591
MUELLER INDS   S               COM              624756102     1118    40760 SH       DEFINED 01 02 14            0    40760        0
MUELLER INDS   S               COM              624756102      195     7100 SH       DEFINED 01 03               0     7100        0
MULTI-COLOR CORP   S           COM              625383104      369    13293 SH       DEFINED 01 02               0        0    13293
MULTI-FINELINE ELECTRONIX IN   COM              62541B101     1331    27643 SH       DEFINED 01 02               0     8330    19313
MULTICELL TECH                 COM              62544S200        3    12600 SH       DEFINED 01 03               0        0    12600
MULTIMEDIA GAMES INC   S       COM              625453105     3225   348620 SH       DEFINED 01 02               0    20460   328160
MULTIMEDIA GAMES INC           COM              625453105       29       60 SH       DEFINED 01 03               0        0       60
MURPHY OIL   S                 COM              626717102     2611    48367 SH       DEFINED 01 03               0    48367        0
MURPHY OIL   S                 COM              626717102    19977   370003 SH       DEFINED 01 02               0    41124   328879
MYERS IND INC   S              COM              628464109      995    68217 SH       DEFINED 01 02               0        0    68217
MYERS INDS                     COM              628464109        1    47334 SH       DEFINED 01 03               0        0    47334
MYERS INDS                     COM              628464109        1     9700 SH       DEFINED 01 03               0        0     9700
MYLAN LABS   S                 COM              628530107     2775   139014 SH       DEFINED 01 02               0        0   139014
MYLAN LABS   S                 COM              628530107    30380  1522015 SH       DEFINED 01 03               0  1522015        0
MYRIAD GENETICS   S            COM              62855J104     2049    98510 SH       DEFINED 01 02               0      210    98300
MYOGEN INC   S                 COM              62856E104      633    20990 SH       DEFINED 01 02               0     7720    13270
MYOGEN INC   S                 COM              62856E104     3779   125308 SH       DEFINED 01 02 10            0        0   125308
MYOGEN INC   S                 COM              62856E104     1203    40000 SH       DEFINED 01 10               0        0    40000
NBTY INC   S                   COM              628782104     1976   121587 SH       DEFINED 01 02               0        0   121587
NCI BUILDING SYSTEMS   S       COM              628852105     1964    46235 SH       DEFINED 01 02               0        0    46235
NCI BUILDING SYSTEMS   S       COM              628852105    38221   899752 SH       DEFINED 01 03               0   899752        0
NCI BUILDING SYSTEMS INC       COM              628852105        6    17900 SH       DEFINED 01 03               0        0    17900
NCI BUILDING SYSTEMS INC       COM              628852105        1     3700 SH       DEFINED 01 03               0        0     3700
NCO GROUP   S                  COM              628858102     1659    98046 SH       DEFINED 01 02               0        0    98046
NCO GROUP INC                  COM              628858102        6       55 SH       DEFINED 01 03               0        0       55
NCR CORPORATION   S            COM              62886E108     3252    95840 SH       DEFINED 01 02               0    10372    85468
NCR CORPORATION   S            COM              62886E108     1332    39252 SH       DEFINED 01 03               0    39252        0
NDS GROUP PLC - SPONS ADR      COM              628891103      358     8752 SH       DEFINED 01 10               0        0     8752
NS GROUP INC   S               COM              628916108     6040   144458 SH       DEFINED 01 02               0    14390   130068
NS GROUP INC   S               COM              628916108      856    20482 SH       DEFINED 01 02 14            0    20482        0
NS GROUP INC   S               COM              628916108      138     3300 SH       DEFINED 01 03               0     3300        0
NGAS RESOURCES INC             COM              62912T103        8      500 SH       DEFINED 01 03               0        0      500
NII HOLDINGS INC   S           COM              62913F201    20107   460337 SH       DEFINED 01 02               0     6990   453347
NII HOLDINGS INC   S           COM              62913F201       25      570 SH       DEFINED 01 03               0      570        0
NIC INC   S                    COM              62914B100      455    73829 SH       DEFINED 01 02               0        0    73829
NMC INC                        COM              629196106        0   106000 SH       DEFINED 01 03               0        0   106000
NN INC                         COM              629337106        5    29500 SH       DEFINED 01 03               0        0    29500
NN INC                         COM              629337106      238     6000 SH       DEFINED 01 03               0        0     6000
NPS PHARMACEUTICALS            COM              62936P103       48      600 SH       DEFINED 01 03               0        0      600
NRG ENERGY INC   S             COM              629377508       45      950 SH       DEFINED 01 02               0        0      950
NRG ENERGY INC                 COM              629377508       26      200 SH       DEFINED 01 03               0        0      200
NTL INC   S                    COM              62940M104   658914  9678508 SH       DEFINED 01 02               0     2578  9675930
NTL INC   S                    COM              62940M104     1572    23081 SH       DEFINED 01 03               0    23081        0
NUCO2 INC   S                  COM              629428103      880    31557 SH       DEFINED 01 02               0        0    31557
NVR INC   S                    COM              62944T105    10191    14517 SH       DEFINED 01 02               0      385    14132
NYMAGIC INC.   S               COM              629484106      578    23289 SH       DEFINED 01 02               0        0    23289
NABI PHARMACEUTICALS           COM              629519109        6      100 SH       DEFINED 01 03               0        0      100
NABI PHARMACEUTICALS           COM              629519109      561     2330 SH       DEFINED 01 03               0        0     2330
NABORS INDUSTRIES INC 00.000%  CONV BND         629568AL0      295   250000 PRN      DEFINED 01 02               0        0   250000
NANOGEN INC                    COM              630075109      112     6000 SH       DEFINED 01 03               0        0     6000
NANOPHASE TECHNOLOGIES CORP    COM              630079101        4      729 SH       DEFINED 01 03               0        0      729
NANOBAC PHARMACEUTICALS INC    COM              63007M102        0     3000 SH       DEFINED 01 03               0        0     3000
NANOBAC PHARMACEUTICALS INC    COM              63007M102       26      500 SH       DEFINED 01 03               0        0      500
NANOPIERCE TECHNOLOGIES        COM              630080109       10     1500 SH       DEFINED 01 03               0        0     1500
NAPSTER INC   S                COM              630797108      337    95683 SH       DEFINED 01 02               0        0    95683
NARA BANCORP INC   S           COM              63080P105      770    43335 SH       DEFINED 01 02               0        0    43335
NARA BANCORP INC               COM              63080P105      415      100 SH       DEFINED 01 03               0        0      100
NASDAQ-100 SHARES   INDEXUS    COM              631100104      445    11000 SH       DEFINED 01 02               0        0    11000
NASDAQ 100 INDEX UIT           COM              631100104        4      200 SH       DEFINED 01 03               0        0      200
NASDAQ 100 INDEX UIT           COM              631100104        1      390 SH       DEFINED 01 03               0        0      390
NASDAQ 100 INDEX UIT           COM              631100104        2       50 SH       DEFINED 01 03               0        0       50
NASDAQ 100 INDEX UIT           COM              631100104        7     2660 SH       DEFINED 01 03               0        0     2660
NASDAQ 100 INDEX UIT           COM              631100104       26       24 SH       DEFINED 01 03               0        0       24
NASDAQ 100 INDEX UIT           COM              631100104      125     2872 SH       DEFINED 01 03               0        0     2872
NASDAQ 100 INDEX UIT           COM              631100104       14     1850 SH       DEFINED 01 03               0        0     1850
NASDAQ 100 INDEX UIT           COM              631100104        3      300 SH       DEFINED 01 03               0        0      300
NASDAQ 100 INDEX UIT           COM              631100104        1      400 SH       DEFINED 01 03               0        0      400
NASDAQ 100 INDEX UIT           COM              631100104       15       47 SH       DEFINED 01 03               0        0       47
NASDAQ 100 INDEX UIT           COM              631100104        0      705 SH       DEFINED 01 03               0        0      705
NASDAQ 100 INDEX UIT           COM              631100104        5      450 SH       DEFINED 01 03               0        0      450
NASDAQ 100 INDEX UIT           COM              631100104        0      160 SH       DEFINED 01 03               0        0      160
NASDAQ 100 INDEX UIT           COM              631100104       93      350 SH       DEFINED 01 03               0        0      350
NASDAQ 100 INDEX UIT           COM              631100104        4      625 SH       DEFINED 01 03               0        0      625
NASDAQ STOCK MARKET   S        COM              631103108     9643   274124 SH       DEFINED 01 02               0     4970   269154
NASDAQ STOCK MARKET   S        COM              631103108       22      600 SH       DEFINED 01 05               0        0      600
NASH FINCH CO   S              COM              631158102     1437    56428 SH       DEFINED 01 02               0        0    56428
NASH FINCH CO                  COM              631158102        5      200 SH       DEFINED 01 03               0        0      200
NASHUA CORP   S                COM              631226107      373    53200 SH       DEFINED 01 02               0        0    53200
NASTECH PHARMACEUTICAL CO      COM              631728409        1      200 SH       DEFINED 01 03               0        0      200
NATCO GROUP INC - A.   S       COM              63227W203      529    25920 SH       DEFINED 01 02 14            0    25920        0
NATCO GROUP INC - A.   S       COM              63227W203       94     4600 SH       DEFINED 01 03               0     4600        0
NATCO GROUP INC - A.   S       COM              63227W203      641    31360 SH       DEFINED 01 02               0    16280    15080
NATIONAL ATLANTIC HOLDINGS   S COM              63253Y107      483    44107 SH       DEFINED 01 02               0        0    44107
NATIONAL BANK OF GREECE ADR    COM              633643408        2      676 SH       DEFINED 01 03               0        0      676
NATIONAL CITY CORP   S         COM              635405103    11736   349570 SH       DEFINED 01 02               0     5199   344371
NATIONAL CITY CORP   S         COM              635405103     3956   117838 SH       DEFINED 01 03               0   117838        0
NATIONAL CITY CORP             COM              635405103        0      100 SH       DEFINED 01 03               0        0      100
NATIONAL CITY CORP             COM              635405103        0     1153 SH       DEFINED 01 03               0        0     1153
NATIONAL CITY CORP             COM              635405103        3    32900 SH       DEFINED 01 03               0        0    32900
NATIONAL CITY CORP             COM              635405103        1      100 SH       DEFINED 01 03               0        0      100
NATIONAL CITY CORP             COM              635405103        1     6700 SH       DEFINED 01 03               0        0     6700
NATIONAL CITY CORP             COM              635405103        1      100 SH       DEFINED 01 03               0        0      100
NATIONAL CITY CORP             COM              635405103        1     6700 SH       DEFINED 01 03               0        0     6700
NATIONAL CITY CORP             COM              635405103        5     1300 SH       DEFINED 01 03               0        0     1300
NATIONAL DENTEX CORP           COM              63563H109       11     3700 SH       DEFINED 01 03               0        0     3700
NATIONAL DENTEX CORP           COM              63563H109       23    18077 SH       DEFINED 01 03               0        0    18077
NATIONAL FINANCIAL PARTNERS    COM              63607P208      114     2168 SH       DEFINED 01 02               0     2168        0
NATIONAL FINANCIAL PARTNERS    COM              63607P208     1576    30000 SH       DEFINED 01 10               0        0    30000
NATIONAL GRID PLC-SP ADR   FSU COM              636274300      109     2233 SH       DEFINED 01 02               0        0     2233
NATL HEALTH INV INC   S        COM              63633D104     1063    40940 SH       DEFINED 01 02               0      140    40800
NATIONAL HEALTH INVESTORS      COM              63633D104       12      400 SH       DEFINED 01 03               0        0      400
NATIONAL OILWELL VARCO INC   S COM              637071101    23776   379175 SH       DEFINED 01 02               0    34272   344903
NATIONAL OILWELL VARCO INC   S COM              637071101     2337    37265 SH       DEFINED 01 03               0    37265        0
NATIONAL OILWELL VARCO INC     COM              637071101       26     1100 SH       DEFINED 01 03               0        0     1100
NATL PENN BANCSHARE   S        COM              637138108      236    12375 SH       DEFINED 01 02               0        0    12375
NATL PRESTO IND   S            COM              637215104      455    10269 SH       DEFINED 01 02               0        0    10269
NATL SEMICONDUCTOR   S         COM              637640103    25516   982183 SH       DEFINED 01 02               0    24978   957205
NATL SEMICONDUCTOR   S         COM              637640103     1909    73472 SH       DEFINED 01 03               0    73472        0
NATL SEMICONDUCTOR             COM              637640103        0      530 SH       DEFINED 01 03               0        0      530
NATIONAL STORM MGMT            COM              637882101        0     1850 SH       DEFINED 01 03               0        0     1850
NATL WESTERN LIFE INS-CL A   S COM              638522102       49      235 SH       DEFINED 01 02               0        0      235
NATIONWIDE FINL   S            COM              638612101       46     1049 SH       DEFINED 01 02               0     1049        0
NATURAL HEALTH TRENDS CORP     COM              63888P406        6       30 SH       DEFINED 01 03               0        0       30
NAVIGATORS GROUP INC   S       COM              638904102     4361   100028 SH       DEFINED 01 02               0    10728    89300
NAVIGATORS GROUP INC   S       COM              638904102      741    16950 SH       DEFINED 01 02 14            0    16950        0
NAVIGATORS GROUP INC   S       COM              638904102      141     3236 SH       DEFINED 01 03               0     3236        0
NATURES SUNSHINE PRO   S       COM              639027101      464    25646 SH       DEFINED 01 02               0        0    25646
NATUS MEDICAL INC   S          COM              639050103       69     4269 SH       DEFINED 01 02               0        0     4269
NATUS MEDICAL INC   S          COM              639050103     1775   110000 SH       DEFINED 01 10               0        0   110000
NAUTILUS GROUP INC   S         COM              63910B102     1918   102839 SH       DEFINED 01 02               0        0   102839
NAUTILUS INC.                  COM              63910B102       16       50 SH       DEFINED 01 03               0        0       50
NAVARRE CORP                   COM              639208107        1     5200 SH       DEFINED 01 03               0        0     5200
NAVISTAR INTL CORP   S         COM              63934E108     3152   110081 SH       DEFINED 01 02               0        0   110081
NAVISTAR INTL CORP   S         COM              63934E108      378    13191 SH       DEFINED 01 03               0    13191        0
NAVTECH INC                    COM              63935Q100      713      500 SH       DEFINED 01 03               0        0      500
NAVTEQ CORP   S                COM              63936L100    30321   691175 SH       DEFINED 01 02               0    97094   594081
NAVTEQ CORP   S                COM              63936L100     1707    38906 SH       DEFINED 01 03               0    38906        0
NAVTEQ CORP   S                COM              63936L100     1668    38032 SH       DEFINED 01 10               0        0    38032
NDCHEALTH CORP   S             COM              639480102     2921   151930 SH       DEFINED 01 02               0        0   151930
NEENAH PAPER INC   S           COM              640079109      901    32190 SH       DEFINED 01 02               0        0    32190
NEENAH PAPER INC   S           COM              640079109       53     1878 SH       DEFINED 01 10               0        0     1878
NEENAH PAPER INC               COM              640079109      175       71 SH       DEFINED 01 03               0        0       71
NEENAH PAPER INC               COM              640079109      148       76 SH       DEFINED 01 03               0        0       76
NEKTAR THERAPEUTICS   S        COM              640268108     2025   122950 SH       DEFINED 01 02               0    14950   108000
NEKTAR THERAPEUTICS            COM              640268108       31      100 SH       DEFINED 01 03               0        0      100
NELNET INC - CL A   S          COM              64031N108      934    22940 SH       DEFINED 01 02               0        0    22940
NELNET INC CL A                COM              64031N108        3       15 SH       DEFINED 01 03               0        0       15
NELSON (THOMAS) INC   S        COM              640376109     1450    58812 SH       DEFINED 01 02               0        0    58812
THOMAS NELSON INC              COM              640376109       34     5000 SH       DEFINED 01 03               0        0     5000
THOMAS NELSON INC              COM              640376109       16    24600 SH       DEFINED 01 03               0        0    24600
NEOGEN CORP   S                COM              640491106      485    23071 SH       DEFINED 01 02               0        0    23071
NEOMEDIA TECHNOLOGIES INC      COM              640505103        8     4000 SH       DEFINED 01 03               0        0     4000
NEOWARE SYSTEMS INC   S        COM              64065P102     1136    48748 SH       DEFINED 01 02               0        0    48748
NEOWARE SYSTEMS INC            COM              64065P102      891      200 SH       DEFINED 01 03               0        0      200
NEOWARE SYSTEMS INC            COM              64065P102        6     1000 SH       DEFINED 01 03               0        0     1000
NETBANK INC   S                COM              640933107      784   109250 SH       DEFINED 01 02               0        0   109250
NESS TECHNOLOGIES INC   S      COM              64104X108     5534   513720 SH       DEFINED 01 02               0        0   513720
NET PERCEPTIONS                COM              64107U101      305     1944 SH       DEFINED 01 03               0        0     1944
NETFLIX INC   S                COM              64110L106     2807   103756 SH       DEFINED 01 02               0     7710    96046
NETFLIX INC   S                COM              64110L106    12850   476598 SH       DEFINED 01 10               0        0   476598
NETFLIX.COM INC 'D'PFD         COM              64110L106      172     1480 SH       DEFINED 01 03               0        0     1480
NETFLIX.COM INC 'D'PFD         COM              64110L106        4      100 SH       DEFINED 01 03               0        0      100
NETFLIX.COM INC 'D'PFD         COM              64110L106        7       75 SH       DEFINED 01 03               0        0       75
NETFLIX.COM INC 'D'PFD         COM              64110L106        5      200 SH       DEFINED 01 03               0        0      200
NETFLIX.COM INC 'D'PFD         COM              64110L106       63      300 SH       DEFINED 01 03               0        0      300
NETFLIX.COM INC 'D'PFD         COM              64110L106      144      200 SH       DEFINED 01 03               0        0      200
NETFLIX.COM INC 'D'PFD         COM              64110L106        9       95 SH       DEFINED 01 03               0        0       95
NETGEAR INC   S                COM              64111Q104     4971   258250 SH       DEFINED 01 02               0     7830   250420
NETOY.COM CORP                 COM              64114A106       21    10010 SH       DEFINED 01 03               0        0    10010
NETLOGIC MICROSYSTEMS INC   S  COM              64118B100      689    25331 SH       DEFINED 01 02               0     8320    17011
NETWORK EQUIP TECH   S         COM              641208103      236    53677 SH       DEFINED 01 02               0        0    53677
NETWORK APPLIANCE   S          COM              64120L104    42591  1576990 SH       DEFINED 01 02               0    68122  1508868
NETWORK APPLIANCE   S          COM              64120L104     3327   123230 SH       DEFINED 01 03               0   123230        0
NETWORK APPLIANCE              COM              64120L104       57      400 SH       DEFINED 01 03               0        0      400
NETWORK APPLIANCE              COM              64120L104       15      300 SH       DEFINED 01 03               0        0      300
NETWORK APPLIANCE              COM              64120L104       47      100 SH       DEFINED 01 03               0        0      100
NEUROMEDICAL SYSTEMS           COM              64124H109      632    24125 SH       DEFINED 01 03               0        0    24125
NEUROMETRIX INC   S            COM              641255104      117     4287 SH       DEFINED 01 02               0        0     4287
NEUROCRINE BIOSCIENCES   S     COM              64125C109     7752   123552 SH       DEFINED 01 02               0    48132    75420
NEUROCRINE BIOSCIENCES   S     COM              64125C109      938    14947 SH       DEFINED 01 03               0    14947        0
NEUSTAR INC - CLASS A   S      COM              64126X201    99138  3251470 SH       DEFINED 01 02               0        0  3251470
NEUSTAR INC - CLASS A   S      COM              64126X201     1011    33150 SH       DEFINED 01 02 14            0        0    33150
NEUSTAR INC - CLASS A   S      COM              64126X201      483    15840 SH       DEFINED 01 03               0        0    15840
NEVSUN RESOURCESLTD            COM              64156L101      126     1000 SH       DEFINED 01 03               0        0     1000
NEW CENTURY FINANCIAL CORP   S COM              6435EV108     5951   165009 SH       DEFINED 01 02               0        0   165009
NEW CENTY FINL CORP MD         COM              6435EV108        1      300 SH       DEFINED 01 03               0        0      300
NEW CENTY FINL CORP MD         COM              6435EV108      283      300 SH       DEFINED 01 03               0        0      300
NEW DRAGON ASIA CORP           COM              64378H102       62     6000 SH       DEFINED 01 03               0        0     6000
NEW FRONTIER MEDIA INC         COM              644398109      121     1300 SH       DEFINED 01 03               0        0     1300
NEW JERSEY RESOURCES   S       COM              646025106     2516    60061 SH       DEFINED 01 02               0        0    60061
NEW LIFE SCIENTIFIC            COM              64647Y100       27      125 SH       DEFINED 01 03               0        0      125
NEW MEXICO SOFTWARE INC        COM              647285105      556     5000 SH       DEFINED 01 03               0        0     5000
NEW PLAN EXCEL REALTY TRUST IN COM              648053106      114     3000 SH       DEFINED 01 03               0        0     3000
NEW RIVER PHARMACEUTICALS   S  COM              648468205     1580    30528 SH       DEFINED 01 10               0        0    30528
NEW RIVER PHARMACEUTICALS   S  COM              648468205      310     5980 SH       DEFINED 01 02               0        0     5980
NY COMMUN BANCORP              COM              649445103        3      453 SH       DEFINED 01 03               0        0      453
NY COMMUN BANCORP              COM              649445103      772      776 SH       DEFINED 01 03               0        0      776
NEW YORK TIMES CLA   S         COM              650111107     2614    98844 SH       DEFINED 01 02               0        0    98844
NEW YORK TIMES CLA   S         COM              650111107      820    31020 SH       DEFINED 01 03               0    31020        0
NEW YORK TIMES CL A            COM              650111107      159     7700 SH       DEFINED 01 03               0        0     7700
NEW YORK TIMES CL A            COM              650111107        1     1500 SH       DEFINED 01 03               0        0     1500
NEWALLIANCE BANCSHARES INC     COM              650203102     2444   168100 SH       DEFINED 01 10               0        0   168100
NEWCASTLE INVESTMENT CORP      COM              65105M108        5      800 SH       DEFINED 01 03               0        0      800
NEWCASTLE INVESTMENT CORP      COM              65105M108       19      188 SH       DEFINED 01 03               0        0      188
NEWELL RUBBERMAID   S          COM              651229106     6171   259330 SH       DEFINED 01 02               0    29690   229640
NEWELL RUBBERMAID   S          COM              651229106     1401    58904 SH       DEFINED 01 03               0    58904        0
NEWELL RUBBERMAID INC          COM              651229106        3      125 SH       DEFINED 01 03               0        0      125
NEWELL RUBBERMAID INC          COM              651229106       63    14300 SH       DEFINED 01 03               0        0    14300
NEWELL RUBBERMAID INC          COM              651229106        6     2800 SH       DEFINED 01 03               0        0     2800
NEWELL RUBBERMAID INC          COM              651229106        4     1200 SH       DEFINED 01 03               0        0     1200
NEWELL RUBBERMAID INC          COM              651229106      418      200 SH       DEFINED 01 03               0        0      200
NEWELL RUBBERMAID INC          COM              651229106       20       50 SH       DEFINED 01 03               0        0       50
NEWELL RUBBERMAID INC          COM              651229106        9    33100 SH       DEFINED 01 03               0        0    33100
NEWFIELD EXPLORATION   S       COM              651290108    80955  1616867 SH       DEFINED 01 02               0   232786  1384081
NEWFIELD EXPLORATION   S       COM              651290108     4348    86847 SH       DEFINED 01 03               0    86847        0
NEWFIELD EXPLORATION   S       COM              651290108    61356  1226397 SH       DEFINED 01 10               0        0  1226397
NEWFIELD EXPLORATION           COM              651290108        9     7300 SH       DEFINED 01 03               0        0     7300
NEWFIELD EXPLORATION           COM              651290108        1     1475 SH       DEFINED 01 03               0        0     1475
NEW MARKET TECHNOLOGY INC      COM              651627101        5     1750 SH       DEFINED 01 03               0        0     1750
NEW MARKET TECHNOLOGY INC      COM              651627101       32    30000 SH       DEFINED 01 03               0        0    30000
NEWMONT MINING   S             COM              651639106     5347   100124 SH       DEFINED 01 03               0   100124        0
NEWMONT MINING   S             COM              651639106    54125  1013759 SH       DEFINED 01 10               0        0  1013759
NEWMONT MINING   S             COM              651639106   108886  2039056 SH       DEFINED 01 02               0        0  2039056
NEWMONT MINING CORP HOLDING CO COM              651639106       12      100 SH       DEFINED 01 03               0        0      100
NEWMONT MINING CORP HOLDING CO COM              651639106        7      500 SH       DEFINED 01 03               0        0      500
NEWMONT MINING CORP HOLDING CO COM              651639106        4     5400 SH       DEFINED 01 03               0        0     5400
NEWMONT MINING CORP HOLDING CO COM              651639106      449     1000 SH       DEFINED 01 03               0        0     1000
NEWPARK RESOURCES   S          COM              651718504     1059   138781 SH       DEFINED 01 02               0        0   138781
NEWS CORP INC-CL A WHEN ISS    COM              65248E104   159710 10270629 SH       DEFINED 01 02               0        0 10270629
NEWS CORP INC-CL A WHEN ISS    COM              65248E104     8290   533119 SH       DEFINED 01 03               0        0   533119
NEWS CORP INC-CL A WHEN ISS    COM              65248E104    39939  2568400 SH       DEFINED 01 10               0        0  2568400
NEWS CORP CL A                 COM              65248E104       93       18 SH       DEFINED 01 03               0        0       18
NEWTEK BUS SERV -RESTRICTED    COM              652526104       10     5000 SH       DEFINED 01 05               0        0     5000
NEXMED INC                     COM              652903105        2     1000 SH       DEFINED 01 03               0        0     1000
NEXELL THERAPEUTICS INC        COM              65332H203        4     1591 SH       DEFINED 01 03               0        0     1591
NEXTEL COMMUNICATIONS INC. 05. CONV BND         65332VAY9     1998  2000000 PRN      DEFINED 01 02               0        0  2000000
NEXTEL PARTNERS INC   S        COM              65333F107      327    11683 SH       DEFINED 01 02               0    11683        0
NEXTEL PARTNERS 'A'            COM              65333F107        1      600 SH       DEFINED 01 03               0        0      600
NEXITY FINANCIAL CORP   S      COM              65333R200      388    28924 SH       DEFINED 01 02               0        0    28924
NEXEN INC   FSUSD              COM              65334H102     2239    47000 SH       DEFINED 01 02               0    20000    27000
NICE SYSTEMS LTD ADR   FSUSD   COM              653656108      790    16400 SH       DEFINED 01 02               0        0    16400
NICE SYSTEMS LTD               COM              653656108        1     2725 SH       DEFINED 01 03               0        0     2725
NICOR   S                      COM              654086107     1879    47770 SH       DEFINED 01 02 14            0    47770        0
NICOR   S                      COM              654086107      709    18044 SH       DEFINED 01 03               0    18044        0
NICOR   S                      COM              654086107    17020   432994 SH       DEFINED 01 02               0    17390   415604
NIKE INC CL B   S              COM              654106103     3702    42662 SH       DEFINED 01 03               0    42662        0
NIKE INC CL B   S              COM              654106103   132231  1523748 SH       DEFINED 01 10               0        0  1523748
NIKE INC CL B   S              COM              654106103    72362   833638 SH       DEFINED 01 02               0     7266   826372
NIKE INC CL B                  COM              654106103        6       30 SH       DEFINED 01 03               0        0       30
99 CENTS ONLY STORE   S        COM              65440K106      227    21696 SH       DEFINED 01 02               0        0    21696
99 CENTS ONLY STORES           COM              65440K106      632      250 SH       DEFINED 01 03               0        0      250
NINTENDO CO LTD                COM              654445303      178       10 SH       DEFINED 01 03               0        0       10
NISOURCE INC   S               COM              65473P105    58767  2817196 SH       DEFINED 01 02               0      990  2816206
NISOURCE INC   S               COM              65473P105     1216    58288 SH       DEFINED 01 03               0    58288        0
NITROMED INC                   COM              654798503      992    71432 SH       DEFINED 01 10               0        0    71432
NITROMED INC                   COM              654798503      128      300 SH       DEFINED 01 03               0        0      300
NOBILITY HOMES INC   S         COM              654892108      562    20800 SH       DEFINED 01 02               0        0    20800
NOKIA ADR A   FSUSD            COM              654902204   332054 18145019 SH       DEFINED 01 02               0        0 18145019
NOKIA ADR A   FSUSD            COM              654902204     2107   115110 SH       DEFINED 01 03               0        0   115110
NOKIA CORP ADR                 COM              654902204        2      950 SH       DEFINED 01 03               0        0      950
NOKIA CORP ADR                 COM              654902204        7     3600 SH       DEFINED 01 03               0        0     3600
NOKIA CORP ADR                 COM              654902204        1     2200 SH       DEFINED 01 03               0        0     2200
NOKIA CORP ADR                 COM              654902204        2      200 SH       DEFINED 01 03               0        0      200
NOKIA CORP ADR                 COM              654902204        0      500 SH       DEFINED 01 03               0        0      500
NOKIA CORP ADR                 COM              654902204        0      680 SH       DEFINED 01 03               0        0      680
NOKIA CORP ADR                 COM              654902204        1       21 SH       DEFINED 01 03               0        0       21
NOKIA CORP ADR                 COM              654902204        1      300 SH       DEFINED 01 03               0        0      300
NOKIA CORP ADR                 COM              654902204        3      520 SH       DEFINED 01 03               0        0      520
NOKIA CORP ADR                 COM              654902204        1      200 SH       DEFINED 01 03               0        0      200
NOKIA CORP ADR                 COM              654902204       33      996 SH       DEFINED 01 03               0        0      996
NOKIA CORP ADR                 COM              654902204      101      400 SH       DEFINED 01 03               0        0      400
NOKIA CORP ADR                 COM              654902204        9    17700 SH       DEFINED 01 03               0        0    17700
NOBLE ENERGY INC   S           COM              655044105      671    16640 SH       DEFINED 01 02               0    16640        0
NOBLE INTERNATIONAL LTD   S    COM              655053106      215    10360 SH       DEFINED 01 02               0    10360        0
NORDSON CORP   S               COM              655663102      551    13606 SH       DEFINED 01 02               0        0    13606
NORDSTROM INC   S              COM              655664100    11579   309616 SH       DEFINED 01 02               0     9434   300182
NORDSTROM INC   S              COM              655664100     1748    46742 SH       DEFINED 01 03               0    46742        0
NORDSTROM INC                  COM              655664100        6    14300 SH       DEFINED 01 03               0        0    14300
NORDSTROM INC                  COM              655664100       80     2900 SH       DEFINED 01 03               0        0     2900
NORFOLK SOUTHERN CO   S        COM              655844108    18790   419159 SH       DEFINED 01 02               0    13130   406029
NORFOLK SOUTHERN CO   S        COM              655844108      451    10068 SH       DEFINED 01 02 10            0        0    10068
NORFOLK SOUTHERN CO   S        COM              655844108     3896    86896 SH       DEFINED 01 03               0    86896        0
NORFOLK SOUTHERN CO   S        COM              655844108     8548   190742 SH       DEFINED 01 10               0        0   190742
NORFOLK SOUTHERN               COM              655844108        0      250 SH       DEFINED 01 03               0        0      250
NORFOLK SOUTHERN               COM              655844108        0     1974 SH       DEFINED 01 03               0        0     1974
NORFOLK SOUTHERN               COM              655844108      251     1900 SH       DEFINED 01 03               0        0     1900
NORFOLK SOUTHERN               COM              655844108     1219     9651 SH       DEFINED 01 03               0        0     9651
NORFOLK SOUTHERN               COM              655844108        3       70 SH       DEFINED 01 03               0        0       70
NORFOLK SOUTHERN               COM              655844108      501    21100 SH       DEFINED 01 03               0        0    21100
NORTEL NETWORKS CORP NEW       COM              656568102        1     1425 SH       DEFINED 01 03               0        0     1425
NORTEL NETWORKS CORP NEW       COM              656568102        2      200 SH       DEFINED 01 03               0        0      200
NORTEL NETWORKS CORP NEW       COM              656568102      239     7000 SH       DEFINED 01 03               0        0     7000
NORTEL NETWORKS CORP NEW       COM              656568102        7    44663 SH       DEFINED 01 03               0        0    44663
NORTEL NETWORKS CORP NEW       COM              656568102        6     3800 SH       DEFINED 01 03               0        0     3800
NORTEL NETWORKS CORP NEW       COM              656568102        1     1550 SH       DEFINED 01 03               0        0     1550
NORTEL NETWORKS CORP NEW       COM              656568102        2     3700 SH       DEFINED 01 03               0        0     3700
NORTEL NETWORKS CORP NEW       COM              656568102        0     3373 SH       DEFINED 01 03               0        0     3373
NORTEL NETWORKS CORP NEW       COM              656568102        0      159 SH       DEFINED 01 03               0        0      159
NORTEL NETWORKS CORP NEW       COM              656568102        2      700 SH       DEFINED 01 03               0        0      700
NORTEL NETWORKS CORP NEW       COM              656568102        0      400 SH       DEFINED 01 03               0        0      400
NORTEL NETWORKS CORP NEW       COM              656568102        2       80 SH       DEFINED 01 03               0        0       80
NORTH AMERICAN PALLADIUM LTD   COM              656912102       53      200 SH       DEFINED 01 03               0        0      200
NORTH AMERICAN PALLADIUM LTD   COM              656912102      381      520 SH       DEFINED 01 03               0        0      520
NORTH FORK BANCORP   S         COM              659424105     8004   292572 SH       DEFINED 01 02               0      820   291752
NORTH FORK BANCORP   S         COM              659424105     2783   101702 SH       DEFINED 01 03               0   101702        0
NORTH FORK BANCORP   S         COM              659424105     4570   167100 SH       DEFINED 01 10               0        0   167100
NORTH FOLK BANCORP             COM              659424105        3      200 SH       DEFINED 01 03               0        0      200
NORTH FOLK BANCORP             COM              659424105       49     6100 SH       DEFINED 01 03               0        0     6100
NORTH FOLK BANCORP             COM              659424105       11     1300 SH       DEFINED 01 03               0        0     1300
NORTHEAST UTILITIES   S        COM              664397106     3072   156000 SH       DEFINED 01 02               0        0   156000
NORTHEAST UTILITIES            COM              664397106       11    10600 SH       DEFINED 01 03               0        0    10600
NORTHEAST UTILITIES            COM              664397106     2100     2800 SH       DEFINED 01 03               0        0     2800
NORTHERN ORION RESOURCES       COM              665575106      428      750 SH       DEFINED 01 03               0        0      750
NORTHERN ORION RESOURCES       COM              665575106       23      500 SH       DEFINED 01 03               0        0      500
NORTHERN ORION RESOURCES       COM              665575106        5    10750 SH       DEFINED 01 03               0        0    10750
NORTHERN TRUST CORP   S        COM              665859104     2055    39664 SH       DEFINED 01 03               0    39664        0
NORTHERN TRUST CORP   S        COM              665859104     1175    22667 SH       DEFINED 01 02               0        0    22667
NORTHFIELD LAB INC             COM              666135108       18      230 SH       DEFINED 01 03               0        0      230
NORTHFIELD LAB INC             COM              666135108       18     2000 SH       DEFINED 01 03               0        0     2000
NORTHFIELD LAB INC             COM              666135108       46     1000 SH       DEFINED 01 03               0        0     1000
NORTHGATE EXPLORATION          COM              666416102       65     1000 SH       DEFINED 01 03               0        0     1000
NORTHGATE EXPLORATION          COM              666416102       12    15000 SH       DEFINED 01 03               0        0    15000
NORTHRIM BANCORP INC           COM              666762109        8      110 SH       DEFINED 01 03               0        0      110
NORTHRIM BANCORP INC           COM              666762109      286    28600 SH       DEFINED 01 03               0        0    28600
NORTHRIM BANCORP INC           COM              666762109        1     5800 SH       DEFINED 01 03               0        0     5800
NORTHROP GRUMMAN COR.   S      COM              666807102     2512    41800 SH       DEFINED 01 10               0        0    41800
NORTHROP GRUMMAN COR.   S      COM              666807102    69760  1160532 SH       DEFINED 01 02               0     1829  1158703
NORTHROP GRUMMAN COR.   S      COM              666807102     4566    75966 SH       DEFINED 01 03               0    75966        0
NORTHROP GRUMMAN CORP          COM              666807102       12    20600 SH       DEFINED 01 03               0        0    20600
NORTHROP GRUMMAN CORP          COM              666807102       16     3600 SH       DEFINED 01 03               0        0     3600
NORTHROP GRUMMAN CORP          COM              666807102        4     3600 SH       DEFINED 01 03               0        0     3600
NORTHROP GRUMMAN CORP          COM              666807102       13      800 SH       DEFINED 01 03               0        0      800
NORTHWEST AIRLINES CORP        COM              667280101        4     1000 SH       DEFINED 01 03               0        0     1000
NW NATURAL GAS CO   S          COM              667655104     5790   169410 SH       DEFINED 01 02               0     9890   159520
NW NATURAL GAS CO   S          COM              667655104      921    26920 SH       DEFINED 01 02 14            0    26920        0
NW NATURAL GAS CO   S          COM              667655104      144     4200 SH       DEFINED 01 03               0     4200        0
NORTHWESTERN CORP   S          COM              668074305      573    18400 SH       DEFINED 01 02               0     7100    11300
NORTHWESTERN CORP   S          COM              668074305      612    19660 SH       DEFINED 01 02 14            0    19660        0
NORTHWESTERN CORP   S          COM              668074305      103     3300 SH       DEFINED 01 03               0     3300        0
NOVA CHEMICALS                 COM              66977W109        7      100 SH       DEFINED 01 03               0        0      100
NOVAMED EYECARE INC            COM              66986W108        8      100 SH       DEFINED 01 03               0        0      100
NOVAMED EYECARE INC            COM              66986W108        6     3000 SH       DEFINED 01 03               0        0     3000
NOVAGOLD RES INC               COM              66987E206        0      200 SH       DEFINED 01 03               0        0      200
NOVAGOLD RES INC               COM              66987E206        2      200 SH       DEFINED 01 03               0        0      200
NOVAGOLD RES INC               COM              66987E206       32      650 SH       DEFINED 01 03               0        0      650
NOVAGOLD RES INC               COM              66987E206        3      200 SH       DEFINED 01 03               0        0      200
NOVATEL WIRELESS INC 00.000%   COM              66987M604      773    63865 SH       DEFINED 01 02               0        0    63865
NOVARTIS AG-ADR   FSUSD        COM              66987V109   117756  2243851 SH       DEFINED 01 02               0        0  2243851
NOVARTIS A G                   COM              66987V109        7      415 SH       DEFINED 01 03               0        0      415
NOVARTIS A G                   COM              66987V109        8      400 SH       DEFINED 01 03               0        0      400
NOVARTIS A G                   COM              66987V109        6     4200 SH       DEFINED 01 03               0        0     4200
NOVARTIS A G                   COM              66987V109       23      800 SH       DEFINED 01 03               0        0      800
NU HORIZONS ELEC COR   S       COM              669908105     1539   152300 SH       DEFINED 01 02               0        0   152300
NOVASTAR FINANCIAL INC.   S    COM              669947400      214     7638 SH       DEFINED 01 02               0        0     7638
NOVASTAR FINANCIAL             COM              669947400        6      100 SH       DEFINED 01 03               0        0      100
NOVASTAR FINANCIAL             COM              669947400     1481     2075 SH       DEFINED 01 03               0        0     2075
NOVASTAR FINANCIAL             COM              669947400      212      300 SH       DEFINED 01 03               0        0      300
NOVAVAX INC                    COM              670002104       81     4836 SH       DEFINED 01 03               0        0     4836
NOVELL INC   S                 COM              670006105      721    81664 SH       DEFINED 01 03               0    81664        0
NOVELL INC   S                 COM              670006105      235    26656 SH       DEFINED 01 02               0     4690    21966
NOVELL INC                     COM              670006105        1       90 SH       DEFINED 01 03               0        0       90
NOVELL INC                     COM              670006105       18       25 SH       DEFINED 01 03               0        0       25
NOVELLUS SYSTEMS INC   S       COM              670008101    26141  1083842 SH       DEFINED 01 02               0    69222  1014620
NOVELLUS SYSTEMS INC   S       COM              670008101     1714    71039 SH       DEFINED 01 03               0    71039        0
NOVEN PHARMACEUTICAL   S       COM              670009109      778    51446 SH       DEFINED 01 02               0        0    51446
NOVOLIPET STEEL-GDR WI REG S   COM              67011E204      536    37500 SH       DEFINED 01 02               0        0    37500
NOWAUTO INC                    COM              67012P109        6     5300 SH       DEFINED 01 03               0        0     5300
NU SKIN ENTERPRISES   S        COM              67018T105     6083   346000 SH       DEFINED 01 02               0        0   346000
NSTAR   S                      COM              67019E107     7692   268040 SH       DEFINED 01 02               0      740   267300
NSTAR                          COM              67019E107       41      104 SH       DEFINED 01 03               0        0      104
NUANCE COMMUNICATIONS INC      COM              67020Y100       29     4885 SH       DEFINED 01 03               0        0     4885
NUCLEAR SOLUTIONS              COM              67030P107       62    10000 SH       DEFINED 01 03               0        0    10000
NUCOR CORP   S                 COM              670346105    18781   281510 SH       DEFINED 01 02               0     1579   279931
