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

                       FORM 13 (F) COVER PAGE

Report for the Calendar Year or Quarter Ended: June 30, 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             July 20, 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:     4764
Form 13F Information Table Value Total:     $60929256 (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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
1ST SOURCE CORP   S            COM              336901103     2017    59640 SH       DEFINED 01 02 14            0    59640        0
1ST SOURCE CORP   S            COM              336901103     1713    50680 SH       DEFINED 01 02               0    18490    32190
1ST SOURCE CORP   S            COM              336901103      436    12900 SH       DEFINED 01 03               0    12900        0
21ST CENTURY INSURANCE GROUP   COM              90130N103     3535   245500 SH       DEFINED 01 02               0        0   245500
24/7 REAL MEDIA INC   S        COM              901314203      329    37490 SH       DEFINED 01 02               0        0    37490
360NETWORKS CORP   FSUSD       COM              885575100      228    76029 SH       DEFINED 01 02               0        0    76029
3COM CORP   S                  COM              885535104      258    50300 SH       DEFINED 01 03               0    50300        0
3COM CORP   S                  COM              885535104     1088   212740 SH       DEFINED 01 02 14            0   212740        0
3COM CORP   S                  COM              885535104    22613  4416540 SH       DEFINED 01 02               0    65890  4350650
3M CO   S                      COM              88579Y101     3553    44000 SH       DEFINED 01 10               0        0    44000
3M CO   S                      COM              88579Y101    11903   147370 SH       DEFINED 01 03               0   147370        0
3M CO   S                      COM              88579Y101   112330  1390744 SH       DEFINED 01 02               0    33808  1356936
4 KIDS ENTERTAINMENT           COM              350865101       86     5300 SH       DEFINED 01 03               0        0     5300
4KIDS ENTERTAINMENT INC   S    COM              350865101      435    26817 SH       DEFINED 01 02               0        0    26817
99 CENTS ONLY STORE   S        COM              65440K106      403    38510 SH       DEFINED 01 02               0        0    38510
A.S.V. INC   S                 COM              001963107      846    36720 SH       DEFINED 01 02               0        0    36720
AAR CORP   S                   COM              000361105     4810   216385 SH       DEFINED 01 02               0        0   216385
AARON RENTS INC   S            COM              002535201        9      350 SH       DEFINED 01 02 14            0        0      350
AARON RENTS INC   S            COM              002535201     2856   106281 SH       DEFINED 01 02               0        0   106281
AARON RENTS INC-CL A   S       COM              002535300      109     4500 SH       DEFINED 01 02               0        0     4500
ABBOTT LABORATORIES   S        COM              002824100    30792   706378 SH       DEFINED 01 10               0        0   706378
ABBOTT LABORATORIES   S        COM              002824100    13347   306037 SH       DEFINED 01 03               0   306037        0
ABBOTT LABORATORIES   S        COM              002824100    59078  1354693 SH       DEFINED 01 02               0    16749  1337944
ABERCROMBIE & FITCH   S        COM              002896207     2508    45249 SH       DEFINED 01 03               0        0    45249
ABERCROMBIE & FITCH   S        COM              002896207     1330    24000 SH       DEFINED 01 10               0        0    24000
ABITIBI-CONSOLIDATED INC   FSU COM              003924107     7783  2840600 SH       DEFINED 01 02               0        0  2840600
ABM INDUSTRIES INC   S         COM              000957100     1349    78894 SH       DEFINED 01 02               0        0    78894
ABRAXAS PETROLEUM CORP         COM              003830106       68    15700 SH       DEFINED 01 03               0        0    15700
ACADIA REALTY TRUST            COM              004239109       99     4200 SH       DEFINED 01 03               0        0     4200
ACADIA REALTY TRUST   S        COM              004239109     3446   145710 SH       DEFINED 01 02               0        0   145710
ACCO BRANDS CORP   S           COM              00081T108      216     9850 SH       DEFINED 01 02               0        0     9850
ACCREDITED HOME LENDERS   S    COM              00437P107     4400    92018 SH       DEFINED 01 02               0        0    92018
ACCURIDE CORP   S              COM              004398103      245    19627 SH       DEFINED 01 02               0        0    19627
ACE LIMITED                    COM              G0070K103       91     1800 SH       DEFINED 01 03               0        0     1800
ACE LTD   FSUSD                COM              G0070K103     5564   110000 SH       DEFINED 01 10               0        0   110000
ACE LTD   FSUSD                COM              G0070K103     5356   105860 SH       DEFINED 01 03               0   105860        0
ACE LTD   FSUSD                COM              G0070K103   331128  6545348 SH       DEFINED 01 02               0     6620  6538728
ACE LTD STK                    COM              010366437      170     3357 SH       DEFINED 01 02               0     3357        0
ACTEL CORP   S                 COM              004934105      760    52957 SH       DEFINED 01 02               0        0    52957
ACTIVISION INC   S             COM              004930202    57597  5061142 SH       DEFINED 01 10               0        0  5061142
ACTIVISION INC   S             COM              004930202       10      860 SH       DEFINED 01 03               0      860        0
ACTIVISION INC   S             COM              004930202     3758   330270 SH       DEFINED 01 02               0        0   330270
ACTUANT CORPORATION.   S       COM              00508X203     6377   127680 SH       DEFINED 01 02               0     6880   120800
ACTUATE CORPORATION   S        COM              00508B102       55    13567 SH       DEFINED 01 02               0        0    13567
ACUITY BRANDS INC   S          COM              00508Y102     1092    28080 SH       DEFINED 01 02 14            0    28080        0
ACUITY BRANDS INC   S          COM              00508Y102      237     6100 SH       DEFINED 01 03               0     6100        0
ACUITY BRANDS INC   S          COM              00508Y102     6545   168180 SH       DEFINED 01 02               0     8690   159490
ACXIOM CORP   S                COM              005125109     1961    78449 SH       DEFINED 01 03               0    78449        0
ACXIOM CORP   S                COM              005125109    56523  2260915 SH       DEFINED 01 02               0    43941  2216974
ADAMS RESPIRATORY THERA INC    COM              00635P107      331     7420 SH       DEFINED 01 02               0        0     7420
ADAPTEC INC   S                COM              00651F108     1031   237513 SH       DEFINED 01 02               0        0   237513
ADC TELECOMMUNICATIONS         COM              000886309       79     4700 SH       DEFINED 01 03               0        0     4700
ADC TELECOMMUNICATIONS INC   S COM              000886309     2072   122868 SH       DEFINED 01 02               0        0   122868
ADC TELECOMMUNICATIONS INC   S COM              000886309    39705  2355026 SH       DEFINED 01 03               0    22912  2332114
ADE CORP                       COM              00089C107      114     3500 SH       DEFINED 01 03               0        0     3500
ADESA INC   S                  COM              00686U104     1470    66090 SH       DEFINED 01 02               0     1240    64850
ADMINISTAFF INC   S            COM              007094105     2096    58565 SH       DEFINED 01 02               0        0    58565
ADOBE SYSTEMS INC   S          COM              00724F101    36792  1211843 SH       DEFINED 01 02               0        0  1211843
ADOBE SYSTEMS INC   S          COM              00724F101     8297   273000 SH       DEFINED 01 10               0        0   273000
ADOBE SYSTEMS INC   S          COM              00724F101     3615   119082 SH       DEFINED 01 03               0   119082        0
ADOLOR CORPORATION   S         COM              00724X102      968    38687 SH       DEFINED 01 03               0    38687        0
ADOLOR CORPORATION   S         COM              00724X102     1470    58760 SH       DEFINED 01 02               0     7000    51760
ADTRAN INC   S                 COM              00738A106     1685    75133 SH       DEFINED 01 02               0     8850    66283
ADVANCE AMERICA CASH ADVANCE   COM              00739W107      272    15525 SH       DEFINED 01 02               0        0    15525
ADVANCE AUTO PARTS INC   S     COM              00751Y106      459    15870 SH       DEFINED 01 03               0    15870        0
ADVANCE AUTO PARTS INC   S     COM              00751Y106    12235   423367 SH       DEFINED 01 02               0    11088   412279
ADVANCED ENERGY INDUSTRIES   S COM              007973100      799    60378 SH       DEFINED 01 02               0        0    60378
ADVANCED MEDICAL OPTICS   S    COM              00763M108     8081   159385 SH       DEFINED 01 02               0        0   159385
ADVANCED MICRO DEV             COM              007903107       23      950 SH       DEFINED 01 03               0        0      950
ADVANCED MICRO DEVICES   S     COM              007903107     2311    94625 SH       DEFINED 01 03               0    94625        0
ADVANCED MICRO DEVICES   S     COM              007903107    10756   440491 SH       DEFINED 01 02               0    51629   388862
