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

                             FORM 13 (F) COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2006

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             April 24, 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:          11
Form 13F Information Table Entry Total:     4863
Form 13F Information Table Value Total:     $63053542 (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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
TRUE RELIGION APPAREL INC 20 S OPT              0000A0769       25      500 SH  CALL DEFINED 01 10               0        0      500
AAON INC   S                   COM              000360206     2223    92950 SH       DEFINED 01 02               0        0    92950
AAR CORP   S                   COM              000361105     6394   224523 SH       DEFINED 01 02               0        0   224523
ABX AIR INC   S                COM              00080S101       91    13400 SH       DEFINED 01 02               0        0    13400
ACCO BRANDS CORP   S           COM              00081T108      219     9850 SH       DEFINED 01 02               0        0     9850
ROYAL CARIBBEAN COM USD0.01    COM              000886286     4440   105800 SH       DEFINED 01 10               0        0   105800
ADC TELECOMMUNICATIONS INC   S COM              000886309     1070    41844 SH       DEFINED 01 02               0        0    41844
ADC TELECOMMUNICATIONS INC   S COM              000886309    56273  2199021 SH       DEFINED 01 03               0  2199021        0
ADC TELECOMMUNICATIONS         COM              000886309      120     4700 SH       DEFINED 01 03               0        0     4700
ADE CORP                       COM              00089C107      107     3500 SH       DEFINED 01 03               0        0     3500
ABM INDUSTRIES INC   S         COM              000957100     1548    80734 SH       DEFINED 01 02               0        0    80734
AFLAC INC   S                  COM              001055102     9970   220908 SH       DEFINED 01 02               0      505   220403
AFLAC INC   S                  COM              001055102     4449    98585 SH       DEFINED 01 03               0    98585        0
AFLAC INC                      COM              001055102       36      800 SH       DEFINED 01 03               0        0      800
AFLAC INC                      COM              001055102       77     1714 SH       DEFINED 01 03               0        0     1714
AGCO CORP   S                  COM              001084102    14516   699892 SH       DEFINED 01 02               0        0   699892
GIVEN IMAGING LTD              COM              001086537      466    20189 SH       DEFINED 01 10               0        0    20189
AGL RESOURCES INC   S          COM              001204106       29      800 SH       DEFINED 01 02               0      800        0
AGL RESOURCES INC              COM              001204106       76     2100 SH       DEFINED 01 03               0        0     2100
AES CORP   S                   COM              00130H105     4867   285282 SH       DEFINED 01 02               0        0   285282
AES CORP   S                   COM              00130H105     2215   129813 SH       DEFINED 01 03               0   129813        0
ALCON INC                      COM              001382649      390     3743 SH       DEFINED 01 10               0        0     3743
AK STEEL HOLDING CORP   S      COM              001547108     3000   201064 SH       DEFINED 01 10               0        0   201064
AK STEEL HOLDING CORP   S      COM              001547108    21272  1418050 SH       DEFINED 01 02               0    13550  1404500
AMB PROPERTY CORP.   S         COM              00163T109     2923    53866 SH       DEFINED 01 02               0      720    53146
AMICAS INC   S                 COM              001712108      524   111096 SH       DEFINED 01 02               0        0   111096
AMN HEALTHCARE SERVICES INC    COM              001744101     2659   141880 SH       DEFINED 01 02               0    23920   117960
AMN HEALTHCARE SERVICES INC    COM              001744101      777    41500 SH       DEFINED 01 02 14            0    41500        0
AMN HEALTHCARE SERVICES INC    COM              001744101      139     7400 SH       DEFINED 01 03               0     7400        0
AMR CORP DEL   S               COM              001765106   129433  4784970 SH       DEFINED 01 02               0     9530  4775440
AMR CORP DEL   S               COM              001765106     1026    37935 SH       DEFINED 01 03               0    37935        0
AMR CORP DEL   S               COM              001765106    65422  2419413 SH       DEFINED 01 10               0        0  2419413
ATI TECHNOLOGIES INC   FSUSD   COM              001941103       15      862 SH       DEFINED 01 03               0      862        0
A.S.V. INC   S                 COM              001963107     1197    37160 SH       DEFINED 01 02               0        0    37160
AT&T INC   S                   COM              00206R102     6356   235153 SH       DEFINED 01 10               0        0   235153
AT&T INC   S                   COM              00206R102   419952 15530665 SH       DEFINED 01 02               0    35178 15495487
AT&T INC   S                   COM              00206R102    23511   869515 SH       DEFINED 01 03               0   869515        0
AT&T INC                       COM              00206R102      211     7800 SH       DEFINED 01 03               0        0     7800
AT&T INC                       COM              00206R102       54     1982 SH       DEFINED 01 03               0        0     1982
ATMI INC   S                   COM              00207R101     3148   104267 SH       DEFINED 01 02               0        0   104267
ATP OIL & GAS CORPORATION   S  COM              00208J108     2472    56287 SH       DEFINED 01 02               0        0    56287
AVX CORP   S                   COM              002444107      435    24582 SH       DEFINED 01 02               0        0    24582
AZZ INC                        COM              002474104      111     4500 SH       DEFINED 01 03               0        0     4500
AARON RENTS INC   S            COM              002535201     6205   228322 SH       DEFINED 01 02               0        0   228322
AARON RENTS INC-CL A   S       COM              002535300      110     4500 SH       DEFINED 01 02               0        0     4500
ABAXIS INC   S                 COM              002567105      171     7527 SH       DEFINED 01 02               0        0     7527
ABBOTT LABORATORIES   S        COM              002824100    30237   712096 SH       DEFINED 01 10               0        0   712096
ABBOTT LABORATORIES   S        COM              002824100    57256  1348149 SH       DEFINED 01 02               0    16749  1331400
ABBOTT LABORATORIES   S        COM              002824100    13280   312697 SH       DEFINED 01 03               0   312697        0
ABERCROMBIE & FITCH   S        COM              002896207     7148   122571 SH       DEFINED 01 02               0     5440   117131
ABERCROMBIE & FITCH   S        COM              002896207     2638    45249 SH       DEFINED 01 03               0    45249        0
ABERCROMBIE & FITCH   S        COM              002896207      699    12000 SH       DEFINED 01 10               0        0    12000
ABGENIX INC   S                COM              00339B107     2983   132591 SH       DEFINED 01 02               0        0   132591
ABRAXAS PETROLEUM CORP         COM              003830106       65    11100 SH       DEFINED 01 03               0        0    11100
ACACIA RESEARCH-COMBIMATRIX    COM              003881208      114    43834 SH       DEFINED 01 02               0    43834        0
ABITIBI-CONSOLIDATED INC   FSU COM              003924107    11423  2752600 SH       DEFINED 01 02               0        0  2752600
ACADIA REALTY TRUST   S        COM              004239109     4436   188376 SH       DEFINED 01 02               0        0   188376
ACADIA REALTY TRUST            COM              004239109       99     4200 SH       DEFINED 01 03               0        0     4200
ACCREDITED HOME LENDERS   S    COM              00437P107     6289   122878 SH       DEFINED 01 02               0        0   122878
ACCURIDE CORP   S              COM              004398103      189    16460 SH       DEFINED 01 02               0        0    16460
ACTIVISION INC   S             COM              004930202     6708   486472 SH       DEFINED 01 02               0        0   486472
ACTIVISION INC   S             COM              004930202       12      860 SH       DEFINED 01 03               0      860        0
ACTIVISION INC   S             COM              004930202    23570  1710479 SH       DEFINED 01 10               0        0  1710479
ACTEL CORP   S                 COM              004934105      848    53227 SH       DEFINED 01 02               0        0    53227
ACTUATE CORPORATION   S        COM              00508B102       88    20714 SH       DEFINED 01 02               0        0    20714
ACTUANT CORPORATION.   S       COM              00508X203     8840   144410 SH       DEFINED 01 02               0     6960   137450
ACUITY BRANDS INC   S          COM              00508Y102      136     3400 SH       DEFINED 01 03               0     3400        0
ACUITY BRANDS INC   S          COM              00508Y102      714    17850 SH       DEFINED 01 02 14            0    17850        0
ACUITY BRANDS INC   S          COM              00508Y102     6550   163735 SH       DEFINED 01 02               0     6400   157335
ACXIOM CORP   S                COM              005125109     2341    90599 SH       DEFINED 01 03               0    90599        0
ACXIOM CORP   S                COM              005125109    67227  2601639 SH       DEFINED 01 02               0    61500  2540139
ADAMS RESPIRATORY THERA INC    COM              00635P107      438    11020 SH       DEFINED 01 02               0        0    11020
ADAPTEC INC   S                COM              00651F108     1343   242893 SH       DEFINED 01 02               0        0   242893
ADESA INC   S                  COM              00686U104       22      830 SH       DEFINED 01 02               0      830        0
ADMINISTAFF INC   S            COM              007094105     5438   100061 SH       DEFINED 01 02               0     3050    97011
ADOBE SYSTEMS INC   S          COM              00724F101     3600   103099 SH       DEFINED 01 02 10            0        0   103099
ADOBE SYSTEMS INC   S          COM              00724F101     4229   121094 SH       DEFINED 01 03               0   121094        0
ADOBE SYSTEMS INC   S          COM              00724F101    65992  1889794 SH       DEFINED 01 02               0        0  1889794
ADOBE SYSTEMS INC   S          COM              00724F101    23342   667861 SH       DEFINED 01 10               0        0   667861
ADOLOR CORPORATION   S         COM              00724X102     1363    57260 SH       DEFINED 01 02               0     8300    48960
ADOLOR CORPORATION   S         COM              00724X102      968    40687 SH       DEFINED 01 03               0    40687        0
ADTRAN INC   S                 COM              00738A106     2012    76878 SH       DEFINED 01 02               0     5380    71498
ADVANCE AUTO PARTS INC   S     COM              00751Y106    29643   711875 SH       DEFINED 01 02               0    24518   687357
ADVANCE AUTO PARTS INC   S     COM              00751Y106     1087    26093 SH       DEFINED 01 03               0    26093        0
ADVANCE AUTO PARTS INC   S     COM              00751Y106    36584   878775 SH       DEFINED 01 10               0        0   878775
ADVANCED DIGITAL INFO CORP   S COM              007525108      149    17000 SH       DEFINED 01 03               0    17000        0
ADVANCED DIGITAL INFO CORP   S COM              007525108      835    94960 SH       DEFINED 01 02 14            0    94960        0
ADVANCED DIGITAL INFO CORP   S COM              007525108     1422   161790 SH       DEFINED 01 02               0    34550   127240
ADVO INC   S                   COM              007585102     5147   160832 SH       DEFINED 01 02               0        0   160832
ADVISORY BOARD CO/THE   S      COM              00762W107     3787    67899 SH       DEFINED 01 02               0     6680    61219
ADVISORY BOARD CO/THE   S      COM              00762W107     2381    42835 SH       DEFINED 01 10               0        0    42835
AEROFLEX INC   S               COM              007768104     9921   722582 SH       DEFINED 01 02               0    50150   672432
AEROFLEX INC   S               COM              007768104     1176    85600 SH       DEFINED 01 02 14            0    85600        0
AEROFLEX INC   S               COM              007768104      209    15200 SH       DEFINED 01 03               0    15200        0
AEROPOSTALE INC.   S           COM              007865108     1880    62342 SH       DEFINED 01 02               0     8850    53492
ADVANCED MICRO DEVICES   S     COM              007903107     3155    95155 SH       DEFINED 01 03               0    95155        0
ADVANCED MICRO DEVICES   S     COM              007903107    27166   819200 SH       DEFINED 01 02               0    46880   772320
ADVANTA CORP-CL B   S          COM              007942204      192     5200 SH       DEFINED 01 03               0        0     5200
ADVANTA CORP-CL B   S          COM              007942204     5293   143550 SH       DEFINED 01 02               0        0   143550
ADVANTA CORP-CL B   S          COM              007942204      960    26030 SH       DEFINED 01 02 14            0        0    26030
ADVANCED ENERGY INDUSTRIES   S COM              007973100      867    61368 SH       DEFINED 01 02               0        0    61368
ADVENT SOFTWARE INC   S        COM              007974108    41456  1458718 SH       DEFINED 01 02               0    32401  1426317
ADVENT SOFTWARE INC   S        COM              007974108     2589    91115 SH       DEFINED 01 03               0    91115        0
AETNA INC NEW   S              COM              00817Y108      565    11510 SH       DEFINED 01 10               0        0    11510
AETNA INC NEW   S              COM              00817Y108    17053   347067 SH       DEFINED 01 02               0        0   347067
AETNA INC NEW   S              COM              00817Y108     5515   112234 SH       DEFINED 01 03               0   112234        0
AFFILIATED COMPUTER SVCS-A   S COM              008190100     4772    80000 SH       DEFINED 01 10               0        0    80000
AFFILIATED COMPUTER SVCS-A   S COM              008190100     1389    23275 SH       DEFINED 01 03               0    23275        0
AFFILIATED COMPUTER SVCS-A   S COM              008190100    35152   589218 SH       DEFINED 01 02               0      843   588375
AFFILIATED MANAGERS GROUP   S  COM              008252108    11768   110383 SH       DEFINED 01 02               0        0   110383
AFFILIATED MANAGERS GROUP   S  COM              008252108     3456    32430 SH       DEFINED 01 10               0        0    32430
AFFYMETRIX INC   S             COM              00826T108      825    25038 SH       DEFINED 01 02               0     2508    22530
AFFYMETRIX INC   S             COM              00826T108      442    13418 SH       DEFINED 01 03               0    13418        0
AFTERMARKET TECHNOLOGY CORP    COM              008318107      754    33342 SH       DEFINED 01 02               0        0    33342
AGERE SYSTEMS INC   S          COM              00845V308      901    60000 SH       DEFINED 01 10               0        0    60000
AGERE SYSTEMS INC   S          COM              00845V308     2172   144357 SH       DEFINED 01 02               0        0   144357
AGILENT TECHNOLOGIES INC   S   COM              00846U101    18681   497524 SH       DEFINED 01 02               0    31712   465812
AGILENT TECHNOLOGIES INC   S   COM              00846U101     3186    84848 SH       DEFINED 01 03               0    84848        0
AGILENT TECHNOLOGIES           COM              00846U101       49     1300 SH       DEFINED 01 03               0        0     1300
AGNICO-EAGLE MINES LTD   FSUSD COM              008474108     9612   315670 SH       DEFINED 01 02               0        0   315670
AGILYSYS INC   S               COM              00847J105     5022   333520 SH       DEFINED 01 02               0      150   333370
AGREE REALTY CORP   S          COM              008492100     2712    84477 SH       DEFINED 01 02               0        0    84477
AGRIUM INC   FSUSD             COM              008916108     5140   203476 SH       DEFINED 01 02               0        0   203476
AIR FRANCE-KLM-ADR   FSUSD     COM              009119108     8125   343420 SH       DEFINED 01 02               0        0   343420
AIR FRANCE ADR WTS             WT               009119116      668   312200 SH       DEFINED 01 02               0        0   312200
AIR METHODS CORP   S           COM              009128307      144     4858 SH       DEFINED 01 02               0        0     4858
AIR PRODUCTS & CHEMICALS INC   COM              009158106     4490    66813 SH       DEFINED 01 03               0    66813        0
AIR PRODUCTS & CHEMICALS INC   COM              009158106    48519   722108 SH       DEFINED 01 02               0        0   722108
AIR PRODUCTS & CHEM            COM              009158106       54      800 SH       DEFINED 01 03               0        0      800
AIR PRODUCTS & CHEM            COM              009158106       62      925 SH       DEFINED 01 03               0        0      925
AIRGAS INC   S                 COM              009363102       62     1575 SH       DEFINED 01 02               0      790      785
AIRTRAN HOLDINGS INC   S       COM              00949P108     4443   245345 SH       DEFINED 01 02               0        0   245345
AKBANK T.A.S.-  ADR 144A       COM              009719303    11929   710165 SH       DEFINED 01 02 10            0        0   710165
AKBANK T.A.S.-  ADR 144A       COM              009719303        9      564 SH       DEFINED 01 03               0        0      564
AKAMAI TECHNOLOGIES.   S       COM              00971T101     4381   133196 SH       DEFINED 01 02               0    10526   122670
ALABAMA NATL BANC..   S        COM              010317105     2512    36727 SH       DEFINED 01 02               0        0    36727
ACE LTD STK                    COM              010366437       64     1238 SH       DEFINED 01 02               0     1238        0
ALAMO GROUP INC                COM              011311107       35     1600 SH       DEFINED 01 03               0        0     1600
APEX SILVER MINES LTD          COM              011548962      128     5392 SH       DEFINED 01 02               0     5392        0
ALASKA AIR GROUP INC           COM              011659109    11086   312700 SH       DEFINED 01 02               0        0   312700
ALASKA COMM SYSTEMS GROUP   S  COM              01167P101      490    40455 SH       DEFINED 01 02               0        0    40455
ALBANY INTL CORP NEW   S       COM              012348108     3874   101710 SH       DEFINED 01 02               0        0   101710
ALBANY INTL CL A               COM              012348108       30      800 SH       DEFINED 01 03               0        0      800
ALBANY MOLECULAR RESEARCH   S  COM              012423109     1997   196418 SH       DEFINED 01 02               0        0   196418
ALBEMARLE CORP   S             COM              012653101     7164   157979 SH       DEFINED 01 02               0        0   157979
ALBERTO-CULVER CO   S          COM              013068101     2024    45782 SH       DEFINED 01 02               0        0    45782
ALBERTO-CULVER CO   S          COM              013068101      661    14949 SH       DEFINED 01 03               0    14949        0
ALBERTSON'S INC   S            COM              013104104     1873    72981 SH       DEFINED 01 03               0    72981        0
ALBERTSON'S INC   S            COM              013104104     7025   273676 SH       DEFINED 01 02               0     3694   269982
ALCAN INC   FSUSD              COM              013716105    25492   557440 SH       DEFINED 01 02               0      999   556441
ALCOA INC                      COM              013817101    95965  3140298 SH       DEFINED 01 02               0      472  3139826
ALCOA INC                      COM              013817101     7565   247532 SH       DEFINED 01 03               0   247532        0
ALCOA INC                      COM              013817101     4903   160500 SH       DEFINED 01 10               0        0   160500
ALCOA INC                      COM              013817101       37     1200 SH       DEFINED 01 03               0        0     1200
ALCATEL SA-SPONSORED ADR   FSU COM              013904305     1088    70570 SH       DEFINED 01 02               0        0    70570
ALDERWOODS GROUP INC   S       COM              014383103     1366    76252 SH       DEFINED 01 02               0    21190    55062
ALDERWOODS GROUP INC   S       COM              014383103     1032    57680 SH       DEFINED 01 02 14            0    57680        0
ALDERWOODS GROUP INC   S       COM              014383103      161     9000 SH       DEFINED 01 03               0     9000        0
ALERIS INTERNATIONAL INC   S   COM              014477103     3690    76768 SH       DEFINED 01 02               0     3660    73108
ALEXION PHARMACEUTICALS INC    COM              015351109      445    12579 SH       DEFINED 01 02               0        0    12579
ALFA CORPORATION   S           COM              015385107      629    36680 SH       DEFINED 01 02               0        0    36680
ALKERMES INC   S               COM              01642T108     5963   270444 SH       DEFINED 01 02               0    17220   253224
ALLEGHANY CORP   S             COM              017175100     3101    10710 SH       DEFINED 01 02               0        0    10710
ALLEGHENY ENERGY INC   S       COM              017361106    10800   319056 SH       DEFINED 01 02               0        0   319056
ALLEGHENY ENERGY INC   S       COM              017361106     1093    32288 SH       DEFINED 01 03               0    32288        0
ALLEGHENY ENERGY INC   S       COM              017361106     2600    76815 SH       DEFINED 01 10               0        0    76815
ALLEGHENY TECHNOLOGIES INC   S COM              01741R102    13147   214886 SH       DEFINED 01 02               0     6317   208569
ALLEGHENY TECHNOLOGIES INC   S COM              01741R102     1047    17111 SH       DEFINED 01 03               0    17111        0
ALLEGHENY TECHNOLOGIES INC   S COM              01741R102     4061    66470 SH       DEFINED 01 10               0        0    66470
ASPEN INSURANCE HOLDINGS LTD   COM              018228122      711    28842 SH       DEFINED 01 02               0    28842        0
ALLERGAN INC   S               COM              018490102     3256    30007 SH       DEFINED 01 03               0    30007        0
ALLERGAN INC   S               COM              018490102    23243   214229 SH       DEFINED 01 02               0    14647   199582
ALLETE INC                     COM              018522300     3791    81353 SH       DEFINED 01 02               0        0    81353
ALLETE INC                     COM              018522300   113077  2426545 SH       DEFINED 01 03               0  2426545        0
ALLIANCE BANKSHARES CORP   S   COM              018535104      483    25746 SH       DEFINED 01 02               0        0    25746
ALLIANCE IMAGING INC   S       COM              018606202       80    12384 SH       DEFINED 01 02               0        0    12384
ALLIANCE ONE INTERNATIONAL I   COM              018772103      887   182585 SH       DEFINED 01 02               0        0   182585
ALLIANT ENERGY CORP   S        COM              018802108   117954  3748154 SH       DEFINED 01 03               0  3748154        0
ALLIANT TECHSYSTEMS INC   S    COM              018804104      342     4430 SH       DEFINED 01 02               0      260     4170
ALLIANCE BERNSTEIN HOLDING LP  COM              01881G106     1828    27586 SH       DEFINED 01 02               0        0    27586
ALLIED HEALTHCARE INTL INC     COM              01923A109      314    65353 SH       DEFINED 01 10               0        0    65353
ALLIED WASTE INDUSTRIES INC    COM              019589308     3672   300021 SH       DEFINED 01 02               0        0   300021
ALLIED WASTE INDUSTRIES INC    COM              019589308      531    43390 SH       DEFINED 01 03               0    43390        0
ALLSCRIPTS HEALTHCARE SOLUT    COM              01988P108     1656    90400 SH       DEFINED 01 02               0        0    90400
ALLSTATE CORP   S              COM              020002101    37592   721380 SH       DEFINED 01 02               0     7514   713866
ALLSTATE CORP   S              COM              020002101     7302   140134 SH       DEFINED 01 03               0   140134        0
ALLSTATE CORP                  COM              020002101       42      800 SH       DEFINED 01 03               0        0      800
ALLSTATE CORP                  COM              020002101       47      900 SH       DEFINED 01 03               0        0      900
ALLSTATE CORP                  COM              020002101      109     2100 SH       DEFINED 01 03               0        0     2100
ALLTEL CORP   S                COM              020039103   316836  4893202 SH       DEFINED 01 02               0     1270  4891932
ALLTEL CORP   S                COM              020039103     6481   100092 SH       DEFINED 01 03               0   100092        0
ALPHARMA INC-CL A   S          COM              020813101     9927   370147 SH       DEFINED 01 02               0    21050   349097
ALPHARMA INC-CL A   S          COM              020813101      196     7300 SH       DEFINED 01 03               0     7300        0
ALPHARMA INC-CL A   S          COM              020813101     1102    41090 SH       DEFINED 01 02 14            0    41090        0
ALTERA CORPORATION   S         COM              021441100      408    19741 SH       DEFINED 01 02               0        0    19741
ALTERA CORPORATION   S         COM              021441100     1505    72882 SH       DEFINED 01 03               0    72882        0
ALTIRIS INC   S                COM              02148M100     1069    48590 SH       DEFINED 01 02               0        0    48590
ALTRIA GROUP INC   S           COM              02209S103   133866  1889702 SH       DEFINED 01 10               0        0  1889702
ALTRIA GROUP INC   S           COM              02209S103   656418  9263616 SH       DEFINED 01 02               0   128136  9135480
ALTRIA GROUP INC   S           COM              02209S103     3230    45584 SH       DEFINED 01 02 10            0        0    45584
ALTRIA GROUP INC   S           COM              02209S103    31575   445593 SH       DEFINED 01 03               0   445593        0
ALTRIA GROUP INC               COM              02209S103      489     6900 SH       DEFINED 01 03               0        0     6900
ALTRIA GROUP INC               COM              02209S103       82     1155 SH       DEFINED 01 03               0        0     1155
ALTRIA GROUP INC               COM              02209S103       99     1400 SH       DEFINED 01 03               0        0     1400
AMAZON.COM INC                 COM              023135106     5539   151705 SH       DEFINED 01 02               0        0   151705
AMAZON.COM INC                 COM              023135106     2264    62009 SH       DEFINED 01 03               0    62009        0
AMBAC FINANCIAL GROUP INC   S  COM              023139108     8830   110929 SH       DEFINED 01 02               0     8670   102259
AMBAC FINANCIAL GROUP INC   S  COM              023139108     1662    20880 SH       DEFINED 01 03               0    20880        0
AMBASSADORS GROUP INC   S      COM              023177108      282    11111 SH       DEFINED 01 02               0    10170      941
AMBASSADORS GROUP INC          COM              023177108      145     5700 SH       DEFINED 01 03               0        0     5700
AMCOL INTERNATIONAL CORP   S   COM              02341W103     3615   125540 SH       DEFINED 01 02               0    10380   115160
AMEDISYS INC   S               COM              023436108     5175   148921 SH       DEFINED 01 02               0        0   148921
AMERADA HESS CORP   S          COM              023551104    36347   255240 SH       DEFINED 01 02               0    14207   241033
AMERADA HESS CORP   S          COM              023551104     2255    15835 SH       DEFINED 01 03               0    15835        0
AMERADA HESS CORP              COM              023551104       71      500 SH       DEFINED 01 03               0        0      500
AMERCO   S                     COM              023586100     1526    15421 SH       DEFINED 01 02               0        0    15421
AMEREN CORPORATION   S         COM              023608102     2018    40515 SH       DEFINED 01 03               0    40515        0
AMEREN CORPORATION   S         COM              023608102    11142   223653 SH       DEFINED 01 02               0        0   223653
AMERICA MOVIL SA  CV.   FSUSD  COM              02364W105    18289   533858 SH       DEFINED 01 02               0        0   533858
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AMERICA MOVIL SA  CV.   FSUSD  COM              02364W105   230175  6728285 SH       DEFINED 01 10               0        0  6728285
AMCORE FINANCIAL INC   S       COM              023912108     1647    52095 SH       DEFINED 01 02               0        0    52095
AMERICAN AXLE & MFG HOLDINGS   COM              024061103      848    49543 SH       DEFINED 01 02               0        0    49543
AMER AXLE & MFG HDGS           COM              024061103       34     2000 SH       DEFINED 01 03               0        0     2000
AMERICAN CAMPUS COMMUNITIES    COM              024835100     1483    57250 SH       DEFINED 01 02               0        0    57250
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AMERICAN CAPITAL STRATEGIES    COM              024937104     1330    37815 SH       DEFINED 01 10               0        0    37815
AMERICAN COMMERCIAL LINES WTS  WT               025195116      115      644 SH       DEFINED 01 02               0        0      644
AMERICAN COMMERCIAL LINES   S  COM              025195207      362     7680 SH       DEFINED 01 02               0        0     7680
AMERICAN COMMUNITY BNCSHS      COM              02520W106      658    48753 SH       DEFINED 01 02               0    48753        0
AMERICAN ELECTRIC POWER   S    COM              025537101    11096   326170 SH       DEFINED 01 02               0     2209   323961
AMERICAN ELECTRIC POWER   S    COM              025537101     2651    77916 SH       DEFINED 01 03               0    77916        0
AMERICAN ELEC PWR INC          COM              025537101      163     4800 SH       DEFINED 01 03               0        0     4800
AMERICAN ELEC PWR INC          COM              025537101       37     1100 SH       DEFINED 01 03               0        0     1100
AMERICAN EAGLE OUTFITTERS   S  COM              02553E106      403    13485 SH       DEFINED 01 02               0    13485        0
AMERICAN EQUITY INVT LIFE HL   COM              025676206     1319    91956 SH       DEFINED 01 02               0        0    91956
AMERICAN EXPRESS CO   S        COM              025816109     6928   131833 SH       DEFINED 01 02 10            0        0   131833
AMERICAN EXPRESS CO   S        COM              025816109  1075068 20457982 SH       DEFINED 01 03               0 20457982        0
AMERICAN EXPRESS CO   S        COM              025816109    93891  1787048 SH       DEFINED 01 10               0        0  1787048
AMERICAN EXPRESS CO   S        COM              025816109   137854  2623270 SH       DEFINED 01 02               0      894  2622376
AMERICAN EXPRESS               COM              025816109      167     3175 SH       DEFINED 01 03               0        0     3175
AMERICAN FINANCIAL GROUP INC   COM              025932104      381     9164 SH       DEFINED 01 02               0        0     9164
AMERICAN HOME MORTGAGE INVES   COM              02660R107     6000   192201 SH       DEFINED 01 02               0    24750   167451
AMERICAN HOME MORTGAGE INVES   COM              02660R107     2115    67740 SH       DEFINED 01 02 14            0    67740        0
AMERICAN HOME MORTGAGE INVES   COM              02660R107      387    12400 SH       DEFINED 01 03               0    12400        0
AMERICAN INTERNATIONAL GROUP   COM              026874107   529970  8018921 SH       DEFINED 01 02               0     8739  8010182
AMERICAN INTERNATIONAL GROUP   COM              026874107    34661   524455 SH       DEFINED 01 03               0   524455        0
AMERICAN INTERNATIONAL GROUP   COM              026874107    92525  1400166 SH       DEFINED 01 10               0        0  1400166
AMERICAN INTL GROUP            COM              026874107       93     1400 SH       DEFINED 01 03               0        0     1400
AMERICAN INTL GROUP            COM              026874107       69     1050 SH       DEFINED 01 03               0        0     1050
AMERICAN INTL GROUP            COM              026874107      324     4900 SH       DEFINED 01 03               0        0     4900
AMER ITALIAN PASTA   S         COM              027070101      242    38626 SH       DEFINED 01 02               0        0    38626
AMERICAN MEDICAL SYS HLDGS   S COM              02744M108     3286   146040 SH       DEFINED 01 02               0        0   146040
AMERICAN NATIONAL INSURANCE    COM              028591105     4293    38300 SH       DEFINED 01 02               0        0    38300
AMERICAN PHYSICIANS CAP INC    COM              028884104     8459   176209 SH       DEFINED 01 02               0    12680   163529
AMERICAN PHYSICIANS CAP INC    COM              028884104     1688    35160 SH       DEFINED 01 02 14            0    35160        0
AMERICAN PHYSICIANS CAP INC    COM              028884104      307     6400 SH       DEFINED 01 03               0     6400        0
AMERICAN RETIREMENT CORP   S   COM              028913101      713    27810 SH       DEFINED 01 02               0    12110    15700
AMERICAN POWER CONVERSION   S  COM              029066107    35589  1539933 SH       DEFINED 01 02               0    24275  1515658
AMERICAN POWER CONVERSION   S  COM              029066107     2034    87988 SH       DEFINED 01 03               0    87988        0
AMERICAN REPROGRAPHICS CO   S  COM              029263100      786    22655 SH       DEFINED 01 02               0        0    22655
AMERICAN RESTAURANT GROUP-A    COM              029309804      332    33173 SH       DEFINED 01 02               0        0    33173
AMERICAN SCIENCE & ENGINEERI   COM              029429107     2784    29799 SH       DEFINED 01 02               0     2990    26809
AMERICAN STANDARD COS INC   S  COM              029712106    44053  1027871 SH       DEFINED 01 02               0    10401  1017470
AMERICAN STANDARD COS INC   S  COM              029712106     1512    35270 SH       DEFINED 01 03               0    35270        0
AMERICAN STATES WATER CO   S   COM              029899101     1314    35180 SH       DEFINED 01 02               0        0    35180
AMERICAN TOWER CORP   S        COM              029912201    13110   432331 SH       DEFINED 01 02               0    22444   409887
AMERICAN TOWER CORP   S        COM              029912201     8442   278418 SH       DEFINED 01 02 10            0        0   278418
AMERICAN TOWER CORP   S        COM              029912201    90503  2988919 SH       DEFINED 01 10               0        0  2988919
AMERICAN TOWER CORP CL A       COM              029912201       97     3200 SH       DEFINED 01 03               0        0     3200
AMERICAN VANGUARD CORP   S     COM              030371108      704    23038 SH       DEFINED 01 02               0        0    23038
AMERICAN WOODMARK CORP.   S    COM              030506109     1977    55688 SH       DEFINED 01 02               0        0    55688
AMERICANWEST BANCORPORATION    COM              03058P109      496    18773 SH       DEFINED 01 02               0        0    18773
AMERICREDIT CORP   S           COM              03060R101     4489   146142 SH       DEFINED 01 02               0     1090   145052
AMERON INTERNATIONAL CORP   S  COM              030710107     1963    26804 SH       DEFINED 01 02               0        0    26804
AMERON INTERNATIONAL CORP   S  COM              030710107        7       95 SH       DEFINED 01 03               0       95        0
AMERUS GROUP CO   S            COM              03072M108     4662    77380 SH       DEFINED 01 02               0        0    77380
AMERUS GROUP CO                COM              03072M108       90     1500 SH       DEFINED 01 03               0        0     1500
AMERISOURCEBERGEN CORP   S     COM              03073E105    23150   479596 SH       DEFINED 01 02               0     3527   476069
AMERISOURCEBERGEN CORP   S     COM              03073E105     1996    41360 SH       DEFINED 01 03               0    41360        0
AMERISOURCE BERGEN CORP        COM              03073E105      145     3000 SH       DEFINED 01 03               0        0     3000
AMERISOURCE BERGEN CORP        COM              03073E105       77     1600 SH       DEFINED 01 03               0        0     1600
AMERIGROUP CORP   S            COM              03073T102    10132   481627 SH       DEFINED 01 02               0        0   481627
AMERIGROUP CORP   S            COM              03073T102        2       86 SH       DEFINED 01 03               0       86        0
AMERIPRISE FINANCIAL INC   S   COM              03076C106      620    13771 SH       DEFINED 01 02               0        0    13771
AMERIPRISE FINANCIAL INC   S   COM              03076C106     1113    24740 SH       DEFINED 01 10               0        0    24740
AMERIPRISE FINANCIAL INC   S   COM              03076C106   180504  4005880 SH       DEFINED 01 03               0  4005880        0
AMETEK INC (NEW)   S           COM              031100100     2972    66110 SH       DEFINED 01 02               0        0    66110
AMGEN INC   S                  COM              031162100   182219  2504749 SH       DEFINED 01 02               0     5093  2499656
AMGEN INC   S                  COM              031162100     4942    67935 SH       DEFINED 01 02 10            0        0    67935
AMGEN INC   S                  COM              031162100    17017   233919 SH       DEFINED 01 03               0   233919        0
AMGEN INC   S                  COM              031162100    91115  1248811 SH       DEFINED 01 10               0        0  1248811
AMKOR TECHNOLOGY INC   S       COM              031652100      661    76454 SH       DEFINED 01 02               0        0    76454
AMPEX CORP-CLASS A   S         COM              032092306       24     1193 SH       DEFINED 01 02               0        0     1193
AMSOUTH BANCORPORATION   S     COM              032165102    30035  1110318 SH       DEFINED 01 02               0     1830  1108488
AMSOUTH BANCORPORATION   S     COM              032165102     1850    68384 SH       DEFINED 01 03               0    68384        0
AMSURG CORP   S                COM              03232P405     1411    62200 SH       DEFINED 01 02               0        0    62200
AMYLIN PHARMACEUTICALS INC   S COM              032346108     7640   156084 SH       DEFINED 01 02               0    13740   142344
AMYLIN PHARMACEUTICALS INC   S COM              032346108       18      375 SH       DEFINED 01 03               0      375        0
AMYLIN PHARMACEUTICALS INC   S COM              032346108     7264   148523 SH       DEFINED 01 10               0        0   148523
ANADARKO PETROLEUM CORP   S    COM              032511107   114173  1130321 SH       DEFINED 01 02               0    18655  1111666
ANADARKO PETROLEUM CORP   S    COM              032511107     5814    57554 SH       DEFINED 01 03               0    57554        0
ANADIGICS INC   S              COM              032515108      830   105017 SH       DEFINED 01 02               0        0   105017
ANALOG DEVICES   S             COM              032654105    38622  1008658 SH       DEFINED 01 02               0     5380  1003278
ANALOG DEVICES   S             COM              032654105     6002   156914 SH       DEFINED 01 10               0        0   156914
ANALOG DEVICES   S             COM              032654105     4125   107740 SH       DEFINED 01 03               0   107740        0
ANALOGIC CORP   S              COM              032657207     1920    28999 SH       DEFINED 01 02               0        0    28999
ANAREN INC   S                 COM              032744104     1285    66000 SH       DEFINED 01 02               0        0    66000
ANAREN INC                     COM              032744104      152     7800 SH       DEFINED 01 03               0        0     7800
ANCHOR BANCORP WISCONSIN INC   COM              032839102     2548    84088 SH       DEFINED 01 02               0    13340    70748
ANCHOR BANCORP WISCONSIN INC   COM              032839102     1122    37040 SH       DEFINED 01 02 14            0    37040        0
ANCHOR BANCORP WISCONSIN INC   COM              032839102      194     6400 SH       DEFINED 01 03               0     6400        0
ANDERSONS INC/THE   S          COM              034164103       40      513 SH       DEFINED 01 02               0        0      513
ANDREW CORP   S                COM              034425108     2266   184509 SH       DEFINED 01 02               0        0   184509
ANDREW CORP   S                COM              034425108      387    31534 SH       DEFINED 01 03               0    31534        0
ANDRX CORP   S                 COM              034553107     2364    99538 SH       DEFINED 01 02               0     6480    93058
ANGELICA CORP   S              COM              034663104      400    19469 SH       DEFINED 01 02               0        0    19469
ANGLOGOLD ASHANTI LTD -ADR   F COM              035128206     4871    90000 SH       DEFINED 01 02               0        0    90000
ANHEUSER-BUSCH COS INC.   S    COM              035229103     2679    62638 SH       DEFINED 01 02               0        0    62638
ANHEUSER-BUSCH COS INC.   S    COM              035229103     6571   153647 SH       DEFINED 01 03               0   153647        0
ANHEUSER BUSCH                 COM              035229103       43     1000 SH       DEFINED 01 03               0        0     1000
ANIXTER INTERNATIONAL INC   S  COM              035290105    12877   269480 SH       DEFINED 01 02               0    11170   258310
ANIXTER INTERNATIONAL INC   S  COM              035290105      905    18930 SH       DEFINED 01 02 14            0    18930        0
ANIXTER INTERNATIONAL INC   S  COM              035290105      154     3230 SH       DEFINED 01 03               0     3230        0
ANNALY MORTGAGE MANAGEMENT   S COM              035710409       58     4754 SH       DEFINED 01 02               0        0     4754
ANNTAYLOR STORES CORP   S      COM              036115103     3497    95060 SH       DEFINED 01 03               0    95060        0
ANNTAYLOR STORES CORP   S      COM              036115103     7125   193672 SH       DEFINED 01 02               0        0   193672
ANSOFT CORP   S                COM              036384105      287     6864 SH       DEFINED 01 02               0        0     6864
ANSYS INC   S                  COM              03662Q105    10483   193613 SH       DEFINED 01 02               0     8900   184713
ANSWERTHINK INC   S            COM              036916104      461    71679 SH       DEFINED 01 02               0        0    71679
ANTHRACITE CAPITAL INC   S     COM              037023108     1722   156920 SH       DEFINED 01 02               0    31150   125770
ANTHRACITE CAPITAL INC   S     COM              037023108      948    86340 SH       DEFINED 01 02 14            0    86340        0
ANTHRACITE CAPITAL INC   S     COM              037023108      160    14600 SH       DEFINED 01 03               0    14600        0
ANWORTH MORTGAGE ASSET CORP.   COM              037347101      761    96864 SH       DEFINED 01 02               0        0    96864
AON CORP   S                   COM              037389103   192014  4625705 SH       DEFINED 01 02               0     4003  4621702
AON CORP   S                   COM              037389103     2649    63821 SH       DEFINED 01 03               0    63821        0
APACHE CORP   S                COM              037411105     4282    65368 SH       DEFINED 01 03               0    65368        0
APACHE CORP   S                COM              037411105    16891   257849 SH       DEFINED 01 02               0     2813   255036
APACHE CORP                    COM              037411105      129     1970 SH       DEFINED 01 03               0        0     1970
APARTMENT INVT & MGMT CO   S   COM              03748R101    16304   347601 SH       DEFINED 01 02               0      459   347142
APARTMENT INVT & MGMT CO   S   COM              03748R101      896    19105 SH       DEFINED 01 03               0    19105        0
APOGEE ENTERPRISES INC   S     COM              037598109      984    58294 SH       DEFINED 01 02               0        0    58294
APOLLO GROUP INC  -C   S       COM              037604105     4242    80772 SH       DEFINED 01 02               0        0    80772
APOLLO GROUP INC  -C   S       COM              037604105     1494    28450 SH       DEFINED 01 03               0        0    28450
APOLLO GOLD CORP   FSUSD       COM              03761E102      375   500000 SH       DEFINED 01 02               0        0   500000
APOLLO INVESTMENT CORP   S     COM              03761U106      107     6000 SH       DEFINED 01 03               0     6000        0
APOLLO INVESTMENT CORP   S     COM              03761U106      633    35480 SH       DEFINED 01 02 14            0    35480        0
APOLLO INVESTMENT CORP   S     COM              03761U106     3005   168760 SH       DEFINED 01 02               0    12510   156250
APPLE COMPUTER INC   S         COM              037833100    32374   516178 SH       DEFINED 01 02               0    29583   486595
APPLE COMPUTER INC   S         COM              037833100    10830   172676 SH       DEFINED 01 03               0   172676        0
APPLE COMPUTER INC   S         COM              037833100    48001   765450 SH       DEFINED 01 10               0        0   765450
APPLEBEE'S INTL INC   S        COM              037899101     3660   149100 SH       DEFINED 01 02               0        0   149100
APRIA HEALTHCARE GROUP INC   S COM              037933108      814    35391 SH       DEFINED 01 02               0        0    35391
APPLERA - APP BIOSYS   S       COM              038020103      984    36264 SH       DEFINED 01 03               0    36264        0
APPLERA - APP BIOSYS   S       COM              038020103     3252   119828 SH       DEFINED 01 02               0     1490   118338
CELERA GENOMICS GROUP-APPLER   COM              038020202      159    13600 SH       DEFINED 01 03               0        0    13600
CELERA GENOMICS GROUP-APPLER   COM              038020202     3143   268850 SH       DEFINED 01 02               0        0   268850
CELERA GENOMICS GROUP-APPLER   COM              038020202      886    75680 SH       DEFINED 01 02 14            0        0    75680
APPLIED INDUSTRIAL TECH INC    COM              03820C105    11353   254549 SH       DEFINED 01 02               0    17805   236744
APPLIED INDUSTRIAL TECH INC    COM              03820C105     1263    28295 SH       DEFINED 01 02 14            0    28295        0
APPLIED INDUSTRIAL TECH INC    COM              03820C105   132616  2973465 SH       DEFINED 01 03               0  2973465        0
APPLIED MATERIALS INC   S      COM              038222105    16058   917172 SH       DEFINED 01 02               0    41090   876082
APPLIED MATERIALS INC   S      COM              038222105     5551   317001 SH       DEFINED 01 03               0   317001        0
APPLIED MATERIALS INC   S      COM              038222105     3227   184000 SH       DEFINED 01 10               0        0   184000
APPLIED MICRO CIRCUITS CORP    COM              03822W109      130    31990 SH       DEFINED 01 02               0        0    31990
APPLIED MICRO CIRCUITS CORP    COM              03822W109    15314  3790441 SH       DEFINED 01 10               0        0  3790441
APPLIED MICRO CIRCUITS CORP    COM              03822W109      237    58247 SH       DEFINED 01 03               0    58247        0
APPLIED SIGNAL TECHNOLOGY   S  COM              038237103      485    24470 SH       DEFINED 01 02               0        0    24470
APTARGROUP INC   S             COM              038336103     4073    73719 SH       DEFINED 01 02               0        0    73719
AQUA AMERICA INC   S           COM              03836W103      352    12634 SH       DEFINED 01 02               0    12634        0
AQUANTIVE INC   S              COM              03839G105     3429   145699 SH       DEFINED 01 02               0        0   145699
AQUANTIVE INC   S              COM              03839G105      287    12202 SH       DEFINED 01 10               0        0    12202
AQUILA INC   S                 COM              03840P102     2034   509718 SH       DEFINED 01 02               0        0   509718
ARACRUZ CELLULOSE SA   FSUSD   COM              038496204      526     9940 SH       DEFINED 01 02               0        0     9940
ARACRUZ CELLULOSE SA   FSUSD   COM              038496204    10852   204985 SH       DEFINED 01 02 10            0        0   204985
ARACRUZ CELLULOSE SA   FSUSD   COM              038496204    86555  1634949 SH       DEFINED 01 10               0        0  1634949
ARAMARK CORPORATION            COM              038521100    51665  1752616 SH       DEFINED 01 10               0     2414  1750202
ARBITRON INC   S               COM              03875Q108     2202    65121 SH       DEFINED 01 02               0        0    65121
ARBOR REALTY TRUST INC   S     COM              038923108     5876   217670 SH       DEFINED 01 02               0    16590   201080
ARBOR REALTY TRUST INC   S     COM              038923108     1219    45180 SH       DEFINED 01 02 14            0    45180        0
ARBOR REALTY TRUST INC   S     COM              038923108      238     8800 SH       DEFINED 01 03               0     8800        0
ARCH CHEMICALS INC   S         COM              03937R102     1524    50127 SH       DEFINED 01 02               0        0    50127
ARCH COAL INC   S              COM              039380100    43337   571057 SH       DEFINED 01 10               0        0   571057
ARCH COAL INC   S              COM              039380100     4534    59701 SH       DEFINED 01 02 10            0        0    59701
ARCH COAL INC   S              COM              039380100     3417    44996 SH       DEFINED 01 02               0      366    44630
ARCHER-DANIELS-MIDLAND CO   S  COM              039483102     4354   129385 SH       DEFINED 01 03               0   129385        0
ARCHER-DANIELS-MIDLAND CO   S  COM              039483102    62927  1873912 SH       DEFINED 01 10               0        0  1873912
ARCHER-DANIELS-MIDLAND CO   S  COM              039483102   106729  3171782 SH       DEFINED 01 02               0    11060  3160722
ARCHSTONE-SMITH TRUST   S      COM              039583109    10658   218534 SH       DEFINED 01 02               0     2039   216495
ARCHSTONE-SMITH TRUST   S      COM              039583109     2059    42210 SH       DEFINED 01 03               0    42210        0
ARCHSTONE-SMITH TRUST   S      COM              039583109     1124    23069 SH       DEFINED 01 10               0        0    23069
ARCHSTONE-SMITH TRUST SER A    COM              039583109       98     2000 SH       DEFINED 01 03               0        0     2000
ARCTIC CAT INC   S             COM              039670104     3707   154079 SH       DEFINED 01 02               0        0   154079
ARENA BRANDS INC   S           COM              03999M207     1386   111111 SH       DEFINED 01 02               0        0   111111
ARENA PHARMACEUTICALS INC   S  COM              040047102     4062   224267 SH       DEFINED 01 02               0    32040   192227
ARENA PHARMACEUTICALS INC   S  COM              040047102     1131    62440 SH       DEFINED 01 02 14            0    62440        0
ARENA PHARMACEUTICALS INC   S  COM              040047102      196    10800 SH       DEFINED 01 03               0    10800        0
ARENA RESOURCES INC   S        COM              040049108     3379    96790 SH       DEFINED 01 02               0     8790    88000
ARENA RESOURCES INC   S        COM              040049108      838    24000 SH       DEFINED 01 02 14            0    24000        0
ARENA RESOURCES INC   S        COM              040049108      150     4300 SH       DEFINED 01 03               0     4300        0
ARES CAPITAL CORP   S          COM              04010L103      955    55590 SH       DEFINED 01 02               0    21300    34290
ARES CAPITAL CORP   S          COM              04010L103     1011    58900 SH       DEFINED 01 02 14            0    58900        0
ARES CAPITAL CORP   S          COM              04010L103      186    10800 SH       DEFINED 01 03               0    10800        0
ARGONAUT GROUP INC   S         COM              040157109     2277    64058 SH       DEFINED 01 02               0     8850    55208
ARKANSAS BEST CORP   S         COM              040790107      164     4200 SH       DEFINED 01 03               0     4200        0
ARKANSAS BEST CORP   S         COM              040790107      898    22950 SH       DEFINED 01 02 14            0    22950        0
ARKANSAS BEST CORP   S         COM              040790107     8180   209115 SH       DEFINED 01 02               0     8410   200705
ARMOR HOLDINGS INC   S         COM              042260109     9090   155937 SH       DEFINED 01 02               0    14880   141057
ARMOR HOLDINGS INC   S         COM              042260109     1891    32450 SH       DEFINED 01 02 14            0    32450        0
ARMOR HOLDINGS INC   S         COM              042260109      367     6300 SH       DEFINED 01 03               0     6300        0
ARQULE INC   S                 COM              04269E107      838   145808 SH       DEFINED 01 02               0    27590   118218
ARRIS GROUP INC   S            COM              04269Q100     5644   410101 SH       DEFINED 01 02               0    22810   387291
ARROW ELECTRONICS INC   S      COM              042735100     1361    42183 SH       DEFINED 01 02               0     1100    41083
ARROW ELEC INC                 COM              042735100       74     2300 SH       DEFINED 01 03               0        0     2300
ARROW INTERNATIONAL INC   S    COM              042764100     1683    51500 SH       DEFINED 01 02               0        0    51500
ARTESYN TECHNOLOGIES INC   S   COM              043127109      927    84644 SH       DEFINED 01 02               0        0    84644
ARTHROCARE CORP   S            COM              043136100     3512    73442 SH       DEFINED 01 02               0        0    73442
ARVINMERITOR INC   S           COM              043353101     4106   275269 SH       DEFINED 01 02               0    21010   254259
ARVINMERITOR INC   S           COM              043353101      858    57510 SH       DEFINED 01 02 14            0    57510        0
ARVINMERITOR INC   S           COM              043353101      157    10500 SH       DEFINED 01 03               0    10500        0
ASBURY AUTOMOTIVE GROUP   S    COM              043436104     1914    97033 SH       DEFINED 01 02               0        0    97033
ASHFORD HOSPITALITY TRUST   S  COM              044103109     1127    90900 SH       DEFINED 01 02               0        0    90900
ASHLAND INC   S                COM              044209104     1003    14110 SH       DEFINED 01 03               0    14110        0
ASHLAND INC   S                COM              044209104     3020    42490 SH       DEFINED 01 10               0        0    42490
ASHLAND INC   S                COM              044209104     2868    40334 SH       DEFINED 01 02               0        0    40334
ASHLAND INC NEW                COM              044209104       85     1200 SH       DEFINED 01 03               0        0     1200
ASHWORTH INC   S               COM              04516H101      299    30120 SH       DEFINED 01 02               0        0    30120
ASPECT MEDICAL SYSTEMS INC   S COM              045235108     1003    36556 SH       DEFINED 01 02               0        0    36556
ASPEN TECHNOLOGY INC   S       COM              045327103      792    62552 SH       DEFINED 01 02               0        0    62552
ASSOCIATED ESTATES REALTY CP   COM              045604105     1666   148100 SH       DEFINED 01 02               0        0   148100
ASSURANT INC   S               COM              04621X108       29      590 SH       DEFINED 01 02               0      590        0
ASSURANT INC                   COM              04621X108       64     1300 SH       DEFINED 01 03               0        0     1300
ASTA FUNDING INC   S           COM              046220109      221     6636 SH       DEFINED 01 02               0        0     6636
ASTEC INDUSTRIES INC   S       COM              046224101     1347    37510 SH       DEFINED 01 02               0        0    37510
ASTORIA FINANCIAL CORP   S     COM              046265104       53     1718 SH       DEFINED 01 02               0      896      822
ASTRAZENECA PLC-ADR   FSUSD    COM              046353108     3529    70250 SH       DEFINED 01 02               0        0    70250
AT ROAD INC   S                COM              04648K105      399    78673 SH       DEFINED 01 02               0        0    78673
ASYST TECHNOLOGIES INC   S     COM              04648X107      558    53600 SH       DEFINED 01 02               0        0    53600
ATHEROS COMMUNICATIONS   S     COM              04743P108      663    25314 SH       DEFINED 01 02               0        0    25314
ATLAS AMERICA INC   S          COM              049167109      877    18325 SH       DEFINED 01 02               0     7010    11315
ATLAS AMERICA INC   S          COM              049167109      995    20800 SH       DEFINED 01 02 14            0    20800        0
ATLAS AMERICA INC   S          COM              049167109      184     3850 SH       DEFINED 01 03               0     3850        0
ATMEL CORP   S                 COM              049513104     1983   420103 SH       DEFINED 01 02               0        0   420103
ATMOS ENERGY CORP   S          COM              049560105     4465   169575 SH       DEFINED 01 02               0        0   169575
ATWOOD OCEANICS INC   S        COM              050095108     5393    53397 SH       DEFINED 01 02               0       50    53347
AUDIBLE INC COM USD0.01        COM              05069A302       92     8718 SH       DEFINED 01 10               0        0     8718
AUDIOVOX CORP   S              COM              050757103     1684   140967 SH       DEFINED 01 02               0        0   140967
AUTO DATA NETWORK INC          COM              05270Q104      285   282220 SH       DEFINED 01 02               0   282220        0
AUTODESK INC   S               COM              052769106     5190   134712 SH       DEFINED 01 02               0     1299   133413
AUTODESK INC   S               COM              052769106     1791    46514 SH       DEFINED 01 03               0    46514        0
AUTO DESK                      COM              052769106       39     1000 SH       DEFINED 01 03               0        0     1000
AUTOLIV INC   S                COM              052800109      113     2000 SH       DEFINED 01 02               0        0     2000
AUTOLIV INC   S                COM              052800109      509     9000 SH       DEFINED 01 10               0        0     9000
AUTOLIV INC                    COM              052800109       34      600 SH       DEFINED 01 03               0        0      600
AUTOLIV INC                    COM              052800109      108     1900 SH       DEFINED 01 03               0        0     1900
AUTOMATIC DATA PROCESSING   S  COM              053015103     5239   114699 SH       DEFINED 01 03               0   114699        0
AUTOMATIC DATA PROCESSING   S  COM              053015103    12942   283381 SH       DEFINED 01 10               0        0   283381
AUTOMATIC DATA PROCESSING   S  COM              053015103    30841   675206 SH       DEFINED 01 02               0      510   674696
AUTONATION INC   S             COM              05329W102      773    35855 SH       DEFINED 01 03               0    35855        0
AUTONATION INC   S             COM              05329W102     6887   319555 SH       DEFINED 01 02               0        0   319555
AUTOZONE INC   S               COM              053332102     8047    80706 SH       DEFINED 01 02               0        0    80706
AUTOZONE INC   S               COM              053332102     1090    10932 SH       DEFINED 01 03               0    10932        0
AVALONBAY COMMUNITIES INC   S  COM              053484101     5345    48984 SH       DEFINED 01 02               0      784    48200
AVAYA INC   S                  COM              053499109      278    24589 SH       DEFINED 01 02               0     1680    22909
AVAYA INC   S                  COM              053499109      933    82533 SH       DEFINED 01 03               0    82533        0
AVERY DENNISON CORP   S        COM              053611109     1278    21860 SH       DEFINED 01 03               0    21860        0
AVERY DENNISON CORP   S        COM              053611109    21231   363017 SH       DEFINED 01 02               0      749   362268
AVIALL INC   S                 COM              05366B102     2115    55560 SH       DEFINED 01 02               0        0    55560
AVID TECHNOLOGY INC   S        COM              05367P100     5353   123175 SH       DEFINED 01 02               0        0   123175
AVISTA CORP   S                COM              05379B107     2802   135692 SH       DEFINED 01 02               0        0   135692
AVNET INC   S                  COM              053807103      480    18886 SH       DEFINED 01 02               0        0    18886
AVOCENT CORPORATION   S        COM              053893103     2086    65701 SH       DEFINED 01 02               0    12430    53271
AVON PRODUCTS INC   S          COM              054303102    11251   360940 SH       DEFINED 01 02               0        0   360940
AVON PRODUCTS INC   S          COM              054303102     2779    89160 SH       DEFINED 01 03               0    89160        0
AXA   FSUSD                    COM              054536107        1       24 SH       DEFINED 01 05               0        0       24
AXCELIS TECHNOLOGIES INC   S   COM              054540109     1663   283801 SH       DEFINED 01 02               0        0   283801
AZTAR CORP   S                 COM              054802103    10345   246373 SH       DEFINED 01 02               0        0   246373
BB&T CORPORATION   S           COM              054937107     1349    34402 SH       DEFINED 01 02               0        0    34402
BB&T CORPORATION   S           COM              054937107     4153   105946 SH       DEFINED 01 03               0   105946        0
BB&T CORP                      COM              054937107       94     2400 SH       DEFINED 01 03               0        0     2400
BB&T CORP                      COM              054937107       56     1425 SH       DEFINED 01 03               0        0     1425
BCE INC   FSUSD                COM              05534B109       72     3000 SH       DEFINED 01 02               0        0     3000
BG GROUP PLC   FSUSD           COM              055434203      796    12690 SH       DEFINED 01 02               0        0    12690
BISYS GROUP INC/THE   S        COM              055472104     1477   109562 SH       DEFINED 01 02               0        0   109562
BJ SERVICES CO   S             COM              055482103    74436  2151321 SH       DEFINED 01 02               0   131979  2019342
BJ SERVICES CO   S             COM              055482103     3670   106055 SH       DEFINED 01 03               0   106055        0
BJ`S WHOLESALE CLUB INC   S    COM              05548J106     3614   114700 SH       DEFINED 01 02               0        0   114700
BOK FINANCIAL CORPORATION   S  COM              05561Q201     3472    73020 SH       DEFINED 01 02               0      320    72700
BP PLC ADR   FSUSD             COM              055622104     6894   100000 SH       DEFINED 01 10               0        0   100000
BP PLC ADR   FSUSD             COM              055622104      193     2800 SH       DEFINED 01 03               0        0     2800
BP PLC ADR   FSUSD             COM              055622104   141237  2048683 SH       DEFINED 01 02               0        0  2048683
BP P L C                       COM              055622104      159     2300 SH       DEFINED 01 03               0        0     2300
BRE PROPERTIES   S             COM              05564E106     1753    31300 SH       DEFINED 01 02               0        0    31300
BT GROUP PLC SPN ADR   FSUSD   COM              05577E101      621    16000 SH       DEFINED 01 02               0        0    16000
BMC SOFTWARE INC   S           COM              055921100    60850  2809316 SH       DEFINED 01 02               0    35712  2773604
BMC SOFTWARE INC   S           COM              055921100     2459   113529 SH       DEFINED 01 03               0   113529        0
BTU INTERNATIONAL INC   S      COM              056032105      778    47338 SH       DEFINED 01 02               0        0    47338
BAKER MICHAEL CORP             COM              057149106       42     1500 SH       DEFINED 01 03               0        0     1500
BAKER HUGHES INC   S           COM              057224107     6857   100245 SH       DEFINED 01 03               0   100245        0
BAKER HUGHES INC   S           COM              057224107    45608   666891 SH       DEFINED 01 10               0        0   666891
BAKER HUGHES INC   S           COM              057224107   210283  3074257 SH       DEFINED 01 02               0    40329  3033928
BAKERS FOOTWEAR GROUP INC   S  COM              057465106      427    19751 SH       DEFINED 01 02               0        0    19751
BALCHEM CORP                   COM              057665200      131     5700 SH       DEFINED 01 03               0        0     5700
BALDOR ELECTRIC   S            COM              057741100     3547   104732 SH       DEFINED 01 02               0        0   104732
BALL CORP   S                  COM              058498106     3742    85404 SH       DEFINED 01 02               0      510    84894
BALL CORP   S                  COM              058498106      905    20638 SH       DEFINED 01 03               0    20638        0
BALLARD POWER SYSTEMS INC   FS COM              05858H104    10927  1611557 SH       DEFINED 01 02               0        0  1611557
BALLARD POWER SYSTEMS INC   FS COM              05858H104      157    23200 SH       DEFINED 01 03               0    23200        0
BALLY TOTAL FITNESS HLDGS   S  COM              05873K108      669    71400 SH       DEFINED 01 02               0        0    71400
BANCFIRST CORP.   S            COM              05945F103     1246    28550 SH       DEFINED 01 02 14            0    28550        0
BANCFIRST CORP.   S            COM              05945F103      242     5550 SH       DEFINED 01 03               0     5550        0
BANCFIRST CORP.   S            COM              05945F103     1350    30969 SH       DEFINED 01 02               0    10200    20769
BANCO BRADESCO-SPONSORED ADR   COM              059460303      222     6172 SH       DEFINED 01 10               0        0     6172
BANCO SANTANDER-CHILE-ADR      COM              05965X109     3821    87829 SH       DEFINED 01 10               0        0    87829
BANCOLOMBIA S.A.-SPONS ADR   F COM              05968L102     5847   167548 SH       DEFINED 01 02 10            0        0   167548
BANCOLOMBIA S.A.-SPONS ADR   F COM              05968L102    11387   326661 SH       DEFINED 01 10               0        0   326661
BANCORPSOUTH INC   S           COM              059692103     6529   271975 SH       DEFINED 01 02               0    29080   242895
BANCORPSOUTH INC   S           COM              059692103     1935    80540 SH       DEFINED 01 02 14            0    80540        0
BANCORPSOUTH INC   S           COM              059692103      351    14600 SH       DEFINED 01 03               0    14600        0
BANCORP INC/THE   S            COM              05969A105     2686   109411 SH       DEFINED 01 02               0        0   109411
BANDAG INC   S                 COM              059815100      483    11528 SH       DEFINED 01 02               0        0    11528
BANK OF AMERICA CORP   S       COM              060505104     5310   116611 SH       DEFINED 01 02 10            0        0   116611
BANK OF AMERICA CORP   S       COM              060505104    44326   973354 SH       DEFINED 01 03               0   973354        0
BANK OF AMERICA CORP   S       COM              060505104   126449  2777923 SH       DEFINED 01 10               0        0  2777923
BANK OF AMERICA CORP   S       COM              060505104   625564 13736573 SH       DEFINED 01 02               0    31430 13705143
BANK AMER CORP                 COM              060505104      906    19900 SH       DEFINED 01 03               0        0    19900
BANK AMER CORP                 COM              060505104       57     1250 SH       DEFINED 01 03               0        0     1250
BANK AMER CORP                 COM              060505104       73     1600 SH       DEFINED 01 03               0        0     1600
BANK OF HAWAII CORP   S        COM              062540109    12188   228631 SH       DEFINED 01 02               0      530   228101
BANK OF NEW YORK CO INC   S    COM              064057102   148161  4111026 SH       DEFINED 01 02               0    10133  4100893
BANK OF NEW YORK CO INC   S    COM              064057102     6467   179445 SH       DEFINED 01 03               0   179445        0
BANK NEW YORK INC              COM              064057102       58     1600 SH       DEFINED 01 03               0        0     1600
BANKATLANTIC CL A   S          COM              065908501     1355    94180 SH       DEFINED 01 02               0        0    94180
BANKRATE INC   S               COM              06646V108      318     7302 SH       DEFINED 01 02               0        0     7302
BANKUNITED FINANCIAL   S       COM              06652B103     4411   163109 SH       DEFINED 01 02               0        0   163109
BANTA CORP   S                 COM              066821109      659    12673 SH       DEFINED 01 02               0        0    12673
BARD (C.R.) INC   S            COM              067383109      388     5716 SH       DEFINED 01 02               0        0     5716
BARD (C.R.) INC   S            COM              067383109     1395    20576 SH       DEFINED 01 03               0    20576        0
BARNES & NOBLE INC   S         COM              067774109     1431    30942 SH       DEFINED 01 02               0      900    30042
BARNES GROUP INC   S           COM              067806109     5205   128507 SH       DEFINED 01 02               0     9880   118627
BARNES GROUP INC   S           COM              067806109     1109    27380 SH       DEFINED 01 02 14            0    27380        0
BARNES GROUP INC   S           COM              067806109      190     4700 SH       DEFINED 01 03               0     4700        0
BARRICK GOLD CORP   FSUSD      COM              067901108     9865   362181 SH       DEFINED 01 02               0        0   362181
BARR PHARMACEUTICALS INC   S   COM              068306109      243     3858 SH       DEFINED 01 10               0        0     3858
BARR PHARMACEUTICALS INC   S   COM              068306109     2899    46030 SH       DEFINED 01 02               0        0    46030
BARR PHARMACEUTICALS INC   S   COM              068306109     1318    20925 SH       DEFINED 01 03               0    20925        0
BILL BARRETT CORP   S          COM              06846N104     1467    45000 SH       DEFINED 01 02               0    45000        0
BASIC ENERGY SERVICES INC   S  COM              06985P100      299    10020 SH       DEFINED 01 02               0        0    10020
BASSETT FURNITURE INDS   S     COM              070203104      494    24759 SH       DEFINED 01 02               0        0    24759
BAUSCH & LOMB INC   S          COM              071707103     1772    27818 SH       DEFINED 01 02               0        0    27818
BAUSCH & LOMB INC   S          COM              071707103      678    10644 SH       DEFINED 01 03               0    10644        0
BAXTER INTERNATIONAL INC.   S  COM              071813109     1959    50500 SH       DEFINED 01 10               0        0    50500
BAXTER INTERNATIONAL INC.   S  COM              071813109     5027   129519 SH       DEFINED 01 03               0   129519        0
BAXTER INTERNATIONAL INC.   S  COM              071813109   136886  3527071 SH       DEFINED 01 02               0     1779  3525292
BE AEROSPACE INC   S           COM              073302101     8171   325245 SH       DEFINED 01 02               0     8730   316515
BEA SYSTEMS INC   S            COM              073325102     1981   150819 SH       DEFINED 01 02               0     1190   149629
BEA SYSTEMS INC   S            COM              073325102       19     1430 SH       DEFINED 01 03               0     1430        0
BEACON ROOFING SUPPLY INC   S  COM              073685109     3869    95200 SH       DEFINED 01 02               0        0    95200
BEAR STEARNS COMPANIES INC     COM              073902108     6374    46000 SH       DEFINED 01 10               0        0    46000
BEAR STEARNS COMPANIES INC     COM              073902108     4883    35206 SH       DEFINED 01 02               0      671    34535
BEAR STEARNS COMPANIES INC     COM              073902108     3509    25301 SH       DEFINED 01 02 10            0        0    25301
BEAR STEARNS COMPANIES INC     COM              073902108     3275    23611 SH       DEFINED 01 03               0    23611        0
BEAR STEARNS CO                COM              073902108       55      400 SH       DEFINED 01 03               0        0      400
BEARINGPOINT INC   S           COM              074002106      112    13200 SH       DEFINED 01 03               0    13200        0
BEARINGPOINT INC   S           COM              074002106     1484   174879 SH       DEFINED 01 02               0    28200   146679
BEARINGPOINT INC   S           COM              074002106      664    78250 SH       DEFINED 01 02 14            0    78250        0
BEASLEY BROADCAST GRP INC -A   COM              074014101      970    80000 SH       DEFINED 01 02               0        0    80000
BEAZER HOMES USA INC.   S      COM              07556Q105     3051    46438 SH       DEFINED 01 02               0     5623    40815
BEAZER HOMES USA INC.   S      COM              07556Q105    17850   271695 SH       DEFINED 01 10               0        0   271695
BEAZER HOMES USA INC           COM              07556Q105       84     1275 SH       DEFINED 01 03               0        0     1275
BECTON DICKINSON & CO   S      COM              075887109     4881    79262 SH       DEFINED 01 02               0      519    78743
BECTON DICKINSON & CO   S      COM              075887109     3014    48949 SH       DEFINED 01 03               0    48949        0
BED BATH & BEYOND INC   S      COM              075896100     2185    56901 SH       DEFINED 01 03               0    56901        0
BED BATH & BEYOND INC   S      COM              075896100     2238    58267 SH       DEFINED 01 02               0        0    58267
BEDFORD PROPERTY INVESTORS   S COM              076446301      475    17651 SH       DEFINED 01 02               0        0    17651
BEL FUSE INC   S               COM              077347300      860    24540 SH       DEFINED 01 02               0        0    24540
BELDEN CDT INC   S             COM              077454106     2473    90813 SH       DEFINED 01 02               0        0    90813
BELL MICROPRODUCTS INC   S     COM              078137106      484    78570 SH       DEFINED 01 02               0        0    78570
BELLSOUTH CORP   S             COM              079860102   292031  8428100 SH       DEFINED 01 02               0    17175  8410925
BELLSOUTH CORP   S             COM              079860102    14112   407246 SH       DEFINED 01 03               0   407246        0
BELLSOUTH CORP                 COM              079860102       76     2200 SH       DEFINED 01 03               0        0     2200
BELLSOUTH CORP                 COM              079860102      166     4800 SH       DEFINED 01 03               0        0     4800
BELO CORP   S                  COM              080555105      596    30000 SH       DEFINED 01 02               0        0    30000
BEMA GOLD CORP   FSUSD         COM              08135F107     2437   550000 SH       DEFINED 01 02               0        0   550000
BEMIS COMPANY   S              COM              081437105     1477    46736 SH       DEFINED 01 02               0        0    46736
BEMIS COMPANY   S              COM              081437105      658    20834 SH       DEFINED 01 03               0    20834        0
BENCHMARK ELECTRONICS INC   S  COM              08160H101     7028   183265 SH       DEFINED 01 02               0     4310   178955
BENIHANA INC CL-A              COM              082047200      148     4800 SH       DEFINED 01 03               0        0     4800
WR BERKLEY CORP   S            COM              084423102     1758    30274 SH       DEFINED 01 02               0      415    29859
BERKELY W R CORP               COM              084423102       58     1000 SH       DEFINED 01 03               0        0     1000