NUCOR CORP   S                 COM              670346105     2540    38076 SH       DEFINED 01 03               0    38076        0
NUCOR CORP                     COM              670346105        6       70 SH       DEFINED 01 03               0        0       70
NUCOR CORP                     COM              670346105        9     2200 SH       DEFINED 01 03               0        0     2200
NUCOR CORP                     COM              670346105     1141      400 SH       DEFINED 01 03               0        0      400
NUTRACEUTICAL INTL   S         COM              67060Y101     1814   133848 SH       DEFINED 01 02               0        0   133848
NVIDIA CORP   S                COM              67066G104     1362    37256 SH       DEFINED 01 03               0    37256        0
NVIDIA CORP   S                COM              67066G104     5366   146791 SH       DEFINED 01 02               0    11454   135337
NVIDIA CORP                    COM              67066G104      305      800 SH       DEFINED 01 03               0        0      800
NUTRI/SYSTEM INC   S           COM              67069D108     2189    60775 SH       DEFINED 01 02               0        0    60775
NUTRI-SYSTEM INC               COM              67069D108      193      300 SH       DEFINED 01 03               0        0      300
NUTRI-SYSTEM INC               COM              67069D108      231     2500 SH       DEFINED 01 03               0        0     2500
O`CHARLEY`S   S                COM              670823103      757    48775 SH       DEFINED 01 02               0        0    48775
OGE ENERGY CORP   S            COM              670837103       27     1010 SH       DEFINED 01 02               0     1010        0
OGE ENERGY CORP                COM              670837103       63     1000 SH       DEFINED 01 03               0        0     1000
OCA INC                        COM              67083Q101       37     2000 SH       DEFINED 01 03               0        0     2000
OM GROUP INC   S               COM              670872100     1393    74231 SH       DEFINED 01 02               0        0    74231
NUVEEN INVESTMENTS   S         COM              67090F106     5985   140430 SH       DEFINED 01 03               0   140430        0
NUVEEN INVESTMENTS   S         COM              67090F106     2280    53500 SH       DEFINED 01 10               0        0    53500
OSI PHARMACEUTICALS   S        COM              671040103    15601   556381 SH       DEFINED 01 02               0    35910   520471
OSI PHARMACEUTICALS   S        COM              671040103      632    22545 SH       DEFINED 01 03               0    22545        0
OSI PHARMACEUTICALS   S        COM              671040103      209     7470 SH       DEFINED 01 10               0        0     7470
OSI SYSTEMS                    COM              671044105        3      200 SH       DEFINED 01 03               0        0      200
OSI SYSTEMS                    COM              671044105        5      120 SH       DEFINED 01 03               0        0      120
O2DIESEL CORP                  COM              67106S100      296     1100 SH       DEFINED 01 03               0        0     1100
OAKLEY INC   S                 COM              673662102     1963   133640 SH       DEFINED 01 02               0    16840   116800
OAKLEY INC                     COM              673662102       60     5000 SH       DEFINED 01 03               0        0     5000
OCCIDENTAL PETROLEUM   S       COM              674599105     5136    64365 SH       DEFINED 01 10               0        0    64365
OCCIDENTAL PETROLEUM   S       COM              674599105    45153   565283 SH       DEFINED 01 02               0    19025   546258
OCCIDENTAL PETROLEUM   S       COM              674599105     6865    85945 SH       DEFINED 01 03               0    85945        0
OCCIDENTAL PETROLEUM           COM              674599105      376     2400 SH       DEFINED 01 03               0        0     2400
OCCIDENTAL PETROLEUM           COM              674599105       77     2300 SH       DEFINED 01 03               0        0     2300
OCCIDENTAL PETROLEUM           COM              674599105        0    16400 SH       DEFINED 01 03               0        0    16400
OCCIDENTAL PETROLEUM           COM              674599105        2       17 SH       DEFINED 01 03               0        0       17
OCCIDENTAL PETROLEUM           COM              674599105        4       70 SH       DEFINED 01 03               0        0       70
OCCIDENTAL PETROLEUM           COM              674599105        1      100 SH       DEFINED 01 03               0        0      100
OCCIDENTAL PETROLEUM           COM              674599105        2       50 SH       DEFINED 01 03               0        0       50
OCCIDENTAL PETROLEUM           COM              674599105       23      500 SH       DEFINED 01 03               0        0      500
OCEANEERING INT`L   S          COM              675232102     3594    72229 SH       DEFINED 01 02               0     3150    69079
OCEANEERING INTL               COM              675232102      521      125 SH       DEFINED 01 03               0        0      125
OCTEL CORP   S                 COM              675727101      349    21432 SH       DEFINED 01 02               0        0    21432
OCWEN FINANCIAL CORP   S       COM              675746101     3486   400780 SH       DEFINED 01 02               0    40320   360460
OCWEN FINANCIAL CORP   S       COM              675746101      860    98870 SH       DEFINED 01 02 14            0    98870        0
OCWEN FINANCIAL CORP   S       COM              675746101      168    19300 SH       DEFINED 01 03               0    19300        0
ODYSSEY HEALTHCARE   S         COM              67611V101     3876   208027 SH       DEFINED 01 02               0    28960   179067
ODYSSEY HEALTHCARE   S         COM              67611V101      790    42450 SH       DEFINED 01 02 14            0    42450        0
ODYSSEY HEALTHCARE   S         COM              67611V101      142     7600 SH       DEFINED 01 03               0     7600        0
OFFICE DEPOT INC   S           COM              676220106    16787   534588 SH       DEFINED 01 02               0     2722   531866
OFFICE DEPOT INC   S           COM              676220106     2073    66030 SH       DEFINED 01 03               0    66030        0
OFFICE DEPOT                   COM              676220106      102      200 SH       DEFINED 01 03               0        0      200
OFFICE DEPOT                   COM              676220106        1    38800 SH       DEFINED 01 03               0        0    38800
OFFICE DEPOT                   COM              676220106      223     5300 SH       DEFINED 01 03               0        0     5300
OFFICEMAX INC   S              COM              67622P101      940    37066 SH       DEFINED 01 02               0        0    37066
OFFICEMAX INC   S              COM              67622P101      384    15141 SH       DEFINED 01 03               0    15141        0
OFFSHORE LOGISTICS   S         COM              676255102     1879    64374 SH       DEFINED 01 02               0        0    64374
OHIO CASUALTY CORP   S         COM              677240103      343    12100 SH       DEFINED 01 03               0    12100        0
OHIO CASUALTY CORP   S         COM              677240103    13271   468646 SH       DEFINED 01 02               0    24350   444296
OHIO CASUALTY CORP   S         COM              677240103     1988    70220 SH       DEFINED 01 02 14            0    70220        0
LUKOIL ADR   FSUSD             COM              677862104    27008   457765 SH       DEFINED 01 02 10            0        0   457765
OIL SERVICE HLDR DEP   INDEXUS COM              678002106     1435    11130 SH       DEFINED 01 02               0        0    11130
OIL SERVICE HLDR DEP   INDEXUS COM              678002106      297     2300 SH       DEFINED 01 03               0        0     2300
OIL STATES INTL INC   S        COM              678026105    13273   418937 SH       DEFINED 01 02               0    17392   401545
OIL STATES INTL INC   S        COM              678026105     1006    31746 SH       DEFINED 01 02 14            0    31746        0
OIL STATES INTL INC   S        COM              678026105      165     5222 SH       DEFINED 01 03               0     5222        0
OLD DOMINION FREIGHT LINE.   S COM              679580100     4326   160316 SH       DEFINED 01 02               0     6644   153672
OLD NATL BANCORP   S           COM              680033107      235    10874 SH       DEFINED 01 02               0        0    10874
OLD REPUBLIC INTER   S         COM              680223104      319    12122 SH       DEFINED 01 02               0     2722     9400
OLD SECOND BANCORP INC   S     COM              680277100       72     2350 SH       DEFINED 01 02               0        0     2350
OLIN   S                       COM              680665205    14327   728000 SH       DEFINED 01 02               0        0   728000
OLIN CORP                      COM              680665205       49      100 SH       DEFINED 01 03               0        0      100
OMNICARE  INC.   S             COM              681904108    76472  1336468 SH       DEFINED 01 02               0    70032  1266436
OMNICARE  INC.   S             COM              681904108     2453    42866 SH       DEFINED 01 03               0    42866        0
OMNICARE  INC.   S             COM              681904108      280     4900 SH       DEFINED 01 10               0        0     4900
OMNICOM GROUP   S              COM              681919106      883    10368 SH       DEFINED 01 02               0        0    10368
OMNICOM GROUP   S              COM              681919106     3282    38551 SH       DEFINED 01 03               0    38551        0
OMEGA HEALTH CARE   S          COM              681936100     6283   499124 SH       DEFINED 01 02               0    26200   472924
OMEGA HEALTH CARE   S          COM              681936100      907    71990 SH       DEFINED 01 02 14            0    71990        0
OMEGA HEALTH CARE   S          COM              681936100      159    12600 SH       DEFINED 01 03               0    12600        0
OMEGA FINANCIAL CORP   S       COM              682092101       75     2690 SH       DEFINED 01 02               0        0     2690
OMNIVISION TECHNOLOG.   S      COM              682128103     6790   340165 SH       DEFINED 01 02               0    12280   327885
OMNIVISION TECHNOLOG           COM              682128103        8      100 SH       DEFINED 01 03               0        0      100
OMNOVA SOLUTIONS INC   S       COM              682129101      814   169624 SH       DEFINED 01 02               0        0   169624
OMNOVA SOLUTIONS INC           COM              682129101        1    72600 SH       DEFINED 01 03               0        0    72600
OMNOVA SOLUTIONS INC           COM              682129101       22    14900 SH       DEFINED 01 03               0        0    14900
ON ASSIGNMENT INC   S          COM              682159108      610    55946 SH       DEFINED 01 02               0        0    55946
ON SEMICONDUCTOR CO.   S       COM              682189105     6123  1107320 SH       DEFINED 01 02               0    41800  1065520
ON SEMICONDUCTOR CORPORATION   COM              682189105       58      500 SH       DEFINED 01 03               0        0      500
ON SEMICONDUCTOR CORPORATION   COM              682189105       18      200 SH       DEFINED 01 03               0        0      200
ON THE GO HEALTHCARE           COM              68219M204       12       49 SH       DEFINED 01 03               0        0       49
ONEIDA LTD   S                 COM              682505102       98   123230 SH       DEFINED 01 02               0        0   123230
ONEOK INC   S                  COM              682680103    24724   928474 SH       DEFINED 01 02               0     2229   926245
ONEOK INC.                     COM              682680103        1      200 SH       DEFINED 01 03               0        0      200
ONLINE RESOURCES CORP   S      COM              68273G101      366    33140 SH       DEFINED 01 02               0        0    33140
ONSCREEN TECHNOLOGIES INC      COM              68283P109        2     1500 SH       DEFINED 01 03               0        0     1500
ON2.COM INC                    COM              68338A107      198    25000 SH       DEFINED 01 03               0        0    25000
ON2.COM INC                    COM              68338A107       12     6700 SH       DEFINED 01 03               0        0     6700
ON2.COM INC                    COM              68338A107      968    20000 SH       DEFINED 01 03               0        0    20000
ONYX PHARMACEUTICALS INC       COM              683399109      579    20174 SH       DEFINED 01 10               0        0    20174
OPENWAVE SYSTEMS INC   S       COM              683718308     2769   158510 SH       DEFINED 01 02               0        0   158510
OPENWAVE SYS INC               COM              683718308        8      933 SH       DEFINED 01 03               0        0      933
OPEN SOLUTIONS INC.   S        COM              68371P102     2462   107405 SH       DEFINED 01 02               0        0   107405
OPNET TECHNOLOGIES   S         COM              683757108      919   100000 SH       DEFINED 01 02               0        0   100000
OPLINK COMMUNICATIONS INC      COM              68375Q403      195    13463 SH       DEFINED 01 02               0    13463        0
OPSWARE INC   S                COM              68383A101     1289   189900 SH       DEFINED 01 02               0        0   189900
OPSWARE INC                    COM              68383A101        3     1000 SH       DEFINED 01 03               0        0     1000
OPTI CANADA INC                COM              68383K109       10      100 SH       DEFINED 01 03               0        0      100
ORACLE CORP COM   S            COM              68389X105    19730  1617258 SH       DEFINED 01 10               0        0  1617258
ORACLE CORP COM   S            COM              68389X105   172168 14100728 SH       DEFINED 01 02               0   240083 13860645
ORACLE CORP COM   S            COM              68389X105    10934   895492 SH       DEFINED 01 03               0   895492        0
ORACLE SYSTEMS                 COM              68389X105        0     1000 SH       DEFINED 01 03               0        0     1000
ORACLE SYSTEMS                 COM              68389X105       64      100 SH       DEFINED 01 03               0        0      100
ORACLE SYSTEMS                 COM              68389X105       17       50 SH       DEFINED 01 03               0        0       50
ORACLE SYSTEMS                 COM              68389X105        4     3005 SH       DEFINED 01 03               0        0     3005
ORACLE SYSTEMS                 COM              68389X105      214     1350 SH       DEFINED 01 03               0        0     1350
ORACLE SYSTEMS                 COM              68389X105       60      200 SH       DEFINED 01 03               0        0      200
ORACLE SYSTEMS                 COM              68389X105      291     2173 SH       DEFINED 01 03               0        0     2173
ORACLE SYSTEMS                 COM              68389X105       75      400 SH       DEFINED 01 03               0        0      400
ORACLE SYSTEMS                 COM              68389X105      363      546 SH       DEFINED 01 03               0        0      546
ORACLE SYSTEMS                 COM              68389X105        1      300 SH       DEFINED 01 03               0        0      300
ORACLE SYSTEMS                 COM              68389X105        3      442 SH       DEFINED 01 03               0        0      442
ORACLE SYSTEMS                 COM              68389X105        0      340 SH       DEFINED 01 03               0        0      340
ORACLE SYSTEMS                 COM              68389X105        4      856 SH       DEFINED 01 03               0        0      856
OPTION CARE INC   S            COM              683948103     4161   311422 SH       DEFINED 01 02               0      270   311152
OPTIONSXPRESS HOLDINGS INC   S COM              684010101      595    24227 SH       DEFINED 01 02               0        0    24227
OPTIONSEXPRESSHLDGS INC        COM              684010101        4      400 SH       DEFINED 01 03               0        0      400
ORASURE TECHNOLOGIES INC   S   COM              68554V108      151    17121 SH       DEFINED 01 02               0        0    17121
ORASCOM TELECOM - GDR   FSUSD  COM              68554W205   156442  2924154 SH       DEFINED 01 02               0        0  2924154
ORBIT ENGINE CORP LTD          COM              685563405       27      200 SH       DEFINED 01 03               0        0      200
ORBITAL SCIENCES COR   S       COM              685564106     4215   328220 SH       DEFINED 01 02               0    54010   274210
ORBITAL SCIENCES COR   S       COM              685564106     1388   108080 SH       DEFINED 01 02 14            0   108080        0
ORBITAL SCIENCES COR   S       COM              685564106      242    18850 SH       DEFINED 01 03               0    18850        0
ORBITAL SCIENCES CORP          COM              685564106       13       86 SH       DEFINED 01 03               0        0       86
ORBITAL SCIENCES CORP          COM              685564106        1      400 SH       DEFINED 01 03               0        0      400
ORBIT DROP INC                 COM              68556G109        1    12100 SH       DEFINED 01 03               0        0    12100
ORCHID CELLMARK INC   S        COM              68573C107      510    67079 SH       DEFINED 01 02               0        0    67079
ORCHID CELLMARK INC            COM              68573C107        1       29 SH       DEFINED 01 03               0        0       29
ORCHID CELLMARK INC            COM              68573C107        6      400 SH       DEFINED 01 03               0        0      400
OREGON STEEL MLS INC.   S      COM              686079104     3476   118141 SH       DEFINED 01 02               0        0   118141
OREGON STEEL MILLS             COM              686079104       25     1000 SH       DEFINED 01 03               0        0     1000
ORIENTAL FINANCIAL GROUP INC   COM              68618W100      125    10163 SH       DEFINED 01 02               0        0    10163
OSHKOSH TRUCK CORP   S         COM              688239201    12881   288907 SH       DEFINED 01 02               0     6977   281930
OSTEOTECH INC   S              COM              688582105      186    37520 SH       DEFINED 01 02               0        0    37520
OSTEOTECH INC                  COM              688582105        0      200 SH       DEFINED 01 03               0        0      200
OTTER TAIL CORP   S            COM              689648103      212     7300 SH       DEFINED 01 03               0     7300        0
OTTER TAIL CORP   S            COM              689648103     2669    92025 SH       DEFINED 01 02               0    15150    76875
OTTER TAIL CORP   S            COM              689648103     1220    42100 SH       DEFINED 01 02 14            0    42100        0
OVERSEAS SHIPHOLD GR   S       COM              690368105       16      310 SH       DEFINED 01 02               0      310        0
OVERSEAS SHIPHOLD GR           COM              690368105        0      100 SH       DEFINED 01 03               0        0      100
OVERSTOCK.COM INC              COM              690370101        1       35 SH       DEFINED 01 03               0        0       35
OWENS & MINOR INC   S          COM              690732102     2855   103717 SH       DEFINED 01 02               0        0   103717
OWENS ILLINOIS INC   S         COM              690768403      270    12823 SH       DEFINED 01 02               0     1623    11200
OWENS ILLINOIS INC             COM              690768403        0    25600 SH       DEFINED 01 03               0        0    25600
OWENS ILLINOIS INC             COM              690768403        2     5200 SH       DEFINED 01 03               0        0     5200
OXFORD INDUSTRIES   S          COM              691497309     2251    41149 SH       DEFINED 01 02               0        0    41149
OXIGENE INC                    COM              691828107        0       25 SH       DEFINED 01 03               0        0       25
PC-TEL INC   S                 COM              69325Q105      778    88848 SH       DEFINED 01 02               0        0    88848
PDL BIOPHARMA INC              COM              69329Y104        6       60 SH       DEFINED 01 03               0        0       60
P G & E CORP   S               COM              69331C108    18087   487251 SH       DEFINED 01 02               0     4185   483066
P G & E CORP   S               COM              69331C108     2723    73351 SH       DEFINED 01 03               0    73351        0
PFF BANCORP INC   S            COM              69331W104     3986   130600 SH       DEFINED 01 02               0        0   130600
PHH CORP   S   S               COM              693320202      317    11300 SH       DEFINED 01 03               0        0    11300
PHH CORP   S   S               COM              693320202     1651    58930 SH       DEFINED 01 02 14            0        0    58930
PHH CORP   S   S               COM              693320202     8821   314807 SH       DEFINED 01 02               0        0   314807
PHH CORP                       COM              693320202        3       35 SH       DEFINED 01 03               0        0       35
P.F. CHANGS CHINA B   S        COM              69333Y108      481     9687 SH       DEFINED 01 03               0     9687        0
P.F. CHANGS CHINA B   S        COM              69333Y108     4849    97702 SH       DEFINED 01 02               0    27487    70215
PF CHANGS CHINA BISTRO         COM              69333Y108        4      100 SH       DEFINED 01 03               0        0      100
PICO HOLDINGS INC   S          COM              693366205       74     2311 SH       DEFINED 01 02               0        0     2311
PMC-SIERRA INC   S             COM              69344F106     2851   369946 SH       DEFINED 01 02               0    21920   348026
PMC-SIERRA INC   S             COM              69344F106      302    39181 SH       DEFINED 01 03               0    39181        0
PMC-SIERRA INC                 COM              69344F106        3      200 SH       DEFINED 01 03               0        0      200
PMI GROUP INC.   S             COM              69344M101       73     1775 SH       DEFINED 01 02               0     1775        0
PMI GROUP INC.   S             COM              69344M101     5670   138200 SH       DEFINED 01 10               0        0   138200
PMI GROUP INC (THE) 02.500% 07 CONV BND         69344MAE1      565   550000 PRN      DEFINED 01 02               0        0   550000
PNC FINCL SERV GROUP   S       COM              693475105    91506  1479928 SH       DEFINED 01 02               0     4586  1475342
PNC FINCL SERV GROUP   S       COM              693475105     3863    62484 SH       DEFINED 01 03               0    62484        0
PNC FINANCIAL SERVICES GROUP   COM              693475105        7       28 SH       DEFINED 01 03               0        0       28
PNC FINANCIAL SERVICES GROUP   COM              693475105      260    16900 SH       DEFINED 01 03               0        0    16900
PNC FINANCIAL SERVICES GROUP   COM              693475105       53     1200 SH       DEFINED 01 03               0        0     1200
POSCO.   FSUSD                 COM              693483109      119     2400 SH       DEFINED 01 10               0        0     2400
POSCO.   FSUSD                 COM              693483109      119     2400 SH       DEFINED 01 02 10            0        0     2400
PPG INDUSTRIES INC   S         COM              693506107    18818   325028 SH       DEFINED 01 02               0      540   324488
PPG INDUSTRIES INC   S         COM              693506107     2068    35709 SH       DEFINED 01 03               0    35709        0
PPG INDUSTRIES                 COM              693506107        5      120 SH       DEFINED 01 03               0        0      120
PPG INDUSTRIES                 COM              693506107        2      400 SH       DEFINED 01 03               0        0      400
PPL CORPORATION   S            COM              69351T106    31170  1060279 SH       DEFINED 01 02               0     2740  1057539
PPL CORPORATION   S            COM              69351T106     2389    81274 SH       DEFINED 01 03               0    81274        0
PPL CORP                       COM              69351T106        5      200 SH       DEFINED 01 03               0        0      200
PPL CORP                       COM              69351T106        3     9030 SH       DEFINED 01 03               0        0     9030
PPL CORP                       COM              69351T106       27     1845 SH       DEFINED 01 03               0        0     1845
PPL ENERGY SUPPLY LLC 02.625%  CONV BND         69352JAE7      599   500000 PRN      DEFINED 01 02               0        0   500000
PRB GAS TRANSPORTATION         COM              693535106        3      500 SH       DEFINED 01 03               0        0      500
PRA INTERNATIONAL   S          COM              69353C101     3793   134729 SH       DEFINED 01 02               0    17300   117429
PRA INTERNATIONAL   S          COM              69353C101      901    32051 SH       DEFINED 01 10               0        0    32051
PS BUSINESS PARKS   S          COM              69360J107     4736    96239 SH       DEFINED 01 02               0       80    96159
PSS WORLD MEDICAL   S          COM              69366A100     6643   447616 SH       DEFINED 01 02               0    19000   428616
PSS WORLD MEDICAL   S          COM              69366A100     1723   116018 SH       DEFINED 01 10               0        0   116018
PACCAR INC   S                 COM              693718108     5149    74383 SH       DEFINED 01 02               0     8587    65796
PACCAR INC   S                 COM              693718108     2558    36942 SH       DEFINED 01 03               0    36942        0
PACCAR INC                     COM              693718108        7       90 SH       DEFINED 01 03               0        0       90
PACCAR INC                     COM              693718108       64       73 SH       DEFINED 01 03               0        0       73
PACCAR INC                     COM              693718108       26     3800 SH       DEFINED 01 03               0        0     3800
PACCAR INC                     COM              693718108        3     2600 SH       DEFINED 01 03               0        0     2600
PACCAR INC                     COM              693718108        7      775 SH       DEFINED 01 03               0        0      775
PACCAR INC                     COM              693718108        0      500 SH       DEFINED 01 03               0        0      500
PAC-WEST TELECOM INC           COM              69371Y101        1       20 SH       DEFINED 01 03               0        0       20
PACER INTERNATIONAL INC   S    COM              69373H106      592    22700 SH       DEFINED 01 02               0     9440    13260
PACIFIC GOLD CORP              COM              69433M103        2      200 SH       DEFINED 01 03               0        0      200
PACIFIC SUNWEAR   S            COM              694873100     4261   170950 SH       DEFINED 01 02               0    17430   153520
PACIFIC SUNWEAR CALIF          COM              694873100        5      400 SH       DEFINED 01 03               0        0      400
PACIFIC SUNWEAR CALIF          COM              694873100        0    14500 SH       DEFINED 01 03               0        0    14500
PACIFIC SUNWEAR CALIF          COM              694873100        0     2950 SH       DEFINED 01 03               0        0     2950
PACIFICHEALTH LABORATORIES     COM              695113100        0      250 SH       DEFINED 01 03               0        0      250
PACKAGING CP OF AMER   S       COM              695156109    20262   882900 SH       DEFINED 01 02               0        0   882900
PACKETEER INC   S              COM              695210104     1561   201000 SH       DEFINED 01 02               0        0   201000
PACKETEER INC                  COM              695210104        2      450 SH       DEFINED 01 03               0        0      450
PACKETPORT.COM INC             COM              69521P109       10     1100 SH       DEFINED 01 03               0        0     1100
PACTIV CORPORATION   S         COM              695257105     1616    73433 SH       DEFINED 01 02               0        0    73433
PACTIV CORPORATION   S         COM              695257105      674    30633 SH       DEFINED 01 03               0    30633        0
PALL CORP   S                  COM              696429307     4281   159394 SH       DEFINED 01 02               0        0   159394
PALL CORP   S                  COM              696429307      716    26639 SH       DEFINED 01 03               0    26639        0
PALM HARBOR HOMES INC   S      COM              696639103      560    29800 SH       DEFINED 01 02               0        0    29800
PALM INC   S                   COM              696643105     3575   112440 SH       DEFINED 01 02               0    16980    95460
PALM INC   S                   COM              696643105      851    26740 SH       DEFINED 01 02 14            0    26740        0
PALM INC   S                   COM              696643105      172     5400 SH       DEFINED 01 03               0     5400        0
PALM INC                       COM              696643105       10       20 SH       DEFINED 01 03               0        0       20
PALM INC                       COM              696643105       81       11 SH       DEFINED 01 03               0        0       11
PAN AMERICAN SILVER CORP   FSU COM              697900108       48     2557 SH       DEFINED 01 03               0     2557        0
PAN AMERICAN SILVER CORP   FSU COM              697900108    19506  1035908 SH       DEFINED 01 02               0        0  1035908
PAN AMERICAN SILVER            COM              697900108        5      116 SH       DEFINED 01 03               0        0      116
PAN AMERICAN SILVER            COM              697900108        2      100 SH       DEFINED 01 03               0        0      100
PAN PACIFIC RETAIL   S         COM              69806L104     3318    49600 SH       DEFINED 01 02               0        0    49600
PANACOS PHARMACEUTICALS INC    COM              69811Q106      364    52534 SH       DEFINED 01 10               0        0    52534
PANERA BREAD CO   S            COM              69840W108    35532   540982 SH       DEFINED 01 02               0    59223   481759
PANERA BREAD CO   S            COM              69840W108     1743    26533 SH       DEFINED 01 03               0    26533        0
PANTRY INC.   S                COM              698657103     5141   109401 SH       DEFINED 01 02               0    10960    98441
PANTRY INC.   S                COM              698657103      523    11120 SH       DEFINED 01 02 14            0    11120        0
PANTRY INC.   S                COM              698657103       95     2030 SH       DEFINED 01 03               0     2030        0
PAPA JOHN   S                  COM              698813102     2944    49641 SH       DEFINED 01 02               0        0    49641
PAR TECHNOLOGY CORP/DEL   S    COM              698884103     1599    57602 SH       DEFINED 01 02               0      110    57492
PAR PHARMACEUTICAL COS INC   S COM              69888P106     1912    60986 SH       DEFINED 01 02               0        0    60986
PARALLEL PETROLEUM CORP   S    COM              699157103     1844   108446 SH       DEFINED 01 02               0        0   108446
PARALLEL PETROLEUM CORP        COM              699157103        0      400 SH       DEFINED 01 03               0        0      400
PARAMETRIC TECH CORP   S       COM              699173100      678   111100 SH       DEFINED 01 02 14            0   111100        0
PARAMETRIC TECH CORP   S       COM              699173100      475    77920 SH       DEFINED 01 03               0    77920        0
PARAMETRIC TECH CORP   S       COM              699173100     5469   896610 SH       DEFINED 01 02               0   103390   793220
PAREXEL   S                    COM              699462107     2274   112224 SH       DEFINED 01 02               0        0   112224
PARK ELECTROCHEMICAL   S       COM              700416209     1984    76330 SH       DEFINED 01 02               0    12460    63870
PARK ELECTROCHEMICAL   S       COM              700416209      901    34690 SH       DEFINED 01 02 14            0    34690        0
PARK ELECTROCHEMICAL   S       COM              700416209      164     6300 SH       DEFINED 01 03               0     6300        0
PARK NATIONAL CORP   S         COM              700658107      103     1000 SH       DEFINED 01 02               0        0     1000
PARK-OHIO HOLDINGS CORP.   S   COM              700666100      423    30000 SH       DEFINED 01 02               0        0    30000
PARKER DRILLING   S            COM              701081101     3543   327138 SH       DEFINED 01 02               0    28140   298998
PARKER-HANNIFIN   S            COM              701094104    93636  1419575 SH       DEFINED 01 02               0     4540  1415035
PARKER-HANNIFIN   S            COM              701094104     2709    41074 SH       DEFINED 01 03               0    41074        0
PARKER-HANNIFIN                COM              701094104        4     4200 SH       DEFINED 01 03               0        0     4200
PARKER-HANNIFIN                COM              701094104        5      900 SH       DEFINED 01 03               0        0      900
PARKWAY PROPERTIES INC   S     COM              70159Q104     3380    84196 SH       DEFINED 01 02               0        0    84196
PARLUX FRAGRANCES INC   S      COM              701645103     2862    93758 SH       DEFINED 01 02               0     9750    84008
PARTNER COMM ADR   FSUSD       COM              70211M109     4092   486591 SH       DEFINED 01 02               0        0   486591
PARTNER COMM ADR   FSUSD       COM              70211M109       14     1663 SH       DEFINED 01 03               0        0     1663
PATHMARK STORES INC   S        COM              70322A101      192    19194 SH       DEFINED 01 02               0        0    19194
PATNI COMPUTER SYSTEMS-ADR   F COM              703248203     4810   207475 SH       DEFINED 01 02               0        0   207475
PATNI COMPUTER SYSTEMS-ADR   F COM              703248203        3      130 SH       DEFINED 01 03               0        0      130
PATRIOT GOLD CORP              COM              70337F103        6     1590 SH       DEFINED 01 03               0        0     1590
PATTERSON COS INC   S          COM              703395103     2002    59950 SH       DEFINED 01 02               0        0    59950
PATTERSON COS INC   S          COM              703395103     1004    30082 SH       DEFINED 01 03               0    30082        0
PATTERSON COMPANIES INC        COM              703395103        5     9600 SH       DEFINED 01 03               0        0     9600
PATTERSON COMPANIES INC        COM              703395103        0     1950 SH       DEFINED 01 03               0        0     1950
PATTERSON-UTI ENERGY   S       COM              703481101    13155   399302 SH       DEFINED 01 02               0   227648   171654
PATTERSON-UTI ENERGY   S       COM              703481101     2488    75525 SH       DEFINED 01 03               0    75525        0
PATTERSON-UTI ENERGY INC       COM              703481101       26      150 SH       DEFINED 01 03               0        0      150
PATTERSON-UTI ENERGY INC       COM              703481101      628      100 SH       DEFINED 01 03               0        0      100
PATTERSON-UTI ENERGY INC       COM              703481101      227      200 SH       DEFINED 01 03               0        0      200
PAXAR CORPORATION   S          COM              704227107     2078   105880 SH       DEFINED 01 02               0        0   105880
PAXSON COMMUNICATION   S       COM              704231109       29    32000 SH       DEFINED 01 02               0        0    32000
PAXSON COMMUNICATION   S       COM              704231109      117   134600 SH       DEFINED 01 10               0        0   134600
PFD 14.25 11/15/06 14.250% 11/ PRF              704231505        1        0 SH       DEFINED 01 02               0        0        0
PAYCHEX INC   S                COM              704326107    88753  2327616 SH       DEFINED 01 02               0   146256  2181360
PAYCHEX INC   S                COM              704326107    43176  1132617 SH       DEFINED 01 10               0        0  1132617
PAYCHEX INC   S                COM              704326107     5875   154098 SH       DEFINED 01 03               0   154098        0
PAYCHEX INC                    COM              704326107      131       45 SH       DEFINED 01 03               0        0       45
PAYCHEX INC                    COM              704326107       44       31 SH       DEFINED 01 03               0        0       31
PAYCHEX INC                    COM              704326107        0      150 SH       DEFINED 01 03               0        0      150
PAYCHEX INC                    COM              704326107        1      225 SH       DEFINED 01 03               0        0      225
PAYCHEX INC                    COM              704326107       16      205 SH       DEFINED 01 03               0        0      205
PAYLESS SHOESOURCE   S         COM              704379106     4495   179101 SH       DEFINED 01 02               0    18570   160531
PAYLESS SHOESOURCE   S         COM              704379106     1284    51180 SH       DEFINED 01 02 14            0    51180        0
PAYLESS SHOESOURCE   S         COM              704379106    27577  1098710 SH       DEFINED 01 03               0  1098710        0
PEABODY ENERGY CORP   S        COM              704549104    18343   222565 SH       DEFINED 01 02               0     7749   214816
PEABODY ENERGY CORP   S        COM              704549104     2059    25000 SH       DEFINED 01 10               0        0    25000
PEABODY ENERGY CORP            COM              704549104        8       10 SH       DEFINED 01 03               0        0       10
PEARSON PLC ADR                COM              705015105        0      100 SH       DEFINED 01 03               0        0      100
PEDIATRIX MEDICAL GROUP INC    COM              705324101     7342    82887 SH       DEFINED 01 02               0     8240    74647
PEETS COFFEE & TEA INC   S     COM              705560100      928    30590 SH       DEFINED 01 02               0        0    30590
PEGASUS SOLUTIONS   S          COM              705906105      345    38487 SH       DEFINED 01 02               0        0    38487
PEMBINA PIPELINE INCOME TR     COM              706329109        0     1800 SH       DEFINED 01 03               0        0     1800
PEMSTAR INC                    COM              706552106        5      300 SH       DEFINED 01 03               0        0      300
PENGROWTH GAS INC FD           COM              706902301        3      400 SH       DEFINED 01 03               0        0      400
PENGROWTH GAS INC FD           COM              706902301        0      150 SH       DEFINED 01 03               0        0      150
PENGROWTH GAS INC FD           COM              706902301        2      100 SH       DEFINED 01 03               0        0      100
PENFORD CORP   S               COM              707051108      797    65334 SH       DEFINED 01 02               0        0    65334
PENFORD CORP                   COM              707051108        3    25300 SH       DEFINED 01 03               0        0    25300
PENFORD CORP                   COM              707051108       26     5200 SH       DEFINED 01 03               0        0     5200
PENN OCTANE CORP               COM              707573101       14      500 SH       DEFINED 01 03               0        0      500
PENN VIRGINIA CORP   S         COM              707882106     2326    40530 SH       DEFINED 01 02               0        0    40530
PENN WEST ENERGY TRUST         COM              707885109       60     1000 SH       DEFINED 01 03               0        0     1000
PENNEY J C   S                 COM              708160106     2841    51102 SH       DEFINED 01 03               0    51102        0
PENNEY J C   S                 COM              708160106   109153  1963177 SH       DEFINED 01 02               0     2516  1960661
PENNS WOODS BANCORP            COM              708430103        2     1440 SH       DEFINED 01 03               0        0     1440
PENNS WOODS BANCORP            COM              708430103        5     7074 SH       DEFINED 01 03               0        0     7074
PENNSYLVANIA COMMERCE BANCORP  COM              708677109       54     1696 SH       DEFINED 01 02               0     1696        0
PENTAIR INC   S                COM              709631105       81     2350 SH       DEFINED 01 02               0     2350        0
PENTAIR INC                    COM              709631105        4       25 SH       DEFINED 01 03               0        0       25
PENWEST PHARM   S              COM              709754105      468    24000 SH       DEFINED 01 02               0        0    24000
PEOPLES ENERGY CORP   S        COM              711030106     1278    36453 SH       DEFINED 01 02               0        0    36453
PEOPLES ENERGY CORP   S        COM              711030106      286     8151 SH       DEFINED 01 03               0     8151        0
PEP BOYS-MANNY MOE & JACK   S  COM              713278109     1759   118103 SH       DEFINED 01 02               0        0   118103
PEP BOYS-MANNY MOE & JACK   S  COM              713278109    38544  2588617 SH       DEFINED 01 03               0  2588617        0
PEP BOYS-MANNY MOE & JACK   S  COM              713278109      817    55000 SH       DEFINED 01 10               0        0    55000
PEPCO HOLDINGS INC   S         COM              713291102       92     4098 SH       DEFINED 01 02               0        0     4098
PEPCO HLDGS INC                COM              713291102       11      454 SH       DEFINED 01 03               0        0      454
PEPSI BOTTLING GROUP INC   S   COM              713409100      225     7888 SH       DEFINED 01 02               0        0     7888
PEPSI BOTTLING GROUP INC   S   COM              713409100      839    29309 SH       DEFINED 01 03               0    29309        0
PEPSI BOTTLING GROUP           COM              713409100        5        3 SH       DEFINED 01 03               0        0        3
PEPSIAMERICAS INC   S          COM              71343P200     2368   101810 SH       DEFINED 01 02               0      810   101000
PEPSICO   S                    COM              713448108    96309  1631804 SH       DEFINED 01 10               0        0  1631804
PEPSICO   S                    COM              713448108    21361   361558 SH       DEFINED 01 03               0   361558        0
PEPSICO   S                    COM              713448108     5321    90061 SH       DEFINED 01 02 10            0        0    90061
PEPSICO   S                    COM              713448108   270525  4578679 SH       DEFINED 01 02               0     1884  4576795
PEPSICO INC                    COM              713448108       21     2400 SH       DEFINED 01 03               0        0     2400
PEPSICO INC                    COM              713448108        8       75 SH       DEFINED 01 03               0        0       75
PEPSICO INC                    COM              713448108      684     1000 SH       DEFINED 01 03               0        0     1000
PEPSICO INC                    COM              713448108      142       35 SH       DEFINED 01 03               0        0       35
PEPSICO INC                    COM              713448108        3      200 SH       DEFINED 01 03               0        0      200
PEPSICO INC                    COM              713448108        3    11800 SH       DEFINED 01 03               0        0    11800
PER-SE TECH INC   S            COM              713569309     3224   137990 SH       DEFINED 01 02               0    13380   124610
PEREGRINE PHARM INC            COM              713661106       13    10000 SH       DEFINED 01 03               0        0    10000
PEREGRINE PHARM INC            COM              713661106        8    84400 SH       DEFINED 01 03               0        0    84400
PEREGRINE PHARM INC            COM              713661106        9     2000 SH       DEFINED 01 03               0        0     2000
PERFORMANCE FOOD   S           COM              713755106     3196   112668 SH       DEFINED 01 02               0    11830   100838
PERFORMANCE FOOD   S           COM              713755106      930    32820 SH       DEFINED 01 02 14            0    32820        0
PERFORMANCE FOOD   S           COM              713755106      167     5900 SH       DEFINED 01 03               0     5900        0
PERFICIENT INC   S             COM              71375U101      480    53833 SH       DEFINED 01 02               0        0    53833
PERFICIENT INC                 COM              71375U101       60      100 SH       DEFINED 01 03               0        0      100
PERFORMANCE TECHNOLOGIES INC   COM              71376K102      449    54786 SH       DEFINED 01 02               0        0    54786
PERFORMANCE TECHNOLOGIES       COM              71376K102        2    24200 SH       DEFINED 01 03               0        0    24200
PERFORMANCE TECHNOLOGIES       COM              71376K102       10     5000 SH       DEFINED 01 03               0        0     5000
PERICOM SEMICOND   S           COM              713831105      457    57349 SH       DEFINED 01 02               0        0    57349
PERINI CORP   S                COM              713839108      169     7000 SH       DEFINED 01 03               0     7000        0
PERINI CORP   S                COM              713839108     4015   166254 SH       DEFINED 01 02               0    25150   141104
PERINI CORP   S                COM              713839108      970    40190 SH       DEFINED 01 02 14            0    40190        0
PERKINELMER INC   S            COM              714046109    30410  1290789 SH       DEFINED 01 02               0        0  1290789
PERKINELMER INC   S            COM              714046109      721    30590 SH       DEFINED 01 03               0    30590        0
PERMIAN BASIN ROYALTY TRUST    COM              714236106        7      300 SH       DEFINED 01 03               0        0      300
PERNOD RICARD-SPON ADR   FSUSD COM              714264108     1253    28818 SH       DEFINED 01 02               0        0    28818
PEROT SYSTEMS CP CLA   S       COM              714265105    10590   748811 SH       DEFINED 01 02               0    30990   717821
PEROT SYSTEMS CP CLA   S       COM              714265105     1227    86790 SH       DEFINED 01 02 14            0    86790        0
PEROT SYSTEMS CP CLA   S       COM              714265105      215    15200 SH       DEFINED 01 03               0    15200        0
PEROT SYSTEMS CORP             COM              714265105        2       60 SH       DEFINED 01 03               0        0       60
PERRIGO COMPANY   S            COM              714290103     1153    77340 SH       DEFINED 01 02               0        0    77340
PERRIGO COMPANY                COM              714290103        2       40 SH       DEFINED 01 03               0        0       40
PERVASIVE SOFTWARE   S         COM              715710109     2883   658300 SH       DEFINED 01 02               0        0   658300