ADVANTA CORP-CL B   S          COM              007942204     4395   122330 SH       DEFINED 01 02               0        0   122330
ADVANTA CORP-CL B   S          COM              007942204      248     6900 SH       DEFINED 01 03               0        0     6900
ADVANTA CORP-CL B   S          COM              007942204     1144    31800 SH       DEFINED 01 02 14            0        0    31800
ADVENT SOFTWARE INC   S        COM              007974108    54064  1498875 SH       DEFINED 01 02               0    30862  1468013
ADVENT SOFTWARE INC   S        COM              007974108     3192    88501 SH       DEFINED 01 03               0    88501        0
ADVISORY BOARD CO/THE   S      COM              00762W107     3656    76040 SH       DEFINED 01 02               0     8840    67200
ADVISORY BOARD CO/THE   S      COM              00762W107    19655   410488 SH       DEFINED 01 10               0        0   410488
ADVO INC   S                   COM              007585102     3144   127764 SH       DEFINED 01 02               0        0   127764
AEROFLEX INC   S               COM              007768104     1351   115710 SH       DEFINED 01 02 14            0   115710        0
AEROFLEX INC   S               COM              007768104     6562   562400 SH       DEFINED 01 02               0    54840   507560
AEROFLEX INC   S               COM              007768104      295    25300 SH       DEFINED 01 03               0    25300        0
AEROPOSTALE INC.   S           COM              007865108     2669    92400 SH       DEFINED 01 02               0     8850    83550
AES CORP   S                   COM              00130H105     3054   165553 SH       DEFINED 01 03               0   165553        0
AES CORP   S                   COM              00130H105    21503  1165573 SH       DEFINED 01 02               0    15360  1150213
AETNA INC NEW   S              COM              00817Y108     4425   110824 SH       DEFINED 01 03               0   110824        0
AETNA INC NEW   S              COM              00817Y108    22672   567793 SH       DEFINED 01 02               0     1308   566485
AETNA INC NEW   S              COM              00817Y108      564    14123 SH       DEFINED 01 10               0        0    14123
AFFILIATED COMPUTER SVCS-A   S COM              008190100    37576   728088 SH       DEFINED 01 02               0        0   728088
AFFILIATED COMPUTER SVCS-A   S COM              008190100     4128    80000 SH       DEFINED 01 10               0        0    80000
AFFILIATED COMPUTER SVCS-A   S COM              008190100     1196    23175 SH       DEFINED 01 03               0    23175        0
AFFILIATED MANAGERS GROUP   S  COM              008252108     2818    32430 SH       DEFINED 01 10               0        0    32430
AFFILIATED MANAGERS GROUP   S  COM              008252108     5520    63527 SH       DEFINED 01 02               0      280    63247
AFFYMETRIX INC   S             COM              00826T108      187     7300 SH       DEFINED 01 02               0        0     7300
AFLAC INC                      COM              001055102       79     1714 SH       DEFINED 01 03               0        0     1714
AFLAC INC   S                  COM              001055102     5505   118785 SH       DEFINED 01 02               0        0   118785
AFLAC INC   S                  COM              001055102     4518    97465 SH       DEFINED 01 03               0    97465        0
AFTERMARKET TECHNOLOGY CORP    COM              008318107     5735   230800 SH       DEFINED 01 02               0        0   230800
AGCO CORP   S                  COM              001084102      161     6100 SH       DEFINED 01 03               0     6100        0
AGCO CORP   S                  COM              001084102      757    28720 SH       DEFINED 01 02 14            0    28720        0
AGCO CORP   S                  COM              001084102    35918  1364753 SH       DEFINED 01 02               0     8930  1355823
AGERE SYSTEMS INC   S          COM              00845V308    10402   707597 SH       DEFINED 01 02               0        0   707597
AGERE SYSTEMS INC   S          COM              00845V308      879    60000 SH       DEFINED 01 10               0        0    60000
AGILENT TECHNOLOGIES           COM              00846U101       50     1600 SH       DEFINED 01 03               0        0     1600
AGILENT TECHNOLOGIES INC   S   COM              00846U101     2627    83228 SH       DEFINED 01 03               0    83228        0
AGILENT TECHNOLOGIES INC   S   COM              00846U101     9802   310545 SH       DEFINED 01 02               0    35728   274817
AGILYSYS INC   S               COM              00847J105     3515   195240 SH       DEFINED 01 02               0        0   195240
AGL RESOURCES INC              COM              001204106       80     2100 SH       DEFINED 01 03               0        0     2100
AGL RESOURCES INC   S          COM              001204106       37      980 SH       DEFINED 01 02               0      980        0
AGNICO-EAGLE MINES LTD   FSUSD COM              008474108     6779   204913 SH       DEFINED 01 02               0        0   204913
AGREE REALTY CORP   S          COM              008492100     1542    45405 SH       DEFINED 01 02               0        0    45405
AGRIUM INC   FSUSD             COM              008916108     5859   252323 SH       DEFINED 01 02               0        0   252323
AIR FRANCE ADR WTS             WT               009119116      412   312200 SH       DEFINED 01 02               0        0   312200
AIR FRANCE-KLM-ADR   FSUSD     COM              009119108     8039   343420 SH       DEFINED 01 02               0        0   343420
AIR METHODS CORP   S           COM              009128307      271    10353 SH       DEFINED 01 02               0        0    10353
AIR PRODUCTS & CHEM            COM              009158106       59      925 SH       DEFINED 01 03               0        0      925
AIR PRODUCTS & CHEM            COM              009158106       51      800 SH       DEFINED 01 03               0        0      800
AIR PRODUCTS & CHEMICALS INC   COM              009158106    46546   728184 SH       DEFINED 01 02               0        0   728184
AIR PRODUCTS & CHEMICALS INC   COM              009158106     4153    64973 SH       DEFINED 01 03               0    64973        0
AIRGAS INC   S                 COM              009363102       84     2258 SH       DEFINED 01 02               0      790     1468
AIRTRAN HOLDINGS INC   S       COM              00949P108     4050   272525 SH       DEFINED 01 02               0        0   272525
AK STEEL HOLDING CORP   S      COM              001547108    19611  1418050 SH       DEFINED 01 02               0    13550  1404500
AKAMAI TECHNOLOGIES.   S       COM              00971T101     7723   213423 SH       DEFINED 01 02               0    22119   191304
AKAMAI TECHNOLOGIES.   S       COM              00971T101       19      515 SH       DEFINED 01 03               0      515        0
AKAMAI TECHNOLOGIES.   S       COM              00971T101     2625    72546 SH       DEFINED 01 10               0        0    72546
AKBANK T.A.S.-SPONS ADR 144A   COM              009719303        2      242 SH       DEFINED 01 03               0        0      242
AKBANK T.A.S.-SPONS ADR 144A   COM              009719303     2921   305307 SH       DEFINED 01 02 10            0        0   305307
ALABAMA NATL BANC..   S        COM              010317105     1746    25613 SH       DEFINED 01 02               0        0    25613
ALAMO GROUP INC                COM              011311107       84     4000 SH       DEFINED 01 03               0        0     4000
ALASKA AIR GROUP INC   S       COM              011659109    12326   312700 SH       DEFINED 01 02               0        0   312700
ALBANY INTL CL A               COM              012348108       59     1400 SH       DEFINED 01 03               0        0     1400
ALBANY INTL CORP NEW   S       COM              012348108     4223    99642 SH       DEFINED 01 02               0        0    99642
ALBANY MOLECULAR RESEARCH   S  COM              012423109     2082   194818 SH       DEFINED 01 02               0        0   194818
ALBEMARLE CORP   S             COM              012653101     3102    64779 SH       DEFINED 01 02               0        0    64779
ALBERTO-CULVER CO   S          COM              013068101     4535    93100 SH       DEFINED 01 02               0        0    93100
ALBERTO-CULVER CO   S          COM              013068101      724    14869 SH       DEFINED 01 03               0    14869        0
ALCAN INC   FSUSD              COM              013716105    11391   242664 SH       DEFINED 01 02               0        0   242664
ALCOA INC                      COM              013817101       39     1200 SH       DEFINED 01 03               0        0     1200
ALCOA INC   S                  COM              013817101    89234  2757554 SH       DEFINED 01 02               0     2344  2755210
ALCOA INC   S                  COM              013817101     7070   218477 SH       DEFINED 01 03               0   218477        0
ALCOA INC   S                  COM              013817101     5192   160500 SH       DEFINED 01 10               0        0   160500
ALDERWOODS GROUP INC   S       COM              014383103      117     6000 SH       DEFINED 01 02               0        0     6000
ALERIS INTERNATIONAL INC   S   COM              014477103     4869   106178 SH       DEFINED 01 02               0     3660   102518
ALEXANDRIA REAL ESTATE EQUIT   COM              015271109     3112    35095 SH       DEFINED 01 02               0        0    35095
ALEXION PHARMACEUTICALS INC    COM              015351109      688    19030 SH       DEFINED 01 02               0     6610    12420