BERKSHIRE HATHAWAY INC-CL B    COM              084670207    42376    14069 SH       DEFINED 01 02               0        0    14069
BERKSHIRE HATHAWAY INC-CL B    COM              084670207    59843    19895 SH       DEFINED 01 10               0        0    19895
BERKSHIRE HILLS BANCORP INC    COM              084680107     1263    36149 SH       DEFINED 01 02               0        0    36149
BERRY PETROLEUM CO-CL A   S    COM              085789105     1667    24350 SH       DEFINED 01 02               0        0    24350
BEST BUY CO INC   S            COM              086516101    40514   724361 SH       DEFINED 01 02               0    11574   712787
BEST BUY CO INC   S            COM              086516101     4505    80548 SH       DEFINED 01 03               0    80548        0
BEVERLY HILLS BANCORP          COM              087866109       68     6400 SH       DEFINED 01 03               0        0     6400
BHP BILLITON LTD   FSUSD       COM              088606108     1893    47500 SH       DEFINED 01 02               0        0    47500
BHP BILLITON LTP-SPON ADR      COM              088606108       40     1000 SH       DEFINED 01 03               0        0     1000
BIG LOTS INC   S               COM              089302103    38779  2777823 SH       DEFINED 01 03               0  2777823        0
BIG LOTS INC   S               COM              089302103     1730   123921 SH       DEFINED 01 02               0        0   123921
BIO-RAD LABORATORIES-CL A   S  COM              090572207      339     5433 SH       DEFINED 01 02               0        0     5433
BIO CRYST PHARMACEUTICAL       COM              09058V103       81     4500 SH       DEFINED 01 02               0     4500        0
BIOMET INC   S                 COM              090613100    31055   874308 SH       DEFINED 01 02               0    14309   859999
BIOMET INC   S                 COM              090613100     1776    50000 SH       DEFINED 01 02 10            0        0    50000
BIOMET INC   S                 COM              090613100     2966    83524 SH       DEFINED 01 03               0    83524        0
BIOMET INC   S                 COM              090613100     6065   170700 SH       DEFINED 01 10               0        0   170700
BIOMARIN PHARMACEUTICAL INC    COM              09061G101     5313   395882 SH       DEFINED 01 02               0    19970   375912
BIOGEN IDEC INC   S            COM              09062X103   116925  2482506 SH       DEFINED 01 02               0    13121  2469385
BIOGEN IDEC INC   S            COM              09062X103     4463    94749 SH       DEFINED 01 03               0    94749        0
BIOMED REALTY TRUST INC   S    COM              09063H107     4052   136729 SH       DEFINED 01 02               0        0   136729
BIOLASE TECHNOLOGY INC   S     COM              090911108     1186   124180 SH       DEFINED 01 02               0        0   124180
BIOSITE INC   S                COM              090945106     1896    36505 SH       DEFINED 01 02               0        0    36505
BLACK & DECKER CORP            COM              091797100      400     4594 SH       DEFINED 01 02               0      340     4254
BLACK & DECKER CORP            COM              091797100     1330    15310 SH       DEFINED 01 03               0    15310        0
BLACK BOX CORPORATION   S      COM              091826107      178     3700 SH       DEFINED 01 03               0     3700        0
BLACK BOX CORPORATION   S      COM              091826107     6605   137464 SH       DEFINED 01 02               0     7730   129734
BLACK BOX CORPORATION   S      COM              091826107     1029    21420 SH       DEFINED 01 02 14            0    21420        0
BLACKBOARD INC   S             COM              091935502      888    31261 SH       DEFINED 01 02               0     8350    22911
BLACK HILLS CORP   S           COM              092113109      514    15133 SH       DEFINED 01 02               0        0    15133
BLACKBAUD INC   S              COM              09227Q100       31     1448 SH       DEFINED 01 02               0        0     1448
BLACKROCK INC   S              COM              09247X101    53070   379067 SH       DEFINED 01 02               0        0   379067
BLACKROCK INC   S              COM              09247X101       14       97 SH       DEFINED 01 03               0       97        0
BLAIR CORP   S                 COM              092828102      128     3106 SH       DEFINED 01 02               0        0     3106
H&R BLOCK INC   S              COM              093671105    16467   760600 SH       DEFINED 01 02               0        0   760600
H&R BLOCK INC   S              COM              093671105     1404    64842 SH       DEFINED 01 03               0    64842        0
BLOCKBUSTER INC-CL A   S       COM              093679108      151    37740 SH       DEFINED 01 02               0        0    37740
BLOCKBUSTER INC-CL A   S       COM              093679108       37     9380 SH       DEFINED 01 03               0     9380        0
BLOUNT INTERNATIONAL INC 00.00 COM              095180105      493    30627 SH       DEFINED 01 02               0        0    30627
BLUE COAT SYSTEMS INC   S      COM              09534T508      748    34389 SH       DEFINED 01 02               0        0    34389
BLUE NILE INC   S              COM              09578R103      743    21111 SH       DEFINED 01 02               0     3084    18027
BLUE NILE INC   S              COM              09578R103      526    14941 SH       DEFINED 01 03               0    14941        0
BLUEGREEN CORP   S             COM              096231105     1704   128985 SH       DEFINED 01 02               0        0   128985
BLUELINX HOLDINGS INC   S      COM              09624H109      289    18093 SH       DEFINED 01 02               0        0    18093
BLYTH INC   S                  COM              09643P108      470    22377 SH       DEFINED 01 02               0        0    22377
BOB EVANS FARMS   S            COM              096761101     2474    83239 SH       DEFINED 01 02               0        0    83239
BOEING CO   S                  COM              097023105   154757  1985857 SH       DEFINED 01 02               0    10570  1975287
BOEING CO   S                  COM              097023105    38369   492423 SH       DEFINED 01 10               0        0   492423
BOEING CO   S                  COM              097023105    12359   158593 SH       DEFINED 01 03               0   158593        0
BOEING CO                      COM              097023105      140     1800 SH       DEFINED 01 03               0        0     1800
BON-TON STORES INC/THE   S     COM              09776J101      474    14657 SH       DEFINED 01 02               0        0    14657
BOOKHAM INC                    COM              09856E105      198    20706 SH       DEFINED 01 02               0    20706        0
BORDERS GROUP INC   S          COM              099709107     1695    67137 SH       DEFINED 01 02               0        0    67137
BORGWARNER INC   S             COM              099724106     2517    41921 SH       DEFINED 01 02               0        0    41921
BORG WARNER INC                COM              099724106      132     2200 SH       DEFINED 01 03               0        0     2200
BOSTON BEER   S                COM              100557107      211     8100 SH       DEFINED 01 03               0     8100        0
BOSTON BEER   S                COM              100557107     5948   228720 SH       DEFINED 01 02               0    25520   203200
BOSTON BEER   S                COM              100557107     1132    43540 SH       DEFINED 01 02 14            0    43540        0
BOSTON PRIVATE FINL HOLDING    COM              101119105     5422   160474 SH       DEFINED 01 02               0        0   160474
BOSTON PROPERTIES INC   S      COM              101121101      904     9700 SH       DEFINED 01 10               0        0     9700
BOSTON PROPERTIES INC   S      COM              101121101    11084   118859 SH       DEFINED 01 02               0        0   118859
BOSTON PROPERTIES INC          COM              101121101       47      500 SH       DEFINED 01 03               0        0      500
BOSTON SCIENTIFIC CORP   S     COM              101137107   208248  9034620 SH       DEFINED 01 02               0     1367  9033253
BOSTON SCIENTIFIC CORP   S     COM              101137107     2752   119389 SH       DEFINED 01 03               0   119389        0
BOTTOMLINE TECHNOLOGIES INC    COM              101388106     2089   152131 SH       DEFINED 01 02               0        0   152131
BOWATER INC   S                COM              102183100    27432   927441 SH       DEFINED 01 02               0      794   926647
BOWATER INC   S                COM              102183100      425    14380 SH       DEFINED 01 03               0    14380        0
BOWNE & CO INC   S             COM              103043105     2901   174035 SH       DEFINED 01 02               0        0   174035
BOYKIN LODGING COMPANY   S     COM              103430104     3432   303980 SH       DEFINED 01 02               0      290   303690
BOYKIN LODGING CO              COM              103430104       73     6500 SH       DEFINED 01 03               0        0     6500
BRADLEY PHARMACEUTICALS INC    COM              104576103      473    31805 SH       DEFINED 01 02               0        0    31805
BRADY CORP   S                 COM              104674106    16030   427944 SH       DEFINED 01 02               0        0   427944
BRADY CORP   S                 COM              104674106     1281    34210 SH       DEFINED 01 02 14            0        0    34210
BRADY CORP   S                 COM              104674106      240     6400 SH       DEFINED 01 03               0        0     6400
BRANDYWINE REALTY TRUST   S    COM              105368203     5640   177579 SH       DEFINED 01 02               0        0   177579
BRASIL TELECOM PAR SPON ADR RE COM              105530109     4081   112629 SH       DEFINED 01 10               0        0   112629
BREAKWATER RESOURCES LTD       COM              106902307       69    62100 SH       DEFINED 01 02               0    62100        0
BRIGGS & STRATTON   S          COM              109043109     3840   108558 SH       DEFINED 01 02               0        0   108558
BRIGHAM EXPLORATION COMPANY    COM              109178103       22     2500 SH       DEFINED 01 03               0        0     2500
BRIGHT HORIZONS FAMILY SOLUT   COM              109195107      144     3721 SH       DEFINED 01 10               0        0     3721
BRIGHTPOINT INC   S            COM              109473405     4865   156626 SH       DEFINED 01 02               0     6430   150196
BRIGHTPOINT INC   S            COM              109473405      558    17970 SH       DEFINED 01 02 14            0    17970        0
BRIGHTPOINT INC   S            COM              109473405      102     3300 SH       DEFINED 01 03               0     3300        0
BRINKER INTERNATIONAL INC   S  COM              109641100    32648   772736 SH       DEFINED 01 02               0    20541   752195
BRINKER INTERNATIONAL INC   S  COM              109641100     1132    26799 SH       DEFINED 01 03               0    26799        0
BRISTOL-MYERS SQUIBB CO   S    COM              110122108   291337 11838183 SH       DEFINED 01 02               0   125705 11712478
BRISTOL-MYERS SQUIBB CO   S    COM              110122108     9581   389300 SH       DEFINED 01 03               0   389300        0
BRISTOL-MYERS SQUIBB CO   S    COM              110122108     2466   100169 SH       DEFINED 01 10               0        0   100169
BRISTOL MYERS SQUIBB           COM              110122108       47     1900 SH       DEFINED 01 03               0        0     1900
BRISTOL WEST HOLDINGS INC   S  COM              11037M105     5998   311558 SH       DEFINED 01 02               0        0   311558
BRISTOW GROUP INC   S          COM              110394103     1653    53468 SH       DEFINED 01 02               0        0    53468
BROADCOM CORP   S              COM              111320107    84412  1955825 SH       DEFINED 01 02               0    60433  1895392
BROADCOM CORP   S              COM              111320107     5465   126605 SH       DEFINED 01 03               0   126605        0
BROADWING CORP   S             COM              11161E101     4036   273800 SH       DEFINED 01 02               0        0   273800
BROCADE COMMUNICATIONS SYS   S COM              111621108     4698   703260 SH       DEFINED 01 02               0    81210   622050
BROCADE COMMUNICATIONS SYS   S COM              111621108     1495   223800 SH       DEFINED 01 02 14            0   223800        0
BROCADE COMMUNICATIONS SYS   S COM              111621108      262    39200 SH       DEFINED 01 03               0    39200        0
BROOKDALE SENIOR LIVING INC    COM              112463104       23      620 SH       DEFINED 01 02               0        0      620
BROOKFIELD HOMES CORP   S      COM              112723101     1596    30771 SH       DEFINED 01 02               0        0    30771
BROOKFIELD PROPERTIES CORP   F COM              112900105     5211   152600 SH       DEFINED 01 02               0        0   152600
BROOKLINE BANCORP INC   S      COM              11373M107     4732   305502 SH       DEFINED 01 02               0        0   305502
BROOKS AUTOMATION INC   S      COM              114340102     2564   180068 SH       DEFINED 01 02               0        0   180068
BROWN-FORMAN CORP   S          COM              115637100     4148    53000 SH       DEFINED 01 02               0        0    53000
BROWN-FORMAN CORP -CL B   S    COM              115637209      427     5556 SH       DEFINED 01 02               0        0     5556
BROWN-FORMAN CORP -CL B   S    COM              115637209     1267    16456 SH       DEFINED 01 03               0        0    16456
BROWN-FORMAN CORP -CL B   S    COM              115637209    24516   318560 SH       DEFINED 01 10               0        0   318560
BROWN SHOE COMPANY INC   S     COM              115736100     4172    79493 SH       DEFINED 01 02               0        0    79493
BRUNSWICK CORP   S             COM              117043109    12301   316517 SH       DEFINED 01 02               0        0   316517
BRUNSWICK CORP   S             COM              117043109      731    18801 SH       DEFINED 01 03               0    18801        0
BRUSH ENGINEERED MATERIALS   S COM              117421107      796    40285 SH       DEFINED 01 02               0        0    40285
BRYN MAWR BK CORP              COM              117665109       86     3900 SH       DEFINED 01 03               0        0     3900
BUCKEYE TECHNOLOGIES INC   S   COM              118255108      627    69334 SH       DEFINED 01 02               0        0    69334
BUCKLE INC.   S                COM              118440106     3917    95670 SH       DEFINED 01 02               0        0    95670
BUCYRUS INTERNATIONAL INC-A    COM              118759109     2252    46728 SH       DEFINED 01 02               0        0    46728
BUFFALO WILD WINGS INC   S     COM              119848109      641    15410 SH       DEFINED 01 02               0     2250    13160
BUFFALO WILD WINGS INC   S     COM              119848109      422    10153 SH       DEFINED 01 03               0    10153        0
BUILD-A-BEAR WORKSHOP INC   S  COM              120076104      293     9560 SH       DEFINED 01 02               0        0     9560
BUILDERS FIRSTSOURCE INC   S   COM              12008R107     1789    78822 SH       DEFINED 01 02               0        0    78822
BUILDERS FIRSTSOURCE INC   S   COM              12008R107      750    33040 SH       DEFINED 01 02 14            0        0    33040
BUILDERS FIRSTSOURCE INC   S   COM              12008R107      136     6000 SH       DEFINED 01 03               0        0     6000
BUILDING MATERIAL HOLDING CP   COM              120113105     6753   189492 SH       DEFINED 01 02               0        0   189492
BURLINGTON COAT FACTORY WRHS   COM              121579106     2450    53903 SH       DEFINED 01 02               0        0    53903
BURLINGTON NORTHERN SANTA FE   COM              12189T104    26666   320000 SH       DEFINED 01 10               0        0   320000
BURLINGTON NORTHERN SANTA FE   COM              12189T104     6649    79797 SH       DEFINED 01 03               0    79797        0
BURLINGTON NORTHERN SANTA FE   COM              12189T104   135514  1626236 SH       DEFINED 01 02               0     1451  1624785
BURLINGTON NORTHERN INC        COM              12189T104      150     1800 SH       DEFINED 01 03               0        0     1800
BURLINGTON NORTHERN INC        COM              12189T104       67      800 SH       DEFINED 01 03               0        0      800
BURLINGTON RESOURCES INC   S   COM              122014103    45915   499565 SH       DEFINED 01 02               0     1705   497860
BURLINGTON RESOURCES INC   S   COM              122014103     7376    80254 SH       DEFINED 01 03               0    80254        0
BURLINGTON RESOURCES           COM              122014103      129     1400 SH       DEFINED 01 03               0        0     1400
C&D TECHNOLOGIES INC   S       COM              124661109      492    53238 SH       DEFINED 01 02               0        0    53238
C AND D TECHNOLOGIES           COM              124661109      173    18700 SH       DEFINED 01 03               0        0    18700
CBIZ INC   S                   COM              124805102     1251   156390 SH       DEFINED 01 02 14            0   156390        0
CBIZ INC   S                   COM              124805102     1252   156433 SH       DEFINED 01 02               0    56980    99453
CBIZ INC   S                   COM              124805102      228    28500 SH       DEFINED 01 03               0    28500        0
CBL & ASSOCIATES PROPERTIES    COM              124830100     1320    31096 SH       DEFINED 01 02               0      750    30346
CBS CORP-CL A   S              COM              124857103     2411   100000 SH       DEFINED 01 02               0        0   100000
CBS CORP-CLASS B   S           COM              124857202     1103    46000 SH       DEFINED 01 10               0        0    46000
CBS CORP-CLASS B   S           COM              124857202     3875   161592 SH       DEFINED 01 03               0        0   161592
CBS CORP-CLASS B   S           COM              124857202    43508  1814286 SH       DEFINED 01 02               0        0  1814286
CBS CORP CLASS B               COM              124857202       92     3850 SH       DEFINED 01 03               0        0     3850
CB RICHARD ELLIS GROUP INC-A   COM              12497T101     7262    89988 SH       DEFINED 01 02 10            0        0    89988
CB RICHARD ELLIS GROUP INC-A   COM              12497T101     2859    35430 SH       DEFINED 01 02               0      300    35130
CB RICHARD ELLIS GROUP INC-A   COM              12497T101    81162  1007579 SH       DEFINED 01 10               0        0  1007579
C-COR INC   S                  COM              125010108      877   100321 SH       DEFINED 01 02               0        0   100321
CDI CORP   S                   COM              125071100      772    26839 SH       DEFINED 01 02               0        0    26839
CDW CORP   S                   COM              12512N105       17      295 SH       DEFINED 01 03               0      295        0
CEC ENTERTAINMENT INC   S      COM              125137109     8648   257251 SH       DEFINED 01 02               0        0   257251
CH ENERGY GROUP INC   S        COM              12541M102     6275   130736 SH       DEFINED 01 02               0        0   130736
C.H. ROBINSON WORLDWIDE INC    COM              12541W209    44352   903492 SH       DEFINED 01 03               0   903492        0
C.H. ROBINSON WORLDWIDE INC    COM              12541W209    20054   408536 SH       DEFINED 01 02               0    21931   386605
CIGNA CORP   S                 COM              125509109    58711   449485 SH       DEFINED 01 02               0     2763   446722
CIGNA CORP   S                 COM              125509109     5589    42791 SH       DEFINED 01 10               0        0    42791
CIGNA CORP   S                 COM              125509109     3130    23959 SH       DEFINED 01 03               0    23959        0
CIGNA CORP                     COM              125509109      104      800 SH       DEFINED 01 03               0        0      800
CIT GROUP INC   S              COM              125581108    64455  1204568 SH       DEFINED 01 10               0        0  1204568
CIT GROUP INC   S              COM              125581108     9643   180198 SH       DEFINED 01 02               0     2397   177801
CIT GROUP INC   S              COM              125581108     2116    39530 SH       DEFINED 01 03               0    39530        0
CIT GROUP INC                  COM              125581108      112     2100 SH       DEFINED 01 03               0        0     2100
CKE RESTAURANTS INC   S        COM              12561E105     2496   144000 SH       DEFINED 01 10               0        0   144000
CKE RESTAURANTS INC   S        COM              12561E105     1016    58400 SH       DEFINED 01 02               0        0    58400
CLECO CORPORATION   S          COM              12561W105    11637   521239 SH       DEFINED 01 02               0    35950   485289
CLECO CORPORATION   S          COM              12561W105     2204    98640 SH       DEFINED 01 02 14            0    98640        0
CLECO CORPORATION   S          COM              12561W105      397    17800 SH       DEFINED 01 03               0    17800        0
CMS ENERGY CORP   S            COM              125896100      566    43690 SH       DEFINED 01 03               0    43690        0
CMS ENERGY CORP   S            COM              125896100     8775   677616 SH       DEFINED 01 02               0     5194   672422
CPI CORP   S                   COM              125902106     4385   214966 SH       DEFINED 01 03               0   214966        0
CPI CORP   S                   COM              125902106      231    11332 SH       DEFINED 01 02               0        0    11332
CSK AUTO CORP   S              COM              125965103     2497   180000 SH       DEFINED 01 02               0        0   180000
CNA FINANCIAL CORP   S         COM              126117100       20      630 SH       DEFINED 01 02               0      630        0
CNA SURETY CORP.   S           COM              12612L108       19     1120 SH       DEFINED 01 02               0        0     1120
CNF INC   S                    COM              12612W104     1473    29500 SH       DEFINED 01 02               0        0    29500
CNOOC LTD   FSUSD              COM              126132109      895    11443 SH       DEFINED 01 02               0        0    11443
CNS INC   S                    COM              126136100     1940    90081 SH       DEFINED 01 02               0        0    90081
CNET NETWORKS INC.   S         COM              12613R104     5159   363193 SH       DEFINED 01 02               0    21636   341557
CNET NETWORKS INC.   S         COM              12613R104      877    61688 SH       DEFINED 01 03               0    61688        0
CNX GAS CORP   S               COM              12618H309      791    30430 SH       DEFINED 01 02               0        0    30430
CRA INTERNATIONAL INC   S      COM              12618T105      798    16200 SH       DEFINED 01 02               0        0    16200
CSG SYSTEMS   S                COM              126349109     7830   336591 SH       DEFINED 01 02               0    30860   305731
CSG SYSTEMS   S                COM              126349109     1103    47450 SH       DEFINED 01 02 14            0    47450        0
CSG SYSTEMS   S                COM              126349109      165     7100 SH       DEFINED 01 03               0     7100        0
CSX CORP   S                   COM              126408103    41787   698797 SH       DEFINED 01 02               0      790   698007
CSX CORP   S                   COM              126408103     4142    69260 SH       DEFINED 01 03               0    69260        0
CSX CORP                       COM              126408103      251     4200 SH       DEFINED 01 03               0        0     4200
CT COMMUNICATIONS INC   S      COM              126426402      467    34400 SH       DEFINED 01 02               0        0    34400
CTS CORP   S                   COM              126501105     4633   346276 SH       DEFINED 01 02               0        0   346276
CVS CORP   S                   COM              126650100     4832   161752 SH       DEFINED 01 03               0   161752        0
CVS CORP   S                   COM              126650100     8955   300000 SH       DEFINED 01 10               0        0   300000
CVS CORP   S                   COM              126650100    47946  1605140 SH       DEFINED 01 02               0    19518  1585622
CV THERAPEUTICS INC   S        COM              126667104     2426   109880 SH       DEFINED 01 02               0     7980   101900
CV THERAPEUTICS INC   S        COM              126667104      380    17267 SH       DEFINED 01 10               0        0    17267
CA INC   S                     COM              12673P105    20268   744908 SH       DEFINED 01 02               0      436   744472
CA INC   S                     COM              12673P105     2780   102147 SH       DEFINED 01 03               0   102147        0
CABELA'S INC   S               COM              126804301      578    28182 SH       DEFINED 01 02               0        0    28182
CABLEVISION SYS NY GRP   S     COM              12686C109   109712  4109086 SH       DEFINED 01 02               0      245  4108841
CABLEVISION SYS NY GRP   S     COM              12686C109       22      807 SH       DEFINED 01 03               0      807        0
CABOT CORP   S                 COM              127055101      119     3491 SH       DEFINED 01 03               0     3491        0
CABOT CORP   S                 COM              127055101    12463   366643 SH       DEFINED 01 02               0        0   366643
CABOT OIL & GAS CORP   S       COM              127097103     7158   149347 SH       DEFINED 01 02               0        0   149347
CABOT MICROELECTRONICS CORP    COM              12709P103      735    19818 SH       DEFINED 01 02               0        0    19818
CACI INTERNATIONAL   S         COM              127190304     6289    95656 SH       DEFINED 01 02               0        0    95656
CADBURY SCHWEPPE ADR   FSUSD   COM              127209302     4120   103000 SH       DEFINED 01 02               0        0   103000
CADBURY SCHWEPPES ADR          COM              127209302       71     1775 SH       DEFINED 01 03               0        0     1775
CADENCE DESIGN SYS INC   S     COM              127387108    32775  1772527 SH       DEFINED 01 02               0     4759  1767768
CADENCE DESIGN SYS INC   S     COM              127387108       19     1040 SH       DEFINED 01 03               0     1040        0
CADENCE RESOURCES CORP         COM              12738N103       50     9300 SH       DEFINED 01 03               0        0     9300
CALAMOS ASSET MANAGEMENT-A   S COM              12811R104     3362    89900 SH       DEFINED 01 02               0        0    89900
CALAMP CORP   S                COM              128126109      202    17241 SH       DEFINED 01 02               0        0    17241
CALIFORNIA PIZZA KITCHEN INC   COM              13054D109     1600    49325 SH       DEFINED 01 02               0        0    49325
CALIPER LIFE SCIENCES INC   S  COM              130872104     1731   270400 SH       DEFINED 01 02               0      400   270000
CALLAWAY GOLF COMPANY   S      COM              131193104      766    44490 SH       DEFINED 01 02 14            0    44490        0
CALLAWAY GOLF COMPANY   S      COM              131193104      129     7500 SH       DEFINED 01 03               0     7500        0
CALLAWAY GOLF COMPANY   S      COM              131193104     1345    78196 SH       DEFINED 01 02               0    15940    62256
CALLON PETROLEUM CO   S        COM              13123X102     2944   140081 SH       DEFINED 01 02               0        0   140081
CALPINE CORP   S               COM              131347106       14    52936 SH       DEFINED 01 02               0        0    52936
CAMBREX CORP   S               COM              132011107     1608    82308 SH       DEFINED 01 02               0        0    82308
CAMDEN NATIONAL CORP   S       COM              133034108      179     4665 SH       DEFINED 01 02               0        0     4665
CAMDEN PROPERTY TRUST   S      COM              133131102     5176    71840 SH       DEFINED 01 02               0      440    71400
CAMECO CORP   FSUSD            COM              13321L108     1898    52720 SH       DEFINED 01 02               0        0    52720
CAMPBELL SOUP CO   S           COM              134429109    35701  1101910 SH       DEFINED 01 02               0      622  1101288
CAMPBELL SOUP CO   S           COM              134429109     1182    36472 SH       DEFINED 01 03               0    36472        0
CANADIAN NATL RAILWAY CO   FSU COM              136375102     2733    60347 SH       DEFINED 01 02               0        0    60347
CANADIAN NATURAL RESOURCES   F COM              136385101     1662    30000 SH       DEFINED 01 02               0    30000        0
CANDELA CORP   S               COM              136907102     1058    48999 SH       DEFINED 01 02               0    11390    37609
CANTEL MEDICAL CORP   S        COM              138098108       20     1213 SH       DEFINED 01 02               0        0     1213
CANTERBURY PARK HOLDING CORP   COM              13811E101      748    55000 SH       DEFINED 01 02               0        0    55000
CAPITAL CORP OF THE WEST       COM              140065202      117     3189 SH       DEFINED 01 02               0     3189        0
CAPITAL CROSSING BANK   S      COM              140071101      823    25794 SH       DEFINED 01 02               0     9610    16184
CAPITAL CROSSING BANK   S      COM              140071101      845    26540 SH       DEFINED 01 02 14            0    26540        0
CAPITAL CROSSING BANK   S      COM              140071101      143     4500 SH       DEFINED 01 03               0     4500        0
CAPITAL ONE FINANCIAL CORP   S COM              14040H105   154339  1916774 SH       DEFINED 01 02               0     1120  1915654
CAPITAL ONE FINANCIAL CORP   S COM              14040H105   163037  2024807 SH       DEFINED 01 03               0  2024807        0
CAPITAL ONE FINL CORP          COM              14040H105       84     1047 SH       DEFINED 01 03               0        0     1047
CAPITAL ONE FINL CORP          COM              14040H105       64      800 SH       DEFINED 01 03               0        0      800
CAPITAL TRUST-CL A   S         COM              14052H506     1071    34460 SH       DEFINED 01 02               0     7840    26620
CAPITAL TRUST-CL A   S         COM              14052H506      674    21670 SH       DEFINED 01 02 14            0    21670        0
CAPITAL TRUST-CL A   S         COM              14052H506      121     3900 SH       DEFINED 01 03               0     3900        0
CAPITALSOURCE INC.   S         COM              14055X102     1368    54995 SH       DEFINED 01 03               0    54995        0
CAPITALSOURCE INC.   S         COM              14055X102     5131   206250 SH       DEFINED 01 02               0    23556   182694
CAPITOL BANCORP LTD   S        COM              14056D105     1060    22670 SH       DEFINED 01 02 14            0    22670        0
CAPITOL BANCORP LTD   S        COM              14056D105      215     4600 SH       DEFINED 01 03               0     4600        0
CAPITOL BANCORP LTD   S        COM              14056D105     3526    75390 SH       DEFINED 01 02               0     8400    66990
CAPITOL FEDERAL FINANCIAL   S  COM              14057C106     3072    95100 SH       DEFINED 01 02               0        0    95100
CAPTARIS INC   S               COM              14071N104      276    59561 SH       DEFINED 01 02               0        0    59561
CARBO CERAMICS INC   S         COM              140781105     2748    48288 SH       DEFINED 01 02               0        0    48288
CARAUSTAR   S                  COM              140909102     3648   354486 SH       DEFINED 01 02               0        0   354486
CARDIAC SCIENCE CORP   S       COM              14141A108      804    88045 SH       DEFINED 01 02               0        0    88045
CARDINAL FINANCIAL CORP   S    COM              14149F109     1938   143191 SH       DEFINED 01 02               0        0   143191
CARDINAL HEALTH INC   S        COM              14149Y108   209994  2817938 SH       DEFINED 01 02               0    11459  2806479
CARDINAL HEALTH INC   S        COM              14149Y108     7282    97716 SH       DEFINED 01 03               0    97716        0
CARDINAL HEALTH INC            COM              14149Y108      104     1400 SH       DEFINED 01 03               0        0     1400
CARDIOME PHARMA CORPORATION    COM              14159U202       16     1266 SH       DEFINED 01 02               0     1266        0
CARDIOME PHARMA CORPORATION    COM              14159U202      488    38510 SH       DEFINED 01 10               0        0    38510
CAREMARK RX INC   S            COM              141705103    25549   519510 SH       DEFINED 01 02               0    16102   503408
CAREMARK RX INC   S            COM              141705103     5395   109695 SH       DEFINED 01 03               0   109695        0
CAREMARK RX INC                COM              141705103       66     1350 SH       DEFINED 01 03               0        0     1350
CARNIVAL CORP   FSUSD          COM              143658300    16463   347533 SH       DEFINED 01 02               0        0   347533
CARNIVAL CORP   FSUSD          COM              143658300     4757   100417 SH       DEFINED 01 03               0   100417        0
CARNIVAL CORP   FSUSD          COM              143658300     5352   113000 SH       DEFINED 01 10               0        0   113000
CARPENTER TECHNOLOGY   S       COM              144285103      369     3900 SH       DEFINED 01 03               0     3900        0
CARPENTER TECHNOLOGY   S       COM              144285103     1926    20360 SH       DEFINED 01 02 14            0    20360        0
CARPENTER TECHNOLOGY   S       COM              144285103    13303   140745 SH       DEFINED 01 02               0     7080   133665
CARREKER CORP   S              COM              144433109      290    45098 SH       DEFINED 01 02               0        0    45098
CARRIER ACCESS CORP            COM              144460102      139    23100 SH       DEFINED 01 03               0        0    23100
CARRIZO OIL & GAS INC   S      COM              144577103      219     8437 SH       DEFINED 01 02               0        0     8437
CARTER'S INC   S               COM              146229109     1084    16060 SH       DEFINED 01 02               0     2440    13620
CASCADE BANCORP   S            COM              147154108      139     4702 SH       DEFINED 01 02               0        0     4702
CASCADE CORP   S               COM              147195101      233     4400 SH       DEFINED 01 03               0     4400        0
CASCADE CORP   S               COM              147195101     1329    25130 SH       DEFINED 01 02 14            0    25130        0
CASCADE CORP   S               COM              147195101     3850    72837 SH       DEFINED 01 02               0     9090    63747
CASCADE CORP                   COM              147195101       48      900 SH       DEFINED 01 03               0        0      900
CASCADE NATURAL GAS CORP   S   COM              147339105      504    25557 SH       DEFINED 01 02               0        0    25557
CASEY'S GENERAL STORES INC   S COM              147528103      181     7900 SH       DEFINED 01 03               0     7900        0
CASEY'S GENERAL STORES INC   S COM              147528103     5981   261513 SH       DEFINED 01 02               0    16700   244813
CASEY'S GENERAL STORES INC   S COM              147528103     1036    45230 SH       DEFINED 01 02 14            0    45230        0
CASH AMERICA INTL INC   S      COM              14754D100      194     6450 SH       DEFINED 01 03               0     6450        0
CASH AMERICA INTL INC   S      COM              14754D100     4786   159441 SH       DEFINED 01 02               0    13050   146391
CASH AMERICA INTL INC   S      COM              14754D100     1072    35710 SH       DEFINED 01 02 14            0    35710        0
CASH SYSTEMS INC               COM              14756B102     1512   219900 SH       DEFINED 01 10               0        0   219900
CASTLE A M CO PV10   S         COM              148411101     2236    75808 SH       DEFINED 01 02               0        0    75808
CATALINA MARKETING CORP   S    COM              148867104    36108  1563148 SH       DEFINED 01 02               0    26328  1536820
CATALINA MARKETING CORP   S    COM              148867104     1789    77468 SH       DEFINED 01 03               0    77468        0
CATALYST SEMICONDUCTOR INC   S COM              148881105     1147   234100 SH       DEFINED 01 02               0        0   234100
CATAPULT COMMUNICATIONS CORP   COM              149016107     2673   200965 SH       DEFINED 01 02               0        0   200965
CATAPULT COMMUNICATION         COM              149016107       84     6300 SH       DEFINED 01 03               0        0     6300
CATERPILLAR INC   S            COM              149123101    10567   147158 SH       DEFINED 01 02 10            0        0   147158
CATERPILLAR INC   S            COM              149123101    15631   217671 SH       DEFINED 01 03               0   217671        0
CATERPILLAR INC   S            COM              149123101   128734  1792953 SH       DEFINED 01 10               0        0  1792953
CATERPILLAR INC   S            COM              149123101   434197  6046438 SH       DEFINED 01 02               0    40532  6005906
CATO CORP-CL A   S             COM              149205106     1329    55685 SH       DEFINED 01 02 14            0    55685        0
CATO CORP-CL A   S             COM              149205106      235     9850 SH       DEFINED 01 03               0     9850        0
CATO CORP-CL A   S             COM              149205106    11411   478272 SH       DEFINED 01 02               0    33170   445102
CATO CORP CL A                 COM              149205106       84     3500 SH       DEFINED 01 03               0        0     3500
CAVALIER HOMES INC   S         COM              149507105      399    57000 SH       DEFINED 01 02               0        0    57000
CAVCO INDUSTRIES INC   S       COM              149568107     1555    32000 SH       DEFINED 01 02               0        0    32000
CEDAR FAIR -LP   S             COM              150185106    10869   371600 SH       DEFINED 01 02               0        0   371600
CELANESE CORP-SERIES A   S     COM              150870103      617    29440 SH       DEFINED 01 02               0        0    29440
CELESTICA INC                  COM              15101Q108       84     7300 SH       DEFINED 01 03               0        0     7300
CELGENE CORP.   S              COM              151020104     5844   132165 SH       DEFINED 01 02               0    32965    99200
CELGENE CORP.   S              COM              151020104       53     1200 SH       DEFINED 01 03               0     1200        0
CEMEX   FSUSD                  COM              151290889   158574  2429510 SH       DEFINED 01 10               0        0  2429510
CEMEX   FSUSD                  COM              151290889    70645  1082198 SH       DEFINED 01 02               0        0  1082198
CEMEX   FSUSD                  COM              151290889     3669    56202 SH       DEFINED 01 02 10            0        0    56202
CEMEX   FSUSD                  COM              151290889      278     4260 SH       DEFINED 01 03               0        0     4260
CENDANT CORP   S               COM              151313103   112540  6486531 SH       DEFINED 01 02               0    50627  6435904
CENDANT CORP   S               COM              151313103     4222   243357 SH       DEFINED 01 03               0   243357        0
CENTENNIAL COMMUNICATIONS CP   COM              15133V208        1      152 SH       DEFINED 01 03               0      152        0
CENTENNIAL COMMUNICATIONS CP   COM              15133V208     2957   403465 SH       DEFINED 01 02               0        0   403465
CENTENE CORP.   S              COM              15135B101     5682   194800 SH       DEFINED 01 02               0    10720   184080
CENTER FINANCIAL CORP   S      COM              15146E102     1805    74523 SH       DEFINED 01 02               0     6260    68263
CENTERPOINT ENERGY INC   S     COM              15189T107      732    61373 SH       DEFINED 01 03               0    61373        0
CENTERPOINT ENERGY INC   S     COM              15189T107     6113   512528 SH       DEFINED 01 02               0     4693   507835
CENTEX CORP   S                COM              152312104     1506    24298 SH       DEFINED 01 03               0    24298        0
CENTEX CORP   S                COM              152312104    50310   811705 SH       DEFINED 01 10               0        0   811705
CENTEX CORP   S                COM              152312104    17229   277936 SH       DEFINED 01 02               0    14680   263256
CENTEX CORP   S                COM              152312104     6666   107528 SH       DEFINED 01 02 10            0        0   107528
CENTRACORE PROPERTIES   S      COM              15235H107     1387    55375 SH       DEFINED 01 02               0        0    55375
CENTRAL EURO DISTRIBUTION CORP COM              153435102      411    10700 SH       DEFINED 01 02               0        0    10700
CENTRAL GARDEN & PET CO   S    COM              153527106     1281    24120 SH       DEFINED 01 02 14            0    24120        0
CENTRAL GARDEN & PET CO   S    COM              153527106     5053    95080 SH       DEFINED 01 02               0     8770    86310
CENTRAL GARDEN & PET CO   S    COM              153527106      239     4500 SH       DEFINED 01 03               0     4500        0
CENT IL LT CO 05.850% 07/01/20 PRF              153645882     3054    31316 SH       DEFINED 01 04               0        0    31316
CENTRAL PACIFIC FINANCIAL CO   COM              154760102     5785   157548 SH       DEFINED 01 02               0        0   157548
CENTRAL PARKING CORP   S       COM              154785109      600    37487 SH       DEFINED 01 02               0        0    37487
CENTRAL VERMONT PUB SERV   S   COM              155771108      732    34484 SH       DEFINED 01 02               0        0    34484
CENTURY ALUMINUM COMPANY   S   COM              156431108      187     4400 SH       DEFINED 01 03               0     4400        0
CENTURY ALUMINUM COMPANY   S   COM              156431108      995    23430 SH       DEFINED 01 02 14            0    23430        0
CENTURY ALUMINUM COMPANY   S   COM              156431108    19324   455264 SH       DEFINED 01 02               0     8460   446804
CENTURYTEL INC   S             COM              156700106    17189   439408 SH       DEFINED 01 02               0      640   438768
CENTURYTEL INC   S             COM              156700106     1014    25924 SH       DEFINED 01 03               0    25924        0
CEPHALON INC   S               COM              156708109     2070    34360 SH       DEFINED 01 02               0        0    34360
CEPHALON INC                   COM              156708109       92     1525 SH       DEFINED 01 03               0        0     1525
CENVEO INC   S                 COM              15670S105       78     4717 SH       DEFINED 01 02               0        0     4717
CERADYNE INC.   S              COM              156710105     3542    70985 SH       DEFINED 01 02               0     4050    66935
CERIDIAN CORP - NEW   S        COM              156779100     2465    96847 SH       DEFINED 01 02               0    13966    82881
CERNER CORP   S                COM              156782104     9345   196940 SH       DEFINED 01 02               0     7358   189582
CHAMPION ENTERPRISES INC   S   COM              158496109      160    10700 SH       DEFINED 01 03               0    10700        0
CHAMPION ENTERPRISES INC   S   COM              158496109    14004   936020 SH       DEFINED 01 02               0    43090   892930
CHAMPION ENTERPRISES INC   S   COM              158496109      866    57890 SH       DEFINED 01 02 14            0    57890        0
CHAPARRAL STEEL CO   S         COM              159423102      260     4000 SH       DEFINED 01 03               0        0     4000
CHAPARRAL STEEL CO   S         COM              159423102     1416    21810 SH       DEFINED 01 02 14            0        0    21810
CHAPARRAL STEEL CO   S         COM              159423102     7736   119157 SH       DEFINED 01 02               0        0   119157
CHARLES RIVER LABORATORIES   S COM              159864107      316     6448 SH       DEFINED 01 02               0        0     6448
CHARTERMAC   S                 COM              160908109      321    15821 SH       DEFINED 01 02               0        0    15821
CHARLOTTE RUSSE HOLDING INC    COM              161048103     1209    56505 SH       DEFINED 01 02               0        0    56505
CHARMING SHOPPES   S           COM              161133103      455    30600 SH       DEFINED 01 03               0    30600        0
CHARMING SHOPPES   S           COM              161133103     7732   519992 SH       DEFINED 01 02               0    62340   457652
CHARMING SHOPPES   S           COM              161133103     2549   171470 SH       DEFINED 01 02 14            0   171470        0
CHARTER COMMUNICATIO   S       COM              16117M107      757   694600 SH       DEFINED 01 02               0        0   694600
CHARTER COMMUNICATIO   S       COM              16117M107      135   125000 SH       DEFINED 01 10               0        0   125000
CHATTEM INC   S                COM              162456107     2778    73775 SH       DEFINED 01 02               0       90    73685
CHECKFREE CORP   S             COM              162813109       15      300 SH       DEFINED 01 03               0      300        0
CHECKPOINT SYSTEMS INC   S     COM              162825103     5415   201456 SH       DEFINED 01 02               0        0   201456
CHEESECAKE FACTORY (THE)   S   COM              163072101    47548  1269664 SH       DEFINED 01 02               0    30132  1239532
CHEESECAKE FACTORY (THE)   S   COM              163072101     3720    99326 SH       DEFINED 01 03               0    99326        0
CHEMED CORP   S                COM              16359R103    12588   212130 SH       DEFINED 01 02               0     9220   202910
CHEMICAL FINANCIAL CORP   S    COM              163731102      842    26067 SH       DEFINED 01 02               0        0    26067
CHEMTURA CORP   S              COM              163893100      825    70000 SH       DEFINED 01 02               0        0    70000
CHENIERE ENERGY INC   S        COM              16411R208      301     7430 SH       DEFINED 01 02               0     7430        0
CHESAPEAKE CORP   S            COM              165159104      576    41515 SH       DEFINED 01 02               0        0    41515
CHESAPEAKE ENERGY CORP   S     COM              165167107    12841   408813 SH       DEFINED 01 02               0    47071   361742
CHESAPEAKE ENERGY CORP   S     COM              165167107     2322    73940 SH       DEFINED 01 03               0    73940        0
CHESAPEAKE ENERGY 04.500% 12/3 CONV PRF         165167842      377     4000 SH       DEFINED 01 02               0        0     4000
CHESAPEAKE UTILITIES CORP      COM              165303108       94     3000 SH       DEFINED 01 03               0        0     3000
CHEVRON CORP   S               COM              166764100   471484  8133281 SH       DEFINED 01 02               0    50489  8082792
CHEVRON CORP   S               COM              166764100    28647   494178 SH       DEFINED 01 03               0   494178        0
CHEVRON CORP   S               COM              166764100    67928  1172167 SH       DEFINED 01 10               0        0  1172167
CHEVRON CORP                   COM              166764100      487     8400 SH       DEFINED 01 03               0        0     8400
CHEVRON CORP                   COM              166764100      128     2200 SH       DEFINED 01 03               0        0     2200
CHICAGO BRIDGE & IRON-NY SHR   COM              167250109     6518   271564 SH       DEFINED 01 02               0        0   271564
CHICAGO MERCANTILE EXCHANGE    COM              167760107     6945    15520 SH       DEFINED 01 02               0        0    15520
CHICO'S FAS INC   S            COM              168615102     1516    37306 SH       DEFINED 01 03               0    37306        0
CHICO'S FAS INC   S            COM              168615102    30522   751053 SH       DEFINED 01 02               0    13988   737065
CHILDREN'S PLACE   S           COM              168905107     7573   130790 SH       DEFINED 01 02               0     5350   125440
CHINA MOBILE (HK) SPON ADR REP COM              16941M109      228     8603 SH       DEFINED 01 10               0        0     8603
CHINA MEDICAL TECH-SPON ADR    COM              169483104      172     5668 SH       DEFINED 01 02               0     5668        0
CHIPOTLE MEXICAN GRILL-CL A    COM              169656105     1169    21101 SH       DEFINED 01 02               0        0    21101
CHIQUITA BRANDS INTL   S       COM              170032809     2623   156416 SH       DEFINED 01 02               0        0   156416
CHIRON CORP   S                COM              170040109     1035    22608 SH       DEFINED 01 03               0    22608        0
CHIRON CORP   S                COM              170040109     1866    40708 SH       DEFINED 01 02               0        0    40708
CHITTENDEN CORP   S            COM              170228100     3756   129645 SH       DEFINED 01 02               0        0   129645
CHORDIANT SOFTWARE INC         COM              170404107      201    57706 SH       DEFINED 01 02               0    57706        0
CHORDIANT SOFTWARE INC         COM              170404107     1905   553900 SH       DEFINED 01 10               0        0   553900
CHRISTOPHER & BANKS CORP   S   COM              171046105     2705   116567 SH       DEFINED 01 02               0        0   116567
CHUBB CORP   S                 COM              171232101    60122   629911 SH       DEFINED 01 02               0     5126   624785
CHUBB CORP   S                 COM              171232101     4828    50587 SH       DEFINED 01 03               0    50587        0
CHUBB CORP                     COM              171232101      191     2000 SH       DEFINED 01 03               0        0     2000
CHUNGHWA TELECOM CO LTD-ADR    COM              17133Q205    20288  1035646 SH       DEFINED 01 02               0        0  1035646
CHURCH & DWIGHT CO INC   S     COM              171340102     4458   120750 SH       DEFINED 01 02               0        0   120750
CHURCHILL DOWNS INC   S        COM              171484108     2588    67515 SH       DEFINED 01 02               0        0    67515
CIBER INC   S                  COM              17163B102     1606   251789 SH       DEFINED 01 02               0        0   251789
CIENA CORP   S                 COM              171779101     6148  1179852 SH       DEFINED 01 02               0   134050  1045802
CIENA CORP   S                 COM              171779101     1921   368890 SH       DEFINED 01 02 14            0   368890        0
CIENA CORP   S                 COM              171779101      934   179350 SH       DEFINED 01 03               0   179350        0
CIMAREX ENERGY CO   S          COM              171798101    18314   423364 SH       DEFINED 01 02               0    14362   409002
CIMAREX ENERGY CO   S          COM              171798101     1714    39610 SH       DEFINED 01 02 14            0    39610        0
CIMAREX ENERGY CO   S          COM              171798101      315     7275 SH       DEFINED 01 03               0     7275        0
CINCINNATI BELL INC   S        COM              171871106      181    40100 SH       DEFINED 01 03               0    40100        0
CINCINNATI BELL INC   S        COM              171871106     4336   959380 SH       DEFINED 01 02               0    80460   878920
CINCINNATI BELL INC   S        COM              171871106     1000   221250 SH       DEFINED 01 02 14            0   221250        0
CINCINNATI FINANCIAL CORP   S  COM              172062101     1450    34465 SH       DEFINED 01 03               0    34465        0
CINCINNATI FINANCIAL CORP   S  COM              172062101     1621    38522 SH       DEFINED 01 02               0        0    38522
CINERGY CORP   S               COM              172474108     1792    39466 SH       DEFINED 01 03               0    39466        0
CINERGY CORP   S               COM              172474108    11038   243088 SH       DEFINED 01 02               0        0   243088
CIRCUIT CITY   S               COM              172737108     4759   194386 SH       DEFINED 01 02               0        0   194386
CIRCUIT CITY   S               COM              172737108      738    30132 SH       DEFINED 01 03               0    30132        0
CIRCOR INTERNATIONAL INC   S   COM              17273K109       58     2000 SH       DEFINED 01 02               0        0     2000
CIRRUS LOGIC INC   S           COM              172755100      221    26100 SH       DEFINED 01 03               0    26100        0
CIRRUS LOGIC INC   S           COM              172755100     1222   144090 SH       DEFINED 01 02 14            0   144090        0
CIRRUS LOGIC INC   S           COM              172755100     4801   566290 SH       DEFINED 01 02               0    89850   476440
CISCO SYSTEMS INC   S          COM              17275R102    26605  1227739 SH       DEFINED 01 03               0  1227739        0
CISCO SYSTEMS INC   S          COM              17275R102    84350  3892448 SH       DEFINED 01 10               0        0  3892448
CISCO SYSTEMS INC   S          COM              17275R102     5409   249609 SH       DEFINED 01 02 10            0        0   249609
CISCO SYSTEMS INC   S          COM              17275R102   423299 19533903 SH       DEFINED 01 02               0    26903 19507000
CITADEL BROADCASTING CORP   S  COM              17285T106      847    76470 SH       DEFINED 01 02 14            0    76470        0
CITADEL BROADCASTING CORP   S  COM              17285T106      146    13200 SH       DEFINED 01 03               0    13200        0
CITADEL BROADCASTING CORP   S  COM              17285T106      803    72140 SH       DEFINED 01 02               0    27800    44340
CINTAS CORP   S                COM              172908105    47389  1111871 SH       DEFINED 01 02               0    18014  1093857
CINTAS CORP   S                COM              172908105     2797    65638 SH       DEFINED 01 03               0    65638        0
CINTAS CORP   S                COM              172908105      674    15800 SH       DEFINED 01 10               0        0    15800
CITIGROUP INC   S              COM              172967101   120384  2549966 SH       DEFINED 01 10               0        0  2549966
CITIGROUP INC   S              COM              172967101   746390 15799975 SH       DEFINED 01 02               0    29169 15770806
CITIGROUP INC   S              COM              172967101    51484  1089840 SH       DEFINED 01 03               0  1089840        0
CITIGROUP INC                  COM              172967101     1105    23400 SH       DEFINED 01 03               0        0    23400
CITIGROUP INC                  COM              172967101      251     5304 SH       DEFINED 01 03               0        0     5304
CITIGROUP INC                  COM              172967101       90     1900 SH       DEFINED 01 03               0        0     1900
CITI TRENDS INC   S            COM              17306X102      270     6780 SH       DEFINED 01 02               0        0     6780
CITIZENS BANKING CORP MICH   S COM              174420109     5156   192027 SH       DEFINED 01 02               0        0   192027
CITIZENS COMMUNICATIONS CO   S COM              17453B101      863    65004 SH       DEFINED 01 03               0    65004        0
CITIZENS COMMUNICATIONS CO   S COM              17453B101    13374  1007766 SH       DEFINED 01 02               0     2841  1004925
CITIZENS FIRST BANCORP         COM              17461R106       73     2600 SH       DEFINED 01 03               0        0     2600
CITRIX   S                     COM              177376100     3231    85256 SH       DEFINED 01 03               0    85256        0
CITRIX   S                     COM              177376100     6261   165209 SH       DEFINED 01 02               0    24398   140811
CITY BANK LYNNWOOD WA   S      COM              17770A109       28      612 SH       DEFINED 01 02               0        0      612
CITY HOLDING CO   S            COM              177835105     6077   165188 SH       DEFINED 01 02               0    17210   147978
CITY HOLDING CO   S            COM              177835105      303     8240 SH       DEFINED 01 03               0     8240        0
CITY HOLDING CO   S            COM              177835105     1715    46620 SH       DEFINED 01 02 14            0    46620        0
CITY NATIONAL CORP   S         COM              178566105     1002    13045 SH       DEFINED 01 02               0      345    12700
CLAIRE'S STORES INC   S        COM              179584107     3220    88700 SH       DEFINED 01 02               0        0    88700
CLARCOR INC   S                COM              179895107     8857   248808 SH       DEFINED 01 02               0     5590   243218
CLEAN HARBORS INC   S          COM              184496107      870    29369 SH       DEFINED 01 02               0     7730    21639
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    13206   455264 SH       DEFINED 01 02               0     3629   451635
CLEAR CHANNEL COMMUNICATIONS   COM              184502102     2967   102285 SH       DEFINED 01 03               0   102285        0
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    45363  1565298 SH       DEFINED 01 10               0        0  1565298
CLEAR CHANNEL COMMUNICATIONS   COM              184502102     2683    92472 SH       DEFINED 01 02 10            0        0    92472
CLEVELAND-CLIFFS INC   S       COM              185896107    11884   136402 SH       DEFINED 01 02               0     4820   131582
CLOROX COMPANY   S             COM              189054109     6756   112871 SH       DEFINED 01 02               0        0   112871
CLOROX COMPANY   S             COM              189054109     1778    29707 SH       DEFINED 01 03               0    29707        0
CLOROX CO                      COM              189054109      138     2300 SH       DEFINED 01 03               0        0     2300
COACH INC   S                  COM              189754104     4227   122229 SH       DEFINED 01 03               0   122229        0
COACH INC   S                  COM              189754104    54140  1565677 SH       DEFINED 01 02               0    22750  1542927
COACHMEN INDUSTRIES INC   S    COM              189873102      725    63711 SH       DEFINED 01 02               0        0    63711
COCA-COLA CO/THE   S           COM              191216100    17083   407998 SH       DEFINED 01 03               0   407998        0
COCA-COLA CO/THE   S           COM              191216100    56169  1341856 SH       DEFINED 01 10               0        0  1341856
COCA-COLA CO/THE   S           COM              191216100   128376  3066090 SH       DEFINED 01 02               0    87740  2978350
COCA-COLA CO/THE   S           COM              191216100     3277    78278 SH       DEFINED 01 02 10            0        0    78278
COCA-COLA CO                   COM              191216100      293     7000 SH       DEFINED 01 03               0        0     7000
COCA-COLA CO                   COM              191216100       92     2200 SH       DEFINED 01 03               0        0     2200
COCA-COLA ENTERPRISES   S      COM              191219104     1221    60044 SH       DEFINED 01 03               0    60044        0
COCA-COLA ENTERPRISES   S      COM              191219104     2384   117301 SH       DEFINED 01 02               0     1450   115851
COCA-COLA FEMSA ADR   FSUSD    COM              191241108      568    17100 SH       DEFINED 01 02               0        0    17100
COEUR D`ARLENE MINES CORP   S  COM              192108108    56124  8555328 SH       DEFINED 01 02               0    33160  8522168
COEUR D`ARLENE MINES CORP   S  COM              192108108       21     3217 SH       DEFINED 01 03               0     3217        0
COGDELL SPENCER INC   S        COM              19238U107     1128    52945 SH       DEFINED 01 02               0        0    52945
COGENT COMMUNICATIONS GROUP    COM              19239V302     1984   203500 SH       DEFINED 01 02               0        0   203500
COGNEX CORP   S                COM              192422103     3767   127077 SH       DEFINED 01 02               0        0   127077
COGNIZANT TECH SOLUT   S       COM              192446102     1719    28908 SH       DEFINED 01 10               0        0    28908
COGNIZANT TECH SOLUT   S       COM              192446102     1523    25598 SH       DEFINED 01 03               0    25598        0
COGNIZANT TECH SOLUT   S       COM              192446102     7399   124411 SH       DEFINED 01 02               0     5108   119303
COHERENT INC   S               COM              192479103     2738    77997 SH       DEFINED 01 02               0        0    77997
COHEN & STEERS INC   S         COM              19247A100     1541    62900 SH       DEFINED 01 02               0        0    62900
COHU INC   S                   COM              192576106     1128    53201 SH       DEFINED 01 02               0     5970    47231
COINSTAR INC   S               COM              19259P300     1508    58205 SH       DEFINED 01 02               0        0    58205
COLDWATER CREEK INC   S        COM              193068103     1123    40407 SH       DEFINED 01 03               0    40407        0
COLDWATER CREEK INC   S        COM              193068103     3469   124814 SH       DEFINED 01 02               0    15087   109727
COLE KENNETH PRODTN   S        COM              193294105     3504   126500 SH       DEFINED 01 02               0        0   126500
COLEY PHARMACEUTICAL GROUP     COM              19388P106     1167    76512 SH       DEFINED 01 10               0        0    76512
COLGATE-PALMOLIVE CO   S       COM              194162103     2148    37611 SH       DEFINED 01 10               0        0    37611
COLGATE-PALMOLIVE CO   S       COM              194162103    70844  1240699 SH       DEFINED 01 02               0     3647  1237052
COLGATE-PALMOLIVE CO   S       COM              194162103     5827   102042 SH       DEFINED 01 03               0   102042        0
COLONIAL BANCGROUP INC   S     COM              195493309     9872   394850 SH       DEFINED 01 02               0     1090   393760
COLONIAL PROPERTIES TRUST   S  COM              195872106    16838   335865 SH       DEFINED 01 02               0        0   335865
COLOR KINETICS INC   S         COM              19624P100      543    25642 SH       DEFINED 01 02               0        0    25642
COLUMBIA BANKING SYSTEM INC    COM              197236102     1024    30660 SH       DEFINED 01 02 14            0    30660        0
COLUMBIA BANKING SYSTEM INC    COM              197236102      194     5800 SH       DEFINED 01 03               0     5800        0
COLUMBIA BANKING SYSTEM INC    COM              197236102     1752    52339 SH       DEFINED 01 02               0    11080    41259
COLUMBIA EQUITY TRUST INC   S  COM              197627102      503    28614 SH       DEFINED 01 02               0        0    28614
COLUMBIA SPORTSWEAR CO   S     COM              198516106     3407    63871 SH       DEFINED 01 02               0        0    63871
COLUMBUS MCKINNON CORP/NY   S  COM              199333105      806    29952 SH       DEFINED 01 02               0        0    29952
COMFORT SYSTEMS USA INC   S    COM              199908104      851    63130 SH       DEFINED 01 02 14            0    63130        0
COMFORT SYSTEMS USA INC   S    COM              199908104      140    10400 SH       DEFINED 01 03               0    10400        0
COMFORT SYSTEMS USA INC   S    COM              199908104     5276   390808 SH       DEFINED 01 02               0    23930   366878
COMBINATORX INC                COM              20010A103      236    20000 SH       DEFINED 01 10               0        0    20000
COMCAST CORPORATION 02.000% 11 CONV PRF         200300606     4945   115000 SH       DEFINED 01 02               0        0   115000
COMCAST CORP-CL A   S          COM              20030N101   179392  6857531 SH       DEFINED 01 02               0      436  6855456
COMCAST CORP-CL A   S          COM              20030N101    11817   451757 SH       DEFINED 01 03               0    94869        0
COMCAST CORP-CL A   S          COM              20030N101     4069   155171 SH       DEFINED 01 10               0        0   155171
COMCAST CORP-CL A   S          COM              20030N101     3954   151139 SH       DEFINED 01 02 10            0        0   151139
COMCAST CORP SPL A             COM              20030N101      201     7700 SH       DEFINED 01 03               0        0     7700
COMCAST CORP SPL A             COM              20030N101       71     2700 SH       DEFINED 01 03               0        0     2700
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COPART INC   S                 COM              217204106      629    22900 SH       DEFINED 01 02               0        0    22900
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CORNING INC   S                COM              219350105     8233   305930 SH       DEFINED 01 03               0   305930        0
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COSI INC   S                   COM              22122P101      457    41566 SH       DEFINED 01 02               0        0    41566
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COSTAR GROUP INC   S           COM              22160N109      159     3050 SH       DEFINED 01 02               0     3050        0
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COURIER CORP   S               COM              222660102     2102    47399 SH       DEFINED 01 02               0        0    47399
COUSINS PROPERTIES INC   S     COM              222795106     1250    37400 SH       DEFINED 01 02               0        0    37400
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COVENTRY HEALTH CARE INC   S   COM              222862104     1713    31725 SH       DEFINED 01 03               0    31725        0
COX RADIO INC   S              COM              224051102      268    20000 SH       DEFINED 01 02               0        0    20000
CRANE CO   S                   COM              224399105    60453  1474110 SH       DEFINED 01 02               0    17940  1456170
CRANE CO   S                   COM              224399105     1988    48470 SH       DEFINED 01 02 14            0    48470        0
CRANE CO   S                   COM              224399105      357     8700 SH       DEFINED 01 03               0     8700        0
CREDENCE SYSTEMS CORP   S      COM              225302108     3533   481227 SH       DEFINED 01 02               0      805   480422
CREE INC   S                   COM              225447101      266     8100 SH       DEFINED 01 02               0        0     8100
CRESCENT   S                   COM              225756105    24034  1140703 SH       DEFINED 01 02               0        0  1140703
CRESCENT   S                   COM              225756105      724    34369 SH       DEFINED 01 03               0    34369        0
CROCS INC   S                  COM              227046109      212     8440 SH       DEFINED 01 02               0        0     8440
CROSS COUNTRY HEALTHCARE INC   COM              227483104     3349   172985 SH       DEFINED 01 02               0        0   172985
CROSSTEX ENERGY INC   S        COM              22765Y104      188     2430 SH       DEFINED 01 02               0        0     2430
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CROWN CASTLE INTL CORP         COM              228227104       91     3200 SH       DEFINED 01 03               0        0     3200
CROWN HOLDINGS INC   S         COM              228368106      526    29674 SH       DEFINED 01 02               0     1370    28304
CRYOLIFE INC   S               COM              228903100      203    46161 SH       DEFINED 01 02               0        0    46161
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CUBIC CORP   S                 COM              229669106      777    32470 SH       DEFINED 01 02               0        0    32470
CUBIST PHARMACEUTICALS INC   S COM              229678107      933    40669 SH       DEFINED 01 02               0     8960    31709
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CUMMINS INC   S                COM              231021106      967     9200 SH       DEFINED 01 03               0     9200        0
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CUMMINS INC                    COM              231021106       21      200 SH       DEFINED 01 03               0        0      200
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CURAGEN CORP   S               COM              23126R101      225    44960 SH       DEFINED 01 02               0    44960        0
CURTISS-WRIGHT CORP   S        COM              231561101     8963   135390 SH       DEFINED 01 02               0        0   135390
CUTERA INC   S                 COM              232109108     2649    97676 SH       DEFINED 01 02               0        0    97676
CUTERA INC   S                 COM              232109108     1791    66023 SH       DEFINED 01 10               0        0    66023
CUTTER & BUCK INC   S          COM              232217109     2340   194500 SH       DEFINED 01 02               0        0   194500
CYBEROPTICS CORP   S           COM              232517102      770    51468 SH       DEFINED 01 02               0        0    51468
CYBERSOURCE CORP   S           COM              23251J106      552    49500 SH       DEFINED 01 02               0        0    49500
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CYBERONICS   S                 COM              23251P102      551    21386 SH       DEFINED 01 10               0        0    21386
CYMER INC   S                  COM              232572107      123     2700 SH       DEFINED 01 03               0     2700        0
CYMER INC   S                  COM              232572107    12529   275734 SH       DEFINED 01 02               0    14080   261654
CYMER INC   S                  COM              232572107      805    17760 SH       DEFINED 01 02 14            0    17760        0
CYPRESS SEMICONDUCTOR CORP   S COM              232806109    25326  1494170 SH       DEFINED 01 02               0    13660  1480510
CYTEC INDUSTRIES INC   S       COM              232820100     2520    42000 SH       DEFINED 01 02               0        0    42000
CYTYC CORPORATION              COM              232946103       22      773 SH       DEFINED 01 02               0      773        0
CYTYC CORPORATION              COM              232946103     2821   100147 SH       DEFINED 01 10               0        0   100147
DHB INDUSTRIES INC   S         COM              23321E103      219    45901 SH       DEFINED 01 02               0        0    45901
DJ ORTHOPEDICS INC   S         COM              23325G104     5301   133337 SH       DEFINED 01 02               0     6090   127247
DPL INC   S                    COM              233293109      667    24700 SH       DEFINED 01 03               0    24700        0
DPL INC   S                    COM              233293109    16021   593386 SH       DEFINED 01 02               0     6230   587156
DRS TECHNOLOGIES INC   S       COM              23330X100      245     4470 SH       DEFINED 01 03               0     4470        0
DRS TECHNOLOGIES INC   S       COM              23330X100    10342   188513 SH       DEFINED 01 02               0    14483   174030
DRS TECHNOLOGIES INC   S       COM              23330X100     1237    22570 SH       DEFINED 01 02 14            0    22570        0
DR HORTON INC   S              COM              23331A109    18964   570829 SH       DEFINED 01 02               0    35380   535449
DR HORTON INC   S              COM              23331A109    10656   320766 SH       DEFINED 01 02 10            0        0   320766
DR HORTON INC   S              COM              23331A109     1787    53785 SH       DEFINED 01 03               0    53785        0
DR HORTON INC   S              COM              23331A109   102034  3073316 SH       DEFINED 01 10               0        0  3073316
D R HORTON INC                 COM              23331A109       33     1000 SH       DEFINED 01 03               0        0     1000
DST SYSTEMS INC   S            COM              233326107     1646    28400 SH       DEFINED 01 02               0     4084    24316
DST SYSTEMS INC   S            COM              233326107    62307  1075913 SH       DEFINED 01 10               0        0  1075913
DST SYSTEMS INC   S            COM              233326107     1187    20489 SH       DEFINED 01 03               0    20489        0
DSP GROUP INC   S              COM              23332B106     4679   161285 SH       DEFINED 01 02               0      150   161135
DTE ENERGY COMPANY   S         COM              233331107    13838   345157 SH       DEFINED 01 02               0      720   344437
DTE ENERGY COMPANY   S         COM              233331107     1411    35195 SH       DEFINED 01 03               0    35195        0
DSW INC-CLASS A   S            COM              23334L102     2020    64500 SH       DEFINED 01 02               0        0    64500
DADE BEHRING HOLDINGS INC   S  COM              23342J206     1880    52640 SH       DEFINED 01 02               0        0    52640
DADE BEHRING HOLDINGS INC   S  COM              23342J206     6046   169486 SH       DEFINED 01 10               0        0   169486
DAKTRONICS INC                 COM              234264109     1493    40901 SH       DEFINED 01 02               0        0    40901
DANA CORP   S                  COM              235811106      911   603132 SH       DEFINED 01 02               0        0   603132
DANAHER CORP   S               COM              235851102     4163    65499 SH       DEFINED 01 03               0    65499        0
DANAHER CORP   S               COM              235851102    38071   599096 SH       DEFINED 01 02               0     8495   590601
DARDEN RESTAURANTS INC   S     COM              237194105     4054    98823 SH       DEFINED 01 02               0     7394    91429
DARDEN RESTAURANTS INC   S     COM              237194105   203611  4962483 SH       DEFINED 01 03               0  4962483        0
DATASCOPE CORP   S             COM              238113104     1162    29391 SH       DEFINED 01 02               0        0    29391
DAVITA INC   S                 COM              23918K108     2713    45060 SH       DEFINED 01 02               0        0    45060
DEAN FOODS CO   S              COM              242370104       26      680 SH       DEFINED 01 02               0      630       50
DEB SHOPS INC   S              COM              242728103     3567   120100 SH       DEFINED 01 02               0        0   120100
DEB SHOPS INC                  COM              242728103       65     2200 SH       DEFINED 01 03               0        0     2200
DECKERS OUTDOOR CORP   S       COM              243537107      109     2691 SH       DEFINED 01 02               0        0     2691
DECODE GENETICS INC   S        COM              243586104     2745   316570 SH       DEFINED 01 02               0    19670   296900
DEERE & CO   S                 COM              244199105     4497    56894 SH       DEFINED 01 03               0    56894        0
DEERE & CO   S                 COM              244199105   157324  1990199 SH       DEFINED 01 02               0    13188  1977011
DEL MONTE FOODS CO   S         COM              24522P103    11120   937586 SH       DEFINED 01 02               0     2260   935326
DELL INC   S                   COM              24702R101   185759  6241895 SH       DEFINED 01 02               0     9466  6232429
DELL INC   S                   COM              24702R101    13993   470175 SH       DEFINED 01 03               0   470175        0
DELL INC   S                   COM              24702R101     3742   125525 SH       DEFINED 01 10               0        0   125525
DELPHI CORP   S                COM              247126105      151   237620 SH       DEFINED 01 02               0        0   237620
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DELPHI FINANCIAL GRP   S       COM              247131105     1435    27830 SH       DEFINED 01 02 14            0    27830        0
DELPHI FINANCIAL GRP   S       COM              247131105      258     5001 SH       DEFINED 01 03               0     5001        0
DELTA & PINE LAND CO   S       COM              247357106     3306   109638 SH       DEFINED 01 02               0        0   109638
DELTIC TIMBER CORP   S         COM              247850100     1572    25931 SH       DEFINED 01 02               0       60    25871
DELTIC TIMBER CORP             COM              247850100      152     2500 SH       DEFINED 01 03               0        0     2500
DELTA PETROLEUM CORP   S       COM              247907207     2073    98648 SH       DEFINED 01 02               0     4950    93698