PETCO ANIMAL SUP INC   S       COM              716016209      566    25800 SH       DEFINED 01 02               0        0    25800
PETMED EXPRESS INC   S         COM              716382106      599    42298 SH       DEFINED 01 02               0    15020    27278
PETRO-CANADA.   FSUSD          COM              71644E102     1240    30920 SH       DEFINED 01 02               0        0    30920
PETRO CANADA                   COM              71644E102        8      200 SH       DEFINED 01 03               0        0      200
PETROCHINA CO LTD              COM              71646E100        2       50 SH       DEFINED 01 03               0        0       50
PETROBRAS ENERGIA ADR          COM              71646M102      553      150 SH       DEFINED 01 03               0        0      150
PETROFUND ENERGY TRUST         COM              71648W108      114      145 SH       DEFINED 01 03               0        0      145
PETROFUND ENERGY TRUST         COM              71648W108        2      200 SH       DEFINED 01 03               0        0      200
PETROL OIL & GAS INC           COM              716528104       13     2479 SH       DEFINED 01 03               0        0     2479
PETROBRAS ADR   FSUSD          COM              71654V101    30460   473200 SH       DEFINED 01 02 10            0        0   473200
PETROBRAS ADR   FSUSD          COM              71654V101   127177  1976032 SH       DEFINED 01 10               0        0  1976032
PETROLEO BRASILEIRO   FSUSD    COM              71654V408   141387  1983830 SH       DEFINED 01 02               0    11660  1972170
PETROLEO BRASILEIRO   FSUSD    COM              71654V408     2750    38587 SH       DEFINED 01 03               0    38587        0
PETROLEO BRASILEIRO   FSUSD    COM              71654V408   117071  1644957 SH       DEFINED 01 10               0        0  1644957
PETROLEUM DEVELOPMENT CORP   S COM              716578109     1627    48815 SH       DEFINED 01 02               0        0    48815
PETROQUEST ENERGY INC          COM              716748108       13      100 SH       DEFINED 01 03               0        0      100
PETROQUEST ENERGY INC          COM              716748108        5      200 SH       DEFINED 01 03               0        0      200
PETROQUEST ENERGY INC          COM              716748108        2      100 SH       DEFINED 01 03               0        0      100
PETSMART INC   S               COM              716768106       14      552 SH       DEFINED 01 03               0      552        0
PFIZER   S                     COM              717081103   870443 37325729 SH       DEFINED 01 02               0    37825 37287904
PFIZER   S                     COM              717081103     4755   203898 SH       DEFINED 01 02 10            0        0   203898
PFIZER   S                     COM              717081103    40047  1717291 SH       DEFINED 01 03               0  1717291        0
PFIZER   S                     COM              717081103    92917  3987848 SH       DEFINED 01 10               0        0  3987848
PFIZER INC                     COM              717081103        0     1690 SH       DEFINED 01 03               0        0     1690
PFIZER INC                     COM              717081103       58     1022 SH       DEFINED 01 03               0        0     1022
PFIZER INC                     COM              717081103        1    35200 SH       DEFINED 01 03               0        0    35200
PFIZER INC                     COM              717081103        1    19920 SH       DEFINED 01 03               0        0    19920
PFIZER INC                     COM              717081103        8   172000 SH       DEFINED 01 03               0        0   172000
PFIZER INC                     COM              717081103        0      400 SH       DEFINED 01 03               0        0      400
PFIZER INC                     COM              717081103       12       40 SH       DEFINED 01 03               0        0       40
PFIZER INC                     COM              717081103        0      700 SH       DEFINED 01 03               0        0      700
PFIZER INC                     COM              717081103        1     1300 SH       DEFINED 01 03               0        0     1300
PFIZER INC                     COM              717081103        1      305 SH       DEFINED 01 03               0        0      305
PFIZER INC                     COM              717081103        3     1264 SH       DEFINED 01 03               0        0     1264
PFIZER INC                     COM              717081103       57      515 SH       DEFINED 01 03               0        0      515
PFIZER INC                     COM              717081103      202     1800 SH       DEFINED 01 03               0        0     1800
PFIZER INC                     COM              717081103      282      160 SH       DEFINED 01 03               0        0      160
PFIZER INC                     COM              717081103      986      314 SH       DEFINED 01 03               0        0      314
PFIZER INC                     COM              717081103        1     1231 SH       DEFINED 01 03               0        0     1231
PFIZER INC                     COM              717081103        4      405 SH       DEFINED 01 03               0        0      405
PFIZER INC                     COM              717081103        0      200 SH       DEFINED 01 03               0        0      200
PFIZER INC                     COM              717081103        8     3800 SH       DEFINED 01 03               0        0     3800
PFIZER INC                     COM              717081103        4      300 SH       DEFINED 01 03               0        0      300
PHARMACEUTICAL PROD   S        COM              717124101    14997   242078 SH       DEFINED 01 02               0        0   242078
PHARM HOLDRS TRUST   INDEXUS   COM              71712A206      446     6400 SH       DEFINED 01 03               0        0     6400
PHARMOS CORP                   COM              717139307      330       27 SH       DEFINED 01 03               0        0       27
PHARMOS CORP                   COM              717139307        2      140 SH       DEFINED 01 03               0        0      140
PHELPS DODGE   S               COM              717265102    25567   177708 SH       DEFINED 01 02               0     3399   174309
PHELPS DODGE   S               COM              717265102     3123    21707 SH       DEFINED 01 03               0    21707        0
PHELPS DODGE   S               COM              717265102    64160   446521 SH       DEFINED 01 10               0        0   446521
PHELPS DODGE                   COM              717265102        3      100 SH       DEFINED 01 03               0        0      100
PHELPS DODGE                   COM              717265102        4     2300 SH       DEFINED 01 03               0        0     2300
PHELPS DODGE                   COM              717265102        0      500 SH       DEFINED 01 03               0        0      500
PHILADELPHIA CONS HD   S       COM              717528103     3889    40218 SH       DEFINED 01 02               0        0    40218
PHILLIPS-VAN HEUSEN   S        COM              718592108    10041   309927 SH       DEFINED 01 02               0    26000   283927
PHILLIPS-VAN HEUSEN   S        COM              718592108     1570    48400 SH       DEFINED 01 02 14            0    48400        0
PHILLIPS-VAN HEUSEN   S        COM              718592108      253     7800 SH       DEFINED 01 03               0     7800        0
PHOENIX COMPANIES   S          COM              71902E109     8273   606440 SH       DEFINED 01 02               0    34160   572280
PHOENIX COMPANIES   S          COM              71902E109     1287    94340 SH       DEFINED 01 02 14            0    94340        0
PHOENIX COMPANIES   S          COM              71902E109      232    17000 SH       DEFINED 01 03               0    17000        0
PHOENIX TECHNOLOGY   S         COM              719153108      341    54465 SH       DEFINED 01 02               0        0    54465
PHOTON DYNAMICS   S            COM              719364101      677    37039 SH       DEFINED 01 02               0        0    37039
PHOTRONICS INC   S             COM              719405102     2723   180780 SH       DEFINED 01 02               0        0   180780
PHOTOWORKS INC                 COM              71940B208        0       40 SH       DEFINED 01 03               0        0       40
PHYTOMEDICAL TECHNOLOGIES      COM              71944A107        1    10000 SH       DEFINED 01 03               0        0    10000
PIEDMONT NATURAL GAS   S       COM              720186105     4035   166998 SH       DEFINED 01 02               0        0   166998
PIEDMONT NATURAL GAS           COM              720186105        0       50 SH       DEFINED 01 03               0        0       50
PIER 1 IMPORTS INC   S         COM              720279108     2385   273202 SH       DEFINED 01 02               0        0   273202
PIKE ELECTRIC CORP             COM              721283109       74      100 SH       DEFINED 01 03               0        0      100
PILGRIMS PRIDE   S             COM              721467108     1721    51921 SH       DEFINED 01 02               0      490    51431
PINE VALLEY MINING CORP        COM              72301P109        4     2000 SH       DEFINED 01 03               0        0     2000
PINNACLE AIRLINES CORP         COM              723443107        0      200 SH       DEFINED 01 03               0        0      200
PINNACLE AIRLINES CORP         COM              723443107       10      630 SH       DEFINED 01 03               0        0      630
PINNACLE DATA SYSTEMS          COM              723454104        2      500 SH       DEFINED 01 03               0        0      500
PINNACLE ENTERTAIN   S         COM              723456109     3085   124862 SH       DEFINED 01 02               0        0   124862
PINNACLE WEST CAPITA   S       COM              723484101    21852   528462 SH       DEFINED 01 02               0        0   528462
PINNACLE WEST CAPITA   S       COM              723484101      875    21166 SH       DEFINED 01 03               0    21166        0
PINNACLE WEST CAPITAL          COM              723484101       19      250 SH       DEFINED 01 03               0        0      250
PIONEER COS INC                COM              723643102        1      830 SH       DEFINED 01 03               0        0      830
PIONEER COMPANIES INC   S      COM              723643300     2532    84464 SH       DEFINED 01 02               0        0    84464
PIONEER DRILLING COMPANY   S   COM              723655106      343    19114 SH       DEFINED 01 02               0        0    19114
PIONEER DRILLING CO            COM              723655106        1      400 SH       DEFINED 01 03               0        0      400
PIONEER NATURAL RES   S        COM              723787107    69649  1358484 SH       DEFINED 01 02               0    13020  1345464
PIONEER NATURAL RES   S        COM              723787107      732    14274 SH       DEFINED 01 03               0    14274        0
PIONEER NATURAL RES            COM              723787107        1       55 SH       DEFINED 01 03               0        0       55
PIPER JAFFRAY COS-   S         COM              724078100     1743    43155 SH       DEFINED 01 02               0        0    43155
PIPER JAFFRAY                  COM              724078100        1       53 SH       DEFINED 01 03               0        0       53
PIPER JAFFRAY                  COM              724078100        0        1 SH       DEFINED 01 03               0        0        1
PITNEY BOWES   S               COM              724479100    37477   887040 SH       DEFINED 01 02               0     4600   882440
PITNEY BOWES   S               COM              724479100     2061    48770 SH       DEFINED 01 03               0    48770        0
PIXAR   S                      COM              725811103      331     6270 SH       DEFINED 01 02               0        0     6270
PIXAR   S                      COM              725811103       25      468 SH       DEFINED 01 03               0      468        0
PIXAR                          COM              725811103        0       44 SH       DEFINED 01 03               0        0       44
PIXAR                          COM              725811103        0       60 SH       DEFINED 01 03               0        0       60
PIXAR                          COM              725811103        0      274 SH       DEFINED 01 03               0        0      274
PIXAR                          COM              725811103        1      264 SH       DEFINED 01 03               0        0      264
PIXELWORKS INC                 COM              72581M107      438      170 SH       DEFINED 01 03               0        0      170
PIXELWORKS INC                 COM              72581M107       89     2000 SH       DEFINED 01 03               0        0     2000
PLACER DOME INC   FSUSD        COM              725906101     3118   136000 SH       DEFINED 01 02               0        0   136000
PLACER DOME INC                COM              725906101        1      675 SH       DEFINED 01 03               0        0      675
PLACER DOME INC                COM              725906101        2      350 SH       DEFINED 01 03               0        0      350
PLACER SIERRA BANCSHARES   S   COM              726079106     1103    39801 SH       DEFINED 01 02               0        0    39801
PLAINS EXPLOR & PROD.   S      COM              726505100      849    21370 SH       DEFINED 01 02               0    21370        0
PLAINS EXPL & PRODTN CO        COM              726505100      224      200 SH       DEFINED 01 03               0        0      200
PLAINTREE SYSTEMS INC F        COM              72663E106       44     2000 SH       DEFINED 01 03               0        0     2000
PLANAR SYSTEMS INC   S         COM              726900103      270    32205 SH       DEFINED 01 02               0        0    32205
PLANTRONICS                    COM              727493108        4      100 SH       DEFINED 01 03               0        0      100
PLAYBOY ENTERPRISES   S        COM              728117300     1741   125369 SH       DEFINED 01 02               0        0   125369
PLAYTEX PRODUCTS INC   S       COM              72813P100     7859   574814 SH       DEFINED 01 02               0    13630   561184
PLAYTEX PRODUCTS INC   S       COM              72813P100      514    37580 SH       DEFINED 01 02 14            0    37580        0
PLAYTEX PRODUCTS INC   S       COM              72813P100       56     4100 SH       DEFINED 01 03               0     4100        0
PLAYTEX PRODUCTS               COM              72813P100        6       21 SH       DEFINED 01 03               0        0       21
PLEXUS CORP   S                COM              729132100    13704   602640 SH       DEFINED 01 02               0        0   602640
PLUG PWR INC   S               COM              72919P103     6591  1284901 SH       DEFINED 01 02               0        0  1284901
PLUG PWR INC   S               COM              72919P103      109    21260 SH       DEFINED 01 03               0    21260        0
PLUG POWER INC                 COM              72919P103      153      500 SH       DEFINED 01 03               0        0      500
PLUM CREEK TIMBER CO   S       COM              729251108     3365    93355 SH       DEFINED 01 02               0      880    92475
PLUM CREEK TIMBER CO   S       COM              729251108      523    14519 SH       DEFINED 01 10               0        0    14519
PLUM CREEK TIMBER CO   S       COM              729251108     1419    39350 SH       DEFINED 01 03               0    39350        0
PLUM CREEK TIMBER COMPANY      COM              729251108        2      100 SH       DEFINED 01 03               0        0      100
PLUM CREEK TIMBER COMPANY      COM              729251108        5      400 SH       DEFINED 01 03               0        0      400
POGO PRODUCING CO   S          COM              730448107    43259   868471 SH       DEFINED 01 02               0   151967   716504
POGO PRODUCING CO   S          COM              730448107     3330    66855 SH       DEFINED 01 03               0    66855        0
POGO PRODUCING CO              COM              730448107        9     8500 SH       DEFINED 01 03               0        0     8500
POGO PRODUCING CO              COM              730448107      114     1800 SH       DEFINED 01 03               0        0     1800
POLARIS INDS INC   S           COM              731068102     4552    90686 SH       DEFINED 01 02               0        0    90686
POLO RALPH LAUREN   S          COM              731572103     4483    79850 SH       DEFINED 01 02               0      720    79130
POLYMEDICA CORP   S            COM              731738100     1765    52742 SH       DEFINED 01 02               0        0    52742
POLYMEDICA CORP                COM              731738100        6      100 SH       DEFINED 01 03               0        0      100
POLYONE CORP   S               COM              73179P106     8515  1324252 SH       DEFINED 01 02               0        0  1324252
POPE & TALBOT   S              COM              732827100      296    35563 SH       DEFINED 01 02               0        0    35563
POPE & TALBOT INC              COM              732827100       29      350 SH       DEFINED 01 03               0        0      350
PORTALPLAYER INC   S           COM              736187204     2735    96579 SH       DEFINED 01 02               0     9970    86609
PORTEC RAIL PRODUCTS INC   S   COM              736212101      410    31253 SH       DEFINED 01 02               0        0    31253
PORTFOLIO RECOVERY ASSOCIATE   COM              73640Q105     2372    51085 SH       DEFINED 01 02               0     3620    47465
PORTFOLIO RECOVERY ASSOC       COM              73640Q105        7       75 SH       DEFINED 01 03               0        0       75
PORTFOLIO RECOVERY ASSOC       COM              73640Q105       62       25 SH       DEFINED 01 03               0        0       25
POSSIS MEDICAL INC.   S        COM              737407106      374    37635 SH       DEFINED 01 02               0        0    37635
POST PROPERTIES   S            COM              737464107     2375    59428 SH       DEFINED 01 02               0        0    59428
POTASH CORP SASK INC   FSUSD   COM              73755L107     1288    16060 SH       DEFINED 01 02               0        0    16060
POTLATCH CORP   S              COM              737628107     4080    80025 SH       DEFINED 01 02               0     8905    71120
POTLATCH CORP   S              COM              737628107     1320    25920 SH       DEFINED 01 02 14            0    25920        0
POTLATCH CORP   S              COM              737628107      219     4300 SH       DEFINED 01 03               0     4300        0
POWER INTEGRATIONS   S         COM              739276103     4821   202453 SH       DEFINED 01 02               0     8530   193923
POWER-ONE INC   S              COM              739308104      703   116820 SH       DEFINED 01 02               0    57050    59770
POWER-ONE INC   S              COM              739308104      622   103240 SH       DEFINED 01 02 14            0   103240        0
POWER-ONE INC   S              COM              739308104      112    18600 SH       DEFINED 01 03               0    18600        0
POWER-ONE INC                  COM              739308104        2      675 SH       DEFINED 01 03               0        0      675
POWER TECHNOLOGY INC           COM              73931C104        3    53000 SH       DEFINED 01 03               0        0    53000
POWERLINX INC                  COM              73933F105        2    19000 SH       DEFINED 01 03               0        0    19000
POWERLINX INC                  COM              73933F105        4     1500 SH       DEFINED 01 03               0        0     1500
POWERLINX INC                  COM              73933F105       17    30000 SH       DEFINED 01 03               0        0    30000
POWERWAVE TECHNOLOGIES   S     COM              739363109     2526   200930 SH       DEFINED 01 02               0    22170   178760
POWERWAVE TECHNOLOGIES   S     COM              739363109      742    58950 SH       DEFINED 01 02 14            0    58950        0
POWERWAVE TECHNOLOGIES   S     COM              739363109      126    10000 SH       DEFINED 01 03               0    10000        0
POWERWAVE                      COM              739363109       22      367 SH       DEFINED 01 03               0        0      367
POWERWAVE                      COM              739363109       22      150 SH       DEFINED 01 03               0        0      150
POWERWAVE                      COM              739363109       11      400 SH       DEFINED 01 03               0        0      400
PRANA BIOTECHNOLOGY ADR        COM              739727105       28      800 SH       DEFINED 01 03               0        0      800
PRAXAIR   S                    COM              74005P104    21234   400487 SH       DEFINED 01 02               0        0   400487
PRAXAIR   S                    COM              74005P104     3956    74704 SH       DEFINED 01 03               0    74704        0
PRE PAID LEGAL SVCS   S        COM              740065107     1077    28161 SH       DEFINED 01 02               0        0    28161
PRECISION CASTPARTS   S        COM              740189105    17929   346055 SH       DEFINED 01 02               0     1336   344719
PRECISION CASTPARTS   S        COM              740189105     3209    61960 SH       DEFINED 01 10               0        0    61960
PRECISION CASTPARTS            COM              740189105       18      210 SH       DEFINED 01 03               0        0      210
PREMIERE GLOBAL SERVICES INC   COM              740585104     3328   409420 SH       DEFINED 01 02               0        0   409420
PRENTISS PROPERTIES TRUST   S  COM              740706106     1544    37948 SH       DEFINED 01 02               0        0    37948
PRESIDENTIAL LIFE CO   S       COM              740884101     1964   103117 SH       DEFINED 01 02               0        0   103117
PREMIER WEST BANCORP           COM              740921101       11      100 SH       DEFINED 01 03               0        0      100
PRESSTEK INC   S               COM              741113104      290    32063 SH       DEFINED 01 02               0        0    32063
PRESTIGE BRANDS HOLDINGS INC   COM              74112D101     1678   134168 SH       DEFINED 01 02               0        0   134168
PRICE COMMUNICATIONS   S       COM              741437305     1597   107400 SH       DEFINED 01 02               0        0   107400
T ROWE PRICE GROUP   S         COM              74144T108    49074   681287 SH       DEFINED 01 02               0    41189   640098
T ROWE PRICE GROUP   S         COM              74144T108     3870    53729 SH       DEFINED 01 03               0    53729        0
PRICELINE.COM   S              COM              741503403     1496    67007 SH       DEFINED 01 02               0    10310    56697
PRICELINE.COM INC              COM              741503403        2      100 SH       DEFINED 01 03               0        0      100
PRIDE INTERNATIONAL   S        COM              74153Q102     3582   116500 SH       DEFINED 01 02               0        0   116500
PRIDE INTERNATIONAL            COM              74153Q102       11      250 SH       DEFINED 01 03               0        0      250
PRIDE INTERNATIONAL INC 03.250 CONV BND         74153QAD4      329   250000 PRN      DEFINED 01 02               0        0   250000
PRIMAL SOLUTIONS INC           COM              74154A106        4    10000 SH       DEFINED 01 03               0        0    10000
PRIMEDIA INC   S               COM              74157K101      613   380395 SH       DEFINED 01 02               0        0   380395
PRIMEDIA INC   S               COM              74157K101      849   527110 SH       DEFINED 01 03               0   527110        0
PRIMUS TELE GROUP              COM              741929103     2792     1500 SH       DEFINED 01 03               0        0     1500
PRIMEWEST ENERGY TRUST         COM              741930309      273     2000 SH       DEFINED 01 03               0        0     2000
PRINCIPAL FINANCIAL   S        COM              74251V102     4670    98475 SH       DEFINED 01 02               0     2362    96113
PRINCIPAL FINANCIAL   S        COM              74251V102     2841    59900 SH       DEFINED 01 03               0    59900        0
PRINCIPAL FINANCIAL GROUP      COM              74251V102      311      101 SH       DEFINED 01 03               0        0      101
PRINCIPAL FINANCIAL GROUP      COM              74251V102      499       30 SH       DEFINED 01 03               0        0       30
PROASSURANCE CORP.   S         COM              74267C106    16806   345535 SH       DEFINED 01 02               0    21395   324140
PROASSURANCE CORP.   S         COM              74267C106     1818    37380 SH       DEFINED 01 02 14            0    37380        0
PROASSURANCE CORP.   S         COM              74267C106      314     6452 SH       DEFINED 01 03               0     6452        0
PROCENTURY CORP   S            COM              74268T108     1090   101378 SH       DEFINED 01 02               0        0   101378
PROCTER & GAMBLE   S           COM              742718109    39184   676953 SH       DEFINED 01 10               0        0   676953
PROCTER & GAMBLE   S           COM              742718109   420199  7259844 SH       DEFINED 01 02               0    17651  7242193
PROCTER & GAMBLE   S           COM              742718109    42125   727789 SH       DEFINED 01 03               0   727789        0
PROCTER & GAMBLE               COM              742718109        4      278 SH       DEFINED 01 03               0        0      278
PROCTER & GAMBLE               COM              742718109      177      100 SH       DEFINED 01 03               0        0      100
PROCTER & GAMBLE               COM              742718109        1      106 SH       DEFINED 01 03               0        0      106
PROCTER & GAMBLE               COM              742718109       56      600 SH       DEFINED 01 03               0        0      600
PROCTER & GAMBLE               COM              742718109      509      295 SH       DEFINED 01 03               0        0      295
PROCTER & GAMBLE               COM              742718109      278      990 SH       DEFINED 01 03               0        0      990
PROCTER & GAMBLE               COM              742718109        1      487 SH       DEFINED 01 03               0        0      487
PROCTER & GAMBLE               COM              742718109        0     2000 SH       DEFINED 01 03               0        0     2000
PROCTER & GAMBLE               COM              742718109        1      126 SH       DEFINED 01 03               0        0      126
PROCTER & GAMBLE               COM              742718109        0      112 SH       DEFINED 01 03               0        0      112
PROCTER & GAMBLE               COM              742718109       58       32 SH       DEFINED 01 03               0        0       32
PROCTER & GAMBLE               COM              742718109      104      100 SH       DEFINED 01 03               0        0      100
PRIVATEBANCORP  INC   S        COM              742962103     1691    47552 SH       DEFINED 01 10               0        0    47552
PRIVATEBANCORP  INC   S        COM              742962103     1951    54860 SH       DEFINED 01 02               0        0    54860
PROGENICS PHARMACEUTICALS   S  COM              743187106      362    14482 SH       DEFINED 01 02               0        0    14482
PROGRESS ENERGY INC   S        COM              743263105    11958   272264 SH       DEFINED 01 02               0        0   272264
PROGRESS ENERGY INC   S        COM              743263105     2363    53805 SH       DEFINED 01 03               0    53805        0
PROGRESS SOFTWARE CO   S       COM              743312100     6100   214920 SH       DEFINED 01 02               0     7510   207410
PROGRESSIVE CORP OH   S        COM              743315103    37541   321478 SH       DEFINED 01 02               0      215   321263
PROGRESSIVE CORP OH   S        COM              743315103     4925    42174 SH       DEFINED 01 03               0    42174        0
PROLIANCE INTL INC   S         COM              74340R104      153    28870 SH       DEFINED 01 02               0        0    28870
PROLOGIS   S                   COM              743410102     7441   159271 SH       DEFINED 01 02               0      790   158481
PROLOGIS   S                   COM              743410102     2432    52060 SH       DEFINED 01 03               0    52060        0
PROLOGIS   S                   COM              743410102      922    19737 SH       DEFINED 01 10               0        0    19737
PROLOGIS                       COM              743410102        0     8600 SH       DEFINED 01 03               0        0     8600
PROLOGIS                       COM              743410102        1     1800 SH       DEFINED 01 03               0        0     1800
PROSPERITY BANCSHARE.   S      COM              743606105     3770   131210 SH       DEFINED 01 02               0     7810   123400
PROSPERITY BANCSHARE.   S      COM              743606105     1608    56000 SH       DEFINED 01 10               0        0    56000
PROSPERITY BANCSHARE.   S      COM              743606105      619    21548 SH       DEFINED 01 02 14            0    21548        0
PROSPERITY BANCSHARE.   S      COM              743606105      101     3500 SH       DEFINED 01 03               0     3500        0
PROTECTIVE LIFE CORP   S       COM              743674103       20      460 SH       DEFINED 01 02               0      460        0
PROTECTIVE LIFE CORP           COM              743674103      761       50 SH       DEFINED 01 03               0        0       50
PROTEIN DESIGN   S             COM              74369L103     2679    94306 SH       DEFINED 01 02               0        0    94306
PROVANT INC                    COM              743724106       12     1000 SH       DEFINED 01 03               0        0     1000
PROVIDENCE SERVICE CORP   S    COM              743815102      901    31305 SH       DEFINED 01 02               0        0    31305
PROVIDENT BANK   S             COM              743859100     2657    78697 SH       DEFINED 01 02               0        0    78697
PROVIDENT FINANCIAL HLDGS      COM              743868101        1     2100 SH       DEFINED 01 03               0        0     2100
PROVIDENT FINANCIAL HLDGS      COM              743868101       12    10200 SH       DEFINED 01 03               0        0    10200
PROVIDENT ENERGY TRUST         COM              74386K104        2     1000 SH       DEFINED 01 03               0        0     1000
PROVIDENT ENERGY TRUST         COM              74386K104       11      150 SH       DEFINED 01 03               0        0      150
PROVIDENT ENERGY TRUST         COM              74386K104        1     2000 SH       DEFINED 01 03               0        0     2000
PROVIDENT FINANCIAL SVCS   S   COM              74386T105     1111    60000 SH       DEFINED 01 02               0        0    60000
PRUDENTIAL FINANCIAL   S       COM              744320102    31106   424966 SH       DEFINED 01 02               0    16558   408408
PRUDENTIAL FINANCIAL   S       COM              744320102     7902   107965 SH       DEFINED 01 03               0   107965        0
PRUDENTIAL FINANCIAL           COM              744320102        5      100 SH       DEFINED 01 03               0        0      100
PRUDENTIAL FINANCIAL           COM              744320102        0    10700 SH       DEFINED 01 03               0        0    10700
PRUDENTIAL FINANCIAL           COM              744320102       13     4900 SH       DEFINED 01 03               0        0     4900
PRUDENTIAL FINANCIAL           COM              744320102       19     1600 SH       DEFINED 01 03               0        0     1600
PRUDENTIAL FINANCIAL           COM              744320102        3     1000 SH       DEFINED 01 03               0        0     1000
PSYCHIATRIC SOLUTIONS INC   S  COM              74439H108     7900   134493 SH       DEFINED 01 02               0     6460   128033
PSYCHIATRIC SOLUTIONS          COM              74439H108        2       28 SH       DEFINED 01 03               0        0       28
PUB SERV ENTERPRISE   S        COM              744573106     3482    53598 SH       DEFINED 01 03               0    53598        0
PUB SERV ENTERPRISE   S        COM              744573106     7671   118200 SH       DEFINED 01 10               0        0   118200
PUB SERV ENTERPRISE   S        COM              744573106    46324   712986 SH       DEFINED 01 02               0     1726   711260
PUBLIC STORAGE   S             COM              74460D109     4437    65525 SH       DEFINED 01 02               0      370    65155
PUBLIC STORAGE   S             COM              74460D109     1197    17675 SH       DEFINED 01 03               0    17675        0
PUBLIC STORAGE                 COM              74460D109        0     1800 SH       DEFINED 01 03               0        0     1800
PUBLIC STORAGE                 COM              74460D109        0      400 SH       DEFINED 01 03               0        0      400
PULTE HOMES INC   S            COM              745867101    14366   365012 SH       DEFINED 01 02               0    24829   340183
PULTE HOMES INC   S            COM              745867101     1805    45868 SH       DEFINED 01 03               0    45868        0
PULTE HOMES INC                COM              745867101        1      300 SH       DEFINED 01 03               0        0      300
QLT PHOTOTHERAPEUTICS          COM              746927102        0       50 SH       DEFINED 01 03               0        0       50
PYATEROCHKA HLD 144A GDR   FSU COM              747071108       31     2173 SH       DEFINED 01 02               0        0     2173
PYATEROCHKA HOLDING-REGS GDR   COM              747071207       90     6210 SH       DEFINED 01 02               0        0     6210
QLOGIC CORP   S                COM              747277101     7374   226807 SH       DEFINED 01 02               0      729   226078
QLOGIC CORP   S                COM              747277101      559    17199 SH       DEFINED 01 03               0    17199        0
QLOGIC CORP                    COM              747277101        0      875 SH       DEFINED 01 03               0        0      875
QSOUND LABS INC                COM              74728C307        2      150 SH       DEFINED 01 03               0        0      150
QUAKER CHEMICAL CORP   S       COM              747316107      408    21193 SH       DEFINED 01 02               0        0    21193
QUALCOMM   S                   COM              747525103    57046  1326677 SH       DEFINED 01 10               0        0  1326677
QUALCOMM   S                   COM              747525103    11616   269369 SH       DEFINED 01 02               0    35109   234260
QUALCOMM   S                   COM              747525103    15478   359281 SH       DEFINED 01 03               0   359281        0
QUALCOMM INC                   COM              747525103      298      250 SH       DEFINED 01 03               0        0      250
QUALCOMM INC                   COM              747525103        1     4200 SH       DEFINED 01 03               0        0     4200
QUALCOMM INC                   COM              747525103        4      100 SH       DEFINED 01 03               0        0      100
QUALCOMM INC                   COM              747525103        1      200 SH       DEFINED 01 03               0        0      200
QUALCOMM INC                   COM              747525103        1       20 SH       DEFINED 01 03               0        0       20
QUALCOMM INC                   COM              747525103        0      800 SH       DEFINED 01 03               0        0      800
QUALCOMM INC                   COM              747525103        5      844 SH       DEFINED 01 03               0        0      844
QUALCOMM INC                   COM              747525103        1      800 SH       DEFINED 01 03               0        0      800
QUALCOMM INC                   COM              747525103       10      190 SH       DEFINED 01 03               0        0      190
QUALCOMM INC                   COM              747525103        4     1250 SH       DEFINED 01 03               0        0     1250
QUALCOMM INC                   COM              747525103        1      500 SH       DEFINED 01 03               0        0      500
QUALCOMM INC                   COM              747525103       60      200 SH       DEFINED 01 03               0        0      200
QUALITY SYSTEMS   S            COM              747582104     2415    31461 SH       DEFINED 01 02               0        0    31461
QUALITY SYSTEMS INC            COM              747582104        2      100 SH       DEFINED 01 03               0        0      100
QUALITY SYSTEMS INC            COM              747582104        1       50 SH       DEFINED 01 03               0        0       50
QUALITY SYSTEMS INC            COM              747582104       22       65 SH       DEFINED 01 03               0        0       65
QUANEX CORP   S                COM              747620102     6124   122544 SH       DEFINED 01 02               0        0   122544
QUANTA SERVICES INC   S        COM              74762E102    11554   877328 SH       DEFINED 01 02               0    34140   843188
QUANTA SERVICES INC   S        COM              74762E102     1238    93970 SH       DEFINED 01 02 14            0    93970        0
QUANTA SERVICES INC   S        COM              74762E102      223    16900 SH       DEFINED 01 03               0    16900        0
QUANTUM CORP                   COM              747906204        0      300 SH       DEFINED 01 03               0        0      300
QUEST DIAGNOSTICS   S          COM              74834L100     2818    54734 SH       DEFINED 01 02               0        0    54734
QUEST DIAGNOSTICS   S          COM              74834L100     1824    35430 SH       DEFINED 01 03               0    35430        0
QUEST SOFTWARE INC   S         COM              74834T103     2117   145111 SH       DEFINED 01 02               0    11580   133531
QUESTAR CORP   S               COM              748356102     1317    17395 SH       DEFINED 01 02               0    17395        0
QUESTCOR PHARMACEUTICALS INC   COM              74835Y101       56    71500 SH       DEFINED 01 03               0        0    71500
QUICKSILVER RESOURCES INC   S  COM              74837R104     2678    63740 SH       DEFINED 01 02               0    40340    23400
QUICKSILVER RESOURCES INC      COM              74837R104        1      450 SH       DEFINED 01 03               0        0      450
QUICKSILVER RESOURCES INC      COM              74837R104        0      400 SH       DEFINED 01 03               0        0      400
QUIKSILVER INC   S             COM              74838C106     3539   255738 SH       DEFINED 01 02               0        0   255738
QUIKSILVER INC                 COM              74838C106        1     5000 SH       DEFINED 01 03               0        0     5000
QUIDEL CORP                    COM              74838J101        1      165 SH       DEFINED 01 03               0        0      165
QWEST COMM INTL INC   S        COM              749121109     2348   415463 SH       DEFINED 01 03               0   415463        0
QWEST COMM INTL INC   S        COM              749121109    33121  5862029 SH       DEFINED 01 02               0    52035  5809994
QWEST COMM INTL INC            COM              749121109        0     7300 SH       DEFINED 01 03               0        0     7300
QWEST COMM INTL INC            COM              749121109       12     1695 SH       DEFINED 01 03               0        0     1695
QWEST COMM INTL INC            COM              749121109        4      200 SH       DEFINED 01 03               0        0      200
QWEST COMM INTL INC            COM              749121109        6      731 SH       DEFINED 01 03               0        0      731
QWEST COMM INTL INC            COM              749121109        0     1400 SH       DEFINED 01 03               0        0     1400
QWEST COMM INTL INC            COM              749121109       14     7000 SH       DEFINED 01 03               0        0     7000
QWEST COMMS INTL 03.500% 11/15 CONV BND         749121BY4     1470  1270000 PRN      DEFINED 01 03               0        0  1270000
QWEST COMMS INTL 03.500% 11/15 CONV BND         749121BY4    85362 73730000 PRN      DEFINED 01 02               0        0 73730000
R & G FINANCIAL CORP   S       COM              749136107      341    25775 SH       DEFINED 01 02               0        0    25775
RAIT INVESTMENT TRUST   S      COM              749227104     2908   112199 SH       DEFINED 01 02               0        0   112199
RCM TECHNOLOGIES INC           COM              749360400        0      310 SH       DEFINED 01 03               0        0      310
RCN CORP   S                   COM              749361200     1005    42839 SH       DEFINED 01 02               0        0    42839
RC2 CORP   S                   COM              749388104     5882   165544 SH       DEFINED 01 02               0    13660   151884
RC2 CORP   S                   COM              749388104      692    19530 SH       DEFINED 01 02 14            0    19530        0
RC2 CORP   S                   COM              749388104      117     3300 SH       DEFINED 01 03               0     3300        0
RF MONOLITHICS                 COM              74955F106        2      100 SH       DEFINED 01 03               0        0      100
RH DONNELLEY CORP   S          COM              74955W307     1104    17925 SH       DEFINED 01 02               0        0    17925
RLI CORP   S                   COM              749607107     8211   164662 SH       DEFINED 01 02               0     8568   156094
RLI CORP   S                   COM              749607107     1093    21950 SH       DEFINED 01 02 14            0    21950        0
RLI CORP   S                   COM              749607107      189     3788 SH       DEFINED 01 03               0     3788        0
RPC INC   S                    COM              749660106     3401   129149 SH       DEFINED 01 02               0        0   129149
RPC INC                        COM              749660106        0      100 SH       DEFINED 01 03               0        0      100
RPM INTERNATIONAL INC   S      COM              749685103     7469   430021 SH       DEFINED 01 02               0      692   429329
RSA SECURITY INC   S           COM              749719100      367    32700 SH       DEFINED 01 02               0        0    32700
RSA SEC INC                    COM              749719100        2      300 SH       DEFINED 01 03               0        0      300
RSA SEC INC                    COM              749719100       19      100 SH       DEFINED 01 03               0        0      100
RSA SEC INC                    COM              749719100       11      192 SH       DEFINED 01 03               0        0      192
RSA SEC INC                    COM              749719100        2      800 SH       DEFINED 01 03               0        0      800
RTI INTL METALS   S            COM              74973W107     2421    63820 SH       DEFINED 01 02               0        0    63820
RF MICRO DEVICES INC   S       COM              749941100      547   101130 SH       DEFINED 01 02               0    38930    62200
RF MICRO DEVICES INC   S       COM              749941100      583   107690 SH       DEFINED 01 02 14            0   107690        0
RF MICRO DEVICES INC   S       COM              749941100      100    18400 SH       DEFINED 01 03               0    18400        0
RF MICRO-DEVICES               COM              749941100        7      784 SH       DEFINED 01 03               0        0      784
RF MICRO-DEVICES               COM              749941100       22     2000 SH       DEFINED 01 03               0        0     2000
RF MICRO-DEVICES               COM              749941100        9      300 SH       DEFINED 01 03               0        0      300
RF MICRO-DEVICES               COM              749941100        4      536 SH       DEFINED 01 03               0        0      536
RF MICRO-DEVICES               COM              749941100        8      160 SH       DEFINED 01 03               0        0      160
RF MICRO-DEVICES               COM              749941100        0      370 SH       DEFINED 01 03               0        0      370
RF MICRO-DEVICES               COM              749941100        9      100 SH       DEFINED 01 03               0        0      100
RACKABLE SYSTEMS INC   S       COM              750077109      368    12930 SH       DEFINED 01 02               0        0    12930
RADIAN GROUP INC   S           COM              750236101     1609    27476 SH       DEFINED 01 02               0     1356    26120
RADIANT SYSTEMS   S            COM              75025N102     1559   128170 SH       DEFINED 01 02               0    12050   116120
RADIATION THERAPY SERVICES   S COM              750323206     2170    61460 SH       DEFINED 01 02               0     5660    55800
RADIOLOGIX INC   S             COM              75040K109      760   249203 SH       DEFINED 01 02               0        0   249203
RADIOSHACK CORP   S            COM              750438103      605    28787 SH       DEFINED 01 03               0    28787        0
RADIOSHACK CORP   S            COM              750438103     8018   381240 SH       DEFINED 01 02               0        0   381240
RADIOSHACK CORPORATION         COM              750438103        1      175 SH       DEFINED 01 03               0        0      175
RADIOSHACK CORPORATION         COM              750438103        2      500 SH       DEFINED 01 03               0        0      500
RADISYS   S                    COM              750459109     2093   120781 SH       DEFINED 01 02               0        0   120781
RADYNE CORP   S                COM              750611402      483    33128 SH       DEFINED 01 02               0        0    33128
RADYNE CORP                    COM              750611402        2    32100 SH       DEFINED 01 03               0        0    32100
RADYNE CORP                    COM              750611402        2     6600 SH       DEFINED 01 03               0        0     6600
RAINDANCE COMMUNICATIONS INC   COM              75086X106        1     1125 SH       DEFINED 01 03               0        0     1125
RAINDANCE COMMUNICATIONS INC   COM              75086X106        0   152100 SH       DEFINED 01 03               0        0   152100
RAINDANCE COMMUNICATIONS INC   COM              75086X106        4    31100 SH       DEFINED 01 03               0        0    31100
RAMBUS INC   S                 COM              750917106      194    11980 SH       DEFINED 01 02               0    11980        0
RAMBUS INC   S                 COM              750917106       13      800 SH       DEFINED 01 03               0      800        0
RAMBUS INC                     COM              750917106       14      300 SH       DEFINED 01 03               0        0      300
RAMBUS INC                     COM              750917106        0      700 SH       DEFINED 01 03               0        0      700
RAMBUS INC                     COM              750917106        2      350 SH       DEFINED 01 03               0        0      350
RALCORP HOLDINGS INC   S       COM              751028101     7391   185176 SH       DEFINED 01 02               0    18770   166406
RALCORP HOLDINGS INC   S       COM              751028101     1409    35330 SH       DEFINED 01 02 14            0    35330        0