ALFA CORPORATION   S           COM              015385107      722    43587 SH       DEFINED 01 02               0        0    43587
ALKERMES INC   S               COM              01642T108     4514   238528 SH       DEFINED 01 02               0    10590   227938
ALLEGHANY CORP   S             COM              017175100     5456    19740 SH       DEFINED 01 02               0        0    19740
ALLEGHENY ENERGY INC           COM              017361106       33      900 SH       DEFINED 01 03               0        0      900
ALLEGHENY ENERGY INC   S       COM              017361106     2847    76815 SH       DEFINED 01 10               0        0    76815
ALLEGHENY ENERGY INC   S       COM              017361106     1184    31928 SH       DEFINED 01 03               0    31928        0
ALLEGHENY ENERGY INC   S       COM              017361106    12948   349307 SH       DEFINED 01 02               0        0   349307
ALLEGHENY TECHNOLOGIES INC   S COM              01741R102     2396    34605 SH       DEFINED 01 10               0        0    34605
ALLEGHENY TECHNOLOGIES INC   S COM              01741R102    13342   192716 SH       DEFINED 01 02               0     6317   186399
ALLEGHENY TECHNOLOGIES INC   S COM              01741R102     1181    17051 SH       DEFINED 01 03               0    17051        0
ALLERGAN INC   S               COM              018490102     3200    29837 SH       DEFINED 01 03               0    29837        0
ALLERGAN INC   S               COM              018490102    20218   188480 SH       DEFINED 01 02               0    13592   174888
ALLETE INC   S                 COM              018522300     4115    86887 SH       DEFINED 01 02               0        0    86887
ALLETE INC   S                 COM              018522300   112880  2383959 SH       DEFINED 01 03               0        0  2383959
ALLIANCE DATA SYSTEMS CORP   S COM              018581108     9342   158817 SH       DEFINED 01 02               0        0   158817
ALLIANCE IMAGING INC   S       COM              018606202      266    41574 SH       DEFINED 01 02               0    29190    12384
ALLIANCE ONE INTERNATIONAL I   COM              018772103      792   178485 SH       DEFINED 01 02               0        0   178485
ALLIANT ENERGY CORP   S        COM              018802108       36     1060 SH       DEFINED 01 02               0     1060        0
ALLIANT ENERGY CORP   S        COM              018802108   129184  3766293 SH       DEFINED 01 03               0        0  3766293
ALLIANT TECHSYSTEMS INC   S    COM              018804104      306     4012 SH       DEFINED 01 02               0      300     3712
ALLIED WASTE INDUSTRIES INC    COM              019589308      537    47280 SH       DEFINED 01 03               0    47280        0
ALLIED WASTE INDUSTRIES INC    COM              019589308     3444   303139 SH       DEFINED 01 02               0        0   303139
ALLSTATE CORP                  COM              020002101      122     2225 SH       DEFINED 01 03               0        0     2225
ALLSTATE CORP                  COM              020002101       49      900 SH       DEFINED 01 03               0        0      900
ALLSTATE CORP                  COM              020002101       44      800 SH       DEFINED 01 03               0        0      800
ALLSTATE CORP   S              COM              020002101   122198  2232717 SH       DEFINED 01 02               0     7514  2225203
ALLSTATE CORP   S              COM              020002101     7779   142134 SH       DEFINED 01 03               0   142134        0
ALLTEL CORP   S                COM              020039103     6176    96751 SH       DEFINED 01 03               0    96751        0
ALLTEL CORP   S                COM              020039103   376853  5904012 SH       DEFINED 01 02               0        0  5904012
ALON USA ENERGY INC   S        COM              020520102      962    30560 SH       DEFINED 01 02 14            0    30560        0
ALON USA ENERGY INC   S        COM              020520102      818    25990 SH       DEFINED 01 02               0     9430    16560
ALON USA ENERGY INC   S        COM              020520102      208     6600 SH       DEFINED 01 03               0     6600        0
ALPHARMA INC-CL A   S          COM              020813101     7922   329572 SH       DEFINED 01 02               0    11360   318212
ALPHARMA INC-CL A   S          COM              020813101      202     8400 SH       DEFINED 01 03               0     8400        0
ALPHARMA INC-CL A   S          COM              020813101      888    36940 SH       DEFINED 01 02 14            0    36940        0
ALTERA CORPORATION   S         COM              021441100      322    18361 SH       DEFINED 01 02               0        0    18361
ALTERA CORPORATION   S         COM              021441100     1264    71992 SH       DEFINED 01 03               0    71992        0
ALTIRIS INC   S                COM              02148M100      878    48660 SH       DEFINED 01 02               0        0    48660
ALTRIA GROUP INC               COM              02209S103      507     6900 SH       DEFINED 01 03               0        0     6900
ALTRIA GROUP INC               COM              02209S103      103     1400 SH       DEFINED 01 03               0        0     1400
ALTRIA GROUP INC               COM              02209S103       85     1155 SH       DEFINED 01 03               0        0     1155
ALTRIA GROUP INC   S           COM              02209S103    32137   437653 SH       DEFINED 01 03               0   437653        0
ALTRIA GROUP INC   S           COM              02209S103   635445  8653762 SH       DEFINED 01 02               0   121744  8532018
ALTRIA GROUP INC   S           COM              02209S103     4221    57485 SH       DEFINED 01 02 10            0        0    57485
ALTRIA GROUP INC   S           COM              02209S103   144032  1961500 SH       DEFINED 01 10               0        0  1961500
AMAZON.COM INC   S             COM              023135106     2376    61419 SH       DEFINED 01 03               0    61419        0
AMAZON.COM INC   S             COM              023135106     4750   122788 SH       DEFINED 01 02               0        0   122788
AMB PROPERTY CORP.   S         COM              00163T109     2551    50466 SH       DEFINED 01 02               0      720    49746
AMBAC FINANCIAL GROUP INC   S  COM              023139108     1676    20660 SH       DEFINED 01 03               0    20660        0
AMBAC FINANCIAL GROUP INC   S  COM              023139108     8611   106172 SH       DEFINED 01 02               0     8850    97322
AMBASSADORS GROUP INC          COM              023177108      168     5800 SH       DEFINED 01 03               0        0     5800
AMBASSADORS GROUP INC   S      COM              023177108      201     6977 SH       DEFINED 01 02               0     6977        0
AMCOL INTERNATIONAL CORP   S   COM              02341W103     1651    62658 SH       DEFINED 01 02               0     8040    54618
AMCORE FINANCIAL INC   S       COM              023912108      469    15988 SH       DEFINED 01 02               0        0    15988
AMDOCS LTD   FSUSD             COM              G02602103      331     9053 SH       DEFINED 01 02               0     6896     2157
AMEDISYS INC   S               COM              023436108     4211   111110 SH       DEFINED 01 02               0        0   111110
AMER AXLE & MFG HDGS           COM              024061103       34     2000 SH       DEFINED 01 03               0        0     2000
AMER ITALIAN PASTA   S         COM              027070101      323    37756 SH       DEFINED 01 02               0        0    37756
AMERCO   S                     COM              023586100     1802    17893 SH       DEFINED 01 02               0     1530    16363
AMEREN CORPORATION   S         COM              023608102     2027    40135 SH       DEFINED 01 03               0    40135        0
AMEREN CORPORATION   S         COM              023608102    11326   224289 SH       DEFINED 01 02               0        0   224289
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AMERICA MOVIL -ADR SERIES L    COM              02364W105       14      418 SH       DEFINED 01 03               0        0      418
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AMERICAN CAMPUS COMMUNITIES    COM              024835100      114     4600 SH       DEFINED 01 03               0        0     4600
AMERICAN CAMPUS COMMUNITIES    COM              024835100      818    32900 SH       DEFINED 01 02               0        0    32900
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AMERICAN COMMERCIAL LINES WTS  WT               025195116      148      644 SH       DEFINED 01 02               0        0      644
AMERICAN COMMUNITY BNCSHS      COM              02520W106       71     5801 SH       DEFINED 01 02               0     5801        0
AMERICAN DAIRY INC   S         COM              025334103     2123   160850 SH       DEFINED 01 02               0        0   160850
AMERICAN EAGLE OUTFITTERS   S  COM              02553E106      459    13485 SH       DEFINED 01 02               0    13485        0
AMERICAN ECOLOGY CORP   S      COM              025533407      164     6206 SH       DEFINED 01 02               0        0     6206
AMERICAN ELEC PWR INC          COM              025537101      164     4800 SH       DEFINED 01 03               0        0     4800
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AMERICAN ELECTRIC POWER   S    COM              025537101     2637    76996 SH       DEFINED 01 03               0    76996        0
AMERICAN EXPRESS               COM              025816109       55     1025 SH       DEFINED 01 03               0        0     1025