DELTA PETROLEUM CORP   S       COM              247907207      515    24519 SH       DEFINED 01 03               0    24519        0
DENBURY RESOURCES INC   S      COM              247916208    30959   977533 SH       DEFINED 01 02               0    33663   943870
DENBURY RESOURCES INC   S      COM              247916208     3988   125932 SH       DEFINED 01 03               0   125932        0
DELTA FINANCIAL CORP   S       COM              247918105     1618   169570 SH       DEFINED 01 02               0    85130    84440
DELTA FINANCIAL CORP   S       COM              247918105     1385   144980 SH       DEFINED 01 02 14            0   144980        0
DELTA FINANCIAL CORP   S       COM              247918105      254    26600 SH       DEFINED 01 03               0    26600        0
DELUXE CORP   S                COM              248019101     4439   169620 SH       DEFINED 01 02               0        0   169620
DENDRITE   S                   COM              248239105    34837  2552101 SH       DEFINED 01 02               0    41161  2510940
DENDRITE   S                   COM              248239105     1236    90567 SH       DEFINED 01 03               0    90567        0
DENTSPLY INTERNATIONAL INC   S COM              249030107     1067    18349 SH       DEFINED 01 02               0        0    18349
DENTSPLY INTERNATIONAL INC   S COM              249030107       15      260 SH       DEFINED 01 03               0      260        0
DESERT SUN MINING CORP   FSUSD COM              25043V107     1601   290000 SH       DEFINED 01 02               0        0   290000
DEVELOPERS DIVERSIFIED RLTY    COM              251591103     3800    69400 SH       DEFINED 01 02               0        0    69400
DEVON ENERGY CORPORATION   S   COM              25179M103     5898    96415 SH       DEFINED 01 03               0    96415        0
DEVON ENERGY CORPORATION   S   COM              25179M103    96070  1570503 SH       DEFINED 01 02               0    24462  1546041
DEVON ENERGY CORPORATIOIN NEW  COM              25179M103       67     1100 SH       DEFINED 01 03               0        0     1100
DEVRY INC   S                  COM              251893103    11894   522373 SH       DEFINED 01 03               0   522373        0
DEXCOM INC   S                 COM              252131107      300    14859 SH       DEFINED 01 10               0        0    14859
DEXCOM INC   S                 COM              252131107      186     9200 SH       DEFINED 01 02               0        0     9200
DIAGEO PLC-SPON ADR   FSUSD    COM              25243Q205    32186   507414 SH       DEFINED 01 02               0        0   507414
DIAGNOSTIC PRODUCTS   S        COM              252450101     4131    86712 SH       DEFINED 01 03               0    86712        0
DIAGNOSTIC PRODUCTS   S        COM              252450101    75636  1588017 SH       DEFINED 01 02               0    32292  1555725
DIAMOND FOODS INC              COM              252603105      190    11030 SH       DEFINED 01 02               0     4000     7030
DIAMOND OFFSHORE DRILLING   S  COM              25271C102    35337   395585 SH       DEFINED 01 10               0        0   395585
DIAMOND OFFSHORE DRILLING   S  COM              25271C102    10750   120122 SH       DEFINED 01 02               0     3908   116214
DIAMOND OFFSHORE DRILLING      COM              25271C102       85      951 SH       DEFINED 01 03               0        0      951
DIAMONDROCK HOSPITALITY CO   S COM              252784301      725    52500 SH       DEFINED 01 02               0        0    52500
DIEBOLD INC   S                COM              253651103    11912   289824 SH       DEFINED 01 02               0        0   289824
DIGENE CORP   S                COM              253752109     1472    37656 SH       DEFINED 01 02               0        0    37656
DIGI INTL INC COM   S          COM              253798102     2834   242820 SH       DEFINED 01 02               0        0   242820
DIGITAL INSIGHT CORP   S       COM              25385P106     3005    82569 SH       DEFINED 01 02               0        0    82569
DIGITAL REALTY TRUST INC   S   COM              253868103     1042    36974 SH       DEFINED 01 02               0        0    36974
DIGITAL RIVER INC   S          COM              25388B104     1358    31143 SH       DEFINED 01 02               0     7500    23643
DIGITAL RIVER INC   S          COM              25388B104    18406   422638 SH       DEFINED 01 10               0        0   422638
DIGITAS INC   S                COM              25388K104     4057   281688 SH       DEFINED 01 02               0    16270   265418
DIME COMMUNITY   S             COM              253922108      834    58062 SH       DEFINED 01 02               0        0    58062
DILLARDS INC-CL A   S          COM              254067101    20485   786676 SH       DEFINED 01 02               0        0   786676
DILLARDS INC-CL A   S          COM              254067101      317    12192 SH       DEFINED 01 03               0    12192        0
DIODES INC   S                 COM              254543101     4019    96847 SH       DEFINED 01 02               0     6110    90737
DIONEX CORP   S                COM              254546104     2593    42180 SH       DEFINED 01 02               0        0    42180
DIOMED HOLDINGS INC            COM              25454R207       18     7021 SH       DEFINED 01 02               0        0     7021
DIRECTV GROUP INC/THE   S      COM              25459L106     1533    93500 SH       DEFINED 01 02               0        0    93500
DISNEY WALT CO   S             COM              254687106    52247  1873320 SH       DEFINED 01 02               0     1895  1871425
DISNEY WALT CO   S             COM              254687106    10629   381105 SH       DEFINED 01 03               0   381105        0
DISNEY WALT CO   S             COM              254687106     2956   106000 SH       DEFINED 01 10               0        0   106000
WALT DISNEY CO                 COM              254687106       56     2000 SH       DEFINED 01 03               0        0     2000
WALT DISNEY CO                 COM              254687106       61     2200 SH       DEFINED 01 03               0        0     2200
DISCOVERY HOLDING CO-A         COM              25468Y107     2573   171500 SH       DEFINED 01 02               0        0   171500
DISCOVERY HOLDING CO-A         COM              25468Y107       12      830 SH       DEFINED 01 03               0        0      830
DITECH COMMUNICATIONS CORP   S COM              25500M103     1663   159220 SH       DEFINED 01 02               0        0   159220
DOCUCORP INTL   S              COM              255911109       25     2971 SH       DEFINED 01 02               0        0     2971
DOBSON COMMUNICATIONS CORP-A   COM              256069105     2709   337779 SH       DEFINED 01 02               0    25860   311919
DOBSON COMMUNICATIONS CORP 06. CONV PRF         256069709       13       72 SH       DEFINED 01 02               0        0       72
DOCTOR REDDY'S LAB   FSUSD     COM              256135203      440    14000 SH       DEFINED 01 02               0        0    14000
DOE RUN RESOURCES WTS   W      WT               256582909        0       16 SH       DEFINED 01 02               0        0       16
DOLLAR GENERAL CORP   S        COM              256669102       55     3117 SH       DEFINED 01 10               0        0     3117
DOLLAR GENERAL CORP   S        COM              256669102    17552   993415 SH       DEFINED 01 02               0    26290   967125
DOLLAR GENERAL CORP   S        COM              256669102     1107    62662 SH       DEFINED 01 03               0    62662        0
DOLLAR TREE STORES INC   S     COM              256747106       36     1291 SH       DEFINED 01 02               0        0     1291
DOMINION RESOURCES INC/VA   S  COM              25746U109     4748    68775 SH       DEFINED 01 03               0    68775        0
DOMINION RESOURCES INC/VA   S  COM              25746U109    63710   922934 SH       DEFINED 01 02               0     1205   921729
DOMINION RES INC VA NEW        COM              25746U109      214     3100 SH       DEFINED 01 03               0        0     3100
DOMINO'S PIZZA INC   S         COM              25754A201     8642   302635 SH       DEFINED 01 02               0    37960   264675
DOMINO'S PIZZA INC   S         COM              25754A201     2025    70960 SH       DEFINED 01 02 14            0    70960        0
DOMINO'S PIZZA INC   S         COM              25754A201      411    14400 SH       DEFINED 01 03               0    14400        0
DOMINO'S PIZZA INC   S         COM              25754A201     3777   132468 SH       DEFINED 01 10               0        0   132468
DOMTAR INC   FSUSD             COM              257561100     5048   708000 SH       DEFINED 01 02               0        0   708000
DONALDSON CO INC   S           COM              257651109      811    24000 SH       DEFINED 01 02               0        0    24000
DONEGAL GROUP INC-CL A   S     COM              257701201      760    29154 SH       DEFINED 01 02               0        0    29154
DONEGAL GROUP                  COM              257701201      159     6100 SH       DEFINED 01 03               0        0     6100
RR DONNELLEY & SONS CO   S     COM              257867101     1398    42738 SH       DEFINED 01 03               0    42738        0
RR DONNELLEY & SONS CO   S     COM              257867101    55351  1691680 SH       DEFINED 01 02               0        0  1691680
DORAL FINANCIAL CORP   S       COM              25811P100      960    83152 SH       DEFINED 01 02               0        0    83152
DOVER CORP   S                 COM              260003108    24194   498230 SH       DEFINED 01 02               0        0   498230
DOVER CORP   S                 COM              260003108   211227  4349817 SH       DEFINED 01 03               0  4349817        0
DOVER CORP                     COM              260003108       64     1325 SH       DEFINED 01 03               0        0     1325
DOVER DOWNS GAMING & ENTERTAIN COM              260095104     3501   160900 SH       DEFINED 01 02               0        0   160900
DOVER MOTORSPORTS INC   S      COM              260174107      384    70000 SH       DEFINED 01 02               0        0    70000
DOW CHEMICAL   S               COM              260543103   184554  4545641 SH       DEFINED 01 02               0    34927  4510714
DOW CHEMICAL   S               COM              260543103     9231   227344 SH       DEFINED 01 03               0   227344        0
DOW CHEMICAL                   COM              260543103       52     1275 SH       DEFINED 01 03               0        0     1275
DOW CHEMICAL                   COM              260543103       53     1300 SH       DEFINED 01 03               0        0     1300
DOW JONES & CO INC   S         COM              260561105      875    22240 SH       DEFINED 01 02               0        0    22240
DOW JONES & CO INC   S         COM              260561105      459    11680 SH       DEFINED 01 03               0    11680        0
DOWNEY FINANCIAL CORP   S      COM              261018105     7159   106380 SH       DEFINED 01 02               0      460   105920
DREAMWORKS ANIMATION SKG-A   S COM              26153C103     1168    44161 SH       DEFINED 01 02               0        0    44161
DRESS BARN INC   S             COM              261570105     8840   184381 SH       DEFINED 01 02               0     6440   177941
DRESSER-RAND GROUP INC   S     COM              261608103      495    19900 SH       DEFINED 01 02               0        0    19900
DREW INDUSTRIES INC   S        COM              26168L205     5467   153772 SH       DEFINED 01 02               0        0   153772
DREW INDUSTRIES                COM              26168L205      100     2800 SH       DEFINED 01 03               0        0     2800
DRIL-QUIP INC   S              COM              262037104     3261    46027 SH       DEFINED 01 02               0    25000    21027
E I DUPONT   S                 COM              263534109   160872  3811198 SH       DEFINED 01 02               0     8767  3802431
E I DUPONT   S                 COM              263534109     9396   222606 SH       DEFINED 01 03               0   222606        0
DUCOMMUN INC   S               COM              264147109      765    34498 SH       DEFINED 01 02               0        0    34498
DUKE ENERGY CORP   S           COM              264399106     2066    70900 SH       DEFINED 01 10               0        0    70900
DUKE ENERGY CORP   S           COM              264399106     5354   183681 SH       DEFINED 01 03               0   183681        0
DUKE ENERGY CORP   S           COM              264399106    27177   932327 SH       DEFINED 01 02               0        0   932327
DUKE POWER                     COM              264399106       55     1900 SH       DEFINED 01 03               0        0     1900
DUKE REALTY CORP   S           COM              264411505     3579    94300 SH       DEFINED 01 02               0        0    94300
DUN & BRADSTREET CORP   S      COM              26483E100    12477   162734 SH       DEFINED 01 02               0        0   162734
DUQUESNE LIGHT HOLDINGS INC    COM              266233105     3022   183126 SH       DEFINED 01 02               0        0   183126
DURECT CORPORATION   S         COM              266605104      197    30860 SH       DEFINED 01 02               0    30860        0
DYNAMEX INC   S                COM              26784F103      555    28717 SH       DEFINED 01 02               0        0    28717
DYNAMEX INC                    COM              26784F103      124     6400 SH       DEFINED 01 03               0        0     6400
DYNEGY INC   S                 COM              26816Q101      286    59612 SH       DEFINED 01 03               0    59612        0
DYNEGY INC   S                 COM              26816Q101     2409   501931 SH       DEFINED 01 02               0        0   501931
EFES BREWERIES INTL-144A GDR   COM              26843E105     6911   189342 SH       DEFINED 01 02 10            0        0   189342
EGL INC   S                    COM              268484102     4871   108250 SH       DEFINED 01 02               0        0   108250
EMC CORPORATION   S            COM              268648102    89024  6531412 SH       DEFINED 01 02               0    16841  6514571
EMC CORPORATION   S            COM              268648102     6426   471432 SH       DEFINED 01 03               0   471432        0
EMC CORPORATION   S            COM              268648102    42265  3103212 SH       DEFINED 01 10               0        0  3103212
ENSCO INTERNATIONAL INC   S    COM              26874Q100    82481  1603117 SH       DEFINED 01 02               0    33960  1569157
ENSCO INTERNATIONAL INC   S    COM              26874Q100     5151   100120 SH       DEFINED 01 03               0   100120        0
ENSCO INTL INC                 COM              26874Q100      139     2700 SH       DEFINED 01 03               0        0     2700
ENI ADS   FSUSD                COM              26874R108     1937    34000 SH       DEFINED 01 02               0        0    34000
EOG RESOURCES INC   S          COM              26875P101    35519   493321 SH       DEFINED 01 10               0        0   493321
EOG RESOURCES INC   S          COM              26875P101     5836    81057 SH       DEFINED 01 02 10            0        0    81057
EOG RESOURCES INC   S          COM              26875P101     5335    74087 SH       DEFINED 01 03               0    74087        0
EOG RESOURCES INC   S          COM              26875P101    84923  1179495 SH       DEFINED 01 02               0    42390  1137105
EPIQ SYSTEMS INC.   S          COM              26882D109      545    28665 SH       DEFINED 01 02               0        0    28665
ESS TECHNOLOGY   S             COM              269151106      841   253271 SH       DEFINED 01 02               0        0   253271
E*TRADE FINANCIAL CORP   S     COM              269246104     7469   276847 SH       DEFINED 01 02 10            0        0   276847
E*TRADE FINANCIAL CORP   S     COM              269246104     2231    82690 SH       DEFINED 01 03               0    82690        0
E*TRADE FINANCIAL CORP   S     COM              269246104   169403  6283495 SH       DEFINED 01 10               0        0  6283495
E*TRADE FINANCIAL CORP   S     COM              269246104    15271   566014 SH       DEFINED 01 02               0     3652   562362
EXCO RESOURCES INC   S         COM              269279402     1675   133600 SH       DEFINED 01 02               0        0   133600
EV3 INC   S                    COM              26928A200      150     8450 SH       DEFINED 01 02               0        0     8450
EV3 INC   S                    COM              26928A200     2010   113772 SH       DEFINED 01 10               0        0   113772
EAGLE MATERIALS INC   S        COM              26969P108     7940   124515 SH       DEFINED 01 02               0     9590   114925
EAGLE TEST SYSTEMS INC   S     COM              270006109      585    38000 SH       DEFINED 01 02               0        0    38000
EARTHLINK INC   S              COM              270321102     3605   377621 SH       DEFINED 01 02               0    15520   362101
EAST WEST BANCORP INC   S      COM              27579R104     7999   207546 SH       DEFINED 01 02               0     5180   202366
EASTGROUP PROPERTIES   S       COM              277276101     6402   134950 SH       DEFINED 01 02               0       80   134870
EASTMAN CHEMICAL COMPANY   S   COM              277432100    41349   807923 SH       DEFINED 01 02               0      996   806927
EASTMAN CHEMICAL COMPANY   S   COM              277432100      827    16151 SH       DEFINED 01 03               0    16151        0
EASTMAN CHEMICAL CO            COM              277432100       31      600 SH       DEFINED 01 03               0        0      600
EASTMAN KODAK CO   S           COM              277461109    81354  2860511 SH       DEFINED 01 02               0     4916  2855595
EASTMAN KODAK CO   S           COM              277461109     1974    69400 SH       DEFINED 01 03               0    69400        0
EATON CORP   S                 COM              278058102   139681  1914231 SH       DEFINED 01 02               0    11075  1903156
EATON CORP   S                 COM              278058102     2974    40750 SH       DEFINED 01 03               0    40750        0
EATON CORP                     COM              278058102      168     2300 SH       DEFINED 01 03               0        0     2300
EBAY INC   S                   COM              278642103    53056  1358325 SH       DEFINED 01 02               0     4430  1353895
EBAY INC   S                   COM              278642103     9075   232341 SH       DEFINED 01 03               0   232341        0
EBAY INC   S                   COM              278642103     7804   200000 SH       DEFINED 01 10               0        0   200000
ECHOSTAR COMMUN CORP   S       COM              278762109    13889   464981 SH       DEFINED 01 02               0      371   464610
ECHOSTAR COMMUN CORP   S       COM              278762109       23      766 SH       DEFINED 01 03               0      766        0
ECHOSTAR COMMUN CORP   S       COM              278762109    83953  2813481 SH       DEFINED 01 10               0        0  2813481
ECLIPSYS CORP   S              COM              278856109      592    25059 SH       DEFINED 01 02               0    10590    14469
ECLIPSYS CORP   S              COM              278856109      463    19613 SH       DEFINED 01 10               0        0    19613
ECOLAB  INC   S                COM              278865100     4545   118969 SH       DEFINED 01 02               0        0   118969
ECOLAB  INC   S                COM              278865100     1378    36078 SH       DEFINED 01 03               0    36078        0
ECOLLEGE.COM INC   S           COM              27887E100      365    19342 SH       DEFINED 01 02               0    13540     5802
EDGE PETROLEUM CORP   S        COM              279862106     2594   103804 SH       DEFINED 01 02               0        0   103804
EDISON INTERNATIONAL   S       COM              281020107    15222   369604 SH       DEFINED 01 02               0     3829   365775
EDISON INTERNATIONAL   S       COM              281020107     2655    64473 SH       DEFINED 01 03               0    64473        0
EDISON INTERNATIONAL   S       COM              281020107      412    10000 SH       DEFINED 01 10               0        0    10000
EDO CORP   S                   COM              281347104     2458    79687 SH       DEFINED 01 02               0        0    79687
EDUCATE INC   S                COM              28138P100      292    34220 SH       DEFINED 01 02               0        0    34220
EDUCATION MANAGEMENT CORP   S  COM              28139T101      915    22000 SH       DEFINED 01 02               0        0    22000
EDWARDS (A.G.) INC   S         COM              281760108       35      700 SH       DEFINED 01 02               0      700        0
EFUNDS CORP   S                COM              28224R101     6886   266473 SH       DEFINED 01 02               0        0   266473
EL PASO CORP   S               COM              28336L109    10091   838798 SH       DEFINED 01 10               0        0   838798
EL PASO CORP   S               COM              28336L109    13097  1086988 SH       DEFINED 01 02               0     1840  1085148
EL PASO CORP   S               COM              28336L109     1572   130454 SH       DEFINED 01 03               0   130454        0
EL PASO CORP                   COM              28336L109       30     2500 SH       DEFINED 01 03               0        0     2500
EL PASO ELECTRIC CO   S        COM              283677854    13350   701141 SH       DEFINED 01 02               0        0   701141
ELDORADO GOLD CORP   FSUSD     COM              284902103      600   125700 SH       DEFINED 01 02               0        0   125700
ELECTRO SCIENTIFIC INDS INC    COM              285229100     1337    60429 SH       DEFINED 01 02               0        0    60429
ELECTRONIC ARTS INC   S        COM              285512109     5620   102696 SH       DEFINED 01 02               0        0   102696
ELECTRONIC ARTS INC   S        COM              285512109     3346    61145 SH       DEFINED 01 03               0    61145        0
ELECTRONIC ARTS INC   S        COM              285512109    78993  1443865 SH       DEFINED 01 10               0        0  1443865
ELECTRONIC DATA SYSTEMS CORP   COM              285661104     4393   163712 SH       DEFINED 01 03               0   163712        0
ELECTRONIC DATA SYSTEMS CORP   COM              285661104      891    33209 SH       DEFINED 01 10               0        0    33209
ELECTRONIC DATA SYSTEMS CORP   COM              285661104   137831  5137293 SH       DEFINED 01 02               0    51092  5086201
ELECTRONIC DATA SYSTEMS        COM              285661104      182     6800 SH       DEFINED 01 03               0        0     6800
ELECTRONIC DATA SYSTEMS        COM              285661104       54     2000 SH       DEFINED 01 03               0        0     2000
ELECTRONICS FOR IMAGING   S    COM              286082102     1866    66720 SH       DEFINED 01 02 14            0    66720        0
ELECTRONICS FOR IMAGING   S    COM              286082102      336    12000 SH       DEFINED 01 03               0    12000        0
ELECTRONICS FOR IMAGING   S    COM              286082102      304    10856 SH       DEFINED 01 10               0        0    10856
ELECTRONICS FOR IMAGING   S    COM              286082102     6949   248430 SH       DEFINED 01 02               0    24080   224350
ELIZABETH ARDEN INC   S        COM              28660G106     2539   108894 SH       DEFINED 01 02               0        0   108894
ELKCORP   S                    COM              287456107     1445    42820 SH       DEFINED 01 02               0        0    42820
PERRY ELLIS INTERNATIONAL   S  COM              288853104      900    39760 SH       DEFINED 01 02               0    15190    24570
PERRY ELLIS INTERNATIONAL   S  COM              288853104      933    41200 SH       DEFINED 01 02 14            0    41200        0
PERRY ELLIS INTERNATIONAL   S  COM              288853104      161     7100 SH       DEFINED 01 03               0     7100        0
EMAGEON INC   S                COM              29076V109     1349    79409 SH       DEFINED 01 02               0        0    79409
EMBRAER AIRCRAFT COR   FSUSD   COM              29081M102    15752   427483 SH       DEFINED 01 02               0        0   427483
EMCOR CORP   S                 COM              290846104      446    43569 SH       DEFINED 01 02               0        0    43569
EMCOR GROUP INC   S            COM              29084Q100      673    13560 SH       DEFINED 01 02 14            0    13560        0
EMCOR GROUP INC   S            COM              29084Q100      124     2500 SH       DEFINED 01 03               0     2500        0
EMCOR GROUP INC   S            COM              29084Q100     8938   180026 SH       DEFINED 01 02               0     4920   175106
EMERSON ELECTRIC CO   S        COM              291011104    24298   290546 SH       DEFINED 01 02               0     7924   282622
EMERSON ELECTRIC CO   S        COM              291011104     6808    81412 SH       DEFINED 01 03               0    81412        0
EMERSON ELECTRIC CO   S        COM              291011104     5913    70700 SH       DEFINED 01 10               0        0    70700
EMP NAC ELECTRICID ADS REPR 30 COM              29244T101     3072   101900 SH       DEFINED 01 10               0        0   101900
EMULEX CORP   S                COM              292475209     3194   186858 SH       DEFINED 01 02               0    14130   172728
ENCANA CORP   FSUSD            COM              292505104    24891   532637 SH       DEFINED 01 02               0    50680   481957
ENCANA CORP   FSUSD            COM              292505104      509    10887 SH       DEFINED 01 03               0    10887        0
ENBRIDGE INC   FSUSD           COM              29250N105    15189   526125 SH       DEFINED 01 02               0     1725   524400
ENBRIDGE ENERGY MANAGEMENT L   COM              29250X103        0        1 SH       DEFINED 01 02               0        0        1
ENCORE CAPITAL GROUP INC   S   COM              292554102     1972   133669 SH       DEFINED 01 02               0    10469   123200
ENCORE ACQUISITION CO   S      COM              29255W100     9312   300400 SH       DEFINED 01 02               0        0   300400
ENCORE WIRE CORP   S           COM              292562105     3597   106168 SH       DEFINED 01 02               0     8100    98068
ENCORE WIRE CORP   S           COM              292562105      774    22830 SH       DEFINED 01 02 14            0    22830        0
ENCORE WIRE CORP   S           COM              292562105      136     4000 SH       DEFINED 01 03               0     4000        0
ENCORE MEDICAL CORP   S        COM              29256E109     1283   250448 SH       DEFINED 01 02               0        0   250448
ENCORE MEDICAL CORP   S        COM              29256E109      213    41491 SH       DEFINED 01 10               0        0    41491
ENDO PHARMACEUT HLDGS INC   S  COM              29264F205     1647    50200 SH       DEFINED 01 02               0        0    50200
ENDO PHARMACEUT HLDGS INC   S  COM              29264F205     2624    80135 SH       DEFINED 01 10               0        0    80135
ENERGY CONVERSION DEVICES   S  COM              292659109      334     6790 SH       DEFINED 01 03               0     6790        0
ENERGY CONVERSION DEVICES   S  COM              292659109    25959   527891 SH       DEFINED 01 02               0     6100   521791
ENERGEN CORP   S               COM              29265N108     9930   283689 SH       DEFINED 01 02               0      110   283579
ENERGY EAST CORPORATION   S    COM              29266M109    16993   699319 SH       DEFINED 01 02               0     1000   698319
ENERGIZER HOLDINGS INC   S     COM              29266R108     3477    65600 SH       DEFINED 01 02               0        0    65600
ENERGIZER HOLDINGS INC         COM              29266R108       32      600 SH       DEFINED 01 03               0        0      600
ENERSIS SA SPON ADR REP 50 COM COM              29274F104     3471   292900 SH       DEFINED 01 10               0        0   292900
ENGELHARD CORP   S             COM              292845104     2133    53857 SH       DEFINED 01 02               0        0    53857
ENGELHARD CORP   S             COM              292845104      970    24497 SH       DEFINED 01 03               0    24497        0
ENNIS INC   S                  COM              293389102      769    39459 SH       DEFINED 01 02               0        0    39459
ENPRO INDUSTRIES INC   S       COM              29355X107     4516   131660 SH       DEFINED 01 02               0    14860   116800
ENPRO INDUSTRIES INC   S       COM              29355X107     1419    41350 SH       DEFINED 01 02 14            0    41350        0
ENPRO INDUSTRIES INC   S       COM              29355X107      254     7400 SH       DEFINED 01 03               0     7400        0
ENSIGN ENERGY SERVICES INC   F COM              293570107     2895    75300 SH       DEFINED 01 02               0        0    75300
ENTEGRIS INC   S               COM              29362U104      163    15290 SH       DEFINED 01 03               0    15290        0
ENTEGRIS INC   S               COM              29362U104     7806   733622 SH       DEFINED 01 02               0    46855   686767
ENTEGRIS INC   S               COM              29362U104      875    82335 SH       DEFINED 01 02 14            0    82335        0
ENTERGY CORP   S               COM              29364G103    43129   625591 SH       DEFINED 01 02               0      986   624605
ENTERGY CORP   S               COM              29364G103     2836    41131 SH       DEFINED 01 03               0    41131        0
ENTERGY CORP NEW               COM              29364G103      207     3000 SH       DEFINED 01 03               0        0     3000
ENTERPRISE PRODUCTS PARTNERS   COM              293792107     2257    91400 SH       DEFINED 01 02               0        0    91400
ENTERTAINMENT PROPERTIES TR    COM              29380T105     4328   103108 SH       DEFINED 01 02               0        0   103108
ENTRAVISION COMM   S           COM              29382R107     4627   504990 SH       DEFINED 01 02               0    48910   456080
ENTRAVISION COMM   S           COM              29382R107      742    81070 SH       DEFINED 01 02 14            0    81070        0
ENTRAVISION COMM   S           COM              29382R107       65     7100 SH       DEFINED 01 03               0     7100        0
ENTRUST INC   S                COM              293848107      443    98479 SH       DEFINED 01 02               0        0    98479
ENZON INC                      COM              293904108       24     2903 SH       DEFINED 01 02               0        0     2903
ENZO BIOCHEM INC   S           COM              294100102      775    57414 SH       DEFINED 01 02               0        0    57414
EPICOR SOFTWARE CORP   S       COM              29426L108     6350   472900 SH       DEFINED 01 02               0      170   472730
EQUIFAX INC   S                COM              294429105      954    25611 SH       DEFINED 01 03               0    25611        0
EQUIFAX INC   S                COM              294429105     1472    39551 SH       DEFINED 01 10               0        0    39551
EQUIFAX INC   S                COM              294429105     1045    28057 SH       DEFINED 01 02               0        0    28057
EQUITABLE RESOURCES   S        COM              294549100     3852   105500 SH       DEFINED 01 02               0        0   105500
EQUITABLE RESOURCES            COM              294549100       66     1800 SH       DEFINED 01 03               0        0     1800
EQUITY INNS INC   S            COM              294703103     4955   305837 SH       DEFINED 01 02               0      230   305607
EQUITY LIFESTYLE PROPERTIES    COM              29472R108     2938    59070 SH       DEFINED 01 02               0       70    59000
EQUITY OFFICE   S              COM              294741103    32182   958356 SH       DEFINED 01 02               0     1633   956723
EQUITY OFFICE   S              COM              294741103     2699    80378 SH       DEFINED 01 03               0    80378        0
EQUITY OFFICE   S              COM              294741103      444    13248 SH       DEFINED 01 10               0        0    13248
EQUITY OFFICE                  COM              294741103       40     1200 SH       DEFINED 01 03               0        0     1200
EQUITY ONE INC   S             COM              294752100      231     9400 SH       DEFINED 01 02               0        0     9400
EQUITY RESIDENTIAL   S         COM              29476L107      988    21116 SH       DEFINED 01 10               0        0    21116
EQUITY RESIDENTIAL   S         COM              29476L107     2689    57468 SH       DEFINED 01 03               0    57468        0
EQUITY RESIDENTIAL   S         COM              29476L107    31118   665060 SH       DEFINED 01 02               0      574   664486
EQUITY RESIDENTIAL COM SHS BEN COM              29476L107       66     1400 SH       DEFINED 01 03               0        0     1400
ERICSSON LM B ADR   FSUSD      COM              294821608     3661    97045 SH       DEFINED 01 02               0        0    97045
ERICSSON LM B ADR   FSUSD      COM              294821608       16      419 SH       DEFINED 01 03               0        0      419
ESCALA GROUP INC   S           COM              29605W107     1330    50784 SH       DEFINED 01 02               0     7670    43114
ESCO TECHNOLOGIES INC   S      COM              296315104     1033    20400 SH       DEFINED 01 02               0        0    20400
ESSEX PROPERTY TRUST INC   S   COM              297178105     6131    56380 SH       DEFINED 01 02               0      290    56090
ESTERLINE TECHNOLOGIES CORP    COM              297425100     2273    53170 SH       DEFINED 01 02               0        0    53170
ETHAN ALLEN   S                COM              297602104      168     4000 SH       DEFINED 01 03               0     4000        0
ETHAN ALLEN   S                COM              297602104    10571   251604 SH       DEFINED 01 02               0     7700   243904
ETHAN ALLEN   S                COM              297602104      915    21780 SH       DEFINED 01 02 14            0    21780        0
EURONET WORLDWIDE INC   S      COM              298736109     2129    56279 SH       DEFINED 01 02               0     6977    49302
EURONET WORLDWIDE INC   S      COM              298736109     1288    34059 SH       DEFINED 01 03               0    34059        0
EXAR CORP   S                  COM              300645108     1425    99837 SH       DEFINED 01 02               0        0    99837
EXCEL TECHNOLOGY INC   S       COM              30067T103       44     1500 SH       DEFINED 01 02               0        0     1500
EXCEL TECHNOLOGY INC           COM              30067T103      109     3700 SH       DEFINED 01 03               0        0     3700
EXELON CORP   S                COM              30161N101    68742  1299482 SH       DEFINED 01 02               0     1825  1297657
EXELON CORP   S                COM              30161N101     6984   132030 SH       DEFINED 01 03               0   132030        0
EXELON CORP   S                COM              30161N101    23111   436885 SH       DEFINED 01 10               0        0   436885
EXELON CORP                    COM              30161N101       32      600 SH       DEFINED 01 03               0        0      600
EXELON CORP                    COM              30161N101       84     1587 SH       DEFINED 01 03               0        0     1587
EXELON CORP                    COM              30161N101       53     1000 SH       DEFINED 01 03               0        0     1000
EXELIXIS INC   S               COM              30161Q104     3547   295378 SH       DEFINED 01 02               0    24740   270638
EXPEDIA INC                    COM              30212P105     1816    89600 SH       DEFINED 01 02               0        0    89600
EXPEDIA INC                    COM              30212P105       24     1200 SH       DEFINED 01 03               0     1200        0
EXPEDIA INC                    COM              30212P105    66762  3293756 SH       DEFINED 01 10               0        0  3293756
EXPEDITORS INTL WASH   S       COM              302130109       31      361 SH       DEFINED 01 03               0      361        0
EXPLORATION CO OF DELAWARE     COM              302133202       74     6600 SH       DEFINED 01 03               0        0     6600
EXPONENT INC                   COM              30214U102      108     3400 SH       DEFINED 01 03               0        0     3400
EXPRESS SCRIPTS INC   S        COM              302182100     4794    54532 SH       DEFINED 01 03               0    54532        0
EXPRESS SCRIPTS INC   S        COM              302182100    75802   862351 SH       DEFINED 01 02               0    26072   836279
EXPRESSJET HOLDINGS INC   S    COM              30218U108      500    67173 SH       DEFINED 01 02               0        0    67173
EXTREME NETWORKS INC   S       COM              30226D106      931   185558 SH       DEFINED 01 02               0        0   185558
EZ CORP INC   S                COM              302301106      119     4026 SH       DEFINED 01 02               0        0     4026
EXXON MOBIL CORP   S           COM              30231G102   810666 13320161 SH       DEFINED 01 02               0    59479 13260682
EXXON MOBIL CORP   S           COM              30231G102    73616  1209603 SH       DEFINED 01 03               0  1209603        0
EXXON MOBIL CORP   S           COM              30231G102   164749  2707003 SH       DEFINED 01 10               0        0  2707003
EXXON MOBIL CORP               COM              30231G102     1522    25000 SH       DEFINED 01 03               0        0    25000
EXXON MOBIL CORP               COM              30231G102      220     3610 SH       DEFINED 01 03               0        0     3610
FBL FINL GROUP INC.   S        COM              30239F106     1589    46140 SH       DEFINED 01 02               0    11880    34260
FBL FINL GROUP INC.   S        COM              30239F106     1136    32990 SH       DEFINED 01 02 14            0    32990        0
FBL FINL GROUP INC.   S        COM              30239F106      200     5800 SH       DEFINED 01 03               0     5800        0
FEI COMPANY   S                COM              30241L109     1044    52570 SH       DEFINED 01 02               0        0    52570
FLIR SYSTEMS INC   S           COM              302445101     6067   213530 SH       DEFINED 01 02               0     9926   203604
FLIR SYSTEMS INC   S           COM              302445101     1348    47453 SH       DEFINED 01 03               0    47453        0
FMC CORP   S                   COM              302491303     2641    42617 SH       DEFINED 01 02               0      260    42357
FMC CORP   S                   COM              302491303     2383    38500 SH       DEFINED 01 10               0        0    38500
FMC TECHNOLOGIES INC USD 0.01  COM              30249U101     3386    66209 SH       DEFINED 01 10               0        0    66209
FNB FINL SVCS CORP             COM              302526108       64     4000 SH       DEFINED 01 03               0        0     4000
FPIC INSURANCE GROUP INC   S   COM              302563101     6547   173221 SH       DEFINED 01 02               0    26780   146441
FPIC INSURANCE GROUP INC   S   COM              302563101     1837    48595 SH       DEFINED 01 02 14            0    48595        0
FPIC INSURANCE GROUP INC   S   COM              302563101      329     8700 SH       DEFINED 01 03               0     8700        0
FPL GROUP INC   S              COM              302571104    17413   433807 SH       DEFINED 01 02               0      358   433449
FPL GROUP INC   S              COM              302571104     3206    79870 SH       DEFINED 01 03               0    79870        0
FPL GROUP INC                  COM              302571104       63     1575 SH       DEFINED 01 03               0        0     1575
FPL GROUP INC                  COM              302571104       64     1600 SH       DEFINED 01 03               0        0     1600
FTI CONSULTING INC   S         COM              302941109      254     8900 SH       DEFINED 01 03               0     8900        0
FTI CONSULTING INC   S         COM              302941109     6999   245280 SH       DEFINED 01 02               0    24720   220560
FTI CONSULTING INC   S         COM              302941109     1444    50570 SH       DEFINED 01 02 14            0    50570        0
FACTSET RESEARCH   S           COM              303075105     7207   162500 SH       DEFINED 01 02               0     8750   153750
FAIR ISAAC CORP   S            COM              303250104    61366  1548834 SH       DEFINED 01 02               0    39407  1509427
FAIR ISAAC CORP   S            COM              303250104     3963   100026 SH       DEFINED 01 03               0   100026        0
FAIRCHILD CORP.   S            COM              303698104      663   255000 SH       DEFINED 01 02               0        0   255000
FAIRCHILD SEMICONDUC   S       COM              303726103     8113   425364 SH       DEFINED 01 02               0    19390   405974
FAIRCHILD SEMICONDUC   S       COM              303726103     1012    53040 SH       DEFINED 01 02 14            0    53040        0
FAIRCHILD SEMICONDUC   S       COM              303726103      202    10600 SH       DEFINED 01 03               0    10600        0
FAIRMONT HOTELS & RESORTS      COM              305204109       83     1850 SH       DEFINED 01 10               0     1850        0
FAMILY DOLLAR STORES   S       COM              307000109    13710   515407 SH       DEFINED 01 02               0     9421   505986
FAMILY DOLLAR STORES   S       COM              307000109      817    30726 SH       DEFINED 01 03               0    30726        0
FARMER BROS CO   S             COM              307675108      168     7553 SH       DEFINED 01 02               0        0     7553
FASTENAL CO   S                COM              311900104     7319   154604 SH       DEFINED 01 03               0   154604        0
FASTENAL CO   S                COM              311900104   110861  2341803 SH       DEFINED 01 02               0    52580  2289223
FEDERAL AGRIC MORTGAGE   S     COM              313148306     1107    37634 SH       DEFINED 01 02               0        0    37634
FREDDIE MAC   S                COM              313400301     8350   136874 SH       DEFINED 01 03               0   136874        0
FREDDIE MAC   S                COM              313400301     6081    99700 SH       DEFINED 01 10               0        0    99700
FREDDIE MAC   S                COM              313400301   150409  2465731 SH       DEFINED 01 02               0    24108  2441623
FEDERAL HOME LOAN MTG          COM              313400301      305     5000 SH       DEFINED 01 03               0        0     5000
FANNIE MAE   S                 COM              313586109   402559  7831903 SH       DEFINED 01 02               0    58242  7773661
FANNIE MAE   S                 COM              313586109    12805   249130 SH       DEFINED 01 03               0   249130        0
FEDERAL NATL MTG               COM              313586109      355     6900 SH       DEFINED 01 03               0        0     6900
FEDERAL REALTY INVS   S        COM              313747206     2760    36700 SH       DEFINED 01 02               0        0    36700
FEDERATED DEPARTMENT STORES    COM              31410H101    64023   877039 SH       DEFINED 01 02               0     5086   871953
FEDERATED DEPARTMENT STORES    COM              31410H101     3941    53974 SH       DEFINED 01 03               0    53974        0
FEDERATED DEPARTMENT STORES    COM              31410H101     4336    59400 SH       DEFINED 01 10               0        0    59400
FEDERATED DEPT STORES          COM              31410H101       58      800 SH       DEFINED 01 03               0        0      800
FEDERATED INVESTORS.   S       COM              314211103     1784    45680 SH       DEFINED 01 02               0        0    45680
FEDERATED INVESTORS.   S       COM              314211103      651    16670 SH       DEFINED 01 03               0        0    16670
FEDERATED INVESTORS            COM              314211103       61     1564 SH       DEFINED 01 03               0        0     1564
FEDEX CORP   S                 COM              31428X106     8023    71039 SH       DEFINED 01 02               0     5232    65807
FEDEX CORP   S                 COM              31428X106     6793    60145 SH       DEFINED 01 03               0    60145        0
FEDEX CORP                     COM              31428X106       45      400 SH       DEFINED 01 03               0        0      400
FELCOR LODGING TRUST INC   S   COM              31430F101     3547   168100 SH       DEFINED 01 02               0        0   168100
FERRO CORP   S                 COM              315405100     4136   206800 SH       DEFINED 01 02               0        0   206800
F5 NETWORKS INC   S            COM              315616102    31422   433480 SH       DEFINED 01 02               0    10088   423392
F5 NETWORKS INC   S            COM              315616102     2606    35953 SH       DEFINED 01 03               0    35953        0
FIDELITY BANKSHARES INC   S    COM              31604Q107     4220   125479 SH       DEFINED 01 02               0        0   125479
FIDELITY NATIONAL INFORMATION  COM              31620M106     2167    53450 SH       DEFINED 01 02               0        0    53450
FIDELITY NATIONAL TITLE-CL A   COM              31620R105       72     3150 SH       DEFINED 01 02               0        0     3150
FIDELITY NATL TITLE GROUP      COM              31620R105       32     1400 SH       DEFINED 01 03               0        0     1400
FIDELITY NATIONAL FINL INC   S COM              316326107      689    19373 SH       DEFINED 01 02               0     1373    18000
FIDELITY NATIONAL FINANCIAL    COM              316326107       28      800 SH       DEFINED 01 03               0        0      800
FIDELITY SOUTHERN CORP         COM              316394105       94     5300 SH       DEFINED 01 03               0        0     5300
FIFTH THIRD BANCORP   S        COM              316773100    10777   273816 SH       DEFINED 01 02               0        0   273816
FIFTH THIRD BANCORP   S        COM              316773100     4328   109956 SH       DEFINED 01 03               0   109956        0
FILENET CORP   S               COM              316869106     5203   192548 SH       DEFINED 01 02               0    11400   181148
FINANCIAL FEDERAL CORP   S     COM              317492106     5590   190794 SH       DEFINED 01 02               0    13450   177344
FINANCIAL FEDERAL CORP   S     COM              317492106     1093    37340 SH       DEFINED 01 02 14            0    37340        0
FINANCIAL FEDERAL CORP   S     COM              317492106      199     6800 SH       DEFINED 01 03               0     6800        0
FINANCIAL INSTITUTIONS INC   S COM              317585404       70     3710 SH       DEFINED 01 02               0        0     3710
FINISAR CORPORATION   S        COM              31787A101     3041   614646 SH       DEFINED 01 02               0    71830   542816
FINISAR CORPORATION   S        COM              31787A101      614   123880 SH       DEFINED 01 02 14            0   123880        0
FINISAR CORPORATION   S        COM              31787A101      110    22300 SH       DEFINED 01 03               0    22300        0
FINISAR CORPORATION   S        COM              31787A101    19936  4060444 SH       DEFINED 01 10               0        0  4060444
FINISH LINE INC   S            COM              317923100     5007   304378 SH       DEFINED 01 02               0        0   304378
FIRST ACCEPTANCE CORP   S      COM              318457108      414    31100 SH       DEFINED 01 02               0        0    31100
FIRST AMERICAN CORPORATION   S COM              318522307      478    12207 SH       DEFINED 01 02               0      580    11627
FIRST BANCORP/PR   S           COM              318672102      177    14300 SH       DEFINED 01 03               0    14300        0
FIRST BANCORP/PR   S           COM              318672102     6963   563401 SH       DEFINED 01 02               0    28480   534921
FIRST BANCORP/PR   S           COM              318672102      978    79170 SH       DEFINED 01 02 14            0    79170        0
FIRST CASH FINL SVCS INC   S   COM              31942D107       45     2248 SH       DEFINED 01 02               0        0     2248
FIRST CITIZENS BANK.   S       COM              31946M103     1862     9653 SH       DEFINED 01 02               0     2310     7343
FIRST CITIZENS BANK.   S       COM              31946M103     1197     6200 SH       DEFINED 01 02 14            0     6200        0
FIRST CITIZENS BANK.   S       COM              31946M103      222     1150 SH       DEFINED 01 03               0     1150        0
FIRST COMMUNITY BANCSHARES   S COM              31983A103      291     9087 SH       DEFINED 01 02               0        0     9087
FIRST COMMUNITY BANCORP   S    COM              31983B101     7007   121543 SH       DEFINED 01 02               0     8110   113433
FIRST COMMUNITY BANCORP   S    COM              31983B101     1321    22880 SH       DEFINED 01 02 14            0    22880        0
FIRST COMMUNITY BANCORP   S    COM              31983B101      259     4500 SH       DEFINED 01 03               0     4500        0
FIRST DATA CORP   S            COM              319963104    88458  1889288 SH       DEFINED 01 02               0      706  1888582
FIRST DATA CORP   S            COM              319963104     7125   152187 SH       DEFINED 01 03               0   152187        0
FIRST DATA CORP   S            COM              319963104     1387    29628 SH       DEFINED 01 10               0        0    29628
FIRST FINANCIAL BANCORP   S    COM              320209109      203    12243 SH       DEFINED 01 02               0        0    12243
FIRST FINL BANKSHARES INC   S  COM              32020R109      646    16860 SH       DEFINED 01 02               0     6430    10430
FIRST FINL BANKSHARES INC   S  COM              32020R109      690    17980 SH       DEFINED 01 02 14            0    17980        0
FIRST FINL BANKSHARES INC   S  COM              32020R109      126     3300 SH       DEFINED 01 03               0     3300        0
FIRST FINANCIAL   S            COM              320239106     1670    52730 SH       DEFINED 01 02               0    13290    39440
FIRST FINANCIAL   S            COM              320239106     1172    36990 SH       DEFINED 01 02 14            0    36990        0
FIRST FINANCIAL   S            COM              320239106      200     6300 SH       DEFINED 01 03               0     6300        0
FIRST HORIZON NATIONAL CORP    COM              320517105     1780    42703 SH       DEFINED 01 02               0      711    41992
FIRST HORIZON NATIONAL CORP    COM              320517105     1039    24935 SH       DEFINED 01 03               0    24935        0
FIRST HORIZON PHARMACEUTICAL   COM              32051K106     2894   114800 SH       DEFINED 01 02               0        0   114800
FIRST INDIANA CORP   S         COM              32054R108      203     7293 SH       DEFINED 01 02               0        0     7293
FIRST MIDWEST BANC   S         COM              320867104     6061   165734 SH       DEFINED 01 02               0        0   165734
FIRST NIAGARA FINANCIAL GRP    COM              33582V108     6546   446535 SH       DEFINED 01 02               0        0   446535
FIRST OAK BROOK BANCSHARES   S COM              335847208      496    18523 SH       DEFINED 01 02               0        0    18523
FIRST PLACE FINANCIAL   S      COM              33610T109      847    34170 SH       DEFINED 01 02               0    13090    21080
FIRST PLACE FINANCIAL   S      COM              33610T109      164     6600 SH       DEFINED 01 03               0     6600        0
FIRST PLACE FINANCIAL   S      COM              33610T109      901    36270 SH       DEFINED 01 02 14            0    36270        0
FIRST REPUBLIC BANK   S        COM              336158100     2831    74843 SH       DEFINED 01 02               0        0    74843
FIRST REGIONAL BANCORP/CAL   S COM              33615C101     1259    14143 SH       DEFINED 01 02               0     6850     7293
FIRST REGIONAL BANCORP/CAL   S COM              33615C101      973    10920 SH       DEFINED 01 02 14            0    10920        0
FIRST REGIONAL BANCORP/CAL   S COM              33615C101      196     2200 SH       DEFINED 01 03               0     2200        0
FIRST STATE BANC   S           COM              336453105     1085    40900 SH       DEFINED 01 02               0    20320    20580
FIRST STATE BANC   S           COM              336453105      954    35900 SH       DEFINED 01 02 14            0    35900        0
FIRST STATE BANC   S           COM              336453105      191     7200 SH       DEFINED 01 03               0     7200        0
1ST SOURCE CORP   S            COM              336901103      225     7500 SH       DEFINED 01 03               0     7500        0
1ST SOURCE CORP   S            COM              336901103     1219    40650 SH       DEFINED 01 02               0    15640    25010
1ST SOURCE CORP   S            COM              336901103     1289    42960 SH       DEFINED 01 02 14            0    42960        0
FISERV INC   S                 COM              337738108    45716  1074384 SH       DEFINED 01 02               0    21777  1052607
FISERV INC   S                 COM              337738108     3298    77516 SH       DEFINED 01 03               0    77516        0
FISERV INC                     COM              337738108       84     1963 SH       DEFINED 01 03               0        0     1963
FISHER COMMUNICATIONS INC   S  COM              337756209     2708    60500 SH       DEFINED 01 02               0        0    60500
FIRSTFED FINANCIAL CORP   S    COM              337907109     9608   160630 SH       DEFINED 01 02               0     8953   151677
FIRSTFED FINANCIAL CORP   S    COM              337907109     1452    24280 SH       DEFINED 01 02 14            0    24280        0
FIRSTFED FINANCIAL CORP   S    COM              337907109      273     4561 SH       DEFINED 01 03               0     4561        0
FIRSTMERIT CORP   S            COM              337915102       59     2387 SH       DEFINED 01 02               0        0     2387
FLAGSTAR BANCORP INC   S       COM              337930101     1792   118684 SH       DEFINED 01 02               0        0   118684
FIRSTENERGY CORP   S           COM              337932107    11778   240877 SH       DEFINED 01 02               0     1245   239632
FIRSTENERGY CORP   S           COM              337932107     3192    65270 SH       DEFINED 01 03               0    65270        0
FIRST ENERGY CORP              COM              337932107       59     1200 SH       DEFINED 01 03               0        0     1200
FISHER SCIENTIFIC IN   S       COM              338032204    23818   350000 SH       DEFINED 01 10               0        0   350000
FISHER SCIENTIFIC IN   S       COM              338032204     1665    24470 SH       DEFINED 01 02               0        0    24470
FISHER SCIENTIFIC IN   S       COM              338032204     1662    24420 SH       DEFINED 01 03               0    24420        0
FIVE STAR QUALITY CARE   S     COM              33832D106      587    53929 SH       DEFINED 01 02               0        0    53929
FLEETWOOD ENTERPRISES   S      COM              339099103     3560   318650 SH       DEFINED 01 02               0        0   318650
FLORIDA ROCK INDS   S          COM              341140101     5274    93785 SH       DEFINED 01 02               0     6308    87477
FLUOR CORP (NEW)   S           COM              343412102    90475  1054500 SH       DEFINED 01 02               0        0  1054500
FLUOR CORP (NEW)   S           COM              343412102     1474    17179 SH       DEFINED 01 03               0    17179        0
FLOW INTL CORP   S             COM              343468104      190    14439 SH       DEFINED 01 02               0        0    14439
FLOWERS FOODS INC   S          COM              343498101     7520   253231 SH       DEFINED 01 02               0    19270   233961
FLOWERS FOODS INC   S          COM              343498101     1600    53840 SH       DEFINED 01 02 14            0    53840        0
FLOWERS FOODS INC   S          COM              343498101      288     9700 SH       DEFINED 01 03               0     9700        0
FLOWERS FOODS INC   S          COM              343498101     2019    68012 SH       DEFINED 01 10               0        0    68012
FLOWSERVE CORP                 COM              34354P105      123     2100 SH       DEFINED 01 03               0     2100        0
FLOWSERVE CORP                 COM              34354P105    22564   386750 SH       DEFINED 01 02               0     4770   381980
FLOWSERVE CORP                 COM              34354P105      815    13950 SH       DEFINED 01 02 14            0    13950        0
FOCUS MEDIA HOLDING-ADR   FSUS COM              34415V109     1694    29194 SH       DEFINED 01 02               0        0    29194
FOMENTO ECONOMICO MX   FSUSD   COM              344419106    33526   365771 SH       DEFINED 01 10               0        0   365771
FOMENTO ECONOMICO MX   FSUSD   COM              344419106     5683    62000 SH       DEFINED 01 02               0        0    62000
FOOT LOCKER INC   S            COM              344849104       41     1698 SH       DEFINED 01 02               0        0     1698
FORD MOTOR CO   S              COM              345370860    18101  2273955 SH       DEFINED 01 02               0    13516  2260439
FORD MOTOR CO   S              COM              345370860     2936   368901 SH       DEFINED 01 03               0   368901        0
FOREST CITY ENTERPRI   S       COM              345550107     1947    41300 SH       DEFINED 01 02               0        0    41300
FOREST LABORATORIES INC   S    COM              345838106     5889   131943 SH       DEFINED 01 02               0    15491   116452
FOREST LABORATORIES INC   S    COM              345838106     2879    64498 SH       DEFINED 01 03               0    64498        0
FOREST OIL CORP   S            COM              346091705     3633    97713 SH       DEFINED 01 02 10            0        0    97713
FOREST OIL CORP   S            COM              346091705    16985   457445 SH       DEFINED 01 10               0        0   457445
FOREST OIL CORP                COM              346091705       45     1200 SH       DEFINED 01 03               0        0     1200
FORMFACTOR INC   S             COM              346375108     3494    88864 SH       DEFINED 01 02               0     7430    81434
FORRESTER.   S                 COM              346563109      986    44190 SH       DEFINED 01 02               0    21590    22600
FORRESTER.   S                 COM              346563109      156     7000 SH       DEFINED 01 03               0     7000        0
FORRESTER.   S                 COM              346563109      864    38730 SH       DEFINED 01 02 14            0    38730        0
FORTUNE BRANDS INC   S         COM              349631101     7367    91371 SH       DEFINED 01 02               0        0    91371
FORTUNE BRANDS INC   S         COM              349631101     2335    28961 SH       DEFINED 01 03               0    28961        0
FORWARD AIR CORPORATION   S    COM              349853101     3576    95910 SH       DEFINED 01 02               0        0    95910
FOSSIL INC   S                 COM              349882100     5503   296206 SH       DEFINED 01 02               0        0   296206
FOUNDATION COAL HOLDINGS INC   COM              35039W100     3904    94860 SH       DEFINED 01 02               0    12930    81930
FOUNDATION COAL HOLDINGS INC   COM              35039W100      893    21690 SH       DEFINED 01 02 14            0    21690        0
FOUNDATION COAL HOLDINGS INC   COM              35039W100      165     4000 SH       DEFINED 01 03               0     4000        0
FOUNDRY NETWORKS INC   S       COM              35063R100    12829   706472 SH       DEFINED 01 02               0    47840   658632
FOUNDRY NETWORKS INC   S       COM              35063R100     1101    60610 SH       DEFINED 01 02 14            0    60610        0
FOUNDRY NETWORKS INC   S       COM              35063R100      189    10400 SH       DEFINED 01 03               0    10400        0
4KIDS ENTERTAINMENT INC   S    COM              350865101      460    26777 SH       DEFINED 01 02               0        0    26777
4 KIDS ENTERTAINMENT           COM              350865101       89     5200 SH       DEFINED 01 03               0        0     5200
FOUR SEASONS HOTELS INC   FSUS COM              35100E104      101     2000 SH       DEFINED 01 02               0        0     2000
FOXHOLLOW TECHNOLOGIES INC     COM              35166A103      507    16687 SH       DEFINED 01 10               0        0    16687
FRANKLIN BANK CORP/HOUSTON   S COM              352451108     1655    86085 SH       DEFINED 01 02               0    15010    71075
FRANKLIN BANK CORP/HOUSTON   S COM              352451108      800    41620 SH       DEFINED 01 02 14            0    41620        0
FRANKLIN BANK CORP/HOUSTON   S COM              352451108      146     7600 SH       DEFINED 01 03               0     7600        0
FRANKLIN ELECTRIC CO INC   S   COM              353514102     1682    30770 SH       DEFINED 01 02               0        0    30770
FRANKLIN RESOURCES INC   S     COM              354613101    56167   596006 SH       DEFINED 01 02               0    10412   585594
FRANKLIN RESOURCES INC   S     COM              354613101     2845    30191 SH       DEFINED 01 03               0    30191        0
FRANKLIN RESOURCES             COM              354613101      153     1622 SH       DEFINED 01 03               0        0     1622
FRED'S INC   S                 COM              356108100     1107    83515 SH       DEFINED 01 02               0        0    83515
FREEPORT MCMORAN COP   S       COM              35671D857    59223   990830 SH       DEFINED 01 02               0    21249   969581
FREEPORT MCMORAN COP   S       COM              35671D857     3144    52609 SH       DEFINED 01 03               0    52609        0
FREESCALE SEMICONDUCTOR-A   S  COM              35687M107     4901   176235 SH       DEFINED 01 02 10            0        0   176235
FREESCALE SEMICONDUCTOR-A   S  COM              35687M107       26      947 SH       DEFINED 01 03               0      947        0
FREESCALE SEMICONDUCTOR-A   S  COM              35687M107    24303   875449 SH       DEFINED 01 10               0        0   875449
FREESCALE SEMICONDUCTOR-A   S  COM              35687M107    98033  3525089 SH       DEFINED 01 02               0     1213  3523876
FREESCALE SEMICONDUCTOR - B    COM              35687M206    38446  1384465 SH       DEFINED 01 02               0     8080  1376385
FREESCALE SEMICONDUCTOR - B    COM              35687M206     2263    81511 SH       DEFINED 01 03               0    81511        0
FREIGHTCAR AMERICA INC   S     COM              357023100     1948    30631 SH       DEFINED 01 02               0        0    30631
FREMONT GENERAL CORP   S       COM              357288109     6431   298269 SH       DEFINED 01 02               0        0   298269
FRIEDMAN BILLINGS.   S         COM              358434108     1725   183900 SH       DEFINED 01 02               0        0   183900
FRONTIER AIRLINES HOLDINGS INC COM              359065109     1537   199496 SH       DEFINED 01 02               0        0   199496
FRONTIER FINL CORP W   S       COM              35907K105     1598    48410 SH       DEFINED 01 02               0    18550    29860
FRONTIER FINL CORP W   S       COM              35907K105     1693    51260 SH       DEFINED 01 02 14            0    51260        0
FRONTIER FINL CORP W   S       COM              35907K105      307     9300 SH       DEFINED 01 03               0     9300        0
FRONTIER OIL CORP   S          COM              35914P105    14503   244370 SH       DEFINED 01 02               0     6280   238090
FRONTIER OIL CORP              COM              35914P105       47      800 SH       DEFINED 01 03               0        0      800
FUELCELL ENERGY INC   S        COM              35952H106    10799   941577 SH       DEFINED 01 02               0        0   941577
FUELCELL ENERGY INC   S        COM              35952H106      138    12020 SH       DEFINED 01 03               0    12020        0
H.B. FULLER CO.   S            COM              359694106     1428    27820 SH       DEFINED 01 02 14            0    27820        0
H.B. FULLER CO.   S            COM              359694106      252     4900 SH       DEFINED 01 03               0     4900        0
H.B. FULLER CO.   S            COM              359694106    12285   239269 SH       DEFINED 01 02               0    10060   229209
FURNITURE BRAND INTL INC   S   COM              360921100     7912   322820 SH       DEFINED 01 02               0    22540   300280
FURNITURE BRAND INTL INC   S   COM              360921100     1532    62490 SH       DEFINED 01 02 14            0    62490        0
FURNITURE BRAND INTL INC   S   COM              360921100      272    11100 SH       DEFINED 01 03               0    11100        0
G & K SERVICES -CL A   S       COM              361268105     1882    44241 SH       DEFINED 01 02               0        0    44241
GATX CORP   S                  COM              361448103     7578   183475 SH       DEFINED 01 02               0    13310   170165
GATX CORP   S                  COM              361448103     1560    37780 SH       DEFINED 01 02 14            0    37780        0
GATX CORP   S                  COM              361448103      306     7400 SH       DEFINED 01 03               0     7400        0
GATX CORP   S                  COM              361448103     2930    71074 SH       DEFINED 01 10               0        0    71074
GEO GROUP INC/THE   S          COM              36159R103      133     4000 SH       DEFINED 01 03               0     4000        0
GEO GROUP INC/THE   S          COM              36159R103     1187    35610 SH       DEFINED 01 02               0     8950    26660
GEO GROUP INC/THE   S          COM              36159R103      821    24680 SH       DEFINED 01 02 14            0    24680        0
GFI GROUP INC   S              COM              361652209      301     5792 SH       DEFINED 01 02               0        0     5792
GALLAHER GROUP ADR   FSUSD     COM              363595109      872    15000 SH       DEFINED 01 02               0        0    15000
GAMESTOP CORP   S              COM              36467W109     3559    75520 SH       DEFINED 01 02               0     5870    69650
GAMESTOP CORP   S              COM              36467W109    95137  2022027 SH       DEFINED 01 10               0        0  2022027
GAMESTOP CORP-CL B             COM              36467W208     4289    99000 SH       DEFINED 01 10               0        0    99000
GANNETT CO   S                 COM              364730101    38040   634836 SH       DEFINED 01 02               0     1456   633380
GANNETT CO   S                 COM              364730101     2823    47108 SH       DEFINED 01 03               0    47108        0
GANNETT CO   S                 COM              364730101     3595    60000 SH       DEFINED 01 10               0        0    60000
GAP INC/THE   S                COM              364760108     1450    77626 SH       DEFINED 01 02               0        0    77626
GAP INC/THE   S                COM              364760108    98306  5262636 SH       DEFINED 01 03               0  5262636        0
GARDNER DENVER INC   S         COM              365558105    13308   204100 SH       DEFINED 01 02               0    11509   192591
GARDNER DENVER INC   S         COM              365558105     2051    31460 SH       DEFINED 01 02 14            0    31460        0
GARDNER DENVER INC   S         COM              365558105      398     6107 SH       DEFINED 01 03               0     6107        0
GASCO ENERGY INC               COM              367220100       80    14200 SH       DEFINED 01 03               0        0    14200
GATEWAY INC   S                COM              367626108       32    14511 SH       DEFINED 01 02               0        0    14511
GATEWAY INC   S                COM              367626108      115    52305 SH       DEFINED 01 03               0    52305        0
GAYLORD ENTERTAINMENT CO   S   COM              367905106     2768    61000 SH       DEFINED 01 02               0        0    61000
GEN-PROBE INC.   S             COM              36866T103     2972    53935 SH       DEFINED 01 02               0     7881    46054
GEN-PROBE INC.   S             COM              36866T103     2065    37468 SH       DEFINED 01 03               0    37468        0
GEMSTAR-TV GUIDE   S           COM              36866W106     2447   792000 SH       DEFINED 01 02               0        0   792000
GENCORP INC   S                COM              368682100     5085   247443 SH       DEFINED 01 02               0        0   247443
GENENTECH INC   S              COM              368710406    78456   928355 SH       DEFINED 01 02               0    76241   852114
GENENTECH INC   S              COM              368710406       42      496 SH       DEFINED 01 03               0      496        0
GENENTECH INC   S              COM              368710406     9294   110000 SH       DEFINED 01 10               0        0   110000
GENERAL CABLE CORP   S         COM              369300108      155     5100 SH       DEFINED 01 03               0     5100        0
GENERAL CABLE CORP   S         COM              369300108     7577   249758 SH       DEFINED 01 02               0    16090   233668
GENERAL CABLE CORP   S         COM              369300108      856    28220 SH       DEFINED 01 02 14            0    28220        0
GENRL  COMMUNICATION   S       COM              369385109     3296   272662 SH       DEFINED 01 02               0        0   272662
GENERAL COMMUNICATION INC CLAS COM              369385109      157    13000 SH       DEFINED 01 03               0        0    13000
GENERAL DYNAMICS CORP   S      COM              369550108    51034   797673 SH       DEFINED 01 02               0      694   796979
GENERAL DYNAMICS CORP   S      COM              369550108     5080    79387 SH       DEFINED 01 03               0    79387        0
GENERAL ELECTRIC CO   S        COM              369604103   589330 16944476 SH       DEFINED 01 02               0    21158 16923318
GENERAL ELECTRIC CO   S        COM              369604103    74049  2129064 SH       DEFINED 01 03               0  2129064        0
GENERAL ELECTRIC CO   S        COM              369604103   173453  4987150 SH       DEFINED 01 10               0        0  4987150
GENERAL ELECTRIC               COM              369604103      473    13600 SH       DEFINED 01 03               0        0    13600
GENERAL ELECTRIC               COM              369604103      209     6005 SH       DEFINED 01 03               0        0     6005
GENERAL ELECTRIC               COM              369604103       63     1800 SH       DEFINED 01 03               0        0     1800
GENERAL GROWTH   S             COM              370021107     6641   135900 SH       DEFINED 01 02               0        0   135900
GENERAL MILLS INC   S          COM              370334104     4560    90000 SH       DEFINED 01 10               0        0    90000
GENERAL MILLS INC   S          COM              370334104    57278  1130171 SH       DEFINED 01 02               0      947  1129224
GENERAL MILLS INC   S          COM              370334104     3579    70615 SH       DEFINED 01 03               0    70615        0
GENERAL MILLS                  COM              370334104      152     3000 SH       DEFINED 01 03               0        0     3000
GENERAL MOTORS CORP   S        COM              370442105    23773  1117665 SH       DEFINED 01 02               0     5195  1112470
GENERAL MOTORS CORP   S        COM              370442105     2380   111910 SH       DEFINED 01 03               0   111910        0
GNC CORP 12.000% 12/31/2049 PI PRF              37047S303     6193     6695 SH       DEFINED 01 02               0        0     6695
GENESCO INC   S                COM              371532102     7456   191684 SH       DEFINED 01 02               0    16440   175244
GENESCO INC   S                COM              371532102     1196    30750 SH       DEFINED 01 02 14            0    30750        0
GENESCO INC   S                COM              371532102      210     5400 SH       DEFINED 01 03               0     5400        0
GENESEE & WYOMING   S          COM              371559105     3998   130340 SH       DEFINED 01 02               0    14654   115686
GENESEE & WYOMING   S          COM              371559105      951    31035 SH       DEFINED 01 02 14            0    31035        0
GENESEE & WYOMING   S          COM              371559105      189     6150 SH       DEFINED 01 03               0     6150        0
GENESIS MICROCHIP INC   S      COM              37184C103     1327    77842 SH       DEFINED 01 02               0        0    77842
GENESIS HEALTHCARE CORP   S    COM              37184D101    22247   506310 SH       DEFINED 01 02               0        0   506310
GENLYTE GROUP INC   S          COM              372302109      457     6700 SH       DEFINED 01 03               0     6700        0
GENLYTE GROUP INC   S          COM              372302109     2609    38280 SH       DEFINED 01 02 14            0    38280        0
GENLYTE GROUP INC   S          COM              372302109    10709   157180 SH       DEFINED 01 02               0    18600   138580
GENTEK INC - CW08 - CLASS B  1 WT               37245X120        1       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 CO   S           COM              372460105    21933   500384 SH       DEFINED 01 02               0     1681   498703
GENUINE PARTS CO   S           COM              372460105     1500    34218 SH       DEFINED 01 03               0    34218        0
GENUINE PARTS                  COM              372460105       44     1000 SH       DEFINED 01 03               0        0     1000
GENTIVA HEALTH SERVICES   S    COM              37247A102      995    54645 SH       DEFINED 01 02               0        0    54645
GENWORTH FINANCIAL INC   S     COM              37247D106     2862    85617 SH       DEFINED 01 02               0     1960    83657
GENWORTH FINANCIAL INC   S     COM              37247D106     4937   147682 SH       DEFINED 01 02 10            0        0   147682
GENWORTH FINANCIAL INC   S     COM              37247D106     2493    74560 SH       DEFINED 01 03               0    74560        0
GENWORTH FINANCIAL INC   S     COM              37247D106    63237  1891661 SH       DEFINED 01 10               0        0  1891661
GENWORTH FINANCIAL INC         COM              37247D106      147     4400 SH       DEFINED 01 03               0        0     4400
GENWORTH FINANCIAL INC         COM              37247D106       57     1700 SH       DEFINED 01 03               0        0     1700
GENZYME CORP   S               COM              372917104     3532    52540 SH       DEFINED 01 03               0    52540        0
GENZYME CORP   S               COM              372917104    10208   151529 SH       DEFINED 01 10               0        0   151529
GENZYME CORP   S               COM              372917104     1472    21899 SH       DEFINED 01 02               0        0    21899
GEORGIA GULF CORP   S          COM              373200203     1865    71748 SH       DEFINED 01 02               0        0    71748
GERBER SCIENTIFIC INC   S      COM              373730100      594    57453 SH       DEFINED 01 02               0        0    57453
GERDAU SA - SPON ADR   FSUSD   COM              373737105     5119   227300 SH       DEFINED 01 02               0        0   227300
GETTY IMAGES INC   S           COM              374276103     2689    35910 SH       DEFINED 01 02               0        0    35910
GETTY IMAGES INC   S           COM              374276103     1568    20939 SH       DEFINED 01 10               0        0    20939
GETTY REALTY CORP   S          COM              374297109      844    29000 SH       DEFINED 01 02               0        0    29000
GEVITY HR INC   S              COM              374393106     1359    55560 SH       DEFINED 01 02               0        0    55560
GIANT INDUSTRIES INC   S       COM              374508109      804    11564 SH       DEFINED 01 02               0        0    11564
GIBRALTAR INDUSTRIES INC   S   COM              374689107     2047    69450 SH       DEFINED 01 02               0    10690    58760
GIBRALTAR INDUSTRIES INC   S   COM              374689107      868    29470 SH       DEFINED 01 02 14            0    29470        0
GIBRALTAR INDUSTRIES INC   S   COM              374689107      159     5400 SH       DEFINED 01 03               0     5400        0
GILEAD SCIENCES INC   S        COM              375558103    65279  1049143 SH       DEFINED 01 02               0    45957  1003186
GILEAD SCIENCES INC   S        COM              375558103    11513   184740 SH       DEFINED 01 10               0        0   184740
GILEAD SCIENCES INC   S        COM              375558103     5800    93209 SH       DEFINED 01 03               0    93209        0
GLACIER BANCORP INC   S        COM              37637Q105     2042    65760 SH       DEFINED 01 02               0        0    65760