RALCORP HOLDINGS INC   S       COM              751028101      239     6000 SH       DEFINED 01 03               0     6000        0
RALCORP HOLDINGS INC           COM              751028101        0       50 SH       DEFINED 01 03               0        0       50
RAMTRON INTERNATIONAL CORP     COM              751907304        0      682 SH       DEFINED 01 03               0        0      682
RAMTRON INTERNATIONAL CORP     COM              751907304       15     2200 SH       DEFINED 01 03               0        0     2200
RANDGOLD RESOURCES LTD-ADR   F COM              752344309     2065   128000 SH       DEFINED 01 02               0        0   128000
RANGOLD RESOURCES LMTD ADR     COM              752344309        8      100 SH       DEFINED 01 03               0        0      100
RANGE RESOURCES   S            COM              75281A109     7899   299906 SH       DEFINED 01 02               0        0   299906
RANGE RESOURCES CORP           COM              75281A109      857     2000 SH       DEFINED 01 03               0        0     2000
RARE HOSPITALITY INT   S       COM              753820109     2211    72752 SH       DEFINED 01 02               0        0    72752
RAVEN INDS INC                 COM              754212108      320      140 SH       DEFINED 01 03               0        0      140
RAYMOND JAMES FIN   S          COM              754730109       84     2251 SH       DEFINED 01 02               0        0     2251
RAYONIER INC   S               COM              754907103    34122   856255 SH       DEFINED 01 02               0        0   856255
RAYONIER INC                   COM              754907103      176      150 SH       DEFINED 01 03               0        0      150
RAYONIER INC                   COM              754907103       64      750 SH       DEFINED 01 03               0        0      750
RAYONIER INC                   COM              754907103        2      300 SH       DEFINED 01 03               0        0      300
RAYTECH CORP-DEL.   S          COM              755103108       33    26000 SH       DEFINED 01 02               0        0    26000
RAYTHEON CO.   S               COM              755111507     3449    86000 SH       DEFINED 01 10               0        0    86000
RAYTHEON CO.   S               COM              755111507     5515   137330 SH       DEFINED 01 02               0        0   137330
RAYTHEON CO.   S               COM              755111507     3835    95506 SH       DEFINED 01 03               0    95506        0
RAYTHEON COMPANY               COM              755111507        2     6557 SH       DEFINED 01 03               0        0     6557
RAYTHEON COMPANY               COM              755111507      328     1343 SH       DEFINED 01 03               0        0     1343
RAYTHEON COMPANY               COM              755111507        1      200 SH       DEFINED 01 03               0        0      200
RBC INFORMATION SYS - ADR   FS COM              75523Q102     1293    48250 SH       DEFINED 01 02               0        0    48250
RBC BEARINGS INC               COM              75524B104      886    54509 SH       DEFINED 01 10               0        0    54509
READERS DIGEST ASSN   S        COM              755267101     4506   296056 SH       DEFINED 01 02               0    18250   277806
READY MIX INC                  COM              755747102       67      500 SH       DEFINED 01 03               0        0      500
REALNETWORKS INC   S           COM              75605L104      223    28730 SH       DEFINED 01 02               0    28730        0
REAL NETWORKS INC              COM              75605L104        0      200 SH       DEFINED 01 03               0        0      200
REAL NETWORKS INC              COM              75605L104        4      200 SH       DEFINED 01 03               0        0      200
RECKSON   S                    COM              75621K106     1421    39500 SH       DEFINED 01 02               0        0    39500
RED HAT   S                    COM              756577102     5412   198692 SH       DEFINED 01 02               0    13862   184830
RED HAT   S                    COM              756577102       19      680 SH       DEFINED 01 03               0      680        0
RED HAT   S                    COM              756577102     2043    74988 SH       DEFINED 01 10               0        0    74988
RED HAT INC                    COM              756577102        1      580 SH       DEFINED 01 03               0        0      580
RED HAT INC                    COM              756577102        2      300 SH       DEFINED 01 03               0        0      300
RED ROBIN GOURMET BURGERS   S  COM              75689M101     1956    38375 SH       DEFINED 01 02               0        0    38375
REDBACK NETWORKS INC   S       COM              757209507      390    27750 SH       DEFINED 01 02               0        0    27750
REDBACK NETWORKS               COM              757209507        2        5 SH       DEFINED 01 03               0        0        5
REDBACK NETWORKS               COM              757209507       55        2 SH       DEFINED 01 03               0        0        2
REDBACK NETWORKS               COM              757209507      103        3 SH       DEFINED 01 03               0        0        3
REDENVELOPE INC   S            COM              75733R601      251    23977 SH       DEFINED 01 02               0        0    23977
REDDY ICE HOLDINGS INC   S     COM              75734R105     5727   262600 SH       DEFINED 01 02               0        0   262600
REDDY ICE HOLDINGS INC   S     COM              75734R105     1155    53000 SH       DEFINED 01 10               0        0    53000
REDWOOD TRUST INC.   S         COM              758075402     2275    55131 SH       DEFINED 01 02               0        0    55131
REDWOOD TRUST INC              COM              758075402        5      400 SH       DEFINED 01 03               0        0      400
REEBOK INTERNATIONAL   S       COM              758110100     1560    26815 SH       DEFINED 01 02               0        0    26815
REEBOK INTERNATIONAL   S       COM              758110100      656    11262 SH       DEFINED 01 03               0    11262        0
REFCO INC                      COM              75866G109        4      325 SH       DEFINED 01 03               0        0      325
REGAL BELOIT   S               COM              758750103    15221   429991 SH       DEFINED 01 02               0    16550   413441
REGAL BELOIT   S               COM              758750103      950    26840 SH       DEFINED 01 02 14            0    26840        0
REGAL BELOIT   S               COM              758750103      166     4700 SH       DEFINED 01 03               0     4700        0
REGAL BELOIT                   COM              758750103      283      300 SH       DEFINED 01 03               0        0      300
REGAL ENTERTAINMENT.   S       COM              758766109    11894   625355 SH       DEFINED 01 02               0     7590   617765
REGENCY CENTERS CORP   S       COM              758849103     1331    22570 SH       DEFINED 01 02               0      370    22200
REGENT COMMUNICATION.   S      COM              758865109      894   192701 SH       DEFINED 01 02               0        0   192701
REGENERON PHARMACEUT   S       COM              75886F107     6810   426954 SH       DEFINED 01 02               0    36280   390674
REGENERON PHARMACEUT   S       COM              75886F107      621    38920 SH       DEFINED 01 02 14            0    38920        0
REGENERON PHARMACEUT   S       COM              75886F107      118     7400 SH       DEFINED 01 03               0     7400        0
REGENERON PHARMACEUTICAL       COM              75886F107       58     3050 SH       DEFINED 01 03               0        0     3050
REGENERON PHARMACEUTICAL       COM              75886F107      150      400 SH       DEFINED 01 03               0        0      400
REGENERX BIOPHARMACEUTICALS    COM              75886X108       33     5000 SH       DEFINED 01 03               0        0     5000
REHABCARE GROUP INC   S        COM              759148109     1029    50884 SH       DEFINED 01 02               0        0    50884
REGIONS FINANCIAL   S          COM              7591EP100      900    26332 SH       DEFINED 01 02               0        0    26332
REGIONS FINANCIAL   S          COM              7591EP100     3344    97901 SH       DEFINED 01 03               0    97901        0
REGIONS FINL CORP NEW          COM              7591EP100        2     6300 SH       DEFINED 01 03               0        0     6300
REGIONS FINL CORP NEW          COM              7591EP100        1     1200 SH       DEFINED 01 03               0        0     1200
REINSURANCE GP OF AM   S       COM              759351109     1929    40400 SH       DEFINED 01 02               0        0    40400
RELIANCE 144A GDR   FSUSD 144A COM              759470107      933    23593 SH       DEFINED 01 02               0        0    23593
RELIANCE STEEL & ALU   S       COM              759509102     9363   153200 SH       DEFINED 01 02               0        0   153200
RELIANT ENERGY INC   S         COM              75952B105    14104  1366587 SH       DEFINED 01 02               0     2587  1364000
RELIANT ENERGY INC             COM              75952B105        0     3000 SH       DEFINED 01 03               0        0     3000
RELIANT ENERGY INC             COM              75952B105       18      500 SH       DEFINED 01 03               0        0      500
REMINGTON OIL & GAS   S        COM              759594302     2117    57995 SH       DEFINED 01 02               0        0    57995
RENOVIS INC                    COM              759885106       20     1299 SH       DEFINED 01 02               0     1299        0
RENAL CARE GROUP.   S          COM              759930100       95     2000 SH       DEFINED 01 02               0        0     2000
RENT-A-CENTER INC   S          COM              76009N100       38     2000 SH       DEFINED 01 02               0        0     2000
REPSOL YPF SA.   FSUSD         COM              76026T205    32236  1096100 SH       DEFINED 01 02               0        0  1096100
REPUBLIC AIRWAYS HOLDINGS IN   COM              760276105      345    22700 SH       DEFINED 01 02               0        0    22700
REPUBLIC BANCORP.   S          COM              760282103     4934   414518 SH       DEFINED 01 02               0    31197   383321
REPUBLIC BANCORP.   S          COM              760282103     1020    85835 SH       DEFINED 01 02 14            0    85835        0
REPUBLIC BANCORP.   S          COM              760282103      178    14990 SH       DEFINED 01 03               0    14990        0
REPUBLIC COMPANIES GROUP INC   COM              760349100     1876   121179 SH       DEFINED 01 02               0    19590   101589
REPUBLIC COMPANIES GROUP INC   COM              760349100      841    54240 SH       DEFINED 01 02 14            0    54240        0
REPUBLIC COMPANIES GROUP INC   COM              760349100      153     9900 SH       DEFINED 01 03               0     9900        0
REPUBLIC SRVS CL-A   S         COM              760759100     5728   152530 SH       DEFINED 01 02               0      530   152000
RESEARCH FRONTIERS INC         COM              760911107       39      856 SH       DEFINED 01 03               0        0      856
RESEARC IN MOTION   FSUSD      COM              760975102       49      745 SH       DEFINED 01 03               0      745        0
RESMED INC   S                 COM              761152107     8237   215024 SH       DEFINED 01 02               0        0   215024
RESMED INC   S                 COM              761152107     4278   111837 SH       DEFINED 01 10               0        0   111837
RESOURCES CONNECTION.   S      COM              76122Q105     8039   308492 SH       DEFINED 01 02               0   104056   204436
RESOURCES CONNECTION.   S      COM              76122Q105      848    32546 SH       DEFINED 01 03               0    32546        0
RESOURCES CONNECTIONS          COM              76122Q105      468       65 SH       DEFINED 01 03               0        0       65
RESPIRONICS INC   S            COM              761230101     6056   163346 SH       DEFINED 01 02               0        0   163346
RETAIL VENTURES                COM              76128Y102       86      100 SH       DEFINED 01 03               0        0      100
REVLON INC   S                 COM              761525500     1003   323759 SH       DEFINED 01 02               0    79480   244279
REVLON INC   S                 COM              761525500      682   220190 SH       DEFINED 01 02 14            0   220190        0
REVLON INC   S                 COM              761525500      117    37800 SH       DEFINED 01 03               0    37800        0
REWARDS NETWORK INC   S        COM              761557107      292    45680 SH       DEFINED 01 02               0        0    45680
REX STORES CORP                COM              761624105        4      150 SH       DEFINED 01 03               0        0      150
REYNOLDS & REYNOLDS   S        COM              761695105     9452   336722 SH       DEFINED 01 02               0    16322   320400
REYNOLDS AMERICAN INC   S      COM              761713106    33177   348032 SH       DEFINED 01 02               0      400   347632
REYNOLDS AMERICAN INC   S      COM              761713106     1742    18275 SH       DEFINED 01 03               0    18275        0
REYNOLDS AMERICAN INC   S      COM              761713106     8614    90500 SH       DEFINED 01 10               0        0    90500
REYNOLDS AMERICAN INC          COM              761713106       24      200 SH       DEFINED 01 03               0        0      200
RIGHTNOW TECHNOLOGIES INC   S  COM              76657R106      350    18970 SH       DEFINED 01 02               0        0    18970
RIMAGE CORP   S                COM              766721104     1490    51417 SH       DEFINED 01 02               0        0    51417
RIO TINTO PLC ADR   FSUSD      COM              767204100    17292    94600 SH       DEFINED 01 02               0        0    94600
RIO TINTO PLC ADR              COM              767204100      358      900 SH       DEFINED 01 03               0        0      900
RIO TINTO PLC ADR              COM              767204100      244      200 SH       DEFINED 01 03               0        0      200
RITCHIE BROS. AUCTION.   FSUSD COM              767744105     4281   101309 SH       DEFINED 01 02               0     1920    99389
RITA MEDICAL SYSTEMS           COM              76774E103       50     1400 SH       DEFINED 01 03               0        0     1400
RITA MEDICAL SYSTEMS           COM              76774E103        4     1000 SH       DEFINED 01 03               0        0     1000
RITA MEDICAL SYSTEMS           COM              76774E103       73     1000 SH       DEFINED 01 03               0        0     1000
RITE AID CORP   S              COM              767754104       79    22778 SH       DEFINED 01 03               0    22778        0
RITE AID                       COM              767754104       37      600 SH       DEFINED 01 03               0        0      600
RITE AID                       COM              767754104        6     4800 SH       DEFINED 01 03               0        0     4800
RITE AID                       COM              767754104        0     5000 SH       DEFINED 01 03               0        0     5000
RITE AID                       COM              767754104       10     6000 SH       DEFINED 01 03               0        0     6000
RITE AID CORP   S              COM              767754104    24501  7040397 SH       DEFINED 01 02               0        0  7040397
RIVERSTONE NETWRKS INC         COM              769320102       52      300 SH       DEFINED 01 03               0        0      300
ROBBINS & MYERS INC   S        COM              770196103      514    25264 SH       DEFINED 01 02               0        0    25264
ROBERT HALF INTL INC   S       COM              770323103    76686  2023919 SH       DEFINED 01 02               0   136828  1887091
ROBERT HALF INTL INC   S       COM              770323103     4543   119897 SH       DEFINED 01 03               0   119897        0
ROCHE HOLDINGS ADR   FSUSD     COM              771195104    14222   190000 SH       DEFINED 01 02               0        0   190000
ROCK TENN CO   S               COM              772739207     2570   188254 SH       DEFINED 01 02               0    20650   167604
ROCK TENN CO   S               COM              772739207      767    56220 SH       DEFINED 01 02 14            0    56220        0
ROCK TENN CO   S               COM              772739207      134     9800 SH       DEFINED 01 03               0     9800        0
ROCKWELL AUTOMATION INC   S    COM              773903109    63047  1065707 SH       DEFINED 01 02               0      260  1065447
ROCKWELL AUTOMATION INC   S    COM              773903109     2266    38296 SH       DEFINED 01 03               0    38296        0
ROCKWELL AUTOMATION INC   S    COM              773903109     1548    26176 SH       DEFINED 01 10               0        0    26176
ROCKWELL COLLINS   S           COM              774341101     6008   129274 SH       DEFINED 01 02               0      595   128679
ROCKWELL COLLINS   S           COM              774341101     1716    36937 SH       DEFINED 01 03               0    36937        0
ROCKWELL MEDICAL TECH INC      COM              774374102       19     1425 SH       DEFINED 01 03               0        0     1425
ROCKWOOD HOLDINGS INC   S      COM              774415103      213    10800 SH       DEFINED 01 03               0    10800        0
ROCKWOOD HOLDINGS INC   S      COM              774415103     1442    73030 SH       DEFINED 01 02               0    37900    35130
ROCKWOOD HOLDINGS INC   S      COM              774415103     1198    60730 SH       DEFINED 01 02 14            0    60730        0
ROCKY SHOES & BOOTS            COM              774830103       33      200 SH       DEFINED 01 03               0        0      200
ROFIN SINAR TECH INC.   S      COM              775043102     1176    27090 SH       DEFINED 01 02 14            0    27090        0
ROFIN SINAR TECH INC.   S      COM              775043102      209     4800 SH       DEFINED 01 03               0     4800        0
ROFIN SINAR TECH INC.   S      COM              775043102     7215   165990 SH       DEFINED 01 02               0     9820   156170
ROGERS COMMUNICATION   FSUSD   COM              775109200     6043   143000 SH       DEFINED 01 02               0        0   143000
ROGERS CORP   S                COM              775133101     1391    35492 SH       DEFINED 01 02               0        0    35492
ROHM & HAAS                    COM              775371107        2      700 SH       DEFINED 01 03               0        0      700
ROHM & HAAS CO   S             COM              775371107     1491    30790 SH       DEFINED 01 03               0    30790        0
ROHM & HAAS CO   S             COM              775371107     4461    92170 SH       DEFINED 01 02               0      780    91390
ROHM & HAAS                    COM              775371107        4     3700 SH       DEFINED 01 03               0        0     3700
ROLLINS   S                    COM              775711104     1547    78500 SH       DEFINED 01 02               0        0    78500
ROPER IND NEW   S              COM              776696106     3268    82868 SH       DEFINED 01 10               0        0    82868
ROPER IND NEW   S              COM              776696106    10533   266581 SH       DEFINED 01 02               0        0   266581
ROSS STORES   S                COM              778296103       16      558 SH       DEFINED 01 03               0      558        0
ROWAN COS                      COM              779382100        8     7470 SH       DEFINED 01 03               0        0     7470
ROWAN COMPANIES INC.   S       COM              779382100      833    23369 SH       DEFINED 01 03               0    23369        0
ROWAN COS                      COM              779382100       35     4300 SH       DEFINED 01 03               0        0     4300
ROWAN COS                      COM              779382100        2     1530 SH       DEFINED 01 03               0        0     1530
ROWAN COS                      COM              779382100       31    21100 SH       DEFINED 01 03               0        0    21100
ROWAN COMPANIES INC.   S       COM              779382100     3390    95226 SH       DEFINED 01 02               0    35330    59896
ROYAL GROUP TECH LTD   FSUSD   COM              779915107    20491  2276800 SH       DEFINED 01 02               0        0  2276800
ROYAL BODYCARE INC             COM              780103107       92     5000 SH       DEFINED 01 03               0        0     5000
ROYAL DUTCH SHELL A   FSUSD    COM              780259206    43993   715466 SH       DEFINED 01 02               0        0   715466
ROYAL GOLD INC   S             COM              780287108     1992    57370 SH       DEFINED 01 02               0     5370    52000
RUBIO'S RESTAURANTS INC        COM              78116B102        2      250 SH       DEFINED 01 03               0        0      250
RUBY TUESDAY INC COM   S       COM              781182100     4429   171085 SH       DEFINED 01 02               0        0   171085
RUBY TUESDAY                   COM              781182100        1      100 SH       DEFINED 01 03               0        0      100
RUDDICK CORP                   COM              781258108       10      200 SH       DEFINED 01 03               0        0      200
RUDDICK CORP   S               COM              781258108      700    32914 SH       DEFINED 01 02               0        0    32914
RUDOLPH TECHNOLOGIES   S       COM              781270103      622    48298 SH       DEFINED 01 02               0        0    48298
RUSH ENTERPRISES CL - A   S    COM              781846209      951    63890 SH       DEFINED 01 02               0        0    63890
RUSS BERRIE & CO   S           COM              782233100      296    25876 SH       DEFINED 01 02               0        0    25876
RUSSELL CORP   S               COM              782352108     1299    96593 SH       DEFINED 01 02               0        0    96593
RUTH CHRIS STEAK HOUSE         COM              783332109       49      200 SH       DEFINED 01 03               0        0      200
RYANAIR HOLDINGS ADR.   FSUSD  COM              783513104     2718    48550 SH       DEFINED 01 02               0        0    48550
RYANS RESTAURANT GROUP INC   S COM              783520109     3150   261154 SH       DEFINED 01 02               0        0   261154
RYDER SYSTEM   S               COM              783549108      744    18147 SH       DEFINED 01 02               0        0    18147
RYDER SYSTEM                   COM              783549108       21    10400 SH       DEFINED 01 03               0        0    10400
RYDER SYSTEM                   COM              783549108        3     2200 SH       DEFINED 01 03               0        0     2200
RYDER SYSTEM   S               COM              783549108      563    13725 SH       DEFINED 01 03               0    13725        0
RYERSON INC                    COM              78375P107        0      150 SH       DEFINED 01 03               0        0      150
RYERSON TULL INC   S           COM              78375P107     1338    55033 SH       DEFINED 01 02               0        0    55033
RYLAND GROUP INC   S           COM              783764103     4013    55629 SH       DEFINED 01 02               0     4929    50700
RYLAND GROUP                   COM              783764103        5     3700 SH       DEFINED 01 03               0        0     3700
RYLAND GROUP                   COM              783764103      349      700 SH       DEFINED 01 03               0        0      700
S&T BANCORP INC   S            COM              783859101      320     8688 SH       DEFINED 01 02               0        0     8688
SBS TECH INC   S               COM              78387P103      344    34113 SH       DEFINED 01 02               0        0    34113
SBA COMMUNICATIONS   S         COM              78388J106     7053   394108 SH       DEFINED 01 02               0    19970   374138
SCP POOL CORP   S              COM              784028102     7522   202104 SH       DEFINED 01 02               0     4062   198042
SCPIE HOLDINGS INC   S         COM              78402P104      454    21830 SH       DEFINED 01 02               0        0    21830
SEI INVESTMENTS CO   S         COM              784117103     1264    34152 SH       DEFINED 01 02               0        0    34152
SFBC INTERNATIONAL INC         COM              784121105       72      100 SH       DEFINED 01 03               0        0      100
SFBC INTERNATIONAL INC   S     COM              784121105      898    56045 SH       DEFINED 01 02               0    15830    40215
SGW HOLDING INC 12.500% 12/31/ PRF              78422P209        0   247951 SH       DEFINED 01 02               0        0   247951
SI INTERNATIONAL INC   S       COM              78427V102      649    21250 SH       DEFINED 01 02 14            0    21250        0
SI INTERNATIONAL INC   S       COM              78427V102      113     3700 SH       DEFINED 01 03               0     3700        0
SI INTERNATIONAL INC   S       COM              78427V102     1722    56400 SH       DEFINED 01 02               0    13180    43220
SJW CORP.   S                  COM              784305104     1866    41000 SH       DEFINED 01 02               0        0    41000
SK TELECOM LTD  ADR   FSUSD    COM              78440P108     4263   210080 SH       DEFINED 01 02               0        0   210080
SL GREEN REALTY   S            COM              78440X101     1801    23570 SH       DEFINED 01 02               0      340    23230
SL INDS INC   S                COM              784413106      128     8000 SH       DEFINED 01 02               0        0     8000
SLM CORP   S                   COM              78442P106    13922   252914 SH       DEFINED 01 10               0        0   252914
SLM CORP   S                   COM              78442P106     4915    89220 SH       DEFINED 01 03               0    89220        0
SLM CORP   S                   COM              78442P106    22388   406427 SH       DEFINED 01 02               0        0   406427
S&P 500 DEP RECPT   INDEXUS    COM              78462F103    39387   316203 SH       DEFINED 01 10               0        0   316203
S&P 500 DEP RECPT   INDEXUS    COM              78462F103      448     3600 SH       DEFINED 01 02               0        0     3600
S & P DEPOSITORY RECEIPT       COM              78462F103        0      535 SH       DEFINED 01 03               0        0      535
S & P DEPOSITORY RECEIPT       COM              78462F103      104      900 SH       DEFINED 01 03               0        0      900
S & P DEPOSITORY RECEIPT       COM              78462F103        8      100 SH       DEFINED 01 03               0        0      100
S & P DEPOSITORY RECEIPT       COM              78462F103        3      218 SH       DEFINED 01 03               0        0      218
S & P DEPOSITORY RECEIPT       COM              78462F103        0     1123 SH       DEFINED 01 03               0        0     1123
S & P DEPOSITORY RECEIPT       COM              78462F103        1      400 SH       DEFINED 01 03               0        0      400
S & P DEPOSITORY RECEIPT       COM              78462F103        0      100 SH       DEFINED 01 03               0        0      100
S & P DEPOSITORY RECEIPT       COM              78462F103        2      100 SH       DEFINED 01 03               0        0      100
SPSS INC   S                   COM              78462K102     1585    51281 SH       DEFINED 01 02               0        0    51281
SPX CORP.                      COM              784635104      262     5600 SH       DEFINED 01 02               0        0     5600
SPX CORP                       COM              784635104        2    14600 SH       DEFINED 01 03               0        0    14600
SPX CORP                       COM              784635104     1040     3000 SH       DEFINED 01 03               0        0     3000
SI CORPORATION                 COM              78463B101      214     1000 SH       DEFINED 01 03               0        0     1000
SI CORPORATION                 COM              78463B101      359      160 SH       DEFINED 01 03               0        0      160
SRA INTERNATIONAL INC..   S    COM              78464R105     1509    49424 SH       DEFINED 01 03               0    49424        0
SRA INTERNATIONAL INC..   S    COM              78464R105     9029   295642 SH       DEFINED 01 02               0   145928   149714
SM&A   S                       COM              78465D105     3490   424066 SH       DEFINED 01 02               0        0   424066
SSA GLOBAL TECH INC   S        COM              78465P108      100     5523 SH       DEFINED 01 02               0        0     5523
SVB FINANCIAL GROUP   S        COM              78486Q101     1710    36500 SH       DEFINED 01 02               0        0    36500
SWS GROUP INC   S              COM              78503N107      719    34346 SH       DEFINED 01 02               0        0    34346
SWS GROUP INC.                 COM              78503N107       75    24000 SH       DEFINED 01 03               0        0    24000
SWS GROUP INC.                 COM              78503N107       11     4900 SH       DEFINED 01 03               0        0     4900
SABRE HOLDINGS CORP   S        COM              785905100     1950    80888 SH       DEFINED 01 02               0     1110    79778
SABRE HOLDINGS CORP   S        COM              785905100      676    28053 SH       DEFINED 01 03               0    28053        0
SABRE HOLDINGS CORP   S        COM              785905100     2892   120000 SH       DEFINED 01 10               0        0   120000
SAFECO CORP                    COM              786429100        1     1500 SH       DEFINED 01 03               0        0     1500
SAFECO CORP                    COM              786429100        8     7100 SH       DEFINED 01 03               0        0     7100
SAFECO CORP   S                COM              786429100    56287   996240 SH       DEFINED 01 02               0      480   995760
SAFECO CORP   S                COM              786429100     1492    26412 SH       DEFINED 01 03               0    26412        0
SAFEGUARD SCIENTIFIC           COM              786449108        1      300 SH       DEFINED 01 03               0        0      300
SAFEGUARD SCIENTIFIC           COM              786449108        4      750 SH       DEFINED 01 03               0        0      750
SAFEGUARD SCIENTIFIC           COM              786449108        0      950 SH       DEFINED 01 03               0        0      950
SAFENET INC                    COM              78645R107       75     2338 SH       DEFINED 01 02               0     2338        0
SAFETY INSURANCE GRP INC   S   COM              78648T100      172     4250 SH       DEFINED 01 03               0     4250        0
SAFETY INSURANCE GRP INC   S   COM              78648T100     5284   130896 SH       DEFINED 01 02               0     8940   121956
SAFETY INSURANCE GRP INC   S   COM              78648T100      976    24170 SH       DEFINED 01 02 14            0    24170        0
SAFEWAY INC.   S               COM              786514208   157604  6661115 SH       DEFINED 01 02               0    25480  6635635
SAFEWAY INC.   S               COM              786514208     4404   186200 SH       DEFINED 01 10               0        0   186200
SAFEWAY INC                    COM              786514208        6      900 SH       DEFINED 01 03               0        0      900
SAFEWAY INC                    COM              786514208      107     8600 SH       DEFINED 01 03               0        0     8600
SAFEWAY INC                    COM              786514208      526     4700 SH       DEFINED 01 03               0        0     4700
SAFEWAY INC                    COM              786514208        0    42200 SH       DEFINED 01 03               0        0    42200
SAFEWAY INC.   S               COM              786514208     2579   108983 SH       DEFINED 01 03               0   108983        0
SAFLINK CORP                   COM              786578302       43    54804 SH       DEFINED 01 02               0    54804        0
SAGA COMMUNICATIONS            COM              786598102        1    36100 SH       DEFINED 01 03               0        0    36100
SAGA COMMUNICATIONS            COM              786598102     2083     7400 SH       DEFINED 01 03               0        0     7400
ST GEORGE METALS INC           COM              789554102      580    50000 SH       DEFINED 01 03               0        0    50000
ST JOE COMPANY                 COM              790148100      356       60 SH       DEFINED 01 03               0        0       60
ST JOE COMPANY   S             COM              790148100      269     4000 SH       DEFINED 01 02               0        0     4000
ST JUDE MEDICAL   S            COM              790849103    55171  1099022 SH       DEFINED 01 02               0    53887  1045135
ST JUDE MEDICAL   S            COM              790849103    40031   798235 SH       DEFINED 01 10               0        0   798235
ST JUDE MEDICAL   S            COM              790849103     5481   109187 SH       DEFINED 01 03               0   109187        0
ST JUDE MEDICAL                COM              790849103      110       55 SH       DEFINED 01 03               0        0       55
ST JUDE MEDICAL   S            COM              790849103     5124   102077 SH       DEFINED 01 02 10            0        0   102077
ST MARY LD & EXPL   S          COM              792228108     1343    36450 SH       DEFINED 01 02 14            0    36450        0
ST MARY LD & EXPL   S          COM              792228108      236     6400 SH       DEFINED 01 03               0     6400        0
ST MARY LD & EXPL   S          COM              792228108    19250   522956 SH       DEFINED 01 02               0    22960   499996
ST PAUL TRAVELERS COMPANIES    COM              792860108     2672    59905 SH       DEFINED 01 10               0        0    59905
ST PAUL TRAVELERS COMPANIES    COM              792860108    10136   226898 SH       DEFINED 01 03               0   226898        0
ST PAUL TRAVELERS COMPANIES    COM              792860108   113645  2544069 SH       DEFINED 01 02               0     3924  2540145
ST PAUL TRAVELERS COMPANIES    COM              792860108        5     1900 SH       DEFINED 01 03               0        0     1900
ST PAUL TRAVELERS COMPANIES    COM              792860108        5        6 SH       DEFINED 01 03               0        0        6
ST PAUL TRAVELERS COMPANIES    COM              792860108        8       11 SH       DEFINED 01 03               0        0       11
ST PAUL TRAVELERS COMPANIES    COM              792860108      278       15 SH       DEFINED 01 03               0        0       15
ST PAUL TRAVELERS COMPANIES    COM              792860108       56    32033 SH       DEFINED 01 03               0        0    32033
ST PAUL TRAVELERS COMPANIES    COM              792860108        8     9000 SH       DEFINED 01 03               0        0     9000
ST PAUL TRAVELERS COMPANIES    COM              792860108        4     5300 SH       DEFINED 01 03               0        0     5300
SALEM COMM..   S               COM              794093104      350    20000 SH       DEFINED 01 02               0        0    20000
SALESFORCE.COM INC   S         COM              79466L302    10078   314521 SH       DEFINED 01 10               0        0   314521
SALESFORCE.COM INC   S         COM              79466L302     1102    34390 SH       DEFINED 01 02               0        0    34390
SALESFORCE.COM INC             COM              79466L302      404      100 SH       DEFINED 01 03               0        0      100
SALIX PHARMACEUTICALS LTD      COM              795435106      249     3300 SH       DEFINED 01 03               0        0     3300
SALIX PHARMACEUTICAL   S       COM              795435106     1222    69509 SH       DEFINED 01 02               0    12190    57319
SAMARITAN PHARMACEUTICALS      COM              79586Q108       82     8500 SH       DEFINED 01 03               0        0     8500
SAMSUNG ELECTR  GDR   FSUSD 14 COM              796050888      872     2647 SH       DEFINED 01 02 10            0        0     2647
SAN DIEGO G & E 07.050% 01/15/ PRF              797440831     1104    44625 SH       DEFINED 01 04               0        0    44625
SAN JOAQUIN BANK               COM              79805P105       50     2000 SH       DEFINED 01 03               0        0     2000
SANDERSON FARMS INC   S        COM              800013104      964    31570 SH       DEFINED 01 02               0        0    31570
SAN DISK CORP                  COM              80004C101        0      270 SH       DEFINED 01 03               0        0      270
SAN DISK CORP                  COM              80004C101       13      200 SH       DEFINED 01 03               0        0      200
SAN-DISK   S                   COM              80004C101    28165   448352 SH       DEFINED 01 02               0   153074   295278
SAN-DISK   S                   COM              80004C101     3118    49635 SH       DEFINED 01 03               0    49635        0
SANMINA-SCI CORPORATION        COM              800907107        3     3000 SH       DEFINED 01 03               0        0     3000
SANMINA-SCI CORPORATION        COM              800907107      183    20800 SH       DEFINED 01 03               0        0    20800
SANMINA-SCI CORPORATION        COM              800907107       37     9700 SH       DEFINED 01 03               0        0     9700
SANMINA-SCI CORPORATION        COM              800907107        3      100 SH       DEFINED 01 03               0        0      100
SANMINA-SCI CORPORATION        COM              800907107        9    45600 SH       DEFINED 01 03               0        0    45600
SANMINA-SCI CORPORATION        COM              800907107       13   101700 SH       DEFINED 01 03               0        0   101700
SANMINA-SCI CORP.   S          COM              800907107     3637   853971 SH       DEFINED 01 02               0        0   853971
SANMINA-SCI CORP.   S          COM              800907107      479   112374 SH       DEFINED 01 03               0   112374        0
SANOFI-AVENTIS                 COM              80105N105       21      117 SH       DEFINED 01 03               0        0      117
SANOFI-AVENTIS                 COM              80105N105       28     3300 SH       DEFINED 01 03               0        0     3300
SANOFI-AVENTIS                 COM              80105N105       55      600 SH       DEFINED 01 03               0        0      600
SANOFI-AVENTIS-ADR   FSUSD     COM              80105N105     1845    42020 SH       DEFINED 01 02               0        0    42020
SAP AG ADR   FSUSD             COM              803054204    36436   808432 SH       DEFINED 01 02               0        0   808432
SAPIENT CORP                   COM              803062108       31      600 SH       DEFINED 01 03               0        0      600
SAPIENT   S                    COM              803062108     1367   240200 SH       DEFINED 01 02               0        0   240200
SARA LEE CORP                  COM              803111103       12      100 SH       DEFINED 01 03               0        0      100
SARA LEE CORP                  COM              803111103        9      178 SH       DEFINED 01 03               0        0      178
SARA LEE CORP                  COM              803111103       18      150 SH       DEFINED 01 03               0        0      150
SARA LEE CORP   S              COM              803111103     3069   162383 SH       DEFINED 01 03               0   162383        0
SARA LEE CORP   S              COM              803111103    10229   541117 SH       DEFINED 01 02               0    32842   508275
SATYAM COMPUTER SERVICES ADR   COM              804098101       14      600 SH       DEFINED 01 03               0        0      600
SATYAM COMPUTER SVCS ADR   FSU COM              804098101     3113    85086 SH       DEFINED 01 02               0        0    85086
SAUL CENTERS   S               COM              804395101      531    14714 SH       DEFINED 01 02               0        0    14714
SAVIENT PHARMACEUTICALS INC    COM              80517Q100        6      200 SH       DEFINED 01 03               0        0      200
SAVIENT PHARMACEUTICALS INC    COM              80517Q100       10      200 SH       DEFINED 01 03               0        0      200
SAVIENT PHARMACEUTICALS INC    COM              80517Q100      668   178512 SH       DEFINED 01 02               0        0   178512
SAXON CAPITAL INC   S          COM              80556T106      461    40584 SH       DEFINED 01 02               0        0    40584
SBERBANK RF-$ US   FSUSD       COM              805650991     5091     3886 SH       DEFINED 01 02 10            0        0     3886
SCANSOURCE INC   S             COM              806037107     2809    51379 SH       DEFINED 01 02               0     3350    48029
SCHAWK INC   S                 COM              806373106      362    17440 SH       DEFINED 01 02               0        0    17440
HENRY SCHEIN INC   S           COM              806407102     3142    72000 SH       DEFINED 01 02               0        0    72000
HENRY SCHEIN INC   S           COM              806407102    13550   310911 SH       DEFINED 01 10               0        0   310911
SCHERING-PLOUGH                COM              806605101       75     2000 SH       DEFINED 01 03               0        0     2000
SCHERING-PLOUGH                COM              806605101      375    10100 SH       DEFINED 01 03               0        0    10100
SCHERING-PLOUGH                COM              806605101        7      300 SH       DEFINED 01 03               0        0      300
SCHERING-PLOUGH                COM              806605101        1      300 SH       DEFINED 01 03               0        0      300
SCHERING-PLOUGH                COM              806605101        3      350 SH       DEFINED 01 03               0        0      350
SCHERING PLOUGH   S            COM              806605101   111518  5348023 SH       DEFINED 01 02               0    50357  5297666
SCHERING PLOUGH   S            COM              806605101     6695   321122 SH       DEFINED 01 03               0   321122        0
SCHERING PLOUGH   S            COM              806605101     3565   171077 SH       DEFINED 01 10               0        0   171077
SCHERING-PLOUGH CORP 06.000% 0 CONV PRF         806605606    24345   458200 SH       DEFINED 01 02               0        0   458200
SCHIFF NUTRITION INT INC   S   COM              806693107      560   110000 SH       DEFINED 01 02               0        0   110000
SCHLUMBERGER LTD               COM              806857108        6      650 SH       DEFINED 01 03               0        0      650
SCHLUMBERGER LTD   FSUSD       COM              806857108   251744  2591289 SH       DEFINED 01 02               0    16361  2574928
SCHLUMBERGER LTD   FSUSD       COM              806857108    15203   156493 SH       DEFINED 01 03               0   156493        0
SCHLUMBERGER LIMITED 01.500% 0 CONV BND         806857AC2      344   250000 PRN      DEFINED 01 02               0        0   250000
SCHNITZER STEEL   S            COM              806882106      667    21786 SH       DEFINED 01 02               0        0    21786
SCHOLASTIC CORP   S            COM              807066105      420    14740 SH       DEFINED 01 02               0        0    14740
SCHOOL SPECIALTY INC   S       COM              807863105     2919    80119 SH       DEFINED 01 02               0        0    80119
SCHULMAN (A.) INC   S          COM              808194104     1441    66975 SH       DEFINED 01 02               0        0    66975
CHARLES SCHWAB CORP            COM              808513105       15       60 SH       DEFINED 01 03               0        0       60
CHARLES SCHWAB CORP            COM              808513105        8      100 SH       DEFINED 01 03               0        0      100
SCHWAB CHARLES CORP   S        COM              808513105     3235   220545 SH       DEFINED 01 03               0   220545        0
SCHWAB CHARLES CORP   S        COM              808513105    78125  5343603 SH       DEFINED 01 10               0        0  5343603
SCHWAB CHARLES CORP   S        COM              808513105    17627  1200896 SH       DEFINED 01 02               0   105353  1095543
SCHWEITZER MAUDUIT   S         COM              808541106     1346    54288 SH       DEFINED 01 02               0        0    54288
SCICLONE PHARMACEUTICALS INC   COM              80862K104      373      130 SH       DEFINED 01 03               0        0      130
SCIENTIFIC-ATLANTA             COM              808655104       76      106 SH       DEFINED 01 03               0        0      106
SCIENTIFIC ATLANTA   S         COM              808655104    90639  2104459 SH       DEFINED 01 02               0    15619  2088840
SCIENTIFIC ATLANTA   S         COM              808655104     1590    36915 SH       DEFINED 01 03               0    36915        0
SCIENTIFIC GAMES..   S         COM              80874P109     2798   102570 SH       DEFINED 01 02               0        0   102570
SCIENTIFIC GAMES CORPORATION C CONV BND         80874PAC3      536   500000 PRN      DEFINED 01 02               0        0   500000
SCOTTS MIRACLE GRO CO CL A     COM              810186106     2115    46830 SH       DEFINED 01 10               0        0    46830
E.W. SCRIPPS CO                COM              811054204       20      600 SH       DEFINED 01 03               0        0      600
SCRIPPS CO (E.W) CLA   S       COM              811054204     5804   120885 SH       DEFINED 01 02               0        0   120885
SCRIPPS CO (E.W) CLA   S       COM              811054204      872    18160 SH       DEFINED 01 03               0        0    18160
SCS TRANSPORTATION   S         COM              81111T102      714    33580 SH       DEFINED 01 02 14            0    33580        0
SCS TRANSPORTATION   S         COM              81111T102      119     5600 SH       DEFINED 01 03               0     5600        0
SCS TRANSPORTATION   S         COM              81111T102     1920    90264 SH       DEFINED 01 02               0    12070    78194
SEA CONTAINERS LTD-CL A   FSUS COM              811371707     4602   367000 SH       DEFINED 01 02               0        0   367000
SEABOARD CORP   S              COM              811543107     1378      912 SH       DEFINED 01 02               0        0      912
SEACOAST BANK COR FL   S       COM              811707306     1758    76600 SH       DEFINED 01 02               0        0    76600
SEACOR HOLDINGS INC   S        COM              811904101     4113    60421 SH       DEFINED 01 02               0     4210    56211
SEACOR HOLDINGS INC   S        COM              811904101      738    10840 SH       DEFINED 01 02 14            0    10840        0
SEACOR HOLDINGS INC   S        COM              811904101      157     2300 SH       DEFINED 01 03               0     2300        0
SEABRIDGE GOLD INC             COM              811916105        0     1100 SH       DEFINED 01 03               0        0     1100
SEALED AIR CORP   S            COM              81211K100      978    17406 SH       DEFINED 01 03               0    17406        0
SEALED AIR CORP   S            COM              81211K100    29443   524185 SH       DEFINED 01 02               0      390   523795