AMERICAN EXPRESS CO   S        COM              025816109     7016   131833 SH       DEFINED 01 02 10            0        0   131833
AMERICAN EXPRESS CO   S        COM              025816109  1062636 19966858 SH       DEFINED 01 03               0   241172 19725686
AMERICAN EXPRESS CO   S        COM              025816109   117460  2207073 SH       DEFINED 01 02               0        0  2207073
AMERICAN EXPRESS CO   S        COM              025816109   124203  2334212 SH       DEFINED 01 10               0        0  2334212
AMERICAN FINANCIAL GROUP INC   COM              025932104      734    17114 SH       DEFINED 01 02               0        0    17114
AMERICAN GREETINGS CORP-CL A   COM              026375105     1971    93800 SH       DEFINED 01 02               0        0    93800
AMERICAN GRW FD OF AMER-R4   S COM              399874841    39196  1243933 SH       DEFINED 01 03               0        0  1243933
AMERICAN HOME MORTGAGE INVES   COM              02660R107      575    15600 SH       DEFINED 01 03               0    15600        0
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AMERICAN INTERNATIONAL GROUP   COM              026874107    76484  1295494 SH       DEFINED 01 10               0        0  1295494
AMERICAN INTERNATIONAL GROUP   COM              026874107    32231   545826 SH       DEFINED 01 03               0   545826        0
AMERICAN INTERNATIONAL GROUP   COM              026874107   525963  8907100 SH       DEFINED 01 02               0     3274  8903826
AMERICAN INTL GROUP            COM              026874107      508     8600 SH       DEFINED 01 03               0        0     8600
AMERICAN INTL GROUP            COM              026874107      120     2025 SH       DEFINED 01 03               0        0     2025
AMERICAN INTL GROUP            COM              026874107       83     1400 SH       DEFINED 01 03               0        0     1400
AMERICAN MEDICAL SYS HLDGS   S COM              02744M108     2381   142990 SH       DEFINED 01 02               0        0   142990
AMERICAN NATIONAL INSURANCE    COM              028591105     4968    38300 SH       DEFINED 01 02               0        0    38300
AMERICAN PHYSICIANS CAP INC    COM              028884104     9298   176790 SH       DEFINED 01 02               0    12320   164470
AMERICAN PHYSICIANS CAP INC    COM              028884104      447     8500 SH       DEFINED 01 03               0     8500        0
AMERICAN PHYSICIANS CAP INC    COM              028884104     2099    39910 SH       DEFINED 01 02 14            0    39910        0
AMERICAN POWER CONVERSION   S  COM              029066107    22291  1143716 SH       DEFINED 01 02               0    18481  1125235
AMERICAN POWER CONVERSION   S  COM              029066107     1493    76635 SH       DEFINED 01 03               0    76635        0
AMERICAN REPROGRAPHICS CO   S  COM              029263100     3360    92668 SH       DEFINED 01 02               0     9880    82788
AMERICAN REPROGRAPHICS CO   S  COM              029263100      141     3900 SH       DEFINED 01 03               0     3900        0
AMERICAN REPROGRAPHICS CO   S  COM              029263100      769    21170 SH       DEFINED 01 02 14            0    21170        0
AMERICAN RESTAURANT GROUP-A    COM              029309804      332    33173 SH       DEFINED 01 02               0        0    33173
AMERICAN RETIREMENT CORP   S   COM              028913101      485    14800 SH       DEFINED 01 02               0        0    14800
AMERICAN SCIENCE & ENGINEERI   COM              029429107     1662    28692 SH       DEFINED 01 02               0     3360    25332
AMERICAN STANDARD COS INC   S  COM              029712106     1496    34580 SH       DEFINED 01 03               0    34580        0
AMERICAN STANDARD COS INC   S  COM              029712106    44689  1032801 SH       DEFINED 01 02               0     9973  1022828
AMERICAN STATES WATER CO   S   COM              029899101     1229    34470 SH       DEFINED 01 02               0        0    34470
AMERICAN TOWER CORP   S        COM              029912201   107997  3471466 SH       DEFINED 01 10               0        0  3471466
AMERICAN TOWER CORP   S        COM              029912201     9539   306517 SH       DEFINED 01 02 10            0        0   306517
AMERICAN TOWER CORP   S        COM              029912201    32735  1051862 SH       DEFINED 01 02               0    23299  1028563
AMERICAN TOWER CORP   S        COM              029912201      693    22259 SH       DEFINED 01 03               0    22259        0
AMERICAN TOWER CORP CL A       COM              029912201      100     3200 SH       DEFINED 01 03               0        0     3200
AMERICAN VANGUARD CORP   S     COM              030371108      471    30404 SH       DEFINED 01 02               0        0    30404
AMERICAN WOODMARK CORP.   S    COM              030506109      176     5011 SH       DEFINED 01 02               0        0     5011
AMERICANWEST BANCORPORATION    COM              03058P109      411    18179 SH       DEFINED 01 02               0        0    18179
AMERICREDIT CORP   S           COM              03060R101     1289    46191 SH       DEFINED 01 02               0     1410    44781
AMERIGROUP CORP   S            COM              03073T102     7067   227686 SH       DEFINED 01 02               0        0   227686
AMERIPRISE FINANCIAL INC   S   COM              03076C106      558    12491 SH       DEFINED 01 02               0        0    12491
AMERIPRISE FINANCIAL INC   S   COM              03076C106   179617  4020981 SH       DEFINED 01 03               0    47770  3973211
AMERIPRISE FINANCIAL INC   S   COM              03076C106     1104    24740 SH       DEFINED 01 10               0        0    24740
AMERISOURCE BERGEN CORP        COM              03073E105      126     3000 SH       DEFINED 01 03               0        0     3000
AMERISOURCE BERGEN CORP        COM              03073E105       54     1300 SH       DEFINED 01 03               0        0     1300
AMERISOURCEBERGEN CORP   S     COM              03073E105    21613   515567 SH       DEFINED 01 02               0     3527   512040
AMERISOURCEBERGEN CORP   S     COM              03073E105     1720    41030 SH       DEFINED 01 03               0    41030        0
AMERON INTERNATIONAL CORP   S  COM              030710107        6       95 SH       DEFINED 01 03               0       95        0
AMERON INTERNATIONAL CORP   S  COM              030710107     1754    26165 SH       DEFINED 01 02               0        0    26165
AMERUS GROUP CO                COM              03072M108       35      600 SH       DEFINED 01 03               0        0      600
AMERUS GROUP CO   S            COM              03072M108     6699   114436 SH       DEFINED 01 02               0        0   114436
AMETEK INC (NEW)   S           COM              031100100     8647   182510 SH       DEFINED 01 02               0        0   182510
AMGEN INC   S                  COM              031162100     4431    67935 SH       DEFINED 01 02 10            0        0    67935
AMGEN INC   S                  COM              031162100    77730  1188728 SH       DEFINED 01 10               0        0  1188728
AMGEN INC   S                  COM              031162100   188282  2886406 SH       DEFINED 01 02               0     4920  2881486
AMGEN INC   S                  COM              031162100    15160   232411 SH       DEFINED 01 03               0   232411        0
AMIS HOLDINGS INC              COM              031538101      206    20667 SH       DEFINED 01 02               0    20667        0
AMKOR TECHNOLOGY INC   S       COM              031652100     1083   114442 SH       DEFINED 01 02               0        0   114442
AMN HEALTHCARE SERVICES INC    COM              001744101     5195   255850 SH       DEFINED 01 02               0     8850   247000
AMPEX CORP-CLASS A   S         COM              032092306       14     1193 SH       DEFINED 01 02               0        0     1193
AMPHENOL CORP-CL A             COM              032095101    20185   360773 SH       DEFINED 01 10               0        0   360773
AMR CORP DEL   S               COM              001765106    10904   429110 SH       DEFINED 01 10               0        0   429110
AMR CORP DEL   S               COM              001765106      763    30015 SH       DEFINED 01 03               0    30015        0
AMR CORP DEL   S               COM              001765106   112879  4440590 SH       DEFINED 01 02               0     9530  4431060
AMSOUTH BANCORPORATION   S     COM              032165102    32752  1238294 SH       DEFINED 01 02               0     1640  1236654
AMSOUTH BANCORPORATION   S     COM              032165102     1789    67644 SH       DEFINED 01 03               0    67644        0
AMSURG CORP   S                COM              03232P405     1388    61010 SH       DEFINED 01 02               0        0    61010
AMYLIN PHARMACEUTICALS INC   S COM              032346108      127     2562 SH       DEFINED 01 03               0     2562        0
AMYLIN PHARMACEUTICALS INC   S COM              032346108     6841   143760 SH       DEFINED 01 10               0        0   143760
AMYLIN PHARMACEUTICALS INC   S COM              032346108     8106   164170 SH       DEFINED 01 02               0     5540   158630
ANADARKO PETROLEUM CORP   S    COM              032511107    54890  1150931 SH       DEFINED 01 02               0     5813  1145118
ANADARKO PETROLEUM CORP   S    COM              032511107     5330   111762 SH       DEFINED 01 03               0   111762        0
ANADIGICS INC   S              COM              032515108      894   132967 SH       DEFINED 01 02               0        0   132967
ANALOG DEVICES   S             COM              032654105     7298   227071 SH       DEFINED 01 02               0     5380   221691