GLAMIS GOLD LTD   FSUSD        COM              376775102    12705   388754 SH       DEFINED 01 02               0        0   388754
GLAMIS GOLD LTD   FSUSD        COM              376775102    23284   712932 SH       DEFINED 01 10               0        0   712932
GLATFELTER   S                 COM              377316104      481    26236 SH       DEFINED 01 02               0        0    26236
GLAXOSMITHKLINE PLC   FSUSD    COM              37733W105    25209   481890 SH       DEFINED 01 02               0        0   481890
GLAXO WELLCOME PLC ADR         COM              37733W105       73     1400 SH       DEFINED 01 03               0        0     1400
GLENAYRE TECHNOLOGIES INC   S  COM              377899109     1101   209812 SH       DEFINED 01 02               0    88160   121652
GLENAYRE TECHNOLOGIES INC   S  COM              377899109      781   148870 SH       DEFINED 01 02 14            0   148870        0
GLENAYRE TECHNOLOGIES INC   S  COM              377899109      142    27000 SH       DEFINED 01 03               0    27000        0
GLENBOROUGH REALTY T   S       COM              37803P105     2591   119099 SH       DEFINED 01 02               0        0   119099
GLOBAL CASH ACCESS LLC   S     COM              378967103      273    15610 SH       DEFINED 01 02               0        0    15610
GLOBAL INDUSTRIES.   S         COM              379336100     2406   166120 SH       DEFINED 01 02               0   140650    25470
GLOBAL INDUSTRIES.   S         COM              379336100      637    43980 SH       DEFINED 01 02 14            0    43980        0
GLOBAL INDUSTRIES.   S         COM              379336100      114     7900 SH       DEFINED 01 03               0     7900        0
GLOBAL IMAGING SYSTEMS INC   S COM              37934A100     2279    59986 SH       DEFINED 01 02               0        0    59986
GLOBAL PAYMENTS INC   S        COM              37940X102    12784   241148 SH       DEFINED 01 02               0     4050   237098
GLOBAL PAYMENTS INC   S        COM              37940X102     1060    19990 SH       DEFINED 01 03               0    19990        0
GLOBAL SIGNAL INC   S          COM              37944Q103     1180    23985 SH       DEFINED 01 02               0        0    23985
GOLD BANC CORPORATION INC   S  COM              379907108     1558    85014 SH       DEFINED 01 02               0        0    85014
GOL LINHAS AEREAS INTEL-ADR    COM              38045R107     6851   255635 SH       DEFINED 01 02 10            0        0   255635
GOL LINHAS AEREAS INTEL-ADR    COM              38045R107    45748  1707012 SH       DEFINED 01 10               0        0  1707012
GOLDFIELDS LTD ADR..   FSUSD   COM              38059T106     2857   130000 SH       DEFINED 01 02               0        0   130000
GOLDFIELDS LTD ADR..   FSUSD   COM              38059T106     9385   427000 SH       DEFINED 01 10               0        0   427000
GOLD KIST INC   S              COM              380614107       69     5456 SH       DEFINED 01 02               0        0     5456
GOLDCORP INC   FSUSD           COM              380956409     2925   100000 SH       DEFINED 01 02               0        0   100000
GOLDEN TELECOM INC   S         COM              38122G107     1701    56600 SH       DEFINED 01 02               0        0    56600
GOLDEN WEST FINANCIAL CORP   S COM              381317106    43246   636899 SH       DEFINED 01 02               0    10013   626886
GOLDEN WEST FINANCIAL CORP   S COM              381317106     3440    50668 SH       DEFINED 01 03               0    50668        0
GOLDEN WEST FINANCIAL CORP   S COM              381317106    13563   199809 SH       DEFINED 01 10               0        0   199809
GOLDMAN SACHS GROUP INC   S    COM              38141G104    36980   235611 SH       DEFINED 01 02               0    23570   212041
GOLDMAN SACHS GROUP INC   S    COM              38141G104     3649    23250 SH       DEFINED 01 02 10            0        0    23250
GOLDMAN SACHS GROUP INC   S    COM              38141G104    15276    97325 SH       DEFINED 01 03               0    97325        0
GOLDMAN SACHS GROUP INC   S    COM              38141G104    37790   240801 SH       DEFINED 01 10               0        0   240801
GOLDMAN SACHS GROUP            COM              38141G104       63      400 SH       DEFINED 01 03               0        0      400
GOLDMAN SACHS GROUP            COM              38141G104       63      400 SH       DEFINED 01 03               0        0      400
GOLDMAN SACHS GROUP            COM              38141G104      109      697 SH       DEFINED 01 03               0        0      697
GOODRICH CORP   S              COM              382388106   115449  2647321 SH       DEFINED 01 02               0     1162  2646159
GOODRICH CORP   S              COM              382388106     1068    24490 SH       DEFINED 01 03               0    24490        0
GOODRICH CORP                  COM              382388106      140     3200 SH       DEFINED 01 03               0        0     3200
GOODYEAR TIRE & RUBBER CO   S  COM              382550101      507    35020 SH       DEFINED 01 03               0    35020        0
GOODYEAR TIRE & RUBBER CO   S  COM              382550101     3747   258746 SH       DEFINED 01 02               0        0   258746
GOOGLE INC-CL A   S            COM              38259P508    65235   168877 SH       DEFINED 01 10               0        0   168877
GOOGLE INC-CL A   S            COM              38259P508     7496    19220 SH       DEFINED 01 02               0      534    18686
GOOGLE INC-CL A   S            COM              38259P508      164      420 SH       DEFINED 01 03               0      420        0
GOVERNMENT PROPERTIES TRUST    COM              38374W107      119    12500 SH       DEFINED 01 03               0        0    12500
WR GRACE & CO   S              COM              38388F108     1192    89575 SH       DEFINED 01 02               0        0    89575
GRACO INC   S                  COM              384109104      972    21400 SH       DEFINED 01 02               0        0    21400
GRAFTECH INTERNATIONAL LTD   S COM              384313102     3263   534865 SH       DEFINED 01 02               0        0   534865
WW GRAINGER INC   S            COM              384802104     4458    59161 SH       DEFINED 01 02               0      280    58881
WW GRAINGER INC   S            COM              384802104     1140    15127 SH       DEFINED 01 03               0    15127        0
GRAMERCY CAPITAL CORP   S      COM              384871109     2512   100720 SH       DEFINED 01 02               0    14750    85970
GRAMERCY CAPITAL CORP   S      COM              384871109     1032    41420 SH       DEFINED 01 02 14            0    41420        0
GRAMERCY CAPITAL CORP   S      COM              384871109      177     7100 SH       DEFINED 01 03               0     7100        0
GRANITE CONSTRUCTION INC   S   COM              387328107      365     7500 SH       DEFINED 01 03               0     7500        0
GRANITE CONSTRUCTION INC   S   COM              387328107     2011    41310 SH       DEFINED 01 02 14            0    41310        0
GRANITE CONSTRUCTION INC   S   COM              387328107     5787   118890 SH       DEFINED 01 02               0    15020   103870
GRANT PRIDECO INC   S          COM              38821G101    17946   419305 SH       DEFINED 01 10               0        0   419305
GRANT PRIDECO INC   S          COM              38821G101     5115   119400 SH       DEFINED 01 02               0    60390    59010
GRAY TELEVISION INC   S        COM              389375106     2135   254100 SH       DEFINED 01 02               0        0   254100
GREAT AMERICAN FINL.   S       COM              389915109       43     2172 SH       DEFINED 01 02               0        0     2172
GREAT ATLANTIC & PAC TEA CO    COM              390064103     2471    70725 SH       DEFINED 01 02               0        0    70725
GREAT SOUTHERN BANCORP INC   S COM              390905107       80     2758 SH       DEFINED 01 02               0        0     2758
GREAT PLAINS ENERGY INC   S    COM              391164100      742    26357 SH       DEFINED 01 02               0        0    26357
GREATBATCH INC   S             COM              39153L106     4077   186120 SH       DEFINED 01 02               0        0   186120
GREATER BAY BANCORP   S        COM              391648102     8349   300950 SH       DEFINED 01 02               0    25730   275220
GREATER BAY BANCORP   S        COM              391648102     1956    70550 SH       DEFINED 01 02 14            0    70550        0
GREATER BAY BANCORP   S        COM              391648102      347    12500 SH       DEFINED 01 03               0    12500        0
GREEN MOUNTAIN POWER CORP   S  COM              393154109      316    10949 SH       DEFINED 01 02               0        0    10949
GREEN MOUNTAIN PWR CO          COM              393154109      127     4400 SH       DEFINED 01 03               0        0     4400
GREENBRIER COMPANIES INC   S   COM              393657101      255     6370 SH       DEFINED 01 02               0        0     6370
GREENHILL & CO INC   S         COM              395259104     1685    25485 SH       DEFINED 01 02               0     3960    21525
GREIF INC   S                  COM              397624107     5180    75724 SH       DEFINED 01 02               0        0    75724
GREY WOLF INC   S              COM              397888108     6181   830822 SH       DEFINED 01 02               0    76340   754482
GREY WOLF INC   S              COM              397888108      909   122560 SH       DEFINED 01 02 14            0   122560        0
GREY WOLF INC   S              COM              397888108     1329   178630 SH       DEFINED 01 03               0   178630        0
GRIFFON CORPORATION            COM              398433102     1492    60053 SH       DEFINED 01 02               0        0    60053
GROUP 1 AUTOMOTIVE INC   S     COM              398905109     3513    73895 SH       DEFINED 01 02               0        0    73895
GROUP 1 AUTOMOTIVE INC   S     COM              398905109      128     2700 SH       DEFINED 01 03               0     2700        0
GROUPE DANONE ADR   FSUSD      COM              399449107     3024   118000 SH       DEFINED 01 02               0        0   118000
AMERICAN GRW FD OF AMER-R4   S COM              399874841    39300  1227368 SH       DEFINED 01 03               0        0  1227368
GRUPO TELEVISA SA   FSUSD      COM              40049J206    28007  1407436 SH       DEFINED 01 02 10            0        0  1407436
GRUPO TELEVISA SA   FSUSD      COM              40049J206    99162  4990556 SH       DEFINED 01 10               0        0  4990556
GRUPO TELEVISA SA   FSUSD      COM              40049J206     4713   236792 SH       DEFINED 01 02               0        0   236792
GRUPO AEROPORTUARIO DEL-ADR    COM              400506101       96     3000 SH       DEFINED 01 02               0        0     3000
GRUPO AEROPORTUARIO DEL-ADR    COM              400506101     6127   191752 SH       DEFINED 01 02 10            0        0   191752
GRUPO AEROPORTUARIO DEL-ADR    COM              400506101    17304   544135 SH       DEFINED 01 10               0        0   544135
GTECH HOLDINGS CORP   S        COM              400518106      409    12000 SH       DEFINED 01 02               0        0    12000
GRUPO AEROPORTUARIO   FSUSD    COM              40051E202     1327    39780 SH       DEFINED 01 02               0        0    39780
GUESS INC   S                  COM              401617105     3406    87093 SH       DEFINED 01 02               0     8850    78243
GUIDANT CORP   S               COM              401698105    32371   414690 SH       DEFINED 01 02               0        0   414690
GUIDANT CORP   S               COM              401698105     5254    67298 SH       DEFINED 01 03               0    67298        0
GUJARAT AMBUJA GDR   FSUSD     COM              401841994      360   157950 SH       DEFINED 01 02               0        0   157950
GUITAR CENTER INC   S          COM              402040109     3237    67875 SH       DEFINED 01 02               0        0    67875
GULF ISLAND FABRICATION        COM              402307102       88     3700 SH       DEFINED 01 03               0        0     3700
GULFMARK OFFSHORE INC   S      COM              402629109     1829    65800 SH       DEFINED 01 02               0        0    65800
GYMBOREE CORP   S              COM              403777105     6150   236165 SH       DEFINED 01 02               0    16860   219305
GYMBOREE CORP   S              COM              403777105      794    30420 SH       DEFINED 01 02 14            0    30420        0
GYMBOREE CORP   S              COM              403777105      148     5700 SH       DEFINED 01 03               0     5700        0
H&E EQUIPMENT SERVICES INC   S COM              404030108     4583   157380 SH       DEFINED 01 02               0        0   157380
HCA INC   S                    COM              404119109   133179  2908448 SH       DEFINED 01 02               0     8151  2900297
HCA INC   S                    COM              404119109     4545    99247 SH       DEFINED 01 03               0    99247        0
HCA INC   S                    COM              404119109     6730   147000 SH       DEFINED 01 10               0        0   147000
HCA INC                        COM              404119109       32      700 SH       DEFINED 01 03               0        0      700
HCC INSURANCE HOLDINGS INC   S COM              404132102     7110   204320 SH       DEFINED 01 02               0      840   203480
HNI CORP   S                   COM              404251100      443     7515 SH       DEFINED 01 02               0     7515        0
HSBC HOLDINGS ADR   FSUSD      COM              404280406    32318   385743 SH       DEFINED 01 02               0        0   385743
HAEMONETICS CORP   S           COM              405024100    10070   198293 SH       DEFINED 01 02               0    14890   183403
HAEMONETICS CORP   S           COM              405024100     1025    20170 SH       DEFINED 01 02 14            0    20170        0
HAEMONETICS CORP   S           COM              405024100      188     3700 SH       DEFINED 01 03               0     3700        0
HAIN CELESTIAL GROUP INC   S   COM              405217100     2311    88222 SH       DEFINED 01 02               0        0    88222
HAIN CELESTIAL GROUP INC   S   COM              405217100       21      810 SH       DEFINED 01 02 14            0      810        0
HALLIBURTON CO   S             COM              406216101   390229  5344138 SH       DEFINED 01 02               0    70290  5273848
HALLIBURTON CO   S             COM              406216101    10000   136949 SH       DEFINED 01 03               0   136949        0
HANCOCK FABRICS   S            COM              409900107      146    40108 SH       DEFINED 01 02               0        0    40108
HANDLEMAN CO   S               COM              410252100     1175   122415 SH       DEFINED 01 02               0        0   122415
HANMI FINANCIAL CORPORATION    COM              410495105     5002   277020 SH       DEFINED 01 02               0    11950   265070
HANMI FINANCIAL CORPORATION    COM              410495105      607    33550 SH       DEFINED 01 02 14            0    33550        0
HANMI FINANCIAL CORPORATION    COM              410495105      114     6300 SH       DEFINED 01 03               0     6300        0
HANOVER COMPRESSOR CO   S      COM              410768105        8      427 SH       DEFINED 01 02               0        0      427
HANOVER COMPRESSOR CO   S      COM              410768105        3      159 SH       DEFINED 01 05               0        0      159
HANOVER COMPRESSOR COMPANY 04. CONV BND         410768AC9      961  1000000 PRN      DEFINED 01 02               0        0  1000000
HANSEN NATURAL CORP   S        COM              411310105    12513    99271 SH       DEFINED 01 02               0     3190    96081
HANSON PLC ADR   FSUSD         COM              411349103    98385  1507359 SH       DEFINED 01 02               0        0  1507359
HANSON PLC ADR   FSUSD         COM              411349103     1606    24600 SH       DEFINED 01 03               0        0    24600
HARBOR FLORIDA BANCSHARES   S  COM              411901101     1826    48225 SH       DEFINED 01 02               0        0    48225
HARLAND (JOHN H.) CO   S       COM              412693103     5377   136833 SH       DEFINED 01 02               0        0   136833
HARLEY-DAVIDSON INC   S        COM              412822108    36295   699606 SH       DEFINED 01 02               0    15891   683715
HARLEY-DAVIDSON INC   S        COM              412822108     2798    53928 SH       DEFINED 01 03               0    53928        0
HARLEYSVILLE GROUP INC   S     COM              412824104       22      733 SH       DEFINED 01 02               0        0      733
HARMAN INTERNATIONAL   S       COM              413086109    55230   496983 SH       DEFINED 01 02               0        0   496983
HARMAN INTERNATIONAL   S       COM              413086109     1463    13163 SH       DEFINED 01 03               0    13163        0
HARMONIC INC   S               COM              413160102     1209   189749 SH       DEFINED 01 02               0        0   189749
HARMONY GOLD MNG-ADR..   FSUSD COM              413216300     2382   150000 SH       DEFINED 01 02               0        0   150000
HARMONY GOLD MNG-ADR..   FSUSD COM              413216300     5002   315000 SH       DEFINED 01 10               0        0   315000
HARRAH`S ENTERTAINMENT INC   S COM              413619107     2841    36441 SH       DEFINED 01 03               0    36441        0
HARRAH`S ENTERTAINMENT INC   S COM              413619107    14117   181059 SH       DEFINED 01 02               0        0   181059
HARRIS CORP   S                COM              413875105       30      637 SH       DEFINED 01 02               0      637        0
HARRIS CORP                    COM              413875105       61     1300 SH       DEFINED 01 03               0        0     1300
HARRIS INTERACTIVE INC   S     COM              414549105     2282   406000 SH       DEFINED 01 02               0        0   406000
HARRIS INTERACTIVE, INC.       COM              414549105      110    19600 SH       DEFINED 01 03               0        0    19600
HARSCO CORP   S                COM              415864107    20853   252390 SH       DEFINED 01 02               0      190   252200
HARTE-HANKS INC   S            COM              416196103       24      870 SH       DEFINED 01 02               0      870        0
HARTFORD FINANCIAL SVCS GRP    COM              416515104    71760   890884 SH       DEFINED 01 02               0     2409   888475
HARTFORD FINANCIAL SVCS GRP    COM              416515104     4821    59851 SH       DEFINED 01 03               0    59851        0
HARTFORD FINL SVCS             COM              416515104      209     2600 SH       DEFINED 01 03               0        0     2600
HARTFORD FINL SVCS             COM              416515104       56      700 SH       DEFINED 01 03               0        0      700
HARTMARX CORP   S              COM              417119104     4603   516720 SH       DEFINED 01 02               0    42100   474620
HARTMARX CORP   S              COM              417119104     1033   116010 SH       DEFINED 01 02 14            0   116010        0
HARTMARX CORP   S              COM              417119104      191    21400 SH       DEFINED 01 03               0    21400        0
HARVEST NATURAL RESOURCES IN   COM              41754V103     2058   211733 SH       DEFINED 01 02               0        0   211733
HASBRO INC   S                 COM              418056107      743    35225 SH       DEFINED 01 03               0    35225        0
HASBRO INC   S                 COM              418056107     5568   263847 SH       DEFINED 01 02               0     2010   261837
HAVERTY FURNITURE   S          COM              419596101      674    46990 SH       DEFINED 01 02               0        0    46990
HAWK CORP                      COM              420089104       84     6000 SH       DEFINED 01 03               0        0     6000
HEALTHCARE SERVICES GROUP   S  COM              421906108     3257   152480 SH       DEFINED 01 02               0        0   152480
HEALTHCARE SVCS GROUP INC      COM              421906108       77     3600 SH       DEFINED 01 03               0        0     3600
HEALTH CARE PROP INV   S       COM              421915109       27      950 SH       DEFINED 01 02               0      950        0
HEALTHSOUTH CORP   S           COM              421924101    12710  2551939 SH       DEFINED 01 02               0        0  2551939
HEALTHSOUTH CORP   S           COM              421924101        4      739 SH       DEFINED 01 03               0      739        0
HEALTH MGMT ASSOC   S          COM              421933102    37097  1719856 SH       DEFINED 01 02               0    27355  1692501
HEALTH MGMT ASSOC   S          COM              421933102     2393   110928 SH       DEFINED 01 03               0   110928        0
HEAD NV-NY REG   FSUSD         COM              422070102     3487   894200 SH       DEFINED 01 02               0        0   894200
HEADWATERS INC   S             COM              42210P102     5234   131520 SH       DEFINED 01 02               0     5240   126280
HEALTHEXTRAS INC.   S          COM              422211102      602    17044 SH       DEFINED 01 02               0        0    17044
HEALTH NET INC   S             COM              42222G108       82     1613 SH       DEFINED 01 02               0      564     1049
HEALTHTRONICS INC   S          COM              42222L107       57     6905 SH       DEFINED 01 02               0        0     6905
HEALTH TRONICS INC             COM              42222L107      139    16800 SH       DEFINED 01 03               0        0    16800
HEALTHWAYS INC   S             COM              422245100     4116    80810 SH       DEFINED 01 02               0        0    80810
HEALTHSPRING INC   S           COM              42224N101      208    11200 SH       DEFINED 01 02               0        0    11200
HEARTLAND EXPRESS INC   S      COM              422347104     3292   151099 SH       DEFINED 01 02               0        0   151099
HEARTLAND PAYMENT SYSTEMS INC  COM              42235N108      223     9010 SH       DEFINED 01 02               0        0     9010
HEICO CORP   S                 COM              422806109      303     9573 SH       DEFINED 01 02               0     5090     4483
HEIDRICK & STRUGGLES   S       COM              422819102     2688    74091 SH       DEFINED 01 02               0        0    74091
HJ HEINZ CO   S                COM              423074103     4705   124065 SH       DEFINED 01 02               0    13656   110409
HJ HEINZ CO   S                COM              423074103     2514    66288 SH       DEFINED 01 03               0    66288        0
HELIX ENERGY SOLUTIONS GROUP I COM              42330P107    14499   382525 SH       DEFINED 01 02               0    10120   372405
HELMERICH & PAYNE   S          COM              423452101     2958    42390 SH       DEFINED 01 02               0     5420    36970
HERITAGE COMMERCE CORP   S     COM              426927109     1534    61297 SH       DEFINED 01 02               0    30450    30847
HERITAGE COMMERCE CORP   S     COM              426927109     1252    49970 SH       DEFINED 01 02 14            0    49970        0
HERITAGE COMMERCE CORP   S     COM              426927109      233     9300 SH       DEFINED 01 03               0     9300        0
HERCULES INC   S               COM              427056106     5706   413556 SH       DEFINED 01 02               0        0   413556
HERCULES INC   S               COM              427056106      308    22339 SH       DEFINED 01 03               0    22339        0
HERSHEY CO/THE   S             COM              427866108     5105    97732 SH       DEFINED 01 03               0    97732        0
HERSHEY CO/THE   S             COM              427866108    10187   195052 SH       DEFINED 01 02               0        0   195052
HEWLETT-PACKARD CO   S         COM              428236103   381197 11586461 SH       DEFINED 01 02               0    38378 11548083
HEWLETT-PACKARD CO   S         COM              428236103    20701   629193 SH       DEFINED 01 03               0   629193        0
HEWLETT PACKARD                COM              428236103       76     2300 SH       DEFINED 01 03               0        0     2300
HEWLETT PACKARD                COM              428236103      178     5400 SH       DEFINED 01 03               0        0     5400
HEWLETT PACKARD                COM              428236103      517    15700 SH       DEFINED 01 03               0        0    15700
HEXCEL CORP   S                COM              428291108     5761   262240 SH       DEFINED 01 02               0    19300   242940
HEXCEL CORP   S                COM              428291108     1169    53220 SH       DEFINED 01 02 14            0    53220        0
HEXCEL CORP   S                COM              428291108      213     9700 SH       DEFINED 01 03               0     9700        0
HI-TECH PHARMACAL CO INC   S   COM              42840B101      301    10680 SH       DEFINED 01 02               0    10680        0
HIBBETT SPORTING GOODS INC   S COM              428565105     2812    85232 SH       DEFINED 01 02               0        0    85232
HIBBETT SPORTING GOODS INC   S COM              428565105     1898    57636 SH       DEFINED 01 10               0        0    57636
HIGHLAND HOSPITALITY CORP   S  COM              430141101      321    25320 SH       DEFINED 01 02               0        0    25320
HIGHWOODS PROPERTIES INC   S   COM              431284108     5269   156220 SH       DEFINED 01 02               0      130   156090
HILB ROGAL & HOBBS CO   S      COM              431294107     6487   157375 SH       DEFINED 01 02               0        0   157375
HILLENBRAND INDUSTRIES   S     COM              431573104       56     1015 SH       DEFINED 01 02               0        0     1015
HILTON HOTELS CORP   S         COM              432848109     5834   229157 SH       DEFINED 01 02               0        0   229157
HILTON HOTELS CORP   S         COM              432848109     1661    65221 SH       DEFINED 01 03               0    65221        0
HITTITE MICROWAVE CORP   S     COM              43365Y104     2436    72300 SH       DEFINED 01 02               0        0    72300
HITTITE MICROWAVE CORP   S     COM              43365Y104      737    21820 SH       DEFINED 01 02 14            0        0    21820
HITTITE MICROWAVE CORP   S     COM              43365Y104      135     4000 SH       DEFINED 01 03               0        0     4000
HOLLY CORP   S                 COM              435758305     3756    50654 SH       DEFINED 01 02               0     7790    42864
HOLLY CORP   S                 COM              435758305      799    10800 SH       DEFINED 01 02 14            0    10800        0
HOLLY CORP   S                 COM              435758305      148     2000 SH       DEFINED 01 03               0     2000        0
HOLOGIC INC   S                COM              436440101    13871   250586 SH       DEFINED 01 02               0     9200   241386
HOME DEPOT INC   S             COM              437076102   215214  5087850 SH       DEFINED 01 02               0   124525  4963325
HOME DEPOT INC   S             COM              437076102    32787   775310 SH       DEFINED 01 10               0        0   775310
HOME DEPOT INC   S             COM              437076102    13820   326712 SH       DEFINED 01 02 10            0        0   326712
HOME DEPOT INC   S             COM              437076102    19098   451483 SH       DEFINED 01 03               0   451483        0
HOME PROPERTIES INC   S        COM              437306103     1935    37870 SH       DEFINED 01 02               0        0    37870
HOMEBANC CORP/GA   S           COM              43738R109    14624  1663483 SH       DEFINED 01 02               0      790  1662693
HOMESTORE INC   S              COM              437852106      447    68097 SH       DEFINED 01 02               0        0    68097
HONDA MTR ADR   FSUSD          COM              438128308     2498    80700 SH       DEFINED 01 02               0        0    80700
HONEYWELL INTERNATIONAL INC    COM              438516106   293822  6869782 SH       DEFINED 01 02               0     2754  6867028
HONEYWELL INTERNATIONAL INC    COM              438516106     9496   222009 SH       DEFINED 01 03               0   222009        0
HONEYWELL INTERNATIONAL INC    COM              438516106     7184   168000 SH       DEFINED 01 10               0        0   168000
HONEYWELL INTL INC             COM              438516106       60     1400 SH       DEFINED 01 03               0        0     1400
HOOKER FURNITURE CORP   S      COM              439038100     3485   184400 SH       DEFINED 01 02               0        0   184400
HOOPER HOLMES INC   S          COM              439104100     1019   352846 SH       DEFINED 01 02               0        0   352846
HORACE MANN EDUCATORS   S      COM              440327104     7051   374995 SH       DEFINED 01 02               0    32590   342405
HORACE MANN EDUCATORS   S      COM              440327104      301    16000 SH       DEFINED 01 03               0    16000        0
HORACE MANN EDUCATORS   S      COM              440327104     1684    89580 SH       DEFINED 01 02 14            0    89580        0
HORIZON FINANCIAL CORP   S     COM              44041F105     1027    40185 SH       DEFINED 01 02               0    15145    25040
HORIZON FINANCIAL CORP   S     COM              44041F105     1024    40050 SH       DEFINED 01 02 14            0    40050        0
HORIZON FINANCIAL CORP   S     COM              44041F105      175     6850 SH       DEFINED 01 03               0     6850        0
HORIZON HEALTH CORP   S        COM              44041Y104      125     6300 SH       DEFINED 01 02               0        0     6300
HORMEL FOODS CORP   S          COM              440452100       33      980 SH       DEFINED 01 02               0      980        0
HORNBECK OFFSHORE SERVICES   S COM              440543106      350     9710 SH       DEFINED 01 02               0        0     9710
HOSPIRA INC   S                COM              441060100    13238   335459 SH       DEFINED 01 02               0      468   334991
HOSPIRA INC   S                COM              441060100     1256    31833 SH       DEFINED 01 03               0    31833        0
HOSPIRA INC   S                COM              441060100      412    10460 SH       DEFINED 01 10               0        0    10460
HOSPIRA INC                    COM              441060100       71     1800 SH       DEFINED 01 03               0        0     1800
HOST MARRIOTT CORP   S         COM              44107P104      802    37500 SH       DEFINED 01 10               0        0    37500
HOST MARRIOTT CORP   S         COM              44107P104     3907   182529 SH       DEFINED 01 02               0     2130   180399
HOST MARRIOTT CORP REIT        COM              44107P104       43     2000 SH       DEFINED 01 03               0        0     2000
HOT TOPIC INC   S              COM              441339108     1364    94041 SH       DEFINED 01 02               0        0    94041
HOUSTON EXPLORATION CO   S     COM              442120101      591    11211 SH       DEFINED 01 02               0        0    11211
HOVNANIAN ENTERPRISE.   S      COM              442487203      808    18407 SH       DEFINED 01 02               0     5107    13300
HOVNANIAN ENTERPRISE.   S      COM              442487203    63587  1447844 SH       DEFINED 01 10               0        0  1447844
HOVNANIAN ENTERPRISES          COM              442487203       70     1600 SH       DEFINED 01 03               0        0     1600
HUB GROUP INC   S              COM              443320106     5730   125731 SH       DEFINED 01 02               0     7610   118121
HUBBELL INC -CL B   S          COM              443510201    21334   416190 SH       DEFINED 01 02               0        0   416190
HUDSON HIGHLAND GRP   S        COM              443792106       29     1544 SH       DEFINED 01 02               0        0     1544
HUMANA INC   S                 COM              444859102    34288   651249 SH       DEFINED 01 02               0        0   651249
HUMANA INC   S                 COM              444859102     1704    32359 SH       DEFINED 01 03               0    32359        0
HUMAN GENOME SCIENCES INC   S  COM              444903108     3166   291350 SH       DEFINED 01 02               0    25350   266000
HUMAN GENOME SCIENCES INC   S  COM              444903108      263    24215 SH       DEFINED 01 10               0        0    24215
J.B. HUNT TRANSPORT   S        COM              445658107      872    40500 SH       DEFINED 01 02               0        0    40500
HUNTINGTON BANCSHARES INC   S  COM              446150104     7005   290292 SH       DEFINED 01 02               0     1170   289122
HUNTINGTON BANCSHARES INC   S  COM              446150104     1188    49224 SH       DEFINED 01 03               0    49224        0
HUNTINGTON BANCSHARE           COM              446150104      145     6000 SH       DEFINED 01 03               0        0     6000
HUTCHINSON TECH   S            COM              448407106     5567   184527 SH       DEFINED 01 02               0        0   184527
HUTCHISON TELECOMMUNICAT-ADR \ COM              44841T107    78317  3015670 SH       DEFINED 01 02               0        0  3015670
HUTCHISON TELECOMMUNICAT-ADR \ COM              44841T107       31     1179 SH       DEFINED 01 03               0        0     1179
HYDRIL   S                     COM              448774109     8981   115214 SH       DEFINED 01 02               0     6549   108665
HYDRIL   S                     COM              448774109     1133    14536 SH       DEFINED 01 03               0    14536        0
HYPERION SOLUTIONS CORP   S    COM              44914M104     4068   124771 SH       DEFINED 01 02               0        0   124771
IAC INTERACTIVE CORP COM       COM              44919P102     2986   101400 SH       DEFINED 01 10               0        0   101400
IAC/INTERACTIVECORP   S        COM              44919P300     6342   215181 SH       DEFINED 01 02               0    31581   183600
IAC/INTERACTIVECORP   S        COM              44919P300       34     1170 SH       DEFINED 01 03               0     1170        0
ICOS CORPORATION   S           COM              449295104     1028    46650 SH       DEFINED 01 02               0     5650    41000
ICU MEDICAL INC   S            COM              44930G107     1461    40361 SH       DEFINED 01 02               0        0    40361
IHOP CORP NEW   S              COM              449623107      168     3500 SH       DEFINED 01 03               0     3500        0
IHOP CORP NEW   S              COM              449623107     5752   119985 SH       DEFINED 01 02               0    11970   108015
IHOP CORP NEW   S              COM              449623107      959    19980 SH       DEFINED 01 02 14            0    19980        0
IMS HEALTH INC   S             COM              449934108     3320   128798 SH       DEFINED 01 02               0        0   128798
IMS HEALTH INC   S             COM              449934108     1016    39431 SH       DEFINED 01 03               0    39431        0
IRSA   FSUSD                   COM              450047204     9424   795359 SH       DEFINED 01 02 10            0        0   795359
IRSA   FSUSD                   COM              450047204      321    27118 SH       DEFINED 01 10               0        0    27118
ITLA CAPITAL CORPORATION   S   COM              450565106     1739    36053 SH       DEFINED 01 02               0    12930    23123
ITLA CAPITAL CORPORATION   S   COM              450565106     1721    35710 SH       DEFINED 01 02 14            0    35710        0
ITLA CAPITAL CORPORATION   S   COM              450565106      342     7100 SH       DEFINED 01 03               0     7100        0
ITT EDUCATIONAL SVCS   S       COM              45068B109     1788    27896 SH       DEFINED 01 02               0     1904    25992
IXIA.   S                      COM              45071R109      474    33269 SH       DEFINED 01 02               0        0    33269
IBERIABANK CORP   S            COM              450828108     2526    44664 SH       DEFINED 01 02               0        0    44664
IBERIABANK CORP                COM              450828108      119     2100 SH       DEFINED 01 03               0        0     2100
ITT INDUSTRIES   S             COM              450911102    39614   704671 SH       DEFINED 01 02               0     9540   695131
ITT INDUSTRIES   S             COM              450911102     2349    41785 SH       DEFINED 01 03               0    41785        0
ITT INDUSTRIES INC             COM              450911102       67     1200 SH       DEFINED 01 03               0        0     1200
ICON.   FSUSD                  COM              45103T107     2391    48900 SH       DEFINED 01 02               0        0    48900
ICICI BANK LTD - SPON ADR   FS COM              45104G104     3661   132266 SH       DEFINED 01 02               0        0   132266
ICICI BANK LTD - SPON ADR   FS COM              45104G104       81     2912 SH       DEFINED 01 02 10            0        0     2912
ICICI BANK LTD - SPON ADR   FS COM              45104G104    13049   471418 SH       DEFINED 01 10               0        0   471418
IDACORP INC   S                COM              451107106     1913    58824 SH       DEFINED 01 02               0    16760    42064
IDACORP INC   S                COM              451107106     1505    46280 SH       DEFINED 01 02 14            0    46280        0
IDACORP INC   S                COM              451107106      276     8500 SH       DEFINED 01 03               0     8500        0
IDEX CORP   S                  COM              45167R104    17271   331046 SH       DEFINED 01 02               0        0   331046
IDEXX LABORATORIES INC   S     COM              45168D104     5825    67451 SH       DEFINED 01 02               0        0    67451
IKON OFFICE SOLUTIONS INC   S  COM              451713101     2000   140252 SH       DEFINED 01 02               0        0   140252
IKANOS COMMUNICATIONS INC   S  COM              45173E105       95     4800 SH       DEFINED 01 02               0        0     4800
ILLINOIS TOOL WORKS   S        COM              452308109    85978   892801 SH       DEFINED 01 10               0        0   892801
ILLINOIS TOOL WORKS   S        COM              452308109     6773    70326 SH       DEFINED 01 03               0    70326        0
ILLINOIS TOOL WORKS   S        COM              452308109   154329  1602412 SH       DEFINED 01 02               0     6299  1596113
ILLINOIS TOOL WORKS   S        COM              452308109     2051    21297 SH       DEFINED 01 02 10            0        0    21297
ILLUMINA INC   S               COM              452327109     2309    97204 SH       DEFINED 01 02               0        0    97204
IMATION CORP   S               COM              45245A107     8374   195125 SH       DEFINED 01 02               0    15210   179915
IMATION CORP   S               COM              45245A107     1778    41420 SH       DEFINED 01 02 14            0    41420        0
IMATION CORP   S               COM              45245A107      249     5800 SH       DEFINED 01 03               0     5800        0
IMMUCOR INC.   S               COM              452526106     3230   112595 SH       DEFINED 01 02               0        0   112595
IMPAC MORTGAGE HOLDINGS INC    COM              45254P102     1461   151635 SH       DEFINED 01 02               0        0   151635
IMPERIAL CHEM IN ADR.   FSUSD  COM              452704505     6249   259958 SH       DEFINED 01 02               0        0   259958
IMPERIAL SUGAR CO              COM              453096208       42     1364 SH       DEFINED 01 02               0     1364        0
INAMED CORP   S                COM              453235103        4       42 SH       DEFINED 01 02               0        0       42
INCO LTD   FSUSD               COM              453258402     1497    30000 SH       DEFINED 01 02               0        0    30000
INCYTE CORP   S                COM              45337C102     1347   223701 SH       DEFINED 01 02               0        0   223701
INDEPENDENT BANK CO   S        COM              453836108     2764    85990 SH       DEFINED 01 02               0    10740    75250
INDEPENDENT BANK CO   S        COM              453836108      950    29610 SH       DEFINED 01 02 14            0    29610        0
INDEPENDENT BANK CO   S        COM              453836108      193     6000 SH       DEFINED 01 03               0     6000        0
INDEPENDENT BANK CORP-MICH   S COM              453838104      812    28535 SH       DEFINED 01 02               0        0    28535
INDUSTRIAL DISTRIBUTION GRP    COM              456061100       90    10700 SH       DEFINED 01 03               0        0    10700
INDYMAC BANCORP INC   S        COM              456607100       53     1275 SH       DEFINED 01 02               0      600      675
INDYMAC BANCORP INC            COM              456607100       58     1425 SH       DEFINED 01 03               0        0     1425
INFINEON TECHNOLOGIES-ADR   FS COM              45662N103     7667   745974 SH       DEFINED 01 02               0        0   745974
INFINITY ENERGY RESOURCES      COM              45663L403       58     7500 SH       DEFINED 01 03               0        0     7500
INFINITY PROPERTY & CASUALTY   COM              45665Q103     2226    53306 SH       DEFINED 01 02               0        0    53306
INFORMATICA CORP.   S          COM              45666Q102     3114   200245 SH       DEFINED 01 02               0        0   200245
INFOSYS TECHNOLOGI SPNR ADR RE COM              456788108    12355   158838 SH       DEFINED 01 10               0        0   158838
INFOSPACE INC   S              COM              45678T201     2064    73860 SH       DEFINED 01 02               0        0    73860
INFOUSA INC   S                COM              456818301      308    23690 SH       DEFINED 01 02               0    23690        0
INFRASOURCE SERVICES INC   S   COM              45684P102     1011    58742 SH       DEFINED 01 02               0        0    58742
INGRAM MICRO   S               COM              457153104     2188   109400 SH       DEFINED 01 02               0        0   109400
INHIBITEX INC                  COM              45719T103      174    24286 SH       DEFINED 01 10               0        0    24286
INLAND REAL ESTATE CORP   S    COM              457461200     1070    65600 SH       DEFINED 01 02               0        0    65600
INPUT/OUTPUT INC   S           COM              457652105     1428   147096 SH       DEFINED 01 02               0        0   147096
INSIGHT ENTERPRISES INC   S    COM              45765U103     7683   349101 SH       DEFINED 01 02               0        0   349101
INSITUFORM TECH INC   S        COM              457667103    26815  1008090 SH       DEFINED 01 02               0        0  1008090
INSITUFORM TECH INC   S        COM              457667103      207     7780 SH       DEFINED 01 03               0     7780        0
INNOSPEC INC   S               COM              45768S105      608    23742 SH       DEFINED 01 02               0        0    23742
INNKEEPERS USA TRUST   S       COM              4576J0104     3981   234893 SH       DEFINED 01 02               0        0   234893
INTEGRA LIFESCIENCES HOLDING   COM              457985208     1493    36440 SH       DEFINED 01 02               0        0    36440
INSURANCE SVCS OFFICE INC   S  COM              458065109     3113    11767 SH       DEFINED 01 05               0        0    11767
INTEGRATED DEVICE TECH INC   S COM              458118106    83687  5631657 SH       DEFINED 01 02               0    34386  5597271
INTEGRATED DEVICE TECH INC   S COM              458118106      179    12094 SH       DEFINED 01 03               0    12094        0
INTEGRATED DEVICE TECH INC   S COM              458118106      867    58270 SH       DEFINED 01 02 14            0    58270        0
INTEGRATED SILICON   S         COM              45812P107     5117   770600 SH       DEFINED 01 02               0        0   770600
INTEL CORP   S                 COM              458140100   157671  8148199 SH       DEFINED 01 02               0   134527  8013672
INTEL CORP   S                 COM              458140100    23634  1221398 SH       DEFINED 01 03               0  1221398        0
INTEL CORP   S                 COM              458140100    30874  1586531 SH       DEFINED 01 10               0        0  1586531
INTEL CORP                     COM              458140100      112     5800 SH       DEFINED 01 03               0        0     5800
INTER PARFUMS INC   S          COM              458334109     3440   172600 SH       DEFINED 01 02               0        0   172600
INTER-TEL INC   S              COM              458372109      942    43922 SH       DEFINED 01 02               0        0    43922
INTERACTIVE DATA CORP          COM              45840J107     1510    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    61869  3781734 SH       DEFINED 01 10               0        0  3781734
INTERCONTINENTALEXCHANGE INC   COM              45865V100    53461   775815 SH       DEFINED 01 10               0        0   775815
INTERFACE INC-CL A   S         COM              458665106     1388   100510 SH       DEFINED 01 02               0        0   100510
INTERDIGITAL COMM CORP   S     COM              45866A105      338    13771 SH       DEFINED 01 02               0     5000     8771
INTERGRAPH CORP   S            COM              458683109     4626   111071 SH       DEFINED 01 02               0        0   111071
INTERMAGNETICS GENERAL CORP    COM              458771102     2759   110133 SH       DEFINED 01 02               0     6920   103213
INTERMEC INC   S               COM              458786100      241     7900 SH       DEFINED 01 02               0     5900     2000
INTERMUNE INC   S              COM              45884X103     1233    66530 SH       DEFINED 01 02               0     8530    58000
INTERNATIONAL ALUMINUM CO      COM              458884103       66     1600 SH       DEFINED 01 03               0        0     1600
INTEGRATED ALARM SERVICES (USD COM              45890M109       69    18827 SH       DEFINED 01 02               0        0    18827
INTERMEDIA COMM ESCROW   S     COM              458ESCBB5        0  3300000 SH       DEFINED 01 02               0        0  3300000
INTL BUSINESS MACHINES CORP    COM              459200101   152908  1854117 SH       DEFINED 01 02               0     1756  1852361
INTL BUSINESS MACHINES CORP    COM              459200101    26064   316038 SH       DEFINED 01 03               0   316038        0
INTL BUSINESS MACHINES CORP    COM              459200101    68239   827560 SH       DEFINED 01 10               0        0   827560
INTL BUSINESS MACHINES         COM              459200101       87     1050 SH       DEFINED 01 03               0        0     1050
INTL BUSINESS MACHINES         COM              459200101       49      600 SH       DEFINED 01 03               0        0      600
INTERNATIONAL DISPLAYWORKS INC COM              459412102     1202   183471 SH       DEFINED 01 02               0        0   183471
INTL FLAVORS & FRAGRANCES   S  COM              459506101      536    15621 SH       DEFINED 01 03               0    15621        0
INTL FLAVORS & FRAGRANCES   S  COM              459506101     1241    36148 SH       DEFINED 01 02               0        0    36148
INTL GAME TECHNOLOGY   S       COM              459902102     2771    78682 SH       DEFINED 01 03               0    78682        0
INTL GAME TECHNOLOGY   S       COM              459902102    19064   541266 SH       DEFINED 01 02               0    17882   523384
INTERNATIONAL PAPER CO   S     COM              460146103   139500  4035288 SH       DEFINED 01 02               0     1216  4034072
INTERNATIONAL PAPER CO   S     COM              460146103     5465   158082 SH       DEFINED 01 03               0   158082        0
INTERNATIONAL PAPER CO   S     COM              460146103     5412   156600 SH       DEFINED 01 10               0        0   156600
INTL PAPER                     COM              460146103       45     1300 SH       DEFINED 01 03               0        0     1300
INTERNATIONAL SECURITIES EXC   COM              46031W204      894    21449 SH       DEFINED 01 02               0     4990    16459
INTERNATIONAL SECURITIES EXC   COM              46031W204    17767   426780 SH       DEFINED 01 10               0        0   426780
INTL SPEEDWAY CORP   S         COM              460335201     1400    27500 SH       DEFINED 01 02               0        0    27500
INTERNET CAPITAL GROUP INC   S COM              46059C205     1746   185300 SH       DEFINED 01 02               0        0   185300
INTERNET SECURITY SYSTEMS   S  COM              46060X107     5436   226750 SH       DEFINED 01 02               0    22850   203900
INTERNET SECURITY SYSTEMS   S  COM              46060X107      767    31950 SH       DEFINED 01 02 14            0    31950        0
INTERNET SECURITY SYSTEMS   S  COM              46060X107      137     5700 SH       DEFINED 01 03               0     5700        0
INTERPUBLIC GROUP   S          COM              460690100      815    85209 SH       DEFINED 01 03               0    85209        0
INTERPUBLIC GROUP   S          COM              460690100     6781   709405 SH       DEFINED 01 02               0    23872   685533
INTERPUBLIC GROUP              COM              460690100       98    10200 SH       DEFINED 01 03               0        0    10200
INTERSIL CORP   S              COM              46069S109    19676   680386 SH       DEFINED 01 02               0    15379   665007
INTERVOICE INC   S             COM              461142101     2609   303000 SH       DEFINED 01 02               0        0   303000
INTEVAC INC   S                COM              461148108     1464    50874 SH       DEFINED 01 02               0        0    50874
INTERVIDEO INC   S             COM              46114Y101     1776   163584 SH       DEFINED 01 02               0        0   163584
INTRADO INC   S                COM              46117A100     1043    40137 SH       DEFINED 01 02               0        0    40137
INTUIT INC   S                 COM              461202103      961    18080 SH       DEFINED 01 02               0     8360     9720
INTUIT INC   S                 COM              461202103     1905    35799 SH       DEFINED 01 03               0    35799        0
INVACARE CORP   S              COM              461203101     2360    75979 SH       DEFINED 01 02               0        0    75979
INTUITIVE SURGICAL INC   S     COM              46120E602     8793    74510 SH       DEFINED 01 02               0     6430    68080
INTUITIVE SURGICAL INC   S     COM              46120E602       14      120 SH       DEFINED 01 03               0      120        0
INVESTCOM LLC-GDR REG S   FSUS COM              46130T102       14      920 SH       DEFINED 01 03               0      920        0
INVESTCOM LLC-GDR REG S   FSUS COM              46130T102    32494  2096325 SH       DEFINED 01 02               0        0  2096325
INVESTMENT TECHNOLOGY GROUP    COM              46145F105    18874   379744 SH       DEFINED 01 10               0        0   379744
INVESTMENT TECHNOLOGY GROUP    COM              46145F105      319     6400 SH       DEFINED 01 03               0     6400        0
INVESTMENT TECHNOLOGY GROUP    COM              46145F105     1822    36570 SH       DEFINED 01 02 14            0    36570        0
INVESTMENT TECHNOLOGY GROUP    COM              46145F105    21541   432555 SH       DEFINED 01 02               0    13440   419115
INVESTOOLS INC PFD CL A        PRF              46145P103      175    21400 SH       DEFINED 01 03               0        0    21400
INVESTORS REAL ESTATE TRUST    COM              461730103      528    55300 SH       DEFINED 01 02               0        0    55300
INVITROGEN CORP   S            COM              46185R100    50726   723324 SH       DEFINED 01 02               0    16030   707294
INVITROGEN CORP   S            COM              46185R100     3184    45395 SH       DEFINED 01 03               0    45395        0
INVESTORS FINANCIAL SVCS CP    COM              461915100    54142  1155193 SH       DEFINED 01 02               0    13922  1141271
INVESTORS FINANCIAL SVCS CP    COM              461915100     1357    28952 SH       DEFINED 01 03               0    28952        0
INVESTORS ECON SYSTS   S       COM              461990103        0     2305 SH       DEFINED 01 05               0        0     2305
IOMEGA CORP   S                COM              462030305      260    79251 SH       DEFINED 01 02               0        0    79251
IPASS INC   S                  COM              46261V108     2436   304200 SH       DEFINED 01 02               0        0   304200
IPSCO INC   FSUSD              COM              462622101     3956    38010 SH       DEFINED 01 02               0        0    38010
IPAYMENT INC   S               COM              46262E105     1162    27120 SH       DEFINED 01 02               0        0    27120
IRON MOUNTAIN INC   S          COM              462846106    17320   425119 SH       DEFINED 01 02               0    12119   413000
IRWIN FINANCIAL CORP   S       COM              464119106     2507   129664 SH       DEFINED 01 02               0        0   129664
ISHARES MSCI PACIFIC EX JPN    COM              464286665      269     2565 SH       DEFINED 01 02               0        0     2565
ISHARES MSCI JAPAN I   INDEXUS COM              464286848      411    28570 SH       DEFINED 01 02               0        0    28570
ISHARES MSCI EMERG MKTS   INDE COM              464287234    35613   359730 SH       DEFINED 01 02               0        0   359730
MSCI EAFE I-SHARES   INDEXFN   COM              464287465    37126   571000 SH       DEFINED 01 02               0        0   571000
ISHARES RUSSELL 1000 GROWTH    COM              464287614      451     8570 SH       DEFINED 01 02               0        0     8570
ISHARES RUSS 2000 VL   INDEXUS COM              464287630      823    11020 SH       DEFINED 01 02               0     5420     5600
ISHARES RUSS 2000 VL   INDEXUS COM              464287630      501     6710 SH       DEFINED 01 02 14            0     6710        0
ISHARES RUSS 2000 VL   INDEXUS COM              464287630      134     1800 SH       DEFINED 01 03               0     1800        0
ISHARES RUSSELL 2000   INDEXUS COM              464287655     3733    49190 SH       DEFINED 01 02               0      190    49000
ISHARES RUSL 3000 IN   INDEXUS COM              464287689      736     9730 SH       DEFINED 01 02               0        0     9730
ISHARES DJ US TECHNOLOGY SECTO COM              464287721      568    10836 SH       DEFINED 01 02               0        0    10836
ISHARES DJ US HEALTHCARE SEC   COM              464287762        0        2 SH       DEFINED 01 02               0        0        2
ISIS PHARMACEUTICALS INC   S   COM              464330109      365    40460 SH       DEFINED 01 02               0    12060    28400
ISLE OF CAPRIS CASINOS   S     COM              464592104     1173    35239 SH       DEFINED 01 02               0        0    35239
ITRON INC   S                  COM              465741106    10048   167894 SH       DEFINED 01 02               0     6280   161614
I2 TECHNOLOGIES INC   S        COM              465754208     1241    72112 SH       DEFINED 01 02               0        0    72112
IXYS CORPORATION   S           COM              46600W106       38     4100 SH       DEFINED 01 02               0        0     4100
IXYS CORPORATION   S           COM              46600W106        0       49 SH       DEFINED 01 10               0        0       49
J & J SNACK FOODS CORP   S     COM              466032109     4149   123572 SH       DEFINED 01 02               0    10830   112742
J & J SNACK FOODS CORP   S     COM              466032109      988    29430 SH       DEFINED 01 02 14            0    29430        0
J & J SNACK FOODS CORP   S     COM              466032109      188     5600 SH       DEFINED 01 03               0     5600        0
J & J SNACK FOODS              COM              466032109      114     3400 SH       DEFINED 01 03               0        0     3400
JDS UNIPHASE CORP   S          COM              46612J101     1411   338421 SH       DEFINED 01 03               0   338421        0
JDS UNIPHASE CORP   S          COM              46612J101    19281  4657075 SH       DEFINED 01 10               0        0  4657075
JDS UNIPHASE CORP   S          COM              46612J101     6894  1653151 SH       DEFINED 01 02               0    69534  1583617
JDA SOFTWARE GROUP INC   S     COM              46612K108      872    60410 SH       DEFINED 01 02               0        0    60410
JER INVESTORS TRUST INC        COM              46614H301      449    27045 SH       DEFINED 01 02               0    27045        0
J. JILL GROUP INC   S          COM              466189107     1018    42595 SH       DEFINED 01 02               0        0    42595
JLG INDUSTRIES INC   S         COM              466210101    21338   693066 SH       DEFINED 01 02               0    15760   677306
JPMORGAN CHASE & CO   S        COM              46625H100   250341  6012032 SH       DEFINED 01 02               0     5689  6006343
JPMORGAN CHASE & CO   S        COM              46625H100    28721   689757 SH       DEFINED 01 03               0   689757        0
JPMORGAN CHASE & CO   S        COM              46625H100    39312   944103 SH       DEFINED 01 10               0        0   944103
J.P.MORGAN CHASE & CO          COM              46625H100      583    14000 SH       DEFINED 01 03               0        0    14000
J.P.MORGAN CHASE & CO          COM              46625H100       83     2000 SH       DEFINED 01 03               0        0     2000
MMC NORILSK NICKEL-ADR   FSUSD COM              46626D108     1934    20000 SH       DEFINED 01 02               0        0    20000
J2 GLOBAL COMMUNICATIONS INC   COM              46626E205     6046   128618 SH       DEFINED 01 02               0     6980   121638
J2 GLOBAL COMMUNICATIONS INC   COM              46626E205     3554    75636 SH       DEFINED 01 10               0        0    75636
JABIL CIRCUIT INC   S          COM              466313103     1481    34554 SH       DEFINED 01 03               0    34554        0
JABIL CIRCUIT INC   S          COM              466313103     1392    32447 SH       DEFINED 01 02               0    10199    22248
JACK IN THE BOX INC   S        COM              466367109      157     3600 SH       DEFINED 01 03               0     3600        0
JACK IN THE BOX INC   S        COM              466367109      854    19650 SH       DEFINED 01 02 14            0    19650        0
JACK IN THE BOX INC   S        COM              466367109     5879   135157 SH       DEFINED 01 02               0     7300   127857
JACK IN THE BOX INC            COM              466367109       78     1800 SH       DEFINED 01 03               0        0     1800
JACKSON HEWITT TAX SERVICE   S COM              468202106     4838   153180 SH       DEFINED 01 02               0    12830   140350
JACOBS ENGINEERING GROUP INC   COM              469814107     2121    24455 SH       DEFINED 01 02               0     5367    19088
JAKKS PACIFIC INC   S          COM              47012E106     8216   307241 SH       DEFINED 01 02               0    12750   294491
JAKKS PACIFIC INC   S          COM              47012E106      945    35320 SH       DEFINED 01 02 14            0    35320        0
JAKKS PACIFIC INC   S          COM              47012E106      168     6300 SH       DEFINED 01 03               0     6300        0
JANUS CAPITAL GROUP   S        COM              47102X105     8015   345964 SH       DEFINED 01 02               0     3190   342774
JANUS CAPITAL GROUP   S        COM              47102X105      985    42498 SH       DEFINED 01 03               0    42498        0
JANUS CAPITAL GROUP INC        COM              47102X105       74     3200 SH       DEFINED 01 03               0        0     3200
JANUS CAPITAL GROUP INC        COM              47102X105       63     2700 SH       DEFINED 01 03               0        0     2700
JARDEN CORP   S                COM              471109108       51     1560 SH       DEFINED 01 02               0        0     1560
JEFFERIES GROUP INC (NEW)   S  COM              472319102     1734    29634 SH       DEFINED 01 02               0        0    29634
JEFFERSON-PILOT CORP   S       COM              475070108      437     7810 SH       DEFINED 01 02               0        0     7810
JEFFERSON-PILOT CORP   S       COM              475070108     1493    26689 SH       DEFINED 01 03               0    26689        0
JEFFERSON-PILOT CORP TENDERED  COM              475070991    54978   935409 SH       DEFINED 01 02               0        0   935409
JO-ANN STORES INC   S          COM              47758P307      661    49090 SH       DEFINED 01 02               0        0    49090
JOHNSON & JOHNSON   S          COM              478160104   217943  3680244 SH       DEFINED 01 02               0   126314  3553930
JOHNSON & JOHNSON   S          COM              478160104     4149    70055 SH       DEFINED 01 02 10            0        0    70055
JOHNSON & JOHNSON   S          COM              478160104    34913   589539 SH       DEFINED 01 03               0   589539        0
JOHNSON & JOHNSON   S          COM              478160104   166678  2814578 SH       DEFINED 01 10               0        0  2814578
JOHNSON CONTROLS INC   S       COM              478366107    24713   325501 SH       DEFINED 01 02               0    15179   310322
JOHNSON CONTROLS INC   S       COM              478366107     2918    38430 SH       DEFINED 01 03               0    38430        0
JONES APPAREL GROUP   S        COM              480074103      800    22604 SH       DEFINED 01 03               0    22604        0
JONES APPAREL GROUP   S        COM              480074103     4406   124541 SH       DEFINED 01 02               0     1978   122563
JONES APPAREL GROUP            COM              480074103      145     4100 SH       DEFINED 01 03               0        0     4100
JONES LANG LASALLE INC   S     COM              48020Q107    52902   693636 SH       DEFINED 01 10               0        0   693636
JONES LANG LASALLE INC   S     COM              48020Q107      168     2200 SH       DEFINED 01 03               0     2200        0
JONES LANG LASALLE INC   S     COM              48020Q107     6883    89930 SH       DEFINED 01 02               0    10660    79270
JONES LANG LASALLE INC   S     COM              48020Q107     3827    50000 SH       DEFINED 01 02 10            0        0    50000
JONES LANG LASALLE INC   S     COM              48020Q107      972    12700 SH       DEFINED 01 02 14            0    12700        0
JORGENSEN (EARLE M.) CO   S    COM              480829100     1773   117004 SH       DEFINED 01 02               0        0   117004
JOS A BANK CLOTHIERS INC   S   COM              480838101     4774    99559 SH       DEFINED 01 02               0     6442    93117
JOURNAL COMMUNICATIONS INC-A   COM              481130102      558    45000 SH       DEFINED 01 02               0        0    45000
JOURNAL REGISTER CO   S        COM              481138105     2281   187286 SH       DEFINED 01 02               0        0   187286
JOY GLOBAL INC   S             COM              481165108     4601    76968 SH       DEFINED 01 02               0     3623    73345
JOY GLOBAL INC   S             COM              481165108       25      420 SH       DEFINED 01 03               0      420        0
JOY GLOBAL INC   S             COM              481165108     3309    55384 SH       DEFINED 01 10               0        0    55384
JUNIPER   S                    COM              48203R104     1800    94124 SH       DEFINED 01 03               0    94124        0
JUNIPER   S                    COM              48203R104   227515 11899291 SH       DEFINED 01 02               0    30816 11868475
K&F INDUSTRIES HOLDINGS INC    COM              482241106      192    11600 SH       DEFINED 01 02               0    11600        0
KCS ENERGY INC   S             COM              482434206     1761    67700 SH       DEFINED 01 02               0        0    67700
KKR FINANCIAL CORP   S         COM              482476306     3153   140580 SH       DEFINED 01 02               0     8070   132510
KLA-TENCOR CORP   S            COM              482480100    30656   633917 SH       DEFINED 01 02               0     9554   624363
KLA-TENCOR CORP   S            COM              482480100     2958    61152 SH       DEFINED 01 03               0    61152        0
K-SWISS   S                    COM              482686102     8650   287013 SH       DEFINED 01 02               0        0   287013
KT&G CORP - 144A  GDR   FSUSD  COM              48268G100      141     4940 SH       DEFINED 01 02 10            0        0     4940
KT CORP - SPON ADR   FSUSD     COM              48268K101      498    23400 SH       DEFINED 01 02               0        0    23400
K2 INC   S                     COM              482732104     3047   242712 SH       DEFINED 01 02               0        0   242712
KAMAN CORP   S                 COM              483548103     2631   104514 SH       DEFINED 01 02               0        0   104514
KANBAY INTERNATIONAL INC   S   COM              48369P207     1689   110710 SH       DEFINED 01 02               0        0   110710
KANSAS CITY SOUTHERN   S       COM              485170302     4229   171210 SH       DEFINED 01 02               0        0   171210
KAYDON CORP   S                COM              486587108    16320   404362 SH       DEFINED 01 02               0        0   404362
KEANE INC   S                  COM              486665102     1501    95320 SH       DEFINED 01 02               0        0    95320
KB HOME   S                    COM              48666K109     6593   101461 SH       DEFINED 01 02               0     7172    94289
KB HOME   S                    COM              48666K109      988    15210 SH       DEFINED 01 03               0    15210        0
KB HOME   S                    COM              48666K109    89490  1377399 SH       DEFINED 01 10               0        0  1377399
KEITHLEY INSTRUMENTS INC   S   COM              487584104      462    30065 SH       DEFINED 01 02               0        0    30065
KELLOGG CO   S                 COM              487836108   165687  3762203 SH       DEFINED 01 02               0     1464  3760739
KELLOGG CO   S                 COM              487836108     2220    50404 SH       DEFINED 01 03               0    50404        0
KELLWOOD CO   S                COM              488044108     2768    88176 SH       DEFINED 01 02               0        0    88176
KENDLE INTERNATIONAL INC   S   COM              48880L107     1628    48160 SH       DEFINED 01 02               0     5290    42870
KENDLE INTERNATIONAL INC   S   COM              48880L107      353    10524 SH       DEFINED 01 10               0        0    10524
KENEXA CORP   S                COM              488879107     1805    58702 SH       DEFINED 01 02               0        0    58702
KENNAMETAL INC   S             COM              489170100     5740    93900 SH       DEFINED 01 02               0    11500    82400
KENNAMETAL INC   S             COM              489170100     1943    31780 SH       DEFINED 01 02 14            0    31780        0
KENNAMETAL INC   S             COM              489170100      353     5770 SH       DEFINED 01 03               0     5770        0
KENSEY NASH CORP   S           COM              490057106     3202   111969 SH       DEFINED 01 02               0        0   111969
KERR-MCGEE CORP   S            COM              492386107    48108   503856 SH       DEFINED 01 02               0    15711   488145
KERR-MCGEE CORP   S            COM              492386107     3410    35713 SH       DEFINED 01 02 10            0        0    35713
KERR-MCGEE CORP   S            COM              492386107     2192    22953 SH       DEFINED 01 03               0    22953        0
KERR-MCGEE CORP   S            COM              492386107    30403   318458 SH       DEFINED 01 10               0        0   318458
KERR-MCGEE                     COM              492386107      100     1050 SH       DEFINED 01 03               0        0     1050
KERYX BIOPHARMACEUTICALS   S   COM              492515101     1017    53189 SH       DEFINED 01 02               0        0    53189
KEY ENERGY SERVICES INC   S    COM              492914106      209    13700 SH       DEFINED 01 02               0        0    13700
KEY TECHNOLOGY INC   S         COM              493143101     1930   158319 SH       DEFINED 01 02               0        0   158319
KEYCORP NEW   S                COM              493267108     4825   131120 SH       DEFINED 01 02               0     1500   129620
KEYCORP NEW   S                COM              493267108     2950    80171 SH       DEFINED 01 03               0    80171        0
KEY BANCSHARES                 COM              493267108      191     5200 SH       DEFINED 01 03               0        0     5200
KEY BANCSHARES                 COM              493267108       66     1800 SH       DEFINED 01 03               0        0     1800
KEYSPAN CORP   S               COM              49337W100    12680   310268 SH       DEFINED 01 02               0        0   310268
KEYSPAN CORP   S               COM              49337W100     1412    34554 SH       DEFINED 01 03               0    34554        0
KEYSTONE AUTOMOTIVE INDS INC   COM              49338N109      799    18972 SH       DEFINED 01 02               0     8150    10822
KEYSTONE AUTOMOTIVE INDS INC   COM              49338N109      497    11770 SH       DEFINED 01 02 14            0    11770        0
KEYSTONE AUTOMOTIVE INDS INC   COM              49338N109       97     2300 SH       DEFINED 01 03               0     2300        0
KFORCE INC   S                 COM              493732101      254    19900 SH       DEFINED 01 02               0        0    19900
KILROY REALTY CORP   S         COM              49427F108     8556   110733 SH       DEFINED 01 02               0        0   110733
KIMBERLY-CLARK CORP   S        COM              494368103    18313   316819 SH       DEFINED 01 02               0    18026   298793
KIMBERLY-CLARK CORP   S        COM              494368103     5271    91196 SH       DEFINED 01 03               0    91196        0
KIMBERLY-CLARK CORP   S        COM              494368103     3583    62000 SH       DEFINED 01 10               0        0    62000
KIMCO REALTY CORP   S          COM              49446R109     5813   143060 SH       DEFINED 01 02               0     1390   141670
KINDER MORGAN ENERGY   S       COM              494550106     9173   190400 SH       DEFINED 01 02               0        0   190400
KINDER MORGAN INC   S          COM              49455P101    15005   163115 SH       DEFINED 01 02               0        0   163115
KINDER MORGAN INC   S          COM              49455P101     1916    20827 SH       DEFINED 01 03               0    20827        0
KINDER MORGAN MGMT.   S        COM              49455U100        0        2 SH       DEFINED 01 02               0        0        2
KINDRED HEALTHCARE INC   S     COM              494580103      262    10402 SH       DEFINED 01 02               0        0    10402
KINETIC CONCEPTS INC.   S      COM              49460W208    28642   695687 SH       DEFINED 01 02               0    15877   679810
KINETIC CONCEPTS INC.   S      COM              49460W208     1902    46207 SH       DEFINED 01 03               0    46207        0
KING PHARMACEUTICALS INC   S   COM              495582108    10784   625143 SH       DEFINED 01 02               0     4897   620246
KING PHARMACEUTICALS INC   S   COM              495582108      826    47899 SH       DEFINED 01 03               0    47899        0
KIRBY CORP   S                 COM              497266106    21016   308569 SH       DEFINED 01 02               0        0   308569
KITE REALTY GROUP TRUST   S    COM              49803T102      118     7400 SH       DEFINED 01 02               0        0     7400
KITE REALTY GROUP TRUST        COM              49803T102      126     7900 SH       DEFINED 01 03               0        0     7900
KNIGHT CAPITAL GRP INC   S     COM              499005106    19543  1403062 SH       DEFINED 01 02               0    34150  1368912
KNIGHT CAPITAL GRP INC   S     COM              499005106     1306    93800 SH       DEFINED 01 02 14            0    93800        0
KNIGHT CAPITAL GRP INC   S     COM              499005106      238    17100 SH       DEFINED 01 03               0    17100        0
KNIGHT RIDDER INC   S          COM              499040103     5229    82712 SH       DEFINED 01 02               0        0    82712
KNIGHT RIDDER INC   S          COM              499040103      838    13257 SH       DEFINED 01 03               0    13257        0
KNIGHT TRANSPORTATION INC   S  COM              499064103     2931   148433 SH       DEFINED 01 02               0    11600   136833
KOHLS CORP   S                 COM              500255104    33323   628579 SH       DEFINED 01 02               0      279   628300
KOHLS CORP   S                 COM              500255104     4051    76435 SH       DEFINED 01 03               0    76435        0
KOMAG INC   S                  COM              500453204    14193   298188 SH       DEFINED 01 02               0    16970   281218
KOMAG INC   S                  COM              500453204     1570    33000 SH       DEFINED 01 02 14            0    33000        0
KOMAG INC   S                  COM              500453204      300     6300 SH       DEFINED 01 03               0     6300        0
PHILIPS ELECTRONICS-NY SHR   F COM              500472303       57     1700 SH       DEFINED 01 02               0        0     1700
KOOKMIN BANK ADR   FSUSD       COM              50049M109     3466    40533 SH       DEFINED 01 02 10            0        0    40533
KOOKMIN BANK ADR   FSUSD       COM              50049M109      295     3445 SH       DEFINED 01 10               0        0     3445
KOPIN CORP   S                 COM              500600101      753   150473 SH       DEFINED 01 02               0        0   150473
KEPCO ADR (KEP US$)   FSUSD    COM              500631106      418    19350 SH       DEFINED 01 02               0        0    19350
KORN/FERRY INTERNATIONAL   S   COM              500643200     3419   167700 SH       DEFINED 01 02               0        0   167700
KOS PHARMACEUTICALS, INC       COM              500648100       67     1400 SH       DEFINED 01 03               0        0     1400
KRAFT FOODS INC-A   S          COM              50075N104     9492   313151 SH       DEFINED 01 02               0        0   313151
KRAFT FOODS INC-A   S          COM              50075N104     2486    82079 SH       DEFINED 01 10               0        0    82079
KRISPY KREME DOUGHNUTS INC   S COM              501014104      216    24050 SH       DEFINED 01 02               0        0    24050
KROGER CO   S                  COM              501044101    21859  1073606 SH       DEFINED 01 02               0     8803  1064803
KROGER CO   S                  COM              501044101     2923   143567 SH       DEFINED 01 03               0   143567        0
KROGER CO                      COM              501044101      185     9100 SH       DEFINED 01 03               0        0     9100
KRONOS INC   S                 COM              501052104    15850   423931 SH       DEFINED 01 02               0     6454   417477
KRONOS INC   S                 COM              501052104      721    19279 SH       DEFINED 01 03               0    19279        0
KULICKE & SOFFA INDUSTRIES   S COM              501242101     1125   117949 SH       DEFINED 01 02               0        0   117949
KYPHON INC.   S                COM              501577100     4169   112071 SH       DEFINED 01 02               0     5778   106293
LCA-VISION INC   S             COM              501803308     8168   162997 SH       DEFINED 01 02               0     4020   158977
LHC GROUP                      COM              50187A107       96     6000 SH       DEFINED 01 03               0        0     6000
LKQ CORP   S                   COM              501889208     2944   141486 SH       DEFINED 01 02               0    10880   130606
LSI LOGIC CORP   S             COM              502161102      896    77512 SH       DEFINED 01 03               0    77512        0
LSI LOGIC CORP   S             COM              502161102     3374   291744 SH       DEFINED 01 02               0    36030   255714
LSI INDUSTRIES INC   S         COM              50216C108      746    43800 SH       DEFINED 01 02               0        0    43800
LSI INDUSTRIES INC             COM              50216C108       80     4700 SH       DEFINED 01 03               0        0     4700
LTC PROPERTIES INC   S         COM              502175102     2607   112055 SH       DEFINED 01 02               0        0   112055
L-3 COMMUNICATIONS   S         COM              502424104      584     6810 SH       DEFINED 01 02               0      140     6670
L-3 COMMUNICATIONS   S         COM              502424104     2059    24000 SH       DEFINED 01 03               0    24000        0
LA-Z-BOY INC   S               COM              505336107     2725   160306 SH       DEFINED 01 02               0        0   160306
LABOR READY INC   S            COM              505401208     7821   326553 SH       DEFINED 01 02               0    15550   311003
LABORATORY CRP OF AMER HLDGS   COM              50540R409      403     6886 SH       DEFINED 01 02               0        0     6886