SEARS HLDGS CORP               COM              812350106        0      100 SH       DEFINED 01 03               0        0      100
SEARS HOLDINGS CORP   S        COM              812350106     2467    21361 SH       DEFINED 01 02               0        0    21361
SEARS HOLDINGS CORP   S        COM              812350106     2916    25248 SH       DEFINED 01 03               0    25248        0
MATERIALS SELECT SECTOR SPDR   COM              81369Y100     7359   243001 SH       DEFINED 01 02               0        0   243001
HEALTH CARE SELECT SECTOR FD   COM              81369Y209        0      300 SH       DEFINED 01 03               0        0      300
HEALTH CARE SELECT SECTOR FD   COM              81369Y209        1      600 SH       DEFINED 01 03               0        0      600
CONSUMR DISCRTNY SELT SPDR   I COM              81369Y407     5585   171006 SH       DEFINED 01 02               0        0   171006
SECTOR SPDR TR                 COM              81369Y506        0      100 SH       DEFINED 01 03               0        0      100
SECTOR SPDR TR                 COM              81369Y506       20       40 SH       DEFINED 01 03               0        0       40
SECTOR SPDR TR                 COM              81369Y506        2       50 SH       DEFINED 01 03               0        0       50
SECTOR SPDR TR                 COM              81369Y506        3      350 SH       DEFINED 01 03               0        0      350
CEF SELECT SECTOR SPDR         COM              81369Y605       34      100 SH       DEFINED 01 03               0        0      100
INDUSTRIAL SELECT SECTOR       COM              81369Y704        8       75 SH       DEFINED 01 03               0        0       75
INDUSTRIAL SELECT SECT SPDR    COM              81369Y704    19472   619755 SH       DEFINED 01 02               0        0   619755
UTILITIES SELECT SECTOR SPDR F COM              81369Y886       64      320 SH       DEFINED 01 03               0        0      320
UTILITIES SELECT SECTOR SPDR F COM              81369Y886        7      110 SH       DEFINED 01 03               0        0      110
UTILITIES SELECT SECTOR SPDR F COM              81369Y886        2       50 SH       DEFINED 01 03               0        0       50
SECURE COMPUTING CORP   S      COM              813705100     2219   181038 SH       DEFINED 01 02               0    15660   165378
SEITEL INC                     COM              816074405        0     1500 SH       DEFINED 01 03               0        0     1500
SELECT COMFORT CORP            COM              81616X103      105       90 SH       DEFINED 01 03               0        0       90
SELECT COMFORT CORP            COM              81616X103      520      150 SH       DEFINED 01 03               0        0      150
SELECT COMFORT CORP            COM              81616X103        4       90 SH       DEFINED 01 03               0        0       90
SELECT COMFORT CORP            COM              81616X103        1       50 SH       DEFINED 01 03               0        0       50
SELECT COMFORT CORP.   S       COM              81616X103    13164   481297 SH       DEFINED 01 02               0        0   481297
SELECTIVE INS GROUP.   S       COM              816300107    10362   195155 SH       DEFINED 01 02               0    15060   180095
SELECTIVE INS GROUP.   S       COM              816300107     2163    40750 SH       DEFINED 01 02 14            0    40750        0
SELECTIVE INS GROUP.   S       COM              816300107      356     6700 SH       DEFINED 01 03               0     6700        0
SEMTECH CORP   S               COM              816850101      297    16240 SH       DEFINED 01 02               0        0    16240
SEMPRA ENERGY   S              COM              816851109     2464    54962 SH       DEFINED 01 03               0    54962        0
SEMPRA ENERGY   S              COM              816851109     8597   191709 SH       DEFINED 01 02               0     5629   186080
SEMI TOOL   S                  COM              816909105     1959   180000 SH       DEFINED 01 02               0        0   180000
SENIOR HOUSING PROP TRUST   S  COM              81721M109     1039    61400 SH       DEFINED 01 02               0        0    61400
SENOMYX INC                    COM              81724Q107       12      775 SH       DEFINED 01 03               0        0      775
SENSIENT TECH   S              COM              81725T100     8137   454581 SH       DEFINED 01 02               0        0   454581
SEPRACOR INC   S               COM              817315104     1657    32089 SH       DEFINED 01 02               0     1361    30728
SEPRACOR INC   S               COM              817315104       21      400 SH       DEFINED 01 03               0      400        0
SEPRACOR INC   S               COM              817315104      179     3473 SH       DEFINED 01 10               0        0     3473
SEQUA CORP  -CL A   S          COM              817320104     1243    18000 SH       DEFINED 01 02               0        0    18000
SEQUA CORP -CL B   S           COM              817320203     1808    26000 SH       DEFINED 01 02               0        0    26000
SERENA SOFTWARE INC   S        COM              817492101     3124   133310 SH       DEFINED 01 02               0        0   133310
SERENA SOFTWARE INC   S        COM              817492101        4      171 SH       DEFINED 01 10               0        0      171
SERVICEMASTER CO               COM              81760N109      459      817 SH       DEFINED 01 03               0        0      817
SERVICEMASTER CO               COM              81760N109       94     1200 SH       DEFINED 01 03               0        0     1200
SHANDA INTERACTIVE ENTER ADR   COM              81941Q203        3      100 SH       DEFINED 01 03               0        0      100
SHARPER IMAGE CORP   S         COM              820013100      112    11514 SH       DEFINED 01 02               0        0    11514
SHAW GROUP INC                 COM              820280105        8      100 SH       DEFINED 01 03               0        0      100
SHAW GROUP INC                 COM              820280105        0      300 SH       DEFINED 01 03               0        0      300
SHAW GROUP INC   S             COM              820280105     9303   319831 SH       DEFINED 01 02               0    14770   305061
SHAW GROUP INC   S             COM              820280105     1171    40270 SH       DEFINED 01 02 14            0    40270        0
SHAW GROUP INC   S             COM              820280105      198     6800 SH       DEFINED 01 03               0     6800        0
SHELRON GROUP INC              COM              822825105        1   100000 SH       DEFINED 01 03               0        0   100000
SHERWIN-WILLIAMS               COM              824348106     1048       50 SH       DEFINED 01 03               0        0       50
SHERWIN WILLIAMS   S           COM              824348106     2749    60544 SH       DEFINED 01 02               0        0    60544
SHERWIN WILLIAMS   S           COM              824348106     1090    23999 SH       DEFINED 01 03               0    23999        0
SHILOH INDUSTRIES INC   S      COM              824543102       67     5123 SH       DEFINED 01 02               0        0     5123
SHINHAN FINANCIAL GROUP ADR    COM              824596100      138      100 SH       DEFINED 01 03               0        0      100
SHINHAN FINANCIAL GRP-ADR   FS COM              824596100     2946    36152 SH       DEFINED 01 02 10            0        0    36152
SHINHAN FINANCIAL GRP-ADR   FS COM              824596100      628     7726 SH       DEFINED 01 10               0        0     7726
SHIRE PLC - ADR   FSUSD        COM              82481R106     2641    68090 SH       DEFINED 01 02               0        0    68090
SHOPKO STORES INC              COM              824911101       20        2 SH       DEFINED 01 03               0        0        2
SHUFFLE MASTER                 COM              825549108        0     1450 SH       DEFINED 01 03               0        0     1450
SHUFFLE MASTER                 COM              825549108        0      148 SH       DEFINED 01 03               0        0      148
SHUFFLE MASTER INC   S         COM              825549108     4335   172460 SH       DEFINED 01 02               0     8420   164040
SHURGARD STORAGE CTR   S       COM              82567D104     5801   102292 SH       DEFINED 01 02               0        0   102292
SIEBEL SYSTEMS                 COM              826170102        1      120 SH       DEFINED 01 03               0        0      120
SIEBEL SYSTEMS                 COM              826170102        0      150 SH       DEFINED 01 03               0        0      150
SIEBEL SYSTEMS   S             COM              826170102    10201   964171 SH       DEFINED 01 02               0     1459   962712
SIEBEL SYSTEMS   S             COM              826170102     1223   115545 SH       DEFINED 01 03               0   115545        0
SIERRA HEALTH SVCS             COM              826322109       12      150 SH       DEFINED 01 03               0        0      150
SIERRA HEALTH SERVIC   S       COM              826322109     8921   111563 SH       DEFINED 01 02               0     2250   109313
SIERRA HEALTH SERVIC   S       COM              826322109     2099    26272 SH       DEFINED 01 10               0        0    26272
SIERRA PACIFIC RES   S         COM              826428104     6539   501540 SH       DEFINED 01 02               0    61690   439850
SIERRA PACIFIC RES   S         COM              826428104     2192   168030 SH       DEFINED 01 02 14            0   168030        0
SIERRA PACIFIC RES   S         COM              826428104      386    29600 SH       DEFINED 01 03               0    29600        0
SIGMA-ALDRICH   S              COM              826552101    65285  1031523 SH       DEFINED 01 02               0    64292   967231
SIGMA-ALDRICH   S              COM              826552101     3486    55071 SH       DEFINED 01 03               0    55071        0
SIGMATEL INC                   COM              82661W107        1      100 SH       DEFINED 01 03               0        0      100
SIGMATEL INC   S               COM              82661W107     2675   204200 SH       DEFINED 01 02               0        0   204200
SIGNATURE BANK   S             COM              82669G104     1835    65375 SH       DEFINED 01 02               0        0    65375
SILICON LABORATORIES   S       COM              826919102     3962   108077 SH       DEFINED 01 02               0     4470   103607
SILGAN HOLDINGS..   S          COM              827048109     6204   171746 SH       DEFINED 01 02               0    18460   153286
SILGAN HOLDINGS..   S          COM              827048109      960    26570 SH       DEFINED 01 02 14            0    26570        0
SILGAN HOLDINGS..   S          COM              827048109      161     4450 SH       DEFINED 01 03               0     4450        0
SILICON GRAPHICS               COM              827056102       16      395 SH       DEFINED 01 03               0        0      395
SILICON STORAGE TECH           COM              827057100     1012      500 SH       DEFINED 01 03               0        0      500
SILICON STORAGE TECH.   S      COM              827057100     2663   527410 SH       DEFINED 01 02               0    62230   465180
SILICON STORAGE TECH.   S      COM              827057100      454    90300 SH       DEFINED 01 02 14            0    90300        0
SILICON STORAGE TECH.   S      COM              827057100       77    15300 SH       DEFINED 01 03               0    15300        0
SILICON IMAGE                  COM              82705T102       34      750 SH       DEFINED 01 03               0        0      750
SILICON IMAGE                  COM              82705T102        4     1600 SH       DEFINED 01 03               0        0     1600
SILICON IMAGE   S              COM              82705T102     1855   204960 SH       DEFINED 01 02               0    17460   187500
SILICONWARE PRECISION IND      COM              827084864       18      237 SH       DEFINED 01 03               0        0      237
SILVER STAR ENERGY             COM              828234203        3     2500 SH       DEFINED 01 03               0        0     2500
SILVER STANDARD RESOUR         COM              82823L106        3      600 SH       DEFINED 01 03               0        0      600
SILVER STANDARD RESOUR         COM              82823L106       23     4000 SH       DEFINED 01 03               0        0     4000
SILVER STANDARD RESOUR         COM              82823L106      168      140 SH       DEFINED 01 03               0        0      140
SILVER STANDARD RESOUR         COM              82823L106       32       68 SH       DEFINED 01 03               0        0       68
SILVER WHEATON CORP            COM              828336107        0      490 SH       DEFINED 01 03               0        0      490
SILVER WHEATON CORP            COM              828336107        0      171 SH       DEFINED 01 03               0        0      171
SIMMONS FIRST NATL CORP-CL A   COM              828730200      219     7900 SH       DEFINED 01 03               0     7900        0
SIMMONS FIRST NATL CORP-CL A   COM              828730200     1224    44180 SH       DEFINED 01 02               0    17110    27070
SIMMONS FIRST NATL CORP-CL A   COM              828730200     1290    46570 SH       DEFINED 01 02 14            0    46570        0
SIMON PPTY GROUP INC NEW       COM              828806109        3       84 SH       DEFINED 01 03               0        0       84
SIMON PPTY GROUP INC NEW       COM              828806109        1     2400 SH       DEFINED 01 03               0        0     2400
SIMON PPTY GROUP INC NEW       COM              828806109        5      600 SH       DEFINED 01 03               0        0      600
SIMON PROPERTY GROUP   S       COM              828806109    12035   157037 SH       DEFINED 01 02               0      361   156676
SIMON PROPERTY GROUP   S       COM              828806109     3055    39865 SH       DEFINED 01 03               0    39865        0
SIMON PROPERTY GROUP   S       COM              828806109     1776    23178 SH       DEFINED 01 10               0        0    23178
SIMPSON MANUFAC   S            COM              829073105     7340   201908 SH       DEFINED 01 02               0     5670   196238
SIMTEK CORP                    COM              829204106        7     1500 SH       DEFINED 01 03               0        0     1500
SINCLAIR BROADCASTIN   S       COM              829226109     6384   694055 SH       DEFINED 01 02               0    64470   629585
SINCLAIR BROADCASTIN   S       COM              829226109      908    98600 SH       DEFINED 01 02 14            0    98600        0
SINCLAIR BROADCASTIN   S       COM              829226109      164    17800 SH       DEFINED 01 03               0    17800        0
SIRNA THERAPEUTICS INC         COM              829669100     1015     1400 SH       DEFINED 01 03               0        0     1400
SIRIUS SATELLITE RADIO INC     COM              82966U103      102    11555 SH       DEFINED 01 03               0        0    11555
SIRIUS SATELLITE RADIO INC     COM              82966U103       85     1775 SH       DEFINED 01 03               0        0     1775
SIRIUS SATELLITE RADIO INC     COM              82966U103      420     8920 SH       DEFINED 01 03               0        0     8920
SIRIUS SATELLITE RADIO INC     COM              82966U103        1     1065 SH       DEFINED 01 03               0        0     1065
SIRIUS SATELLITE RADIO INC     COM              82966U103        9     1600 SH       DEFINED 01 03               0        0     1600
SIRIUS SATELLITE RADIO INC     COM              82966U103        8     1500 SH       DEFINED 01 03               0        0     1500
SIRIUS SATELLITE RADIO INC     COM              82966U103        1     3000 SH       DEFINED 01 03               0        0     3000
SIRIUS SATELLITE RADIO INC     COM              82966U103        1    15550 SH       DEFINED 01 03               0        0    15550
SIRIUS SATELLITE RADIO INC     COM              82966U103        4       45 SH       DEFINED 01 03               0        0       45
SIRIUS SATELLITE RADIO INC     COM              82966U103        5     1364 SH       DEFINED 01 03               0        0     1364
SIRIUS SATELLITE RADIO INC     COM              82966U103       28      400 SH       DEFINED 01 03               0        0      400
SIRIUS SATELLITE RADIO INC     COM              82966U103      125    66845 SH       DEFINED 01 03               0        0    66845
SIRIUS SATELLITE RADIO INC     COM              82966U103      509     3315 SH       DEFINED 01 03               0        0     3315
SIRIUS SATELLITE RADIO INC     COM              82966U103      209    84753 SH       DEFINED 01 03               0        0    84753
SIRIUS SATELLITE.   S          COM              82966U103     3445   514190 SH       DEFINED 01 02               0        0   514190
SIRIUS SATELLITE.   S          COM              82966U103       38     5650 SH       DEFINED 01 03               0     5650        0
SIRF TECHNOLOGY HLDGS INC   S  COM              82967H101     5048   169347 SH       DEFINED 01 02               0     7760   161587
SIRF TECHNOLOGY HLDGS INC   S  COM              82967H101     2285    76743 SH       DEFINED 01 10               0        0    76743
SIX FLAGS INC   S              COM              83001P109      655    85000 SH       DEFINED 01 02               0        0    85000
SKECHERS USA   S               COM              830566105      507    33150 SH       DEFINED 01 02 14            0    33150        0
SKECHERS USA   S               COM              830566105       92     6000 SH       DEFINED 01 03               0     6000        0
SKECHERS USA   S               COM              830566105     2905   189704 SH       DEFINED 01 02               0    11910   177794
SKYLINE   S                    COM              830830105     2395    65818 SH       DEFINED 01 02               0        0    65818
SKYWEST INC   S                COM              830879102    12310   458233 SH       DEFINED 01 02               0    10310   447923
SKYWORKS SOLUTIONS INC         COM              83088M102      144        3 SH       DEFINED 01 03               0        0        3
SKYWORKS SOLUTIONS INC         COM              83088M102        5       43 SH       DEFINED 01 03               0        0       43
SKYWORKS SOLUTIONS   S         COM              83088M102     3763   738948 SH       DEFINED 01 02               0    85870   653078
SKYWORKS SOLUTIONS   S         COM              83088M102      717   140660 SH       DEFINED 01 02 14            0   140660        0
SKYWORKS SOLUTIONS   S         COM              83088M102      112    22100 SH       DEFINED 01 03               0    22100        0
SKILLSOFT PLC   FSUSD          COM              830928107      488    88713 SH       DEFINED 01 02               0        0    88713
SMITH & WESSON HOLDING CORP    COM              831756101      444      370 SH       DEFINED 01 03               0        0      370
SMITH (A O) CORP   S           COM              831865209     2977    84807 SH       DEFINED 01 02               0        0    84807
SMITH INTL   S                 COM              832110100    11590   312285 SH       DEFINED 01 02               0    39580   272705
SMUCKER J M CO                 COM              832696405       34        1 SH       DEFINED 01 03               0        0        1
SMUCKER J M CO                 COM              832696405      304        4 SH       DEFINED 01 03               0        0        4
SMUCKER (JM) CO WI   S         COM              832696405      440    10000 SH       DEFINED 01 02               0        0    10000
SMURFIT STONE CONTAINER        COM              832727101      207    14700 SH       DEFINED 01 02               0        0    14700
SNAP ON INC   S                COM              833034101     2413    64251 SH       DEFINED 01 10               0        0    64251
SNAP ON INC   S                COM              833034101     1031    27455 SH       DEFINED 01 02               0        0    27455
SNAP ON INC   S                COM              833034101      465    12386 SH       DEFINED 01 03               0    12386        0
SOCIEDAD QUIMICA   FSUSD       COM              833635105     1092    10000 SH       DEFINED 01 02               0        0    10000
WELLS FARGO BANK MN            COM              83402A107       91      366 SH       DEFINED 01 03               0        0      366
SOLECTRON CORP COM             COM              834182107       57      300 SH       DEFINED 01 03               0        0      300
SOLECTRON CORP COM             COM              834182107        5   107200 SH       DEFINED 01 03               0        0   107200
SOLECTRON CORP COM             COM              834182107       10    22000 SH       DEFINED 01 03               0        0    22000
SOLECTRON CORP   S             COM              834182107      715   195328 SH       DEFINED 01 03               0   195328        0
SOLECTRON CORP   S             COM              834182107    10068  2751781 SH       DEFINED 01 02               0     5010  2746771
SOMANETICS CORP                COM              834445405        1      250 SH       DEFINED 01 03               0        0      250
SOMANETICS CORP                COM              834445405        4      200 SH       DEFINED 01 03               0        0      200
SOMANETICS CORP                COM              834445405      516      200 SH       DEFINED 01 03               0        0      200
SOMANETICS CORP   S            COM              834445405      865    27042 SH       DEFINED 01 02               0        0    27042
SONIC CORP                     COM              835451105      104      200 SH       DEFINED 01 03               0        0      200
SONIC CORP   S                 COM              835451105     9160   310524 SH       DEFINED 01 02               0   123925   186599
SONIC CORP   S                 COM              835451105     1297    43962 SH       DEFINED 01 03               0    43962        0
SONIC AUTOMOTIVE INC   S       COM              83545G102     9465   424831 SH       DEFINED 01 02               0    22030   402801
SONIC AUTOMOTIVE INC   S       COM              83545G102     1346    60420 SH       DEFINED 01 02 14            0    60420        0
SONIC AUTOMOTIVE INC   S       COM              83545G102      223    10000 SH       DEFINED 01 03               0    10000        0
SONIC SOLUTIONS                COM              835460106        0      150 SH       DEFINED 01 03               0        0      150
SONIC SOLUTIONS.   S           COM              835460106      816    54030 SH       DEFINED 01 02               0        0    54030
SONICWALL INC                  COM              835470105        1     3200 SH       DEFINED 01 03               0        0     3200
SONOSITE INC   S               COM              83568G104      374    10684 SH       DEFINED 01 02               0        0    10684
SONUS PHARMACEUTICALS          COM              835692104       25      350 SH       DEFINED 01 03               0        0      350
SONY CORP ADR                  COM              835699307        3       10 SH       DEFINED 01 03               0        0       10
SONY CORP ADR                  COM              835699307        6    11300 SH       DEFINED 01 03               0        0    11300
SONY CORP ADR                  COM              835699307       31      100 SH       DEFINED 01 03               0        0      100
SONY CORP ADR                  COM              835699307        2     2300 SH       DEFINED 01 03               0        0     2300
SONY CORP ADRS   FSUSD         COM              835699307      138     3390 SH       DEFINED 01 03               0        0     3390
SOTHEBYS HLD CL-A   S          COM              835898107     2952   160817 SH       DEFINED 01 02               0    11110   149707
SONUS NETWORKS                 COM              835916107      412      200 SH       DEFINED 01 03               0        0      200
SONUS NETWORKS                 COM              835916107       16     1000 SH       DEFINED 01 03               0        0     1000
SONUS NETWORKS                 COM              835916107        0    11145 SH       DEFINED 01 03               0        0    11145
SONUS NETWORKS INC   S         COM              835916107     1439   386788 SH       DEFINED 01 02               0    43580   343208
SOURCE INTERLINK COS           COM              836151209        6    33700 SH       DEFINED 01 03               0        0    33700
SOURCE INTERLINK COS           COM              836151209        8     6900 SH       DEFINED 01 03               0        0     6900
SOURCECORP   S                 COM              836167106     1189    49606 SH       DEFINED 01 02               0        0    49606
SOUTH FINL GROUP INC           COM              837841105       19      500 SH       DEFINED 01 03               0        0      500
SOUTH FINANCIAL GRP   S        COM              837841105     4483   162779 SH       DEFINED 01 02               0        0   162779
SOUTH JERSEY IND INC   S       COM              838518108     1266    43502 SH       DEFINED 01 02 14            0    43502        0
SOUTH JERSEY IND INC   S       COM              838518108      237     8124 SH       DEFINED 01 03               0     8124        0
SOUTH JERSEY IND INC   S       COM              838518108     8114   278423 SH       DEFINED 01 02               0    16160   262263
SOUTHCOAST FINANCIAL CO   S    COM              84129R100      683    28336 SH       DEFINED 01 02               0        0    28336
SOUTHERN CO                    COM              842587107     7950      200 SH       DEFINED 01 03               0        0      200
SOUTHERN CO   S                COM              842587107    79101  2290762 SH       DEFINED 01 02               0     2155  2288607
SOUTHERN CO   S                COM              842587107     5474   158531 SH       DEFINED 01 03               0   158531        0
SOUTHERN CO   S                COM              842587107     4827   140000 SH       DEFINED 01 10               0        0   140000
SOUTHERN COPPER CORP           COM              84265V105     1328      225 SH       DEFINED 01 03               0        0      225
SOUTHERN ENERGY HOME   S       COM              842814105       11     2000 SH       DEFINED 01 02               0        0     2000
SOUTHERN UNION CO   S          COM              844030106     5040   213311 SH       DEFINED 01 02               0        0   213311
SOUTHWEST AIRLINES             COM              844741108     1569      462 SH       DEFINED 01 03               0        0      462
SOUTHWEST AIRLINES             COM              844741108      272       43 SH       DEFINED 01 03               0        0       43
SOUTHWEST AIRLINES             COM              844741108      230      175 SH       DEFINED 01 03               0        0      175
SOUTHWEST AIRLINES             COM              844741108       40      444 SH       DEFINED 01 03               0        0      444
SOUTHWEST AIRLINES             COM              844741108       35      700 SH       DEFINED 01 03               0        0      700
SOUTHWEST AIRLINES   S         COM              844741108      686    41738 SH       DEFINED 01 02               0     1630    40108
SOUTHWEST AIRLINES   S         COM              844741108     2451   149150 SH       DEFINED 01 03               0   149150        0
SOUTHWEST BANCORP INC   S      COM              844767103     2920   145964 SH       DEFINED 01 02               0    23230   122734
SOUTHWEST BANCORP INC   S      COM              844767103     1278    63870 SH       DEFINED 01 02 14            0    63870        0
SOUTHWEST BANCORP INC   S      COM              844767103      224    11200 SH       DEFINED 01 03               0    11200        0
SOUTHWEST GAS CORP   S         COM              844895102     4970   188243 SH       DEFINED 01 02               0        0   188243
SOUTHWESTERN ENERGY            COM              845467109        7      300 SH       DEFINED 01 03               0        0      300
SOUTHWESTERN ENERGY   S        COM              845467109    16171   449932 SH       DEFINED 01 02               0    40700   409232
SOVEREIGN BANCORP INC   S      COM              845905108      445    20542 SH       DEFINED 01 02               0        0    20542
SOVEREIGN BANCORP INC   S      COM              845905108     1651    76355 SH       DEFINED 01 03               0    76355        0
SOVRAN SELF STORAGE INC   S    COM              84610H108     4481    95370 SH       DEFINED 01 02               0       80    95290
SPARTAN STORES INC   S         COM              846822104      922    88280 SH       DEFINED 01 02 14            0    88280        0
SPARTAN STORES INC   S         COM              846822104      160    15400 SH       DEFINED 01 03               0    15400        0
SPARTAN STORES INC   S         COM              846822104     1008    96588 SH       DEFINED 01 02               0    31750    64838
SPARTECH CORP   S              COM              847220209     1073    48900 SH       DEFINED 01 02 14            0    48900        0
SPARTECH CORP   S              COM              847220209      184     8400 SH       DEFINED 01 03               0     8400        0
SPARTECH CORP   S              COM              847220209     2962   135010 SH       DEFINED 01 02               0    17690   117320
SPATIALIGHT INC                COM              847248101        1     2500 SH       DEFINED 01 03               0        0     2500
SPATIALIGHT INC                COM              847248101      152      770 SH       DEFINED 01 03               0        0      770
SPATIALIGHT INC   S            COM              847248101      423   121850 SH       DEFINED 01 02               0        0   121850
SPATIALIZER AUDIO LABS         COM              84725L101       40    60000 SH       DEFINED 01 03               0        0    60000
SPECTRALINK CORP   S           COM              847580107      564    47500 SH       DEFINED 01 02               0        0    47500
SPECTRANETICS CORP             COM              84760C107        0      225 SH       DEFINED 01 03               0        0      225
SPECTRUM BRANDS INC   S        COM              84762L105   134030  6599143 SH       DEFINED 01 02               0     3380  6595763
SPECTRUM BRANDS INC   S        COM              84762L105      290    14262 SH       DEFINED 01 03               0    14262        0
SPECTRUM SIGNAL PROCESSING     COM              84763F107        1      100 SH       DEFINED 01 03               0        0      100
SPECTRUM SCIENCES & SOFTWARE   COM              84764A107        0      200 SH       DEFINED 01 03               0        0      200
SPEEDWAY MOTOR SPORT   S       COM              847788106      340     9800 SH       DEFINED 01 02               0        0     9800
SPHERION CORPORATION   S       COM              848420105     6679   667188 SH       DEFINED 01 02               0    59130   608058
SPHERION CORPORATION   S       COM              848420105     1144   114320 SH       DEFINED 01 02 14            0   114320        0
SPHERION CORPORATION   S       COM              848420105      196    19600 SH       DEFINED 01 03               0    19600        0
SPIRE CORP                     COM              848565107       12      500 SH       DEFINED 01 03               0        0      500
SPIRIT FINANCE CORP   S        COM              848568309      763    67229 SH       DEFINED 01 02               0        0    67229
SPORTSMAN'S GUIDE INC   S      COM              848907200       54     2292 SH       DEFINED 01 02               0        0     2292
THE SPORTS AUTHORITY INC   S   COM              84917U109     3506   112670 SH       DEFINED 01 02               0    11240   101430
THE SPORTS AUTHORITY INC   S   COM              84917U109      951    30560 SH       DEFINED 01 02 14            0    30560        0
THE SPORTS AUTHORITY INC   S   COM              84917U109      168     5400 SH       DEFINED 01 03               0     5400        0
SPRINT NEXTEL CORP             COM              852061100        1    10531 SH       DEFINED 01 03               0        0    10531
SPRINT NEXTEL CORP             COM              852061100        2     2200 SH       DEFINED 01 03               0        0     2200
SPRINT NEXTEL CORP             COM              852061100        1    13900 SH       DEFINED 01 03               0        0    13900
SPRINT NEXTEL CORP             COM              852061100        0    22078 SH       DEFINED 01 03               0        0    22078
SPRINT NEXTEL CORP             COM              852061100       45    82400 SH       DEFINED 01 03               0        0    82400
SPRINT NEXTEL CORP             COM              852061100      209     1000 SH       DEFINED 01 03               0        0     1000
SPRINT NEXTEL CORP             COM              852061100        6      330 SH       DEFINED 01 03               0        0      330
SPRINT NEXTEL CORP             COM              852061100        3      125 SH       DEFINED 01 03               0        0      125
SPRINT NEXTEL CORP             COM              852061100        2       26 SH       DEFINED 01 03               0        0       26
SPRINT NEXTEL CORP             COM              852061100        4      202 SH       DEFINED 01 03               0        0      202
SPRINT NEXTEL CORP             COM              852061100        2     4522 SH       DEFINED 01 03               0        0     4522
SPRINT NEXTEL CORPORATION   S  COM              852061100  1138092 48719236 SH       DEFINED 01 02               0    18512 48700724
SPRINT NEXTEL CORPORATION   S  COM              852061100    17604   753579 SH       DEFINED 01 03               0   753579        0
SPRINT NEXTEL CORPORATION   S  COM              852061100    55141  2360470 SH       DEFINED 01 10               0        0  2360470
STAGE STORES INC.   S          COM              85254C305      270     9076 SH       DEFINED 01 03               0     9076        0
STAGE STORES INC.   S          COM              85254C305     6434   216009 SH       DEFINED 01 02               0    21405   194604
STAGE STORES INC.   S          COM              85254C305     1804    60605 SH       DEFINED 01 02 14            0    60605        0
STAMPS.COM   S                 COM              852857200      598    26029 SH       DEFINED 01 02               0        0    26029
STANCORP FINL GROUP   S        COM              852891100     1798    35983 SH       DEFINED 01 02               0     1072    34911
STANDARD MANAGEMENT CORP       COM              853612109        3      300 SH       DEFINED 01 03               0        0      300
STANDARD MICROSYSTEM   S       COM              853626109     2467    85997 SH       DEFINED 01 02               0    10490    75507
STANDARD MICROSYSTEM   S       COM              853626109      778    27090 SH       DEFINED 01 02 14            0    27090        0
STANDARD MICROSYSTEM   S       COM              853626109      138     4810 SH       DEFINED 01 03               0     4810        0
STANDARD MOTOR PRO   S         COM              853666105      252    27275 SH       DEFINED 01 02               0        0    27275
STANDARD PAC CORP   S          COM              85375C101     6916   187928 SH       DEFINED 01 02               0     6792   181136
STANDARD PAC CORP   S          COM              85375C101    38959  1058644 SH       DEFINED 01 10               0        0  1058644
STANDARD REGISTER   S          COM              853887107      437    27649 SH       DEFINED 01 02               0        0    27649
STANDEX INT'L CORP             COM              854231107      242    11500 SH       DEFINED 01 03               0        0    11500
STANDEX INT'L CORP             COM              854231107       47     2300 SH       DEFINED 01 03               0        0     2300
STANDEX INTERNATIONA   S       COM              854231107     1017    36577 SH       DEFINED 01 02               0        0    36577
STANDEX INTERNATIONA   S       COM              854231107    19623   706897 SH       DEFINED 01 03               0   706897        0
STANLEY FURNITURE              COM              854305208        0      100 SH       DEFINED 01 03               0        0      100
STANLEY FURNITURE              COM              854305208        2       90 SH       DEFINED 01 03               0        0       90
STANLEY FURNITURE CO   S       COM              854305208     3489   150500 SH       DEFINED 01 02               0        0   150500
STANLEY WORKS THE   S          COM              854616109     8237   171421 SH       DEFINED 01 02               0        0   171421
STANLEY WORKS THE   S          COM              854616109      747    15556 SH       DEFINED 01 03               0    15556        0
STAPLES INC   S                COM              855030102    11710   515335 SH       DEFINED 01 02               0        0   515335
STAPLES INC   S                COM              855030102     4648   204664 SH       DEFINED 01 02 10            0        0   204664
STAPLES INC   S                COM              855030102     3595   158289 SH       DEFINED 01 03               0   158289        0
STAPLES INC   S                COM              855030102     9896   436164 SH       DEFINED 01 10               0        0   436164
STARBUCKS                      COM              855244109       24      424 SH       DEFINED 01 03               0        0      424
STARBUCKS                      COM              855244109       12     1375 SH       DEFINED 01 03               0        0     1375
STARBUCKS                      COM              855244109        2     1200 SH       DEFINED 01 03               0        0     1200
STARBUCKS                      COM              855244109        2       90 SH       DEFINED 01 03               0        0       90
STARBUCKS                      COM              855244109        1      400 SH       DEFINED 01 03               0        0      400
STARBUCKS                      COM              855244109        0      190 SH       DEFINED 01 03               0        0      190
STARBUCKS                      COM              855244109        1      464 SH       DEFINED 01 03               0        0      464
STARBUCKS                      COM              855244109        0     1091 SH       DEFINED 01 03               0        0     1091
STARBUCKS                      COM              855244109        1      200 SH       DEFINED 01 03               0        0      200
STARBUCKS   S                  COM              855244109     6728   224190 SH       DEFINED 01 02               0        0   224190
STARBUCKS   S                  COM              855244109     5057   168480 SH       DEFINED 01 03               0   168480        0
STARTEK INC   S                COM              85569C107      856    47558 SH       DEFINED 01 02               0        0    47558
STATE AUTO FINL CORP   S       COM              855707105     1404    38500 SH       DEFINED 01 02               0     8310    30190
STATE AUTO FINL CORP   S       COM              855707105      846    23200 SH       DEFINED 01 02 14            0    23200        0
STATE AUTO FINL CORP   S       COM              855707105      129     3550 SH       DEFINED 01 03               0     3550        0
STARWOOD HOTELS & RESORTS      COM              85590A203        3      100 SH       DEFINED 01 03               0        0      100
STARWOOD HOTELS & RESORTS      COM              85590A203       14     8964 SH       DEFINED 01 03               0        0     8964
STARWOOD HOTELS & RESORTS      COM              85590A203        0     1836 SH       DEFINED 01 03               0        0     1836
STARWOOD HOTELS & RE   S       COM              85590A203    12504   195980 SH       DEFINED 01 10               0        0   195980
STARWOOD HOTELS & RE   S       COM              85590A203    42897   671740 SH       DEFINED 01 02               0        0   671740
STARWOOD HOTELS & RE   S       COM              85590A203     2993    46871 SH       DEFINED 01 03               0    46871        0
STATE BK OF INDIA 144A S GDR   COM              856552104     3712    73494 SH       DEFINED 01 02 10            0        0    73494
STATE STREET CORP              COM              857477103        5      500 SH       DEFINED 01 03               0        0      500
STATE STREET CORP              COM              857477103        1     4800 SH       DEFINED 01 03               0        0     4800
STATE STREET CORP              COM              857477103       23     1000 SH       DEFINED 01 03               0        0     1000
STATE STREET CORP   S          COM              857477103    45725   824761 SH       DEFINED 01 02               0      883   823878
STATE STREET CORP   S          COM              857477103     3904    70419 SH       DEFINED 01 03               0    70419        0
STATE STREET CORP   S          COM              857477103    28498   514148 SH       DEFINED 01 10               0        0   514148
STATION CASINO   S             COM              857689103    30044   443142 SH       DEFINED 01 02               0   113523   329619
STATION CASINO   S             COM              857689103     3090    45582 SH       DEFINED 01 03               0    45582        0
STATOIL ASA ADR                COM              85771P102        1       50 SH       DEFINED 01 03               0        0       50
THE STEAK N SHAKE CO   S       COM              857873103     1150    67828 SH       DEFINED 01 02               0        0    67828
STEEL DYNAMICS                 COM              858119100      947       50 SH       DEFINED 01 03               0        0       50
STEEL DYNAMICS   S             COM              858119100     4699   132330 SH       DEFINED 01 02               0    13500   118830
STEEL DYNAMICS   S             COM              858119100     1322    37230 SH       DEFINED 01 02 14            0    37230        0
STEEL DYNAMICS   S             COM              858119100      231     6500 SH       DEFINED 01 03               0     6500        0
STEEL TECHNOLOGIES   S         COM              858147101     3537   126358 SH       DEFINED 01 02               0        0   126358
STEIN MART                     COM              858375108      334      300 SH       DEFINED 01 03               0        0      300
STEIN MART INC   S             COM              858375108     1055    58150 SH       DEFINED 01 02               0        0    58150
STEINWAY MUSICAL INSTRUMENTS I COM              858495104      149     5836 SH       DEFINED 01 02               0        0     5836
STEM CELLS INC                 COM              85857R105      278      165 SH       DEFINED 01 03               0        0      165
STERLING BANCSHARES   S        COM              858907108     4146   268515 SH       DEFINED 01 02               0      130   268385
STERICYCLE                     COM              858912108      144     1500 SH       DEFINED 01 03               0        0     1500
STERICYCLE INC   S             COM              858912108      302     5130 SH       DEFINED 01 02               0     5130        0
STERIS CORP   S                COM              859152100       58     2300 SH       DEFINED 01 02               0        0     2300
STERLING BANCORP   S           COM              859158107      545    27626 SH       DEFINED 01 02               0        0    27626
STEREOTAXIS INC   S            COM              85916J102      441    51263 SH       DEFINED 01 02               0        0    51263
STERLING CONSTRUCTION          COM              859241101       69     1334 SH       DEFINED 01 03               0        0     1334
STERLING FINANCIAL CORP (PA)   COM              859317109     1031    52122 SH       DEFINED 01 02               0    15453    36669
STERLING FINANCIAL CORP (PA)   COM              859317109      848    42789 SH       DEFINED 01 02 14            0    42789        0
STERLING FINANCIAL CORP (PA)   COM              859317109      145     7337 SH       DEFINED 01 03               0     7337        0
STERLING FINL CORP   S         COM              859319105     1895    75846 SH       DEFINED 01 02               0        0    75846
STERLING MINING CO             COM              859410102       56     1500 SH       DEFINED 01 03               0        0     1500
STEWART & STEVENSON   S        COM              860342104     2680   126830 SH       DEFINED 01 02               0        0   126830
STEWART ENTERPRISES   S        COM              860370105      434    80121 SH       DEFINED 01 02               0        0    80121
STEWART ENTERPRISES   S        COM              860370105     1884   348934 SH       DEFINED 01 10               0        0   348934
STEWART INFO SVCS   S          COM              860372101     2891    59419 SH       DEFINED 01 02               0        0    59419
STIFEL FINANCIAL CORP   S      COM              860630102       88     2343 SH       DEFINED 01 02               0        0     2343
STILLWATER MINING CO           COM              86074Q102       21      300 SH       DEFINED 01 03               0        0      300
STILLWATER MINING CO           COM              86074Q102        1      135 SH       DEFINED 01 03               0        0      135
STILLWATER MINING CO   S       COM              86074Q102     9308   804500 SH       DEFINED 01 02               0        0   804500
STONE ENERGY CORP   S          COM              861642106     2918    64083 SH       DEFINED 01 02               0        0    64083
STORAGE NETWORKS INC           COM              86211E103        2      100 SH       DEFINED 01 03               0        0      100
STRATASYS INC   S              COM              862685104     1553    62100 SH       DEFINED 01 02               0        0    62100
STRATASYS INC   S              COM              862685104      254    10166 SH       DEFINED 01 10               0        0    10166
STRATEGIC HOTEL CAPITAL INC    COM              86272T106     1379    67000 SH       DEFINED 01 02               0        0    67000
STRATEX NETWORKS INC.   S      COM              86279T109      581   162304 SH       DEFINED 01 02               0        0   162304
STRATTEC SECURITY   S          COM              863111100     2272    56200 SH       DEFINED 01 02               0        0    56200
STRAYER EDUCATION   S          COM              863236105    32279   344502 SH       DEFINED 01 02               0    46735   297767
STRAYER EDUCATION   S          COM              863236105     1958    20888 SH       DEFINED 01 03               0    20888        0
STREAM COMMUNICATIONS NETWORK  COM              86323N108       10     6000 SH       DEFINED 01 03               0        0     6000
STREETTRACKS GOLD TRUST        COM              863307104        3       85 SH       DEFINED 01 03               0        0       85
STREETTRACKS GOLD TRUST        COM              863307104      461      324 SH       DEFINED 01 03               0        0      324
STREETTRACKS GOLD TRUST        COM              863307104       92     1055 SH       DEFINED 01 03               0        0     1055
STREETTRACKS GOLD TRUST        COM              863307104        2     1305 SH       DEFINED 01 03               0        0     1305
STRIDE RITE CORP   S           COM              863314100     4997   368425 SH       DEFINED 01 02               0        0   368425
STRYKER CORP                   COM              863667101        7      100 SH       DEFINED 01 03               0        0      100
STRYKER CORP                   COM              863667101        3      300 SH       DEFINED 01 03               0        0      300
STRYKER CORP                   COM              863667101       24      200 SH       DEFINED 01 03               0        0      200