ANALOG DEVICES   S             COM              032654105     3313   103090 SH       DEFINED 01 02 10            0        0   103090
ANALOG DEVICES   S             COM              032654105     2269    70593 SH       DEFINED 01 03               0    70593        0
ANALOG DEVICES   S             COM              032654105    13092   407439 SH       DEFINED 01 10               0        0   407439
ANALOGIC CORP   S              COM              032657207     2362    50669 SH       DEFINED 01 02               0        0    50669
ANAREN INC                     COM              032744104      152     7400 SH       DEFINED 01 03               0        0     7400
ANAREN INC   S                 COM              032744104     1352    66000 SH       DEFINED 01 02               0        0    66000
ANCHOR BANCORP WISCONSIN INC   COM              032839102     1439    47690 SH       DEFINED 01 02 14            0    47690        0
ANCHOR BANCORP WISCONSIN INC   COM              032839102      308    10200 SH       DEFINED 01 03               0    10200        0
ANCHOR BANCORP WISCONSIN INC   COM              032839102     2658    88110 SH       DEFINED 01 02               0    14740    73370
ANDERSONS INC/THE   S          COM              034164103      505    12132 SH       DEFINED 01 02               0        0    12132
ANDREW CORP   S                COM              034425108       72     8158 SH       DEFINED 01 02               0        0     8158
ANDREW CORP   S                COM              034425108      276    31204 SH       DEFINED 01 03               0    31204        0
ANDRX CORP   S                 COM              034553107      903    38936 SH       DEFINED 01 02               0        0    38936
ANGELICA CORP   S              COM              034663104      339    19319 SH       DEFINED 01 02               0        0    19319
ANGLOGOLD ASHANTI-SPON ADR   F COM              035128206     3609    75000 SH       DEFINED 01 02               0        0    75000
ANHEUSER BUSCH                 COM              035229103       46     1000 SH       DEFINED 01 03               0        0     1000
ANHEUSER-BUSCH COS INC.   S    COM              035229103     6887   151057 SH       DEFINED 01 03               0   151057        0
ANHEUSER-BUSCH COS INC.   S    COM              035229103    17877   392130 SH       DEFINED 01 02               0        0   392130
ANIXTER INTERNATIONAL INC   S  COM              035290105     5383   113446 SH       DEFINED 01 02               0     2750   110696
ANNALY MORTGAGE MANAGEMENT   S COM              035710409      299    23283 SH       DEFINED 01 02               0        0    23283
ANNTAYLOR STORES CORP   S      COM              036115103     1187    27370 SH       DEFINED 01 02               0        0    27370
ANNTAYLOR STORES CORP   S      COM              036115103     4039    93100 SH       DEFINED 01 03               0        0    93100
ANSOFT CORP   S                COM              036384105       89     4342 SH       DEFINED 01 02               0        0     4342
ANSWERTHINK INC   S            COM              036916104      277    68824 SH       DEFINED 01 02               0        0    68824
ANSYS INC   S                  COM              03662Q105     7770   162499 SH       DEFINED 01 02               0     7270   155229
ANTHRACITE CAPITAL INC   S     COM              037023108     1560   128320 SH       DEFINED 01 02 14            0   128320        0
ANTHRACITE CAPITAL INC   S     COM              037023108      342    28100 SH       DEFINED 01 03               0    28100        0
ANTHRACITE CAPITAL INC   S     COM              037023108     2210   181783 SH       DEFINED 01 02               0    39650   142133
ANWORTH MORTGAGE ASSET CORP.   COM              037347101      735    88476 SH       DEFINED 01 02               0        0    88476
AON CORP   S                   COM              037389103     2169    62285 SH       DEFINED 01 03               0    62285        0
AON CORP   S                   COM              037389103   164740  4731204 SH       DEFINED 01 02               0     4083  4727121
APACHE CORP                    COM              037411105      112     1645 SH       DEFINED 01 03               0        0     1645
APACHE CORP   S                COM              037411105     5859    85856 SH       DEFINED 01 02               0     3643    82213
APACHE CORP   S                COM              037411105     4407    64568 SH       DEFINED 01 03               0    64568        0
APARTMENT INVT & MGMT CO   S   COM              03748R101    14359   330483 SH       DEFINED 01 02               0        0   330483
APARTMENT INVT & MGMT CO   S   COM              03748R101      825    18995 SH       DEFINED 01 03               0    18995        0
APEX SILVER MINES LTD          COM              G04074103       81     5392 SH       DEFINED 01 02               0     5392        0
APOGEE ENTERPRISES INC   S     COM              037598109      842    57294 SH       DEFINED 01 02               0        0    57294
APOLLO GOLD CORP   FSUSD       COM              03761E102      260   500000 SH       DEFINED 01 02               0        0   500000
APOLLO GROUP INC  -C   S       COM              037604105     8117   157112 SH       DEFINED 01 02               0        0   157112
APOLLO GROUP INC  -C   S       COM              037604105     1445    27970 SH       DEFINED 01 03               0        0    27970
APOLLO INVESTMENT CORP   S     COM              03761U106     1436    77700 SH       DEFINED 01 02               0        0    77700
APPLE COMPUTER INC   S         COM              037833100    60207  1054077 SH       DEFINED 01 02               0    31992  1022085
APPLE COMPUTER INC   S         COM              037833100     9733   170396 SH       DEFINED 01 03               0   170396        0
APPLE COMPUTER INC   S         COM              037833100    54245   948029 SH       DEFINED 01 10               0        0   948029
APPLEBEE'S INTL INC   S        COM              037899101     2173   113015 SH       DEFINED 01 02               0        0   113015
APPLERA - APP BIOSYS   S       COM              038020103     1170    36174 SH       DEFINED 01 03               0    36174        0
APPLERA - APP BIOSYS   S       COM              038020103     3857   119218 SH       DEFINED 01 02               0     1490   117728
APPLIED INDUSTRIAL TECH INC    COM              03820C105   107681  4429498 SH       DEFINED 01 03               0     9450  4420048
APPLIED INDUSTRIAL TECH INC    COM              03820C105    10517   432657 SH       DEFINED 01 02               0    26617   406040
APPLIED INDUSTRIAL TECH INC    COM              03820C105     1093    44933 SH       DEFINED 01 02 14            0    44933        0
APPLIED MATERIALS INC   S      COM              038222105     5022   308499 SH       DEFINED 01 03               0   308499        0
APPLIED MATERIALS INC   S      COM              038222105     3003   184000 SH       DEFINED 01 10               0        0   184000
APPLIED MATERIALS INC   S      COM              038222105    14129   867826 SH       DEFINED 01 02               0    36373   831453
APPLIED MICRO CIRCUITS CORP    COM              03822W109      334   122537 SH       DEFINED 01 02               0   122537        0
APPLIED SIGNAL TECHNOLOGY   S  COM              038237103      411    24110 SH       DEFINED 01 02               0        0    24110
APRIA HEALTHCARE GROUP INC   S COM              037933108     1032    54565 SH       DEFINED 01 02               0        0    54565
APTARGROUP INC   S             COM              038336103     6877   138629 SH       DEFINED 01 02               0        0   138629
AQUA AMERICA INC   S           COM              03836W103      287    12634 SH       DEFINED 01 02               0    12634        0
AQUANTIVE INC   S              COM              03839G105      260    10270 SH       DEFINED 01 10               0        0    10270
AQUANTIVE INC   S              COM              03839G105     5273   208130 SH       DEFINED 01 02               0     8750   199380
AQUILA INC   S                 COM              03840P102     1840   437034 SH       DEFINED 01 02               0        0   437034
ARACRUZ CELULOSE ADR EACH REP  PRF              038496204    80588  1541183 SH       DEFINED 01 10               0        0  1541183
ARAMARK CORPORATION            COM              038521100    42918  1296228 SH       DEFINED 01 10               0     2414  1293814
ARBINET-THEXCHANGE INC   S     COM              03875P100       23     4162 SH       DEFINED 01 02               0        0     4162
ARBITRON INC   S               COM              03875Q108     2363    61661 SH       DEFINED 01 02               0        0    61661
ARBOR REALTY TRUST INC   S     COM              038923108     1797    71750 SH       DEFINED 01 02 14            0    71750        0
ARBOR REALTY TRUST INC   S     COM              038923108      393    15700 SH       DEFINED 01 03               0    15700        0
ARBOR REALTY TRUST INC   S     COM              038923108     7064   282000 SH       DEFINED 01 02               0    22410   259590
ARCH CAPITAL GROUP LTD   FSUSD COM              G0450A105     2089    35137 SH       DEFINED 01 10               0        0    35137
ARCH CAPITAL GROUP LTD   FSUSD COM              G0450A105    38082   640459 SH       DEFINED 01 02               0        0   640459
ARCH CHEMICALS INC   S         COM              03937R102      205     5700 SH       DEFINED 01 03               0     5700        0
ARCH CHEMICALS INC   S         COM              03937R102      991    27500 SH       DEFINED 01 02 14            0    27500        0
ARCH CHEMICALS INC   S         COM              03937R102     2620    72697 SH       DEFINED 01 02               0     8560    64137