LABORATORY CRP OF AMER HLDGS   COM              50540R409     1450    24790 SH       DEFINED 01 03               0    24790        0
LABORATORY CRP OF AMER HLDGS   COM              50540R409    27929   477743 SH       DEFINED 01 10               0        0   477743
LABRANCHE & CO INC   S         COM              505447102     6734   425996 SH       DEFINED 01 02               0        0   425996
LACLEDE GROUP INC/THE   S      COM              505597104    50091  1455292 SH       DEFINED 01 03               0  1455292        0
LACLEDE GROUP INC/THE   S      COM              505597104     3857   112030 SH       DEFINED 01 02               0    14500    97530
LACLEDE GROUP INC/THE   S      COM              505597104     1373    39870 SH       DEFINED 01 02 14            0    39870        0
LADISH CO INC   S              COM              505754200      545    18821 SH       DEFINED 01 02               0        0    18821
LAIDLAW INTERNATIONAL   S      COM              50730R102      408    15004 SH       DEFINED 01 02               0        0    15004
LAIDLAW INTERNATIONAL          COM              50730R102       49     1800 SH       DEFINED 01 03               0        0     1800
LAM RESEARCH CORP   S          COM              512807108     3880    90234 SH       DEFINED 01 02               0     7814    82420
LAM RESEARCH CORP   S          COM              512807108     1618    37618 SH       DEFINED 01 03               0    37618        0
LAMAR ADVERTISING.   S         COM              512815101      981    18650 SH       DEFINED 01 02               0        0    18650
LAMAR ADVERTISING.   S         COM              512815101       16      302 SH       DEFINED 01 03               0      302        0
LAMAR ADVERTISING.   S         COM              512815101    21239   404634 SH       DEFINED 01 10               0        0   404634
LAMSON & SESSIONS CO   S       COM              513696104     1041    37384 SH       DEFINED 01 02               0        0    37384
LANCASTER COLONY CORP   S      COM              513847103     3910    93101 SH       DEFINED 01 02               0        0    93101
LANCE INC   S                  COM              514606102     1746    77624 SH       DEFINED 01 02               0        0    77624
LANDEC CORP   S                COM              514766104      539    67585 SH       DEFINED 01 02               0        0    67585
LANDAMERICA FINANCIAL GROUP    COM              514936103      441     6500 SH       DEFINED 01 03               0     6500        0
LANDAMERICA FINANCIAL GROUP    COM              514936103     2273    33510 SH       DEFINED 01 02 14            0    33510        0
LANDAMERICA FINANCIAL GROUP    COM              514936103    14139   208366 SH       DEFINED 01 02               0    12150   196216
LANDRY`S RESTAURANTS INC   S   COM              51508L103     1231    34839 SH       DEFINED 01 02               0        0    34839
LANDSTAR SYSTEM INC   S        COM              515098101     8946   202782 SH       DEFINED 01 02               0        0   202782
LAS VEGAS SANDS CORP   S       COM              517834107     3626    64001 SH       DEFINED 01 02               0        0    64001
LASALLE HOTEL PROPERTIES   S   COM              517942108    10919   266325 SH       DEFINED 01 02               0    13690   252635
LASALLE HOTEL PROPERTIES   S   COM              517942108     1544    37670 SH       DEFINED 01 02 14            0    37670        0
LASALLE HOTEL PROPERTIES   S   COM              517942108      283     6900 SH       DEFINED 01 03               0     6900        0
LASERCARD CORP   S             COM              51807U101      301    13365 SH       DEFINED 01 02               0        0    13365
LASERSCOPE   S                 COM              518081104      993    41985 SH       DEFINED 01 02               0        0    41985
ESTEE  LAUDER   S              COM              518439104      243     6545 SH       DEFINED 01 02               0        0     6545
ESTEE  LAUDER   S              COM              518439104      877    23580 SH       DEFINED 01 03               0    23580        0
ESTEE  LAUDER   S              COM              518439104     3730   100400 SH       DEFINED 01 10               0        0   100400
LAWSON PRODUCTS INC   S        COM              520776105      394     9621 SH       DEFINED 01 02               0        0     9621
LAWSON SOFTWARE INC   S        COM              520780107      169    22000 SH       DEFINED 01 03               0    22000        0
LAWSON SOFTWARE INC   S        COM              520780107     4923   641690 SH       DEFINED 01 02               0    44360   597330
LAWSON SOFTWARE INC   S        COM              520780107      947   123240 SH       DEFINED 01 02 14            0   123240        0
LAYNE CHRISTENSEN COMPANY   S  COM              521050104      662    19766 SH       DEFINED 01 02               0        0    19766
LEADIS TECHNOLOGY INC          COM              52171N103      287    50375 SH       DEFINED 01 02               0    50375        0
LEAP WIRELESS INTL INC   S     COM              521863308     2612    59931 SH       DEFINED 01 02               0        0    59931
LEAP WIRELESS INTL INC   S     COM              521863308     7631   175067 SH       DEFINED 01 02 10            0        0   175067
LEAP WIRELESS INTL INC   S     COM              521863308   122856  2821068 SH       DEFINED 01 10               0        0  2821068
LEAR CORP   S                  COM              521865105    12393   698969 SH       DEFINED 01 02               0      945   698024
LEAR CORP                      COM              521865105       35     2000 SH       DEFINED 01 03               0        0     2000
LEAPFROG ENTERPRISES INC   S   COM              52186N106      532    50108 SH       DEFINED 01 02               0        0    50108
LECG CORP   S                  COM              523234102     3065   159043 SH       DEFINED 01 02               0        0   159043
LEE ENTERPRISES   S            COM              523768109      999    30000 SH       DEFINED 01 02               0        0    30000
LEGACY BANCORP INC             COM              52463G105       24     1600 SH       DEFINED 01 03               0        0     1600
LEGGETT & PLATT INC   S        COM              524660107     1993    81814 SH       DEFINED 01 02               0        0    81814
LEGGETT & PLATT INC   S        COM              524660107      880    36091 SH       DEFINED 01 03               0    36091        0
LEGG MASON INC   S             COM              524901105    88831   708770 SH       DEFINED 01 02               0    13443   695327
LEGG MASON INC   S             COM              524901105     5151    41094 SH       DEFINED 01 03               0    41094        0
LEGG MASON INC   S             COM              524901105     4267    34071 SH       DEFINED 01 10               0        0    34071
LEHMAN BROTHERS HOLDINGS INC   COM              524908100   184915  1279427 SH       DEFINED 01 02               0     2552  1276875
LEHMAN BROTHERS HOLDINGS INC   COM              524908100     3392    23472 SH       DEFINED 01 02 10            0        0    23472
LEHMAN BROTHERS HOLDINGS INC   COM              524908100    11087    76714 SH       DEFINED 01 03               0    76714        0
LEHMAN BROTHERS HOLDINGS INC   COM              524908100    23835   164929 SH       DEFINED 01 10               0        0   164929
LEHMAN BROTHERS HOLDINGS INC   COM              524908100       87      600 SH       DEFINED 01 03               0        0      600
LEHMAN BROTHERS HOLDINGS INC   COM              524908100      130      900 SH       DEFINED 01 03               0        0      900
LENNAR CORP   S                COM              526057104     4309    71397 SH       DEFINED 01 02               0    12734    58663
LENNAR CORP   S                COM              526057104     1638    27135 SH       DEFINED 01 03               0    27135        0
LENNAR CORP   S                COM              526057104      869    14400 SH       DEFINED 01 10               0        0    14400
LENNAR CORP - B SHS            COM              526057302     1004    18000 SH       DEFINED 01 10               0        0    18000
LENNOX INTERNATIONAL INC   S   COM              526107107     9765   327005 SH       DEFINED 01 02               0    17610   309395
LENNOX INTERNATIONAL INC   S   COM              526107107      826    27690 SH       DEFINED 01 02 14            0    27690        0
LENNOX INTERNATIONAL INC   S   COM              526107107      155     5200 SH       DEFINED 01 03               0     5200        0
LENOX GROUP INC   S            COM              526262100     1321   100760 SH       DEFINED 01 02               0    27480    73280
LENOX GROUP INC   S            COM              526262100      997    76060 SH       DEFINED 01 02 14            0    76060        0
LENOX GROUP INC   S            COM              526262100      177    13500 SH       DEFINED 01 03               0    13500        0
LEUCADIA NATIONAL CORP   S     COM              527288104       28      475 SH       DEFINED 01 02               0      474        1
LEVEL 3 COMMUNICATIONS INC   S COM              52729N100     3772   728230 SH       DEFINED 01 02               0   127480   600750
LEVEL 3 COMMUNICATIONS INC   S COM              52729N100     1825   352770 SH       DEFINED 01 02 14            0   352770        0
LEVEL 3 COMMUNICATIONS INC   S COM              52729N100      322    62100 SH       DEFINED 01 03               0    62100        0
LEVEL 3 COMMUNICATIONS INC   S COM              52729N100    62955 12247640 SH       DEFINED 01 10               0        0 12247640
LEXICON GENETICS INC   S       COM              528872104     2148   387710 SH       DEFINED 01 02               0    36110   351600
LEXINGTON CORPORATE PPTYS TR   COM              529043101     4230   202877 SH       DEFINED 01 02               0        0   202877
LEXMARK INTL INC   S           COM              529771107     9379   206690 SH       DEFINED 01 02               0        0   206690
LEXMARK INTL INC   S           COM              529771107      972    21426 SH       DEFINED 01 03               0    21426        0
LIBBEY INC   S                 COM              529898108      207    29283 SH       DEFINED 01 02               0        0    29283
LIBERTY GLOBAL INC-A   S       COM              530555101   153734  7510186 SH       DEFINED 01 02               0      902  7509284
LIBERTY GLOBAL INC-A   S       COM              530555101       74     3605 SH       DEFINED 01 03               0     3605        0
LIBERTY GLOBAL INC-SERIES C    COM              530555309    53673  2717610 SH       DEFINED 01 02               0        0  2717610
LIBERTY GLOBAL INC-SERIES C    COM              530555309       17      836 SH       DEFINED 01 03               0        0      836
LIBERTY MEDIA   S              COM              530718105    73148  8909654 SH       DEFINED 01 02               0    13183  8896471
LIFECELL CORPORATION   S       COM              531927101      706    31339 SH       DEFINED 01 02               0    14950    16389
LIFE TIME FITNESS INC          COM              53217R207     2082    44569 SH       DEFINED 01 10               0        0    44569
LIFEPOINT HOSPITALS INC   S    COM              53219L109     1642    52800 SH       DEFINED 01 02               0        0    52800
LIFETIME BRANDS INC   S        COM              53222Q103      555    19657 SH       DEFINED 01 02               0        0    19657
ELI LILLY & CO   S             COM              532457108    12366   223609 SH       DEFINED 01 03               0   223609        0
ELI LILLY & CO   S             COM              532457108     1565    28300 SH       DEFINED 01 10               0        0    28300
ELI LILLY & CO   S             COM              532457108    33645   608383 SH       DEFINED 01 02               0        0   608383
ELI LILLY                      COM              532457108      155     2800 SH       DEFINED 01 03               0        0     2800
LIMITED BRANDS INC   S         COM              532716107    97842  4000081 SH       DEFINED 01 03               0  4000081        0
LIMITED BRANDS INC   S         COM              532716107      468    19120 SH       DEFINED 01 02               0        0    19120
LIMITED BRANDS INC             COM              532716107      142     5800 SH       DEFINED 01 03               0        0     5800
LIN TV CORP   S                COM              532774106     1269   141000 SH       DEFINED 01 02               0        0   141000
LINCARE HOLDINGS INC   S       COM              532791100    47729  1225078 SH       DEFINED 01 02               0    20355  1204723
LINCARE HOLDINGS INC   S       COM              532791100     1787    45859 SH       DEFINED 01 03               0    45859        0
LINCOLN ELECTRIC HOLDINGS   S  COM              533900106     8374   155127 SH       DEFINED 01 02               0     8830   146297
LINCOLN ELECTRIC HOLDINGS   S  COM              533900106     1308    24220 SH       DEFINED 01 02 14            0    24220        0
LINCOLN ELECTRIC HOLDINGS   S  COM              533900106      238     4400 SH       DEFINED 01 03               0     4400        0
LINCOLN NATIONAL CORP   S      COM              534187109    66524  1218628 SH       DEFINED 01 02               0     3295  1215333
LINCOLN NATIONAL CORP   S      COM              534187109     2572    47105 SH       DEFINED 01 03               0    47105        0
LINDSAY MANUFACTURING CO   S   COM              535555106      654    24141 SH       DEFINED 01 02               0        0    24141
LINEAR TECHNOLOGY CORP   S     COM              535678106      137     3906 SH       DEFINED 01 10               0        0     3906
LINEAR TECHNOLOGY CORP   S     COM              535678106     2172    61911 SH       DEFINED 01 03               0    61911        0
LINEAR TECHNOLOGY CORP   S     COM              535678106    25349   722609 SH       DEFINED 01 02               0        0   722609
LINK ENERGY LLC   S            COM              535763106       37  2395700 SH       DEFINED 01 02               0        0  2395700
LIONBRIDGE TECHNOLOGIES INC.   COM              536252109     2662   336611 SH       DEFINED 01 02               0        0   336611
LITHIA MOTORS INC-CL A   S     COM              536797103     2905    83698 SH       DEFINED 01 02               0     6380    77318
LITHIA MOTORS INC-CL A   S     COM              536797103      624    17970 SH       DEFINED 01 02 14            0    17970        0
LITHIA MOTORS INC-CL A   S     COM              536797103      115     3300 SH       DEFINED 01 03               0     3300        0
LITTELFUSE INC   S             COM              537008104    13229   387617 SH       DEFINED 01 02               0        0   387617
LIVE NATION   S                COM              538034109     2817   141980 SH       DEFINED 01 02               0        0   141980
LIVEPERSON INC   S             COM              538146101      570    78707 SH       DEFINED 01 02               0        0    78707
LIZ CLAIBORNE INC   S          COM              539320101    22632   552280 SH       DEFINED 01 02               0      745   551535
LIZ CLAIBORNE INC   S          COM              539320101      853    20804 SH       DEFINED 01 03               0    20804        0
LLOYDS TSB GROUP ADR   FSUSD   COM              539439109     8252   214400 SH       DEFINED 01 02               0        0   214400
LOJACK CORPORATION   S         COM              539451104     4531   188922 SH       DEFINED 01 02               0    10330   178592
LOCKHEED MARTIN CORP   S       COM              539830109     5346    71158 SH       DEFINED 01 03               0    71158        0
LOCKHEED MARTIN CORP   S       COM              539830109     2825    37600 SH       DEFINED 01 10               0        0    37600
LOCKHEED MARTIN CORP   S       COM              539830109   135995  1810165 SH       DEFINED 01 02               0     5954  1804211
LODGENET ENTERTAINMENT CORP    COM              540211109     1235    79295 SH       DEFINED 01 02               0        0    79295
LODGIAN INC   S                COM              54021P403     9802   705648 SH       DEFINED 01 02               0        0   705648
LOEWS CORP   S                 COM              540424108   190951  1886857 SH       DEFINED 01 02               0     2139  1884718
LOEWS CORP   S                 COM              540424108     6993    69096 SH       DEFINED 01 03               0    69096        0
LOEWS CORP                     COM              540424108      101     1000 SH       DEFINED 01 03               0        0     1000
LOEWS CORP - CAROLINA GROUP    COM              540424207    10656   225431 SH       DEFINED 01 02               0        0   225431
LONE STAR STEAK HS   S         COM              542307103     1248    43905 SH       DEFINED 01 02               0        0    43905
LONE STAR TECHNOLOGIES INC   S COM              542312103     4904    88504 SH       DEFINED 01 02               0     5050    83454
LONGS DRUG STORES CORP   S     COM              543162101     5585   120651 SH       DEFINED 01 02               0       60   120591
LONGVIEW FIBRE CO   S          COM              543213102      145     5600 SH       DEFINED 01 03               0     5600        0
LONGVIEW FIBRE CO   S          COM              543213102      752    29130 SH       DEFINED 01 02 14            0    29130        0
LONGVIEW FIBRE CO   S          COM              543213102      711    27510 SH       DEFINED 01 02               0    10510    17000
LOOKSMART LTD                  COM              543442503      159    29563 SH       DEFINED 01 02               0    29563        0
LOTTE SHOPPING CO-GDR 144A   F COM              54569T106    11355   562658 SH       DEFINED 01 02 10            0        0   562658
LOUISIANA-PACIFIC CORP   S     COM              546347105     7361   270620 SH       DEFINED 01 02               0        0   270620
LOUISIANA-PACIFIC CORP   S     COM              546347105      571    20986 SH       DEFINED 01 03               0    20986        0
LOUSVILLE G & E 05.875% 07/15/ PRF              546676800     1021    10200 SH       DEFINED 01 04               0        0    10200
LOWES COMPANIES   S            COM              548661107    24994   387871 SH       DEFINED 01 02               0     3011   384860
LOWES COMPANIES   S            COM              548661107     9971   154733 SH       DEFINED 01 03               0   154733        0
LUBRIZOL CORP   S              COM              549271104     5779   134861 SH       DEFINED 01 02               0      460   134401
LUBRIZOL CORP NEW              COM              549271104       21      500 SH       DEFINED 01 03               0        0      500
LUBRIZOL CORP NEW              COM              549271104      111     2600 SH       DEFINED 01 03               0        0     2600
LUBY'S INC   S                 COM              549282101     1196    95770 SH       DEFINED 01 02 14            0    95770        0
LUBY'S INC   S                 COM              549282101      215    17200 SH       DEFINED 01 03               0    17200        0
LUBY'S INC   S                 COM              549282101     1528   122322 SH       DEFINED 01 02               0    34470    87852
LUCENT TECHNOLOGIES INC   S    COM              549463107     2870   941116 SH       DEFINED 01 03               0   941116        0
LUCENT TECHNOLOGIES INC   S    COM              549463107    99392 32588377 SH       DEFINED 01 02               0    15593 32572784
LUFKIN INDUSTRIES INC   S      COM              549764108     1944    35052 SH       DEFINED 01 02               0        0    35052
LUMINEX CORP   S               COM              55027E102      697    46886 SH       DEFINED 01 02               0        0    46886
LYDALL INC   S                 COM              550819106     1436   148783 SH       DEFINED 01 02               0        0   148783
WILLIAM LYON HOMES INC   S     COM              552074106      346     3621 SH       DEFINED 01 02               0        0     3621
LYONDELL CHEMICAL COMPANY   S  COM              552078107    21862  1098596 SH       DEFINED 01 02               0     1272  1097324
M & F WORLDWIDE CORP   S       COM              552541104      209    14633 SH       DEFINED 01 02               0        0    14633
M & T BANK CORP   S            COM              55261F104     2192    19205 SH       DEFINED 01 02               0      330    18875
M & T BANK CORP   S            COM              55261F104     1792    15700 SH       DEFINED 01 03               0    15700        0
MAF BANCORP INC   S            COM              55261R108     2711    61929 SH       DEFINED 01 02               0        0    61929
MBIA INC   S                   COM              55262C100     7629   126901 SH       DEFINED 01 02               0     9177   117724
MBIA INC   S                   COM              55262C100     1595    26519 SH       DEFINED 01 03               0    26519        0
MBIA INC                       COM              55262C100      132     2200 SH       DEFINED 01 03               0        0     2200
MDC HOLDINGS INC   S           COM              552676108      369     5736 SH       DEFINED 01 02               0     5093      643
MDU RESOURCES GROUP INC   S    COM              552690109       45     1350 SH       DEFINED 01 02               0     1350        0
MEMC ELECTRONIC MATERIALS   S  COM              552715104    36256   982054 SH       DEFINED 01 02               0    33737   948317
MFA MORTGAGE INVESTMENTS INC.  COM              55272X102     2835   446692 SH       DEFINED 01 02               0        0   446692
MGE ENERGY INC.   S            COM              55277P104      276     8307 SH       DEFINED 01 02               0        0     8307
MGIC INVESTMENT CORP   S       COM              552848103     5842    87666 SH       DEFINED 01 02               0     2029    85637
MGIC INVESTMENT CORP   S       COM              552848103     1154    17317 SH       DEFINED 01 03               0    17317        0
MGIC INVESTMENT                COM              552848103       80     1200 SH       DEFINED 01 03               0        0     1200
MGI PHARMA INC   S             COM              552880106     6051   345691 SH       DEFINED 01 02               0    15564   330127
MGI PHARMA INC   S             COM              552880106     1311    74914 SH       DEFINED 01 03               0    74914        0
MGI PHARMA INC   S             COM              552880106     1065    60894 SH       DEFINED 01 10               0        0    60894
MGM MIRAGE   S                 COM              552953101     4288    99500 SH       DEFINED 01 02               0        0    99500
MI DEVELOPMENTS INC CL-A   FSU COM              55304X104    14797   424000 SH       DEFINED 01 02               0        0   424000
M/I HOMES INC   S              COM              55305B101     1968    41875 SH       DEFINED 01 02               0        0    41875
MKS INSTRUMENTS INC   S        COM              55306N104     3414   145790 SH       DEFINED 01 02               0    17380   128410
MKS INSTRUMENTS INC   S        COM              55306N104     1124    47920 SH       DEFINED 01 02 14            0    47920        0
MKS INSTRUMENTS INC   S        COM              55306N104      180     7700 SH       DEFINED 01 03               0     7700        0
MIVA INC   S                   COM              55311R108      238    58360 SH       DEFINED 01 02               0        0    58360
MPS GROUP INC   S              COM              553409103    11913   778630 SH       DEFINED 01 02               0    78580   700050
MPS GROUP INC   S              COM              553409103     2275   148670 SH       DEFINED 01 02 14            0   148670        0
MPS GROUP INC   S              COM              553409103      405    26500 SH       DEFINED 01 03               0    26500        0
MRV COMMUNICATIONS INC   S     COM              553477100      123    29900 SH       DEFINED 01 02               0    29900        0
MRO SOFTWARE INC   S           COM              55347W105      727    45580 SH       DEFINED 01 02               0        0    45580
MSC INDUSTRIAL DIRECT CO-A   S COM              553530106      872    16143 SH       DEFINED 01 02               0        0    16143
MTS SYSTEMS CORP   S           COM              553777103     3352    80134 SH       DEFINED 01 02               0        0    80134
MTC TECHNOLOGIES INC   S       COM              55377A106     3461   123635 SH       DEFINED 01 02               0        0   123635
MWI VETERINARY SUPPLY INC      COM              55402X105      249     7557 SH       DEFINED 01 10               0        0     7557
MACATAWA BANK CORP   S         COM              554225102      202     5330 SH       DEFINED 01 02               0     5330        0
MACDERMID INC   S              COM              554273102     2664    82832 SH       DEFINED 01 02               0        0    82832
MACERICH CO/THE   S            COM              554382101     4215    57000 SH       DEFINED 01 02               0        0    57000
MACROVISION CORP   S           COM              555904101      200     9050 SH       DEFINED 01 02               0     9050        0
STEVEN MADDEN LTD.   S         COM              556269108     4261   119999 SH       DEFINED 01 02               0    13940   106059
STEVEN MADDEN LTD.   S         COM              556269108     1385    39030 SH       DEFINED 01 02 14            0    39030        0
STEVEN MADDEN LTD.   S         COM              556269108      273     7700 SH       DEFINED 01 03               0     7700        0
MAGELLAN HEALTH SERVICES INC   COM              559079207    21644   534819 SH       DEFINED 01 02               0        0   534819
MAGELLAN HEALTH SERVICES INC   COM              559079207     1516    37450 SH       DEFINED 01 02 14            0        0    37450
MAGELLAN HEALTH SERVICES INC   COM              559079207      247     6100 SH       DEFINED 01 03               0        0     6100
MAGNA ENTERTAINMENT   S        COM              559211107      407    60000 SH       DEFINED 01 02               0        0    60000
MAGNA INTL 'A'                 COM              559222401       79     1050 SH       DEFINED 01 03               0        0     1050
MAGNETEK INC   S               COM              559424106      242    60956 SH       DEFINED 01 02               0        0    60956
MAGUIRE PROPERTIES INC   S     COM              559775101     1566    42900 SH       DEFINED 01 02               0        0    42900
MAIN STREET RESTAURANT GROUP   COM              560345308       62    12200 SH       DEFINED 01 02               0        0    12200
MAIN STREET BANKS INC   S      COM              56034R102     1763    68115 SH       DEFINED 01 02               0        0    68115
MANHATTAN ASSOCIATES INC   S   COM              562750109     1276    58002 SH       DEFINED 01 02               0        0    58002
MANITOWOC CO.   S              COM              563571108    31557   346177 SH       DEFINED 01 02               0     7600   338577
MANITOWOC CO.   S              COM              563571108      857     9400 SH       DEFINED 01 02 14            0     9400        0
MANITOWOC CO.   S              COM              563571108      164     1800 SH       DEFINED 01 03               0     1800        0
MANNKIND CORP                  COM              56400P201      874    42762 SH       DEFINED 01 10               0        0    42762
MANOR CARE INC   S             COM              564055101     2694    60745 SH       DEFINED 01 02               0        0    60745
MANOR CARE INC   S             COM              564055101      694    15644 SH       DEFINED 01 03               0    15644        0
MANPOWER INC-WIS   S           COM              56418H100     3575    62521 SH       DEFINED 01 02               0      440    62081
MANTECH INTL CORP-A.   S       COM              564563104     4945   148845 SH       DEFINED 01 02               0        0   148845
MAPINFO CORP   S               COM              565105103      614    43781 SH       DEFINED 01 02               0        0    43781
MARATHON OIL CORP   S          COM              565849106   192047  2521293 SH       DEFINED 01 02               0    36164  2485129
MARATHON OIL CORP   S          COM              565849106     5160    67737 SH       DEFINED 01 02 10            0        0    67737
MARATHON OIL CORP   S          COM              565849106     5541    72736 SH       DEFINED 01 03               0    72736        0
MARATHON OIL CORP   S          COM              565849106    23920   314492 SH       DEFINED 01 10               0        0   314492
MARATHON OIL CORP              COM              565849106       46      600 SH       DEFINED 01 03               0        0      600
MARATHON OIL CORP              COM              565849106      236     3100 SH       DEFINED 01 03               0        0     3100
MARCUS CORPORATION   S         COM              566330106      926    46407 SH       DEFINED 01 02               0        0    46407
MARINEMAX INC   S              COM              567908108     1123    33490 SH       DEFINED 01 02               0        0    33490
MARINER ENERGY INC   S         COM              56845T305     2463   120100 SH       DEFINED 01 02               0        0   120100
MARINER ENERGY INC   S         COM              56845T305        0        0 SH       DEFINED 01 02 10            0        0        0
MARINER ENERGY INC   S         COM              56845T305       25     1232 SH       DEFINED 01 10               0        0     1232
MARINER ENERGY INC             COM              56845T305       57     2780 SH       DEFINED 01 03               0        0     2780
MARKEL CORP   S                COM              570535104      844     2500 SH       DEFINED 01 02               0        0     2500
MARKWEST HYDROCARBON           COM              570762104       80     3500 SH       DEFINED 01 03               0        0     3500
MARSH MCLENNAN CO   S          COM              571748102     4526   154152 SH       DEFINED 01 03               0   154152        0
MARSH MCLENNAN CO   S          COM              571748102     1832    62400 SH       DEFINED 01 10               0        0    62400
MARSH MCLENNAN CO   S          COM              571748102   119295  4063134 SH       DEFINED 01 02               0    20176  4042958
MARSH & MCLENNAN COS           COM              571748102       76     2600 SH       DEFINED 01 03               0        0     2600
MARSHALL & ILSLEY CORP   S     COM              571834100     1810    41540 SH       DEFINED 01 03               0    41540        0
MARSHALL & ILSLEY CORP   S     COM              571834100     2155    49451 SH       DEFINED 01 02               0      390    49061
MARRIOTT INTERNATIONAL-CL A    COM              571903202    14729   214700 SH       DEFINED 01 02               0        0   214700
MARRIOTT INTERNATIONAL-CL A    COM              571903202     2202    32106 SH       DEFINED 01 03               0    32106        0
MARTEN TRANSPORT   S           COM              573075108       21     1162 SH       DEFINED 01 02               0        0     1162
MARTIN MARIETTA MATERIALS   S  COM              573284106   118208  1104437 SH       DEFINED 01 02               0    21527  1082910
MARTIN MARIETTA MATERIALS   S  COM              573284106     3821    35704 SH       DEFINED 01 03               0    35704        0
MARTIN MARIETTA MATERIALS   S  COM              573284106    25125   234765 SH       DEFINED 01 10               0        0   234765
MARTIN MARIETTA MATERIALS      COM              573284106       96      900 SH       DEFINED 01 03               0        0      900
MARTIN MARIETTA MATERIALS      COM              573284106       86      800 SH       DEFINED 01 03               0        0      800
MASCO CORP   S                 COM              574599106    27787   855230 SH       DEFINED 01 02               0     1224   854006
MASCO CORP   S                 COM              574599106     2677    82385 SH       DEFINED 01 03               0    82385        0
MASCO CORP   S                 COM              574599106     5944   183000 SH       DEFINED 01 10               0        0   183000
MASCO CORP                     COM              574599106       32     1000 SH       DEFINED 01 03               0        0     1000
MASSBANK CORP                  COM              576152102       82     2500 SH       DEFINED 01 03               0        0     2500
MASSEY ENERGY CO   S           COM              576206106     9018   250025 SH       DEFINED 01 02               0        0   250025
MASTEC INC   S                 COM              576323109      191    13500 SH       DEFINED 01 03               0    13500        0
MASTEC INC   S                 COM              576323109      954    67260 SH       DEFINED 01 02 14            0    67260        0
MASTEC INC   S                 COM              576323109     3339   235630 SH       DEFINED 01 02               0    24510   211120
MATERIAL SCIENCES CORP   S     COM              576674105      323    26767 SH       DEFINED 01 02               0        0    26767
MATRIA HEALTHCARE INC   S      COM              576817209     3397    89480 SH       DEFINED 01 02               0        0    89480
MATRIXONE INC   S              COM              57685P304     1584   221287 SH       DEFINED 01 02               0        0   221287
MATTEL INC   S                 COM              577081102    11329   624884 SH       DEFINED 01 02               0    33757   591127
MATTEL INC   S                 COM              577081102     1395    76926 SH       DEFINED 01 03               0    76926        0
MATTEL INC   S                 COM              577081102     4349   240000 SH       DEFINED 01 10               0        0   240000
MATTHEWS INTL CORP.   S        COM              577128101     1272    33251 SH       DEFINED 01 02               0        0    33251
MATTSON TECHNOLOGY INC   S     COM              577223100     2188   182280 SH       DEFINED 01 02               0    14280   168000
MATTSON TECHNOLOGY INC         COM              577223100      222    18500 SH       DEFINED 01 03               0        0    18500
MAXTOR CORP   S                COM              577729205     2341   244780 SH       DEFINED 01 02               0    12180   232600
MAXIM INTEGRATED   S           COM              57772K101    35496   955459 SH       DEFINED 01 02               0    18556   936903
MAXIM INTEGRATED   S           COM              57772K101     4424   119082 SH       DEFINED 01 03               0   119082        0
MAXIM INTEGRATED   S           COM              57772K101     1709    46000 SH       DEFINED 01 10               0        0    46000
MAVERICK TUBE CORP   S         COM              577914104    10289   194167 SH       DEFINED 01 02               0     7610   186557
MAVERICK TUBE CORP   S         COM              577914104     1113    21000 SH       DEFINED 01 02 14            0    21000        0
MAVERICK TUBE CORP   S         COM              577914104      201     3800 SH       DEFINED 01 03               0     3800        0
MAXIMUS INC   S                COM              577933104     6487   180297 SH       DEFINED 01 02               0        0   180297
MAYTAG CORP   S                COM              578592107     2227   104430 SH       DEFINED 01 02               0        0   104430
MAYTAG CORP   S                COM              578592107      340    15917 SH       DEFINED 01 03               0    15917        0
MCCLATCHY CO   S               COM              579489105     1026    21000 SH       DEFINED 01 02               0        0    21000
MCCORMICK & CO   S             COM              579780206      247     7280 SH       DEFINED 01 02               0        0     7280
MCCORMICK & CO   S             COM              579780206      888    26240 SH       DEFINED 01 03               0        0    26240
MCCORMICK & SCHMICK'S SEAFOOD  COM              579793100      295    11570 SH       DEFINED 01 02               0        0    11570
MCDATA CORPORATION-A   S       COM              580031201       92    20000 SH       DEFINED 01 03               0    20000        0
MCDATA CORPORATION-A   S       COM              580031201      714   154542 SH       DEFINED 01 02               0    39740   114802
MCDATA CORPORATION-A   S       COM              580031201      517   111640 SH       DEFINED 01 02 14            0   111640        0
MCDERMOTT INTL INC   FSUSD     COM              580037109   248718  4567843 SH       DEFINED 01 02               0    41540  4526303
MCDONALD'S CORP   S            COM              580135101    32702   951766 SH       DEFINED 01 02               0     1626   950140
MCDONALD'S CORP   S            COM              580135101     8544   248675 SH       DEFINED 01 03               0   248675        0
MCDONALDS CORP                 COM              580135101      295     8600 SH       DEFINED 01 03               0        0     8600
MCDONALDS CORP                 COM              580135101       58     1700 SH       DEFINED 01 03               0        0     1700
MCG CAPITAL CORP   S           COM              58047P107       87     6147 SH       DEFINED 01 02               0        0     6147
MCGRATH RENTCORP               COM              580589109       69     2300 SH       DEFINED 01 03               0        0     2300
MCGRAW-HILL COMPANIES INC   S  COM              580645109     7533   130746 SH       DEFINED 01 02               0        0   130746
MCGRAW-HILL COMPANIES INC   S  COM              580645109     4187    72668 SH       DEFINED 01 03               0    72668        0
MCGRAW-HILL COMPANIES INC   S  COM              580645109    45717   793411 SH       DEFINED 01 10               0        0   793411
MCKESSON CORP   S              COM              58155Q103    28548   547628 SH       DEFINED 01 02               0    24608   523020
MCKESSON CORP   S              COM              58155Q103     3164    60697 SH       DEFINED 01 03               0    60697        0
MEADWESTVACO CORP   S          COM              583334107      981    35908 SH       DEFINED 01 03               0    35908        0
MEADWESTVACO CORP   S          COM              583334107    31775  1163485 SH       DEFINED 01 02               0        0  1163485
MEASUREMENT SPECIALTIES INC    COM              583421102     2929   111999 SH       DEFINED 01 02               0        0   111999
MECHEL  OAO-ADR   FSUSD        COM              583840103      540    21000 SH       DEFINED 01 02               0        0    21000
MEDAREX INC   S                COM              583916101     5170   391092 SH       DEFINED 01 02               0    22800   368292
MEDALLION FINANCIAL CORP       COM              583928106       83     6100 SH       DEFINED 01 03               0        0     6100
MEDCO HEALTH SOLUTIONS INC   S COM              58405U102    33524   585897 SH       DEFINED 01 02               0      229   585668
MEDCO HEALTH SOLUTIONS INC   S COM              58405U102     3447    60243 SH       DEFINED 01 03               0    60243        0
MEDCO HEALTH SOLUTIONS INC   S COM              58405U102      795    13893 SH       DEFINED 01 10               0        0    13893
MEDIA GENERAL   S              COM              584404107     6685   143400 SH       DEFINED 01 02               0        0   143400
MEDICAL ACTION                 COM              58449L100      125     5200 SH       DEFINED 01 03               0        0     5200
MEDICINES COMPANY   S          COM              584688105     1068    51900 SH       DEFINED 01 02               0        0    51900
MEDICIS PHARMACEUTIC   S       COM              584690309     6036   185114 SH       DEFINED 01 02               0     9950   175164
MEDIMMUNE INC  \   S           COM              584699102    11125   304222 SH       DEFINED 01 10               0        0   304222
MEDIMMUNE INC  \   S           COM              584699102    83694  2288012 SH       DEFINED 01 02               0    52256  2235756
MEDIMMUNE INC  \   S           COM              584699102     4400   120289 SH       DEFINED 01 03               0   120289        0
MEDIMMUNE                      COM              584699102       71     1950 SH       DEFINED 01 03               0        0     1950
MEDTRONIC INC   S              COM              585055106    23262   458460 SH       DEFINED 01 10               0        0   458460
MEDTRONIC INC   S              COM              585055106    12122   238857 SH       DEFINED 01 03               0   238857        0
MEDTRONIC INC   S              COM              585055106    26389   519976 SH       DEFINED 01 02               0    11163   508813
MELLON FINANCIAL COR   S       COM              58551A108    18820   528655 SH       DEFINED 01 02               0    18689   509966
MELLON FINANCIAL COR   S       COM              58551A108     2919    81989 SH       DEFINED 01 03               0    81989        0
MELLON FINANCIAL CORPORATION   COM              58551A108      178     5000 SH       DEFINED 01 03               0        0     5000
MELLON FINANCIAL CORPORATION   COM              58551A108       81     2275 SH       DEFINED 01 03               0        0     2275
MENS WEARHOUSE INC   S         COM              587118100    17343   482591 SH       DEFINED 01 02               0        0   482591
MENTOR CORP MN   S             COM              587188103     4281    94480 SH       DEFINED 01 02               0        0    94480
MENTOR GRAPHIC CORP   S        COM              587200106    11730  1061500 SH       DEFINED 01 02               0        0  1061500
MERCANTILE BANK CORP   S       COM              587376104      423    10820 SH       DEFINED 01 02               0        0    10820
MERCANTILE BANKSHARES CORP   S COM              587405101       29      765 SH       DEFINED 01 02               0      765        0
MERCK & CO. INC.   S           COM              589331107     4057   115200 SH       DEFINED 01 10               0        0   115200
MERCK & CO. INC.   S           COM              589331107   269294  7643857 SH       DEFINED 01 02               0   167116  7476741
MERCK & CO. INC.   S           COM              589331107    16001   454149 SH       DEFINED 01 03               0   454149        0
MERCK & CO                     COM              589331107       49     1400 SH       DEFINED 01 03               0        0     1400
MERCK & CO                     COM              589331107      342     9700 SH       DEFINED 01 03               0        0     9700
MERCURY COMPUTER SYSTEMS INC   COM              589378108      714    44049 SH       DEFINED 01 02               0        0    44049
MERCURY GENERAL CORP   S       COM              589400100       54      979 SH       DEFINED 01 02               0        0      979
MERCURY INTERACTIVE CORP   S   COM              589405109    34753   998682 SH       DEFINED 01 02               0        0   998682
MERCURY INTERACTIVE CORP   S   COM              589405109       71     2032 SH       DEFINED 01 03               0     2032        0
MEREDITH CORP   S              COM              589433101      128     2296 SH       DEFINED 01 02               0        0     2296
MEREDITH CORP   S              COM              589433101      462     8278 SH       DEFINED 01 03               0     8278        0
MEREDITH CORP   S              COM              589433101     2943    52763 SH       DEFINED 01 10               0        0    52763
MERIDIAN BIOSCIENCE INC   S    COM              589584101      821    30436 SH       DEFINED 01 02               0        0    30436
MERIDIAN BIOSCIENCE INC        COM              589584101       62     2300 SH       DEFINED 01 03               0        0     2300
MERISTAR HOSPITALITY CORP   S  COM              58984Y103      303    29120 SH       DEFINED 01 02               0        0    29120
MERIT MEDICAL SYSTEMS INC   S  COM              589889104      683    56850 SH       DEFINED 01 02               0        0    56850
MERIDIAN GOLD INC   FSUSD      COM              589975101    14227   480160 SH       DEFINED 01 10               0        0   480160
MERIDIAN GOLD INC   FSUSD      COM              589975101     2438    82200 SH       DEFINED 01 02               0        0    82200
MERGE TECHNOLOGIES INC   S     COM              589981109      252    15800 SH       DEFINED 01 02               0        0    15800
MERITAGE  HOMES CORP   S       COM              59001A102     2646    48150 SH       DEFINED 01 02               0        0    48150
MERIX CORP.   S                COM              590049102      680    55260 SH       DEFINED 01 02               0        0    55260
MERRILL LYNCH & CO INC   S     COM              590188108   155052  1968656 SH       DEFINED 01 02               0     3185  1965471
MERRILL LYNCH & CO INC   S     COM              590188108    16813   213472 SH       DEFINED 01 03               0   213472        0
MERRILL LYNCH & CO INC   S     COM              590188108     3150    40000 SH       DEFINED 01 10               0        0    40000
MERRILL LYNCH                  COM              590188108       93     1182 SH       DEFINED 01 03               0        0     1182
MERRILL LYNCH                  COM              590188108      433     5500 SH       DEFINED 01 03               0        0     5500
MESA AIR   S                   COM              590479101     2262   197756 SH       DEFINED 01 02               0    25630   172126
MESA AIR   S                   COM              590479101      805    70250 SH       DEFINED 01 02 14            0    70250        0
MESA AIR   S                   COM              590479101      165    14400 SH       DEFINED 01 03               0    14400        0
METAL MANAGEMENT INC   S       COM              591097209     3642   115072 SH       DEFINED 01 02               0        0   115072
METHODE ELECTRONICS INC   S    COM              591520200     1770   162436 SH       DEFINED 01 02               0        0   162436
METLIFE INC   S                COM              59156R108    12932   267346 SH       DEFINED 01 02               0     3970   263376
METLIFE INC   S                COM              59156R108     7255   149988 SH       DEFINED 01 03               0   149988        0
METLIFE INC   S                COM              59156R108    10659   220400 SH       DEFINED 01 10               0        0   220400
METLIFE INC                    COM              59156R108      193     4000 SH       DEFINED 01 03               0        0     4000
METROLOGIC INSTRUMENTS INC   S COM              591676101     3772   163122 SH       DEFINED 01 02               0    12720   150402
METTLER TOLEDO   S             COM              592688105     1023    16961 SH       DEFINED 01 02               0      600    16361
MICREL INC   S                 COM              594793101      772    52085 SH       DEFINED 01 02               0    20650    31435
MICROS SYSTEMS INC             COM              594901100     9076   196990 SH       DEFINED 01 02               0     9370   187620
MICROS SYSTEMS INC             COM              594901100     2621    56916 SH       DEFINED 01 10               0        0    56916
MICROSOFT CORP   S             COM              594918104   464865 17084242 SH       DEFINED 01 02               0   175009 16909233
MICROSOFT CORP   S             COM              594918104     7171   263547 SH       DEFINED 01 02 10            0        0   263547
MICROSOFT CORP   S             COM              594918104    49913  1834376 SH       DEFINED 01 03               0  1834376        0
MICROSOFT CORP   S             COM              594918104   208690  7663961 SH       DEFINED 01 10               0        0  7663961
MICROSOFT CORP                 COM              594918104      152     5600 SH       DEFINED 01 03               0        0     5600
MICRO STRATEGY   S             COM              594972408     4279    40649 SH       DEFINED 01 02               0     5030    35619
MICROCHIP TECHNOLOGY INC   S   COM              595017104    82365  2269023 SH       DEFINED 01 02               0    48924  2220099
MICROCHIP TECHNOLOGY INC   S   COM              595017104     5723   157630 SH       DEFINED 01 03               0   157630        0
MICRON TECHNOLOGY   S          COM              595112103     7842   532661 SH       DEFINED 01 02               0    28971   503690
MICRON TECHNOLOGY   S          COM              595112103     1803   122457 SH       DEFINED 01 03               0   122457        0
MICROSEMI CORP   S             COM              595137100    12135   416899 SH       DEFINED 01 02               0     7480   409419
MID-AMERICA APT   S            COM              59522J103     5707   104227 SH       DEFINED 01 02               0       80   104147
MID-STATE BANCSHARES   S       COM              595440108      188     6404 SH       DEFINED 01 02               0        0     6404
MIDAS INC   S                  COM              595626102     2215   101311 SH       DEFINED 01 02               0        0   101311
MIDDLEBY CORP   S              COM              596278101     1172    14000 SH       DEFINED 01 02               0        0    14000
MIDDLESEX WATER CO.   S        COM              596680108      511    27000 SH       DEFINED 01 02               0        0    27000
MIDWAY GAMES INC   S           COM              598148104      252    27430 SH       DEFINED 01 02               0        0    27430
MIDWEST BANC HOLDINGS INC.   S COM              598251106     1460    56289 SH       DEFINED 01 02               0        0    56289
MILLENNIUM BANKSHARES CORP   S COM              60037B106      628    68350 SH       DEFINED 01 02               0        0    68350
HERMAN MILLER INC   S          COM              600544100       26      800 SH       DEFINED 01 02               0      800        0
MILLIPORE CORP   S             COM              601073109     4212    57654 SH       DEFINED 01 02               0     4062    53592
MILLIPORE CORP   S             COM              601073109      753    10303 SH       DEFINED 01 03               0    10303        0
MILLS CORP/THE   S             COM              601148109       50     1800 SH       DEFINED 01 02               0        0     1800
MINERALS TECHNOLOGIE   S       COM              603158106     5028    86076 SH       DEFINED 01 02               0        0    86076
MIPS TECHNOLOGIES INC   S      COM              604567107     1921   257600 SH       DEFINED 01 02               0        0   257600
MIRANT CORP                    COM              60467R100     9850   393994 SH       DEFINED 01 02 10            0        0   393994
MIRANT CORP                    COM              60467R100   113408  4538048 SH       DEFINED 01 10               0        0  4538048
MISSION WEST PROPERTIES   S    COM              605203108      131    11108 SH       DEFINED 01 02               0        0    11108
MITCHAM INDUSTRIES INC   S     COM              606501104      332    19974 SH       DEFINED 01 02               0        0    19974
MITSUBISHI UFJ FINL GRP-ADR    COM              606822104     2509   164939 SH       DEFINED 01 02               0        0   164939
MOBILE TELESYSTM ADR   FSUSD   COM              607409109     9437   285100 SH       DEFINED 01 02 10            0        0   285100
MOBILE TELESYSTM ADR   FSUSD   COM              607409109     5686   172001 SH       DEFINED 01 10               0        0   172001
MOBILE MINI INC   S            COM              60740F105     2229    72104 SH       DEFINED 01 02               0        0    72104
MOBILITY ELECTRONICS INC   S   COM              60741U101      730    87676 SH       DEFINED 01 02               0        0    87676
OTP BANK   FSUSD               COM              607461167       34      483 SH       DEFINED 01 02 10            0        0      483
MODINE MANUFACTURING CO   S    COM              607828100     2287    77500 SH       DEFINED 01 02               0        0    77500
MODTECH HOLDINGS INC   S       COM              60783C100      666    76165 SH       DEFINED 01 02               0        0    76165
MODTECH HLDINGS INC            COM              60783C100      109    12500 SH       DEFINED 01 03               0        0    12500
MOHAWK INDUSTRIES INC   S      COM              608190104     4865    60264 SH       DEFINED 01 02               0        0    60264
MOLDFLOW CORP                  COM              608507109       77     4900 SH       DEFINED 01 03               0        0     4900
MOLECULAR DEVICES CORP   S     COM              60851C107     3609   108858 SH       DEFINED 01 02               0     7730   101128
MOLEX INC   S                  COM              608554101     2179    65637 SH       DEFINED 01 02               0        0    65637
MOLEX INC   S                  COM              608554101      936    28188 SH       DEFINED 01 03               0    28188        0
MOLINA HEALTHCARE INC   S      COM              60855R100      211     6290 SH       DEFINED 01 02               0        0     6290
MOLSON COORS BREWING CO   S    COM              60871R209      217     3157 SH       DEFINED 01 02               0        0     3157
MOLSON COORS BREWING CO   S    COM              60871R209      780    11362 SH       DEFINED 01 03               0    11362        0
MONACO COACH CORP   S          COM              60886R103     3454   257778 SH       DEFINED 01 02               0        0   257778
MONARCH CASINO & RESORT INC    COM              609027107     4521   159306 SH       DEFINED 01 02               0    20020   139286
MONARCH CASINO & RESORT INC    COM              609027107      907    31920 SH       DEFINED 01 02 14            0    31920        0
MONARCH CASINO & RESORT INC    COM              609027107      173     6100 SH       DEFINED 01 03               0     6100        0
MONEYGRAM INTERNATIONAL INC    COM              60935Y109     6445   209733 SH       DEFINED 01 02               0    26260   183473
MONEYGRAM INTERNATIONAL INC    COM              60935Y109     1161    37790 SH       DEFINED 01 02 14            0    37790        0
MONEYGRAM INTERNATIONAL INC    COM              60935Y109      215     7000 SH       DEFINED 01 03               0     7000        0
MONRO MUFFLER BRAKE INC   S    COM              610236101      155     4170 SH       DEFINED 01 02               0     4170        0
MONSANTO CO NEW   S            COM              61166W101    28818   340030 SH       DEFINED 01 02               0      349   339681
MONSANTO CO NEW   S            COM              61166W101     4518    53309 SH       DEFINED 01 03               0    53309        0
MONSANTO CO                    COM              61166W101       42      500 SH       DEFINED 01 03               0        0      500
MONSTER WORLDWIDE INC   S      COM              611742107    10298   206570 SH       DEFINED 01 02               0     9729   196841
MONSTER WORLDWIDE INC   S      COM              611742107     1271    25494 SH       DEFINED 01 03               0    25494        0
MOODY`S CORP   S               COM              615369105    26256   367479 SH       DEFINED 01 10               0        0   367479
MOODY`S CORP   S               COM              615369105    43581   609862 SH       DEFINED 01 02               0     2585   607277
MOODY`S CORP   S               COM              615369105     3739    52321 SH       DEFINED 01 03               0    52321        0
MOOG INC CL A   S              COM              615394202      192     5400 SH       DEFINED 01 03               0      540        0
MOOG INC CL A   S              COM              615394202     5821   163984 SH       DEFINED 01 02               0     1078   153204
MOOG INC CL A   S              COM              615394202     1049    29620 SH       DEFINED 01 02 14            0     2962        0
MORGAN STANLEY                 COM              617446448   165899  2640865 SH       DEFINED 01 02               0    61053  2579812
MORGAN STANLEY                 COM              617446448    13936   221839 SH       DEFINED 01 03               0   221839        0
MORGAN STANLEY                 COM              617446448     2060    32800 SH       DEFINED 01 10               0        0    32800
MORGAN STANLEY COM             COM              617446448      107     1700 SH       DEFINED 01 03               0        0     1700
MORNINGSTAR INC   S            COM              617700109     1594    35607 SH       DEFINED 01 02               0     5166    30441
MORNINGSTAR INC   S            COM              617700109     1133    25296 SH       DEFINED 01 03               0    25296        0
MOSAIC CO/THE   S              COM              61945A107     3731   259989 SH       DEFINED 01 02               0        0   259989
MOTHERS WORKS, INC             COM              619903107       22      900 SH       DEFINED 01 03               0        0      900
MOTIENT CORP   S               COM              619908304    14652   735307 SH       DEFINED 01 02               0        0   735307
MOTIENT CORP   S               COM              619908304        7      354 SH       DEFINED 01 03               0      354        0
MOTOROLA INC   S               COM              620076109    11332   494650 SH       DEFINED 01 03               0   494650        0
MOTOROLA INC   S               COM              620076109   153879  6716701 SH       DEFINED 01 02               0   128349  6588352
MOTOROLA INC                   COM              620076109      119     5175 SH       DEFINED 01 03               0        0     5175
MOTOROLA INC                   COM              620076109       50     2200 SH       DEFINED 01 03               0        0     2200
MOVADO GROUP   S               COM              624580106      194     8400 SH       DEFINED 01 03               0     8400        0
MOVADO GROUP   S               COM              624580106     3728   161520 SH       DEFINED 01 02               0    16360   145160
MOVADO GROUP   S               COM              624580106     1033    44780 SH       DEFINED 01 02 14            0    44780        0
MOVIE GALLERY INC   S          COM              624581104       90    29777 SH       DEFINED 01 02               0        0    29777
MUELLER INDUSTRIES INC   S     COM              624756102     9711   272059 SH       DEFINED 01 02               0    11270   260789
MUELLER INDUSTRIES INC   S     COM              624756102      736    20650 SH       DEFINED 01 02 14            0    20650        0
MUELLER INDUSTRIES INC   S     COM              624756102      153     4300 SH       DEFINED 01 03               0     4300        0
MULTI-COLOR CORP   S           COM              625383104      385    12816 SH       DEFINED 01 02               0        0    12816
MULTI-FINELINE ELECTRONIX IN   COM              62541B101     3731    63808 SH       DEFINED 01 02               0     5980    57828
MULTIMEDIA GAMES INC   S       COM              625453105     1437    96650 SH       DEFINED 01 02               0    15360    81290
MULTIMEDIA GAMES INC   S       COM              625453105      603    40490 SH       DEFINED 01 02 14            0    40490        0
MULTIMEDIA GAMES INC   S       COM              625453105      115     7700 SH       DEFINED 01 03               0     7700        0
MURPHY OIL   S                 COM              626717102    20236   406175 SH       DEFINED 01 02               0     5413   400762
MURPHY OIL   S                 COM              626717102     2209    44347 SH       DEFINED 01 03               0    44347        0
MYERS INDUSTRIES INC   S       COM              628464109     1080    67567 SH       DEFINED 01 02               0        0    67567
MYERS INDS                     COM              628464109      155     9700 SH       DEFINED 01 03               0        0     9700
MYLAN LABORATORIES INC   S     COM              628530107     5783   247141 SH       DEFINED 01 02               0        0   247141
MYLAN LABORATORIES INC   S     COM              628530107    33888  1448215 SH       DEFINED 01 03               0  1448215        0
MYRIAD GENETICS INC   S        COM              62855J104     1320    50610 SH       DEFINED 01 02               0      210    50400
MYOGEN INC   S                 COM              62856E104      993    27428 SH       DEFINED 01 02               0     6720    20708
MYOGEN INC   S                 COM              62856E104     4540   125308 SH       DEFINED 01 02 10            0        0   125308
MYOGEN INC   S                 COM              62856E104    12666   350098 SH       DEFINED 01 10               0        0   350098
N B T BANCORP INC   S          COM              628778102      388    16700 SH       DEFINED 01 02               0        0    16700
NBTY INC   S                   COM              628782104     3089   137173 SH       DEFINED 01 02               0        0   137173
NBTY INC   S                   COM              628782104       19      850 SH       DEFINED 01 02 14            0      850        0
NCI BUILDING SYSTEMS INC   S   COM              628852105    54291   908330 SH       DEFINED 01 03               0   908330        0
NCI BUILDING SYSTEMS INC   S   COM              628852105     6122   102435 SH       DEFINED 01 02               0     4070    98365
NCI BUILDING SYSTEMS INC       COM              628852105      191     3200 SH       DEFINED 01 03               0        0     3200
NCO GROUP INC   S              COM              628858102     2329    98089 SH       DEFINED 01 02               0        0    98089
NCR CORPORATION   S            COM              62886E108     1505    36012 SH       DEFINED 01 03               0    36012        0
NCR CORPORATION   S            COM              62886E108      999    23915 SH       DEFINED 01 02               0    10572    13343
NDS GROUP PLC - SPONS ADR      COM              628891103      371     7134 SH       DEFINED 01 10               0        0     7134
NS GROUP INC   S               COM              628916108     8458   183758 SH       DEFINED 01 02               0    18670   165088
NS GROUP INC   S               COM              628916108     1291    28032 SH       DEFINED 01 02 14            0    28032        0
NS GROUP INC   S               COM              628916108      226     4900 SH       DEFINED 01 03               0     4900        0
NII HOLDINGS INC   S           COM              62913F201    23720   402234 SH       DEFINED 01 02               0    11004   391230
NII HOLDINGS INC   S           COM              62913F201       31      520 SH       DEFINED 01 03               0      520        0
NIC INC   S                    COM              62914B100      436    71178 SH       DEFINED 01 02               0        0    71178
NN INC                         COM              629337106      102     7900 SH       DEFINED 01 03               0        0     7900
NRG ENERGY INC   S             COM              629377508    11762   260455 SH       DEFINED 01 10               0        0   260455
NRG ENERGY INC   S             COM              629377508       35      780 SH       DEFINED 01 02               0      780        0
NTL INC                        COM              62941W101        1       31 SH       DEFINED 01 10               0        0       31
NTL INC                        COM              62941W101      236     8105 SH       DEFINED 01 03               0     8105        0
NTL INC                        COM              62941W101   757321 26015827 SH       DEFINED 01 02               0     6105 26009722
NUCO2 INC   S                  COM              629428103     1002    31557 SH       DEFINED 01 02               0        0    31557
NVR INC   S                    COM              62944T105     9773    13226 SH       DEFINED 01 02               0      397    12829
NYMAGIC INC.   S               COM              629484106      695    23289 SH       DEFINED 01 02               0        0    23289
NAPSTER INC   S                COM              630797108      311    91953 SH       DEFINED 01 02               0        0    91953
NARA BANCORP INC   S           COM              63080P105      731    41655 SH       DEFINED 01 02               0        0    41655
NASDAQ STOCK MARKET INC   S    COM              631103108     9971   249031 SH       DEFINED 01 02               0     4020   245011
NASDAQ STOCK MARKET INC   S    COM              631103108       24      600 SH       DEFINED 01 05               0        0      600
NASH FINCH CO   S              COM              631158102     1284    42951 SH       DEFINED 01 02               0        0    42951
NASHUA CORP   S                COM              631226107      452    53200 SH       DEFINED 01 02               0        0    53200
NATCO GROUP INC-A   S          COM              63227W203      237     8760 SH       DEFINED 01 02               0     8760        0
NATIONAL ATLANTIC HOLDINGS   S COM              63253Y107      448    44107 SH       DEFINED 01 02               0        0    44107
NATIONAL CITY CORP   S         COM              635405103     3780   108318 SH       DEFINED 01 03               0   108318        0
NATIONAL CITY CORP   S         COM              635405103    13229   379085 SH       DEFINED 01 02               0     5199   373886
NATIONAL CITY CORP             COM              635405103      234     6700 SH       DEFINED 01 03               0        0     6700
NATIONAL CITY CORP             COM              635405103       45     1300 SH       DEFINED 01 03               0        0     1300
NATIONAL DENTEX CORP           COM              63563H109       86     3700 SH       DEFINED 01 03               0        0     3700
NATIONAL FINANCIAL PARTNERS    COM              63607P208    10988   194421 SH       DEFINED 01 02               0     4890   189531
NATIONAL FUEL GAS CO   S       COM              636180101       23      700 SH       DEFINED 01 02               0      700        0
NATIONAL GRID PLC-SP ADR   FSU COM              636274300      111     2233 SH       DEFINED 01 02               0        0     2233
NATL HEALTH INVESTORS INC   S  COM              63633D104     1094    43040 SH       DEFINED 01 02               0      140    42900
NATIONAL OILWELL VARCO INC   S COM              637071101    16866   263055 SH       DEFINED 01 02               0    36504   226551
NATIONAL OILWELL VARCO INC   S COM              637071101     2217    34575 SH       DEFINED 01 03               0    34575        0
NATL PENN BCSHS INC   S        COM              637138108      263    12375 SH       DEFINED 01 02               0        0    12375
NATIONAL PRESTO INDS INC   S   COM              637215104      485     9869 SH       DEFINED 01 02               0        0     9869
NATIONAL SEMICONDUCTOR CORP    COM              637640103     1859    66792 SH       DEFINED 01 03               0    66792        0
NATIONAL SEMICONDUCTOR CORP    COM              637640103    30453  1093883 SH       DEFINED 01 02               0    25750  1068133
NATL WESTERN LIFE INS-CL A   S COM              638522102      152      656 SH       DEFINED 01 02               0        0      656
NATIONWIDE FINL   S            COM              638612101       45     1049 SH       DEFINED 01 02               0     1049        0
NATIONWIDE HEALTH   S          COM              638620104     1075    50000 SH       DEFINED 01 02               0        0    50000
NAVIGATORS GROUP INC   S       COM              638904102     4730    95368 SH       DEFINED 01 02               0    10118    85250
NAVIGATORS GROUP INC   S       COM              638904102      841    16950 SH       DEFINED 01 02 14            0    16950        0
NAVIGATORS GROUP INC   S       COM              638904102      161     3236 SH       DEFINED 01 03               0     3236        0
NATURES SUNSHINE PRODS INC   S COM              639027101      308    24646 SH       DEFINED 01 02               0        0    24646
NATUS MEDICAL INC   S          COM              639050103      554    27028 SH       DEFINED 01 02               0        0    27028
NATUS MEDICAL INC   S          COM              639050103     1921    93894 SH       DEFINED 01 10               0        0    93894
NAUTILUS GROUP INC   S         COM              63910B102     1448    96815 SH       DEFINED 01 02               0        0    96815
NAVISTAR INTERNATIONAL   S     COM              63934E108     4332   157030 SH       DEFINED 01 02               0        0   157030
NAVISTAR INTERNATIONAL   S     COM              63934E108      337    12211 SH       DEFINED 01 03               0    12211        0
NAVIGANT CONSULTING INC   S    COM              63935N107      233    10890 SH       DEFINED 01 02               0        0    10890
NAVTEQ CORP   S                COM              63936L100    31665   625153 SH       DEFINED 01 02               0    14387   610766
NAVTEQ CORP   S                COM              63936L100     1940    38308 SH       DEFINED 01 03               0    38308        0
NEENAH PAPER INC   S           COM              640079109     1013    30940 SH       DEFINED 01 02               0        0    30940
NEENAH PAPER INC   S           COM              640079109       61     1878 SH       DEFINED 01 10               0        0     1878
NEKTAR THERAPEUTICS   S        COM              640268108     3651   179200 SH       DEFINED 01 02               0    17020   162180
NELNET INC-CL A   S            COM              64031N108       17      416 SH       DEFINED 01 02               0        0      416
NELSON (THOMAS) INC   S        COM              640376109     1696    57962 SH       DEFINED 01 02               0        0    57962
THOMAS NELSON INC              COM              640376109      146     5000 SH       DEFINED 01 03               0        0     5000
NEOGEN CORP   S                COM              640491106      545    22243 SH       DEFINED 01 02               0        0    22243
NEOWARE INC                    COM              64065P102     3351   113119 SH       DEFINED 01 02               0        0   113119
NETBANK INC   S                COM              640933107      664    91779 SH       DEFINED 01 02               0        0    91779
NESS TECHNOLOGIES INC   S      COM              64104X108     6087   483406 SH       DEFINED 01 02               0        0   483406
NETFLIX INC   S                COM              64110L106     4985   171962 SH       DEFINED 01 02               0     6010   165952
NETGEAR INC   S                COM              64111Q104     7592   399440 SH       DEFINED 01 02               0      110   399330
NETLOGIC MICROSYSTEMS INC   S  COM              64118B100      700    16991 SH       DEFINED 01 02               0     6720    10271
NETWORK EQUIPMENT TECH INC   S COM              641208103      206    51927 SH       DEFINED 01 02               0        0    51927
NETWORK APPLIANCE INC   S      COM              64120L104    52070  1445198 SH       DEFINED 01 02               0    21588  1423610
NETWORK APPLIANCE INC   S      COM              64120L104     4522   125508 SH       DEFINED 01 03               0   125508        0
NEUROMETRIX INC   S            COM              641255104      216     5535 SH       DEFINED 01 02               0        0     5535
NEUROCRINE BIOSCIENCES INC   S COM              64125C109     6782   105064 SH       DEFINED 01 02               0     9481    95583
NEUROCRINE BIOSCIENCES INC   S COM              64125C109     1169    18111 SH       DEFINED 01 03               0    18111        0
NEUSTAR INC-CLASS A   S        COM              64126X201    90332  2913858 SH       DEFINED 01 02               0        0  2913858
NEUSTAR INC-CLASS A   S        COM              64126X201     1027    33150 SH       DEFINED 01 02 14            0        0    33150
NEUSTAR INC-CLASS A   S        COM              64126X201      212     6832 SH       DEFINED 01 03               0        0     6832
NEW CENTURY FINANCIAL CORP   S COM              6435EV108     7444   161752 SH       DEFINED 01 02               0        0   161752
NEW FRONTIER MEDIA INC   S     COM              644398109       14     1843 SH       DEFINED 01 02               0        0     1843
NEW JERSEY RESOURCES CORP   S  COM              646025106     4198    92741 SH       DEFINED 01 02               0    13330    79411
NEW JERSEY RESOURCES CORP   S  COM              646025106     1673    36980 SH       DEFINED 01 02 14            0    36980        0
NEW JERSEY RESOURCES CORP   S  COM              646025106      303     6700 SH       DEFINED 01 03               0     6700        0
NEW RIVER PHARMACEUTICALS   S  COM              648468205      435    13090 SH       DEFINED 01 02               0        0    13090
NEW RIVER PHARMACEUTICALS   S  COM              648468205     1798    54268 SH       DEFINED 01 10               0        0    54268
NEW YORK TIMES CO-CL A   S     COM              650111107     2628   103844 SH       DEFINED 01 02               0        0   103844
NEW YORK TIMES CO-CL A   S     COM              650111107      727    28730 SH       DEFINED 01 03               0    28730        0
NEW YORK TIMES CL A            COM              650111107       38     1500 SH       DEFINED 01 03               0        0     1500
NEWCASTLE INVESTMENT CORP   S  COM              65105M108      419    17500 SH       DEFINED 01 02               0        0    17500
NEWELL RUBBERMAID INC   S      COM              651229106     5735   227690 SH       DEFINED 01 02               0    14420   213270
NEWELL RUBBERMAID INC   S      COM              651229106     1368    54314 SH       DEFINED 01 03               0    54314        0
NEWELL RUBBERMAID INC          COM              651229106       76     3000 SH       DEFINED 01 03               0        0     3000
NEWELL RUBBERMAID INC          COM              651229106       30     1200 SH       DEFINED 01 03               0        0     1200
NEWFIELD EXPLORATION CO   S    COM              651290108    29700   709356 SH       DEFINED 01 10               0        0   709356
NEWFIELD EXPLORATION CO   S    COM              651290108    54110  1291420 SH       DEFINED 01 02               0    23273  1268147
NEWFIELD EXPLORATION CO   S    COM              651290108     3081    73543 SH       DEFINED 01 03               0    73543        0
NEWFIELD EXPLORATION           COM              651290108       94     2250 SH       DEFINED 01 03               0        0     2250
NEWMARKET CORP   S             COM              651587107      124     2600 SH       DEFINED 01 03               0     2600        0
NEWMARKET CORP   S             COM              651587107      662    13920 SH       DEFINED 01 02 14            0    13920        0
NEWMARKET CORP   S             COM              651587107      707    14869 SH       DEFINED 01 02               0     5010     9859
NEWMONT MINING CORP   S        COM              651639106    81290  1566573 SH       DEFINED 01 02               0     1461  1565112
NEWMONT MINING CORP   S        COM              651639106     4606    88769 SH       DEFINED 01 03               0    88769        0
NEWMONT MINING CORP   S        COM              651639106    11511   221872 SH       DEFINED 01 10               0        0   221872
NEWMONT MINING CORP HOLDING CO COM              651639106       42      800 SH       DEFINED 01 03               0        0      800
NEWPARK RESOURCES INC   S      COM              651718504      781    95235 SH       DEFINED 01 02               0        0    95235
NEWS CORP INC-CL A   S         COM              65248E104   205666 12381984 SH       DEFINED 01 02               0        0 12381984
NEWS CORP INC-CL A   S         COM              65248E104     7915   476532 SH       DEFINED 01 03               0        0   476532
NEWS CORP INC-CL A   S         COM              65248E104    40975  2466925 SH       DEFINED 01 10               0        0  2466925
NEWTEK BUS SERV -RESTRICTED    COM              652526104       11     5000 SH       DEFINED 01 05               0        0     5000
NEXTEL COMMUNICATIONS INC. 05. CONV BND         65332VAY9     2000  2000000 PRN      DEFINED 01 02               0        0  2000000
NEXTEST SYSTEMS CORP   S       COM              653339101      172    10600 SH       DEFINED 01 02               0        0    10600
NEXITY FINANCIAL CORP   S      COM              65333R200      364    28924 SH       DEFINED 01 02               0        0    28924
NEXEN INC   FSUSD              COM              65334H102     2202    40000 SH       DEFINED 01 02               0    25000    15000
NICE SYSTEMS LTD ADR   FSUSD   COM              653656108      790    15500 SH       DEFINED 01 02               0        0    15500
NICOR INC   S                  COM              654086107    21119   533890 SH       DEFINED 01 02               0    17520   516370
NICOR INC   S                  COM              654086107     1890    47770 SH       DEFINED 01 02 14            0    47770        0
NICOR INC   S                  COM              654086107      686    17344 SH       DEFINED 01 03               0    17344        0
NIKE INC -CL B   S             COM              654106103    51954   610528 SH       DEFINED 01 02               0     7488   603040
NIKE INC -CL B   S             COM              654106103     3205    37661 SH       DEFINED 01 03               0    37661        0
NIKE INC -CL B   S             COM              654106103   121269  1425009 SH       DEFINED 01 10               0        0  1425009
NIGHTHAWK RADIOLOGY HOLDINGS   COM              65411N105       45     1900 SH       DEFINED 01 02               0        0     1900
99 CENTS ONLY STORE   S        COM              65440K106      612    45154 SH       DEFINED 01 02               0        0    45154
NISOURCE INC   S               COM              65473P105     1091    53948 SH       DEFINED 01 03               0    53948        0
NISOURCE INC   S               COM              65473P105    59925  2963750 SH       DEFINED 01 02               0        0  2963750
NOBILITY HOMES INC   S         COM              654892108      515    20800 SH       DEFINED 01 02               0        0    20800
NOKIA ADR A   FSUSD            COM              654902204    49903  2408518 SH       DEFINED 01 02               0        0  2408518
NOKIA ADR A   FSUSD            COM              654902204      604    29170 SH       DEFINED 01 03               0        0    29170