STRYKER CORP                   COM              863667101        7      600 SH       DEFINED 01 03               0        0      600
STRYKER CORP   S               COM              863667101     8179   184116 SH       DEFINED 01 02               0        0   184116
STRYKER CORP   S               COM              863667101     2770    62346 SH       DEFINED 01 03               0    62346        0
STURM RUGER & CO INC   S       COM              864159108      329    46944 SH       DEFINED 01 02               0        0    46944
SUBURBAN PROPANE PARTNERS LTD  COM              864482104        3      205 SH       DEFINED 01 03               0        0      205
SUEZ ADR                       COM              864686100        7      100 SH       DEFINED 01 03               0        0      100
SUN BANCORP INC   S            COM              86663B102      263    13326 SH       DEFINED 01 02               0        0    13326
SUN LIFE FINL SVCS.   FSUSD    COM              866796105     1898    47300 SH       DEFINED 01 02               0        0    47300
SUN MICROSYSTEMS               COM              866810104        6      880 SH       DEFINED 01 03               0        0      880
SUN MICROSYSTEMS               COM              866810104       96      100 SH       DEFINED 01 03               0        0      100
SUN MICROSYSTEMS               COM              866810104        3     5510 SH       DEFINED 01 03               0        0     5510
SUN MICROSYSTEMS               COM              866810104       28      185 SH       DEFINED 01 03               0        0      185
SUN MICROSYSTEMS               COM              866810104       36      738 SH       DEFINED 01 03               0        0      738
SUN MICROSYSTEMS               COM              866810104        6      270 SH       DEFINED 01 03               0        0      270
SUN MICROSYSTEMS               COM              866810104        3     1340 SH       DEFINED 01 03               0        0     1340
SUN MICROSYSTEMS               COM              866810104       14      200 SH       DEFINED 01 03               0        0      200
SUN MICROSYSTEMS               COM              866810104       98      300 SH       DEFINED 01 03               0        0      300
SUN MICROSYSTEMS               COM              866810104       57     1598 SH       DEFINED 01 03               0        0     1598
SUN MICROSYSTEMS               COM              866810104      481      400 SH       DEFINED 01 03               0        0      400
SUN MICROSYSTEMS               COM              866810104     1596      210 SH       DEFINED 01 03               0        0      210
SUN MICROSYSTEMS               COM              866810104       42     4100 SH       DEFINED 01 03               0        0     4100
SUN MICROSYSTEMS               COM              866810104       22      400 SH       DEFINED 01 03               0        0      400
SUN MICROSYSTEMS INC.   S      COM              866810104     3045   726764 SH       DEFINED 01 02               0     4950   721814
SUN MICROSYSTEMS INC.   S      COM              866810104     3083   735762 SH       DEFINED 01 03               0   735762        0
SUN HYDRAULICS CORP   S        COM              866942105       56     2909 SH       DEFINED 01 02               0        0     2909
SUNBEAM OSTER CO INC           COM              867071102       40      200 SH       DEFINED 01 03               0        0      200
SUNBEAM OSTER CO INC           COM              867071102      139     1000 SH       DEFINED 01 03               0        0     1000
SUNCOR ENERGY INC              COM              867229106      468      100 SH       DEFINED 01 03               0        0      100
SUNCOR ENERGY INC              COM              867229106       96     1200 SH       DEFINED 01 03               0        0     1200
SUNCOR ENERGY INC              COM              867229106        2       10 SH       DEFINED 01 03               0        0       10
SUNCOR ENERGY INC              COM              867229106        5      500 SH       DEFINED 01 03               0        0      500
SUNCOR ENERGY INC   FSUSD      COM              867229106    19503   308954 SH       DEFINED 01 02               0    19900   289054
SUNCOR ENERGY INC   FSUSD      COM              867229106     3748    59374 SH       DEFINED 01 02 10            0        0    59374
SUNCOR ENERGY INC   FSUSD      COM              867229106     8628   136669 SH       DEFINED 01 10               0        0   136669
SUNDAY COMMUNICATIONS LMTD ADR COM              867270209        0       18 SH       DEFINED 01 03               0        0       18
SUNNCOMM INTL INC              COM              86744M101        6    25000 SH       DEFINED 01 03               0        0    25000
SUNOCO INC                     COM              86764P109       10       18 SH       DEFINED 01 03               0        0       18
SUNOCO INC                     COM              86764P109        4       60 SH       DEFINED 01 03               0        0       60
SUNOCO INC   S                 COM              86764P109    56758   724113 SH       DEFINED 01 02               0    13252   710861
SUNOCO INC   S                 COM              86764P109     2364    30166 SH       DEFINED 01 03               0    30166        0
SUNPOWER CORP-CLASS A   S      COM              867652109     1779    52356 SH       DEFINED 01 02               0        0    52356
SUNRISE SENIOR LIVING INC   S  COM              86768K106     3591   106522 SH       DEFINED 01 02               0        0   106522
SUNOPTIA INC                   COM              8676EP108        2     1500 SH       DEFINED 01 03               0        0     1500
SUNTERRA CORP   S              COM              86787D208     1353    95200 SH       DEFINED 01 02               0        0    95200
SUNTONE HOTEL INVESTORS INC    COM              867892101      394    14820 SH       DEFINED 01 02               0        0    14820
SUNTRUST BANKS                 COM              867914103      667    16000 SH       DEFINED 01 03               0        0    16000
SUNTRUST BANKS                 COM              867914103      137     2900 SH       DEFINED 01 03               0        0     2900
SUNTRUST BANKS INC   S         COM              867914103     1878    25779 SH       DEFINED 01 02               0        0    25779
SUNTRUST BANKS INC   S         COM              867914103     5622    77270 SH       DEFINED 01 03               0    77270        0
SUPERGEN INC                   COM              868059106        0     2995 SH       DEFINED 01 03               0        0     2995
SUPERIOR ENERGY SERV   S       COM              868157108     1864    88560 SH       DEFINED 01 02               0        0    88560
SUPERIOR ESSEX INC   S         COM              86815V105      494    24500 SH       DEFINED 01 02               0        0    24500
SUPERIOR IND INTL              COM              868168105        0      200 SH       DEFINED 01 03               0        0      200
SUPERIOR IND INTL   S          COM              868168105    13321   598426 SH       DEFINED 01 02               0        0   598426
SUPERIOR WELL SERVICES INC   S COM              86837X105      486    20471 SH       DEFINED 01 02               0        0    20471
SUPERTEX INC   S               COM              868532102     1392    31456 SH       DEFINED 01 02               0        0    31456
SUPERVALU INC                  COM              868536103        3     4600 SH       DEFINED 01 03               0        0     4600
SUPERVALU INC                  COM              868536103        3     1200 SH       DEFINED 01 03               0        0     1200
SUPERVALU INC                  COM              868536103       40     5800 SH       DEFINED 01 03               0        0     5800
SUPERVALU INC                  COM              868536103      192    22400 SH       DEFINED 01 03               0        0    22400
SUPERVALU INC                  COM              868536103        4      100 SH       DEFINED 01 03               0        0      100
SUPERVALU INC                  COM              868536103        3     2000 SH       DEFINED 01 03               0        0     2000
SUPERVALU INC   S              COM              868536103      465    14229 SH       DEFINED 01 02               0        0    14229
SUPERVALU INC   S              COM              868536103      946    29119 SH       DEFINED 01 03               0    29119        0
SURGUTNEFTEGAZ ADR   FSUSD     COM              868861204     6677   122070 SH       DEFINED 01 02 10            0        0   122070
SURMODICS INC   S              COM              868873100     1876    50719 SH       DEFINED 01 02               0        0    50719
SUSQUEHANNA BANC   S           COM              869099101     4006   169218 SH       DEFINED 01 02               0        0   169218
SWIFT ENERGY CO   S            COM              870738101    11514   255514 SH       DEFINED 01 02               0    16060   239454
SWIFT ENERGY CO   S            COM              870738101     1353    30020 SH       DEFINED 01 02 14            0    30020        0
SWIFT ENERGY CO   S            COM              870738101      239     5300 SH       DEFINED 01 03               0     5300        0
SWIFT TRANSPORTATION CO INC    COM              870756103        4     2500 SH       DEFINED 01 03               0        0     2500
SWIFT TRANSPORTATION CO INC    COM              870756103       12    11900 SH       DEFINED 01 03               0        0    11900
SYBASE SOFTWARE                COM              871130100        1       19 SH       DEFINED 01 03               0        0       19
SYBASE SOFTWARE                COM              871130100        5      460 SH       DEFINED 01 03               0        0      460
SYBASE INC   S                 COM              871130100      876    40084 SH       DEFINED 01 02               0    21750    18334
SYBASE INC   S                 COM              871130100      620    28420 SH       DEFINED 01 02 14            0    28420        0
SYBASE INC   S                 COM              871130100       96     4400 SH       DEFINED 01 03               0     4400        0
SYBRON DENTAL SPEC   S         COM              871142105    11637   292239 SH       DEFINED 01 02               0    20820   271419
SYBRON DENTAL SPEC   S         COM              871142105     1342    33710 SH       DEFINED 01 02 14            0    33710        0
SYBRON DENTAL SPEC   S         COM              871142105      234     5890 SH       DEFINED 01 03               0     5890        0
SYCAMORE NETWORKS INC          COM              871206108        3       85 SH       DEFINED 01 03               0        0       85
SYCAMORE NETWORKS INC          COM              871206108        1      500 SH       DEFINED 01 03               0        0      500
SYCAMORE NETWORKS.   S         COM              871206108     5888  1362950 SH       DEFINED 01 02               0    42140  1320810
SYCAMORE NETWORKS.   S         COM              871206108      505   116960 SH       DEFINED 01 02 14            0   116960        0
SYCAMORE NETWORKS.   S         COM              871206108       91    21000 SH       DEFINED 01 03               0    21000        0
SYKES ENTERPRISES   S          COM              871237103     3957   295852 SH       DEFINED 01 02               0    34880   260972
SYKES ENTERPRISES   S          COM              871237103      615    45890 SH       DEFINED 01 02 14            0    45890        0
SYKES ENTERPRISES   S          COM              871237103      108     8100 SH       DEFINED 01 03               0     8100        0
SYMANTEC CORP                  COM              871503108        4      400 SH       DEFINED 01 03               0        0      400
SYMANTEC CORP                  COM              871503108       12       40 SH       DEFINED 01 03               0        0       40
SYMANTEC CORP                  COM              871503108        0    23655 SH       DEFINED 01 03               0        0    23655
SYMANTEC CORP                  COM              871503108       11     4845 SH       DEFINED 01 03               0        0     4845
SYMANTEC CORP   S              COM              871503108     2345   133974 SH       DEFINED 01 02               0        0   133974
SYMANTEC CORP   S              COM              871503108     4123   235649 SH       DEFINED 01 03               0   235649        0
SYMBOL TECHNOLOGIES INC        COM              871508107        0      500 SH       DEFINED 01 03               0        0      500
SYMBOL TECHNOLOGIES INC        COM              871508107        1      700 SH       DEFINED 01 03               0        0      700
SYMBOL TECHNOLOGIES   S        COM              871508107      208    16242 SH       DEFINED 01 02               0        0    16242
SYMBOL TECHNOLOGIES   S        COM              871508107      688    53656 SH       DEFINED 01 03               0    53656        0
SYMMETRICOM INC   S            COM              871543104      853   100734 SH       DEFINED 01 02               0        0   100734
SYMMETRY MEDICAL INC   S       COM              871546206     2670   137696 SH       DEFINED 01 02               0        0   137696
SYMMETRY MEDICAL INC   S       COM              871546206     1552    80257 SH       DEFINED 01 10               0        0    80257
SYNAPTICS INC.   S             COM              87157D109     1470    59490 SH       DEFINED 01 02               0        0    59490
SYNOPSYS INC                   COM              871607107        3     2822 SH       DEFINED 01 03               0        0     2822
SYNOPSYS INC                   COM              871607107        0    13778 SH       DEFINED 01 03               0        0    13778
SYNOPSYS INC   S               COM              871607107      303    15112 SH       DEFINED 01 02               0    15112        0
SYNERGX SYSTEMS INC            COM              87160C106        0      900 SH       DEFINED 01 03               0        0      900
SYNERGETICS USA INC            COM              87160G107       79     1900 SH       DEFINED 01 03               0        0     1900
SYNOVUS   S                    COM              87161C105      485    17961 SH       DEFINED 01 02               0        0    17961
SYNOVUS   S                    COM              87161C105     1803    66770 SH       DEFINED 01 03               0    66770        0
SYNOVIS LIFE TECH              COM              87162G105       24      100 SH       DEFINED 01 03               0        0      100
SYNTEL INC   S                 COM              87162H103      231    11070 SH       DEFINED 01 02               0    11070        0
SYNNEX CORP   S                COM              87162W100      511    33821 SH       DEFINED 01 02               0        0    33821
SYNIVERSE HLDGS INC            COM              87163F106        1      300 SH       DEFINED 01 03               0        0      300
SYNIVERSE HOLDINGS INC   S     COM              87163F106      490    23435 SH       DEFINED 01 02               0        0    23435
SYSCO CORP                     COM              871829107       13      500 SH       DEFINED 01 03               0        0      500
SYSCO CORP                     COM              871829107        0      100 SH       DEFINED 01 03               0        0      100
SYSCO CORP                     COM              871829107      294      200 SH       DEFINED 01 03               0        0      200
SYSCO CORP                     COM              871829107       61      700 SH       DEFINED 01 03               0        0      700
SYSCO CORP   S                 COM              871829107     4118   132616 SH       DEFINED 01 03               0   132616        0
SYSCO CORP   S                 COM              871829107     5459   175781 SH       DEFINED 01 02               0        0   175781
SYSTEMS EVOLUTION              COM              872012109        3     2389 SH       DEFINED 01 03               0        0     2389
TCF FINANCIAL                  COM              872275102        0    10500 SH       DEFINED 01 03               0        0    10500
TCF FINANCIAL                  COM              872275102        3     2200 SH       DEFINED 01 03               0        0     2200
TCF FINL CORP MPLS   S         COM              872275102       28     1031 SH       DEFINED 01 02               0        0     1031
TC PIPELINESLP                 COM              87233Q108        1      121 SH       DEFINED 01 03               0        0      121
TD BANKNORTH INC               COM              87235A101        2      151 SH       DEFINED 01 03               0        0      151
TD AMERITRADE HLDG CORP        COM              87236Y108        4      600 SH       DEFINED 01 03               0        0      600
TD AMERITRADE HLDG CORP        COM              87236Y108        2      100 SH       DEFINED 01 03               0        0      100
TD AMERITRADE HLDG CORP        COM              87236Y108        0      200 SH       DEFINED 01 03               0        0      200
TECO ENERGY                    COM              872375100        4     1259 SH       DEFINED 01 03               0        0     1259
TECO ENERGY   S                COM              872375100      764    44488 SH       DEFINED 01 03               0    44488        0
TECO ENERGY   S                COM              872375100     5705   332061 SH       DEFINED 01 02               0     1620   330441
TESSCO TECH   S                COM              872386107      119     7197 SH       DEFINED 01 02               0        0     7197
THQ INC   S                    COM              872443403     4040   169373 SH       DEFINED 01 02               0    10260   159113
TJX COMPANIES                  COM              872540109       10      500 SH       DEFINED 01 03               0        0      500
TJX COMPANIES                  COM              872540109        4      200 SH       DEFINED 01 03               0        0      200
TJX COS   S                    COM              872540109      758    32621 SH       DEFINED 01 02               0     3117    29504
TJX COS   S                    COM              872540109     2288    98496 SH       DEFINED 01 03               0    98496        0
TRC COMPANIES INC   S          COM              872625108      257    23481 SH       DEFINED 01 02               0        0    23481
TRW AUTOMOTIVE HOLDINGS CORP   COM              87264S106      811    30762 SH       DEFINED 01 02               0        0    30762
TTM TECHNOLOGIES   S           COM              87305R109     1477   157200 SH       DEFINED 01 02               0        0   157200
T-3 ENERGY SERVICES            COM              87306E107        4     1500 SH       DEFINED 01 03               0        0     1500
TXU CORP                       COM              873168108        3     1400 SH       DEFINED 01 03               0        0     1400
TXU CORP                       COM              873168108        0      100 SH       DEFINED 01 03               0        0      100
TXU CORP                       COM              873168108       18      100 SH       DEFINED 01 03               0        0      100
TXU CORP                       COM              873168108        2      730 SH       DEFINED 01 03               0        0      730
TXU CORP                       COM              873168108       56     6600 SH       DEFINED 01 03               0        0     6600
TXU CORPORATION   S            COM              873168108    24091   479946 SH       DEFINED 01 02               0     9932   470014
TXU CORPORATION   S            COM              873168108     5181   103228 SH       DEFINED 01 03               0   103228        0
TAHERA DIAMOND CORP            COM              873787105       10    10000 SH       DEFINED 01 03               0        0    10000
TAIWAN SEMI ADR                COM              874039100        1       88 SH       DEFINED 01 03               0        0       88
TAIWAN SEMI ADR                COM              874039100      611      119 SH       DEFINED 01 03               0        0      119
TAIWAN SEMI ADR                COM              874039100      125      354 SH       DEFINED 01 03               0        0      354
TAIWAN SEMI ADR   FSUSD        COM              874039100     1189   120025 SH       DEFINED 01 02 10            0        0   120025
TAIWAN SEMI ADR   FSUSD        COM              874039100    26319  2655786 SH       DEFINED 01 10               0        0  2655786
TAIWAN SEMI ADR   FSUSD        COM              874039100     2225   224497 SH       DEFINED 01 02               0        0   224497
TAKE-TWO INTERACTIVE   S       COM              874054109     5656   319515 SH       DEFINED 01 02               0        0   319515
TALBOTS   S                    COM              874161102     3039   109202 SH       DEFINED 01 02               0        0   109202
TALBOTS   S                    COM              874161102    12752   458385 SH       DEFINED 01 03               0   458385        0
TALEO CORP - CL A   S          COM              87424N104      220    16547 SH       DEFINED 01 02               0        0    16547
TALISMAN ENERGY INC   FSUSD    COM              87425E103      978    18490 SH       DEFINED 01 02               0    18490        0
TALK AMERICA HLDGS   S         COM              87426R202     1124   130100 SH       DEFINED 01 02 14            0   130100        0
TALK AMERICA HLDGS   S         COM              87426R202      192    22300 SH       DEFINED 01 03               0    22300        0
TALK AMERICA HLDGS   S         COM              87426R202     4569   529673 SH       DEFINED 01 02               0    46990   482683
TALX CORP.   S                 COM              874918105     2585    56554 SH       DEFINED 01 02               0        0    56554
TAN RANGE EXPLORATION          COM              87535D102        0   101957 SH       DEFINED 01 03               0        0   101957
TANGER FACTORY OUTLET          COM              875465106        2     5000 SH       DEFINED 01 03               0        0     5000
TANGER FACTORY   S             COM              875465106     3631   126317 SH       DEFINED 01 02               0      170   126147
TANOX INC                      COM              87588Q109        2      212 SH       DEFINED 01 03               0        0      212
TANOX INC   S                  COM              87588Q109      770    47060 SH       DEFINED 01 02               0    18150    28910
TANOX INC   S                  COM              87588Q109      821    50050 SH       DEFINED 01 02 14            0    50050        0
TANOX INC   S                  COM              87588Q109      142     8700 SH       DEFINED 01 03               0     8700        0
TAPESTRY PHARMACEUTICALS INC   COM              876031105        2     1100 SH       DEFINED 01 03               0        0     1100
TARGET CORP                    COM              87612E106        0      200 SH       DEFINED 01 03               0        0      200
TARGET CORP                    COM              87612E106        9     2600 SH       DEFINED 01 03               0        0     2600
TARGET CORP                    COM              87612E106        1    12500 SH       DEFINED 01 03               0        0    12500
TARGET CORP                    COM              87612E106        4      475 SH       DEFINED 01 03               0        0      475
TARGET CORP                    COM              87612E106        1      142 SH       DEFINED 01 03               0        0      142
TARGET CORP                    COM              87612E106       22      100 SH       DEFINED 01 03               0        0      100
TARGET CORP                    COM              87612E106        0       75 SH       DEFINED 01 03               0        0       75
TARGET CORP                    COM              87612E106        7       44 SH       DEFINED 01 03               0        0       44
TARGET CORP                    COM              87612E106       56      100 SH       DEFINED 01 03               0        0      100
TARGET CORP                    COM              87612E106        2      250 SH       DEFINED 01 03               0        0      250
TARGET CORP                    COM              87612E106        2       50 SH       DEFINED 01 03               0        0       50
TARGET CORP                    COM              87612E106        9     1100 SH       DEFINED 01 03               0        0     1100
TARGET CORPORATION   S         COM              87612E106    89265  1623873 SH       DEFINED 01 02               0     1028  1622845
TARGET CORPORATION   S         COM              87612E106    10332   187966 SH       DEFINED 01 03               0   187966        0
TARGETED GENETICS              COM              87612M108        0     3215 SH       DEFINED 01 03               0        0     3215
TARGETED GENETICS              COM              87612M108        3     2000 SH       DEFINED 01 03               0        0     2000
TARRAGON REALTY INV            COM              876287103       14      260 SH       DEFINED 01 03               0        0      260
TARRANT APPAREL GROUP          COM              876289109        2     1500 SH       DEFINED 01 03               0        0     1500
TASEKO MINES LTD               COM              876511106       40     7500 SH       DEFINED 01 03               0        0     7500
TASER INTERNATIONAL INC        COM              87651B104       10      100 SH       DEFINED 01 03               0        0      100
TASTY BAKING CO                COM              876553306        9    43700 SH       DEFINED 01 03               0        0    43700
TASTY BAKING CO                COM              876553306        2     8900 SH       DEFINED 01 03               0        0     8900
TATA MOTORS LTD                COM              876568502       81      350 SH       DEFINED 01 03               0        0      350
TATA MOTORS LTD - ADR   FSUSD  COM              876568502      601    41840 SH       DEFINED 01 02               0        0    41840
TAYLOR CAPITAL GROUP INC   S   COM              876851106     2803    69376 SH       DEFINED 01 02               0    12500    56876
TAYLOR CAPITAL GROUP INC   S   COM              876851106      238     5900 SH       DEFINED 01 03               0     5900        0
TAYLOR CAPITAL GROUP INC   S   COM              876851106     1400    34650 SH       DEFINED 01 02 14            0    34650        0
TECH DATA CORP                 COM              878237106        4     8800 SH       DEFINED 01 03               0        0     8800
TECH DATA CORP                 COM              878237106       40     1800 SH       DEFINED 01 03               0        0     1800
TECH DATA CORP                 COM              878237106       93     2300 SH       DEFINED 01 02               0        0     2300
TECHNE CORP   S                COM              878377100    69516  1238037 SH       DEFINED 01 02               0   138897  1099140
TECHNE CORP   S                COM              878377100     4004    71296 SH       DEFINED 01 03               0    71296        0
TECHNICAL OLYMPIC US.   S      COM              878483106     1655    78797 SH       DEFINED 01 10               0        0    78797
TECHNICAL OLYMPIC US.   S      COM              878483106     2957   140200 SH       DEFINED 01 02               0        0   140200
TECHNITROL INC   S             COM              878555101     1511    88366 SH       DEFINED 01 02               0        0    88366
TECHNOLOGY INVSTMT CAP CORP    COM              878717305      980    64897 SH       DEFINED 01 02               0        0    64897
TECUMSEH PRODUCTS CO           COM              878895101       36       10 SH       DEFINED 01 03               0        0       10
TECUMSEH PRODUCT CLA   S       COM              878895200      113     4942 SH       DEFINED 01 02               0        0     4942
TEJON RANCH CO DEL             COM              879080109       10      270 SH       DEFINED 01 03               0        0      270
TEKELEC   S                    COM              879101103     1448   104130 SH       DEFINED 01 02               0      130   104000
TEKTRONIX   S                  COM              879131100     4443   157501 SH       DEFINED 01 02               0        0   157501
TEKTRONIX   S                  COM              879131100      503    17833 SH       DEFINED 01 03               0    17833        0
TELE NORTE LESTE P ADR EACH RE COM              879246106    34083  1903032 SH       DEFINED 01 10               0        0  1903032
TELENORTE LESTE PARTICIP - ADR COM              879246106      102     5690 SH       DEFINED 01 02               0        0     5690
TELEBRAS NEW   FSUSD           COM              879287308      283     8250 SH       DEFINED 01 02               0        0     8250
TELEDYNE TECHNOLOGIES INC      COM              879360105       16      200 SH       DEFINED 01 03               0        0      200
TELEDYNE TECH   S              COM              879360105      603    20760 SH       DEFINED 01 02 14            0    20760        0
TELEDYNE TECH   S              COM              879360105       99     3400 SH       DEFINED 01 03               0     3400        0
TELEDYNE TECH   S              COM              879360105     7802   268086 SH       DEFINED 01 02               0    16920   251166
TELEFLEX INC   S               COM              879369106     1134    17453 SH       DEFINED 01 02               0      430    17023
TELEFONICA DE ESPANA ADR       COM              879382208     2357        9 SH       DEFINED 01 03               0        0        9
TELEFONOS DE MEXICO   FSUSD    COM              879403780   141440  5730940 SH       DEFINED 01 02               0        0  5730940
TELEFONOS DE MEXICO   FSUSD    COM              879403780    31021  1258458 SH       DEFINED 01 10               0        0  1258458
TELEPHONE AND DATA   S         COM              879433100     2936    81500 SH       DEFINED 01 02               0        0    81500
TELEPHONE & DATA-SPECIAL SHS   COM              879433860     2890    83500 SH       DEFINED 01 02               0        0    83500
TELEPHONE & DATA SYSTEMS       COM              879433878      355      300 SH       DEFINED 01 03               0        0      300
TELEPLUS ENTERPRISES           COM              87946Q106      485      400 SH       DEFINED 01 03               0        0      400
TELESP CELULAR   FSUSD         COM              87952L108       58    15349 SH       DEFINED 01 10               0        0    15349
TELESP CELULAR   FSUSD         COM              87952L108       31     8245 SH       DEFINED 01 03               0        0     8245
TELESP CELULAR   FSUSD         COM              87952L108     9625  2546340 SH       DEFINED 01 02               0        0  2546340
TELESP CELULAR   FSUSD         COM              87952L108     7943  2101146 SH       DEFINED 01 02 10            0        0  2101146
TELEWEST GLOBAL INC   S        COM              87956T107   274828 11537720 SH       DEFINED 01 02               0      884 11536836
TELEWEST GLOBAL INC   S        COM              87956T107      829    34808 SH       DEFINED 01 03               0    34808        0
TELIK INC   S                  COM              87959M109      319    18800 SH       DEFINED 01 02               0        0    18800
TELLABS                        COM              879664100       72      290 SH       DEFINED 01 03               0        0      290
TELLABS                        COM              879664100       13    35600 SH       DEFINED 01 03               0        0    35600
TELLABS                        COM              879664100       14     6800 SH       DEFINED 01 03               0        0     6800
TELLABS   S                    COM              879664100    18117  1662035 SH       DEFINED 01 02               0     2020  1660015
TELLABS   S                    COM              879664100     1056    96875 SH       DEFINED 01 03               0    96875        0
TEMPLE-INLAND                  COM              879868107      341    12000 SH       DEFINED 01 03               0        0    12000
TEMPLE-INLAND                  COM              879868107       69     6300 SH       DEFINED 01 03               0        0     6300
TEMPLE-INLAND                  COM              879868107        2     2400 SH       DEFINED 01 03               0        0     2400
TEMPLE-INLAND                  COM              879868107        1     1200 SH       DEFINED 01 03               0        0     1200
TEMPLE-INLAND INC   S          COM              879868107     1076    23992 SH       DEFINED 01 03               0    23992        0
TEMPLE-INLAND INC   S          COM              879868107    49130  1095420 SH       DEFINED 01 02               0     1456  1093964
TELETECH HLDGS INC   S         COM              879939106     3780   313851 SH       DEFINED 01 02               0    49340   264511
TELETECH HLDGS INC   S         COM              879939106      807    67080 SH       DEFINED 01 02 14            0    67080        0
TELETECH HLDGS INC   S         COM              879939106      143    11900 SH       DEFINED 01 03               0    11900        0
TEMPUR-PEDIC INTERNATIONAL   S COM              88023U101     2094   182040 SH       DEFINED 01 02               0    19040   163000
TENARIS SA ADR   FSUSD         COM              88031M109      733     6400 SH       DEFINED 01 02               0        0     6400
TENARIS SA ADR   FSUSD         COM              88031M109    25915   227880 SH       DEFINED 01 10               0        0   227880
TENET HEALTHCARE CORP          COM              88033G100        6    39300 SH       DEFINED 01 03               0        0    39300
TENET HEALTHCARE CORP          COM              88033G100        1     8100 SH       DEFINED 01 03               0        0     8100
TENET HEALTHCARE COR   S       COM              88033G100    31753  4145516 SH       DEFINED 01 02               0     4032  4141484
TENET HEALTHCARE COR   S       COM              88033G100      898   117146 SH       DEFINED 01 03               0   117146        0
TENNANT CO   S                 COM              880345103     4328    83204 SH       DEFINED 01 02               0     4250    78954
TENNANT CO   S                 COM              880345103      632    12150 SH       DEFINED 01 02 14            0    12150        0
TENNANT CO   S                 COM              880345103      114     2200 SH       DEFINED 01 03               0     2200        0
TENNECO INC   S                COM              880349105     4570   233107 SH       DEFINED 01 02               0    18960   214147
TENNECO INC   S                COM              880349105     1021    52040 SH       DEFINED 01 02 14            0    52040        0
TENNECO INC   S                COM              880349105      176     9000 SH       DEFINED 01 03               0     9000        0
TENNESSEE VALLEY AUTH          COM              880591409        4      400 SH       DEFINED 01 03               0        0      400
TERADYNE INC   S               COM              880770102      165    11326 SH       DEFINED 01 02               0        0    11326
TERADYNE INC   S               COM              880770102      613    42092 SH       DEFINED 01 03               0    42092        0
TEREX CORP NEW..   S           COM              880779103    18235   306985 SH       DEFINED 01 02               0        0   306985
TERABEAM INC                   COM              88077B108        2      500 SH       DEFINED 01 03               0        0      500
TERCICA INC                    COM              88078L105      111    15573 SH       DEFINED 01 10               0        0    15573
TERRA INDUSTRIES INC   S       COM              880915103      134    23900 SH       DEFINED 01 03               0    23900        0
TERRA INDUSTRIES INC   S       COM              880915103     3032   541456 SH       DEFINED 01 02               0    48330   493126
TERRA INDUSTRIES INC   S       COM              880915103      748   133700 SH       DEFINED 01 02 14            0   133700        0
TERREMARK WORLDWIDE INC        COM              881448203      599   129000 SH       DEFINED 01 10               0        0   129000
TESORO CORP                    COM              881609101       30     1300 SH       DEFINED 01 03               0        0     1300
TESORO CORP                    COM              881609101        5       25 SH       DEFINED 01 03               0        0       25
TESORO CORPORATION   S         COM              881609101     7618   124000 SH       DEFINED 01 10               0        0   124000
TESORO CORPORATION   S         COM              881609101     1110    18020 SH       DEFINED 01 02               0        0    18020
TEVA PHARM INDS ADR            COM              881624209        9      250 SH       DEFINED 01 03               0        0      250
TEVA PHARM INDS AD   FSUSD     COM              881624209    37204   864993 SH       DEFINED 01 02               0        0   864993
TEVA PHARM INDS AD   FSUSD     COM              881624209     6337   147330 SH       DEFINED 01 02 10            0        0   147330
TEVA PHARM INDS AD   FSUSD     COM              881624209      169     3940 SH       DEFINED 01 03               0        0     3940
TEVA PHARM INDS AD   FSUSD     COM              881624209       98     2275 SH       DEFINED 01 10               0        0     2275
TETRA TECHNOLOGIES   S         COM              88162F105    10276   336691 SH       DEFINED 01 02               0     9140   327551
TETRA TECH INC   S             COM              88162G103     1948   124313 SH       DEFINED 01 02               0        0   124313
TESSERA TECHNOLOGIES INC   S   COM              88164L100     2393    92560 SH       DEFINED 01 02               0        0    92560
TEVA PHARM FIN 00.250% 02/01/2 CONV BND         88164RAB3      623   500000 PRN      DEFINED 01 02               0        0   500000
TEXAS INDUSTRIES   S           COM              882491103     6143   123287 SH       DEFINED 01 02               0     5290   117997
TEXAS INDUSTRIES   S           COM              882491103      752    15090 SH       DEFINED 01 02 14            0    15090        0
TEXAS INDUSTRIES   S           COM              882491103      115     2300 SH       DEFINED 01 03               0     2300        0
TEXAS INSTRUMENTS              COM              882508104        8      500 SH       DEFINED 01 03               0        0      500
TEXAS INSTRUMENTS              COM              882508104        2     1000 SH       DEFINED 01 03               0        0     1000
TEXAS INSTRUMENTS              COM              882508104       11       30 SH       DEFINED 01 03               0        0       30
TEXAS INSTRUMENTS              COM              882508104       11       85 SH       DEFINED 01 03               0        0       85
TEXAS INSTRUMENTS              COM              882508104        4     2000 SH       DEFINED 01 03               0        0     2000
TEXAS INSTRUMENTS              COM              882508104        6      426 SH       DEFINED 01 03               0        0      426
TEXAS INSTRUMENTS              COM              882508104        8      100 SH       DEFINED 01 03               0        0      100
TEXAS INSTRUMENTS              COM              882508104       10     1430 SH       DEFINED 01 03               0        0     1430
TEXAS INSTRUMENTS   S          COM              882508104   102711  3202662 SH       DEFINED 01 02               0   134015  3068647
TEXAS INSTRUMENTS   S          COM              882508104    11199   349212 SH       DEFINED 01 03               0   349212        0
TEXAS ROADHOUSE INC CL A       COM              882681109      144      400 SH       DEFINED 01 03               0        0      400
TEXAS UNITED BANCSHARES   S    COM              882838105      634    34947 SH       DEFINED 01 02               0        0    34947
THAI FD INC                    COM              882904105       39      300 SH       DEFINED 01 03               0        0      300
TEXTRON INC                    COM              883203101       10    12500 SH       DEFINED 01 03               0        0    12500
TEXTRON INC                    COM              883203101      612     2100 SH       DEFINED 01 03               0        0     2100
TEXTRON INC                    COM              883203101      125     1900 SH       DEFINED 01 03               0        0     1900
TEXTRON INC                    COM              883203101        1      400 SH       DEFINED 01 03               0        0      400
TEXTRON INC   S                COM              883203101    70888   920855 SH       DEFINED 01 02               0        0   920855
TEXTRON INC   S                COM              883203101     2179    28301 SH       DEFINED 01 03               0    28301        0
THERAGENICS CORP   S           COM              883375107      210    69682 SH       DEFINED 01 02               0        0    69682
THERMA-WAVE INC                COM              88343A108      467      200 SH       DEFINED 01 03               0        0      200
THERMA-WAVE INC                COM              88343A108       95      525 SH       DEFINED 01 03               0        0      525
THERMO ELECTRON CORP   S       COM              883556102     1185    39327 SH       DEFINED 01 02               0        0    39327
THERMO ELECTRON CORP   S       COM              883556102     6277   208310 SH       DEFINED 01 02 10            0        0   208310
THERMO ELECTRON CORP   S       COM              883556102     1045    34671 SH       DEFINED 01 03               0    34671        0
THERMO ELECTRON CORP   S       COM              883556102    56677  1881731 SH       DEFINED 01 10               0        0  1881731
THERMOGENESIS CORP   S         COM              883623209      304    62980 SH       DEFINED 01 02               0        0    62980
THESTREET.COM                  COM              88368Q103      465      275 SH       DEFINED 01 03               0        0      275
THOMAS & BETTS   S             COM              884315102    11208   267110 SH       DEFINED 01 02               0      510   266600
THOR INDS INC   S              COM              885160101     3979    99290 SH       DEFINED 01 02               0     6190    93100
THORATEC CORP                  COM              885175307       97      130 SH       DEFINED 01 03               0        0      130
THORATEC CORPORATION   S       COM              885175307     4825   233196 SH       DEFINED 01 02               0    12320   220876
THORNBURG MORTGAGE             COM              885218107      318      300 SH       DEFINED 01 03               0        0      300
3 COM CORP                     COM              885535104       17      200 SH       DEFINED 01 03               0        0      200
3 COM CORP                     COM              885535104       65     3020 SH       DEFINED 01 03               0        0     3020
3 COM CORP   S                 COM              885535104    15923  4422720 SH       DEFINED 01 02               0    72670  4350050
3 COM CORP   S                 COM              885535104      716   198870 SH       DEFINED 01 02 14            0   198870        0
3 COM CORP   S                 COM              885535104      112    31000 SH       DEFINED 01 03               0    31000        0
3D SYSTEMS CORP                COM              88554D205        1      400 SH       DEFINED 01 03               0        0      400
360NETWORKS INC.   FSUSD       COM              885575100      228    76029 SH       DEFINED 01 02               0        0    76029
3M COMPANY                     COM              88579Y101        4      313 SH       DEFINED 01 03               0        0      313
3M COMPANY                     COM              88579Y101       43       50 SH       DEFINED 01 03               0        0       50
3M COMPANY                     COM              88579Y101        8      100 SH       DEFINED 01 03               0        0      100
3M COMPANY                     COM              88579Y101       12      214 SH       DEFINED 01 03               0        0      214
3M COMPANY                     COM              88579Y101        1      347 SH       DEFINED 01 03               0        0      347
3M COMPANY                     COM              88579Y101       12      860 SH       DEFINED 01 03               0        0      860
3M COMPANY                     COM              88579Y101       24      197 SH       DEFINED 01 03               0        0      197
3M COMPANY                     COM              88579Y101     1781       69 SH       DEFINED 01 03               0        0       69
3M COMPANY                     COM              88579Y101        0      270 SH       DEFINED 01 03               0        0      270
3M COMPANY                     COM              88579Y101       17      157 SH       DEFINED 01 03               0        0      157
3M COMPANY   S                 COM              88579Y101    94351  1217294 SH       DEFINED 01 02               0    32472  1184822
3M COMPANY   S                 COM              88579Y101    12591   162470 SH       DEFINED 01 03               0   162470        0
3M COMPANY   S                 COM              88579Y101     3410    44000 SH       DEFINED 01 10               0        0    44000
TIBCO SOFTWARE INC             COM              88632Q103       14       20 SH       DEFINED 01 03               0        0       20
TIBCO SOFTWARE INC   S         COM              88632Q103    17600  2356298 SH       DEFINED 01 02               0    70218  2286080
TIBCO SOFTWARE INC   S         COM              88632Q103      554    74140 SH       DEFINED 01 02 14            0    74140        0
TIBCO SOFTWARE INC   S         COM              88632Q103       99    13300 SH       DEFINED 01 03               0    13300        0
TIDEWATER INC   S              COM              886423102   129600  2914989 SH       DEFINED 01 02               0    20992  2893997
TIDEWATER INC   S              COM              886423102      565    12699 SH       DEFINED 01 03               0    12699        0
TIERONE CORP   S               COM              88650R108      109     3700 SH       DEFINED 01 03               0     3700        0
TIERONE CORP   S               COM              88650R108     2699    91750 SH       DEFINED 01 02               0     6920    84830
TIERONE CORP   S               COM              88650R108      585    19850 SH       DEFINED 01 02 14            0    19850        0
TIFFANY & CO                   COM              886547108      677      528 SH       DEFINED 01 03               0        0      528
TIFFANY & CO-NEW   S           COM              886547108     1165    30414 SH       DEFINED 01 03               0    30414        0
TIFFANY & CO-NEW   S           COM              886547108     2644    69051 SH       DEFINED 01 02               0        0    69051
TIMBERLAND CO  -CL A   S       COM              887100105     3063    94100 SH       DEFINED 01 02               0        0    94100
TIMBERWEST FST CORP            COM              887147205      135      400 SH       DEFINED 01 03               0        0      400
TIMBERWEST FST CORP            COM              887147205        1     1000 SH       DEFINED 01 03               0        0     1000
TIMCO AVIATION SERVICES INC. 0 CONV BND         887151AB4        0    11949 PRN      DEFINED 01 02               0        0    11949
TIME WARNER INC                COM              887317105       65    23200 SH       DEFINED 01 03               0        0    23200
TIME WARNER INC                COM              887317105        4       60 SH       DEFINED 01 03               0        0       60
TIME WARNER INC                COM              887317105        5   113400 SH       DEFINED 01 03               0        0   113400