ARCH COAL INC   S              COM              039380100    10296   242994 SH       DEFINED 01 02 10            0        0   242994
ARCH COAL INC   S              COM              039380100   129734  3062666 SH       DEFINED 01 10               0        0  3062666
ARCH COAL INC   S              COM              039380100     2843    67087 SH       DEFINED 01 02               0     7578    59509
ARCHER-DANIELS-MIDLAND CO   S  COM              039483102    93616  2267852 SH       DEFINED 01 02               0     8641  2259211
ARCHER-DANIELS-MIDLAND CO   S  COM              039483102     5280   127915 SH       DEFINED 01 03               0   127915        0
ARCHER-DANIELS-MIDLAND CO   S  COM              039483102    12850   311364 SH       DEFINED 01 10               0        0   311364
ARCHSTONE-SMITH TRUST   S      COM              039583109     1173    23069 SH       DEFINED 01 10               0        0    23069
ARCHSTONE-SMITH TRUST   S      COM              039583109    13784   271005 SH       DEFINED 01 02               0      812   270193
ARCHSTONE-SMITH TRUST   S      COM              039583109     2125    41780 SH       DEFINED 01 03               0    41780        0
ARCHSTONE-SMITH TRUST SER A    COM              039583109      102     2000 SH       DEFINED 01 03               0        0     2000
ARCTIC CAT INC   S             COM              039670104     1172    60079 SH       DEFINED 01 02               0        0    60079
ARDEN GROUP INC   S            COM              039762109     4250    37552 SH       DEFINED 01 02               0        0    37552
ARENA BRANDS INC   S           COM              03999M207     2110   111111 SH       DEFINED 01 02               0        0   111111
ARENA PHARMACEUTICALS INC   S  COM              040047102      178    15400 SH       DEFINED 01 03               0    15400        0
ARENA PHARMACEUTICALS INC   S  COM              040047102      776    67140 SH       DEFINED 01 02 14            0    67140        0
ARENA PHARMACEUTICALS INC   S  COM              040047102     2651   228845 SH       DEFINED 01 02               0    39970   188875
ARENA RESOURCES INC   S        COM              040049108     2637    76900 SH       DEFINED 01 02               0        0    76900
ARGONAUT GROUP INC   S         COM              040157109     1919    63908 SH       DEFINED 01 02               0     8850    55058
ARIES MARITIME TRANSPORT LTD   COM              G0474B105     3825   359200 SH       DEFINED 01 02               0        0   359200
ARKANSAS BEST CORP   S         COM              040790107     1255    24990 SH       DEFINED 01 02 14            0    24990        0
ARKANSAS BEST CORP   S         COM              040790107      296     5900 SH       DEFINED 01 03               0     5900        0
ARKANSAS BEST CORP   S         COM              040790107     8265   164593 SH       DEFINED 01 02               0     7750   156843
ARKEMA-SPONSORED ADR   FSUSD   COM              041232109      782    20055 SH       DEFINED 01 02               0        0    20055
ARLINGTON TANKERS LTD   FSUSD  COM              G04899103     2413   106400 SH       DEFINED 01 02               0        0   106400
ARMOR HOLDINGS INC   S         COM              042260109     4494    81941 SH       DEFINED 01 02               0     5090    76851
ARMOR HOLDINGS INC   S         COM              042260109      892    16270 SH       DEFINED 01 02 14            0    16270        0
ARMOR HOLDINGS INC   S         COM              042260109      159     2900 SH       DEFINED 01 03               0     2900        0
ARQULE INC   S                 COM              04269E107      569   100820 SH       DEFINED 01 02               0        0   100820
ARRIS GROUP INC   S            COM              04269Q100     4528   345100 SH       DEFINED 01 02               0    22500   322600
ARROW ELEC INC                 COM              042735100       74     2300 SH       DEFINED 01 03               0        0     2300
ARROW ELECTRONICS INC   S      COM              042735100     1358    42183 SH       DEFINED 01 02               0     1100    41083
ARROW INTERNATIONAL INC   S    COM              042764100     1693    51500 SH       DEFINED 01 02               0        0    51500
ARTHROCARE CORP   S            COM              043136100     3106    73936 SH       DEFINED 01 02               0        0    73936
ARVINMERITOR INC   S           COM              043353101     5803   337579 SH       DEFINED 01 02               0    29280   308299
ARVINMERITOR INC   S           COM              043353101      333    19400 SH       DEFINED 01 03               0    19400        0
ARVINMERITOR INC   S           COM              043353101     1629    94760 SH       DEFINED 01 02 14            0    94760        0
ASBURY AUTOMOTIVE GROUP   S    COM              043436104     1563    74634 SH       DEFINED 01 02               0        0    74634
ASHFORD HOSPITALITY TRUST   S  COM              044103109      506    40100 SH       DEFINED 01 02               0        0    40100
ASHLAND INC   S                COM              044209104      926    13890 SH       DEFINED 01 03               0    13890        0
ASHLAND INC   S                COM              044209104     1976    29630 SH       DEFINED 01 10               0        0    29630
ASHLAND INC   S                COM              044209104     2428    36387 SH       DEFINED 01 02               0        0    36387
ASHLAND INC NEW                COM              044209104       80     1200 SH       DEFINED 01 03               0        0     1200
ASHWORTH INC   S               COM              04516H101      267    29700 SH       DEFINED 01 02               0        0    29700
ASML HOLDING NV-NY REG SHS   F COM              N07059111     9356   462700 SH       DEFINED 01 02               0        0   462700
ASPECT MEDICAL SYSTEMS INC   S COM              045235108      610    34988 SH       DEFINED 01 02               0        0    34988
ASPEN INSURANCE HOLDINGS LTD   COM              018228122      639    27446 SH       DEFINED 01 02               0    27446        0
ASPEN INSURANCE HOLDINGS LTD   COM              G05384105    57418  2465358 SH       DEFINED 01 02               0        0  2465358
ASPEN TECHNOLOGY INC   S       COM              045327103      195    14900 SH       DEFINED 01 03               0    14900        0
ASPEN TECHNOLOGY INC   S       COM              045327103     2059   156925 SH       DEFINED 01 02               0    25740   131185
ASPEN TECHNOLOGY INC   S       COM              045327103     1089    83070 SH       DEFINED 01 02 14            0    83070        0
ASSOCIATED ESTATES REALTY CP   COM              045604105     1836   148100 SH       DEFINED 01 02               0        0   148100
ASSURANT INC                   COM              04621X108       63     1300 SH       DEFINED 01 03               0        0     1300
ASSURANT INC   S               COM              04621X108       38      790 SH       DEFINED 01 02               0      790        0
ASTA FUNDING INC   S           COM              046220109      249     6636 SH       DEFINED 01 02               0        0     6636
ASTEC INDUSTRIES INC   S       COM              046224101     1273    37323 SH       DEFINED 01 02               0        0    37323
ASTORIA FINANCIAL CORP   S     COM              046265104     5093   167273 SH       DEFINED 01 02               0      896   166377
ASTRAZENECA PLC-SPONS ADR   FS COM              046353108      952    15911 SH       DEFINED 01 10               0        0    15911
ASTRAZENECA PLC-SPONS ADR   FS COM              046353108     6720   112326 SH       DEFINED 01 02               0        0   112326
ASYST TECHNOLOGIES INC   S     COM              04648X107     1769   234900 SH       DEFINED 01 02               0        0   234900
AT ROAD INC   S                COM              04648K105      418    75676 SH       DEFINED 01 02               0        0    75676
AT&T INC                       COM              00206R102      586    21000 SH       DEFINED 01 03               0        0    21000
AT&T INC                       COM              00206R102       55     1982 SH       DEFINED 01 03               0        0     1982
AT&T INC                       COM              00206R102      126     4500 SH       DEFINED 01 03               0        0     4500
AT&T INC   S                   COM              00206R102    23835   854605 SH       DEFINED 01 03               0   854605        0
AT&T INC   S                   COM              00206R102   432442 15505242 SH       DEFINED 01 02               0    30699 15474543
AT&T INC   S                   COM              00206R102    14238   510512 SH       DEFINED 01 10               0        0   510512
ATHEROS COMMUNICATIONS   S     COM              04743P108     4951   261123 SH       DEFINED 01 02               0     6510   254613
ATI TECHNOLOGIES INC   FSUSD   COM              001941103       13      872 SH       DEFINED 01 03               0      872        0
ATLANTIC TELE-NETWORK INC   S  COM              049079205      997    47855 SH       DEFINED 01 02               0        0    47855
ATLAS AMERICA INC   S          COM              049167109     3446    76907 SH       DEFINED 01 02               0     8010    68897
ATLAS AMERICA INC   S          COM              049167109     1198    26730 SH       DEFINED 01 02 14            0    26730        0
ATLAS AMERICA INC   S          COM              049167109      267     5950 SH       DEFINED 01 03               0     5950        0
ATMEL CORP   S                 COM              049513104      189    34100 SH       DEFINED 01 03               0    34100        0
ATMEL CORP   S                 COM              049513104      763   137510 SH       DEFINED 01 02 14            0   137510        0
ATMEL CORP   S                 COM              049513104     1682   302756 SH       DEFINED 01 02               0    66380   236376