NOKIA CORP ADR                 COM              654902204       75     3600 SH       DEFINED 01 03               0        0     3600
NOBLE ENERGY INC   S           COM              655044105       39      890 SH       DEFINED 01 02               0      890        0
NORDSON CORP   S               COM              655663102     6074   121862 SH       DEFINED 01 02               0    12100   109762
NORDSON CORP   S               COM              655663102     1088    21830 SH       DEFINED 01 02 14            0    21830        0
NORDSON CORP   S               COM              655663102      204     4100 SH       DEFINED 01 03               0     4100        0
NORDSTROM INC   S              COM              655664100     8432   215201 SH       DEFINED 01 02               0     9713   205488
NORDSTROM INC   S              COM              655664100     1695    43262 SH       DEFINED 01 03               0    43262        0
NORFOLK SOUTHERN CORP   S      COM              655844108    22112   408944 SH       DEFINED 01 02               0    14560   394384
NORFOLK SOUTHERN CORP   S      COM              655844108     4411    81576 SH       DEFINED 01 03               0    81576        0
NORFOLK SOUTHERN CORP   S      COM              655844108     9525   176222 SH       DEFINED 01 10               0        0   176222
NORFOLK SOUTHERN               COM              655844108      103     1900 SH       DEFINED 01 03               0        0     1900
NORFOLK SOUTHERN               COM              655844108      107     1974 SH       DEFINED 01 03               0        0     1974
NORTH FORK BANCORPORATION   S  COM              659424105      784    27220 SH       DEFINED 01 02               0     1080    26140
NORTH FORK BANCORPORATION   S  COM              659424105     2714    94132 SH       DEFINED 01 03               0    94132        0
NORTH FORK BANCORPORATION   S  COM              659424105     4811   167100 SH       DEFINED 01 10               0        0   167100
NORTH FOLK BANCORP             COM              659424105       49     1700 SH       DEFINED 01 03               0        0     1700
NORTHEAST UTILITIES   S        COM              664397106     2387   122170 SH       DEFINED 01 02               0        0   122170
NORTHEAST UTILITIES            COM              664397106       55     2800 SH       DEFINED 01 03               0        0     2800
NORTHERN TRUST CORP   S        COM              665859104     1165    22177 SH       DEFINED 01 02               0        0    22177
NORTHERN TRUST CORP   S        COM              665859104     1924    36654 SH       DEFINED 01 03               0    36654        0
NORTHRIM BANCORP INC           COM              666762109      139     5800 SH       DEFINED 01 03               0        0     5800
NORTHROP GRUMMAN CORP   S      COM              666807102    76826  1125015 SH       DEFINED 01 02               0     1972  1123043
NORTHROP GRUMMAN CORP   S      COM              666807102     4740    69406 SH       DEFINED 01 03               0    69406        0
NORTHROP GRUMMAN CORP   S      COM              666807102     2854    41800 SH       DEFINED 01 10               0        0    41800
NORTHROP GRUMMAN CORP          COM              666807102      246     3600 SH       DEFINED 01 03               0        0     3600
NORTHROP GRUMMAN CORP          COM              666807102       55      800 SH       DEFINED 01 03               0        0      800
NORTHWEST NATURAL GAS CO   S   COM              667655104     4659   131300 SH       DEFINED 01 02               0        0   131300
NORTHWESTERN CORP   S          COM              668074305     1204    38660 SH       DEFINED 01 02               0    14720    23940
NORTHWESTERN CORP   S          COM              668074305     1287    41320 SH       DEFINED 01 02 14            0    41320        0
NORTHWESTERN CORP   S          COM              668074305      224     7200 SH       DEFINED 01 03               0     7200        0
NOVAGOLD RESOURCES INC   FSUSD COM              66987E206     2729   178360 SH       DEFINED 01 02               0        0   178360
NOVATEL WIRELESS INC 00.000%   COM              66987M604      549    61385 SH       DEFINED 01 02               0        0    61385
NOVARTIS AG-ADR   FSUSD        COM              66987V109    92613  1670502 SH       DEFINED 01 02               0        0  1670502
NOVASTAR RESOURCES LTD   S     COM              669886103      706  1356804 SH       DEFINED 01 02               0        0  1356804
NU HORIZONS ELEC CORP   S      COM              669908105     1062   124800 SH       DEFINED 01 02               0        0   124800
NOVASTAR FINANCIAL INC.   S    COM              669947400      219     6546 SH       DEFINED 01 02               0        0     6546
NOVAMERICAN STEEL INC   FSUSD  COM              669959108       55     1207 SH       DEFINED 01 02               0        0     1207
NOVELL INC   S                 COM              670006105     2215   288450 SH       DEFINED 01 02               0        0   288450
NOVELL INC   S                 COM              670006105      592    77074 SH       DEFINED 01 03               0    77074        0
NOVELLUS SYSTEMS INC   S       COM              670008101    11701   487511 SH       DEFINED 01 02               0     8139   479372
NOVELLUS SYSTEMS INC   S       COM              670008101     1030    42908 SH       DEFINED 01 03               0    42908        0
NOVEN PHARMACEUTICALS INC   S  COM              670009109      891    49446 SH       DEFINED 01 02               0        0    49446
NOVOLIPET STEEL-GDR WI REG S   COM              67011E204      769    37500 SH       DEFINED 01 02               0        0    37500
NU SKIN ENTERPRISES   S        COM              67018T105     4014   229000 SH       DEFINED 01 02               0        0   229000
NSTAR   S                      COM              67019E107     7616   266200 SH       DEFINED 01 02               0        0   266200
NUANCE COMMUNICATIONS INC   S  COM              67020Y100     3017   255408 SH       DEFINED 01 02               0        0   255408
NUCOR CORP   S                 COM              670346105    34625   330432 SH       DEFINED 01 02               0     1719   328713
NUCOR CORP   S                 COM              670346105     3688    35196 SH       DEFINED 01 03               0    35196        0
NUCOR CORP                     COM              670346105       63      600 SH       DEFINED 01 03               0        0      600
NUTRACEUTICAL INTL CORP   S    COM              67060Y101     1812   120248 SH       DEFINED 01 02               0        0   120248
NUTRACEUTICAL INTL CORP        COM              67060Y101       21     1400 SH       DEFINED 01 03               0        0     1400
NVIDIA CORP   S                COM              67066G104     1557    27199 SH       DEFINED 01 02               0        0    27199
NVIDIA CORP   S                COM              67066G104     1974    34466 SH       DEFINED 01 03               0    34466        0
NUTRI/SYSTEM INC   S           COM              67069D108     6299   132575 SH       DEFINED 01 02               0     6190   126385
NUVASIVE INC   S               COM              670704105      586    31083 SH       DEFINED 01 02               0     4530    26553
NUVASIVE INC   S               COM              670704105      404    21417 SH       DEFINED 01 03               0    21417        0
NUVELO INC   S                 COM              67072M301      356    20000 SH       DEFINED 01 02               0        0    20000
O`CHARLEYS INC   S             COM              670823103      886    48015 SH       DEFINED 01 02               0        0    48015
OGE ENERGY CORP   S            COM              670837103       29     1010 SH       DEFINED 01 02               0     1010        0
OM GROUP INC   S               COM              670872100     2143    93170 SH       DEFINED 01 02               0        0    93170
NUVEEN INVESTMENTS   S         COM              67090F106     6939   144110 SH       DEFINED 01 03               0   144110        0
NUVEEN INVESTMENTS   S         COM              67090F106     2574    53500 SH       DEFINED 01 10               0        0    53500
OSI PHARMACEUTICALS   S        COM              671040103    28812   897569 SH       DEFINED 01 02               0    16027   881542
OSI PHARMACEUTICALS   S        COM              671040103     1120    34897 SH       DEFINED 01 03               0    34897        0
OYO GEOSPACE CORP   S          COM              671074102     1180    20000 SH       DEFINED 01 02               0    20000        0
OCCIDENTAL PETROLEUM CORP   S  COM              674599105    48179   520008 SH       DEFINED 01 02               0    23835   496173
OCCIDENTAL PETROLEUM CORP   S  COM              674599105     7810    84292 SH       DEFINED 01 02 10            0        0    84292
OCCIDENTAL PETROLEUM CORP   S  COM              674599105     7898    85245 SH       DEFINED 01 03               0    85245        0
OCCIDENTAL PETROLEUM CORP   S  COM              674599105    35796   386397 SH       DEFINED 01 10               0        0   386397
OCCIDENTAL PETROLEUM           COM              674599105      167     1800 SH       DEFINED 01 03               0        0     1800
OCCIDENTAL PETROLEUM           COM              674599105       83      900 SH       DEFINED 01 03               0        0      900
OCEANEERING INTL INC   S       COM              675232102     4232    73859 SH       DEFINED 01 02               0     4270    69589
OCWEN FINANCIAL CORP   S       COM              675746101     5344   523030 SH       DEFINED 01 02               0    58350   464680
OCWEN FINANCIAL CORP   S       COM              675746101     1606   157180 SH       DEFINED 01 02 14            0   157180        0
OCWEN FINANCIAL CORP   S       COM              675746101      290    28400 SH       DEFINED 01 03               0    28400        0
ODYSSEY HEALTHCARE INC   S     COM              67611V101     4569   265464 SH       DEFINED 01 02               0    30440   235024
ODYSSEY HEALTHCARE INC   S     COM              67611V101      878    51040 SH       DEFINED 01 02 14            0    51040        0
ODYSSEY HEALTHCARE INC   S     COM              67611V101      158     9200 SH       DEFINED 01 03               0     9200        0
OFFICE DEPOT INC               COM              676220106    14871   399374 SH       DEFINED 01 02               0     3582   395792
OFFICE DEPOT INC               COM              676220106     2179    58510 SH       DEFINED 01 03               0    58510        0
OFFICE DEPOT                   COM              676220106      197     5300 SH       DEFINED 01 03               0        0     5300
OFFICEMAX INC   S              COM              67622P101      954    31635 SH       DEFINED 01 02               0        0    31635
OFFICEMAX INC   S              COM              67622P101      423    14021 SH       DEFINED 01 03               0    14021        0
OHIO CASUALTY CORP   S         COM              677240103    15259   481404 SH       DEFINED 01 02               0    29230   452174
OHIO CASUALTY CORP   S         COM              677240103     2663    84000 SH       DEFINED 01 02 14            0    84000        0
OHIO CASUALTY CORP   S         COM              677240103      482    15200 SH       DEFINED 01 03               0    15200        0
LUKOIL ADR   FSUSD             COM              677862104    35167   421665 SH       DEFINED 01 02 10            0        0   421665
OIL SERVICE HOLDRS TRUST   IND COM              678002106       13       91 SH       DEFINED 01 03               0        0       91
OIL SERVICE HOLDRS TRUST   IND COM              678002106      998     6800 SH       DEFINED 01 02               0        0     6800
OIL STATES INTERNATIONAL INC   COM              678026105    14385   390338 SH       DEFINED 01 02               0    19832   370506
OIL STATES INTERNATIONAL INC   COM              678026105     1084    29406 SH       DEFINED 01 02 14            0    29406        0
OIL STATES INTERNATIONAL INC   COM              678026105      192     5222 SH       DEFINED 01 03               0     5222        0
OLD DOMINION FREIGHT LINE.   S COM              679580100     4380   162603 SH       DEFINED 01 02               0     8214   154389
OLD NATL BANCORP/IN   S        COM              680033107      375    17296 SH       DEFINED 01 02               0        0    17296
OLD REPUBLIC INTL CORP   S     COM              680223104      146     6713 SH       DEFINED 01 02               0     3402     3311
OLD SECOND BANCORP INC   S     COM              680277100       77     2350 SH       DEFINED 01 02               0        0     2350
OLIN CORP   S                  COM              680665205    17830   830467 SH       DEFINED 01 02               0        0   830467
OLYMPIC STEEL INC   S          COM              68162K106       31     1020 SH       DEFINED 01 02               0        0     1020
OMNICARE  INC   S              COM              681904108    57639  1048184 SH       DEFINED 01 02               0    28094  1020090
OMNICARE  INC   S              COM              681904108     1988    36155 SH       DEFINED 01 03               0    36155        0
OMNICARE  INC   S              COM              681904108      269     4900 SH       DEFINED 01 10               0        0     4900
OMNICOM GROUP   S              COM              681919106      817     9818 SH       DEFINED 01 02               0        0     9818
OMNICOM GROUP   S              COM              681919106     2945    35381 SH       DEFINED 01 03               0    35381        0
OMEGA HEALTH CARE   S          COM              681936100     6665   475437 SH       DEFINED 01 02               0      240   475197
OMEGA FINANCIAL CORP   S       COM              682092101       91     2690 SH       DEFINED 01 02               0        0     2690
OMNIVISION TECHNOLOGIES   S    COM              682128103     7316   242291 SH       DEFINED 01 02               0    10180   232111
OMNOVA SOLUTIONS INC   S       COM              682129101      908   148464 SH       DEFINED 01 02               0        0   148464
OMNOVA SOLUTIONS INC           COM              682129101       76    12400 SH       DEFINED 01 03               0        0    12400
OMNICELL INC   S               COM              68213N109      531    46620 SH       DEFINED 01 02               0        0    46620
ON ASSIGNMENT INC   S          COM              682159108      590    53766 SH       DEFINED 01 02               0        0    53766
ON SEMICONDUCTOR CORPORATION   COM              682189105     6888   948891 SH       DEFINED 01 02               0    47290   901601
ONEOK INC   S                  COM              682680103    25068   777249 SH       DEFINED 01 02               0     2596   774653
ONLINE RESOURCES CORP   S      COM              68273G101      415    31950 SH       DEFINED 01 02               0        0    31950
OPENWAVE SYSTEMS INC   S       COM              683718308     5069   234880 SH       DEFINED 01 02               0        0   234880
OPEN SOLUTIONS INC.   S        COM              68371P102     2569    94039 SH       DEFINED 01 02               0        0    94039
OPNET TECHNOLOGIES INC   S     COM              683757108     1072   100000 SH       DEFINED 01 02               0        0   100000
OPLINK COMMUNICATIONS INC   S  COM              68375Q403      310    17871 SH       DEFINED 01 02               0        0    17871
OPSWARE INC   S                COM              68383A101     1626   189700 SH       DEFINED 01 02               0        0   189700
ORACLE CORP   S                COM              68389X105   132101  9649268 SH       DEFINED 01 02               0   247387  9401881
ORACLE CORP   S                COM              68389X105    11204   818405 SH       DEFINED 01 03               0   818405        0
ORACLE CORP   S                COM              68389X105    57037  4166346 SH       DEFINED 01 10               0        0  4166346
OPTION CARE INC   S            COM              683948103     4465   315762 SH       DEFINED 01 02               0      270   315492
OPTIONSXPRESS HOLDINGS INC   S COM              684010101     1186    40765 SH       DEFINED 01 02               0    10070    30695
ORASURE TECHNOLOGIES INC   S   COM              68554V108      186    18054 SH       DEFINED 01 02               0        0    18054
ORASCOM TELECOM - GDR   FSUSD  COM              68554W205   154901  2831826 SH       DEFINED 01 02               0        0  2831826
ORBITAL SCIENCES CORP   S      COM              685564106     3975   251210 SH       DEFINED 01 02               0    37890   213320
ORBITAL SCIENCES CORP   S      COM              685564106     1067    67460 SH       DEFINED 01 02 14            0    67460        0
ORBITAL SCIENCES CORP   S      COM              685564106      213    13450 SH       DEFINED 01 03               0    13450        0
OREGON STEEL MILLS INC   S     COM              686079104    13335   260564 SH       DEFINED 01 02               0     6790   253774
OREGON STEEL MILLS INC   S     COM              686079104      962    18780 SH       DEFINED 01 02 14            0    18780        0
OREGON STEEL MILLS INC   S     COM              686079104      174     3400 SH       DEFINED 01 03               0     3400        0
ORIENTAL FINANCIAL GROUP   S   COM              68618W100      209    14422 SH       DEFINED 01 02               0        0    14422
ORMAT TECHNOLOGIES INC   S     COM              686688102      277     7280 SH       DEFINED 01 02               0        0     7280
OSHKOSH TRUCK CORP   S         COM              688239201    15837   254444 SH       DEFINED 01 02               0     3754   250690
OSTEOTECH INC   S              COM              688582105      158    36060 SH       DEFINED 01 02               0        0    36060
OTTER TAIL CORP   S            COM              689648103     5675   197785 SH       DEFINED 01 02               0    16700   181085
OTTER TAIL CORP   S            COM              689648103     1325    46170 SH       DEFINED 01 02 14            0    46170        0
OTTER TAIL CORP   S            COM              689648103      232     8100 SH       DEFINED 01 03               0     8100        0
OWENS & MINOR INC   S          COM              690732102     3068    93623 SH       DEFINED 01 02               0        0    93623
OWENS-ILLINOIS INC   S         COM              690768403       28     1623 SH       DEFINED 01 02               0     1623        0
OWENS ILLINOIS INC             COM              690768403       90     5200 SH       DEFINED 01 03               0        0     5200
OXFORD INDUSTRIES INC   S      COM              691497309     2112    41315 SH       DEFINED 01 02               0        0    41315
PC-TEL INC   S                 COM              69325Q105      427    44805 SH       DEFINED 01 02               0        0    44805
PDF SOLUTIONS INC   S          COM              693282105      142     7500 SH       DEFINED 01 02               0        0     7500
PDI INC.                       COM              69329V100        5      470 SH       DEFINED 01 02               0      470        0
PDL BIOPHARMA INC   S          COM              69329Y104     3311   100946 SH       DEFINED 01 02               0     7886    93060
P G & E CORP   S               COM              69331C108    19156   492416 SH       DEFINED 01 02               0     4195   488221
P G & E CORP   S               COM              69331C108     2658    68331 SH       DEFINED 01 03               0    68331        0
PFF BANCORP INC   S            COM              69331W104     4277   126898 SH       DEFINED 01 02               0        0   126898
PHH CORP   S   S               COM              693320202     3452   129270 SH       DEFINED 01 02               0        0   129270
PHH CORP   S   S               COM              693320202       38     1410 SH       DEFINED 01 03               0        0     1410
PF CHANG'S CHINA BISTRO INC    COM              69333Y108     2736    55500 SH       DEFINED 01 02               0        0    55500
PMC - SIERRA INC   S           COM              69344F106    14013  1140348 SH       DEFINED 01 02               0    19320  1121028
PMC - SIERRA INC   S           COM              69344F106      458    37239 SH       DEFINED 01 03               0    37239        0
PMC - SIERRA INC   S           COM              69344F106     2866   233021 SH       DEFINED 01 10               0        0   233021
PMI GROUP INC/THE   S          COM              69344M101      152     3315 SH       DEFINED 01 02               0     1645     1670
PMI GROUP INC/THE   S          COM              69344M101     6341   138200 SH       DEFINED 01 10               0        0   138200
PNC FINANCIAL SERVICES GROUP   COM              693475105    94301  1401009 SH       DEFINED 01 02               0     4293  1396716
PNC FINANCIAL SERVICES GROUP   COM              693475105     3893    57834 SH       DEFINED 01 03               0    57834        0
PNC FINANCIAL SERVICES GROUP   COM              693475105       81     1200 SH       DEFINED 01 03               0        0     1200
POSCO SPON ADR REP 1/4 ORD LVL COM              693483109      509     7994 SH       DEFINED 01 10               0        0     7994
PPG INDUSTRIES INC   S         COM              693506107    24087   380223 SH       DEFINED 01 02               0      440   379783
PPG INDUSTRIES INC   S         COM              693506107     2072    32709 SH       DEFINED 01 03               0    32709        0
PPG INDUSTRIES                 COM              693506107       74     1175 SH       DEFINED 01 03               0        0     1175
PPL CORPORATION   S            COM              69351T106    27073   920848 SH       DEFINED 01 02               0     2244   918604
PPL CORPORATION   S            COM              69351T106     2212    75254 SH       DEFINED 01 03               0    75254        0
PPL CORP                       COM              69351T106       54     1845 SH       DEFINED 01 03               0        0     1845
PRA INTERNATIONAL   S          COM              69353C101      550    22178 SH       DEFINED 01 02               0        0    22178
PS BUSINESS PARKS   S          COM              69360J107      151     2700 SH       DEFINED 01 03               0     2700        0
PS BUSINESS PARKS   S          COM              69360J107      830    14860 SH       DEFINED 01 02 14            0    14860        0
PS BUSINESS PARKS   S          COM              69360J107     3945    70578 SH       DEFINED 01 02               0     5540    65038
PSS WORLD MEDICAL INC   S      COM              69366A100     8154   422708 SH       DEFINED 01 02               0    21920   400788
PSS WORLD MEDICAL INC   S      COM              69366A100     2236   116018 SH       DEFINED 01 10               0        0   116018
PACCAR INC   S                 COM              693718108    11277   159997 SH       DEFINED 01 02               0     8847   151150
PACCAR INC   S                 COM              693718108     2408    34162 SH       DEFINED 01 03               0    34162        0
PACCAR INC                     COM              693718108       49      700 SH       DEFINED 01 03               0        0      700
PACER INTERNATIONAL INC   S    COM              69373H106     2560    78350 SH       DEFINED 01 02               0    11520    66830
PACIFIC CAPITAL BANCORP   S    COM              69404P101      169     5002 SH       DEFINED 01 02               0        0     5002
PACIFIC SUNWEAR   S            COM              694873100     1736    78300 SH       DEFINED 01 02               0        0    78300
PACKAGING CORP OF AMERICA   S  COM              695156109    22734  1013100 SH       DEFINED 01 02               0        0  1013100
PACKETEER INC   S              COM              695210104     2983   257188 SH       DEFINED 01 02               0    11700   245488
PACTIV CORPORATION   S         COM              695257105     2447    99762 SH       DEFINED 01 02               0        0    99762
PACTIV CORPORATION   S         COM              695257105      696    28363 SH       DEFINED 01 03               0    28363        0
PAIN THERAPEUTICS INC   S      COM              69562K100       50     4639 SH       DEFINED 01 02               0        0     4639
PALL CORP   S                  COM              696429307     4078   130768 SH       DEFINED 01 02               0        0   130768
PALL CORP   S                  COM              696429307      771    24719 SH       DEFINED 01 03               0    24719        0
PALM HARBOR HOMES INC   S      COM              696639103      628    29300 SH       DEFINED 01 02               0        0    29300
PALM INC   S                   COM              696643105     3678   158890 SH       DEFINED 01 02               0    25680   133210
PALM INC   S                   COM              696643105     1155    49860 SH       DEFINED 01 02 14            0    49860        0
PALM INC   S                   COM              696643105      234    10100 SH       DEFINED 01 03               0    10100        0
PAN AMERICAN SILVER CORP   FSU COM              697900108     6749   265700 SH       DEFINED 01 02               0        0   265700
PANACOS PHARMACEUTICALS INC    COM              69811Q106      353    46899 SH       DEFINED 01 10               0        0    46899
PANERA BREAD CO   S            COM              69840W108    47266   628691 SH       DEFINED 01 02               0    13463   615228
PANERA BREAD CO   S            COM              69840W108     2884    38364 SH       DEFINED 01 03               0    38364        0
PANTRY INC.   S                COM              698657103     4964    79559 SH       DEFINED 01 02               0     5140    74419
PAPA JOHN   S                  COM              698813102     3622   110444 SH       DEFINED 01 02               0        0   110444
PAR TECHNOLOGY CORP/DEL   S    COM              698884103     1533    86403 SH       DEFINED 01 02               0      165    86238
PAR PHARMACEUTICAL COS INC   S COM              69888P106     1742    61786 SH       DEFINED 01 02               0        0    61786
PARALLEL PETROLEUM CORP   S    COM              699157103     3056   165633 SH       DEFINED 01 02               0        0   165633
PARAMETRIC TECHNOLOGY CORP   S COM              699173209     7161   438564 SH       DEFINED 01 02               0    22604   415960
PARAMETRIC TECHNOLOGY CORP   S COM              699173209      359    21986 SH       DEFINED 01 03               0    21986        0
PAREXEL   S                    COM              699462107     2875   108736 SH       DEFINED 01 02               0        0   108736
PARK ELECTROCHEMICAL CORP   S  COM              700416209     2205    74720 SH       DEFINED 01 02               0    12440    62280
PARK ELECTROCHEMICAL CORP   S  COM              700416209     1022    34660 SH       DEFINED 01 02 14            0    34660        0
PARK ELECTROCHEMICAL CORP   S  COM              700416209      186     6300 SH       DEFINED 01 03               0     6300        0
PARK-OHIO HOLDINGS CORP.   S   COM              700666100      599    30000 SH       DEFINED 01 02               0        0    30000
PARKER DRILLING CO   S         COM              701081101     3233   348699 SH       DEFINED 01 02               0    27690   321009
PARKER HANNIFIN CORP   S       COM              701094104   121006  1501149 SH       DEFINED 01 02               0     4420  1496729
PARKER HANNIFIN CORP   S       COM              701094104     3076    38164 SH       DEFINED 01 03               0    38164        0
PARKWAY PROPERTIES INC   S     COM              70159Q104     5480   125480 SH       DEFINED 01 02               0        0   125480
PARLUX FRAGRANCES INC   S      COM              701645103     3726   115548 SH       DEFINED 01 02               0    10040   105508
PARTNER COMMUNICATIONS-ADR   F COM              70211M109     8395  1113439 SH       DEFINED 01 02               0        0  1113439
PARTNER COMMUNICATIONS-ADR   F COM              70211M109        3      440 SH       DEFINED 01 03               0        0      440
PATHMARK STORES INC   S        COM              70322A101      119    11353 SH       DEFINED 01 02               0        0    11353
PATNI COMPUTER SYSTEMS-ADR   F COM              703248203     4890   239134 SH       DEFINED 01 02               0        0   239134
PATTERSON COS INC   S          COM              703395103     1605    45620 SH       DEFINED 01 02               0        0    45620
PATTERSON COS INC   S          COM              703395103      982    27892 SH       DEFINED 01 03               0    27892        0
PATTERSON-UTI ENERGY   S       COM              703481101     5275   165045 SH       DEFINED 01 02               0    29748   135297
PATTERSON-UTI ENERGY   S       COM              703481101     2082    65163 SH       DEFINED 01 03               0    65163        0
PAXAR CORP   S                 COM              704227107     2027   103530 SH       DEFINED 01 02               0        0   103530
PAXSON COMMUNICATN CL'A' COM U COM              704231109      124   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    90799  2179608 SH       DEFINED 01 02               0    54756  2124852
PAYCHEX INC   S                COM              704326107     5839   140158 SH       DEFINED 01 03               0   140158        0
PAYCHEX INC   S                COM              704326107    43549  1047607 SH       DEFINED 01 10               0        0  1047607
PAYLESS SHOESOURCE INC   S     COM              704379106     4351   190139 SH       DEFINED 01 02               0    23530   166609
PAYLESS SHOESOURCE INC   S     COM              704379106     1486    64940 SH       DEFINED 01 02 14            0    64940        0
PAYLESS SHOESOURCE INC   S     COM              704379106    24545  1072334 SH       DEFINED 01 03               0  1072334        0
PEABODY ENERGY CORP   S        COM              704549104     9057   179674 SH       DEFINED 01 02               0    31550   148124
PEDIATRIX MEDICAL GROUP INC    COM              705324101     7847    76456 SH       DEFINED 01 02               0     6620    69836
PEETS COFFEE & TEA INC   S     COM              705560100      882    29400 SH       DEFINED 01 02               0        0    29400
PEGASUS SOLUTIONS INC   S      COM              705906105      348    36987 SH       DEFINED 01 02               0        0    36987
PENFORD CORP   S               COM              707051108     1035    64384 SH       DEFINED 01 02               0        0    64384
PENFORD CORP                   COM              707051108       96     6000 SH       DEFINED 01 03               0        0     6000
PENN NATIONAL GAMING INC   S   COM              707569109     3293    78065 SH       DEFINED 01 02               0        0    78065
PENN VIRGINIA CORP   S         COM              707882106      931    13110 SH       DEFINED 01 02 14            0    13110        0
PENN VIRGINIA CORP   S         COM              707882106      170     2400 SH       DEFINED 01 03               0     2400        0
PENN VIRGINIA CORP   S         COM              707882106     5982    84263 SH       DEFINED 01 02               0     9280    74983
J.C. PENNEY CO INC   S         COM              708160106    73758  1220999 SH       DEFINED 01 02               0     1690  1219309
J.C. PENNEY CO INC   S         COM              708160106     2785    46113 SH       DEFINED 01 03               0    46113        0
PENNS WOODS BANCORP            COM              708430103       55     1440 SH       DEFINED 01 03               0        0     1440
PENNSYLVANIA COMMERCE BANCORP  COM              708677109       52     1696 SH       DEFINED 01 02               0     1696        0
PENTAIR INC   S                COM              709631105       96     2350 SH       DEFINED 01 02               0     2350        0
PENWEST PHARMACEUTICALS CO   S COM              709754105      479    22100 SH       DEFINED 01 02               0        0    22100
PEOPLES ENERGY CORP   S        COM              711030106     2377    66735 SH       DEFINED 01 02               0        0    66735
PEOPLES ENERGY CORP   S        COM              711030106      270     7581 SH       DEFINED 01 03               0     7581        0
PEP BOYS-MANNY MOE & JACK   S  COM              713278109    38427  2543089 SH       DEFINED 01 03               0  2543089        0
PEP BOYS-MANNY MOE & JACK   S  COM              713278109     1715   113513 SH       DEFINED 01 02               0        0   113513
PEPCO HOLDINGS INC   S         COM              713291102      156     6873 SH       DEFINED 01 02               0     1600     5273
PEPSI BOTTLING GROUP INC   S   COM              713409100     1422    46828 SH       DEFINED 01 02               0        0    46828
PEPSI BOTTLING GROUP INC   S   COM              713409100      813    26759 SH       DEFINED 01 03               0    26759        0
PEPSIAMERICAS INC   S          COM              71343P200     2380    97333 SH       DEFINED 01 02               0     1060    96273
PEPSICO   S                    COM              713448108   260463  4507080 SH       DEFINED 01 02               0     2380  4504700
PEPSICO   S                    COM              713448108     4795    82978 SH       DEFINED 01 02 10            0        0    82978
PEPSICO   S                    COM              713448108    18999   328773 SH       DEFINED 01 03               0   328773        0
PEPSICO   S                    COM              713448108    98276  1700537 SH       DEFINED 01 10               0        0  1700537
PEPSICO INC                    COM              713448108      139     2400 SH       DEFINED 01 03               0        0     2400
PER-SE TECHNOLOGIES INC   S    COM              713569309     5183   194426 SH       DEFINED 01 02               0    10380   184046
PERFORMANCE FOOD GROUP CO   S  COM              713755106     4321   138578 SH       DEFINED 01 02               0    21870   116708
PERFORMANCE FOOD GROUP CO   S  COM              713755106     1893    60710 SH       DEFINED 01 02 14            0    60710        0
PERFORMANCE FOOD GROUP CO   S  COM              713755106      343    11000 SH       DEFINED 01 03               0    11000        0
PERFICIENT INC   S             COM              71375U101      603    51901 SH       DEFINED 01 02               0        0    51901
PERFORMANCE TECHNOLOGIES       COM              71376K102       38     5000 SH       DEFINED 01 03               0        0     5000
PERICOM SEMICONDUCTOR CORP   S COM              713831105      541    54889 SH       DEFINED 01 02               0        0    54889
PERINI CORP   S                COM              713839108      704    23140 SH       DEFINED 01 02 14            0    23140        0
PERINI CORP   S                COM              713839108      146     4800 SH       DEFINED 01 03               0     4800        0
PERINI CORP   S                COM              713839108     2853    93951 SH       DEFINED 01 02               0     8300    85651
PERKINELMER INC   S            COM              714046109    48746  2076914 SH       DEFINED 01 02               0      280  2076634
PERKINELMER INC   S            COM              714046109      619    26343 SH       DEFINED 01 03               0    26343        0
PERNOD RICARD-SPONS ADR   FSUS COM              714264108     1520    31518 SH       DEFINED 01 02               0        0    31518
PEROT SYSTEMS CORP-CL A   S    COM              714265105     9638   619447 SH       DEFINED 01 02               0    33100   586347
PEROT SYSTEMS CORP-CL A   S    COM              714265105     1010    64880 SH       DEFINED 01 02 14            0    64880        0
PEROT SYSTEMS CORP-CL A   S    COM              714265105      174    11200 SH       DEFINED 01 03               0    11200        0
PERRIGO CO   S                 COM              714290103      217    13300 SH       DEFINED 01 03               0    13300        0
PERRIGO CO   S                 COM              714290103     3282   201226 SH       DEFINED 01 02               0    26560   174666
PERRIGO CO   S                 COM              714290103     1188    72810 SH       DEFINED 01 02 14            0    72810        0
PERVASIVE SOFTWARE INC   S     COM              715710109     2648   642800 SH       DEFINED 01 02               0        0   642800
PETCO ANIMAL SUPPLIES INC   S  COM              716016209      559    23700 SH       DEFINED 01 02               0        0    23700
PETMED EXPRESS INC   S         COM              716382106      702    39530 SH       DEFINED 01 02               0    12420    27110
PETRO-CANADA.   FSUSD          COM              71644E102      997    20960 SH       DEFINED 01 02               0        0    20960
PETROBRAS ADR   FSUSD          COM              71654V101    38766   485484 SH       DEFINED 01 02 10            0        0   485484
PETROBRAS ADR   FSUSD          COM              71654V101   143009  1802477 SH       DEFINED 01 10               0        0  1802477
PETROLEO BRASILEIRO   FSUSD    COM              71654V408   176069  2031488 SH       DEFINED 01 02               0    15000  2016488
PETROLEO BRASILEIRO   FSUSD    COM              71654V408     2848    32860 SH       DEFINED 01 03               0    32860        0
PETROLEO BRASILEIRO   FSUSD    COM              71654V408   136716  1579796 SH       DEFINED 01 10               0        0  1579796
PETROLEUM DEVELOPMENT CORP   S COM              716578109     2120    46735 SH       DEFINED 01 02               0        0    46735
PETROQUEST ENERGY INC   S      COM              716748108       23     2321 SH       DEFINED 01 02               0        0     2321
PETSMART INC   S               COM              716768106       14      482 SH       DEFINED 01 03               0      482        0
PFIZER INC   S                 COM              717081103   928527 37260335 SH       DEFINED 01 02               0    51661 37208674
PFIZER INC   S                 COM              717081103   140704  5648487 SH       DEFINED 01 10               0        0  5648487
PFIZER INC   S                 COM              717081103     8840   354745 SH       DEFINED 01 02 10            0        0   354745
PFIZER INC   S                 COM              717081103    40811  1637676 SH       DEFINED 01 03               0  1637676        0
PFIZER INC                     COM              717081103      877    35200 SH       DEFINED 01 03               0        0    35200
PFIZER INC                     COM              717081103      100     4000 SH       DEFINED 01 03               0        0     4000
PHARMACEUTICAL PROD   S        COM              717124101     8513   245955 SH       DEFINED 01 02               0        0   245955
PHARMACEUTICAL HOLDRS TRUST    COM              71712A206       26      366 SH       DEFINED 01 03               0        0      366
PHELPS DODGE CORP   S          COM              717265102    37467   465250 SH       DEFINED 01 02               0    23470   441780
PHELPS DODGE CORP   S          COM              717265102     3243    40274 SH       DEFINED 01 03               0    40274        0
PHELPS DODGE CORP   S          COM              717265102    80025   994710 SH       DEFINED 01 10               0        0   994710
PHELPS DODGE                   COM              717265102      113     1400 SH       DEFINED 01 03               0        0     1400
PHILADELPHIA CONS HLDG CO   S  COM              717528103     4037   118256 SH       DEFINED 01 02               0        0   118256
PHILIPPINE LONG DIST   FSUSD   COM              718252604    18633   495969 SH       DEFINED 01 02               0        0   495969
PHILIPPINE LONG DIST   FSUSD   COM              718252604        8      200 SH       DEFINED 01 03               0        0      200
PHILLIPS-VAN HEUSEN   S        COM              718592108     2091    54720 SH       DEFINED 01 02 14            0    54720        0
PHILLIPS-VAN HEUSEN   S        COM              718592108      397    10400 SH       DEFINED 01 03               0    10400        0
PHILLIPS-VAN HEUSEN   S        COM              718592108    11947   312681 SH       DEFINED 01 02               0    32600   280081
PHOENIX COMPANIES INC   S      COM              71902E109    10327   633580 SH       DEFINED 01 02               0    28710   604870
PHOENIX COMPANIES INC   S      COM              71902E109     1286    78880 SH       DEFINED 01 02 14            0    78880        0
PHOENIX COMPANIES INC   S      COM              71902E109      230    14100 SH       DEFINED 01 03               0    14100        0
PHOENIX TECHNOLOGY   S         COM              719153108      356    52465 SH       DEFINED 01 02               0        0    52465
PHOTON DYNAMICS INC   S        COM              719364101     1950   103979 SH       DEFINED 01 02               0        0   103979
PHOTRONICS INC   S             COM              719405102     2098   111830 SH       DEFINED 01 02               0        0   111830
PIEDMONT NATURAL GAS CO   S    COM              720186105     3837   159958 SH       DEFINED 01 02               0        0   159958
PIER 1 IMPORTS INC   S         COM              720279108     3256   280516 SH       DEFINED 01 02               0        0   280516
PINNACLE ENTERTAINMENT INC   S COM              723456109     6233   221288 SH       DEFINED 01 02               0        0   221288
PINNACLE WEST CAPITAL   S      COM              723484101      767    19616 SH       DEFINED 01 03               0    19616        0
PINNACLE WEST CAPITAL   S      COM              723484101    22486   575104 SH       DEFINED 01 02               0        0   575104
PINNACLE WEST CAPITAL          COM              723484101      125     3200 SH       DEFINED 01 03               0        0     3200
PIONEER COMPANIES INC   S      COM              723643300     2577    84464 SH       DEFINED 01 02               0        0    84464
PIONEER COMPANIES INC   S      COM              723643300       52     1700 SH       DEFINED 01 03               0     1700        0
PIONEER DRILLING COMPANY   S   COM              723655106      192    11700 SH       DEFINED 01 02               0    11700        0
PIONEER NATURAL RESOURCES CO   COM              723787107    63380  1432314 SH       DEFINED 01 02               0        0  1432314
PIONEER NATURAL RESOURCES CO   COM              723787107      594    13424 SH       DEFINED 01 03               0    13424        0
PIPER JAFFRAY COS   S          COM              724078100     4957    90112 SH       DEFINED 01 02               0     8450    81662
PIPER JAFFRAY COS   S          COM              724078100     1277    23200 SH       DEFINED 01 02 14            0    23200        0
PIPER JAFFRAY COS   S          COM              724078100      231     4200 SH       DEFINED 01 03               0     4200        0
PITNEY BOWES INC   S           COM              724479100    38373   893886 SH       DEFINED 01 02               0     4600   889286
PITNEY BOWES INC   S           COM              724479100     1928    44900 SH       DEFINED 01 03               0    44900        0
PIXAR   S                      COM              725811103     1179    18380 SH       DEFINED 01 02               0        0    18380
PIXAR   S                      COM              725811103       27      418 SH       DEFINED 01 03               0      418        0
PLACER SIERRA BANCSHARES   S   COM              726079106     1921    67277 SH       DEFINED 01 02               0        0    67277
PLAINS EXPLORATION & PRODUCT   COM              726505100        3       90 SH       DEFINED 01 03               0       90        0
PLAINS EXPLORATION & PRODUCT   COM              726505100     8573   221867 SH       DEFINED 01 02               0        0   221867
PLANAR SYSTEMS INC   S         COM              726900103     1299    76782 SH       DEFINED 01 02               0        0    76782
PLANTRONICS INC   S            COM              727493108      266     7510 SH       DEFINED 01 02               0     6810      700
PLAYBOY ENTERPRISES   S        COM              728117300     1616   113769 SH       DEFINED 01 02               0        0   113769
PLAYTEX PRODUCTS INC   S       COM              72813P100     6318   603364 SH       DEFINED 01 02               0      170   603194
PLEXUS CORP   S                COM              729132100    16671   443737 SH       DEFINED 01 02               0        0   443737
PLUG POWER INC   S             COM              72919P103     6702  1340301 SH       DEFINED 01 02               0        0  1340301
PLUG POWER INC   S             COM              72919P103      100    19960 SH       DEFINED 01 03               0    19960        0
PLUM CREEK TIMBER CO   S       COM              729251108     6036   163450 SH       DEFINED 01 02               0        0   163450
PLUM CREEK TIMBER CO   S       COM              729251108     1347    36480 SH       DEFINED 01 03               0    36480        0
PLUM CREEK TIMBER CO   S       COM              729251108      536    14519 SH       DEFINED 01 10               0        0    14519
POGO PRODUCING CO   S          COM              730448107    47092   937141 SH       DEFINED 01 02               0    22953   914188
POGO PRODUCING CO   S          COM              730448107     3473    69115 SH       DEFINED 01 03               0    69115        0
POGO PRODUCING CO              COM              730448107       50     1000 SH       DEFINED 01 03               0        0     1000
POLARIS INDUSTRIES INC   S     COM              731068102     4751    87076 SH       DEFINED 01 02               0        0    87076
POLO RALPH LAUREN CORP   S     COM              731572103     1539    25384 SH       DEFINED 01 02               0     1025    24359
POLYCOM INC   S                COM              73172K104     1947    89760 SH       DEFINED 01 02               0    19530    70230
POLYCOM INC   S                COM              73172K104      723    33340 SH       DEFINED 01 02 14            0    33340        0
POLYCOM INC   S                COM              73172K104      130     6000 SH       DEFINED 01 03               0     6000        0
POLYMEDICA CORP   S            COM              731738100     2286    53962 SH       DEFINED 01 02               0        0    53962
POLYONE CORPORATION   S        COM              73179P106    11589  1243452 SH       DEFINED 01 02               0        0  1243452
POLYUS GOLD CO ZAO-ADR   FSUSD COM              731977997      299    20000 SH       DEFINED 01 02               0        0    20000
POPE & TALBOT INC   S          COM              732827100      232    34173 SH       DEFINED 01 02               0        0    34173
PORTALPLAYER INC   S           COM              736187204     1699    76423 SH       DEFINED 01 02               0      120    76303
PORTEC RAIL PRODUCTS INC   S   COM              736212101      475    30262 SH       DEFINED 01 02               0        0    30262
PORTFOLIO RECOVERY ASSOCIATE   COM              73640Q105     2734    58382 SH       DEFINED 01 02               0     4450    53932
POSSIS MEDICAL INC.   S        COM              737407106      365    35965 SH       DEFINED 01 02               0        0    35965
POST PROPERTIES INC   S        COM              737464107     2462    55320 SH       DEFINED 01 02               0     7630    47690
POST PROPERTIES INC   S        COM              737464107      944    21230 SH       DEFINED 01 02 14            0    21230        0
POST PROPERTIES INC   S        COM              737464107      174     3900 SH       DEFINED 01 03               0     3900        0
POWER INTEGRATIONS INC   S     COM              739276103     4887   197243 SH       DEFINED 01 02               0     7530   189713
POWERWAVE TECHNOLOGIES INC   S COM              739363109     2678   198355 SH       DEFINED 01 02               0    21970   176385
POWERWAVE TECHNOLOGIES INC   S COM              739363109      795    58840 SH       DEFINED 01 02 14            0    58840        0
POWERWAVE TECHNOLOGIES INC   S COM              739363109      135    10000 SH       DEFINED 01 03               0    10000        0
PRAXAIR INC   S                COM              74005P104    14838   269023 SH       DEFINED 01 02               0        0   269023
PRAXAIR INC   S                COM              74005P104     3821    69274 SH       DEFINED 01 03               0    69274        0
PREPAID LEGAL SERVICES   S     COM              740065107      933    26302 SH       DEFINED 01 02               0        0    26302
PRECISION CASTPARTS CORP   S   COM              740189105     3680    61960 SH       DEFINED 01 10               0        0    61960
PRECISION CASTPARTS CORP   S   COM              740189105    16995   286116 SH       DEFINED 01 02               0     1186   284930
PRECISION CASTPARTS            COM              740189105       36      600 SH       DEFINED 01 03               0        0      600
PREFERRED BANK/LOS ANGELES   S COM              740367107      231     4580 SH       DEFINED 01 02               0     4580        0
PREMIERE GLOBAL SERVICES INC   COM              740585104     2556   317463 SH       DEFINED 01 02               0        0   317463
PREMIUM STANDARD FARMS INC   S COM              74060C105     2128   121310 SH       DEFINED 01 02               0    15110   106200
PREMIUM STANDARD FARMS INC   S COM              74060C105      726    41390 SH       DEFINED 01 02 14            0    41390        0
PREMIUM STANDARD FARMS INC   S COM              74060C105      132     7500 SH       DEFINED 01 03               0     7500        0
PRESIDENTIAL LIFE CO   S       COM              740884101     2797   110058 SH       DEFINED 01 02               0        0   110058
PRESSTEK INC   S               COM              741113104      368    30912 SH       DEFINED 01 02               0        0    30912
PRESTIGE BRANDS HOLDINGS INC   COM              74112D101     1426   117168 SH       DEFINED 01 02               0        0   117168
T ROWE PRICE GROUP INC   S     COM              74144T108    55525   709964 SH       DEFINED 01 02               0    10773   699191
T ROWE PRICE GROUP INC   S     COM              74144T108     3850    49219 SH       DEFINED 01 03               0    49219        0
PRICELINE.COM   S              COM              741503403     3629   146097 SH       DEFINED 01 02               0    11870   134227
PRIDE INTERNATIONAL INC   S    COM              74153Q102     3339   107100 SH       DEFINED 01 02               0        0   107100
PRIMEDIA INC   S               COM              74157K101      480   232000 SH       DEFINED 01 02               0        0   232000
PRIMEDIA INC   S               COM              74157K101      904   436600 SH       DEFINED 01 03               0   436600        0
PRINCIPAL FINANCIAL GROUP   S  COM              74251V102     4517    92536 SH       DEFINED 01 02               0     1783    90753
PRINCIPAL FINANCIAL GROUP   S  COM              74251V102     2699    55310 SH       DEFINED 01 03               0    55310        0
PROASSURANCE CORP.   S         COM              74267C106    17133   329430 SH       DEFINED 01 02               0    14645   314785
PROASSURANCE CORP.   S         COM              74267C106     2066    39720 SH       DEFINED 01 02 14            0    39720        0
PROASSURANCE CORP.   S         COM              74267C106      377     7252 SH       DEFINED 01 03               0     7252        0
PROCENTURY CORP   S            COM              74268T108     1383   101378 SH       DEFINED 01 02               0        0   101378
PROCTER & GAMBLE CO   S        COM              742718109   355942  6177370 SH       DEFINED 01 02               0    17350  6160020
PROCTER & GAMBLE CO   S        COM              742718109    37579   652178 SH       DEFINED 01 03               0   652178        0
PROCTER & GAMBLE CO   S        COM              742718109    37575   652210 SH       DEFINED 01 10               0        0   652210
PROCTER & GAMBLE               COM              742718109      121     2100 SH       DEFINED 01 03               0        0     2100
PRIVATEBANCORP INC   S         COM              742962103     2227    53680 SH       DEFINED 01 02               0        0    53680
PRIVATEBANCORP INC   S         COM              742962103     1969    47552 SH       DEFINED 01 10               0        0    47552
PROGENICS PHARMACEUTICALS   S  COM              743187106      339    12756 SH       DEFINED 01 02               0        0    12756
PROGENICS PHARMACEUTICALS   S  COM              743187106      458    17235 SH       DEFINED 01 10               0        0    17235
PROGRESS ENERGY INC   S        COM              743263105     2196    49925 SH       DEFINED 01 03               0    49925        0
PROGRESS ENERGY INC   S        COM              743263105    11306   257072 SH       DEFINED 01 02               0      480   256592
PROGRESS SOFTWARE CORP   S     COM              743312100     5927   203780 SH       DEFINED 01 02               0     5710   198070
PROGRESSIVE CORP OH   S        COM              743315103    32391   310673 SH       DEFINED 01 02               0        0   310673
PROGRESSIVE CORP OH   S        COM              743315103     4059    38934 SH       DEFINED 01 03               0    38934        0
PROLIANCE INTERNATIONAL INC    COM              74340R104      154    28281 SH       DEFINED 01 02               0        0    28281
PROLOGIS   S                   COM              743410102    13459   251571 SH       DEFINED 01 02               0      920   250651
PROLOGIS   S                   COM              743410102     2578    48190 SH       DEFINED 01 03               0    48190        0
PROLOGIS   S                   COM              743410102     1054    19737 SH       DEFINED 01 10               0        0    19737
PROLOGIS                       COM              743410102       86     1600 SH       DEFINED 01 03               0        0     1600
PROSPERITY BANCSHARE INC   S   COM              743606105     2410    79800 SH       DEFINED 01 02               0        0    79800
PROTECTIVE LIFE CORP   S       COM              743674103      641    12883 SH       DEFINED 01 02               0      460    12423
PROVIDENCE SERVICE CORP   S    COM              743815102     1277    39289 SH       DEFINED 01 02               0        0    39289
PROVIDENT BANK   S             COM              743859100     2512    68907 SH       DEFINED 01 02               0        0    68907
PROVIDENT FINANCIAL HLDGS      COM              743868101       68     2100 SH       DEFINED 01 03               0        0     2100
PROVIDENT FINANCIAL SERVICES   COM              74386T105      558    30800 SH       DEFINED 01 02               0        0    30800
PRUDENTIAL FINANCIAL INC   S   COM              744320102    33093   436527 SH       DEFINED 01 02               0     1918   434609
PRUDENTIAL FINANCIAL INC   S   COM              744320102     7426    97955 SH       DEFINED 01 03               0    97955        0
PRUDENTIAL FINANCIAL, INC      COM              744320102      121     1600 SH       DEFINED 01 03               0        0     1600
PRUDENTIAL FINANCIAL, INC      COM              744320102       91     1200 SH       DEFINED 01 03               0        0     1200
PSYCHIATRIC SOLUTIONS INC   S  COM              74439H108     6597   199110 SH       DEFINED 01 02               0    11430   187680
PUBLIC SERVICE ENTERPRISE GP   COM              744573106    33753   527074 SH       DEFINED 01 02               0      380   526694
PUBLIC SERVICE ENTERPRISE GP   COM              744573106     3178    49618 SH       DEFINED 01 03               0    49618        0
PUBLIC SERVICE ENTERPRISE GP   COM              744573106     7577   118200 SH       DEFINED 01 10               0        0   118200
PUBLIC STORAGE INC   S         COM              74460D109    11816   145469 SH       DEFINED 01 02               0      370   145099
PUBLIC STORAGE INC   S         COM              74460D109     1329    16355 SH       DEFINED 01 03               0    16355        0
PUGET ENERGY INC   S           COM              745310102       24     1150 SH       DEFINED 01 02               0     1150        0
PULTE HOMES INC   S            COM              745867101    16125   419715 SH       DEFINED 01 02               0    21520   398195
PULTE HOMES INC   S            COM              745867101     1627    42338 SH       DEFINED 01 03               0    42338        0
PULTE HOMES INC                COM              745867101       46     1200 SH       DEFINED 01 03               0        0     1200
PYATEROCHKA HOLDING-144A GDR   COM              747071108       35     2173 SH       DEFINED 01 02               0        0     2173
PYATEROCHKA HOLDING-REGS GDR   COM              747071207      101     6210 SH       DEFINED 01 02               0        0     6210
QLOGIC CORP   S                COM              747277101     1858    96065 SH       DEFINED 01 02               0        0    96065
QLOGIC CORP   S                COM              747277101      618    31928 SH       DEFINED 01 03               0    31928        0
QUAKER CHEMICAL CORP   S       COM              747316107      444    20433 SH       DEFINED 01 02               0        0    20433
QUALCOMM INC   S               COM              747525103    64784  1280049 SH       DEFINED 01 02               0     4982  1275067
QUALCOMM INC   S               COM              747525103    16934   334601 SH       DEFINED 01 03               0   334601        0
QUALCOMM INC   S               COM              747525103    39064   772036 SH       DEFINED 01 10               0        0   772036
QUALCOMM INC                   COM              747525103       40      800 SH       DEFINED 01 03               0        0      800
QUALITY SYSTEMS INC   S        COM              747582104     1840    55590 SH       DEFINED 01 02               0     5500    50090
QUANEX CORP   S                COM              747620102     8698   130527 SH       DEFINED 01 02               0     3460   127067
QUANTA SERVICES INC   S        COM              74762E102      341    21300 SH       DEFINED 01 03               0    21300        0
QUANTA SERVICES INC   S        COM              74762E102     1894   118310 SH       DEFINED 01 02 14            0   118310        0
QUANTA SERVICES INC   S        COM              74762E102    10155   633917 SH       DEFINED 01 02               0    42880   591037
QUEST DIAGNOSTICS   S          COM              74834L100     1651    32190 SH       DEFINED 01 03               0    32190        0
QUEST DIAGNOSTICS   S          COM              74834L100     4665    90940 SH       DEFINED 01 02               0        0    90940
QUEST SOFTWARE INC   S         COM              74834T103     3777   226182 SH       DEFINED 01 02               0        0   226182
QUESTAR CORP   S               COM              748356102      492     7034 SH       DEFINED 01 02               0     7034        0
QUESTAR CORP                   COM              748356102       42      600 SH       DEFINED 01 03               0        0      600
QUICKSILVER RESOURCES INC   S  COM              74837R104     1599    41360 SH       DEFINED 01 02               0    20510    20850
QUIKSILVER INC   S             COM              74838C106     3434   247758 SH       DEFINED 01 02               0        0   247758
QWEST COMMUNICATIONS INTL   S  COM              749121109    38600  5676600 SH       DEFINED 01 02               0    57369  5619231
QWEST COMMUNICATIONS INTL   S  COM              749121109     2466   362773 SH       DEFINED 01 03               0   362773        0
QWEST COMMS INTL 03.500% 11/15 CONV BND         749121BY4    78502 58984000 PRN      DEFINED 01 02               0        0 58984000
QWEST COMMS INTL 03.500% 11/15 CONV BND         749121BY4     1352  1016000 PRN      DEFINED 01 03               0        0  1016000
R & G FINANCIAL CORP   S       COM              749136107      472    37335 SH       DEFINED 01 02               0        0    37335
RAIT INVESTMENT TRUST   S      COM              749227104     3613   127912 SH       DEFINED 01 02               0        0   127912
RCN CORP   S                   COM              749361200     1448    55902 SH       DEFINED 01 02               0        0    55902
RC2 CORP   S                   COM              749388104     4042   101515 SH       DEFINED 01 02               0        0   101515
R.H. DONNELLEY CORP   S        COM              74955W307     2166    37187 SH       DEFINED 01 02               0        0    37187
R.H. DONNELLEY CORP   S        COM              74955W307     5106    87683 SH       DEFINED 01 02 10            0        0    87683
R.H. DONNELLEY CORP   S        COM              74955W307    16636   286087 SH       DEFINED 01 10               0        0   286087
RLI CORP   S                   COM              749607107    12418   216719 SH       DEFINED 01 02               0    10348   206371
RLI CORP   S                   COM              749607107     1637    28580 SH       DEFINED 01 02 14            0    28580        0
RLI CORP   S                   COM              749607107      297     5188 SH       DEFINED 01 03               0     5188        0
RPC INC   S                    COM              749660106     4788   209505 SH       DEFINED 01 02               0    13040   196465
RPC INC   S                    COM              749660106      815    35600 SH       DEFINED 01 02 14            0    35600        0
RPC INC   S                    COM              749660106      149     6500 SH       DEFINED 01 03               0     6500        0
RPM INTERNATIONAL INC   S      COM              749685103     7316   407812 SH       DEFINED 01 02               0      692   407120
RSA SECURITY INC   S           COM              749719100      540    30100 SH       DEFINED 01 02               0        0    30100
RTI INTL METALS   S            COM              74973W107     3551    64744 SH       DEFINED 01 02               0        0    64744
RF MICRO DEVICES INC   S       COM              749941100      877   101370 SH       DEFINED 01 02               0    38850    62520
RF MICRO DEVICES INC   S       COM              749941100      930   107610 SH       DEFINED 01 02 14            0   107610        0
RF MICRO DEVICES INC   S       COM              749941100      159    18400 SH       DEFINED 01 03               0    18400        0
RACKABLE SYSTEMS INC   S       COM              750077109     2901    54899 SH       DEFINED 01 02               0        0    54899
RADIAN GROUP INC   S           COM              750236101     1812    30072 SH       DEFINED 01 02               0      826    29246
RADIANT SYSTEMS INC   S        COM              75025N102     1680   124310 SH       DEFINED 01 02               0     8450   115860
RADIATION THERAPY SERVICES   S COM              750323206     3039   119100 SH       DEFINED 01 02               0     9300   109800
RADIOLOGIX INC   S             COM              75040K109      461   249203 SH       DEFINED 01 02               0        0   249203
RADIOSHACK CORP   S            COM              750438103     7742   402649 SH       DEFINED 01 02               0        0   402649
RADIOSHACK CORP   S            COM              750438103      512    26647 SH       DEFINED 01 03               0    26647        0
RADISYS CORP   S               COM              750459109     2187   110181 SH       DEFINED 01 02               0        0   110181
RADYNE CORP                    COM              750611402      105     6600 SH       DEFINED 01 03               0        0     6600
RAILAMERICA INC   S            COM              750753105      179    16800 SH       DEFINED 01 02               0        0    16800
RAINDANCE COMMUNICATIONS INC   COM              75086X106       84    31100 SH       DEFINED 01 03               0        0    31100
RAMBUS INC   S                 COM              750917106      173     4400 SH       DEFINED 01 03               0     4400        0
RAMBUS INC   S                 COM              750917106     5324   135343 SH       DEFINED 01 02               0    21080   114263
RAMBUS INC   S                 COM              750917106      934    23730 SH       DEFINED 01 02 14            0    23730        0
RALCORP HOLDINGS INC   S       COM              751028101     2570    67546 SH       DEFINED 01 02               0        0    67546
RANDGOLD RESOURCES LTD-ADR   F COM              752344309     2635   145000 SH       DEFINED 01 02               0        0   145000
RANGE RESOURCES CORP   S       COM              75281A109     8092   296289 SH       DEFINED 01 02               0        0   296289
RARE HOSPITALITY INT   S       COM              753820109     2455    70482 SH       DEFINED 01 02               0        0    70482
RAVEN INDUSTRIES INC   S       COM              754212108      230     5885 SH       DEFINED 01 02               0        0     5885
RAYMOND JAMES FINANCIAL INC    COM              754730109      682    23083 SH       DEFINED 01 02               0        0    23083
RAYONIER INC   S               COM              754907103    40819   895362 SH       DEFINED 01 02               0      590   894772
RAYTHEON COMPANY   S           COM              755111507     3942    86000 SH       DEFINED 01 10               0        0    86000
RAYTHEON COMPANY   S           COM              755111507     7548   164647 SH       DEFINED 01 02               0        0   164647
RAYTHEON COMPANY   S           COM              755111507     4047    88276 SH       DEFINED 01 03               0    88276        0
RAYTHEON COMPANY               COM              755111507       62     1343 SH       DEFINED 01 03               0        0     1343
RBC INFORMATION SYS - ADR   FS COM              75523Q102     1486    48250 SH       DEFINED 01 02               0        0    48250
RBC BEARINGS INC               COM              75524B104      420    20504 SH       DEFINED 01 02               0        0    20504
READER'S DIGEST ASSOCIATION    COM              755267101     1777   120416 SH       DEFINED 01 02               0        0   120416
REALNETWORKS INC   S           COM              75605L104     1754   212628 SH       DEFINED 01 02               0        0   212628
RECKSON   S                    COM              75621K106     3168    69150 SH       DEFINED 01 02               0        0    69150
RED HAT INC   S                COM              756577102     7085   253212 SH       DEFINED 01 02               0    14302   238910
RED HAT INC   S                COM              756577102       17      610 SH       DEFINED 01 03               0      610        0
RED HAT INC   S                COM              756577102     2097    74988 SH       DEFINED 01 10               0        0    74988
RED ROBIN GOURMET BURGERS   S  COM              75689M101     1570    33254 SH       DEFINED 01 02               0        0    33254
REDBACK NETWORKS INC   S       COM              757209507     1656    76314 SH       DEFINED 01 02               0        0    76314
REDDY ICE HOLDINGS INC   S     COM              75734R105     5775   260000 SH       DEFINED 01 02               0        0   260000
REDDY ICE HOLDINGS INC   S     COM              75734R105     1172    53000 SH       DEFINED 01 10               0        0    53000
REDWOOD TRUST INC.   S         COM              758075402     2953    68143 SH       DEFINED 01 02               0        0    68143
REGAL BELOIT   S               COM              758750103      228     5400 SH       DEFINED 01 03               0     5400        0
REGAL BELOIT   S               COM              758750103    20373   481991 SH       DEFINED 01 02               0    19340   462651
REGAL BELOIT   S               COM              758750103     1308    30950 SH       DEFINED 01 02 14            0    30950        0
REGAL ENTERTAINMENT.   S       COM              758766109    11649   619255 SH       DEFINED 01 02               0     7590   611665
REGENCY CENTERS CORP   S       COM              758849103     2617    38950 SH       DEFINED 01 02               0      370    38580
REGENERON PHARMACEUT   S       COM              75886F107     5609   337436 SH       DEFINED 01 02               0    29820   307616
REGENERON PHARMACEUT   S       COM              75886F107      819    49260 SH       DEFINED 01 02 14            0    49260        0
REGENERON PHARMACEUT   S       COM              75886F107      155     9300 SH       DEFINED 01 03               0     9300        0
REHABCARE GROUP INC   S        COM              759148109     1021    54191 SH       DEFINED 01 02               0        0    54191
REGIONS FINANCIAL CORP   S     COM              7591EP100      881    25062 SH       DEFINED 01 02               0        0    25062
REGIONS FINANCIAL CORP   S     COM              7591EP100     3176    90311 SH       DEFINED 01 03               0    90311        0
REGIONS FINL CORP NEW          COM              7591EP100       42     1200 SH       DEFINED 01 03               0        0     1200
REINSURANCE GROUP OF AMERICA   COM              759351109     1479    31278 SH       DEFINED 01 02               0        0    31278
RELIANCE STEEL & ALUMINUM   S  COM              759509102    19358   206091 SH       DEFINED 01 02               0     9280   196811
RELIANCE STEEL & ALUMINUM   S  COM              759509102     1382    14720 SH       DEFINED 01 02 14            0    14720        0
RELIANCE STEEL & ALUMINUM   S  COM              759509102      254     2700 SH       DEFINED 01 03               0     2700        0
RELIANT ENERGY INC   S         COM              75952B105    16680  1576587 SH       DEFINED 01 02               0     2587  1574000
REMINGTON OIL & GAS CORP   S   COM              759594302     2135    49388 SH       DEFINED 01 02               0        0    49388
RENOVIS INC   S                COM              759885106      347    16255 SH       DEFINED 01 02               0        0    16255
RENT-A-CENTER INC   S          COM              76009N100       44     1733 SH       DEFINED 01 02               0        0     1733
REPSOL YPF SA.   FSUSD         COM              76026T205    32724  1148200 SH       DEFINED 01 02               0        0  1148200
REPUBLIC AIRWAYS HOLDINGS IN   COM              760276105      342    23100 SH       DEFINED 01 02               0        0    23100
REPUBLIC BANCORP.   S          COM              760282103     5873   487802 SH       DEFINED 01 02               0    31157   456645
REPUBLIC BANCORP.   S          COM              760282103      180    14990 SH       DEFINED 01 03               0    14990        0
REPUBLIC BANCORP.   S          COM              760282103     1017    84445 SH       DEFINED 01 02 14            0    84445        0
REPUBLIC COMPANIES GROUP INC   COM              760349100     1244    71650 SH       DEFINED 01 02 14            0    71650        0
REPUBLIC COMPANIES GROUP INC   COM              760349100     2396   137909 SH       DEFINED 01 02               0    25900   112009
REPUBLIC COMPANIES GROUP INC   COM              760349100      227    13100 SH       DEFINED 01 03               0    13100        0
REPUBLIC SRVS CL-A   S         COM              760759100     5824   137000 SH       DEFINED 01 02               0        0   137000
RESEARCH IN MOTION   FSUSD     COM              760975102       55      645 SH       DEFINED 01 03               0      645        0
RESEARCH IN MOTION   FSUSD     COM              760975102      985    11610 SH       DEFINED 01 02               0        0    11610
RESMED INC   S                 COM              761152107    25343   576241 SH       DEFINED 01 02               0     5974   570267
RESMED INC   S                 COM              761152107     4221    96001 SH       DEFINED 01 10               0        0    96001
RESMED INC   S                 COM              761152107      615    13977 SH       DEFINED 01 03               0    13977        0
RESOURCES CONNECTION.   S      COM              76122Q105      632    25384 SH       DEFINED 01 03               0    25384        0
RESOURCES CONNECTION.   S      COM              76122Q105     1408    56505 SH       DEFINED 01 02               0     5124    51381
RESPIRONICS INC   S            COM              761230101     5970   153429 SH       DEFINED 01 02               0        0   153429
REVLON INC   S                 COM              761525500      357   113001 SH       DEFINED 01 02               0        0   113001
REWARDS NETWORK INC   S        COM              761557107      349    43900 SH       DEFINED 01 02               0        0    43900
REYNOLDS & REYNOLDS   S        COM              761695105    10702   376838 SH       DEFINED 01 02               0    16847   359991
REYNOLDS AMERICAN INC   S      COM              761713106    10418    98750 SH       DEFINED 01 10               0        0    98750
REYNOLDS AMERICAN INC   S      COM              761713106     1786    16925 SH       DEFINED 01 03               0    16925        0
REYNOLDS AMERICAN INC   S      COM              761713106    37299   353542 SH       DEFINED 01 02               0      430   353112
REYNOLDS AMERICAN INC          COM              761713106       63      600 SH       DEFINED 01 03               0        0      600
RIGHTNOW TECHNOLOGIES INC      COM              76657R106     1634   103000 SH       DEFINED 01 10               0        0   103000
RIMAGE CORP   S                COM              766721104      289    12816 SH       DEFINED 01 02               0        0    12816
RIO TINTO PLC ADR              COM              767204100       41      200 SH       DEFINED 01 03               0        0      200
RIO TINTO PLC ADR   FSUSD      COM              767204100    19396    93700 SH       DEFINED 01 02               0        0    93700
RITCHIE BROS. AUCTIONEERS   FS COM              767744105     5554   112209 SH       DEFINED 01 02               0     1920   110289
RITE AID CORP   S              COM              767754104     9846  2461552 SH       DEFINED 01 02               0        0  2461552
RITE AID CORP   S              COM              767754104        4      993 SH       DEFINED 01 03               0      993        0
ROANOKE ELECTRIC STEEL CORP    COM              769841107       23      718 SH       DEFINED 01 02               0        0      718
ROBBINS & MYERS INC   S        COM              770196103      526    24374 SH       DEFINED 01 02               0        0    24374
ROBERT HALF INTL INC   S       COM              770323103    74888  1939603 SH       DEFINED 01 02               0    31194  1908409
ROBERT HALF INTL INC   S       COM              770323103     4153   107579 SH       DEFINED 01 03               0   107579        0
ROCK TENN CO   S               COM              772739207     1238    82583 SH       DEFINED 01 02               0        0    82583
ROCKWELL AUTOMATION INC   S    COM              773903109    88564  1231567 SH       DEFINED 01 02               0     1742  1229825
ROCKWELL AUTOMATION INC   S    COM              773903109     2818    39190 SH       DEFINED 01 03               0    39190        0
ROCKWELL AUTOMATION INC   S    COM              773903109     1882    26176 SH       DEFINED 01 10               0        0    26176
ROCKWELL COLLINS INC.   S      COM              774341101     7975   141510 SH       DEFINED 01 02               0     2211   139299
ROCKWELL COLLINS INC.   S      COM              774341101     2227    39520 SH       DEFINED 01 03               0    39520        0
ROCKWOOD HOLDINGS INC   S      COM              774415103      987    42870 SH       DEFINED 01 02 14            0    42870        0
ROCKWOOD HOLDINGS INC   S      COM              774415103      177     7700 SH       DEFINED 01 03               0     7700        0
ROCKWOOD HOLDINGS INC   S      COM              774415103     1071    46430 SH       DEFINED 01 02               0    21630    24800
ROCKWOOD HOLDINGS INC   S      COM              774415103    20217   880143 SH       DEFINED 01 10               0        0   880143
ROFIN-SINAR TECHNOLOGIES INC   COM              775043102     1460    26960 SH       DEFINED 01 02 14            0    26960        0
ROFIN-SINAR TECHNOLOGIES INC   COM              775043102     9001   166273 SH       DEFINED 01 02               0     9740   156533
ROFIN-SINAR TECHNOLOGIES INC   COM              775043102      260     4800 SH       DEFINED 01 03               0     4800        0
ROGERS COMMUNICATION   FSUSD   COM              775109200     3815   100000 SH       DEFINED 01 02               0        0   100000
ROGERS CORP   S                COM              775133101     2330    42768 SH       DEFINED 01 02               0        0    42768
ROHM & HAAS CO   S             COM              775371107     1393    28500 SH       DEFINED 01 03               0    28500        0
ROHM & HAAS CO   S             COM              775371107     3235    66193 SH       DEFINED 01 02               0      720    65473
ROLLINS INC   S                COM              775711104     1254    62000 SH       DEFINED 01 02               0        0    62000
ROPER IND NEW   S              COM              776696106     4027    82868 SH       DEFINED 01 10               0        0    82868
ROPER IND NEW   S              COM              776696106     2915    59943 SH       DEFINED 01 02               0        0    59943
ROSS STORES INC   S            COM              778296103       15      498 SH       DEFINED 01 03               0      498        0
ROWAN COMPANIES INC   S        COM              779382100     3261    74157 SH       DEFINED 01 02               0    25000    49157
ROWAN COS                      COM              779382100       67     1530 SH       DEFINED 01 03               0        0     1530
ROWAN COS                      COM              779382100      189     4300 SH       DEFINED 01 03               0        0     4300
ROWAN COMPANIES INC   S        COM              779382100      951    21629 SH       DEFINED 01 03               0    21629        0
ROYAL GROUP TECHNOLOGIES LTD   COM              779915107    21195  2286400 SH       DEFINED 01 02               0        0  2286400
ROYAL DUTCH SHELL A   FSUSD    COM              780259206    43804   703560 SH       DEFINED 01 02               0        0   703560