TIME WARNER INC                COM              887317105        1     1600 SH       DEFINED 01 03               0        0     1600
TIME WARNER INC                COM              887317105        5      775 SH       DEFINED 01 03               0        0      775
TIME WARNER INC                COM              887317105      576     4700 SH       DEFINED 01 03               0        0     4700
TIME WARNER INC                COM              887317105        0      125 SH       DEFINED 01 03               0        0      125
TIME WARNER INC                COM              887317105        7      222 SH       DEFINED 01 03               0        0      222
TIME WARNER INC                COM              887317105        3     4000 SH       DEFINED 01 03               0        0     4000
TIME WARNER INC                COM              887317105        2      415 SH       DEFINED 01 03               0        0      415
TIME WARNER INC                COM              887317105        4      205 SH       DEFINED 01 03               0        0      205
TIME WARNER INC                COM              887317105        3      350 SH       DEFINED 01 03               0        0      350
TIME WARNER INC                COM              887317105       11     1161 SH       DEFINED 01 03               0        0     1161
TIME WARNER INC                COM              887317105        0      151 SH       DEFINED 01 03               0        0      151
TIME WARNER INC                COM              887317105      444    23200 SH       DEFINED 01 03               0        0    23200
TIME WARNER INC   S            COM              887317105     4113   236000 SH       DEFINED 01 10               0        0   236000
TIME WARNER INC   S            COM              887317105    19000  1089443 SH       DEFINED 01 03               0  1089443        0
TIME WARNER INC   S            COM              887317105   198380 11374953 SH       DEFINED 01 02               0     5222 11369731
TIME WARNER TELECOM   S        COM              887319101      450    45685 SH       DEFINED 01 02               0        0    45685
TITAN INTL INC   S             COM              88830M102     1808   104800 SH       DEFINED 01 02               0        0   104800
TITAN PHARMACEUTICAL           COM              888314101      117      200 SH       DEFINED 01 03               0        0      200
TITAN PHARMACEUTICAL           COM              888314101       13      870 SH       DEFINED 01 03               0        0      870
TITANIUM METALS CORP           COM              888339207      995       43 SH       DEFINED 01 03               0        0       43
TITANIUM METAL   S             COM              888339207     7419   117276 SH       DEFINED 01 02               0        0   117276
TIVO INC                       COM              888706108      176      250 SH       DEFINED 01 03               0        0      250
TIVO INC                       COM              888706108        6     1475 SH       DEFINED 01 03               0        0     1475
TIVO INC                       COM              888706108        3     1000 SH       DEFINED 01 03               0        0     1000
TIVO INC                       COM              888706108        3      180 SH       DEFINED 01 03               0        0      180
TIVO INC                       COM              888706108       71      240 SH       DEFINED 01 03               0        0      240
TIVO INC                       COM              888706108      349     5300 SH       DEFINED 01 03               0        0     5300
TIVO INC                       COM              888706108        5     1000 SH       DEFINED 01 03               0        0     1000
TIVO INC   S                   COM              888706108      951   185700 SH       DEFINED 01 02               0        0   185700
TODCO-CL A   S                 COM              88889T107       25      664 SH       DEFINED 01 03               0      664        0
TODCO-CL A   S                 COM              88889T107    17170   451083 SH       DEFINED 01 02               0    10527   440556
TOLL BROTHERS                  COM              889478103        5        5 SH       DEFINED 01 03               0        0        5
TOLL BROTHERS                  COM              889478103     1189      150 SH       DEFINED 01 03               0        0      150
TOLL BROTHERS                  COM              889478103      201     7000 SH       DEFINED 01 03               0        0     7000
TOLL BROTHERS                  COM              889478103        0     1425 SH       DEFINED 01 03               0        0     1425
TOLL BROTHERS   S              COM              889478103     1210    34919 SH       DEFINED 01 02               0    15376    19543
TOLLGRADE COMMUNICAT   S       COM              889542106      314    28718 SH       DEFINED 01 02               0        0    28718
TOMKINS PLC ADR   FSUSD        COM              890030208    33972  1648300 SH       DEFINED 01 02               0        0  1648300
TOMPKINS TRUSTCO INC   S       COM              890110109      229     5109 SH       DEFINED 01 02               0        0     5109
TOO INC                        COM              890333107        4      900 SH       DEFINED 01 03               0        0      900
TOO INC                        COM              890333107        4      200 SH       DEFINED 01 03               0        0      200
TOO INC   S                    COM              890333107     6294   223069 SH       DEFINED 01 02               0    14150   208919
TOO INC   S                    COM              890333107     1111    39410 SH       DEFINED 01 02 14            0    39410        0
TOO INC   S                    COM              890333107     4661   165250 SH       DEFINED 01 03               0   165250        0
TOOTSIE ROLL INDS   S          COM              890516107      442    15276 SH       DEFINED 01 02               0        0    15276
TOPPS CO   S                   COM              890786106     1003   135000 SH       DEFINED 01 02               0        0   135000
TORCHMARK CORP                 COM              891027104       15    10000 SH       DEFINED 01 03               0        0    10000
TORCHMARK CORP                 COM              891027104       22     2000 SH       DEFINED 01 03               0        0     2000
TORCHMARK CORP   S             COM              891027104    48779   877306 SH       DEFINED 01 02               0     2281   875025
TORCHMARK CORP   S             COM              891027104     1234    22188 SH       DEFINED 01 03               0    22188        0
TOREADOR RESOURCES CORP   S    COM              891050106      122     5800 SH       DEFINED 01 02               0        0     5800
TORO CO   S                    COM              891092108     4035    92178 SH       DEFINED 01 02               0      480    91698
TORONTO DOMINION BK ONT        COM              891160509        0       72 SH       DEFINED 01 03               0        0       72
TOTAL ACCESS COMM   FSUSD      COM              891510992      490   151200 SH       DEFINED 01 02               0        0   151200
TOTAL SA - SPON ADR   FSUSD    COM              89151E109    48250   381730 SH       DEFINED 01 02               0        0   381730
TOWER AUTOMOTIVE INC           COM              891707101      483      400 SH       DEFINED 01 03               0        0      400
TOWN & COUNTRY.   S            COM              892081100     2240    66260 SH       DEFINED 01 02               0        0    66260
TOYOTA MTR LTD                 COM              892331307      100      247 SH       DEFINED 01 03               0        0      247
TOYOTA MTR LTD                 COM              892331307       31      100 SH       DEFINED 01 03               0        0      100
TOYOTA MTR LTD                 COM              892331307        0     4000 SH       DEFINED 01 03               0        0     4000
TOYOTA MTR LTD                 COM              892331307        1      900 SH       DEFINED 01 03               0        0      900
TRACTOR SUPPLY COMPANY.   S    COM              892356106    15055   284359 SH       DEFINED 01 02               0    98859   185500
TRACTOR SUPPLY COMPANY.   S    COM              892356106     1750    33048 SH       DEFINED 01 03               0    33048        0
TRACTOR SUPPLY COMPANY.   S    COM              892356106     8403   158824 SH       DEFINED 01 10               0        0   158824
TRAMMELL CROW CO   S           COM              89288R106     1245    48541 SH       DEFINED 01 02               0    12770    35771
TRAMMELL CROW CO   S           COM              89288R106      917    35760 SH       DEFINED 01 02 14            0    35760        0
TRAMMELL CROW CO   S           COM              89288R106      151     5900 SH       DEFINED 01 03               0     5900        0
TRANS WORLD AIRLINES           COM              893349837      271    95000 SH       DEFINED 01 03               0        0    95000
TRANS WORLD ENTMT CP   S       COM              89336Q100      343    60149 SH       DEFINED 01 02               0        0    60149
TRANSACTION SYSTEM   S         COM              893416107     3885   134946 SH       DEFINED 01 02               0     9560   125386
TRANSATLANTIC HLDS   S         COM              893521104    15172   225767 SH       DEFINED 01 02               0      442   225325
TRANSCANADA PIPELINE           COM              893526723       59      200 SH       DEFINED 01 03               0        0      200
TRANSCANADA CORPORATION   FSUS COM              89353D107    12734   404500 SH       DEFINED 01 02               0        0   404500
TRANSFORCE INCOME FUND         COM              89365Y107       20     1548 SH       DEFINED 01 03               0        0     1548
TRANSGLOBE ENERGY CORP         COM              893662106        0      500 SH       DEFINED 01 03               0        0      500
TRANSGLOBE ENERGY CORP         COM              893662106        2     2500 SH       DEFINED 01 03               0        0     2500
TRANSGLOBE ENERGY CORP         COM              893662106        2      230 SH       DEFINED 01 03               0        0      230
TRANSMERIDIAN EXPLORATION      COM              89376N108        7     3000 SH       DEFINED 01 03               0        0     3000
TRANSMERIDIAN EXPLORATION      COM              89376N108        0      800 SH       DEFINED 01 03               0        0      800
TRANSMETA CORP                 COM              89376R109        1     1000 SH       DEFINED 01 03               0        0     1000
TRANSMETA CORP                 COM              89376R109        6     6000 SH       DEFINED 01 03               0        0     6000
TRANSNEFT   FSUSD              COM              893780999    14506     6147 SH       DEFINED 01 02 10            0        0     6147
TRANSMONTAIGNE OIL COMPANY     COM              893934109        6      500 SH       DEFINED 01 03               0        0      500
TRANSMONTAIGNE INC   S         COM              893934109      152    22932 SH       DEFINED 01 02               0        0    22932
TREDEGAR   S                   COM              894650100     1513   117484 SH       DEFINED 01 02               0        0   117484
TREEHOUSE FOODS INC            COM              89469A104        9       40 SH       DEFINED 01 03               0        0       40
TREEHOUSE FOODS INC   S        COM              89469A104     1269    67780 SH       DEFINED 01 02               0        0    67780
TREX COMPANY INC               COM              89531P105        0      700 SH       DEFINED 01 03               0        0      700
TREX COMPANY INC.   S          COM              89531P105      166     5918 SH       DEFINED 01 02               0        0     5918
TRIAD HOSPS INC                COM              89579K109        0       15 SH       DEFINED 01 03               0        0       15
TRIAD HOSPS INC                COM              89579K109        2     9400 SH       DEFINED 01 03               0        0     9400
TRIAD HOSPS INC                COM              89579K109      409     1925 SH       DEFINED 01 03               0        0     1925
TRIAD HOSPITAL INC   S         COM              89579K109     1251    31900 SH       DEFINED 01 02               0        0    31900
TRIAD HOSPITAL INC   S         COM              89579K109     5263   134179 SH       DEFINED 01 10               0        0   134179
TRIDENT MICROSYSTEMS           COM              895919108       84      548 SH       DEFINED 01 03               0        0      548
TRIDENT MICRO   S              COM              895919108     3456   191962 SH       DEFINED 01 02               0    14220   177742
TRIAD GUARANTY INC   S         COM              895925105      410     9342 SH       DEFINED 01 02               0        0     9342
TRIARC COS-B W/I   S           COM              895927309     1757   118325 SH       DEFINED 01 02               0        0   118325
TRICAN WELL SERVICE   FSUSD    COM              895945103     2649    55600 SH       DEFINED 01 02               0        0    55600
TRIBUNE CO                     COM              896047107       11     4300 SH       DEFINED 01 03               0        0     4300
TRIBUNE CO                     COM              896047107        0      900 SH       DEFINED 01 03               0        0      900
TRIBUNE CO   S                 COM              896047107    21632   714890 SH       DEFINED 01 02               0     3270   711620
TRIBUNE CO   S                 COM              896047107     1694    55974 SH       DEFINED 01 03               0    55974        0
TRIMBLE NAVIGATION             COM              896239100        1      180 SH       DEFINED 01 03               0        0      180
TRIMBLE NAVIGATION             COM              896239100        1       90 SH       DEFINED 01 03               0        0       90
TRIMBLE NAVIGATION L   S       COM              896239100     4162   117283 SH       DEFINED 01 02               0        0   117283
TRIMBLE NAVIGATION L   S       COM              896239100     1889    53315 SH       DEFINED 01 10               0        0    53315
TRIMEDIA ENTERTAINMENT GROUP   COM              89625S106        1    12000 SH       DEFINED 01 03               0        0    12000
TRINITY BIOTECH                COM              896438306       27       43 SH       DEFINED 01 03               0        0       43
TRINITY BIOTECH                COM              896438306        5      250 SH       DEFINED 01 03               0        0      250
TRINITY INDUSTRIES   S         COM              896522109      879    19970 SH       DEFINED 01 02               0     7760    12210
TRINITY INDUSTRIES   S         COM              896522109      945    21450 SH       DEFINED 01 02 14            0    21450        0
TRINITY INDUSTRIES   S         COM              896522109      163     3700 SH       DEFINED 01 03               0     3700        0
TRIQUINT SEMICONDUCTOR   S     COM              89674K103     8153  1831990 SH       DEFINED 01 02               0    69590  1762400
TRIQUINT SEMICONDUCTOR   S     COM              89674K103      862   193490 SH       DEFINED 01 02 14            0   193490        0
TRIQUINT SEMICONDUCTOR   S     COM              89674K103      138    31000 SH       DEFINED 01 03               0    31000        0
TRIUMPH GROUP INC   S          COM              896818101      732    20000 SH       DEFINED 01 02 14            0    20000        0
TRIUMPH GROUP INC   S          COM              896818101     3871   105671 SH       DEFINED 01 02               0     7470    98201
TRIUMPH GROUP INC   S          COM              896818101      121     3300 SH       DEFINED 01 03               0     3300        0
TRIZEC PROPERTIES INC   S      COM              89687P107     2323   101363 SH       DEFINED 01 02               0     1109   100254
TRIZETTO GROUP INC   S         COM              896882107     2012   118484 SH       DEFINED 01 02               0    20420    98064
TRIPATH IMAGING INC   S        COM              896942109      714   118200 SH       DEFINED 01 02               0        0   118200
TRUE RELIGION APPAREL INC      COM              89784N104        6      100 SH       DEFINED 01 03               0        0      100
TRUE RELIGION APPAREL INC      COM              89784N104        8     1000 SH       DEFINED 01 03               0        0     1000
TRUE RELIGION APPAREL INC      COM              89784N104        1      900 SH       DEFINED 01 03               0        0      900
TRUSTCO BANK CORP              COM              898349105        6      100 SH       DEFINED 01 03               0        0      100
TRUSTCO BANK CORP   S          COM              898349105     2028   163302 SH       DEFINED 01 02               0        0   163302
TRUSTMARK CORP   S             COM              898402102     1006    36592 SH       DEFINED 01 02               0        0    36592
TRUSTREET PROPERTIES INC   S   COM              898404108      468    32000 SH       DEFINED 01 02               0        0    32000
TUCOWS INC                     COM              898697107       41     5000 SH       DEFINED 01 03               0        0     5000
TUCOWS INC                     COM              898697107        2     1000 SH       DEFINED 01 03               0        0     1000
TUESDAY MORNING CORP   S       COM              899035505     2318   110803 SH       DEFINED 01 02               0        0   110803
TUFCO TECHNOLOGIES INC         COM              899040109        3      285 SH       DEFINED 01 03               0        0      285
TUPPERWARE BRANDS CORP   S     COM              899896104    18091   807675 SH       DEFINED 01 02               0    25200   782475
TUPPERWARE BRANDS CORP   S     COM              899896104      853    38060 SH       DEFINED 01 02 14            0    38060        0
TUPPERWARE BRANDS CORP   S     COM              899896104      155     6900 SH       DEFINED 01 03               0     6900        0
TUT SYSTEMS                    COM              901103101        9       97 SH       DEFINED 01 03               0        0       97
TUT SYSTEMS                    COM              901103101        3      228 SH       DEFINED 01 03               0        0      228
TUT SYSTEMS                    COM              901103101        0      400 SH       DEFINED 01 03               0        0      400
TUT SYSTEMS                    COM              901103101       12       65 SH       DEFINED 01 03               0        0       65
II-VI INC   S                  COM              902104108       98     5488 SH       DEFINED 01 02               0        0     5488
TYCO INTERNATIONAL LTD         COM              902124106        3      100 SH       DEFINED 01 03               0        0      100
TYCO INTERNATIONAL LTD         COM              902124106        2       50 SH       DEFINED 01 03               0        0       50
TYCO INTERNATIONAL LTD         COM              902124106        2       50 SH       DEFINED 01 03               0        0       50
TYCO INTERNATIONAL LTD         COM              902124106       12      200 SH       DEFINED 01 03               0        0      200
TYCO INTERNATIONAL LTD         COM              902124106       12      881 SH       DEFINED 01 03               0        0      881
TYCO INTERNATIONAL LTD         COM              902124106       11      425 SH       DEFINED 01 03               0        0      425
TYCO INTERNATIONAL LTD         COM              902124106        0      462 SH       DEFINED 01 03               0        0      462
TYCO INTERNATIONAL LTD         COM              902124106       22     1006 SH       DEFINED 01 03               0        0     1006
TYCO INTERNATIONAL   FSUSD     COM              902124106        1       30 SH       DEFINED 01 05               0        0       30
TYCO INTERNATIONAL   FSUSD     COM              902124106   232028  8039728 SH       DEFINED 01 02               0     4010  8035718
TYCO INTERNATIONAL   FSUSD     COM              902124106    14106   488784 SH       DEFINED 01 03               0   488784        0
TYSON FOODS INC  -CL   S       COM              902494103     8326   486868 SH       DEFINED 01 02               0        0   486868
TYSON FOODS INC  -CL   S       COM              902494103      920    53810 SH       DEFINED 01 03               0    53810        0
UAL CORP                       COM              902549500        5      500 SH       DEFINED 01 03               0        0      500
UAL CORP                       COM              902549500        0     2800 SH       DEFINED 01 03               0        0     2800
UCBH HOLDINGS INC   S          COM              90262T308     4827   269988 SH       DEFINED 01 02               0        0   269988
UGI CORP   S                   COM              902681105     9876   479463 SH       DEFINED 01 02               0      940   478523
UICI   S                       COM              902737105     5017   141281 SH       DEFINED 01 02               0        0   141281
UIL HOLDINGS CORP   S          COM              902748102     3727    81049 SH       DEFINED 01 02               0        0    81049
UMB FINL CORP   S              COM              902788108      304     4754 SH       DEFINED 01 02               0        0     4754
USB HOLDING CO INC   S         COM              902910108      739    34090 SH       DEFINED 01 02 14            0    34090        0
USB HOLDING CO INC   S         COM              902910108      692    31950 SH       DEFINED 01 02               0    12250    19700
USB HOLDING CO INC   S         COM              902910108      128     5900 SH       DEFINED 01 03               0     5900        0
UST INC                        COM              902911106        3       25 SH       DEFINED 01 03               0        0       25
UST INC                        COM              902911106        1    18300 SH       DEFINED 01 03               0        0    18300
UST INC                        COM              902911106       23     4500 SH       DEFINED 01 03               0        0     4500
UST INC                        COM              902911106       23     3800 SH       DEFINED 01 03               0        0     3800
UST INC                        COM              902911106       22      800 SH       DEFINED 01 03               0        0      800
UST INC                        COM              902911106       17      160 SH       DEFINED 01 03               0        0      160
UST INC                        COM              902911106        3      400 SH       DEFINED 01 03               0        0      400
UST INC   S                    COM              902911106     1428    34974 SH       DEFINED 01 03               0    34974        0
UST INC   S                    COM              902911106     3287    80507 SH       DEFINED 01 02               0     7858    72649
CSX CORP               5.3%  2 COM              902925106      232      125 SH       DEFINED 01 03               0        0      125
USA TRUCK INC   S              COM              902925106      504    17300 SH       DEFINED 01 02               0        0    17300
US BANCORP DEL                 COM              902973304        8      206 SH       DEFINED 01 03               0        0      206
US BANCORP DEL                 COM              902973304        1     2100 SH       DEFINED 01 03               0        0     2100
US BANCORP DEL                 COM              902973304      122     4800 SH       DEFINED 01 03               0        0     4800
US BANCORP DEL                 COM              902973304       36    29800 SH       DEFINED 01 03               0        0    29800
US BANCORP DEL                 COM              902973304       42      253 SH       DEFINED 01 03               0        0      253
US BANCORP DEL                 COM              902973304        1     1138 SH       DEFINED 01 03               0        0     1138
US BANCORP DEL                 COM              902973304       44      548 SH       DEFINED 01 03               0        0      548
US BANCORP DEL                 COM              902973304       15    10200 SH       DEFINED 01 03               0        0    10200
US BANCORP   S                 COM              902973304   138104  4620260 SH       DEFINED 01 02               0     8314  4611946
US BANCORP   S                 COM              902973304    12127   405728 SH       DEFINED 01 03               0   405728        0
US BANCORP   S                 COM              902973304     5525   184911 SH       DEFINED 01 10               0        0   184911
URS CORP   S                   COM              903236107     7179   190872 SH       DEFINED 01 02               0    12410   178462
URS CORP   S                   COM              903236107     1269    33730 SH       DEFINED 01 02 14            0    33730        0
URS CORP   S                   COM              903236107      229     6100 SH       DEFINED 01 03               0     6100        0
URS CORP   S                   COM              903236107     2199    58545 SH       DEFINED 01 10               0        0    58545
USANA HEALTH SCIENCES INC   S  COM              90328M107     1014    26410 SH       DEFINED 01 02               0     4470    21940
USA TECHNOLOGIES               COM              90328S401        1     3000 SH       DEFINED 01 03               0        0     3000
USA TECHNOLOGIES               COM              90328S401        0    10000 SH       DEFINED 01 03               0        0    10000
USG CORP   S                   COM              903293405     5885    90535 SH       DEFINED 01 02               0        0    90535
USEC INC                       COM              90333E108        0      500 SH       DEFINED 01 03               0        0      500
USEC INC   S                   COM              90333E108     6041   505500 SH       DEFINED 01 02               0        0   505500
USI HOLDINGS CORP   S          COM              90333H101     2478   180000 SH       DEFINED 01 02               0        0   180000
U.S.PHYSICAL THERAPY           COM              90337L108        7    28100 SH       DEFINED 01 03               0        0    28100
U.S.PHYSICAL THERAPY           COM              90337L108       22     5800 SH       DEFINED 01 03               0        0     5800
US PHYSICAL THERAPY   S        COM              90337L108     2563   138800 SH       DEFINED 01 02               0        0   138800
U.S. XPRESS ENTERPRISES        COM              90338N103       28      300 SH       DEFINED 01 03               0        0      300
US XPRESS ENTERPRISE   S       COM              90338N103      581    33490 SH       DEFINED 01 02               0    12860    20630
US XPRESS ENTERPRISE   S       COM              90338N103      620    35680 SH       DEFINED 01 02 14            0    35680        0
US XPRESS ENTERPRISE   S       COM              90338N103      108     6200 SH       DEFINED 01 03               0     6200        0
UTS ENERGY CORP                COM              903396109        7     1000 SH       DEFINED 01 03               0        0     1000
USA MOBILITY INC               COM              90341G103      606    21848 SH       DEFINED 01 02               0    21848        0
US AIRWAYS GROUP INC   S       COM              90341W108     2290    61653 SH       DEFINED 01 02               0        0    61653
UAP HOLDING CORP   S           COM              903441103     1988    97379 SH       DEFINED 01 02               0    30620    66759
UAP HOLDING CORP   S           COM              903441103      826    40480 SH       DEFINED 01 02 14            0    40480        0
UAP HOLDING CORP   S           COM              903441103      141     6900 SH       DEFINED 01 03               0     6900        0
UBIQUITEL INC   S              COM              903474302     5932   599856 SH       DEFINED 01 02               0    27270   572586
ULTICOM INC   S                COM              903844108      518    52800 SH       DEFINED 01 02               0        0    52800
ULTIMATE SOFTWARE GROUP INC    COM              90385D107     3258   170837 SH       DEFINED 01 02               0      200   170637
ULTRA PETROLEUM CORP           COM              903914109       13      100 SH       DEFINED 01 03               0        0      100
ULTRA PETROLEUM CORP           COM              903914109        4      125 SH       DEFINED 01 03               0        0      125
ULTRA PETROLEUM CORP           COM              903914109        4     2500 SH       DEFINED 01 03               0        0     2500
ULTRA PETROLEUM CORP.   FSUSD  COM              903914109    40210   720627 SH       DEFINED 01 02               0    18000   702627
ULTRA PETROLEUM CORP.   FSUSD  COM              903914109     8697   155862 SH       DEFINED 01 02 10            0        0   155862
ULTRA PETROLEUM CORP.   FSUSD  COM              903914109    65105  1172629 SH       DEFINED 01 10               0        0  1172629
ULTRATECH INC   S              COM              904034105      864    52648 SH       DEFINED 01 02               0        0    52648
ULTRATECH CEMENT - REG S GDR   COM              90403E202       22     1160 SH       DEFINED 01 02               0        0     1160
UMPQUA HOLDINGS CORP   S       COM              904214103     4039   141540 SH       DEFINED 01 02               0        0   141540
UNDER ARMOIR INC               COM              904311107        4      528 SH       DEFINED 01 03               0        0      528
UNDER ARMOIR INC               COM              904311107        6      100 SH       DEFINED 01 03               0        0      100
UNDER ARMOUR INC-CL A   S      COM              904311107       73     1900 SH       DEFINED 01 02               0        0     1900
UNDERGROUND SOLUTIONS          COM              904323102        7   122000 SH       DEFINED 01 03               0        0   122000
UNIBANCO ADR   FSUSD           COM              90458E107    53964   850501 SH       DEFINED 01 10               0        0   850501
UNIBANCO ADR   FSUSD           COM              90458E107    23381   367802 SH       DEFINED 01 02 10            0        0   367802
UNIBANCO ADR   FSUSD           COM              90458E107        9      137 SH       DEFINED 01 03               0        0      137
UNIGENE LABS INC               COM              904753100        5     4100 SH       DEFINED 01 03               0        0     4100
UNIGENE LABS INC               COM              904753100       11    12500 SH       DEFINED 01 03               0        0    12500
UNILEVER N V NY SHS            COM              904784709        1     9000 SH       DEFINED 01 03               0        0     9000
UNILEVER N V NY SHS            COM              904784709       27     1800 SH       DEFINED 01 03               0        0     1800
UNION BANKSHARES CORP   S      COM              905399101      988    22950 SH       DEFINED 01 02               0     8930    14020
UNION BANKSHARES CORP   S      COM              905399101     1056    24490 SH       DEFINED 01 02 14            0    24490        0
UNION BANKSHARES CORP   S      COM              905399101      177     4100 SH       DEFINED 01 03               0     4100        0
UNION PACIFIC                  COM              907818108        3       15 SH       DEFINED 01 03               0        0       15
UNION PACIFIC                  COM              907818108       17     3200 SH       DEFINED 01 03               0        0     3200
UNION PACIFIC                  COM              907818108       38      700 SH       DEFINED 01 03               0        0      700
UNION PACIFIC CORP   S         COM              907818108    61336   761839 SH       DEFINED 01 02               0        0   761839
UNION PACIFIC CORP   S         COM              907818108     4560    56640 SH       DEFINED 01 03               0    56640        0
UNIONBANCAL CORP               COM              908906100        1      400 SH       DEFINED 01 03               0        0      400
UNIONBANCAL CORP               COM              908906100        1     1800 SH       DEFINED 01 03               0        0     1800
UNIONBANCAL CORP   S           COM              908906100       39      570 SH       DEFINED 01 02               0      570        0
UNISOURCE ENERGY CRP   S       COM              909205106      915    29320 SH       DEFINED 01 02 14            0    29320        0
UNISOURCE ENERGY CRP   S       COM              909205106      162     5200 SH       DEFINED 01 03               0     5200        0
UNISOURCE ENERGY CRP   S       COM              909205106     3816   122307 SH       DEFINED 01 02               0    10530   111777
UNISYS CORP   S                COM              909214108     1141   195756 SH       DEFINED 01 02               0     4650   191106
UNISYS CORP   S                COM              909214108      425    72968 SH       DEFINED 01 03               0    72968        0
UNIT CORP   S                  COM              909218109    16436   298655 SH       DEFINED 01 02               0     5790   292865
UNITED AMER INDEMNITY A   FSUS COM              90933T109     1684    91703 SH       DEFINED 01 02               0        0    91703
UNITED AUTO GROUP   S          COM              909440109     1784    46700 SH       DEFINED 01 02               0        0    46700
UNITED COMMUNITY BANKS/GA   S  COM              90984P105     1559    58480 SH       DEFINED 01 02               0        0    58480
UNITED BANCSHARES   S          COM              909907107     2850    80872 SH       DEFINED 01 02               0        0    80872
UNITED DOMINION REALTY TRUST   COM              910197102        0    21900 SH       DEFINED 01 03               0        0    21900
UNITED DOMINION REALTY TRUST   COM              910197102        3     4500 SH       DEFINED 01 03               0        0     4500
UNITED FIRE & CAS CO           COM              910331107        2       62 SH       DEFINED 01 03               0        0       62
UNITED FIRE & CASUALTY   S     COM              910331107     4558   112736 SH       DEFINED 01 02               0        0   112736
UNITED INDL CORP               COM              910671106        5    17000 SH       DEFINED 01 03               0        0    17000
UNITED INDL CORP               COM              910671106        2     3500 SH       DEFINED 01 03               0        0     3500
UNITED INDUSTRIAL CO   S       COM              910671106      467    11310 SH       DEFINED 01 02               0     5280     6030
UTD MICROELECTR ADR            COM              910873207        6      450 SH       DEFINED 01 03               0        0      450
UNITED MICROELECTRON   FSUSD   COM              910873207      484   155240 SH       DEFINED 01 02               0        0   155240
UNITED NATURAL FOODS           COM              911163103      272      150 SH       DEFINED 01 03               0        0      150
UNITED NATURAL FOOD   S        COM              911163103     2760   104540 SH       DEFINED 01 02               0        0   104540
UNITED ONLINE INC   S          COM              911268100      169    11900 SH       DEFINED 01 03               0    11900        0
UNITED ONLINE INC   S          COM              911268100      941    66170 SH       DEFINED 01 02 14            0    66170        0
UNITED ONLINE INC   S          COM              911268100     6952   488905 SH       DEFINED 01 02               0    24250   464655
UNITED PARCEL SERVICE          COM              911312106       56      250 SH       DEFINED 01 03               0        0      250
UNITED PARCEL SERVICE          COM              911312106        0      272 SH       DEFINED 01 03               0        0      272
UNITED PARCEL SERVIC   S       COM              911312106    17731   235940 SH       DEFINED 01 03               0   235940        0
UNITED PARCEL SERVIC   S       COM              911312106     5223    69500 SH       DEFINED 01 10               0        0    69500
UNITED PARCEL SERVIC   S       COM              911312106    19919   265055 SH       DEFINED 01 02               0        0   265055
UNITED RENTALS INC   S         COM              911363109      401    17145 SH       DEFINED 01 02               0        0    17145
US CELLULAR CORP   S           COM              911684108     7593   153700 SH       DEFINED 01 02               0        0   153700
U-STORE-IT TRUST   S           COM              91274F104     2485   117995 SH       DEFINED 01 02               0        0   117995
UNITED STATES STEEL CORP       COM              912909108        0       51 SH       DEFINED 01 03               0        0       51
UNITED STATES STEEL CORP       COM              912909108        0     7000 SH       DEFINED 01 03               0        0     7000
UNITED STATES STEEL   S        COM              912909108      313     6514 SH       DEFINED 01 02               0        0     6514
UNITED STATES STEEL   S        COM              912909108     1165    24239 SH       DEFINED 01 03               0    24239        0
UNITED STATES STEEL   S        COM              912909108      961    20000 SH       DEFINED 01 10               0        0    20000
UNITED STATIONERS   S          COM              913004107     4336    89412 SH       DEFINED 01 02               0        0    89412
UNITED SURGICAL PAR   S        COM              913016309     1248    38914 SH       DEFINED 01 10               0        0    38914
UNITED SURGICAL PAR   S        COM              913016309     4711   146521 SH       DEFINED 01 02               0     9740   136781
UNITED TECHNOLOGIES            COM              913017109        0      160 SH       DEFINED 01 03               0        0      160
UNITED TECHNOLOGIES            COM              913017109        1     1078 SH       DEFINED 01 03               0        0     1078
UNITED TECHNOLOGIES            COM              913017109      204       60 SH       DEFINED 01 03               0        0       60
UNITED TECHNOLOGIES            COM              913017109       42      100 SH       DEFINED 01 03               0        0      100
UNITED TECHNOLOGIES            COM              913017109        2      150 SH       DEFINED 01 03               0        0      150
UNITED TECHNOLOGIES   S        COM              913017109    11766   210501 SH       DEFINED 01 10               0        0   210501
UNITED TECHNOLOGIES   S        COM              913017109    16604   296982 SH       DEFINED 01 03               0   296982        0
UNITED TECHNOLOGIES   S        COM              913017109   204526  3658156 SH       DEFINED 01 02               0    38737  3619419
UNITED TECHNOLOGIES   S        COM              913017109     6732   120416 SH       DEFINED 01 02 10            0        0   120416
UNITED THERAPEUTICS   S        COM              91307C102     5551    80300 SH       DEFINED 01 02               0     2540    77760
UNITEDHEALTH GROUP INC         COM              91324P102        0     2535 SH       DEFINED 01 03               0        0     2535
UNITEDHEALTH GROUP INC         COM              91324P102        1       50 SH       DEFINED 01 03               0        0       50
UNITEDHEALTH GROUP INC         COM              91324P102        4       75 SH       DEFINED 01 03               0        0       75
UNITEDHEALTH GROUP INC         COM              91324P102        3       79 SH       DEFINED 01 03               0        0       79
UNITEDHEALTH GROUP INC         COM              91324P102        0       50 SH       DEFINED 01 03               0        0       50
UNITEDHEALTH GROUP INC         COM              91324P102       11      100 SH       DEFINED 01 03               0        0      100
UNITEDHEALTH GROUP INC         COM              91324P102        1     2799 SH       DEFINED 01 03               0        0     2799
UNITEDHEALTH GROUP INC         COM              91324P102       14      200 SH       DEFINED 01 03               0        0      200
UNITEDHEALTH GROUP INC         COM              91324P102        4       25 SH       DEFINED 01 03               0        0       25
UNITEDHEALTH GROUP INC         COM              91324P102        3      100 SH       DEFINED 01 03               0        0      100
UNITEDHEALTH GROUP INC         COM              91324P102        4      100 SH       DEFINED 01 03               0        0      100
UNITEDHEALTH GROUP   S         COM              91324P102   255479  4110939 SH       DEFINED 01 02               0    36648  4074291
UNITEDHEALTH GROUP   S         COM              91324P102   202427  3257605 SH       DEFINED 01 03               0  3257605        0
UNITEDHEALTH GROUP   S         COM              91324P102    18702   301075 SH       DEFINED 01 10               0        0   301075
UNITRIN INC   S                COM              913275103     3171    70400 SH       DEFINED 01 02               0        0    70400
UNIVERSAL AMERICAN FIN         COM              913377107        5       50 SH       DEFINED 01 03               0        0       50
UNIVERSAL AMERICAN FIN         COM              913377107        1      300 SH       DEFINED 01 03               0        0      300
UNIVERSAL AMER FINANCIAL CRP   COM              913377107      436    28887 SH       DEFINED 01 02               0        0    28887
UNIVERSAL CORP   S             COM              913456109     2206    50874 SH       DEFINED 01 02               0        0    50874
UNIVERSAL ELECTRONICS INC   S  COM              913483103     2248   130439 SH       DEFINED 01 02               0        0   130439
UNIVERSAL FOREST PRODUCTS   S  COM              913543104     5507    99675 SH       DEFINED 01 02               0     6020    93655
UNIVERSAL FOREST PRODUCTS   S  COM              913543104      913    16520 SH       DEFINED 01 02 14            0    16520        0
UNIVERSAL FOREST PRODUCTS   S  COM              913543104      155     2800 SH       DEFINED 01 03               0     2800        0
UNIVERSAL HEALTH REALTY INCOME COM              91359E105     2651    84600 SH       DEFINED 01 02               0        0    84600
UNIVERSAL TRUCKLOAD SERVICES   COM              91388P105      659    28644 SH       DEFINED 01 02               0        0    28644
UNIVERSAL HLTH CR-B.   S       COM              913903100    14681   314081 SH       DEFINED 01 02               0        0   314081
UNIVERSAL HLTH CR-B.   S       COM              913903100       28      594 SH       DEFINED 01 03               0      594        0
UNIVISION                      COM              914906102        0     1000 SH       DEFINED 01 03               0        0     1000
UNIVISION COMMUNICATIONS   S   COM              914906102    36551  1243662 SH       DEFINED 01 02               0    76929  1166733
UNIVISION COMMUNICATIONS   S   COM              914906102     2702    91930 SH       DEFINED 01 03               0    91930        0
UNIVISION COMMUNICATIONS   S   COM              914906102     3291   112000 SH       DEFINED 01 10               0        0   112000
UNOVA INC.   S                 COM              91529B106       68     2000 SH       DEFINED 01 02               0        0     2000
UNUMPROVIDENT CORP             COM              91529Y106        1     7800 SH       DEFINED 01 03               0        0     7800
UNUMPROVIDENT CORP             COM              91529Y106        9     1600 SH       DEFINED 01 03               0        0     1600
UNUMPROVIDENT CORP   S         COM              91529Y106    17442   766721 SH       DEFINED 01 02               0     5645   761076
UNUMPROVIDENT CORP   S         COM              91529Y106     1888    82975 SH       DEFINED 01 03               0    82975        0
UNUMPROVIDENT CORPORATION 08.2 CONV PRF         91529Y403    23207   534900 SH       DEFINED 01 02               0        0   534900
URBAN OUTFITTERS               COM              917047102        2      440 SH       DEFINED 01 03               0        0      440
URBAN OUTFITTERS               COM              917047102        5      250 SH       DEFINED 01 03               0        0      250
URBAN OUTFITTERS   S           COM              917047102     7895   311913 SH       DEFINED 01 02               0   141703   170210
URBAN OUTFITTERS   S           COM              917047102     1289    50910 SH       DEFINED 01 03               0    50910        0
URBAN OUTFITTERS   S           COM              917047102      766    30258 SH       DEFINED 01 10               0        0    30258
UROLOGIX INC                   COM              917273104        1     1000 SH       DEFINED 01 03               0        0     1000
URSTADT BIDDLE PPTYS CL A      COM              917286205        2    25700 SH       DEFINED 01 03               0        0    25700
URSTADT BIDDLE PPTYS CL A      COM              917286205       22     5300 SH       DEFINED 01 03               0        0     5300
UTSTARCOM INC                  COM              918076100       11      300 SH       DEFINED 01 03               0        0      300
UTSTARCOM INC                  COM              918076100        1      500 SH       DEFINED 01 03               0        0      500
UTSTARCOM INC                  COM              918076100      131      100 SH       DEFINED 01 03               0        0      100
UTSTARCOM INC.   S             COM              918076100     7724   958259 SH       DEFINED 01 02               0        0   958259
VCA ANTECH INC                 COM              918194101       29       24 SH       DEFINED 01 03               0        0       24
VCA ANTECH INC                 COM              918194101        1      200 SH       DEFINED 01 03               0        0      200
VCA ANTECH INC   S             COM              918194101     8955   317582 SH       DEFINED 01 02               0   170466   147116
VCA ANTECH INC   S             COM              918194101     1708    60564 SH       DEFINED 01 03               0    60564        0
VA SOFTWARE CORPORATION        COM              91819B105       66       58 SH       DEFINED 01 03               0        0       58
V F CORP                       COM              918204108       23    11400 SH       DEFINED 01 03               0        0    11400
V F CORP                       COM              918204108       20     3200 SH       DEFINED 01 03               0        0     3200
V F CORP                       COM              918204108       70     2300 SH       DEFINED 01 03               0        0     2300
V F CORP                       COM              918204108        2      600 SH       DEFINED 01 03               0        0      600
VF CORP.   S                   COM              918204108    12413   224267 SH       DEFINED 01 02               0     1350   222917
VF CORP.   S                   COM              918204108     1052    19015 SH       DEFINED 01 03               0    19015        0
VAALCO ENERGY INC              COM              91851C201        1      500 SH       DEFINED 01 03               0        0      500
VAIL RESORTS INC               COM              91879Q109        2      100 SH       DEFINED 01 03               0        0      100
VAIL RESORTS INC   S           COM              91879Q109     3038    91947 SH       DEFINED 01 02               0     9030    82917
VAIL RESORTS INC   S           COM              91879Q109      811    24540 SH       DEFINED 01 02 14            0    24540        0
VAIL RESORTS INC   S           COM              91879Q109      142     4300 SH       DEFINED 01 03               0     4300        0
VALASSIS COMMUNICATI   S       COM              918866104     8920   306846 SH       DEFINED 01 02               0        0   306846
VALENCE TECH                   COM              918914102      312      300 SH       DEFINED 01 03               0        0      300
VALENCE TECH                   COM              918914102       64     2000 SH       DEFINED 01 03               0        0     2000
VALEANT PHARMACEUTICALS INTL   COM              91911X104       60      100 SH       DEFINED 01 03               0        0      100