ATMI INC   S                   COM              00207R101     1888    76677 SH       DEFINED 01 02               0        0    76677
ATMOS ENERGY CORP   S          COM              049560105     4639   166225 SH       DEFINED 01 02               0        0   166225
ATP OIL & GAS CORPORATION   S  COM              00208J108     2183    52017 SH       DEFINED 01 02               0        0    52017
ATWOOD OCEANICS INC   S        COM              050095108     6136   123704 SH       DEFINED 01 02               0        0   123704
AUDIBLE INC COM USD0.01        COM              05069A302       66     7338 SH       DEFINED 01 10               0        0     7338
AUDIOVOX CORP   S              COM              050757103     3794   277705 SH       DEFINED 01 02               0        0   277705
AURORA OIL & GAS CORP          COM              052036100       45    11200 SH       DEFINED 01 03               0        0    11200
AUTO DATA NETWORK INC          COM              05270Q104      172   282220 SH       DEFINED 01 02               0   282220        0
AUTO DESK                      COM              052769106       34     1000 SH       DEFINED 01 03               0        0     1000
AUTODESK INC   S               COM              052769106     4107   119162 SH       DEFINED 01 02               0     1299   117863
AUTODESK INC   S               COM              052769106     1590    46134 SH       DEFINED 01 03               0    46134        0
AUTOLIV INC                    COM              052800109       51      900 SH       DEFINED 01 03               0        0      900
AUTOLIV INC                    COM              052800109      107     1900 SH       DEFINED 01 03               0        0     1900
AUTOLIV INC   S                COM              052800109      183     3231 SH       DEFINED 01 02               0      720     2511
AUTOLIV INC   S                COM              052800109      848    15000 SH       DEFINED 01 10               0        0    15000
AUTOMATIC DATA PROCESSING   S  COM              053015103    44608   983659 SH       DEFINED 01 02               0        0   983659
AUTOMATIC DATA PROCESSING   S  COM              053015103    93590  2064680 SH       DEFINED 01 10               0        0  2064680
AUTOMATIC DATA PROCESSING   S  COM              053015103     5109   112659 SH       DEFINED 01 03               0   112659        0
AUTONATION INC   S             COM              05329W102     4430   206574 SH       DEFINED 01 02               0        0   206574
AUTONATION INC   S             COM              05329W102      622    28995 SH       DEFINED 01 03               0    28995        0
AUTOZONE INC   S               COM              053332102      922    10452 SH       DEFINED 01 03               0    10452        0
AUTOZONE INC   S               COM              053332102     3620    41040 SH       DEFINED 01 02               0        0    41040
AVALONBAY COMMUNITIES INC      COM              053484101       33      300 SH       DEFINED 01 03               0        0      300
AVALONBAY COMMUNITIES INC   S  COM              053484101     5148    46544 SH       DEFINED 01 02               0      844    45700
AVATAR HOLDINGS INC..   S      COM              053494100     1174    20600 SH       DEFINED 01 02               0        0    20600
AVAYA INC   S                  COM              053499109      918    80343 SH       DEFINED 01 03               0    80343        0
AVAYA INC   S                  COM              053499109      259    22679 SH       DEFINED 01 02               0     1680    20999
AVENTINE RENEWABLE ENERGY      COM              05356X403     2024    52000 SH       DEFINED 01 02               0        0    52000
AVERY DENNISON CORP   S        COM              053611109     1246    21460 SH       DEFINED 01 03               0    21460        0
AVERY DENNISON CORP   S        COM              053611109    10535   181449 SH       DEFINED 01 02               0        0   181449
AVID TECHNOLOGY INC   S        COM              05367P100     3661   109825 SH       DEFINED 01 02               0        0   109825
AVISTA CORP   S                COM              05379B107     3288   144058 SH       DEFINED 01 02               0    15960   128098
AVISTA CORP   S                COM              05379B107      274    12000 SH       DEFINED 01 03               0    12000        0
AVISTA CORP   S                COM              05379B107     1177    51570 SH       DEFINED 01 02 14            0    51570        0
AVOCENT CORPORATION   S        COM              053893103      942    35883 SH       DEFINED 01 02               0     7630    28253
AVON PRODUCTS INC   S          COM              054303102    11436   368908 SH       DEFINED 01 02               0        0   368908
AVON PRODUCTS INC   S          COM              054303102     2728    88010 SH       DEFINED 01 03               0    88010        0
AVX CORP   S                   COM              002444107      370    23457 SH       DEFINED 01 02               0        0    23457
AXA -SPONS ADR   FSUSD         COM              054536107        1       24 SH       DEFINED 01 05               0        0       24
AXCELIS TECHNOLOGIES INC   S   COM              054540109      149    25300 SH       DEFINED 01 03               0    25300        0
AXCELIS TECHNOLOGIES INC   S   COM              054540109     1819   308158 SH       DEFINED 01 02               0    36780   271378
AXCELIS TECHNOLOGIES INC   S   COM              054540109      702   118800 SH       DEFINED 01 02 14            0   118800        0
AXIS CAPITAL HOLDINGS LTD   FS COM              G0692U109    57875  2022912 SH       DEFINED 01 02               0        0  2022912
AZTAR CORP   S                 COM              054802103     4303    82813 SH       DEFINED 01 02               0        0    82813
AZZ INC                        COM              002474104      139     5300 SH       DEFINED 01 03               0        0     5300
BAKER HUGHES INC   S           COM              057224107   218139  2665090 SH       DEFINED 01 02               0    41115  2623975
BAKER HUGHES INC   S           COM              057224107     6838    83533 SH       DEFINED 01 03               0    83533        0
BAKER HUGHES INC   S           COM              057224107     4253    51968 SH       DEFINED 01 10               0        0    51968
BAKER MICHAEL CORP             COM              057149106       17      800 SH       DEFINED 01 03               0        0      800
BAKERS FOOTWEAR GROUP INC   S  COM              057465106      264    18999 SH       DEFINED 01 02               0        0    18999
BALCHEM CORP                   COM              057665200      131     5800 SH       DEFINED 01 03               0        0     5800
BALDOR ELECTRIC   S            COM              057741100     2739    87522 SH       DEFINED 01 02               0        0    87522
BALL CORP   S                  COM              058498106     1544    41657 SH       DEFINED 01 02               0        0    41657
BALL CORP   S                  COM              058498106      758    20468 SH       DEFINED 01 03               0    20468        0
BALLARD POWER SYSTEMS INC   FS COM              05858H104      126    21500 SH       DEFINED 01 03               0    21500        0
BALLARD POWER SYSTEMS INC   FS COM              05858H104     9982  1706112 SH       DEFINED 01 02               0        0  1706112
BALLY TOTAL FITNESS HLDGS   S  COM              05873K108      473    69790 SH       DEFINED 01 02               0        0    69790
BANCFIRST CORP.   S            COM              05945F103     1354    30289 SH       DEFINED 01 02               0     9440    20849
BANCFIRST CORP.   S            COM              05945F103      293     6550 SH       DEFINED 01 03               0     6550        0
BANCFIRST CORP.   S            COM              05945F103     1372    30640 SH       DEFINED 01 02 14            0    30640        0
BANCO BRADESCO-SPONSORED ADR   COM              059460303      362    11645 SH       DEFINED 01 10               0        0    11645
BANCO SANTANDER-CHILE-ADR      COM              05965X109     3541    87829 SH       DEFINED 01 10               0        0    87829
BANCOLOMBIA S.A.-SPONS ADR   F COM              05968L102     5389   223665 SH       DEFINED 01 02 10            0        0   223665
BANCOLOMBIA S.A.-SPONS ADR   F COM              05968L102     8619   357955 SH       DEFINED 01 10               0        0   357955
BANCORP INC/THE   S            COM              05969A105     1881    75208 SH       DEFINED 01 02               0        0    75208
BANCORPSOUTH INC   S           COM              059692103      398    14600 SH       DEFINED 01 03               0    14600        0
BANCORPSOUTH INC   S           COM              059692103     2007    73700 SH       DEFINED 01 02 14            0    73700        0
BANCORPSOUTH INC   S           COM              059692103     6968   255683 SH       DEFINED 01 02               0    22660   233023
BANDAG INC   S                 COM              059815100      485    13284 SH       DEFINED 01 02               0        0    13284
BANK AMER CORP                 COM              060505104      957    19900 SH       DEFINED 01 03               0        0    19900
BANK AMER CORP                 COM              060505104       77     1600 SH       DEFINED 01 03               0        0     1600
BANK AMER CORP                 COM              060505104      124     2575 SH       DEFINED 01 03               0        0     2575
BANK MUTUAL CORP   S           COM              063750103     1522   124585 SH       DEFINED 01 02               0        0   124585
BANK NEW YORK INC              COM              064057102       52     1600 SH       DEFINED 01 03               0        0     1600