RUBY TUESDAY INC   S           COM              781182100     7164   223381 SH       DEFINED 01 02               0     8530   214851
RUDDICK CORP                   COM              781258108      879    36149 SH       DEFINED 01 02               0        0    36149
RUDOLPH TECHNOLOGIES INC   S   COM              781270103     1401    82175 SH       DEFINED 01 02               0        0    82175
RUSH ENTERPRISES INC-CL A   S  COM              781846209      997    56693 SH       DEFINED 01 02               0        0    56693
RURAL CELLULAR - RCCC          COM              781904107      370    25200 SH       DEFINED 01 02               0    25200        0
RUSS BERRIE & CO INC   S       COM              782233100      378    24876 SH       DEFINED 01 02               0        0    24876
RUSSELL CORP   S               COM              782352108     1368    99081 SH       DEFINED 01 02               0        0    99081
RYANAIR HOLDINGS ADR.   FSUSD  COM              783513104     2391    43720 SH       DEFINED 01 02               0        0    43720
RYANAIR HOLDINGS ADR.   FSUSD  COM              783513104      777    14206 SH       DEFINED 01 11               0        0    14206
RYAN'S RESTAURANT GROUP INC    COM              783520109     1924   132682 SH       DEFINED 01 02               0        0   132682
RYDER SYSTEM INC   S           COM              783549108     2437    54397 SH       DEFINED 01 02               0        0    54397
RYDER SYSTEM INC   S           COM              783549108      539    12035 SH       DEFINED 01 03               0    12035        0
RYDER SYSTEM                   COM              783549108       54     1200 SH       DEFINED 01 03               0        0     1200
RYERSON INC   S                COM              78375P107     1474    55089 SH       DEFINED 01 02               0        0    55089
RYLAND GROUP                   COM              783764103       49      700 SH       DEFINED 01 03               0        0      700
RYLAND GROUP INC   S           COM              783764103     1526    22000 SH       DEFINED 01 10               0        0    22000
RYLAND GROUP INC   S           COM              783764103     4023    57980 SH       DEFINED 01 02               0     4780    53200
SBS TECHNOLOGIES INC   S       COM              78387P103      528    32613 SH       DEFINED 01 02               0        0    32613
SBA COMMUNICATIONS   S         COM              78388J106    12731   543887 SH       DEFINED 01 02               0    19090   524797
SCP POOL CORP   S              COM              784028102     7464   159132 SH       DEFINED 01 02               0       70   159062
SCPIE HOLDINGS INC   S         COM              78402P104      514    20980 SH       DEFINED 01 02               0        0    20980
SEI INVESTMENTS COMPANY   S    COM              784117103     1517    37430 SH       DEFINED 01 02               0        0    37430
SFBC INTERNATIONAL INC   S     COM              784121105      942    38655 SH       DEFINED 01 02               0        0    38655
SGW HOLDING INC 12.500% 12/31/ PRF              78422P209        0   247951 SH       DEFINED 01 02               0        0   247951
SI INTERNATIONAL INC   S       COM              78427V102      130     3700 SH       DEFINED 01 03               0     3700        0
SI INTERNATIONAL INC   S       COM              78427V102      747    21250 SH       DEFINED 01 02 14            0    21250        0
SI INTERNATIONAL INC   S       COM              78427V102     2982    84750 SH       DEFINED 01 02               0    13430    71320
SJW CORP.   S                  COM              784305104     1703    63400 SH       DEFINED 01 02               0        0    63400
SK TELECOM CO LTD-ADR   FSUSD  COM              78440P108     6805   288480 SH       DEFINED 01 02               0        0   288480
SL GREEN REALTY CORP   S       COM              78440X101     2563    25253 SH       DEFINED 01 02               0      180    25073
SL INDS INC   S                COM              784413106      132     8000 SH       DEFINED 01 02               0        0     8000
SLM CORP   S                   COM              78442P106    40189   773770 SH       DEFINED 01 02               0        0   773770
SLM CORP   S                   COM              78442P106     4296    82712 SH       DEFINED 01 03               0    82712        0
SLM CORP   S                   COM              78442P106    12384   238475 SH       DEFINED 01 10               0        0   238475
SPDR TRUST UNIT SER 1 NPV      COM              78462F103    63949   494122 SH       DEFINED 01 10               0        0   494122
SPSS INC   S                   COM              78462K102     1451    45833 SH       DEFINED 01 02               0        0    45833
SPX CORP                       COM              784635104      160     3000 SH       DEFINED 01 03               0        0     3000
SPX CORP   S                   COM              784635104       26      489 SH       DEFINED 01 02               0        0      489
SRA INTERNATIONAL INC..   S    COM              78464R105     2557    67785 SH       DEFINED 01 02               0     9757    58028
SRA INTERNATIONAL INC..   S    COM              78464R105     1804    47824 SH       DEFINED 01 03               0    47824        0
SM&A   S                       COM              78465D105     2783   428066 SH       DEFINED 01 02               0        0   428066
SWS GROUP INC   S              COM              78503N107      928    35471 SH       DEFINED 01 02               0        0    35471
SWS GROUP INC.                 COM              78503N107      115     4400 SH       DEFINED 01 03               0        0     4400
SABRE HOLDINGS CORP   S        COM              785905100     2965   126010 SH       DEFINED 01 02               0      870   125140
SABRE HOLDINGS CORP   S        COM              785905100     2822   120000 SH       DEFINED 01 10               0        0   120000
SABRE HOLDINGS CORP   S        COM              785905100      614    26093 SH       DEFINED 01 03               0    26093        0
SAFECO CORP   S                COM              786429100    51163  1018985 SH       DEFINED 01 02               0      610  1018375
SAFECO CORP   S                COM              786429100     1225    24392 SH       DEFINED 01 03               0    24392        0
SAFECO CORP                    COM              786429100       65     1300 SH       DEFINED 01 03               0        0     1300
SAFETY INSURANCE GROUP INC   S COM              78648T100     6341   138876 SH       DEFINED 01 02               0     9490   129386
SAFETY INSURANCE GROUP INC   S COM              78648T100      212     4650 SH       DEFINED 01 03               0     4650        0
SAFETY INSURANCE GROUP INC   S COM              78648T100     1194    26190 SH       DEFINED 01 02 14            0    26190        0
SAFEWAY INC                    COM              786514208      216     8600 SH       DEFINED 01 03               0        0     8600
SAFEWAY INC   S                COM              786514208   151735  6040467 SH       DEFINED 01 02               0    25931  6014536
SAFEWAY INC   S                COM              786514208     4677   186200 SH       DEFINED 01 10               0        0   186200
SAFEWAY INC   S                COM              786514208     2274    90490 SH       DEFINED 01 03               0    90490        0
SAGA COMMUNICATIONS            COM              786598102       72     7400 SH       DEFINED 01 03               0        0     7400
ST JOE COMPANY   S             COM              790148100      251     4000 SH       DEFINED 01 02               0        0     4000
ST JUDE MEDICAL INC   S        COM              790849103     2974    72546 SH       DEFINED 01 03               0    72546        0
ST JUDE MEDICAL INC   S        COM              790849103     6870   167569 SH       DEFINED 01 02 10            0        0   167569
ST JUDE MEDICAL INC   S        COM              790849103     8525   207937 SH       DEFINED 01 02               0     3771   204166
ST JUDE MEDICAL INC   S        COM              790849103    30879   753477 SH       DEFINED 01 10               0        0   753477
ST MARY LAND & EXPLORATION   S COM              792228108    18048   442019 SH       DEFINED 01 02               0    20870   421149
ST MARY LAND & EXPLORATION   S COM              792228108     1167    28580 SH       DEFINED 01 02 14            0    28580        0
ST MARY LAND & EXPLORATION   S COM              792228108      204     5000 SH       DEFINED 01 03               0     5000        0
ST PAUL TRAVELERS COMPANIES, I COM              792860108      221     5300 SH       DEFINED 01 03               0        0     5300
ST PAUL TRAVELERS COMPANIES, I COM              792860108       88     2100 SH       DEFINED 01 03               0        0     2100
ST PAUL TRAVELERS COS INC/TH   COM              792860108    95068  2274907 SH       DEFINED 01 02               0     2832  2272075
ST PAUL TRAVELERS COS INC/TH   COM              792860108     2502    59905 SH       DEFINED 01 10               0        0    59905
ST PAUL TRAVELERS COS INC/TH   COM              792860108     7500   179458 SH       DEFINED 01 03               0   179458        0
SALEM COMM..   S               COM              794093104      360    24000 SH       DEFINED 01 02               0        0    24000
SALESFORCE.COM INC   S         COM              79466L302     1759    48488 SH       DEFINED 01 10               0        0    48488
SALESFORCE.COM INC   S         COM              79466L302     3853   106060 SH       DEFINED 01 02               0        0   106060
SALIX PHARMACEUTICALS LTD   S  COM              795435106      946    57319 SH       DEFINED 01 02               0        0    57319
SAMSUNG ELECTR  GDR   FSUSD 14 COM              796050888      702     2147 SH       DEFINED 01 02 10            0        0     2147
SAN DIEGO G & E 07.050% 01/15/ PRF              797440831      951    38675 SH       DEFINED 01 04               0        0    38675
SANDERSON FARMS INC   S        COM              800013104      669    29860 SH       DEFINED 01 02               0        0    29860
SANDISK CORP   S               COM              80004C101     1429    24844 SH       DEFINED 01 03               0    24844        0
SANDISK CORP   S               COM              80004C101     4257    74005 SH       DEFINED 01 02               0    21763    52242
SANDY SPRINGS & SVNG   S       COM              800363103      190     5000 SH       DEFINED 01 03               0     5000        0
SANDY SPRINGS & SVNG   S       COM              800363103     1044    27470 SH       DEFINED 01 02 14            0    27470        0
SANDY SPRINGS & SVNG   S       COM              800363103      983    25870 SH       DEFINED 01 02               0     9890    15980
SANMINA-SCI CORP.   S          COM              800907107      432   105314 SH       DEFINED 01 03               0   105314        0
SANMINA-SCI CORP.   S          COM              800907107      120    29226 SH       DEFINED 01 02               0        0    29226
SANMINA-SCI CORPORATION        COM              800907107       85    20800 SH       DEFINED 01 03               0        0    20800
SANMINA-SCI CORPORATION        COM              800907107       38     9300 SH       DEFINED 01 03               0        0     9300
SANOFI-AVENTIS-ADR   FSUSD     COM              80105N105     1761    37110 SH       DEFINED 01 02               0        0    37110
SAP AG ADR   FSUSD             COM              803054204    18122   333614 SH       DEFINED 01 02               0        0   333614
SAPIENT CORPORATION   S        COM              803062108     1832   240100 SH       DEFINED 01 02               0        0   240100
SARA LEE CORP   S              COM              803111103     2690   150433 SH       DEFINED 01 03               0   150433        0
SARA LEE CORP   S              COM              803111103    12918   722590 SH       DEFINED 01 02               0    36698   685892
SASOL LTD-SPONSORED ADR   FSUS COM              803866300      757    20000 SH       DEFINED 01 02               0        0    20000
SATYAM COMPUTER SERVICES-ADR   COM              804098101     3193    72957 SH       DEFINED 01 02               0        0    72957
SAUL CENTERS INC   S           COM              804395101       83     1887 SH       DEFINED 01 02               0        0     1887
SAVIENT PHARMACEUTICALS INC    COM              80517Q100      819   153637 SH       DEFINED 01 02               0        0   153637
SAXON CAPITAL INC   S          COM              80556T106      756    72486 SH       DEFINED 01 02               0        0    72486
SBERBANK RF-$ US   FSUSD       COM              805650991     5952     4049 SH       DEFINED 01 02 10            0      253     3796
SCANSOURCE INC   S             COM              806037107     3235    53563 SH       DEFINED 01 02               0        0    53563
SCHAWK INC   S                 COM              806373106     2076    79814 SH       DEFINED 01 02               0        0    79814
HENRY SCHEIN INC   S           COM              806407102    14871   310911 SH       DEFINED 01 10               0        0   310911
HENRY SCHEIN INC   S           COM              806407102     3232    67518 SH       DEFINED 01 02               0        0    67518
SCHERING-PLOUGH CORP   S       COM              806605101     5574   293494 SH       DEFINED 01 03               0   293494        0
SCHERING-PLOUGH CORP   S       COM              806605101     2949   155300 SH       DEFINED 01 10               0        0   155300
SCHERING-PLOUGH CORP   S       COM              806605101   105103  5534735 SH       DEFINED 01 02               0    76443  5458292
SCHERING-PLOUGH                COM              806605101       42     2200 SH       DEFINED 01 03               0        0     2200
SCHERING-PLOUGH CORP 06.000% 0 CONV PRF         806605606    23390   458200 SH       DEFINED 01 02               0        0   458200
SCHIFF NUTRITION INT INC   S   COM              806693107      658   110000 SH       DEFINED 01 02               0        0   110000
SCHLUMBERGER LTD   FSUSD       COM              806857108   318889  2519464 SH       DEFINED 01 02               0    22729  2496735
SCHLUMBERGER LTD   FSUSD       COM              806857108    17346   137045 SH       DEFINED 01 03               0   137045        0
SCHNITZER STEEL   S            COM              806882106     2258    52700 SH       DEFINED 01 02               0        0    52700
SCHOLASTIC CORP   S            COM              807066105      234     8750 SH       DEFINED 01 02               0        0     8750
SCHOOL SPECIALTY INC   S       COM              807863105     2701    78289 SH       DEFINED 01 02               0        0    78289
SCHULMAN (A.) INC   S          COM              808194104     1356    54840 SH       DEFINED 01 02 14            0    54840        0
SCHULMAN (A.) INC   S          COM              808194104      245     9900 SH       DEFINED 01 03               0     9900        0
SCHULMAN (A.) INC   S          COM              808194104     3740   151115 SH       DEFINED 01 02               0    20070   131045
SCHWAB (CHARLES) CORP   S      COM              808513105    16916   982872 SH       DEFINED 01 02               0   138385   844487
SCHWAB (CHARLES) CORP   S      COM              808513105     3514   204195 SH       DEFINED 01 03               0   204195        0
SCHWAB (CHARLES) CORP   S      COM              808513105    84065  4870412 SH       DEFINED 01 10               0        0  4870412
SCHWEITZER MAUDUIT   S         COM              808541106     1294    53917 SH       DEFINED 01 02               0        0    53917
SCIENTIFIC GAMES..   S         COM              80874P109     2747    78200 SH       DEFINED 01 02               0        0    78200
SCOTTS MIRACLE GRO CO CL A     COM              810186106     1896    41480 SH       DEFINED 01 10               0        0    41480
SCRIPPS CO (E.W) CLA   S       COM              811054204     5127   114665 SH       DEFINED 01 02               0        0   114665
SCRIPPS CO (E.W) CLA   S       COM              811054204      752    16830 SH       DEFINED 01 03               0        0    16830
SCS TRANSPORTATION INC   S     COM              81111T102      207     7100 SH       DEFINED 01 03               0     7100        0
SCS TRANSPORTATION INC   S     COM              81111T102     1207    41440 SH       DEFINED 01 02 14            0    41440        0
SCS TRANSPORTATION INC   S     COM              81111T102     2955   101514 SH       DEFINED 01 02               0    14990    86524
SEA CONTAINERS LTD-CL A   FSUS COM              811371707     2646   367000 SH       DEFINED 01 02               0        0   367000
SEABOARD CORP   S              COM              811543107     1387      870 SH       DEFINED 01 02               0        0      870
SEABRIGHT INSURANCE HOLDINGS   COM              811656107      879    50570 SH       DEFINED 01 02               0    19300    31270
SEABRIGHT INSURANCE HOLDINGS   COM              811656107      929    53360 SH       DEFINED 01 02 14            0    53360        0
SEABRIGHT INSURANCE HOLDINGS   COM              811656107      171     9800 SH       DEFINED 01 03               0     9800        0
SEACOR HOLDINGS INC   S        COM              811904101     4938    62330 SH       DEFINED 01 02               0     5750    56580
SEACOR HOLDINGS INC   S        COM              811904101     1213    15310 SH       DEFINED 01 02 14            0    15310        0
SEACOR HOLDINGS INC   S        COM              811904101      246     3100 SH       DEFINED 01 03               0     3100        0
SEALED AIR CORP   S            COM              81211K100    28686   495696 SH       DEFINED 01 02               0      390   495306
SEALED AIR CORP   S            COM              81211K100      932    16106 SH       DEFINED 01 03               0    16106        0
SEARS HOLDINGS CORP   S        COM              812350106     3120    23590 SH       DEFINED 01 03               0    23590        0
SEARS HOLDINGS CORP   S        COM              812350106      725     5485 SH       DEFINED 01 02               0        0     5485
MATERIALS SELECT SECTOR SPDR   COM              81369Y100     9097   281208 SH       DEFINED 01 02               0        0   281208
CONSUMR DISCRTNY SELT SPDR   I COM              81369Y407     5853   173998 SH       DEFINED 01 02               0        0   173998
INDUSTRIAL SELECT SECT SPDR    COM              81369Y704     3230    95557 SH       DEFINED 01 02               0        0    95557
SECURE COMPUTING CORP   S      COM              813705100     2283   197873 SH       DEFINED 01 02               0    14260   183613
SELECT COMFORT CORPORATION   S COM              81616X103    14988   378991 SH       DEFINED 01 02               0     6410   372581
SELECTIVE INSURANCE GROUP   S  COM              816300107      472     8900 SH       DEFINED 01 03               0     8900        0
SELECTIVE INSURANCE GROUP   S  COM              816300107     2672    50440 SH       DEFINED 01 02 14            0    50440        0
SELECTIVE INSURANCE GROUP   S  COM              816300107    11560   218076 SH       DEFINED 01 02               0    18270   199806
SEMTECH CORP   S               COM              816850101     2193   122547 SH       DEFINED 01 02               0    12000   110547
SEMPRA ENERGY   S              COM              816851109    10357   222924 SH       DEFINED 01 02               0     5509   217415
SEMPRA ENERGY   S              COM              816851109     2376    51132 SH       DEFINED 01 03               0    51132        0
SEMITOOL INC   S               COM              816909105     1921   168900 SH       DEFINED 01 02               0        0   168900
SENIOR HOUSING PROP TRUST   S  COM              81721M109     2333   128900 SH       DEFINED 01 02               0        0   128900
SENSIENT TECHNOLOGIES CORP   S COM              81725T100     8080   447658 SH       DEFINED 01 02               0        0   447658
SEPRACOR INC   S               COM              817315104       89     1817 SH       DEFINED 01 02               0     1384      433
SEPRACOR INC   S               COM              817315104       18      360 SH       DEFINED 01 03               0      360        0
SEQUA CORP-CL A   S            COM              817320104     1075    11000 SH       DEFINED 01 02               0        0    11000
SEQUA CORP-CL B   S            COM              817320203     2540    26000 SH       DEFINED 01 02               0        0    26000
SEROLOGICALS CORPORATION   S   COM              817523103      179     7320 SH       DEFINED 01 02               0     7320        0
SHARPER IMAGE CORP   S         COM              820013100      148    11514 SH       DEFINED 01 02               0        0    11514
SHAW GROUP INC   S             COM              820280105      802    26350 SH       DEFINED 01 02 14            0    26350        0
SHAW GROUP INC   S             COM              820280105      140     4600 SH       DEFINED 01 03               0     4600        0
SHAW GROUP INC   S             COM              820280105     7310   240505 SH       DEFINED 01 02               0     9660   230845
SHERWIN-WILLIAMS CO/THE   S    COM              824348106     1085    21949 SH       DEFINED 01 03               0    21949        0
SHERWIN-WILLIAMS CO/THE   S    COM              824348106     2907    58821 SH       DEFINED 01 02               0        0    58821
SHILOH INDUSTRIES INC   S      COM              824543102       99     5123 SH       DEFINED 01 02               0        0     5123
SHINHAN FINANCIAL GRP-ADR   FS COM              824596100     3107    35267 SH       DEFINED 01 02 10            0        0    35267
SHINHAN FINANCIAL GRP-ADR   FS COM              824596100      622     7067 SH       DEFINED 01 10               0        0     7067
SHIRE PLC - ADR   FSUSD        COM              82481R106     3275    70440 SH       DEFINED 01 02               0        0    70440
SHOE CARNIVAL INC   S          COM              824889109      235     9400 SH       DEFINED 01 03               0     9400        0
SHOE CARNIVAL INC   S          COM              824889109     1282    51290 SH       DEFINED 01 02 14            0    51290        0
SHOE CARNIVAL INC   S          COM              824889109     1356    54280 SH       DEFINED 01 02               0    24880    29400
SHUFFLE MASTER INC   S         COM              825549108     2601    72763 SH       DEFINED 01 02               0        0    72763
SHUFFLE MASTER INC   S         COM              825549108    24207   677872 SH       DEFINED 01 10               0        0   677872
SHURGARD STORAGE CTR   S       COM              82567D104     6551    98312 SH       DEFINED 01 02               0        0    98312
SIERRA HEALTH SERVICES INC   S COM              826322109     6759   166060 SH       DEFINED 01 02               0        0   166060
SIERRA HEALTH SERVICES INC   S COM              826322109     2138    52544 SH       DEFINED 01 10               0        0    52544
SIERRA PACIFIC RESOURCES   S   COM              826428104     2317   167870 SH       DEFINED 01 02 14            0   167870        0
SIERRA PACIFIC RESOURCES   S   COM              826428104      409    29600 SH       DEFINED 01 03               0    29600        0
SIERRA PACIFIC RESOURCES   S   COM              826428104    10245   741902 SH       DEFINED 01 02               0    61890   680012
SIGMA-ALDRICH   S              COM              826552101    63209   960781 SH       DEFINED 01 02               0    15096   945685
SIGMA-ALDRICH   S              COM              826552101     3194    48555 SH       DEFINED 01 03               0    48555        0
SIGMATEL INC   S               COM              82661W107     2937   336000 SH       DEFINED 01 02               0        0   336000
SIGNATURE BANK   S             COM              82669G104     2123    65117 SH       DEFINED 01 02               0        0    65117
SILICON LABORATORIES INC   S   COM              826919102     7225   131476 SH       DEFINED 01 02               0     8100   123376
SILGAN HOLDINGS INC   S        COM              827048109      743    18510 SH       DEFINED 01 02 14            0    18510        0
SILGAN HOLDINGS INC   S        COM              827048109      163     4050 SH       DEFINED 01 03               0     4050        0
SILGAN HOLDINGS INC   S        COM              827048109     4720   117463 SH       DEFINED 01 02               0    12020   105443
SILICON STORAGE TECHNOLOGY   S COM              827057100       27     6173 SH       DEFINED 01 02               0        0     6173
SILICON IMAGE INC   S          COM              82705T102     1889   183160 SH       DEFINED 01 02               0    15360   167800
SILICONWARE PRECIS SPON ADR RE COM              827084864      141    21783 SH       DEFINED 01 10               0        0    21783
SIMMONS FIRST NATL CORP-CL A   COM              828730200     1027    34470 SH       DEFINED 01 02               0    13280    21190
SIMMONS FIRST NATL CORP-CL A   COM              828730200     1071    36030 SH       DEFINED 01 02 14            0    36030        0
SIMMONS FIRST NATL CORP-CL A   COM              828730200      187     6300 SH       DEFINED 01 03               0     6300        0
SIMON PPTY GROUP INC NEW       COM              828806109       34      400 SH       DEFINED 01 03               0        0      400
SIMON PROPERTY GROUP INC   S   COM              828806109    12480   148322 SH       DEFINED 01 02               0        0   148322
SIMON PROPERTY GROUP INC   S   COM              828806109     1950    23178 SH       DEFINED 01 10               0        0    23178
SIMON PROPERTY GROUP INC   S   COM              828806109     3046    36205 SH       DEFINED 01 03               0    36205        0
SIMPSON MANUFACTURING CO INC   COM              829073105     7244   167316 SH       DEFINED 01 02               0     3970   163346
SINCLAIR BROADCASTIN   S       COM              829226109     2808   344676 SH       DEFINED 01 02               0        0   344676
SIRENZA MICRODEVICES INC   S   COM              82966T106      549    58049 SH       DEFINED 01 02               0        0    58049
SIRIUS SATELLITE RADIO INC   S COM              82966U103       26     5030 SH       DEFINED 01 03               0     5030        0
SIRF TECHNOLOGY HOLDINGS INC   COM              82967H101     2657    75036 SH       DEFINED 01 10               0        0    75036
SIRF TECHNOLOGY HOLDINGS INC   COM              82967H101     6200   175088 SH       DEFINED 01 02               0    10342   164746
SIRF TECHNOLOGY HOLDINGS INC   COM              82967H101      606    17125 SH       DEFINED 01 03               0    17125        0
SIX FLAGS INC   S              COM              83001P109      733    71960 SH       DEFINED 01 02               0        0    71960
SKECHERS USA   S               COM              830566105     6306   252890 SH       DEFINED 01 02               0    18290   234600
SKECHERS USA   S               COM              830566105     1257    50390 SH       DEFINED 01 02 14            0    50390        0
SKECHERS USA   S               COM              830566105      227     9100 SH       DEFINED 01 03               0     9100        0
SKYLINE CORP   S               COM              830830105     2699    65238 SH       DEFINED 01 02               0        0    65238
SKYWEST INC   S                COM              830879102    11753   401513 SH       DEFINED 01 02               0    15910   385603
SKYWEST INC   S                COM              830879102      862    29460 SH       DEFINED 01 02 14            0    29460        0
SKYWEST INC   S                COM              830879102      155     5300 SH       DEFINED 01 03               0     5300        0
SKYWORKS SOLUTIONS INC   S     COM              83088M102     3592   528948 SH       DEFINED 01 02               0      400   528548
SKILLSOFT PLC   FSUSD          COM              830928107      448    85528 SH       DEFINED 01 02               0        0    85528
SMITH (A.O.) CORP   S          COM              831865209     5029    95240 SH       DEFINED 01 02               0        0    95240
SMITH INTERNATIONAL INC   S    COM              832110100    11785   302505 SH       DEFINED 01 02               0        0   302505
SMITHFIELD FOODS INC   S       COM              832248108       34     1165 SH       DEFINED 01 02               0        0     1165
SMUCKER (JM) CO WI   S         COM              832696405      397    10000 SH       DEFINED 01 02               0        0    10000
SNAP-ON INC   S                COM              833034101     1002    26308 SH       DEFINED 01 02               0      390    25918
SNAP-ON INC   S                COM              833034101      439    11526 SH       DEFINED 01 03               0    11526        0
SNAP-ON INC   S                COM              833034101     2449    64251 SH       DEFINED 01 10               0        0    64251
SOCIEDAD QUIMICA   FSUSD       COM              833635105     1135    10000 SH       DEFINED 01 02               0        0    10000
SOLECTRON CORP   S             COM              834182107    11983  2995681 SH       DEFINED 01 02               0        0  2995681
SOLECTRON CORP COM             COM              834182107       88    22000 SH       DEFINED 01 03               0        0    22000
SOLECTRON CORP   S             COM              834182107      724   180978 SH       DEFINED 01 03               0   180978        0
SOMANETICS CORP   S            COM              834445405      505    22882 SH       DEFINED 01 02               0        0    22882
SONIC CORP   S                 COM              835451105     1495    42562 SH       DEFINED 01 03               0    42562        0
SONIC CORP   S                 COM              835451105     6364   181161 SH       DEFINED 01 02               0     8658   172503
SONIC AUTOMOTIVE INC   S       COM              83545G102    10422   375513 SH       DEFINED 01 02               0    12520   362993
SONIC AUTOMOTIVE INC   S       COM              83545G102      952    34340 SH       DEFINED 01 02 14            0    34340        0
SONIC AUTOMOTIVE INC   S       COM              83545G102      194     7000 SH       DEFINED 01 03               0     7000        0
SONIC SOLUTIONS   S            COM              835460106      962    53100 SH       DEFINED 01 02               0        0    53100
SONICWALL INC   S              COM              835470105      328    46092 SH       DEFINED 01 02               0        0    46092
SONOSITE INC   S               COM              83568G104      419    10300 SH       DEFINED 01 02               0        0    10300
SONY CORP ADR                  COM              835699307       88     1900 SH       DEFINED 01 03               0        0     1900
SONY CORP ADRS   FSUSD         COM              835699307       10      218 SH       DEFINED 01 03               0        0      218
SOTHEBY'S HOLDINGS -CL A   S   COM              835898107     2966   102124 SH       DEFINED 01 02               0     6200    95924
SONUS NETWORKS INC   S         COM              835916107      209    38210 SH       DEFINED 01 02               0    38210        0
SOURCE INTERLINK COS           COM              836151209       79     6900 SH       DEFINED 01 03               0        0     6900
SOURCECORP   S                 COM              836167106     1763    73096 SH       DEFINED 01 02               0        0    73096
SOUTH FINANCIAL GROUP INC   S  COM              837841105     4091   156439 SH       DEFINED 01 02               0        0   156439
SOUTH JERSEY INDUSTRIES   S    COM              838518108     4338   159053 SH       DEFINED 01 02               0        0   159053
SOUTHCOAST FINANCIAL CORP   S  COM              84129R100      722    28336 SH       DEFINED 01 02               0        0    28336
SOUTHERN CO   S                COM              842587107    53962  1646689 SH       DEFINED 01 02               0     1966  1644723
SOUTHERN CO   S                COM              842587107     4810   146791 SH       DEFINED 01 03               0   146791        0
SOUTHERN CO   S                COM              842587107     4585   140000 SH       DEFINED 01 10               0        0   140000
SOUTHERN COPPER CORP   FSUSD   COM              84265V105      628     7429 SH       DEFINED 01 02               0     7429        0
SOUTHERN ENERGY HOMES INC   S  COM              842814105       12     2000 SH       DEFINED 01 02               0        0     2000
SOUTHERN UNION CO   S          COM              844030106     5090   205011 SH       DEFINED 01 02               0        0   205011
SOUTHWEST AIRLINES CO   S      COM              844741108     2521   140130 SH       DEFINED 01 03               0   140130        0
SOUTHWEST AIRLINES CO   S      COM              844741108      729    40528 SH       DEFINED 01 02               0     1630    38898
SOUTHWEST BANCORP INC   S      COM              844767103      254    11419 SH       DEFINED 01 02               0        0    11419
SOUTHWEST GAS CORP   S         COM              844895102     8825   315783 SH       DEFINED 01 02               0    19870   295913
SOUTHWEST GAS CORP   S         COM              844895102     1537    54970 SH       DEFINED 01 02 14            0    54970        0
SOUTHWEST GAS CORP   S         COM              844895102      280    10000 SH       DEFINED 01 03               0    10000        0
SOUTHWESTERN ENERGY CO   S     COM              845467109    13275   412400 SH       DEFINED 01 02               0    80000   332400
SOVEREIGN BANCORP INC   S      COM              845905108      430    19622 SH       DEFINED 01 02               0        0    19622
SOVEREIGN BANCORP INC   S      COM              845905108     1549    70685 SH       DEFINED 01 03               0    70685        0
SOVRAN SELF STORAGE INC   S    COM              84610H108     6681   121030 SH       DEFINED 01 02               0     7570   113460
SOVRAN SELF STORAGE INC   S    COM              84610H108     1145    20750 SH       DEFINED 01 02 14            0    20750        0
SOVRAN SELF STORAGE INC   S    COM              84610H108      210     3800 SH       DEFINED 01 03               0     3800        0
SPANSION INC-CLASS A   S       COM              84649R101     4915   332100 SH       DEFINED 01 02               0        0   332100
SPARTAN STORES INC   S         COM              846822104     3283   257387 SH       DEFINED 01 02               0    31940   225447
SPARTAN STORES INC   S         COM              846822104     1131    88700 SH       DEFINED 01 02 14            0    88700        0
SPARTAN STORES INC   S         COM              846822104      196    15400 SH       DEFINED 01 03               0    15400        0
SPARTECH CORP   S              COM              847220209     3090   128752 SH       DEFINED 01 02               0    17930   110822
SPARTECH CORP   S              COM              847220209     1171    48770 SH       DEFINED 01 02 14            0    48770        0
SPARTECH CORP   S              COM              847220209      228     9500 SH       DEFINED 01 03               0     9500        0
SPECTRALINK CORP   S           COM              847580107      856    68200 SH       DEFINED 01 02               0        0    68200
SPECTRUM BRANDS INC   S        COM              84762L105   142205  6547212 SH       DEFINED 01 02               0     3527  6543685
SPECTRUM BRANDS INC   S        COM              84762L105       36     1653 SH       DEFINED 01 03               0     1653        0
SPEEDWAY MOTORSPORTS INC   S   COM              847788106      172     4500 SH       DEFINED 01 03               0     4500        0
SPEEDWAY MOTORSPORTS INC   S   COM              847788106      943    24680 SH       DEFINED 01 02 14            0    24680        0
SPEEDWAY MOTORSPORTS INC   S   COM              847788106     4094   107160 SH       DEFINED 01 02               0    14290    92870
SPHERION CORPORATION   S       COM              848420105     7577   728439 SH       DEFINED 01 02               0    52810   675629
SPHERION CORPORATION   S       COM              848420105      870    83800 SH       DEFINED 01 02 14            0    83800        0
SPHERION CORPORATION   S       COM              848420105      176    16900 SH       DEFINED 01 03               0    16900        0
SPIRIT FINANCE CORP   S        COM              848568309     1936   158701 SH       DEFINED 01 02               0        0   158701
SPORTSMAN'S GUIDE INC   S      COM              848907200       35     1339 SH       DEFINED 01 02               0        0     1339
THE SPORTS AUTHORITY INC   S   COM              84917U109      133     3600 SH       DEFINED 01 02               0        0     3600
SPRINT NEXTEL CORP             COM              852061100       57     2200 SH       DEFINED 01 03               0        0     2200
SPRINT NEXTEL CORP   S         COM              852061100  1245604 48204469 SH       DEFINED 01 02               0    20308 48184161
SPRINT NEXTEL CORP   S         COM              852061100    51736  2002153 SH       DEFINED 01 10               0        0  2002153
SPRINT NEXTEL CORP             COM              852061100      359    13900 SH       DEFINED 01 03               0        0    13900
SPRINT NEXTEL CORP   S         COM              852061100    17631   682292 SH       DEFINED 01 03               0   682292        0
STAGE STORES INC   S           COM              85254C305     1650    55450 SH       DEFINED 01 02               0        0    55450
STAMPS.COM INC   S             COM              852857200      970    27504 SH       DEFINED 01 02               0        0    27504
STANCORP FINANCIAL GROUP   S   COM              852891100     1930    35689 SH       DEFINED 01 02               0     1232    34457
STANDARD MICROSYSTEMS CORP   S COM              853626109      125     4810 SH       DEFINED 01 03               0     4810        0
STANDARD MICROSYSTEMS CORP   S COM              853626109      702    27020 SH       DEFINED 01 02 14            0    27020        0
STANDARD MICROSYSTEMS CORP   S COM              853626109     2849   109679 SH       DEFINED 01 02               0    10460    99219
STANDARD MOTOR PRODS   S       COM              853666105      220    24745 SH       DEFINED 01 02               0        0    24745
STANDARD-PACIFIC CORP   S      COM              85375C101     5115   152136 SH       DEFINED 01 02               0     7007   145129
STANDARD-PACIFIC CORP   S      COM              85375C101    37837  1125755 SH       DEFINED 01 10               0        0  1125755
STANDARD REGISTER CO   S       COM              853887107      412    26589 SH       DEFINED 01 02               0        0    26589
STANDEX INTERNATIONAL CORP   S COM              854231107     1159    36587 SH       DEFINED 01 02               0        0    36587
STANDEX INT'L CORP             COM              854231107       73     2300 SH       DEFINED 01 03               0        0     2300
STANLEY FURNITURE CO INC   S   COM              854305208     4335   148200 SH       DEFINED 01 02               0        0   148200
STANLEY WORKS/THE   S          COM              854616109    17977   354855 SH       DEFINED 01 02               0        0   354855
STANLEY WORKS/THE   S          COM              854616109      726    14336 SH       DEFINED 01 03               0    14336        0
STAPLES INC   S                COM              855030102     8226   322386 SH       DEFINED 01 02               0        0   322386
STAPLES INC   S                COM              855030102    11066   434998 SH       DEFINED 01 10               0        0   434998
STAPLES INC   S                COM              855030102     4723   185069 SH       DEFINED 01 02 10            0        0   185069
STAPLES INC   S                COM              855030102     3724   145909 SH       DEFINED 01 03               0   145909        0
STARBUCKS CORP   S             COM              855244109     1578    41920 SH       DEFINED 01 02               0        0    41920
STARBUCKS CORP   S             COM              855244109     5825   154770 SH       DEFINED 01 03               0   154770        0
STARTEK INC   S                COM              85569C107     1411    59918 SH       DEFINED 01 02               0        0    59918
STATE AUTO FINANCIAL CORP   S  COM              855707105      248     7350 SH       DEFINED 01 03               0     7350        0
STATE AUTO FINANCIAL CORP   S  COM              855707105     1962    58151 SH       DEFINED 01 02               0    13780    44371
STATE AUTO FINANCIAL CORP   S  COM              855707105     1283    38050 SH       DEFINED 01 02 14            0    38050        0
STARWOOD HOTELS & RESORTS      COM              85590A203      157     2311 SH       DEFINED 01 03               0        0     2311
STARWOOD HOTELS & RESORTS   S  COM              85590A203    53079   783688 SH       DEFINED 01 02               0        0   783688
STARWOOD HOTELS & RESORTS   S  COM              85590A203     2893    42711 SH       DEFINED 01 03               0    42711        0
STARWOOD HOTELS & RESORTS   S  COM              85590A203    13272   195980 SH       DEFINED 01 10               0        0   195980
STATE BANK OF INDIA   FSUSD    COM              856552203     5139    96500 SH       DEFINED 01 02               0        0    96500
STATE STREET CORP   S          COM              857477103    35395   585735 SH       DEFINED 01 02               0      958   584777
STATE STREET CORP   S          COM              857477103     3982    65895 SH       DEFINED 01 03               0    65895        0
STATE STREET CORP              COM              857477103       60     1000 SH       DEFINED 01 03               0        0     1000
STATION CASINOS INC   S        COM              857689103     4153    52326 SH       DEFINED 01 03               0    52326        0
STATION CASINOS INC   S        COM              857689103    50422   635286 SH       DEFINED 01 02               0    15123   620163
THE STEAK N SHAKE COMPANY   S  COM              857873103     1382    65478 SH       DEFINED 01 02               0        0    65478
STEEL DYNAMICS INC   S         COM              858119100     6872   121150 SH       DEFINED 01 02               0    11650   109500
STEEL DYNAMICS INC   S         COM              858119100     1817    32020 SH       DEFINED 01 02 14            0    32020        0
STEEL DYNAMICS INC   S         COM              858119100      323     5700 SH       DEFINED 01 03               0     5700        0
STEEL TECHNOLOGIES INC   S     COM              858147101     2294    94428 SH       DEFINED 01 02               0        0    94428
STEIN MART INC   S             COM              858375108      974    55890 SH       DEFINED 01 02               0        0    55890
STEINWAY MUSICAL INSTRUMENTS   COM              858495104      203     6287 SH       DEFINED 01 02               0        0     6287
STERLING BANCSHARES   S        COM              858907108     3365   186425 SH       DEFINED 01 02               0        0   186425
STERICYCLE INC   S             COM              858912108      358     5295 SH       DEFINED 01 02               0     5295        0
STERIS CORP   S                COM              859152100      264    10700 SH       DEFINED 01 03               0    10700        0
STERIS CORP   S                COM              859152100     1316    53410 SH       DEFINED 01 02               0    20410    33000
STERIS CORP   S                COM              859152100     1397    56620 SH       DEFINED 01 02 14            0    56620        0
STERLING BANCORP   S           COM              859158107      570    27626 SH       DEFINED 01 02               0        0    27626
STEREOTAXIS INC   S            COM              85916J102      372    29464 SH       DEFINED 01 02               0        0    29464
STERLING FINANCIAL CORP (PA)   COM              859317109     1457    66672 SH       DEFINED 01 02               0    21093    45579
STERLING FINANCIAL CORP (PA)   COM              859317109     1266    57989 SH       DEFINED 01 02 14            0    57989        0
STERLING FINANCIAL CORP (PA)   COM              859317109      221    10137 SH       DEFINED 01 03               0    10137        0
STERLING FINL CORP   S         COM              859319105      128     4400 SH       DEFINED 01 03               0     4400        0
STERLING FINL CORP   S         COM              859319105     3296   113576 SH       DEFINED 01 02               0     8680   104896
STERLING FINL CORP   S         COM              859319105      699    24120 SH       DEFINED 01 02 14            0    24120        0
STEWART & STEVENSON SERVICES   COM              860342104     2238    61350 SH       DEFINED 01 02               0        0    61350
STEWART ENTERPRISES   S        COM              860370105     1989   348934 SH       DEFINED 01 10               0        0   348934
STEWART ENTERPRISES   S        COM              860370105      433    75907 SH       DEFINED 01 02               0        0    75907
STEWART INFORMATION SERVICES   COM              860372101     2841    60354 SH       DEFINED 01 02               0        0    60354
STIFEL FINANCIAL CORP   S      COM              860630102       97     2239 SH       DEFINED 01 02               0        0     2239
STILLWATER MINING CO   S       COM              86074Q102    11019   669563 SH       DEFINED 01 02               0    21670   647893
STILLWATER MINING CO   S       COM              86074Q102      989    60160 SH       DEFINED 01 02 14            0    60160        0
STILLWATER MINING CO   S       COM              86074Q102      181    11000 SH       DEFINED 01 03               0    11000        0
STONE ENERGY CORP   S          COM              861642106     3436    77884 SH       DEFINED 01 02               0        0    77884
STRATASYS INC   S              COM              862685104     1857    63000 SH       DEFINED 01 02               0        0    63000
STRATASYS INC   S              COM              862685104      244     8287 SH       DEFINED 01 10               0        0     8287
STRATEGIC HOTELS & RESORTS INC COM              86272T106     1297    55700 SH       DEFINED 01 02               0        0    55700
STRATEX NETWORKS INC.   S      COM              86279T109     1125   182862 SH       DEFINED 01 02               0        0   182862
STRATTEC SECURITY CORP   S     COM              863111100     2066    55400 SH       DEFINED 01 02               0        0    55400
STRAYER EDUCATION INC   S      COM              863236105    32903   321763 SH       DEFINED 01 02               0     6711   315052
STRAYER EDUCATION INC   S      COM              863236105     1983    19388 SH       DEFINED 01 03               0    19388        0
STRIDE RITE CORP   S           COM              863314100     4536   313261 SH       DEFINED 01 02               0        0   313261
STRYKER CORP   S               COM              863667101    14856   335049 SH       DEFINED 01 02               0        0   335049
STRYKER CORP   S               COM              863667101     2564    57826 SH       DEFINED 01 03               0    57826        0
STURM RUGER & CO INC   S       COM              864159108      360    45114 SH       DEFINED 01 02               0        0    45114
SUN BANCORP INC   S            COM              86663B102      260    13326 SH       DEFINED 01 02               0        0    13326
SUN LIFE FINL SVCS.   FSUSD    COM              866796105     2013    47300 SH       DEFINED 01 02               0        0    47300
SUN MICROSYSTEMS INC.   S      COM              866810104     3541   690152 SH       DEFINED 01 03               0   690152        0
SUN MICROSYSTEMS INC.   S      COM              866810104     4135   806047 SH       DEFINED 01 02               0    14093   791954
SUNCOR ENERGY INC   FSUSD      COM              867229106     9320   121016 SH       DEFINED 01 02               0    18570   102446
SUNOCO INC   S                 COM              86764P109     2044    26354 SH       DEFINED 01 03               0    26354        0
SUNOCO INC   S                 COM              86764P109    31129   401296 SH       DEFINED 01 02               0    26061   375235
SUNPOWER CORP-CLASS A   S      COM              867652109     5759   150914 SH       DEFINED 01 02               0    43800   107114
SUNRISE SENIOR LIVING INC   S  COM              86768K106     4300   110326 SH       DEFINED 01 02               0        0   110326
SUNSTONE HOTEL INVESTORS INC   COM              867892101      420    14510 SH       DEFINED 01 02               0        0    14510
SUNTRUST BANKS INC   S         COM              867914103     3177    43669 SH       DEFINED 01 02               0        0    43669
SUNTRUST BANKS                 COM              867914103      211     2900 SH       DEFINED 01 03               0        0     2900
SUNTRUST BANKS INC   S         COM              867914103     5338    73370 SH       DEFINED 01 03               0    73370        0
SUPERIOR ENERGY SERVICES INC   COM              868157108      589    21992 SH       DEFINED 01 02               0        0    21992
SUPERIOR ESSEX INC   S         COM              86815V105      524    20600 SH       DEFINED 01 02               0        0    20600
SUPERIOR INDUSTRIES INTL   S   COM              868168105    11628   600654 SH       DEFINED 01 02               0        0   600654
SUPERIOR WELL SERVICES INC   S COM              86837X105     1736    59700 SH       DEFINED 01 02               0        0    59700
SUPERTEX INC   S               COM              868532102      941    25025 SH       DEFINED 01 02               0        0    25025
SUPERVALU INC   S              COM              868536103      297     9625 SH       DEFINED 01 02               0      550     9075
SUPERVALU INC                  COM              868536103       37     1200 SH       DEFINED 01 03               0        0     1200
SUPERVALU INC   S              COM              868536103      831    26949 SH       DEFINED 01 03               0    26949        0
SUPERVALU INC                  COM              868536103      111     3600 SH       DEFINED 01 03               0        0     3600
SURGUTNEFTEGAZ ADR   FSUSD     COM              868861204     9224   120559 SH       DEFINED 01 02 10            0        0   120559
SURMODICS INC   S              COM              868873100     1634    46216 SH       DEFINED 01 02               0        0    46216
SUSQUEHANNA BANCSHARES INC   S COM              869099101     4507   174898 SH       DEFINED 01 02               0        0   174898
SWIFT ENERGY CO   S            COM              870738101      247     6600 SH       DEFINED 01 03               0     6600        0
SWIFT ENERGY CO   S            COM              870738101     9502   253724 SH       DEFINED 01 02               0    17920   235804
SWIFT ENERGY CO   S            COM              870738101     1376    36710 SH       DEFINED 01 02 14            0    36710        0
SWIFT TRANSPORTATION CO INC    COM              870756103       54     2500 SH       DEFINED 01 03               0        0     2500
SYBASE INC   S                 COM              871130100      787    37264 SH       DEFINED 01 02               0    20430    16834
SYBASE INC   S                 COM              871130100      606    28690 SH       DEFINED 01 02 14            0    28690        0
SYBASE INC   S                 COM              871130100       93     4400 SH       DEFINED 01 03               0     4400        0
SYBRON DENTAL SPECIALTIES   S  COM              871142105     4608   111749 SH       DEFINED 01 02               0        0   111749
SYCAMORE NETWORKS INC   S      COM              871206108       99    21000 SH       DEFINED 01 03               0    21000        0
SYCAMORE NETWORKS INC   S      COM              871206108      556   118260 SH       DEFINED 01 02 14            0   118260        0
SYCAMORE NETWORKS INC   S      COM              871206108     2208   470230 SH       DEFINED 01 02               0    42070   428160
SYKES ENTERPRISES INC   S      COM              871237103     4586   323520 SH       DEFINED 01 02               0    43080   280440
SYKES ENTERPRISES INC   S      COM              871237103      174    12300 SH       DEFINED 01 03               0    12300        0
SYKES ENTERPRISES INC   S      COM              871237103      980    69070 SH       DEFINED 01 02 14            0    69070        0
SYMANTEC CORP                  COM              871503108       98     5795 SH       DEFINED 01 03               0        0     5795
SYMANTEC CORP   S              COM              871503108     3539   210259 SH       DEFINED 01 03               0   210259        0
SYMANTEC CORP   S              COM              871503108    37114  2205027 SH       DEFINED 01 02               0      327  2204700
SYMBOL TECHNOLOGIES INC   S    COM              871508107      530    50066 SH       DEFINED 01 03               0    50066        0
SYMBOL TECHNOLOGIES INC   S    COM              871508107      147    13895 SH       DEFINED 01 02               0        0    13895
SYMMETRICOM INC   S            COM              871543104      825    96444 SH       DEFINED 01 02               0        0    96444
SYMMETRY MEDICAL INC   S       COM              871546206     2422   114197 SH       DEFINED 01 02               0        0   114197
SYNAPTICS INC.   S             COM              87157D109     1359    61898 SH       DEFINED 01 10               0        0    61898
SYNAPTICS INC.   S             COM              87157D109     1417    64420 SH       DEFINED 01 02               0        0    64420
SYNOPSYS INC                   COM              871607107       63     2822 SH       DEFINED 01 03               0        0     2822
SYNOPSYS INC   S               COM              871607107      403    18046 SH       DEFINED 01 02               0    16777     1269
SYNOVUS FINANCIAL CORP   S     COM              87161C105      466    17211 SH       DEFINED 01 02               0        0    17211
SYNOVUS FINANCIAL CORP   S     COM              87161C105     1679    61990 SH       DEFINED 01 03               0    61990        0
SYNNEX CORP   S                COM              87162W100      803    43209 SH       DEFINED 01 02               0        0    43209
SYRATECH CORP   S              COM              871824108        0      678 SH       DEFINED 01 02               0        0      678
SYRATECH CORPORATION  06/03/20 CONV BND         871824AB4       24    96881 PRN      DEFINED 01 02               0        0    96881
SYSCO CORP   S                 COM              871829107     3394   105886 SH       DEFINED 01 02               0        0   105886
SYSCO CORP   S                 COM              871829107     3928   122566 SH       DEFINED 01 03               0   122566        0
TCF FINANCIAL                  COM              872275102       57     2200 SH       DEFINED 01 03               0        0     2200
TCF FINL CORP MPLS   S         COM              872275102       26      998 SH       DEFINED 01 02               0        0      998
TD AMERITRADE HOLDING CORP   S COM              87236Y108    18747   902165 SH       DEFINED 01 10               0        0   902165
TD AMERITRADE HOLDING CORP   S COM              87236Y108     3243   155394 SH       DEFINED 01 02               0    46124   109270
TECO ENERGY INC   S            COM              872375100      665    41228 SH       DEFINED 01 03               0    41228        0
TECO ENERGY INC   S            COM              872375100     3307   205288 SH       DEFINED 01 02               0     1620   203668
TESSCO TECHNOLOGIES INC   S    COM              872386107      133     7197 SH       DEFINED 01 02               0        0     7197
THQ INC   S                    COM              872443403     3964   153103 SH       DEFINED 01 02               0     6110   146993
TJX COMPANIES INC   S          COM              872540109     7681   309423 SH       DEFINED 01 02               0     3167   306256
TJX COMPANIES INC   S          COM              872540109     2263    91176 SH       DEFINED 01 03               0    91176        0
TRW AUTOMOTIVE HOLDINGS CORP   COM              87264S106      201     8647 SH       DEFINED 01 02               0        0     8647
TTM TECHNOLOGIES   S           COM              87305R109     1961   135346 SH       DEFINED 01 02               0    14750   120596
TXU CORP   S                   COM              873168108     9610   214718 SH       DEFINED 01 02               0        0   214718
TXU CORP   S                   COM              873168108     4099    91578 SH       DEFINED 01 03               0    91578        0
TXU CORP                       COM              873168108       54     1200 SH       DEFINED 01 03               0        0     1200
TAIWAN SEMI ADR   FSUSD        COM              874039100        4      374 SH       DEFINED 01 03               0        0      374
TAIWAN SEMI ADR   FSUSD        COM              874039100     7425   737987 SH       DEFINED 01 02 10            0        0   737987
TAIWAN SEMI ADR   FSUSD        COM              874039100    34077  3394167 SH       DEFINED 01 10               0        0  3394167
TAKE-TWO INTERACTIVE   S       COM              874054109     4640   248623 SH       DEFINED 01 02               0        0   248623
TALBOTS INC   S                COM              874161102     1038    38656 SH       DEFINED 01 02               0        0    38656
TALBOTS INC   S                COM              874161102    12110   450700 SH       DEFINED 01 03               0   450700        0
TALISMAN ENERGY INC   FSUSD    COM              87425E103      983    18490 SH       DEFINED 01 02               0    18490        0
TALK AMERICA HOLDINGS INC   S  COM              87426R202     4392   515021 SH       DEFINED 01 02               0    46910   468111
TALK AMERICA HOLDINGS INC   S  COM              87426R202     1110   130100 SH       DEFINED 01 02 14            0   130100        0
TALK AMERICA HOLDINGS INC   S  COM              87426R202      190    22300 SH       DEFINED 01 03               0    22300        0
TAM SA ADR                     COM              87484D103     8114   431154 SH       DEFINED 01 10               0        0   431154
TALX CORP   S                  COM              874918105     4740   166381 SH       DEFINED 01 02               0    19220   147161
TALX CORP   S                  COM              874918105      128     4500 SH       DEFINED 01 03               0     4500        0
TALX CORP   S                  COM              874918105      711    24940 SH       DEFINED 01 02 14            0    24940        0
TANGER FACTORY OUTLET CENTER   COM              875465106     4163   121000 SH       DEFINED 01 02               0      170   120830
TANOX INC   S                  COM              87588Q109     1700    87674 SH       DEFINED 01 02               0    18120    69554
TANOX INC   S                  COM              87588Q109      169     8700 SH       DEFINED 01 03               0     8700        0
TANOX INC   S                  COM              87588Q109      971    50050 SH       DEFINED 01 02 14            0    50050        0
TARGET CORP   S                COM              87612E106    99975  1922209 SH       DEFINED 01 02               0     1232  1920977
TARGET CORP   S                COM              87612E106     9059   174178 SH       DEFINED 01 03               0   174178        0
TARGET CORP                    COM              87612E106      135     2600 SH       DEFINED 01 03               0        0     2600
TASTY BAKING CO                COM              876553306       71     8900 SH       DEFINED 01 03               0        0     8900
TATA MOTORS LTD - ADR   FSUSD  COM              876568502      427    20490 SH       DEFINED 01 02               0        0    20490
TAUBMAN CENTERS INC   S        COM              876664103     2449    58773 SH       DEFINED 01 02               0        0    58773
TAYLOR CAPITAL GROUP INC   S   COM              876851106     3254    83014 SH       DEFINED 01 02               0    11580    71434
TAYLOR CAPITAL GROUP INC   S   COM              876851106     1229    31320 SH       DEFINED 01 02 14            0    31320        0
TAYLOR CAPITAL GROUP INC   S   COM              876851106      219     5600 SH       DEFINED 01 03               0     5600        0
TEAM INC   S                   COM              878155100      116     3500 SH       DEFINED 01 02               0        0     3500
TECH DATA CORP                 COM              878237106       66     1800 SH       DEFINED 01 03               0        0     1800
TECH DATA CORP   S             COM              878237106      720    19508 SH       DEFINED 01 02               0        0    19508
TECHNE CORP   S                COM              878377100    74578  1240085 SH       DEFINED 01 02               0    25318  1214767
TECHNE CORP   S                COM              878377100     3921    65196 SH       DEFINED 01 03               0    65196        0
TECHNICAL OLYMPIC USA INC   S  COM              878483106     1600    78797 SH       DEFINED 01 10               0        0    78797
TECHNICAL OLYMPIC USA INC   S  COM              878483106     2821   138595 SH       DEFINED 01 02               0        0   138595
TECHNITROL INC   S             COM              878555101     2096    87385 SH       DEFINED 01 02               0        0    87385
TECHNOLOGY INVSTMT CAP CORP    COM              878717305     1093    75182 SH       DEFINED 01 02               0        0    75182
TECUMSEH PRODUCT CLA   S       COM              878895200      121     4942 SH       DEFINED 01 02               0        0     4942
TEKELEC   S                    COM              879101103     1166    84230 SH       DEFINED 01 02               0      130    84100
TEKTRONIX   S                  COM              879131100     7371   206448 SH       DEFINED 01 02               0        0   206448
TEKTRONIX   S                  COM              879131100      576    16143 SH       DEFINED 01 03               0    16143        0
TELE NORTE LESTE P ADR EACH RE COM              879246106    11077   664511 SH       DEFINED 01 10               0        0   664511
TELECOM ARGENTINA  -   FSUSD   COM              879273209      131     9700 SH       DEFINED 01 10               0        0     9700
TELECOM ARGENTINA  -   FSUSD   COM              879273209     4736   349800 SH       DEFINED 01 02 10            0        0   349800
TELEBRAS NEW   FSUSD           COM              879287308      152     4450 SH       DEFINED 01 02               0        0     4450
TELEDYNE TECHNOLOGIES INC   S  COM              879360105      747    20980 SH       DEFINED 01 02 14            0    20980        0
TELEDYNE TECHNOLOGIES INC   S  COM              879360105      153     4300 SH       DEFINED 01 03               0     4300        0
TELEDYNE TECHNOLOGIES INC   S  COM              879360105    11383   319752 SH       DEFINED 01 02               0    17270   302482
TELEFLEX INC   S               COM              879369106     1429    19946 SH       DEFINED 01 02               0      430    19516
TELEFLEX INC                   COM              879369106       43      600 SH       DEFINED 01 03               0        0      600
TELEFONOS DE MEXICO   FSUSD    COM              879403780   138798  6174280 SH       DEFINED 01 02               0        0  6174280
TELEFONOS DE MEXICO   FSUSD    COM              879403780    34322  1527452 SH       DEFINED 01 10               0        0  1527452
TELEPHONE AND DATA   S         COM              879433100     3214    81500 SH       DEFINED 01 02               0        0    81500
TELEPHONE & DATA-SPECIAL SHS   COM              879433860     3002    79500 SH       DEFINED 01 02               0        0    79500
TELIK INC   S                  COM              87959M109      335    17300 SH       DEFINED 01 02               0        0    17300
TELLABS INC   S                COM              879664100    33055  2078941 SH       DEFINED 01 02               0     5879  2073062
TELLABS INC   S                COM              879664100     1431    90025 SH       DEFINED 01 03               0    90025        0
TELLABS                        COM              879664100      108     6800 SH       DEFINED 01 03               0        0     6800
TEMPLE-INLAND INC   S          COM              879868107      978    21942 SH       DEFINED 01 03               0    21942        0
TEMPLE-INLAND INC   S          COM              879868107    46762  1049649 SH       DEFINED 01 02               0     2400  1047249
TEMPLE-INLAND                  COM              879868107       45     1000 SH       DEFINED 01 03               0        0     1000
TEMPLE-INLAND                  COM              879868107      107     2400 SH       DEFINED 01 03               0        0     2400
TELETECH HOLDINGS INC   S      COM              879939106      602    54200 SH       DEFINED 01 02 14            0    54200        0
TELETECH HOLDINGS INC   S      COM              879939106      106     9500 SH       DEFINED 01 03               0     9500        0
TELETECH HOLDINGS INC   S      COM              879939106     3390   305130 SH       DEFINED 01 02               0    40110   265020
TENARIS SA ADR   FSUSD         COM              88031M109      687     3800 SH       DEFINED 01 02               0        0     3800
TENARIS SA ADR   FSUSD         COM              88031M109     5828    32256 SH       DEFINED 01 02 10            0        0    32256
TENARIS SA ADR   FSUSD         COM              88031M109    54828   304044 SH       DEFINED 01 10               0        0   304044
TENET HEALTHCARE CORP   S      COM              88033G100      804   108866 SH       DEFINED 01 03               0   108866        0
TENET HEALTHCARE CORP   S      COM              88033G100    33571  4548878 SH       DEFINED 01 02               0     4032  4544846
TENET HEALTHCARE CORP          COM              88033G100       60     8100 SH       DEFINED 01 03               0        0     8100
TENNANT CO   S                 COM              880345103     2192    41888 SH       DEFINED 01 02               0        0    41888
TENNECO INC   S                COM              880349105     6781   312595 SH       DEFINED 01 02               0    18770   293825
TENNECO INC   S                COM              880349105     1114    51370 SH       DEFINED 01 02 14            0    51370        0
TENNECO INC   S                COM              880349105      202     9300 SH       DEFINED 01 03               0     9300        0
TERADYNE INC   S               COM              880770102      169    10866 SH       DEFINED 01 02               0        0    10866
TERADYNE INC   S               COM              880770102      608    39202 SH       DEFINED 01 03               0    39202        0
TERAYON COMMUNICATION SYS      COM              880775101      397   216760 SH       DEFINED 01 02               0   216760        0
TEREX CORP NEW..   S           COM              880779103    40397   509790 SH       DEFINED 01 02               0      160   509630
TERCICA INC                    COM              88078L105      105    15573 SH       DEFINED 01 10               0        0    15573
TERNIUM SA-SPONSORED ADR   FSU COM              880890108        2       63 SH       DEFINED 01 03               0        0       63
TERNIUM SA-SPONSORED ADR   FSU COM              880890108    54728  1936603 SH       DEFINED 01 10               0        0  1936603
TERNIUM SA-SPONSORED ADR   FSU COM              880890108     8110   286043 SH       DEFINED 01 02               0        0   286043
TERRA INDUSTRIES INC   S       COM              880915103      649    91898 SH       DEFINED 01 02               0        0    91898
TERRA INDUSTRIES INC   S       COM              880915103     1388   197500 SH       DEFINED 01 10               0        0   197500
TERREMARK WORLDWIDE INC        COM              881448203     2274   267848 SH       DEFINED 01 10               0        0   267848
TESORO CORP   S                COM              881609101     6486    95000 SH       DEFINED 01 10               0        0    95000
TESORO CORP   S                COM              881609101     1235    18071 SH       DEFINED 01 02               0        0    18071
TEVA PHARM INDS AD   FSUSD     COM              881624209    75207  1826295 SH       DEFINED 01 02               0        0  1826295
TEVA PHARM INDS AD   FSUSD     COM              881624209    14770   358688 SH       DEFINED 01 02 10            0        0   358688
TEVA PHARM INDS AD   FSUSD     COM              881624209       96     2331 SH       DEFINED 01 03               0        0     2331
TEVA PHARM INDS AD   FSUSD     COM              881624209      916    22236 SH       DEFINED 01 10               0        0    22236
TETRA TECHNOLOGIES INC   S     COM              88162F105    14860   315907 SH       DEFINED 01 02               0     5900   310007
TETRA TECH INC   S             COM              88162G103     2289   119903 SH       DEFINED 01 02               0        0   119903
TESSERA TECHNOLOGIES INC   S   COM              88164L100     2969    92560 SH       DEFINED 01 02               0        0    92560
TEXAS INDUSTRIES INC   S       COM              882491103     7395   122257 SH       DEFINED 01 02               0     8700   113557
TEXAS INDUSTRIES INC   S       COM              882491103     1463    24220 SH       DEFINED 01 02 14            0    24220        0
TEXAS INDUSTRIES INC   S       COM              882491103      284     4700 SH       DEFINED 01 03               0     4700        0
TEXAS INSTRUMENTS INC   S      COM              882508104    10291   316941 SH       DEFINED 01 03               0   316941        0
TEXAS INSTRUMENTS INC   S      COM              882508104    96766  2980099 SH       DEFINED 01 02               0   164003  2816096
TEXAS REGIONAL BANCSHARES INC. COM              882673106      497    16830 SH       DEFINED 01 02               0        0    16830
TEXAS UNITED BANCSHARES   S    COM              882838105      559    26447 SH       DEFINED 01 02               0        0    26447
TEXTRON INC   S                COM              883203101    90195   965788 SH       DEFINED 01 02               0      170   965618
TEXTRON INC   S                COM              883203101     2446    26191 SH       DEFINED 01 03               0    26191        0
TEXTRON INC                    COM              883203101      177     1900 SH       DEFINED 01 03               0        0     1900
TEXTRON INC                    COM              883203101       37      400 SH       DEFINED 01 03               0        0      400
THERAGENICS CORP   S           COM              883375107      212    67172 SH       DEFINED 01 02               0        0    67172
THERMO ELECTRON CORP   S       COM              883556102     1190    32091 SH       DEFINED 01 03               0    32091        0
THERMO ELECTRON CORP   S       COM              883556102    75941  2048025 SH       DEFINED 01 10               0        0  2048025
THERMO ELECTRON CORP   S       COM              883556102     6982   188238 SH       DEFINED 01 02 10            0        0   188238
THERMO ELECTRON CORP   S       COM              883556102     3246    87517 SH       DEFINED 01 02               0        0    87517
THERMOGENESIS CORP   S         COM              883623209       29     7393 SH       DEFINED 01 02               0        0     7393
THOMAS & BETTS CORP   S        COM              884315102    12183   237110 SH       DEFINED 01 02               0      510   236600
THOR INDUSTRIES INC   S        COM              885160101     4273    80070 SH       DEFINED 01 02               0     3670    76400
THORATEC CORP   S              COM              885175307     2101   109058 SH       DEFINED 01 02               0    11020    98038
THORNBURG MORTGAGE INC   S     COM              885218107       68     2510 SH       DEFINED 01 02               0        0     2510
3COM CORP   S                  COM              885535104      177    34600 SH       DEFINED 01 03               0    34600        0
3COM CORP   S                  COM              885535104     1017   198740 SH       DEFINED 01 02 14            0   198740        0
3COM CORP   S                  COM              885535104    22644  4422620 SH       DEFINED 01 02               0    71970  4350650
360NETWORKS INC.   FSUSD       COM              885575100      228    76029 SH       DEFINED 01 02               0        0    76029
3M CO   S                      COM              88579Y101   103706  1370129 SH       DEFINED 01 02               0    33808  1336321
3M CO   S                      COM              88579Y101    11308   149400 SH       DEFINED 01 03               0   149400        0
3M CO   S                      COM              88579Y101     3330    44000 SH       DEFINED 01 10               0        0    44000
TIBCO SOFTWARE INC   S         COM              88632Q103      174    20800 SH       DEFINED 01 03               0    20800        0
TIBCO SOFTWARE INC   S         COM              88632Q103      970   116110 SH       DEFINED 01 02 14            0   116110        0
TIBCO SOFTWARE INC   S         COM              88632Q103    25192  3013271 SH       DEFINED 01 02               0    83715  2929556
TIDEWATER INC   S              COM              886423102   138431  2506454 SH       DEFINED 01 02               0        0  2506454
TIERONE CORP   S               COM              88650R108     7507   221090 SH       DEFINED 01 02               0    20580   200510
TIERONE CORP   S               COM              88650R108     1954    57550 SH       DEFINED 01 02 14            0    57550        0
TIERONE CORP   S               COM              88650R108      363    10700 SH       DEFINED 01 03               0    10700        0
TIFFANY & CO   S               COM              886547108     1057    28154 SH       DEFINED 01 03               0    28154        0
TIFFANY & CO   S               COM              886547108     3285    87486 SH       DEFINED 01 02               0      654    86832
TIM PARTICIPACOES SA -ADR   FS COM              88706P106    14052   379473 SH       DEFINED 01 02 10            0        0   379473
TIM PARTICIPACOES SA -ADR   FS COM              88706P106    45535  1233346 SH       DEFINED 01 10               0        0  1233346
TIMBERLAND CO  -CL A   S       COM              887100105     3159    92300 SH       DEFINED 01 02               0        0    92300
TIMCO AVIATION SERVICES INC. 0 CONV BND         887151AB4        0    11949 PRN      DEFINED 01 02               0        0    11949
TIME WARNER INC                COM              887317105      390    23200 SH       DEFINED 01 03               0        0    23200
TIME WARNER INC   S            COM              887317105   132003  7861960 SH       DEFINED 01 02               0     5631  7856329
TIME WARNER INC   S            COM              887317105    15777   939703 SH       DEFINED 01 03               0   939703        0
TIME WARNER INC   S            COM              887317105     3960   236000 SH       DEFINED 01 10               0        0   236000
TIME WARNER INC                COM              887317105       96     5700 SH       DEFINED 01 03               0        0     5700
TIME WARNER TELECOM   S        COM              887319101     1364    76049 SH       DEFINED 01 02               0        0    76049
TIME WARNER TELECOM   S        COM              887319101    17411   971000 SH       DEFINED 01 10               0        0   971000
TITAN INTERNATIONAL INC   S    COM              88830M102     1126    65200 SH       DEFINED 01 02               0        0    65200
TITANIUM METALS CORP   S       COM              888339207     9097   187398 SH       DEFINED 01 02               0        0   187398
TIVO INC   S                   COM              888706108     1504   208000 SH       DEFINED 01 02               0        0   208000
TODCO-CL A   S                 COM              88889T107     7737   196289 SH       DEFINED 01 02               0     8537   187752
TOLL BROTHERS INC   S          COM              889478103      529    15257 SH       DEFINED 01 02               0    15257        0
TOLL BROTHERS INC   S          COM              889478103     1262    36472 SH       DEFINED 01 10               0        0    36472
TOLL BROTHERS                  COM              889478103       75     2175 SH       DEFINED 01 03               0        0     2175
TOLLGRADE COMMUNICATIONS INC   COM              889542106      411    27598 SH       DEFINED 01 02               0        0    27598
TOMKINS PLC ADR   FSUSD        COM              890030208    40710  1727200 SH       DEFINED 01 02               0        0  1727200
TOMPKINS TRUSTCO INC   S       COM              890110109      266     5527 SH       DEFINED 01 02               0        0     5527
TOO INC   S                    COM              890333107    14439   420350 SH       DEFINED 01 02               0      199   420151
TOO INC   S                    COM              890333107     5285   153870 SH       DEFINED 01 03               0   153870        0
TOOTSIE ROLL INDS   S          COM              890516107      461    15734 SH       DEFINED 01 02               0        0    15734
TOPPS COMPANY INC (THE)   S    COM              890786106     1184   135000 SH       DEFINED 01 02               0        0   135000
TORCHMARK CORP   S             COM              891027104     1170    20498 SH       DEFINED 01 03               0    20498        0
TORCHMARK CORP                 COM              891027104      114     2000 SH       DEFINED 01 03               0        0     2000
TORCHMARK CORP   S             COM              891027104    54089   947290 SH       DEFINED 01 02               0     1789   945501
TOREADOR RESOURCES CORP   S    COM              891050106       30      949 SH       DEFINED 01 02               0        0      949
TORO CO   S                    COM              891092108     4364    91378 SH       DEFINED 01 02               0      600    90778
TOTAL ACCESS COMM   FSUSD      COM              891510992      596   151200 SH       DEFINED 01 02               0        0   151200