VALERO ENERGY                  COM              91913Y100       46     5000 SH       DEFINED 01 03               0        0     5000
VALERO ENERGY                  COM              91913Y100       40     1800 SH       DEFINED 01 03               0        0     1800
VALERO ENERGY                  COM              91913Y100       17     5000 SH       DEFINED 01 03               0        0     5000
VALERO ENERGY                  COM              91913Y100        6       50 SH       DEFINED 01 03               0        0       50
VALERO ENERGY                  COM              91913Y100        0      250 SH       DEFINED 01 03               0        0      250
VALERO ENERGY                  COM              91913Y100        2      200 SH       DEFINED 01 03               0        0      200
VALERO ENERGY                  COM              91913Y100        2      180 SH       DEFINED 01 03               0        0      180
VALERO ENERGY                  COM              91913Y100      209     1000 SH       DEFINED 01 03               0        0     1000
VALERO ENERGY CORP   S         COM              91913Y100    11678   226312 SH       DEFINED 01 02 10            0        0   226312
VALERO ENERGY CORP   S         COM              91913Y100    78357  1518537 SH       DEFINED 01 02               0    33818  1484719
VALERO ENERGY CORP   S         COM              91913Y100     6996   135570 SH       DEFINED 01 03               0   135570        0
VALERO ENERGY CORP   S         COM              91913Y100    28651   555668 SH       DEFINED 01 10               0        0   555668
VALMONT INDS                   COM              920253101       30       21 SH       DEFINED 01 03               0        0       21
VALMONT INDUSTRIES   S         COM              920253101     2169    64831 SH       DEFINED 01 02               0    11230    53601
VALMONT INDUSTRIES   S         COM              920253101     1023    30620 SH       DEFINED 01 02 14            0    30620        0
VALMONT INDUSTRIES   S         COM              920253101      174     5200 SH       DEFINED 01 03               0     5200        0
VALOR COMMUNICATIONS GROUP   S COM              920255106      849    74597 SH       DEFINED 01 02               0    19200    55397
VALOR COMMUNICATIONS GROUP   S COM              920255106      604    53050 SH       DEFINED 01 02 14            0    53050        0
VALOR COMMUNICATIONS GROUP   S COM              920255106      108     9500 SH       DEFINED 01 03               0     9500        0
VALUECLICK INC                 COM              92046N102        5     6300 SH       DEFINED 01 03               0        0     6300
VALUECLICK INC.   S            COM              92046N102     7479   412952 SH       DEFINED 01 02               0    22490   390462
VALUEVISION MEDIA INC   S      COM              92047K107      661    52500 SH       DEFINED 01 02               0        0    52500
VAN DER MOOLEN HLDG            COM              921020103        2       75 SH       DEFINED 01 03               0        0       75
VANGUARD EMERGING MARKET VIPER COM              922042858        1     1492 SH       DEFINED 01 03               0        0     1492
VANGUARD HEALTH CARE VIPERS    COM              92204A504        3      750 SH       DEFINED 01 03               0        0      750
VANGUARD HEALTH CARE VIPERS    COM              92204A504        5       60 SH       DEFINED 01 03               0        0       60
VARIAN INC   S                 COM              922206107     3755    94360 SH       DEFINED 01 02               0     8230    86130
VARIAN INC   S                 COM              922206107      907    22790 SH       DEFINED 01 02 14            0    22790        0
VARIAN INC   S                 COM              922206107      163     4100 SH       DEFINED 01 03               0     4100        0
VARIAN SEMICONDUCTOR   S       COM              922207105     6671   151852 SH       DEFINED 01 02               0        0   151852
VARIAN MEDICAL SYSTEMS         COM              92220P105       68      300 SH       DEFINED 01 03               0        0      300
VARIAN MEDICAL SYSTEMS         COM              92220P105      115     3200 SH       DEFINED 01 03               0        0     3200
VARIAN MEDICAL SYST.   S       COM              92220P105     1977    39260 SH       DEFINED 01 02               0        0    39260
VARSITY GROUP INC              COM              922281100       13       80 SH       DEFINED 01 03               0        0       80
VASCO DATA SECURITY   S        COM              92230Y104     3033   307694 SH       DEFINED 01 02               0        0   307694
VASCULAR SOLUTIONS             COM              92231M109       13    40000 SH       DEFINED 01 03               0        0    40000
VASOMEDICAL INC                COM              922321104       51      100 SH       DEFINED 01 03               0        0      100
VASOGEN INC                    COM              92232F103      143     1000 SH       DEFINED 01 03               0        0     1000
VECTOR GROUP LTD   S           COM              92240M108     1179    64880 SH       DEFINED 01 02               0        0    64880
VEECO INSTRUMENTS INC   S      COM              922417100     1480    85416 SH       DEFINED 01 02               0    10380    75036
VEECO INSTRUMENTS INC   S      COM              922417100      506    29160 SH       DEFINED 01 02 14            0    29160        0
VEECO INSTRUMENTS INC   S      COM              922417100       75     4300 SH       DEFINED 01 03               0     4300        0
VELOCITY EXPRESS CORP          COM              92257T608       28       60 SH       DEFINED 01 03               0        0       60
VENTAS INC   S                 COM              92276F100     2472    77200 SH       DEFINED 01 02               0        0    77200
VENTIV HEALTH INC              COM              922793104        4       35 SH       DEFINED 01 03               0        0       35
VENTIV HEALTH INC              COM              922793104       13       75 SH       DEFINED 01 03               0        0       75
VENTIV HEALTH INC              COM              922793104        1       70 SH       DEFINED 01 03               0        0       70
VENTIV HEALTH INC   S          COM              922793104     4352   184281 SH       DEFINED 01 02               0    20690   163591
VANGUARD REIT VIPERS           COM              922908553      558      147 SH       DEFINED 01 03               0        0      147
VANGUARD REIT VIPERS           COM              922908553      114      107 SH       DEFINED 01 03               0        0      107
VANGUARD VALUE SMALLCAP VIPERS COM              922908611        4      100 SH       DEFINED 01 03               0        0      100
VANGUARD MID-CAP VIPERS FUND   COM              922908629        3     1175 SH       DEFINED 01 03               0        0     1175
VERIFONE HLDGS                 COM              92342Y109       69      125 SH       DEFINED 01 03               0        0      125
VERIFONE HOLDINGS INC   S      COM              92342Y109    55737  2203009 SH       DEFINED 01 02               0   283766  1919243
VERIFONE HOLDINGS INC   S      COM              92342Y109     3331   131667 SH       DEFINED 01 03               0   131667        0
VERSIGN INC                    COM              92343E102       18      430 SH       DEFINED 01 03               0        0      430
VERSIGN INC                    COM              92343E102       13     3400 SH       DEFINED 01 03               0        0     3400
VERSIGN INC                    COM              92343E102        5      100 SH       DEFINED 01 03               0        0      100
VERSIGN INC                    COM              92343E102      152      200 SH       DEFINED 01 03               0        0      200
VERISIGN INC   S               COM              92343E102       21      950 SH       DEFINED 01 03               0      950        0
VERISIGN INC   S               COM              92343E102     1766    80655 SH       DEFINED 01 10               0        0    80655
VERITAS DGC                    COM              92343P107       28       80 SH       DEFINED 01 03               0        0       80
VERITAS DGC   S                COM              92343P107     5662   159510 SH       DEFINED 01 02               0    38000   121510
VERIZON COMMUNICATIONS         COM              92343V104       20    15600 SH       DEFINED 01 03               0        0    15600
VERIZON COMMUNICATIONS         COM              92343V104        1      210 SH       DEFINED 01 03               0        0      210
VERIZON COMMUNICATIONS         COM              92343V104        3     1800 SH       DEFINED 01 03               0        0     1800
VERIZON COMMUNICATIONS         COM              92343V104        3     8700 SH       DEFINED 01 03               0        0     8700
VERIZON COMMUNICATIONS         COM              92343V104        2    87700 SH       DEFINED 01 03               0        0    87700
VERIZON COMMUNICATIONS         COM              92343V104        6      100 SH       DEFINED 01 03               0        0      100
VERIZON COMMUNICATIONS         COM              92343V104       10     1500 SH       DEFINED 01 03               0        0     1500
VERIZON COMMUNICATIONS         COM              92343V104       19      700 SH       DEFINED 01 03               0        0      700
VERIZON COMMUNICATIONS         COM              92343V104        0      450 SH       DEFINED 01 03               0        0      450
VERIZON COMMUNICATIONS         COM              92343V104        1      200 SH       DEFINED 01 03               0        0      200
VERIZON COMM   S               COM              92343V104     3130   104000 SH       DEFINED 01 10               0        0   104000
VERIZON COMM   S               COM              92343V104   222898  7400237 SH       DEFINED 01 02               0    19915  7380322
VERIZON COMM   S               COM              92343V104    18994   630616 SH       DEFINED 01 03               0   630616        0
VERINT SYSTEMS INC   S         COM              92343X100      731    21200 SH       DEFINED 01 02               0        0    21200
VERSO TECHNOLOGIES             COM              925317208        2      160 SH       DEFINED 01 03               0        0      160
VERTEX PHARMACEUTICALS         COM              92532F100       10       50 SH       DEFINED 01 03               0        0       50
VERTEX PHARM   S               COM              92532F100     4401   159006 SH       DEFINED 01 02               0    15570   143436
VERTEX PHARM   S               COM              92532F100     1198    43340 SH       DEFINED 01 02 14            0    43340        0
VERTEX PHARM   S               COM              92532F100      202     7300 SH       DEFINED 01 03               0     7300        0
VERTICALNET INC                COM              92532L206        4       80 SH       DEFINED 01 03               0        0       80
VERTRUE INC   S                COM              92534N101     1154    32676 SH       DEFINED 01 02               0        0    32676
VESTA INS GROUP INC            COM              925391104        2     3800 SH       DEFINED 01 03               0        0     3800
VIACOM INC.   S                COM              925524100     6552   200000 SH       DEFINED 01 02               0        0   200000
VIACOM INC CL B                COM              925524308        2    15361 SH       DEFINED 01 03               0        0    15361
VIACOM INC CL B                COM              925524308        1    37400 SH       DEFINED 01 03               0        0    37400
VIACOM INC CL B                COM              925524308        4     7700 SH       DEFINED 01 03               0        0     7700
VIACOM INC CL B   S            COM              925524308   171835  5271010 SH       DEFINED 01 02               0        0  5271010
VIACOM INC CL B   S            COM              925524308    11433   350728 SH       DEFINED 01 03               0        0   350728
VIACOM INC CL B   S            COM              925524308    31523   967004 SH       DEFINED 01 10               0        0   967004
VIAD CORP                      COM              92552R406        2       22 SH       DEFINED 01 03               0        0       22
VIAD CORP   S                  COM              92552R406     1763    60088 SH       DEFINED 01 02               0        0    60088
VIASAT INC   S                 COM              92552V100     1312    49072 SH       DEFINED 01 02               0        0    49072
VIASYS HEALTHCARE   S          COM              92553Q209     2727   106143 SH       DEFINED 01 02               0        0   106143
VICOR CORP   S                 COM              925815102      665    42068 SH       DEFINED 01 02               0        0    42068
VIDESH SANCHAR NIGAM LTD       COM              92659G600       13      600 SH       DEFINED 01 03               0        0      600
VIGNETTE CORP                  COM              926734401       11       10 SH       DEFINED 01 03               0        0       10
VIGNETTE CORP   S              COM              926734401     2850   174697 SH       DEFINED 01 02               0        0   174697
VIISAGE TECHNOLOGY INC   S     COM              92675K205      910    51723 SH       DEFINED 01 02               0        0    51723
VILLAGE SUPER MARKET           COM              927107409       16       35 SH       DEFINED 01 03               0        0       35
VINEYARD NATL BANCORP CO   S   COM              927426106     2822    91500 SH       DEFINED 01 02               0    13730    77770
VINEYARD NATL BANCORP CO   S   COM              927426106      634    20560 SH       DEFINED 01 02 14            0    20560        0
VINEYARD NATL BANCORP CO   S   COM              927426106      105     3410 SH       DEFINED 01 03               0     3410        0
VINOBLE INC                    COM              927451104        2     3000 SH       DEFINED 01 03               0        0     3000
VINTAGE PETE INC   S           COM              927460105     8203   153832 SH       DEFINED 01 02               0        0   153832
VION PHARMACEUTICALS INC       COM              927624106        1      868 SH       DEFINED 01 03               0        0      868
VIOQUEST PHARMACEUTICALS       COM              927625103        9       50 SH       DEFINED 01 03               0        0       50
VIRAGEN INC                    COM              927638403       19      500 SH       DEFINED 01 03               0        0      500
VIRGINIA COMMERCE BANCORP   S  COM              92778Q109      292    10049 SH       DEFINED 01 02               0     8120     1929
US DATAWAORKS INC              COM              927926204       73      300 SH       DEFINED 01 03               0        0      300
VIROPHARMA INC   S             COM              928241108      402    21669 SH       DEFINED 01 02               0        0    21669
VIROPHARMA INC   S             COM              928241108     3136   169018 SH       DEFINED 01 02 10            0        0   169018
VIROPHARMA INC   S             COM              928241108    18764  1013752 SH       DEFINED 01 10               0        0  1013752
VISHAY INTERTECHNOLOGY   S     COM              928298108    10907   792700 SH       DEFINED 01 02               0        0   792700
VISTEON CORP W/I               COM              92839U107       11       13 SH       DEFINED 01 03               0        0       13
VISTEON CORP W/I               COM              92839U107        3       13 SH       DEFINED 01 03               0        0       13
VISTEON CORP W/I               COM              92839U107        1      200 SH       DEFINED 01 03               0        0      200
VISTEON CORP   S               COM              92839U107      172    27528 SH       DEFINED 01 03               0    27528        0
VISTEON CORP   S               COM              92839U107     5138   820612 SH       DEFINED 01 02               0        0   820612
VITAL SIGNS INC   S            COM              928469105     3021    70551 SH       DEFINED 01 02               0        0    70551
VITAL IMAGES                   COM              92846N104      379     1100 SH       DEFINED 01 03               0        0     1100
VITAL IMAGES INC   S           COM              92846N104      667    25499 SH       DEFINED 01 02               0     6500    18999
VITESSE CORP                   COM              928497106      481      200 SH       DEFINED 01 03               0        0      200
VITESSE CORP                   COM              928497106        2      600 SH       DEFINED 01 03               0        0      600
VITESSE CORP                   COM              928497106        8      400 SH       DEFINED 01 03               0        0      400
VITRIA TECHNOLOGY              COM              92849Q401        0       25 SH       DEFINED 01 03               0        0       25
VITRAN CORP INC   FSUSD        COM              92850E107      999    50700 SH       DEFINED 01 02               0        0    50700
VIVENDI UNIVERSAL   FSUSD      COM              92851S204   206107  6557631 SH       DEFINED 01 02               0        0  6557631
VIVENDI UNIVERSAL   FSUSD      COM              92851S204      408    12996 SH       DEFINED 01 03               0        0    12996
VIVA INTL INC                  COM              92852F102       88     2000 SH       DEFINED 01 03               0        0     2000
VODAFONE GROUP PLC.   FSUSD    COM              92857W100    62042  2889699 SH       DEFINED 01 02               0        0  2889699
VODAFONE GROUP PLC.   FSUSD    COM              92857W100      399    18626 SH       DEFINED 01 03               0        0    18626
VOCUS INC                      COM              92858J108       17      100 SH       DEFINED 01 03               0        0      100
VOLGATELECOM-$   FSUSD         COM              928650993     3779   966476 SH       DEFINED 01 02 10            0    82286   884190
VOLT INFO SCIENCES   S         COM              928703107      337    17724 SH       DEFINED 01 02               0        0    17724
VOLTERRA SEMICONDUCTOR         COM              928708106       19      300 SH       DEFINED 01 03               0        0      300
VORNADO REALTY TRUST           COM              929042109        9     2700 SH       DEFINED 01 03               0        0     2700
VORNADO REALTY TRUST           COM              929042109        6      600 SH       DEFINED 01 03               0        0      600
VORNADO REALTY TRUST           COM              929042109       66       80 SH       DEFINED 01 03               0        0       80
VORNADO REALTY TRUST   S       COM              929042109     2107    25240 SH       DEFINED 01 03               0    25240        0
VORNADO REALTY TRUST   S       COM              929042109     5635    67507 SH       DEFINED 01 02               0      590    66917
VULCAN MATERIALS CO            COM              929160109       51     5300 SH       DEFINED 01 03               0        0     5300
VULCAN MATERIALS   S           COM              929160109    12134   179048 SH       DEFINED 01 02               0      336   178712
VULCAN MATERIALS   S           COM              929160109     1475    21771 SH       DEFINED 01 03               0    21771        0
W&T OFFSHORE INC   S           COM              92922P106      504    17156 SH       DEFINED 01 02               0        0    17156
WD-40 CO   S                   COM              929236107      955    36383 SH       DEFINED 01 02               0        0    36383
WCI COMMUNITIES   S            COM              92923C104     1986    73998 SH       DEFINED 01 02               0        0    73998
WGL HLDGS INC                  COM              92924F106       10      188 SH       DEFINED 01 03               0        0      188
WGL HOLDINGS INC   S           COM              92924F106     4330   144120 SH       DEFINED 01 02               0    13770   130350
WGL HOLDINGS INC   S           COM              92924F106     1132    37680 SH       DEFINED 01 02 14            0    37680        0
WGL HOLDINGS INC   S           COM              92924F106      195     6500 SH       DEFINED 01 03               0     6500        0
W HOLDING CO INC   S           COM              929251106      478    58038 SH       DEFINED 01 02               0        0    58038
W-H ENERGY SERVICES INC   S    COM              92925E108     3603   108917 SH       DEFINED 01 02               0        0   108917
WMS INDUSTRIES INC   S         COM              929297109     1247    49720 SH       DEFINED 01 02               0        0    49720
WPP GROUP PLC  -ADR   FSUSD    COM              929309409     3283    60800 SH       DEFINED 01 02               0        0    60800
WPP GROUP PLC  -ADR   FSUSD    COM              929309409    12819   237390 SH       DEFINED 01 03               0        0   237390
WPS RESOURES CORP   S          COM              92931B106       38      690 SH       DEFINED 01 02               0      690        0
WSFS FINANCIAL CORP   S        COM              929328102     1215    19820 SH       DEFINED 01 02 14            0    19820        0
WSFS FINANCIAL CORP   S        COM              929328102      213     3474 SH       DEFINED 01 03               0     3474        0
WSFS FINANCIAL CORP   S        COM              929328102     4559    74420 SH       DEFINED 01 02               0    11506    62914
WABASH NATL   S                COM              929566107     8526   447547 SH       DEFINED 01 02               0        0   447547
WABTEC   S                     COM              929740108     3018   112180 SH       DEFINED 01 02               0    11480   100700
WABTEC   S                     COM              929740108       10      360 SH       DEFINED 01 02 14            0      360        0
WACHOVIA CORP                  COM              929903102        0      200 SH       DEFINED 01 03               0        0      200
WACHOVIA CORP                  COM              929903102        1     7800 SH       DEFINED 01 03               0        0     7800
WACHOVIA CORP                  COM              929903102        1      200 SH       DEFINED 01 03               0        0      200
WACHOVIA CORP                  COM              929903102        0      890 SH       DEFINED 01 03               0        0      890
WACHOVIA CORP                  COM              929903102        9       50 SH       DEFINED 01 03               0        0       50
WACHOVIA CORP                  COM              929903102       20    38300 SH       DEFINED 01 03               0        0    38300
WACHOVIA CORPORATION   S       COM              929903102   200962  3801716 SH       DEFINED 01 02               0     2194  3799522
WACHOVIA CORPORATION   S       COM              929903102    18761   354929 SH       DEFINED 01 03               0   354929        0
WACHOVIA CORPORATION   S       COM              929903102     3727    70623 SH       DEFINED 01 10               0        0    70623
WADDELL & REED FIN   S         COM              930059100      345    16492 SH       DEFINED 01 02               0        0    16492
WAL-MART STORES                COM              931142103        1      250 SH       DEFINED 01 03               0        0      250
WAL-MART STORES                COM              931142103        1      173 SH       DEFINED 01 03               0        0      173
WAL-MART STORES                COM              931142103        2       25 SH       DEFINED 01 03               0        0       25
WAL-MART STORES                COM              931142103        0      100 SH       DEFINED 01 03               0        0      100
WAL-MART STORES                COM              931142103        4     6200 SH       DEFINED 01 03               0        0     6200
WAL-MART STORES                COM              931142103      112     1409 SH       DEFINED 01 03               0        0     1409
WAL-MART STORES                COM              931142103      545     1000 SH       DEFINED 01 03               0        0     1000
WAL-MART STORES                COM              931142103        0      384 SH       DEFINED 01 03               0        0      384
WAL-MART STORES                COM              931142103        2      500 SH       DEFINED 01 03               0        0      500
WAL-MART STORES                COM              931142103        6      400 SH       DEFINED 01 03               0        0      400
WAL-MART STORES                COM              931142103        1      250 SH       DEFINED 01 03               0        0      250
WAL MART STORES   S            COM              931142103    76364  1633132 SH       DEFINED 01 10               0        0  1633132
WAL MART STORES   S            COM              931142103   292303  6245792 SH       DEFINED 01 02               0    28489  6217303
WAL MART STORES   S            COM              931142103    25216   538799 SH       DEFINED 01 03               0   538799        0
WALGREEN CO                    COM              931422109       11      154 SH       DEFINED 01 03               0        0      154
WALGREEN CO                    COM              931422109        1      180 SH       DEFINED 01 03               0        0      180
WALGREEN CO                    COM              931422109        2       19 SH       DEFINED 01 03               0        0       19
WALGREEN CO                    COM              931422109       11      100 SH       DEFINED 01 03               0        0      100
WALGREEN CO                    COM              931422109        6      300 SH       DEFINED 01 03               0        0      300
WALGREEN CO                    COM              931422109        2      101 SH       DEFINED 01 03               0        0      101
WALGREEN CO                    COM              931422109        0      360 SH       DEFINED 01 03               0        0      360
WALGREEN CO.   S               COM              931422109     1128    25477 SH       DEFINED 01 10               0        0    25477
WALGREEN CO.   S               COM              931422109     9577   216383 SH       DEFINED 01 03               0   216383        0
WALGREEN CO.   S               COM              931422109     3562    80556 SH       DEFINED 01 02               0        0    80556
WALGREEN CO.   S               COM              931422109     4648   105015 SH       DEFINED 01 02 10            0        0   105015
WALTER INDS                    COM              93317Q105        4     2400 SH       DEFINED 01 03               0        0     2400
WALTER INDS                    COM              93317Q105        7    11400 SH       DEFINED 01 03               0        0    11400
WALTER INDUSTRIES   S          COM              93317Q105      953    19168 SH       DEFINED 01 02               0     5080    14088
WANT-WANT HOLDINGS.   FSUSD    COM              933697997        1      930 SH       DEFINED 01 02               0        0      930
WARNACO GROUP INC   S          COM              934390402     7720   288933 SH       DEFINED 01 02               0    22470   266463
WARNACO GROUP INC   S          COM              934390402      674    25210 SH       DEFINED 01 02 14            0    25210        0
WARNACO GROUP INC   S          COM              934390402      118     4400 SH       DEFINED 01 03               0     4400        0
WARNER MUSIC GROUP CORP   S    COM              934550104       18      920 SH       DEFINED 01 02               0      920        0
WARREN RESOURCES INC   S       COM              93564A100      268    16930 SH       DEFINED 01 02               0        0    16930
WASHINGTON FEDERAL INC         COM              938824109        4      266 SH       DEFINED 01 03               0        0      266
WASHINGTON GROUP INTL INC      COM              938862109       12     5662 SH       DEFINED 01 03               0        0     5662
WASHINGTON GROUP INTL INC   S  COM              938862208     4480    84591 SH       DEFINED 01 02               0     6290    78301
WASHINGTON GROUP INTL INC   S  COM              938862208      950    17970 SH       DEFINED 01 02 14            0    17970        0
WASHINGTON GROUP INTL INC   S  COM              938862208      154     2900 SH       DEFINED 01 03               0     2900        0
WASHINGTON MUTUAL SAVINGS BANK COM              939322103        4      750 SH       DEFINED 01 03               0        0      750
WASHINGTON MUTUAL SAVINGS BANK COM              939322103        1      553 SH       DEFINED 01 03               0        0      553
WASHINGTON MUTUAL SAVINGS BANK COM              939322103       59     5000 SH       DEFINED 01 03               0        0     5000
WASHINGTON MUTUAL SAVINGS BANK COM              939322103      286    35000 SH       DEFINED 01 03               0        0    35000
WASHINGTON MUTUAL SAVINGS BANK COM              939322103        0      150 SH       DEFINED 01 03               0        0      150
WASHINGTON MUTUAL SAVINGS BANK COM              939322103        1      132 SH       DEFINED 01 03               0        0      132
WASHINGTON MUTUAL SAVINGS BANK COM              939322103        1      185 SH       DEFINED 01 03               0        0      185
WASHINGTON MUTUAL SAVINGS BANK COM              939322103      698       80 SH       DEFINED 01 03               0        0       80
WASHINGTON MUTUAL SAVINGS BANK COM              939322103        2       50 SH       DEFINED 01 03               0        0       50
WASHINGTON MUTUAL SAVINGS BANK COM              939322103        4      160 SH       DEFINED 01 03               0        0      160
WASHINGTON MUT INC   S         COM              939322103    80626  1853413 SH       DEFINED 01 02               0     8056  1845357
WASHINGTON MUT INC   S         COM              939322103     9176   210954 SH       DEFINED 01 03               0   210954        0
WASHINGTON MUT INC   S         COM              939322103     8352   192000 SH       DEFINED 01 10               0        0   192000
WASTE CONNECTION   S           COM              941053100     5746   166761 SH       DEFINED 01 02               0        0   166761
WASTE MANAGEMENT INC           COM              94106L109        2      200 SH       DEFINED 01 03               0        0      200
WASTE MANAGEMENT INC           COM              94106L109        0     9900 SH       DEFINED 01 03               0        0     9900
WASTE MANAGEMENT INC           COM              94106L109        1     2000 SH       DEFINED 01 03               0        0     2000
WASTE MANAGEMENT INC   S       COM              94106L109    65610  2161779 SH       DEFINED 01 02               0        0  2161779
WASTE MANAGEMENT INC   S       COM              94106L109     4537   149480 SH       DEFINED 01 03               0   149480        0
WATER PIK TECH   S             COM              94113U100     3701   172310 SH       DEFINED 01 02               0    19010   153300
WATER PIK TECH   S             COM              94113U100     1091    50820 SH       DEFINED 01 02 14            0    50820        0
WATER PIK TECH   S             COM              94113U100      174     8100 SH       DEFINED 01 03               0     8100        0
WATERLINK INC                  COM              94155N105        2     2400 SH       DEFINED 01 03               0        0     2400
WATERS CORPORATION   S         COM              941848103      240     6360 SH       DEFINED 01 02               0        0     6360
WATERS CORPORATION   S         COM              941848103      895    23665 SH       DEFINED 01 03               0    23665        0
WATSCO   S                     COM              942622200     7039   117696 SH       DEFINED 01 02               0     6590   111106
WATSCO   S                     COM              942622200     3387    56768 SH       DEFINED 01 10               0        0    56768
WATSON PHARMACEUTICA   S       COM              942683103      705    21680 SH       DEFINED 01 03               0    21680        0
WATSON PHARMACEUTICA   S       COM              942683103     2745    84423 SH       DEFINED 01 02               0     1210    83213
WATSON PHARMACEUTICALS INC 01. CONV BND         942683AC7      572   600000 PRN      DEFINED 01 02               0        0   600000
WATSON WYATT &CO.   S          COM              942712100     2563    91870 SH       DEFINED 01 02               0        0    91870
WATTS WATER TECHNOLOGIES   S   COM              942749102     5559   183518 SH       DEFINED 01 02               0        0   183518
WAUSAU PAPER CORP   S          COM              943315101     1325   111830 SH       DEFINED 01 02               0        0   111830
WAVE SYSTEMS CORP A            COM              943526103        8   122700 SH       DEFINED 01 03               0        0   122700
WAVE SYSTEMS CORP A            COM              943526103       20     1000 SH       DEFINED 01 03               0        0     1000
WAVE WIRELESS CORP             COM              94352W106        5     6321 SH       DEFINED 01 03               0        0     6321
WEBB INTERACTIVE SERVICES INC  COM              94748P104       14    25000 SH       DEFINED 01 03               0        0    25000
WEBEX COMMUNICATIONS           COM              94767L109       63     1000 SH       DEFINED 01 03               0        0     1000
WEBEX COMMUNICATIONS   S       COM              94767L109     2424   112065 SH       DEFINED 01 02               0        0   112065
WEBSENSE INC   S               COM              947684106    12198   185831 SH       DEFINED 01 02               0     5640   180191
WEBSIDESTORY   S               COM              947685103      547    30170 SH       DEFINED 01 02               0        0    30170
WEBMETHODS INC..   S           COM              94768C108      416    53860 SH       DEFINED 01 02               0    20560    33300
WEBMETHODS INC..   S           COM              94768C108      445    57590 SH       DEFINED 01 02 14            0    57590        0
WEBMETHODS INC..   S           COM              94768C108       79    10300 SH       DEFINED 01 03               0    10300        0
WEIGHT WATCHERS INTL   S       COM              948626106      521    10526 SH       DEFINED 01 02               0    10526        0
WEINGARTEN REALTY INVESTORS SB COM              948741103       25      450 SH       DEFINED 01 03               0        0      450
WEINGARTEN REALTY INVESTORS SB COM              948741103       11      160 SH       DEFINED 01 03               0        0      160
WEINGARTEN REALTY IN   S       COM              948741103       29      770 SH       DEFINED 01 02               0      770        0
WEIS MARKETS INC   S           COM              948849104     3713    86266 SH       DEFINED 01 02               0        0    86266
WELLCARE HEALTH PLANS INC   S  COM              94946T106     4107   100533 SH       DEFINED 01 02               0     7820    92713
WELLMAN INC   S                COM              949702104      254    37493 SH       DEFINED 01 02               0        0    37493
WELLPOINT INC                  COM              94973V107        7      400 SH       DEFINED 01 03               0        0      400
WELLPOINT INC                  COM              94973V107       23      460 SH       DEFINED 01 03               0        0      460
WELLPOINT INC                  COM              94973V107       16       70 SH       DEFINED 01 03               0        0       70
WELLPOINT INC   S              COM              94973V107    78946   989438 SH       DEFINED 01 02               0    36800   952638
WELLPOINT INC   S              COM              94973V107     9066   113618 SH       DEFINED 01 02 10            0        0   113618
WELLPOINT INC   S              COM              94973V107    11263   141158 SH       DEFINED 01 03               0   141158        0
WELLPOINT INC   S              COM              94973V107   101996  1279934 SH       DEFINED 01 10               0        0  1279934
WELLS FARGO & CO NEW           COM              949746101        1    18300 SH       DEFINED 01 03               0        0    18300
WELLS FARGO & CO NEW           COM              949746101      386      600 SH       DEFINED 01 03               0        0      600
WELLS FARGO & CO NEW           COM              949746101        1     1003 SH       DEFINED 01 03               0        0     1003
WELLS FARGO & CO NEW           COM              949746101       17     3700 SH       DEFINED 01 03               0        0     3700
WELLS FARGO & CO NEW           COM              949746101        8     4897 SH       DEFINED 01 03               0        0     4897
WELLS FARGO & CO NEW           COM              949746101        5      152 SH       DEFINED 01 03               0        0      152
WELLS FARGO & CO NEW           COM              949746101       19      100 SH       DEFINED 01 03               0        0      100
WELLS FARGO & CO NEW           COM              949746101       26     1000 SH       DEFINED 01 03               0        0     1000
WELLS FARGO & CO NEW           COM              949746101        0      471 SH       DEFINED 01 03               0        0      471
WELLS FARGO & CO NEW           COM              949746101        4      650 SH       DEFINED 01 03               0        0      650
WELLS FARGO & CO NEW           COM              949746101        1     3100 SH       DEFINED 01 03               0        0     3100
WELLS FARGO & CO (NEW)   S     COM              949746101    54825   872763 SH       DEFINED 01 10               0        0   872763
WELLS FARGO & CO (NEW)   S     COM              949746101   308721  4913567 SH       DEFINED 01 02               0    61159  4852408
WELLS FARGO & CO (NEW)   S     COM              949746101     1512    24064 SH       DEFINED 01 02 10            0        0    24064
WELLS FARGO & CO (NEW)   S     COM              949746101    22463   357522 SH       DEFINED 01 03               0   357522        0
WELLSFORD REAL PROP   S        COM              950240200     1968   328000 SH       DEFINED 01 02               0        0   328000
WENDY INTL INC                 COM              950590109       79       49 SH       DEFINED 01 03               0        0       49
WENDY INTL INC                 COM              950590109        1       78 SH       DEFINED 01 03               0        0       78
WENDYS INTL INC   S            COM              950590109     1373    24854 SH       DEFINED 01 03               0    24854        0
WENDYS INTL INC   S            COM              950590109     5964   108000 SH       DEFINED 01 10               0        0   108000
WENDYS INTL INC   S            COM              950590109     5052    91437 SH       DEFINED 01 02               0     1050    90387
WERNER ENTERPRISES   S         COM              950755108      400    20258 SH       DEFINED 01 02               0        0    20258
WESCO INTERNATIONAL            COM              95082P105       21      300 SH       DEFINED 01 03               0        0      300
WESCO INTERNATIONAL   S        COM              95082P105     9799   229338 SH       DEFINED 01 02               0     9840   219498
WESCO INTERNATIONAL   S        COM              95082P105    12708   297416 SH       DEFINED 01 03               0   297416        0
WEST COAST BANCORP             COM              952145100        2    10800 SH       DEFINED 01 03               0        0    10800
WEST COAST BANCORP             COM              952145100       23     2200 SH       DEFINED 01 03               0        0     2200
WEST COAST BANCORP/OREGON   S  COM              952145100      761    28800 SH       DEFINED 01 02               0    11170    17630
WEST COAST BANCORP/OREGON   S  COM              952145100      809    30560 SH       DEFINED 01 02 14            0    30560        0
WEST COAST BANCORP/OREGON   S  COM              952145100      140     5300 SH       DEFINED 01 03               0     5300        0
WEST CORP   S                  COM              952355105     5662   134321 SH       DEFINED 01 02               0      500   133821
WESTAR ENERGY INC.   S         COM              95709T100     3495   162509 SH       DEFINED 01 02               0      140   162369
WESTELL TECH A                 COM              957541105        0      375 SH       DEFINED 01 03               0        0      375
WESTELL TECHNOLOGIES   S       COM              957541105     3838   852514 SH       DEFINED 01 02               0    42860   809654
WESTERN ALLIANCE BANCORP       COM              957638109       66     2229 SH       DEFINED 01 02               0     2229        0
WESTERN CANADIAN COAL CORP     COM              957860109        1      300 SH       DEFINED 01 03               0        0      300
WESTCORP   S                   COM              957907108     3036    45579 SH       DEFINED 01 02               0      384    45195
WESTERN DIGITAL CORP           COM              958102105      523      200 SH       DEFINED 01 03               0        0      200
WESTERN DIGITAL   S            COM              958102105     1199    64433 SH       DEFINED 01 02               0    10366    54067
WESTERN SIERRA BANCORP   S     COM              959522103      820    22485 SH       DEFINED 01 02               0     8750    13735
WESTERN SIERRA BANCORP   S     COM              959522103      786    21650 SH       DEFINED 01 02 14            0    21650        0
WESTERN SIERRA BANCORP   S     COM              959522103      160     4390 SH       DEFINED 01 03               0     4390        0
WESTERN SILVER CORP            COM              959531104      108      100 SH       DEFINED 01 03               0        0      100
WESTERN SILVER CORP            COM              959531104       48     4287 SH       DEFINED 01 02               0     4287        0
WESTERN TRANSITIONS            COM              959769100        5       30 SH       DEFINED 01 03               0        0       30
WESTLAKE CHEMICAL CORP   S     COM              960413102     2896   100500 SH       DEFINED 01 02               0    14460    86040
WESTLAKE CHEMICAL CORP   S     COM              960413102     1150    39900 SH       DEFINED 01 02 14            0    39900        0
WESTLAKE CHEMICAL CORP   S     COM              960413102      205     7100 SH       DEFINED 01 03               0     7100        0
WESTWOOD HOLDINGS              COM              961765104        1     4100 SH       DEFINED 01 03               0        0     4100
WESTWOOD HOLDINGS              COM              961765104        6    20000 SH       DEFINED 01 03               0        0    20000
WESTWOOD ONE CORP   S          COM              961815107    14341   879827 SH       DEFINED 01 02               0    65834   813993
WESTWOOD ONE CORP   S          COM              961815107      605    37094 SH       DEFINED 01 03               0    37094        0
THE WET SEAL INC               COM              961840105      151     4600 SH       DEFINED 01 03               0        0     4600
WEYCO GROUP INC                COM              962149100        6     4600 SH       DEFINED 01 03               0        0     4600
WEYCO GROUP INC                COM              962149100       12    23400 SH       DEFINED 01 03               0        0    23400
WEYERHAEUSER CO                COM              962166104      166       20 SH       DEFINED 01 03               0        0       20
WEYERHAEUSER CO                COM              962166104        6     3200 SH       DEFINED 01 03               0        0     3200
WEYERHAEUSER CO                COM              962166104        3      700 SH       DEFINED 01 03               0        0      700
WEYERHAUESER   S               COM              962166104     4344    65481 SH       DEFINED 01 03               0    65481        0
WEYERHAUESER   S               COM              962166104     4640    70000 SH       DEFINED 01 10               0        0    70000
WEYERHAUESER   S               COM              962166104    92023  1387157 SH       DEFINED 01 02               0      618  1386539
WHEELING-PITTSBURGH CORP   S   COM              963142302     3725   412980 SH       DEFINED 01 03               0   412980        0
WHERIFY WIRELESS INC           COM              96328T109        5      125 SH       DEFINED 01 03               0        0      125
WHIRLPOOL CORP                 COM              963320106        4      100 SH       DEFINED 01 03               0        0      100
WHIRLPOOL CORP                 COM              963320106        3       15 SH       DEFINED 01 03               0        0       15
WHIRLPOOL CORP   S             COM              963320106    92368  1102755 SH       DEFINED 01 02               0      621  1102134
WHIRLPOOL CORP   S             COM              963320106     2044    24401 SH       DEFINED 01 03               0    24401        0
WHIRLPOOL FIN PFD $100 B 6.55  PRF              963328208      908     9018 SH       DEFINED 01 04               0        0     9018
WHITING PETROLEUM CORP   S     COM              966387102     4890   122233 SH       DEFINED 01 02               0        0   122233
WHITNEY HOLDING CORP   S       COM              966612103     3805   138064 SH       DEFINED 01 02               0        0   138064
WHOLE FOOD MARKET INC          COM              966837106       33      780 SH       DEFINED 01 03               0        0      780
WHOLE FOOD MARKET INC          COM              966837106        0      250 SH       DEFINED 01 03               0        0      250
WHOLE FOOD MARKET INC          COM              966837106        3      156 SH       DEFINED 01 03               0        0      156
WHOLE FOOD MARKET INC          COM              966837106      159      300 SH       DEFINED 01 03               0        0      300
WHOLE FOODS MARKET   S         COM              966837106   142870  1846100 SH       DEFINED 01 02               0   256182  1589918
WHOLE FOODS MARKET   S         COM              966837106     9367   121038 SH       DEFINED 01 03               0   121038        0
WIDEPOINT CORP                 COM              967590100        3      500 SH       DEFINED 01 03               0        0      500
WILD OATS MARKETS INC          COM              96808B107        2      300 SH       DEFINED 01 03               0        0      300
WILD OATS MARKETS   S          COM              96808B107      500    41410 SH       DEFINED 01 02               0        0    41410
WILLIAMS COAL SEAM GAS         COM              969450105       11      100 SH       DEFINED 01 03               0        0      100
WILLIAM COS                    COM              969457100       16    40587 SH       DEFINED 01 03               0        0    40587
WILLIAM COS                    COM              969457100        3     8313 SH       DEFINED 01 03               0        0     8313
WILLIAM COS                    COM              969457100       12      500 SH       DEFINED 01 03               0        0      500
WILLIAM COMPANIES   S          COM              969457100    10063   434346 SH       DEFINED 01 02               0    52200   382146
WILLIAM COMPANIES   S          COM              969457100     2839   122509 SH       DEFINED 01 03               0   122509        0
CLAYTON WILLIAMS ENERGY INC    COM              969490101       24      570 SH       DEFINED 01 02               0        0      570
WILLIAMS SONOMA                COM              969904101      312      200 SH       DEFINED 01 03               0        0      200
WILLIAMS SONOMA   S            COM              969904101   101956  2362817 SH       DEFINED 01 02               0   375824  1986993
WILLIAMS SONOMA   S            COM              969904101     7161   165966 SH       DEFINED 01 03               0   165966        0
WILMINGTON TRUST COR   S       COM              971807102     1427    36660 SH       DEFINED 01 02               0        0    36660
WILSHIRE BANCORP INC           COM              97186T108      312      8