TOTAL SA - SPON ADR   FSUSD    COM              89151E109    52784   400700 SH       DEFINED 01 02               0        0   400700
TOWN & COUNTRY TRUST   S       COM              892081100     1496    36845 SH       DEFINED 01 02               0        0    36845
TOYOTA MTR LTD                 COM              892331307       98      900 SH       DEFINED 01 03               0        0      900
TRACTOR SUPPLY COMPANY   S     COM              892356106    11660   175768 SH       DEFINED 01 02               0    11225   164543
TRACTOR SUPPLY COMPANY   S     COM              892356106     2261    34086 SH       DEFINED 01 03               0    34086        0
TRACTOR SUPPLY COMPANY   S     COM              892356106     2861    43184 SH       DEFINED 01 10               0        0    43184
TRADER MEDIA EAST-144A GDR   F COM              89255G109      293    30800 SH       DEFINED 01 02               0        0    30800
TRADESTATION GROUP INC   S     COM              89267P105      301    21758 SH       DEFINED 01 02               0        0    21758
TRANSACTION SYSTEM   S         COM              893416107     3633   116381 SH       DEFINED 01 02               0     7460   108921
TRANSATLANTIC HOLDINGS INC   S COM              893521104    13265   226956 SH       DEFINED 01 02               0      442   226514
TRANSCANADA CORP   FSUSD       COM              89353D107    11586   400500 SH       DEFINED 01 02               0        0   400500
TRANSNEFT   FSUSD              COM              893780999    14780     6454 SH       DEFINED 01 02 10            0        0     6454
TRANSMONTAIGNE INC   S         COM              893934109      150    15300 SH       DEFINED 01 02               0        0    15300
TRAVELZOO INC                  COM              89421Q106      398    20357 SH       DEFINED 01 02               0    20357        0
TREDEGAR CORP   S              COM              894650100     1910   120002 SH       DEFINED 01 02               0        0   120002
TREEHOUSE FOODS INC   S        COM              89469A104     1729    65140 SH       DEFINED 01 02               0        0    65140
TREX COMPANY INC   S           COM              89531P105      188     5918 SH       DEFINED 01 02               0        0     5918
TRIAD HOSPS INC                COM              89579K109       81     1925 SH       DEFINED 01 03               0        0     1925
TRIAD HOSPITALS INC            COM              89579K109     5381   128500 SH       DEFINED 01 10               0   125000     3500
TRIDENT MICROSYSTEMS INC   S   COM              895919108     7286   250728 SH       DEFINED 01 02               0    12370   238358
TRIAD GUARANTY INC   S         COM              895925105      677    14409 SH       DEFINED 01 02               0        0    14409
TRIARC COS-B   S               COM              895927309     1988   113725 SH       DEFINED 01 02               0        0   113725
TRICAN WELL SERVICE   FSUSD    COM              895945103     2277    49900 SH       DEFINED 01 02               0        0    49900
TRIBUNE CO   S                 COM              896047107    20412   744149 SH       DEFINED 01 02               0     3800   740349
TRIBUNE CO   S                 COM              896047107     1421    51814 SH       DEFINED 01 03               0    51814        0
TRICO BANCSHARES   S           COM              896095106     1019    36010 SH       DEFINED 01 02               0    13780    22230
TRICO BANCSHARES   S           COM              896095106     1081    38150 SH       DEFINED 01 02 14            0    38150        0
TRICO BANCSHARES   S           COM              896095106      198     7000 SH       DEFINED 01 03               0     7000        0
TRIMBLE NAVIGATION LTD   S     COM              896239100     5130   113863 SH       DEFINED 01 02               0        0   113863
TRIMBLE NAVIGATION LTD   S     COM              896239100     3764    83694 SH       DEFINED 01 10               0        0    83694
TRINITY INDUSTRIES   S         COM              896522109     2841    52208 SH       DEFINED 01 02               0    12270    39938
TRINITY INDUSTRIES   S         COM              896522109     1834    33750 SH       DEFINED 01 02 14            0    33750        0
TRINITY INDUSTRIES   S         COM              896522109      354     6500 SH       DEFINED 01 03               0     6500        0
TRIQUINT SEMICONDUCTOR   S     COM              89674K103      634   128630 SH       DEFINED 01 02 14            0   128630        0
TRIQUINT SEMICONDUCTOR   S     COM              89674K103      132    26900 SH       DEFINED 01 03               0    26900        0
TRIQUINT SEMICONDUCTOR   S     COM              89674K103    13391  2721450 SH       DEFINED 01 02               0    46130  2675320
TRIUMPH GROUP INC   S          COM              896818101      150     3400 SH       DEFINED 01 03               0     3400        0
TRIUMPH GROUP INC   S          COM              896818101      735    16630 SH       DEFINED 01 02 14            0    16630        0
TRIUMPH GROUP INC   S          COM              896818101     4113    92951 SH       DEFINED 01 02               0     6140    86811
TRIZEC PROPERTIES INC   S      COM              89687P107     2906   112933 SH       DEFINED 01 02               0     1779   111154
TRIZETTO GROUP INC   S         COM              896882107     4025   228801 SH       DEFINED 01 02               0    24780   204021
TRIPATH IMAGING INC   S        COM              896942109      850   121800 SH       DEFINED 01 02               0        0   121800
TRONOX INC-CLASS B   S         COM              897051207      122     7201 SH       DEFINED 01 02 10            0        0     7201
TRONOX INC-CLASS B   S         COM              897051207     3163   186188 SH       DEFINED 01 02               0    19008   167180
TRONOX INC-CLASS B   S         COM              897051207       79     4628 SH       DEFINED 01 03               0     4628        0
TRONOX INC-CLASS B   S         COM              897051207     1084    64209 SH       DEFINED 01 10               0        0    64209
TRUE RELIGION APPAREL INC      COM              89784N104    17108   931320 SH       DEFINED 01 10               0        0   931320
TRUSTCO BANK CORP NY   S       COM              898349105     1909   156872 SH       DEFINED 01 02               0        0   156872
TRUSTMARK CORP   S             COM              898402102     1508    47706 SH       DEFINED 01 02               0        0    47706
TRUSTREET PROPERTIES INC   S   COM              898404108      486    32000 SH       DEFINED 01 02               0        0    32000
TUESDAY MORNING CORP   S       COM              899035505     4397   190424 SH       DEFINED 01 02               0        0   190424
TUPPERWARE BRANDS CORP   S     COM              899896104    15455   750540 SH       DEFINED 01 02               0    13760   736780
TUPPERWARE BRANDS CORP   S     COM              899896104      784    38060 SH       DEFINED 01 02 14            0    38060        0
TUPPERWARE BRANDS CORP   S     COM              899896104      142     6900 SH       DEFINED 01 03               0     6900        0
TURKCELL ILETISIM HIZM  -ADR   COM              900111204      131     7905 SH       DEFINED 01 10               0        0     7905
24/7 REAL MEDIA INC   S        COM              901314203      297    28400 SH       DEFINED 01 02               0        0    28400
TYCO INTERNATIONAL LTD   FSUSD COM              902124106    12193   453624 SH       DEFINED 01 03               0   453624        0
TYCO INTERNATIONAL LTD   FSUSD COM              902124106        1       30 SH       DEFINED 01 05               0        0       30
TYCO INTERNATIONAL LTD   FSUSD COM              902124106   161172  5995941 SH       DEFINED 01 02               0     3815  5992126
TYLER TECHNOLOGIES INC   S     COM              902252105     1865   169574 SH       DEFINED 01 02               0    20630   148944
TYSON FOODS INC  -CL   S       COM              902494103     9288   676028 SH       DEFINED 01 02               0        0   676028
TYSON FOODS INC  -CL   S       COM              902494103      685    49860 SH       DEFINED 01 03               0    49860        0
UAL CORP   S                   COM              902549807    21180   530448 SH       DEFINED 01 02               0        0   530448
UAL CORP   S                   COM              902549807        4       93 SH       DEFINED 01 03               0       93        0
UCBH HOLDINGS INC   S          COM              90262T308     4858   256788 SH       DEFINED 01 02               0        0   256788
UGI CORP   S                   COM              902681105     7043   334274 SH       DEFINED 01 02               0        0   334274
UICI   S                       COM              902737105      710    19204 SH       DEFINED 01 02               0        0    19204
UIL HOLDINGS CORP   S          COM              902748102     4143    79149 SH       DEFINED 01 02               0        0    79149
UMB FINANCIAL CORP   S         COM              902788108      252     3591 SH       DEFINED 01 02               0        0     3591
UST INC                        COM              902911106       42     1000 SH       DEFINED 01 03               0        0     1000
UST INC   S                    COM              902911106     2825    67890 SH       DEFINED 01 02               0     8091    59799
UST INC   S                    COM              902911106     1347    32374 SH       DEFINED 01 03               0    32374        0
UST INC                        COM              902911106       92     2200 SH       DEFINED 01 03               0        0     2200
USA TRUCK INC   S              COM              902925106      158     6400 SH       DEFINED 01 02               0        0     6400
U.S. GLOBAL INVESTORS INC-A    COM              902952100      820    52600 SH       DEFINED 01 02               0        0    52600
US BANCORP DEL                 COM              902973304       52     1700 SH       DEFINED 01 03               0        0     1700
US BANCORP DEL                 COM              902973304      146     4800 SH       DEFINED 01 03               0        0     4800
US BANCORP   S                 COM              902973304    11367   372688 SH       DEFINED 01 03               0   372688        0
US BANCORP   S                 COM              902973304   128071  4199099 SH       DEFINED 01 02               0     8698  4190401
URS CORP   S                   COM              903236107       48     1200 SH       DEFINED 01 03               0     1200        0
URS CORP   S                   COM              903236107     3960    98378 SH       DEFINED 01 02               0        0    98378
URS CORP   S                   COM              903236107     2708    67286 SH       DEFINED 01 10               0        0    67286
USANA HEALTH SCIENCES INC   S  COM              90328M107     2518    60340 SH       DEFINED 01 02               0     3970    56370
USG CORP   S                   COM              903293405     3226    33989 SH       DEFINED 01 02               0      339    33650
USEC INC   S                   COM              90333E108     6091   505500 SH       DEFINED 01 02               0        0   505500
USI HOLDINGS CORP   S          COM              90333H101     2805   173900 SH       DEFINED 01 02               0        0   173900
U S CONCRETE INC   S           COM              90333L102      178    12310 SH       DEFINED 01 02               0    12310        0
U.S.PHYSICAL THERAPY           COM              90337L108       99     5800 SH       DEFINED 01 03               0        0     5800
U.S. PHYSICAL THERAPY INC   S  COM              90337L108     2334   136400 SH       DEFINED 01 02               0        0   136400
USA MOBILITY INC               COM              90341G103      622    21848 SH       DEFINED 01 02               0    21848        0
US AIRWAYS GROUP INC           COM              90341W108    39087   977450 SH       DEFINED 01 10               0        0   977450
UAP HOLDING CORP   S           COM              903441103      125     5800 SH       DEFINED 01 03               0     5800        0
UAP HOLDING CORP   S           COM              903441103     2917   135657 SH       DEFINED 01 02               0    20620   115037
UAP HOLDING CORP   S           COM              903441103      732    34020 SH       DEFINED 01 02 14            0    34020        0
UBIQUITEL INC   S              COM              903474302     5046   499556 SH       DEFINED 01 02               0    23970   475586
ULTICOM INC   S                COM              903844108      567    52800 SH       DEFINED 01 02               0        0    52800
ULTIMATE SOFTWARE GROUP INC    COM              90385D107     3306   127870 SH       DEFINED 01 02               0      140   127730
ULTRA PETROLEUM CORP   FSUSD   COM              903914109     5742    92155 SH       DEFINED 01 02 10            0        0    92155
ULTRA PETROLEUM CORP   FSUSD   COM              903914109    10373   166453 SH       DEFINED 01 02               0    18000   148453
ULTRA PETROLEUM CORP   FSUSD   COM              903914109    45787   735902 SH       DEFINED 01 10               0        0   735902
ULTRATECH INC   S              COM              904034105     1225    50028 SH       DEFINED 01 02               0        0    50028
ULTRATECH CEMENT - REG S GDR   COM              90403E202       36     1160 SH       DEFINED 01 02               0        0     1160
UMPQUA HOLDINGS CORP   S       COM              904214103     3957   138870 SH       DEFINED 01 02               0        0   138870
UNIBANCO ADR   FSUSD           COM              90458E107     5228    70733 SH       DEFINED 01 02               0        0    70733
UNIBANCO ADR   FSUSD           COM              90458E107    14235   192598 SH       DEFINED 01 02 10            0        0   192598
UNIBANCO ADR   FSUSD           COM              90458E107    66400   898642 SH       DEFINED 01 10               0        0   898642
UNIFIED ENERGY ADR   FSUSD     COM              904688108      176     2595 SH       DEFINED 01 10               0        0     2595
UNIFIED ENERGY ADR   FSUSD     COM              904688108     5100    74782 SH       DEFINED 01 02 10            0        0    74782
UNILEVER N V NY SHS            COM              904784709      125     1800 SH       DEFINED 01 03               0        0     1800
UNION BANKSHARES CORP   S      COM              905399101      215     4700 SH       DEFINED 01 02 14            0     4700        0
UNION BANKSHARES CORP   S      COM              905399101       64     1400 SH       DEFINED 01 03               0     1400        0
UNION BANKSHARES CORP   S      COM              905399101      209     4598 SH       DEFINED 01 02               0     1910     2688
UNION PACIFIC CORP   S         COM              907818108    77692   832250 SH       DEFINED 01 02               0      576   831674
UNION PACIFIC                  COM              907818108       65      700 SH       DEFINED 01 03               0        0      700
UNION PACIFIC CORP   S         COM              907818108     4893    52420 SH       DEFINED 01 03               0    52420        0
UNIONBANCAL CORP               COM              908906100       70     1000 SH       DEFINED 01 03               0        0     1000
UNIONBANCAL CORPORATION   S    COM              908906100       40      570 SH       DEFINED 01 02               0      570        0
UNISOURCE ENERGY CORP CO   S   COM              909205106      894    29320 SH       DEFINED 01 02 14            0    29320        0
UNISOURCE ENERGY CORP CO   S   COM              909205106     3658   119937 SH       DEFINED 01 02               0    10510   109427
UNISOURCE ENERGY CORP CO   S   COM              909205106      159     5200 SH       DEFINED 01 03               0     5200        0
UNISYS CORP   S                COM              909214108      466    67668 SH       DEFINED 01 03               0    67668        0
UNISYS CORP   S                COM              909214108     1232   178793 SH       DEFINED 01 02               0     2830   175963
UNIT CORP   S                  COM              909218109    15524   278465 SH       DEFINED 01 02               0     4370   274095
UNITED AUTO GROUP INC   S      COM              909440109     1621    37700 SH       DEFINED 01 02               0        0    37700
UNITED COMMUNITY BANKS/GA   S  COM              90984P105     2268    80576 SH       DEFINED 01 02               0        0    80576
UNITED BANCSHARES   S          COM              909907107     4101   107192 SH       DEFINED 01 02               0    11290    95902
UNITED BANCSHARES   S          COM              909907107     1190    31090 SH       DEFINED 01 02 14            0    31090        0
UNITED BANCSHARES   S          COM              909907107      218     5700 SH       DEFINED 01 03               0     5700        0
UNITED DOMINION REALTY TRUST   COM              910197102      123     4300 SH       DEFINED 01 03               0        0     4300
UNITED FIRE & CASUALTY CO   S  COM              910331107     3311   100639 SH       DEFINED 01 02               0        0   100639
UNITED INDUSTRIAL CORP   S     COM              910671106     1021    16775 SH       DEFINED 01 02               0     3670    13105
UNITED INDL CORP               COM              910671106       97     1600 SH       DEFINED 01 03               0        0     1600
UNITED MICROELECTRON   FSUSD   COM              910873207      626   183640 SH       DEFINED 01 02               0        0   183640
UNITED NATURAL FOODS INC   S   COM              911163103     3554   101610 SH       DEFINED 01 02               0        0   101610
UNITED ONLINE INC   S          COM              911268100      850    66170 SH       DEFINED 01 02 14            0    66170        0
UNITED ONLINE INC   S          COM              911268100      153    11900 SH       DEFINED 01 03               0    11900        0
UNITED ONLINE INC   S          COM              911268100     6300   489708 SH       DEFINED 01 02               0    24200   465508
UNITED PARCEL SERVIC   S       COM              911312106     5516    69500 SH       DEFINED 01 10               0        0    69500
UNITED PARCEL SERVIC   S       COM              911312106    26714   336510 SH       DEFINED 01 02               0        0   336510
UNITED PARCEL SERVIC   S       COM              911312106    17156   216120 SH       DEFINED 01 03               0   216120        0
UNITED RENTALS INC   S         COM              911363109      825    23910 SH       DEFINED 01 02 14            0    23910        0
UNITED RENTALS INC   S         COM              911363109      152     4400 SH       DEFINED 01 03               0     4400        0
UNITED RENTALS INC   S         COM              911363109     3409    98810 SH       DEFINED 01 02               0     8550    90260
US CELLULAR CORP   S           COM              911684108     8470   142700 SH       DEFINED 01 02               0        0   142700
U-STORE-IT TRUST   S           COM              91274F104     2539   125987 SH       DEFINED 01 02               0        0   125987
UNITED STATES STEEL CORP   S   COM              912909108     2070    34109 SH       DEFINED 01 02               0      370    33739
UNITED STATES STEEL CORP   S   COM              912909108     1307    21539 SH       DEFINED 01 03               0    21539        0
UNITED STATES STEEL CORP   S   COM              912909108    12080   199114 SH       DEFINED 01 10               0        0   199114
UNITED STATIONERS INC   S      COM              913004107     8281   155985 SH       DEFINED 01 02               0     7330   148655
UNITED STATIONERS INC   S      COM              913004107      191     3600 SH       DEFINED 01 03               0     3600        0
UNITED STATIONERS INC   S      COM              913004107     1066    20070 SH       DEFINED 01 02 14            0    20070        0
UNITED SURGICAL PAR   S        COM              913016309     4835   136536 SH       DEFINED 01 02               0     2500   134036
UNITED SURGICAL PAR   S        COM              913016309      251     7096 SH       DEFINED 01 10               0        0     7096
UNITED SURGICAL PAR   S        COM              913016309      437    12335 SH       DEFINED 01 03               0    12335        0
UNITED TECHNOLOGIES CORP   S   COM              913017109   204183  3522238 SH       DEFINED 01 02               0    40265  3481973
UNITED TECHNOLOGIES CORP   S   COM              913017109    75726  1306991 SH       DEFINED 01 10               0        0  1306991
UNITED TECHNOLOGIES CORP   S   COM              913017109     6808   117435 SH       DEFINED 01 02 10            0        0   117435
UNITED TECHNOLOGIES CORP   S   COM              913017109    15956   275242 SH       DEFINED 01 03               0   275242        0
UNITED THERAPEUTICS CORP   S   COM              91307C102     2360    35610 SH       DEFINED 01 02               0     2240    33370
UNITEDHEALTH GROUP   S         COM              91324P102   219059  3921577 SH       DEFINED 01 02               0     7108  3914469
UNITEDHEALTH GROUP   S         COM              91324P102   178611  3197481 SH       DEFINED 01 03               0  3197481        0
UNITEDHEALTH GROUP   S         COM              91324P102    48308   864973 SH       DEFINED 01 10               0        0   864973
UNITRIN INC   S                COM              913275103     2801    60200 SH       DEFINED 01 02               0        0    60200
UNIVERSAL AMER FINANCIAL CRP   COM              913377107      655    42578 SH       DEFINED 01 02               0        0    42578
UNIVERSAL CORP   S             COM              913456109      103     2800 SH       DEFINED 01 03               0     2800        0
UNIVERSAL CORP   S             COM              913456109      511    13920 SH       DEFINED 01 02 14            0    13920        0
UNIVERSAL CORP   S             COM              913456109     1500    40798 SH       DEFINED 01 02               0     2680    38118
UNIVERSAL ELECTRONICS INC   S  COM              913483103     1963   110935 SH       DEFINED 01 02               0        0   110935
UNIVERSAL FOREST PRODUCTS   S  COM              913543104     8375   131919 SH       DEFINED 01 02               0     6000   125919
UNIVERSAL FOREST PRODUCTS   S  COM              913543104     1047    16480 SH       DEFINED 01 02 14            0    16480        0
UNIVERSAL FOREST PRODUCTS   S  COM              913543104      210     3300 SH       DEFINED 01 03               0     3300        0
UNIVERSAL HEALTH REALTY INCOME COM              91359E105      710    19435 SH       DEFINED 01 02               0        0    19435
UNIVERSAL HEALTH SERVICES-B    COM              913903100        2       37 SH       DEFINED 01 03               0       37        0
UNIVERSAL HEALTH SERVICES-B    COM              913903100    11108   218700 SH       DEFINED 01 02               0        0   218700
UNIVERSAL TECHNICAL INSTITUT   COM              913915104     1451    48205 SH       DEFINED 01 02               0        0    48205
UNIVISION COMMUNICATIONS   S   COM              914906102     3308    96000 SH       DEFINED 01 10               0        0    96000
UNIVISION COMMUNICATIONS   S   COM              914906102    43686  1267409 SH       DEFINED 01 02               0    25874  1241535
UNIVISION COMMUNICATIONS   S   COM              914906102     3117    90438 SH       DEFINED 01 03               0    90438        0
UNUMPROVIDENT CORP   S         COM              91529Y106    17471   853093 SH       DEFINED 01 02               0     5045   848048
UNUMPROVIDENT CORP             COM              91529Y106      111     5400 SH       DEFINED 01 03               0        0     5400
UNUMPROVIDENT CORP             COM              91529Y106       33     1600 SH       DEFINED 01 03               0        0     1600
UNUMPROVIDENT CORP   S         COM              91529Y106     1580    77155 SH       DEFINED 01 03               0    77155        0
UNUMPROVIDENT CORPORATION 08.2 CONV PRF         91529Y403    20866   534900 SH       DEFINED 01 02               0        0   534900
URBAN OUTFITTERS INC   S       COM              917047102     1552    63257 SH       DEFINED 01 10               0        0    63257
URBAN OUTFITTERS INC   S       COM              917047102      466    18994 SH       DEFINED 01 03               0    18994        0
URBAN OUTFITTERS INC   S       COM              917047102    14060   572847 SH       DEFINED 01 02               0     3824   569023
URSTADT BIDDLE PPTYS CL A      COM              917286205       95     5300 SH       DEFINED 01 03               0        0     5300
UTSTARCOM INC.   S             COM              918076100    11035  1754359 SH       DEFINED 01 02               0        0  1754359
VCA ANTECH INC   S             COM              918194101     4170   146409 SH       DEFINED 01 02               0    11997   134412
VCA ANTECH INC   S             COM              918194101     1668    58564 SH       DEFINED 01 03               0    58564        0
V F CORP                       COM              918204108       46      800 SH       DEFINED 01 03               0        0      800
V F CORP                       COM              918204108      131     2300 SH       DEFINED 01 03               0        0     2300
VF CORP   S                    COM              918204108    18144   318862 SH       DEFINED 01 02               0     1023   317839
VF CORP   S                    COM              918204108      993    17445 SH       DEFINED 01 03               0    17445        0
VAIL RESORTS INC   S           COM              91879Q109     1555    40680 SH       DEFINED 01 02 14            0    40680        0
VAIL RESORTS INC   S           COM              91879Q109      275     7200 SH       DEFINED 01 03               0     7200        0
VAIL RESORTS INC   S           COM              91879Q109     4762   124580 SH       DEFINED 01 02               0    14910   109670
VALASSIS COMMUNICATIONS INC    COM              918866104    13072   445039 SH       DEFINED 01 02               0        0   445039
VALEANT PHARMACEUTICALS        COM              91911X104      227    14386 SH       DEFINED 01 10               0        0    14386
VALERO ENERGY                  COM              91913Y100       76     1275 SH       DEFINED 01 03               0        0     1275
VALERO ENERGY CORP   S         COM              91913Y100     4219    70568 SH       DEFINED 01 02               0    36418    34150
VALERO ENERGY                  COM              91913Y100       60     1000 SH       DEFINED 01 03               0        0     1000
VALERO ENERGY CORP   S         COM              91913Y100    38083   637364 SH       DEFINED 01 10               0        0   637364
VALERO ENERGY CORP   S         COM              91913Y100    12376   207024 SH       DEFINED 01 02 10            0        0   207024
VALERO ENERGY CORP   S         COM              91913Y100     7357   123060 SH       DEFINED 01 03               0   123060        0
VALMONT INDUSTRIES   S         COM              920253101     1448    34441 SH       DEFINED 01 02               0        0    34441
VALOR COMMUNICATIONS GROUP   S COM              920255106       41     3139 SH       DEFINED 01 02               0        0     3139
VALUECLICK INC.   S            COM              92046N102     3213   189897 SH       DEFINED 01 02               0    14710   175187
VALUEVISION MEDIA INC   S      COM              92047K107      671    52500 SH       DEFINED 01 02               0        0    52500
VARIAN INC   S                 COM              922206107      202     4900 SH       DEFINED 01 03               0     4900        0
VARIAN INC   S                 COM              922206107     4054    98420 SH       DEFINED 01 02               0     9780    88640
VARIAN INC   S                 COM              922206107     1116    27080 SH       DEFINED 01 02 14            0    27080        0
VARIAN SEMICONDUCTOR EQUIP   S COM              922207105     6466   230263 SH       DEFINED 01 02               0     5955   224308
VARIAN MEDICAL SYSTEMS INC   S COM              92220P105     4165    74174 SH       DEFINED 01 02               0     6377    67797
VASCO DATA SECURITY   S        COM              92230Y104      347    42442 SH       DEFINED 01 02               0        0    42442
VECTREN CORPORATION            COM              92240G101       50     1901 SH       DEFINED 01 02               0        0     1901
VECTOR GROUP LTD   S           COM              92240M108     1745    91515 SH       DEFINED 01 02               0        0    91515
VEECO INSTRUMENTS INC   S      COM              922417100     1313    56236 SH       DEFINED 01 02               0        0    56236
VENTAS INC   S                 COM              92276F100     3405   102610 SH       DEFINED 01 02               0        0   102610
VENTANA MEDICAL SYSTEMS   S    COM              92276H106      972    23259 SH       DEFINED 01 03               0    23259        0
VENTANA MEDICAL SYSTEMS   S    COM              92276H106     1364    32664 SH       DEFINED 01 02               0     4720    27944
VENTIV HEALTH INC   S          COM              922793104     7643   230092 SH       DEFINED 01 02               0    13400   216692
VERIFONE HOLDINGS INC   S      COM              92342Y109    61348  2025319 SH       DEFINED 01 02               0    53763  1971556
VERIFONE HOLDINGS INC   S      COM              92342Y109     3909   129028 SH       DEFINED 01 03               0   129028        0
VERISIGN INC   S               COM              92343E102      323    13430 SH       DEFINED 01 02               0        0    13430
VERISIGN INC   S               COM              92343E102     1391    57900 SH       DEFINED 01 10               0        0    57900
VERISIGN INC   S               COM              92343E102     1180    49200 SH       DEFINED 01 03               0    49200        0
VERITAS DGC INC   S            COM              92343P107     8496   187175 SH       DEFINED 01 02               0    60250   126925
VERITAS DGC INC   S            COM              92343P107     1532    33750 SH       DEFINED 01 02 14            0    33750        0
VERITAS DGC INC   S            COM              92343P107      186     4100 SH       DEFINED 01 03               0     4100        0
VERIZON COMMUNICATIONS INC   S COM              92343V104     3541   104000 SH       DEFINED 01 10               0        0   104000
VERIZON COMMUNICATIONS         COM              92343V104       61     1800 SH       DEFINED 01 03               0        0     1800
VERIZON COMMUNICATIONS         COM              92343V104       60     1775 SH       DEFINED 01 03               0        0     1775
VERIZON COMMUNICATIONS         COM              92343V104      531    15600 SH       DEFINED 01 03               0        0    15600
VERIZON COMMUNICATIONS INC   S COM              92343V104   354402 10405167 SH       DEFINED 01 02               0    30533 10374634
VERIZON COMMUNICATIONS INC   S COM              92343V104    20998   616497 SH       DEFINED 01 03               0   616497        0
VERINT SYSTEMS INC   S         COM              92343X100      690    19500 SH       DEFINED 01 02               0        0    19500
VERTEX PHARMACEUTICALS INC   S COM              92532F100     1937    52960 SH       DEFINED 01 02 14            0    52960        0
VERTEX PHARMACEUTICALS INC   S COM              92532F100      348     9500 SH       DEFINED 01 03               0     9500        0
VERTEX PHARMACEUTICALS INC   S COM              92532F100     7231   197615 SH       DEFINED 01 02               0    19000   178615
VERTRUE INC   S                COM              92534N101     1362    32568 SH       DEFINED 01 02               0        0    32568
VIAD CORP   S                  COM              92552R406     2386    69579 SH       DEFINED 01 02               0        0    69579
VIASAT INC   S                 COM              92552V100     1367    47712 SH       DEFINED 01 02               0        0    47712
VIACOM INC-CLASS A   S         COM              92553P102     4109   106000 SH       DEFINED 01 02               0        0   106000
VIACOM INC-CLASS B   S         COM              92553P201   115234  2970014 SH       DEFINED 01 02               0        0  2970014
VIACOM INC CLASS B NEW         COM              92553P201      149     3850 SH       DEFINED 01 03               0        0     3850
VIACOM INC-CLASS B   S         COM              92553P201     5943   153175 SH       DEFINED 01 03               0        0   153175
VIACOM INC-CLASS B   S         COM              92553P201     1784    46000 SH       DEFINED 01 10               0        0    46000
VIASYS HEALTHCARE INC   S      COM              92553Q209     3025   100563 SH       DEFINED 01 02               0        0   100563
VICOR CORP   S                 COM              925815102      798    40428 SH       DEFINED 01 02               0        0    40428
VIGNETTE CORPORATION   S       COM              926734401     3731   252900 SH       DEFINED 01 02               0        0   252900
VIISAGE TECHNOLOGY INC   S     COM              92675K205      930    53147 SH       DEFINED 01 02               0        0    53147
VINEYARD NATL BANCORP CO   S   COM              927426106      576    19690 SH       DEFINED 01 02 14            0    19690        0
VINEYARD NATL BANCORP CO   S   COM              927426106     2660    90820 SH       DEFINED 01 02               0    13110    77710
VINEYARD NATL BANCORP CO   S   COM              927426106      100     3410 SH       DEFINED 01 03               0     3410        0
VIRGINIA COMMERCE BANCORP   S  COM              92778Q109      100     2793 SH       DEFINED 01 02               0        0     2793
VIROPHARMA INC   S             COM              928241108      134    10548 SH       DEFINED 01 02               0        0    10548
VIROPHARMA INC   S             COM              928241108     2110   166238 SH       DEFINED 01 10               0        0   166238
VISHAY INTERTECHNOLOGY INC   S COM              928298108    11829   830700 SH       DEFINED 01 02               0        0   830700
VISTEON CORP   S               COM              92839U107     3348   728000 SH       DEFINED 01 02               0        0   728000
VITAL SIGNS INC   S            COM              928469105     3352    61029 SH       DEFINED 01 02               0        0    61029
VITAL IMAGES INC   S           COM              92846N104      930    27279 SH       DEFINED 01 02               0     8800    18479
VITRAN CORP INC   FSUSD        COM              92850E107      652    32500 SH       DEFINED 01 02               0        0    32500
VIVENDI UNIVERSAL   FSUSD      COM              92851S204     7011   205000 SH       DEFINED 01 02               0        0   205000
VODAFONE GROUP PLC.   FSUSD    COM              92857W100    49135  2350928 SH       DEFINED 01 02               0        0  2350928
VODAFONE GROUP PLC.   FSUSD    COM              92857W100      353    16865 SH       DEFINED 01 03               0        0    16865
VOLGATELECOM-$   FSUSD         COM              928650993     4789  1124158 SH       DEFINED 01 02 10            0    82286  1041872
VOLT INFO SCIENCES INC   S     COM              928703107      522    17094 SH       DEFINED 01 02               0        0    17094
VOLTERRA SEMICONDUCTOR CORP    COM              928708106      229    12000 SH       DEFINED 01 10               0        0    12000
VORNADO REALTY TRUST   S       COM              929042109    10416   108503 SH       DEFINED 01 02               0      490   108013
VORNADO REALTY TRUST   S       COM              929042109     2254    23480 SH       DEFINED 01 03               0    23480        0
VORNADO REALTY TRUST           COM              929042109       38      400 SH       DEFINED 01 03               0        0      400
VOTORANTIM CELULOSE-SPON ADR   COM              92906P106     4988   309238 SH       DEFINED 01 10               0        0   309238
VULCAN MATERIALS CO   S        COM              929160109    18777   216689 SH       DEFINED 01 02               0      727   215962
VULCAN MATERIALS CO   S        COM              929160109     1721    19861 SH       DEFINED 01 03               0    19861        0
VULCAN MATERIALS CO   S        COM              929160109     4506    52000 SH       DEFINED 01 10               0        0    52000
W&T OFFSHORE INC   S           COM              92922P106      137     3400 SH       DEFINED 01 03               0     3400        0
W&T OFFSHORE INC   S           COM              92922P106     3515    87201 SH       DEFINED 01 02               0    12460    74741
W&T OFFSHORE INC   S           COM              92922P106      766    19020 SH       DEFINED 01 02 14            0    19020        0
WD-40 CO   S                   COM              929236107     1421    46073 SH       DEFINED 01 02               0    11090    34983
WCI COMMUNITIES INC   S        COM              92923C104     2235    80347 SH       DEFINED 01 02               0        0    80347
WGL HOLDINGS INC   S           COM              92924F106     2766    90964 SH       DEFINED 01 02               0        0    90964
W HOLDING COMPANY INC   S      COM              929251106     1326   168489 SH       DEFINED 01 02               0    23210   145279
W HOLDING COMPANY INC   S      COM              929251106      509    64450 SH       DEFINED 01 02 14            0    64450        0
W HOLDING COMPANY INC   S      COM              929251106       92    11700 SH       DEFINED 01 03               0    11700        0
W-H ENERGY SERVICES INC   S    COM              92925E108     5049   113477 SH       DEFINED 01 02               0     5390   108087
WMS INDUSTRIES INC   S         COM              929297109     1517    50417 SH       DEFINED 01 02               0        0    50417
WPP GROUP PLC  -ADR   FSUSD    COM              929309409     3096    51600 SH       DEFINED 01 02               0        0    51600
WPP GROUP PLC  -ADR   FSUSD    COM              929309409    13242   220700 SH       DEFINED 01 03               0        0   220700
WSFS FINANCIAL CORP   S        COM              929328102      262     4174 SH       DEFINED 01 03               0     4174        0
WSFS FINANCIAL CORP   S        COM              929328102     4531    72110 SH       DEFINED 01 02               0    10386    61724
WSFS FINANCIAL CORP   S        COM              929328102     1340    21340 SH       DEFINED 01 02 14            0    21340        0
WABASH NATIONAL CORP   S       COM              929566107     9038   457623 SH       DEFINED 01 02               0        0   457623
WABTEC CORP   S                COM              929740108       18      540 SH       DEFINED 01 02 14            0      540        0
WABTEC CORP   S                COM              929740108     3642   111734 SH       DEFINED 01 02               0    12680    99054
WACHOVIA CORP   S              COM              929903102   203972  3639057 SH       DEFINED 01 02               0     3338  3635719
WACHOVIA CORP   S              COM              929903102     3367    60074 SH       DEFINED 01 02 10            0        0    60074
WACHOVIA CORP   S              COM              929903102    19193   342429 SH       DEFINED 01 03               0   342429        0
WACHOVIA CORP   S              COM              929903102     2825    50400 SH       DEFINED 01 10               0        0    50400
WACHOVIA CORP                  COM              929903102      437     7800 SH       DEFINED 01 03               0        0     7800
WADDELL & REED FIN   S         COM              930059100      474    20525 SH       DEFINED 01 02               0        0    20525
WADDELL & REED FIN             COM              930059100       62     2700 SH       DEFINED 01 03               0        0     2700
WAL MART STORES INC   S        COM              931142103   182364  3860345 SH       DEFINED 01 02               0    42107  3818238
WAL MART STORES INC   S        COM              931142103    23364   494586 SH       DEFINED 01 03               0   494586        0
WAL MART STORES INC   S        COM              931142103    86148  1824013 SH       DEFINED 01 10               0        0  1824013
WALGREEN CO   S                COM              931422109     2398    55586 SH       DEFINED 01 02               0        0    55586
WALGREEN CO   S                COM              931422109     8638   200283 SH       DEFINED 01 03               0   200283        0
WALGREEN CO   S                COM              931422109     4794   111153 SH       DEFINED 01 02 10            0        0   111153
WALGREEN CO   S                COM              931422109     1277    29617 SH       DEFINED 01 10               0        0    29617
WALTER INDUSTRIES INC   S      COM              93317Q105      204     3060 SH       DEFINED 01 02               0     3060        0
WANT-WANT HOLDINGS.   FSUSD    COM              933697997        1      930 SH       DEFINED 01 02               0        0      930
WARNACO GROUP INC/THE   S      COM              934390402     3018   125710 SH       DEFINED 01 02               0      110   125600
WARREN RESOURCES INC   S       COM              93564A100      272    18280 SH       DEFINED 01 02               0        0    18280
WASHINGTON FEDERAL INC   S     COM              938824109       32     1323 SH       DEFINED 01 02               0        0     1323
WASHINGTON GROUP INTL INC   S  COM              938862208      235     4100 SH       DEFINED 01 03               0     4100        0
WASHINGTON GROUP INTL INC   S  COM              938862208     1183    20620 SH       DEFINED 01 02 14            0    20620        0
WASHINGTON GROUP INTL INC   S  COM              938862208     5074    88375 SH       DEFINED 01 02               0     7300    81075
WASHINGTON MUTUAL INC   S      COM              939322103     8363   196224 SH       DEFINED 01 03               0   196224        0
WASHINGTON MUTUAL SAVINGS BANK COM              939322103      213     5000 SH       DEFINED 01 03               0        0     5000
WASHINGTON MUTUAL INC   S      COM              939322103     8183   192000 SH       DEFINED 01 10               0        0   192000
WASHINGTON MUTUAL INC   S      COM              939322103    82695  1940343 SH       DEFINED 01 02               0     7326  1933017
WASTE CONNECTIONS INC   S      COM              941053100     6977   175291 SH       DEFINED 01 02               0        0   175291
WASTE MANAGEMENT INC   S       COM              94106L109     4839   137090 SH       DEFINED 01 03               0   137090        0
WASTE MANAGEMENT INC   S       COM              94106L109    73526  2082839 SH       DEFINED 01 02               0        0  2082839
WASTE MANAGEMENT INC           COM              94106L109       71     2000 SH       DEFINED 01 03               0        0     2000
WATER PIK TECHNOLOGIES INC   S COM              94113U100       42     1500 SH       DEFINED 01 02               0        0     1500
WATERS CORP   S                COM              941848103      248     5750 SH       DEFINED 01 02               0        0     5750
WATERS CORP   S                COM              941848103      893    20685 SH       DEFINED 01 03               0    20685        0
WATSCO INC   S                 COM              942622200     4018    56768 SH       DEFINED 01 10               0        0    56768
WATSCO INC   S                 COM              942622200    10079   141864 SH       DEFINED 01 02               0     3400   138464
WATSON PHARMACEUTICALS INC   S COM              942683103    12091   420694 SH       DEFINED 01 02               0      225   420469
WATSON PHARMACEUTICALS INC   S COM              942683103      578    20100 SH       DEFINED 01 03               0    20100        0
WATSON WYATT WORLDWIDE INC   S COM              942712100     2882    88460 SH       DEFINED 01 02               0        0    88460
WATTS WATER TECHNOLOGIES   S   COM              942749102     6225   171308 SH       DEFINED 01 02               0        0   171308
WAUSAU PAPER CORP   S          COM              943315101     1523   107480 SH       DEFINED 01 02               0        0   107480
WEBEX COMMUNICATIONS INC   S   COM              94767L109     5467   162391 SH       DEFINED 01 02               0     7015   155376
WEBEX COMMUNICATIONS INC   S   COM              94767L109     1161    34473 SH       DEFINED 01 03               0    34473        0
WEBSENSE INC   S               COM              947684106     9921   359682 SH       DEFINED 01 02               0     4260   355422
WEBSIDESTORY   S               COM              947685103      500    29087 SH       DEFINED 01 02               0        0    29087
WEBMETHODS INC..   S           COM              94768C108     1878   223088 SH       DEFINED 01 02               0    36830   186258
WEBMETHODS INC..   S           COM              94768C108      871   103400 SH       DEFINED 01 02 14            0   103400        0
WEBMETHODS INC..   S           COM              94768C108      157    18600 SH       DEFINED 01 03               0    18600        0
WEIGHT WATCHERS INTL INC   S   COM              948626106      250     4867 SH       DEFINED 01 02               0     4867        0
WEIS MARKETS INC   S           COM              948849104     3716    83335 SH       DEFINED 01 02               0        0    83335
WELLCARE HEALTH PLANS INC   S  COM              94946T106     1639    36060 SH       DEFINED 01 02 14            0    36060        0
WELLCARE HEALTH PLANS INC   S  COM              94946T106      304     6700 SH       DEFINED 01 03               0     6700        0
WELLCARE HEALTH PLANS INC   S  COM              94946T106     7009   154240 SH       DEFINED 01 02               0    22720   131520
WELLMAN INC   S                COM              949702104      229    36033 SH       DEFINED 01 02               0        0    36033
WELLPOINT INC   S              COM              94973V107    39408   508974 SH       DEFINED 01 02               0     1308   507666
WELLPOINT INC   S              COM              94973V107    10011   129294 SH       DEFINED 01 02 10            0        0   129294
WELLPOINT INC   S              COM              94973V107    10114   130618 SH       DEFINED 01 03               0   130618        0
WELLPOINT INC   S              COM              94973V107   100495  1298213 SH       DEFINED 01 10               0        0  1298213
WELLS FARGO & COMPANY   S      COM              949746101    52888   828315 SH       DEFINED 01 10               0        0   828315
WELLS FARGO & CO NEW           COM              949746101       64     1003 SH       DEFINED 01 03               0        0     1003
WELLS FARGO & CO NEW           COM              949746101      236     3700 SH       DEFINED 01 03               0        0     3700
WELLS FARGO & COMPANY   S      COM              949746101   289858  4538279 SH       DEFINED 01 02               0    76916  4461363
WELLS FARGO & COMPANY   S      COM              949746101    21182   331642 SH       DEFINED 01 03               0   331642        0
WELLSFORD REAL PROPERTIES   S  COM              950240200     2274   287500 SH       DEFINED 01 02               0        0   287500
WENDYS INTL INC   S            COM              950590109     1404    22624 SH       DEFINED 01 03               0    22624        0
WENDYS INTL INC   S            COM              950590109     4716    76000 SH       DEFINED 01 10               0        0    76000
WENDYS INTL INC   S            COM              950590109     5840    94106 SH       DEFINED 01 02               0     1050    93056
WERNER ENTERPRISES INC   S     COM              950755108     2191   119257 SH       DEFINED 01 02               0        0   119257
WESCO INTERNATIONAL   S        COM              95082P105    17044   250615 SH       DEFINED 01 02               0     7020   243595
WESCO INTERNATIONAL   S        COM              95082P105    19253   283095 SH       DEFINED 01 03               0   283095        0
WEST COAST BANCORP/OREGON   S  COM              952145100     1424    50960 SH       DEFINED 01 02 14            0    50960        0
WEST COAST BANCORP             COM              952145100       61     2200 SH       DEFINED 01 03               0        0     2200
WEST COAST BANCORP/OREGON   S  COM              952145100      254     9100 SH       DEFINED 01 03               0     9100        0
WEST COAST BANCORP/OREGON   S  COM              952145100     1336    47800 SH       DEFINED 01 02               0    18270    29530
WEST CORP   S                  COM              952355105     3919    87749 SH       DEFINED 01 02               0      780    86969
WEST PHARMACEUTICAL SERVICES   COM              955306105       32      934 SH       DEFINED 01 02               0        0      934
WESTAR ENERGY INC.   S         COM              95709T100     3441   165369 SH       DEFINED 01 02               0        0   165369
WESTELL TECHNOLOGIES   S       COM              957541105     3116   765560 SH       DEFINED 01 02               0    37760   727800
WESTERN ALLIANCE BANCORP       COM              957638109       38     1017 SH       DEFINED 01 02               0     1017        0
WESTERN DIGITAL CORP   S       COM              958102105      375    19283 SH       DEFINED 01 02               0        0    19283
WESTERN GAS RESOURCES INC   S  COM              958259103       26      535 SH       DEFINED 01 02               0        0      535
WESTERN REFINING INC           COM              959319104     6530   304000 SH       DEFINED 01 10               0   280000    24000
WESTERN SILVER CORP (USD)      COM              959531104      101     4287 SH       DEFINED 01 02               0     4287        0
WESTLAKE CHEMICAL CORP   S     COM              960413102      221     6400 SH       DEFINED 01 03               0     6400        0
WESTLAKE CHEMICAL CORP   S     COM              960413102     1250    36190 SH       DEFINED 01 02 14            0    36190        0
WESTLAKE CHEMICAL CORP   S     COM              960413102     2395    69315 SH       DEFINED 01 02               0    12980    56335
WESTWOOD HOLDINGS              COM              961765104       81     4100 SH       DEFINED 01 03               0        0     4100
WESTWOOD ONE INC   S           COM              961815107     1476   133700 SH       DEFINED 01 02               0        0   133700
WEYCO GROUP INC                COM              962149100      104     4600 SH       DEFINED 01 03               0        0     4600
WEYERHAEUSER CO   S            COM              962166104     4401    60761 SH       DEFINED 01 03               0    60761        0
WEYERHAEUSER CO                COM              962166104       51      700 SH       DEFINED 01 03               0        0      700
WEYERHAEUSER CO   S            COM              962166104    40625   561274 SH       DEFINED 01 10               0        0   561274
WEYERHAEUSER CO   S            COM              962166104   100259  1384228 SH       DEFINED 01 02               0      666  1383562
WHEELING-PITTSBURGH CORP   S   COM              963142302     5974   325380 SH       DEFINED 01 03               0   325380        0
WHIRLPOOL CORP                 COM              963320106       37      400 SH       DEFINED 01 03               0        0      400
WHIRLPOOL CORP   S             COM              963320106   106240  1161477 SH       DEFINED 01 02               0      831  1160646
WHIRLPOOL CORP   S             COM              963320106     2044    22351 SH       DEFINED 01 03               0    22351        0
WHIRLPOOL FINANCIAL 06.550% 09 PRF              963328208      908     9018 SH       DEFINED 01 04               0        0     9018
WHITING PETROLEUM CORP   S     COM              966387102     5572   135933 SH       DEFINED 01 02               0        0   135933
WHITNEY HOLDING CORP   S       COM              966612103     4705   132684 SH       DEFINED 01 02               0        0   132684
WHOLE FOODS MARKET INC   S     COM              966837106     7126   107250 SH       DEFINED 01 03               0   107250        0
WHOLE FOODS MARKET INC   S     COM              966837106    91326  1374569 SH       DEFINED 01 02               0    27666  1346903
WILD OATS MARKETS INC   S      COM              96808B107     1123    55218 SH       DEFINED 01 02               0        0    55218
WILEY JOHN &SONS INC   S       COM              968223206       26      700 SH       DEFINED 01 02               0        0      700
WILLIAMS COS INC   S           COM              969457100     8805   411636 SH       DEFINED 01 02               0    70665   340971
WILLIAM COS                    COM              969457100      166     7738 SH       DEFINED 01 03               0        0     7738
WILLIAMS COS INC   S           COM              969457100     2517   117679 SH       DEFINED 01 03               0   117679        0
WILLIAMS-SONOMA INC   S        COM              969904101     5399   127339 SH       DEFINED 01 03               0   127339        0
WILLIAMS-SONOMA INC   S        COM              969904101    83012  1957841 SH       DEFINED 01 02               0    42906  1914935
WILMINGTON TRUST CORP   S      COM              971807102     1257    28975 SH       DEFINED 01 02               0        0    28975
WILSHIRE WI ADVISOR - WARRANTS WT               97187@117       49       12 SH       DEFINED 01 05               0        0       12
WILSHIRE LA ADVISORS  01/01/20 WT               97188#AA4       47       12 SH       DEFINED 01 05               0        0       12
WILSHIRE PARTNER LLC - WARRANT WT               97189#113        4        4 SH       DEFINED 01 05               0        0        4
WILSHIRE PARTNER LLC - WARRANT WT               97189#113        4        4 SH       DEFINED 01 02               0        0        4
WILSHIRE NY ADVISORS  01/01/20 WT               971993118       34       30 SH       DEFINED 01 05               0        0       30
WILSHIRE NY ADVISORS  01/01/20 WT               971993118       34       30 SH       DEFINED 01 02               0        0       30
WIND RIVER SYSTEMS INC   S     COM              973149107      112     8960 SH       DEFINED 01 02               0     8960        0
WINDROSE MEDICAL PROPERTIES    COM              973491103      486    32228 SH       DEFINED 01 02               0        0    32228
WINNEBAGO INDUSTRIES   S       COM              974637100     5094   167886 SH       DEFINED 01 02               0        0   167886
WINSTON HOTELS INC   S         COM              97563A102      917    80700 SH       DEFINED 01 02               0        0    80700
WINTRUST FINANCIAL CORP   S    COM              97650W108     3119    53630 SH       DEFINED 01 02               0        0    53630
WISCONSIN ENERGY CORP   S      COM              976657106       39      980 SH       DEFINED 01 02               0      980        0
WITNESS SYSTEMS INC   S        COM              977424100      424    16710 SH       DEFINED 01 02               0        0    16710
WOLVERINE TUBE INC   S         COM              978093102      127    31511 SH       DEFINED 01 02               0        0    31511
WOLVERINE WORLD WIDE INC   S   COM              978097103     5795   261855 SH       DEFINED 01 02               0    11090   250765
WOODHEAD INDS COM              COM              979438108       86     5200 SH       DEFINED 01 03               0        0     5200
WOODWARD GOVERNOR CO   S       COM              980745103     5813   174803 SH       DEFINED 01 02               0    17080   157723
WOODWARD GOVERNOR CO   S       COM              980745103     1600    48080 SH       DEFINED 01 02 14            0    48080        0
WOODWARD GOVERNOR CO   S       COM              980745103      289     8700 SH       DEFINED 01 03               0     8700        0
WORLD ACCEPTANCE CORP   S      COM              981419104     3720   135761 SH       DEFINED 01 02               0     6900   128861
WORLD FUEL SERVICES CORP   S   COM              981475106      218     5400 SH       DEFINED 01 03               0     5400        0
WORLD FUEL SERVICES CORP   S   COM              981475106      880    21760 SH       DEFINED 01 02 14            0    21760        0
WORLD FUEL SERVICES CORP   S   COM              981475106     6251   154555 SH       DEFINED 01 02               0    15010   139545
WORLD WRESTLING ENTMNT INC   S COM              98156Q108      881    52200 SH       DEFINED 01 02 14            0    52200        0
WORLD WRESTLING ENTMNT INC   S COM              98156Q108      174    10300 SH       DEFINED 01 03               0    10300        0
WORLD WRESTLING ENTMNT INC   S COM              98156Q108     1228    72620 SH       DEFINED 01 02               0    19780    52840
WORLDSPACE INC-CLASS A   S     COM              981579105     9544  1264286 SH       DEFINED 01 02               0        0  1264286
WORLDSPACE INC-CLASS A   S     COM              981579105        3      410 SH       DEFINED 01 03               0      410        0
WORLDCOM INC ESCROW   S        COM              981ESCCZ7        0  5000000 SH       DEFINED 01 02               0        0  5000000
WRIGLEY WM JR CO   S           COM              982526105    10891   170186 SH       DEFINED 01 02               0        0   170186
WRIGLEY WM JR CO   S           COM              982526105     2248    35125 SH       DEFINED 01 03               0    35125        0
WYETH   S                      COM              983024100     4950   102010 SH       DEFINED 01 02 10            0        0   102010
WYETH   S                      COM              983024100    13772   283843 SH       DEFINED 01 03               0   283843        0
WYETH   S                      COM              983024100   102589  2115259 SH       DEFINED 01 10               0        0  2115259
WYETH                          COM              983024100       92     1900 SH       DEFINED 01 03               0        0     1900
WYETH   S                      COM              983024100    99305  2046738 SH       DEFINED 01 02               0     6447  2040291
WYNN RESORTS LTD   S           COM              983134107     2323    30230 SH       DEFINED 01 02               0        0    30230
WYNN RESORTS LTD   S           COM              983134107       29      380 SH       DEFINED 01 03               0      380        0
XM SATELLITE RADIO.   S        COM              983759101     3510   157610 SH       DEFINED 01 02               0        0   157610
XM SATELLITE RADIO.   S        COM              983759101       21      930 SH       DEFINED 01 03               0      930        0
X-RITE INC   S                 COM              983857103     1729   130227 SH       DEFINED 01 02               0        0   130227
XTO ENERGY INC   S             COM              98385X106    36940   847839 SH       DEFINED 01 02               0    39376   808463
XTO ENERGY INC   S             COM              98385X106     4168    95662 SH       DEFINED 01 03               0    95662        0
XCEL ENERGY INC   S            COM              98389B100    24398  1344179 SH       DEFINED 01 02               0     3191  1340988
XCEL ENERGY INC   S            COM              98389B100     1451    79921 SH       DEFINED 01 03               0    79921        0
XCEL ENERGY INC                COM              98389B100       36     2000 SH       DEFINED 01 03               0        0     2000
XANSER CORP   S                COM              98389J103        9     2000 SH       DEFINED 01 02               0        0     2000
XILINX INC   S                 COM              983919101      482    18925 SH       DEFINED 01 02               0        0    18925
XILINX INC   S                 COM              983919101     1778    69820 SH       DEFINED 01 03               0    69820        0
XEROX CORP   S                 COM              984121103     9582   630290 SH       DEFINED 01 02               0    27337   602953
XEROX CORP   S                 COM              984121103     2801   184299 SH       DEFINED 01 03               0   184299        0
XEROX CORP                     COM              984121103       56     3700 SH       DEFINED 01 03               0        0     3700
XEROX CORP 06.250% 07/01/2006  CONV PRF         984121509      370     2950 SH       DEFINED 01 03               0        0     2950
XEROX CORP 06.250% 07/01/2006  CONV PRF         984121509     9841    78550 SH       DEFINED 01 02               0        0    78550
YRC WORLDWIDE INC              COM              984249102       77     2025 SH       DEFINED 01 03               0        0     2025
YRC WORLDWIDE INC   S          COM              984249102      704    18501 SH       DEFINED 01 02               0        0    18501
YAHOO INC   S                  COM              984332106    44638  1383718 SH       DEFINED 01 02               0    12708  1371010
YAHOO INC   S                  COM              984332106     8133   252096 SH       DEFINED 01 03               0   252096        0
YANKEE CANDLE CO   S           COM              984757104      117     4285 SH       DEFINED 01 02               0        0     4285
YOUNG BROADCASTING   S         COM              987434107       20     6000 SH       DEFINED 01 02               0        0     6000
YOUNG INNOVATIONS INC   S      COM              987520103      369    10100 SH       DEFINED 01 02               0        0    10100
YUM BRANDS INC   S             COM              988498101      740    15142 SH       DEFINED 01 02               0        0    15142
YUM BRANDS INC   S             COM              988498101     2667    54590 SH       DEFINED 01 03               0    54590        0
ZALE CORP   S                  COM              988858106     5110   182310 SH       DEFINED 01 02               0        0   182310
ZENITH NATIONAL INSURANCE CP   COM              989390109      217     4500 SH       DEFINED 01 03               0     4500        0
ZENITH NATIONAL INSURANCE CP   COM              989390109     5954   123709 SH       DEFINED 01 02               0     8920   114789
ZENITH NATIONAL INSURANCE CP   COM              989390109     1180    24490 SH       DEFINED 01 02 14            0    24490        0
ZIMMER HOLDINGS INC   S        COM              98956P102     2468    36492 SH       DEFINED 01 02               0        0    36492
ZIMMER HOLDINGS INC   S        COM              98956P102     3315    49040 SH       DEFINED 01 03               0    49040        0
ZIONS BANCORPORATION   S       COM              989701107      475     5738 SH       DEFINED 01 02               0        0     5738
ZIONS BANCORPORATION   S       COM              989701107     1709    20655 SH       DEFINED 01 03               0    20655        0
ZORAN CORP   S                 COM              98975F101     1001    45730 SH       DEFINED 01 02               0        0    45730
ZUMIEZ INC   S                 COM              989817101      415     6788 SH       DEFINED 01 02               0        0     6788
ZYGO CORP   S                  COM              989855101      170    10414 SH       DEFINED 01 02               0        0    10414
ZYMOGENETICS INC   S           COM              98985T109      876    40500 SH       DEFINED 01 02               0        0    40500
ZOLL MEDICAL CORP   S          COM              989922109       40     1507 SH       DEFINED 01 02               0        0     1507
ALCATEL ALSTHOM APR 06 15C     OPT              ALA/DC          97     1250 SH  CALL DEFINED 01 02               0        0     1250
SEGA GAMES WORKS WNT  02/01/20 WT               B0A0BZWZ6        0     3000 SH       DEFINED 01 02               0        0     3000
SEGA GAME WORKS INC 00.000% 12 PRF              B0A0C7Z01        0    96768 SH       DEFINED 01 02               0        0    96768
WILSHIRE LA ADVISERS  01/01/20 WT               B0A0DHM93      104       14 SH       DEFINED 01 05               0        0       14
WILSHIRE LA ADVISERS  01/01/20 WT               B0A0DHM93       44        6 SH       DEFINED 01 02               0        0        6
DAIMLERCHRYSLER AG   FSUSD     COM              D1668R123     1435    25000 SH       DEFINED 01 02               0        0    25000
DEUTSCHE BANK AG   FSUSD       COM              D18190898     4684    41000 SH       DEFINED 01 02               0        0    41000
DOW JONES TRANS AVG INDEX CBOE OPT              DTX/RB         149      335 SH  PUT  DEFINED 01 02               0        0      335
MEXICO-VRR-WARRANT-D  06/30/20 WT               EC5953210       28  2000000 SH       DEFINED 01 02               0        0  2000000
MEXICO-VRR-WARRANT-E  06/30/20 WT               EC6127640       55  2000000 SH       DEFINED 01 02               0        0  2000000
XL CAPITAL 07.000% 02/15/2009  CONV PRF         EP0179085     6223   250000 SH       DEFINED 01 02               0        0   250000
ACE LIMITED                    COM              G0070K103       94     1800 SH       DEFINED 01 03               0        0     1800
ACE LTD   FSUSD                COM              G0070K103     5683   109280 SH       DEFINED 01 03               0   109280        0
ACE LTD   FSUSD                COM              G0070K103   325899  6266119 SH       DEFINED 01 02               0     8509  6257610
ACE LTD   FSUSD                COM              G0070K103     5719   110000 SH       DEFINED 01 10               0        0   110000
AMDOCS   FSUSD                 COM              G02602103      327     9053 SH       DEFINED 01 02               0     6896     2157
ARCH CAPITAL GROUP LTD   FSUSD COM              G0450A105    34222   592691 SH       DEFINED 01 02               0        0   592691
ARCH CAPITAL GROUP LTD   FSUSD COM              G0450A105        9      161 SH       DEFINED 01 03               0      161        0
ARCH CAPITAL GROUP LTD   FSUSD COM              G0450A105     2027    35137 SH       DEFINED 01 10               0        0    35137
ARIES MARITIME TRANSPORT LTD   COM              G0474B105     5018   359200 SH       DEFINED 01 02               0        0   359200
ARLINGTON TANKERS LTD   FSUSD  COM              G04899103     2447   106400 SH       DEFINED 01 02               0        0   106400
ASPEN INSURANCE HOLDINGS LTD   COM              G05384105       14      565 SH       DEFINED 01 03               0      565        0
ASPEN INSURANCE HOLDINGS LTD   COM              G05384105    75623  3066629 SH       DEFINED 01 02               0     1305  3065324
ASSURED GUARANTY LTD   FSUSD   COM              G0585R106     3338   133500 SH       DEFINED 01 02               0        0   133500
AXIS CAPITAL HOLDINGS LTD   FS COM              G0692U109    50473  1688068 SH       DEFINED 01 02               0        0  1688068
ACCENTURE LTD-CL A   FSUSD     COM              G1150G111     6917   230032 SH       DEFINED 01 02               0      422   229610
CENTRAL EUR MEDIA EN   FSUSD   COM              G20045202    13957   203422 SH       DEFINED 01 02 10            0    12007   191415
CENTRAL EUR MEDIA EN   FSUSD   COM              G20045202      390     5686 SH       DEFINED 01 10               0        0     5686
COOPER INDUSTRIES LTD          COM              G24182100       78      900 SH       DEFINED 01 03               0        0      900
COOPER INDUSTRIES   FSUSD      COM              G24182100    78155   899367 SH       DEFINED 01 02               0        0   899367
COOPER INDUSTRIES   FSUSD      COM              G24182100     1579    18168 SH       DEFINED 01 03               0    18168        0
ENDURANCE SPECIALTY HOLDING S  COM              G30397106    53755  1651468 SH       DEFINED 01 02               0      568  1650900
EVEREST RE GROUP LTD   FSUSD   COM              G3223R108    36602   392472 SH       DEFINED 01 10               0        0   392472
EVEREST RE GROUP LTD   FSUSD   COM              G3223R108    28065   300590 SH       DEFINED 01 02               0        0   300590
EVEREST RE GROUP LTD   FSUSD   COM              G3223R108      738     7901 SH       DEFINED 01 03               0     7901        0
FOSTER WHEELER LTD   FSUSD     COM              G36535139     9656   204094 SH       DEFINED 01 02               0        0   204094
GARMIN LTD   FSUSD             COM              G37260109       28      354 SH       DEFINED 01 03               0      354        0
GARMIN LTD   FSUSD             COM              G37260109     1787    22493 SH       DEFINED 01 02               0        0    22493
GLOBAL SANTA FE CORP           COM              G3930E101      231     3800 SH       DEFINED 01 03               0        0     3800
GLOBALSANTAFE CORP   FSUSD     COM              G3930E101   162948  2682260 SH       DEFINED 01 02               0    45192  2637068
GLOBALSANTAFE CORP   FSUSD     COM              G3930E101      674    11098 SH       DEFINED 01 03               0    11098        0
HELEN OF TROY LTD   FSUSD      COM              G4388N106     7952   375070 SH       DEFINED 01 02               0        0   375070
INGERSOLL-RAND CO   FSUSD      COM              G4776G101    42375  1014471 SH       DEFINED 01 10               0        0  1014471
INGERSOLL-RAND CO   FSUSD      COM              G4776G101   197830  4733865 SH       DEFINED 01 02               0     4832  4729033
INGERSOLL-RAND CO   FSUSD      COM              G4776G101     3343    80000 SH       DEFINED 01 02 10            0        0    80000
INGERSOLL-RAND CO   FSUSD      COM              G4776G101     3833    91740 SH       DEFINED 01 03               0    91740        0
MARVELL TECHNOLOGY GROUP LTD   COM              G5876H105     3222    59542 SH       DEFINED 01 02               0        0    59542
MARVELL TECHNOLOGY GROUP LTD   COM              G5876H105       52      954 SH       DEFINED 01 03               0      954        0
MAX RE CAPITAL LTD   FSUSD     COM              G6052F103    19437   816768 SH       DEFINED 01 02               0      465   816303
MONTPELIER RE HOLDINGS LTD   F COM              G62185106    47333  2903850 SH       DEFINED 01 02               0        0  2903850
MONTPELIER RE HOLDINGS LTD   F COM              G62185106       68     4195 SH       DEFINED 01 03               0        0     4195
NABORS INDUSTRIES IN   FSUSD   COM              G6359F103    54676   763851 SH       DEFINED 01 02               0    12215   751636
NABORS INDUSTRIES IN   FSUSD   COM              G6359F103     3422    47806 SH       DEFINED 01 03               0    47806        0
NOBLE CORP   FSUSD             COM              G65422100    52480   647106 SH       DEFINED 01 02               0      298   646808
NOBLE CORP   FSUSD             COM              G65422100     4011    49458 SH       DEFINED 01 03               0    49458        0
NORDIC AMERICAN TANK   FSUSD   COM              G65773106     3105   107600 SH       DEFINED 01 02               0        0   107600
ORIENT EXPRESS HOTELS LTD -A   COM              G67743107    15608   398394 SH       DEFINED 01 10               0        0   398394
ORIENT EXPRESS HOTELS LTD -A   COM              G67743107     3942   100462 SH       DEFINED 01 02               0        0   100462
PARTNERRE LTD   FSUSD          COM              G6852T105     1146    18483 SH       DEFINED 01 10               0        0    18483
PARTNERRE LTD   FSUSD          COM              G6852T105     4959    79870 SH       DEFINED 01 02 10            0        0    79870
PARTNERRE LTD BERMUDA          COM              G6852T105       31      500 SH       DEFINED 01 03               0        0      500
PLATINUM UNDERWRITERS HLDGS    COM              G7127P100     1351    46447 SH       DEFINED 01 02               0        0    46447
PXRE GROUP LTD   FSUSD         COM              G73018106      583   178200 SH       DEFINED 01 02               0        0   178200
QUANTA CAPITAL HOLDINGS LTD    COM              G7313F106     6021  2006900 SH       DEFINED 01 02               0        0  2006900
RADICA GAMES LTD   FSUSD       COM              G7342H107     2381   247950 SH       DEFINED 01 02               0        0   247950
RENAISSANCE RE HLDGS   FSUSD   COM              G7496G103     1875    42994 SH       DEFINED 01 02               0        0    42994
RENAISSANCE RE HLDGS   FSUSD   COM              G7496G103      231     5300 SH       DEFINED 01 03               0     5300        0
SEAGATE TECHNOLOGY HLDS   FSUS COM              G7945J104     2441    92747 SH       DEFINED 01 02               0        0    92747
SHIP FINANCE INTL   FSUSD      COM              G81075106      547    31898 SH       DEFINED 01 02               0        0    31898
UTI WORLDWIDE INC   FSUSD      COM              G87210103     3187   100860 SH       DEFINED 01 02               0        0   100860
UTI WORLDWIDE INC   FSUSD      COM              G87210103    72409  2298729 SH       DEFINED 01 10               0        0  2298729
TRANSOCEAN INC                 COM              G90078109       76      951 SH       DEFINED 01 03               0        0      951
TRANSOCEAN INC   FSUSD         COM              G90078109     7565    94214 SH       DEFINED 01 03               0    94214        0
TRANSOCEAN INC   FSUSD         COM              G90078109    61666   767939 SH       DEFINED 01 02               0    30827   737112
VISTAPRINT LTD   FSUSD         COM              G93762204     1721    57640 SH       DEFINED 01 02               0        0    57640
WEATHERFORD INTL LTD   FSUSD   COM              G95089101    92594  2023946 SH       DEFINED 01 02               0    58479  1965467
WEATHERFORD INTL LTD   FSUSD   COM              G95089101     4526    98924 SH       DEFINED 01 02 10            0        0    98924
WEATHERFORD INTL LTD   FSUSD   COM              G95089101     4676   102210 SH       DEFINED 01 03               0   102210        0
WEATHERFORD INTL LTD   FSUSD   COM              G95089101     8191   179166 SH       DEFINED 01 10               0        0   179166
WILLIS GROUP HOLDINGS LTD   FS COM              G96655108     9942   290182 SH       DEFINED 01 02               0        0   290182
XL CAPITAL LTD CL A   FSUSD    COM              G98255105   204744  3193624 SH       DEFINED 01 02               0     4090  3189534
XL CAPITAL LTD CL A   FSUSD    COM              G98255105     5117    79822 SH       DEFINED 01 03               0    79822        0
XL CAPITAL LTD CL A   FSUSD    COM              G98255105     2385    37200 SH       DEFINED 01 10               0        0    37200
XL CAP LTD                     COM              G98255105      103     1600 SH       DEFINED 01 03               0        0     1600
GIGAMEDIA ADR                  COM              GIGM           340    59814 SH       DEFINED 01 02               0    59814        0
UBS AG-REGISTERED   FSUSD      COM              H8920M855     2284    20770 SH       DEFINED 01 02               0        0    20770
PHL HOUSE SEC JUN 06 265P      OPT              HGX/RM         306      290 SH  PUT  DEFINED 01 02               0        0      290
CHIPMOS TECHNOLOGIES BERMUDA   COM              IMOS           189    26386 SH       DEFINED 01 02               0    26386        0
CHECKPOINT SOFTWARE   FSUSD    COM              M22465104       17      839 SH       DEFINED 01 03               0      839        0
M-SYSTEMS FLASH DISK PIONEER   COM              M7061C100        4      160 SH       DEFINED 01 02               0        0      160
ORBOTECH LTD   FSUSD           COM              M75253100      505    20510 SH       DEFINED 01 02               0        0    20510
ASML HLDG NV-NY REG   FSUSD    COM              N07059111     3415   167630 SH       DEFINED 01 02               0        0   167630
CNH GLOBAL N.V.   FSUSD        COM              N20935206     4022   156000 SH       DEFINED 01 02               0        0   156000
ORTHOFIX INTL   FSUSD          COM              N6748L102      916    23000 SH       DEFINED 01 02               0        0    23000
KERZNER INTERNATIONAL LTD   FS COM              P6065Y107    42445   545407 SH       DEFINED 01 02               0        0   545407
KERZNER INTERNATIONAL LTD   FS COM              P6065Y107       14      175 SH       DEFINED 01 03               0      175        0
STEINER LEISURE LTD.   FSUSD   COM              P8744Y102     2449    60460 SH       DEFINED 01 02               0        0    60460
STEINER LEISURE                COM              P8744Y102      150     3700 SH       DEFINED 01 03               0        0     3700
SPRINT NEXTEL CORP AUG 06 22.5 OPT              S/HX            72      179 SH  CALL DEFINED 01 02               0        0      179
SPRINT NEXTEL CORP AUG 06 22.5 OPT              SHXCO06       2187     5400 SH  CALL DEFINED 01 02               0        0     5400
SPDR TRUST SERIES I MAY 06 128 OPT              SPY/QX          96      850 SH  PUT  DEFINED 01 02               0        0      850
EXCEL MARITIME CARRIERS LTD    COM              V3267N107      214    21900 SH       DEFINED 01 02               0        0    21900
ROYAL CARIBBEAN   FSUSD        COM              V7780T103   103195  2455858 SH       DEFINED 01 02               0     8916  2446942
ROYAL CARIBBEAN   FSUSD        COM              V7780T103      773    18385 SH       DEFINED 01 03               0    18385        0
ROYAL CARRIBEAN CRUISES        COM              V7780T103       76     1800 SH       DEFINED 01 03               0        0     1800
NEW CENTURY FINANCIAL JAN 07 4 OPT              VHV/MH           6       13 SH  PUT  DEFINED 01 02               0        0       13
AMEX SECURITIES XBD INDEX APR  OPT              XBF/PB          62      620 SH  PUT  DEFINED 01 02               0        0      620
AMEX SECURITIES XBD INDEX APR  OPT              XBF/PT          26      260 SH  PUT  DEFINED 01 02               0        0      260
FLEXTRONICS INTL LTD   FSUSD   COM              Y2573F102    26005  2512570 SH       DEFINED 01 02               0     2299  2510271
FLEXTRONICS INTL LTD   FSUSD   COM              Y2573F102       23     2189 SH       DEFINED 01 03               0     2189        0
FLEXTRONICS INTL               COM              Y2573F102       52     5025 SH       DEFINED 01 03               0        0     5025
FLEXTRONICS INTL               COM              Y2573F102      128    12400 SH       DEFINED 01 03               0        0    12400