BANK OF AMERICA CORP   S       COM              060505104   188028  3914793 SH       DEFINED 01 10               0        0  3914793
BANK OF AMERICA CORP   S       COM              060505104    46371   964061 SH       DEFINED 01 03               0   964061        0
BANK OF AMERICA CORP   S       COM              060505104   688064 14304886 SH       DEFINED 01 02               0    28126 14276760
BANK OF AMERICA CORP   S       COM              060505104     9460   196666 SH       DEFINED 01 02 10            0        0   196666
BANK OF HAWAII CORP   S        COM              062540109     8403   169408 SH       DEFINED 01 02               0      380   169028
BANK OF NEW YORK CO INC   S    COM              064057102     5659   175765 SH       DEFINED 01 03               0   175765        0
BANK OF NEW YORK CO INC   S    COM              064057102   122724  3811255 SH       DEFINED 01 02               0     7200  3804055
BANKATLANTIC CL A   S          COM              065908501     2431   163780 SH       DEFINED 01 02               0        0   163780
BANKRATE INC   S               COM              06646V108     1064    28187 SH       DEFINED 01 02               0        0    28187
BANKUNITED FINANCIAL   S       COM              06652B103     3644   119430 SH       DEFINED 01 02               0        0   119430
BANTA CORP   S                 COM              066821109      632    13654 SH       DEFINED 01 02               0        0    13654
BARD (C.R.) INC   S            COM              067383109      388     5286 SH       DEFINED 01 02               0        0     5286
BARD (C.R.) INC   S            COM              067383109     1483    20246 SH       DEFINED 01 03               0    20246        0
BARNES & NOBLE INC   S         COM              067774109     4686   128376 SH       DEFINED 01 02               0      580   127796
BARNES GROUP INC   S           COM              067806109     5774   289392 SH       DEFINED 01 02               0    23330   266062
BARNES GROUP INC   S           COM              067806109     1495    74940 SH       DEFINED 01 02 14            0    74940        0
BARNES GROUP INC   S           COM              067806109      327    16400 SH       DEFINED 01 03               0    16400        0
BARR PHARMACEUTICALS INC   S   COM              068306109      990    20755 SH       DEFINED 01 03               0    20755        0
BARR PHARMACEUTICALS INC   S   COM              068306109      258     5420 SH       DEFINED 01 02               0        0     5420
BARR PHARMACEUTICALS INC   S   COM              068306109      184     3858 SH       DEFINED 01 10               0        0     3858
BARRICK GOLD CORP   FSUSD      COM              067901108    13417   453281 SH       DEFINED 01 02               0        0   453281
BASIC ENERGY SERVICES INC   S  COM              06985P100     2155    70468 SH       DEFINED 01 02               0        0    70468
BASSETT FURNITURE INDS   S     COM              070203104      448    24219 SH       DEFINED 01 02               0        0    24219
BAUSCH & LOMB INC   S          COM              071707103     6939   141485 SH       DEFINED 01 02               0        0   141485
BAUSCH & LOMB INC   S          COM              071707103      516    10514 SH       DEFINED 01 03               0    10514        0
BAXTER INTERNATIONAL INC.   S  COM              071813109     1855    50500 SH       DEFINED 01 10               0        0    50500
BAXTER INTERNATIONAL INC.   S  COM              071813109    39473  1073838 SH       DEFINED 01 02               0        0  1073838
BAXTER INTERNATIONAL INC.   S  COM              071813109     4705   127994 SH       DEFINED 01 03               0   127994        0
BB&T CORP                      COM              054937107      100     2400 SH       DEFINED 01 03               0        0     2400
BB&T CORPORATION   S           COM              054937107     5237   125941 SH       DEFINED 01 02               0        0   125941
BB&T CORPORATION   S           COM              054937107     4471   107506 SH       DEFINED 01 03               0   107506        0
BCE INC   FSUSD                COM              05534B109       47     2000 SH       DEFINED 01 02               0        0     2000
BE AEROSPACE INC   S           COM              073302101     5587   244374 SH       DEFINED 01 02               0     8740   235634
BEA SYSTEMS INC   S            COM              073325102       17     1261 SH       DEFINED 01 03               0     1261        0
BEA SYSTEMS INC   S            COM              073325102    11923   910862 SH       DEFINED 01 02               0        0   910862
BEACON ROOFING SUPPLY INC   S  COM              073685109     4010   182197 SH       DEFINED 01 02               0        0   182197
BEAR STEARNS CO                COM              073902108       14      100 SH       DEFINED 01 03               0        0      100
BEAR STEARNS COMPANIES INC   S COM              073902108     3302    23571 SH       DEFINED 01 03               0    23571        0
BEAR STEARNS COMPANIES INC   S COM              073902108    11870    84742 SH       DEFINED 01 02               0      992    83750
BEARINGPOINT INC   S           COM              074002106      243    29000 SH       DEFINED 01 03               0    29000        0
BEARINGPOINT INC   S           COM              074002106     1036   123680 SH       DEFINED 01 02 14            0   123680        0
BEARINGPOINT INC   S           COM              074002106     1471   175868 SH       DEFINED 01 02               0    39250   136618
BEASLEY BROADCAST GRP INC -A   COM              074014101      630    90000 SH       DEFINED 01 02               0        0    90000
BEAZER HOMES USA INC           COM              07556Q105       67     1450 SH       DEFINED 01 03               0        0     1450
BEAZER HOMES USA INC.   S      COM              07556Q105     1911    41672 SH       DEFINED 01 02               0     5623    36049
BECTON DICKINSON & CO   S      COM              075887109     2955    48339 SH       DEFINED 01 03               0    48339        0
BECTON DICKINSON & CO   S      COM              075887109     4704    76946 SH       DEFINED 01 02               0      519    76427
BED BATH & BEYOND INC   S      COM              075896100     1874    56496 SH       DEFINED 01 03               0    56496        0
BED BATH & BEYOND INC   S      COM              075896100     5973   180102 SH       DEFINED 01 02               0        0   180102
BEL FUSE INC   S               COM              077347300      880    26810 SH       DEFINED 01 02               0        0    26810
BELDEN CDT INC   S             COM              077454106     2879    87123 SH       DEFINED 01 02               0        0    87123
BELL MICROPRODUCTS INC   S     COM              078137106      336    62079 SH       DEFINED 01 02               0        0    62079
BELLSOUTH CORP                 COM              079860102       80     2200 SH       DEFINED 01 03               0        0     2200
BELLSOUTH CORP                 COM              079860102      174     4800 SH       DEFINED 01 03               0        0     4800
BELLSOUTH CORP   S             COM              079860102    14519   401059 SH       DEFINED 01 03               0   401059        0
BELLSOUTH CORP   S             COM              079860102   317235  8763366 SH       DEFINED 01 02               0     9155  8754211
BELO CORP   S                  COM              080555105      468    30000 SH       DEFINED 01 02               0        0    30000
BEMA GOLD CORP   FSUSD         COM              08135F107     2259   450000 SH       DEFINED 01 02               0        0   450000
BEMIS COMPANY   S              COM              081437105     1285    41961 SH       DEFINED 01 02               0        0    41961
BEMIS COMPANY   S              COM              081437105      628    20494 SH       DEFINED 01 03               0    20494        0
BENCHMARK ELECTRONICS INC   S  COM              08160H101     9349   387599 SH       DEFINED 01 02               0        0   387599
BENIHANA INC CL-A              COM              082047200       87     3200 SH       DEFINED 01 03               0        0     3200
BERKELY W R CORP               COM              084423102       51     1500 SH       DEFINED 01 03               0        0     1500
BERKSHIRE HATHAWAY INC-CL B    COM              084670207    38771    12741 SH       DEFINED 01 02               0        0    12741
BERKSHIRE HATHAWAY INC-CL B    COM              084670207    39716    13056 SH       DEFINED 01 10               0        0    13056
BERRY PETROLEUM CO-CL A   S    COM              085789105      396    11940 SH       DEFINED 01 02               0        0    11940
BEST BUY CO INC   S            COM              086516101    22345   407444 SH       DEFINED 01 02               0    11574   395870
BEST BUY CO INC   S            COM              086516101     4315    78689 SH       DEFINED 01 03               0    78689        0
BEVERLY HILLS BANCORP          COM              087866109       82     8500 SH       DEFINED 01 03               0        0     8500
BFC FINANCIAL CORPORATION-A    COM              055384200     2207   318872 SH       DEFINED 01 02               0        0   318872
BG GROUP PLC-SPON ADR   FSUSD  COM              055434203      849    12690 SH       DEFINED 01 02               0        0    12690
BHP BILLITON LTD-SPON ADR   FS COM              088606108     2046    47500 SH       DEFINED 01 02               0        0    47500
BHP BILLITON LTP-SPON ADR      COM              088606108       69     1600 SH       DEFINED 01 03               0        0     1600
BIG LOTS INC   S               COM              089302103     1079    63120 SH       DEFINED 01 02 14            0    63120        0
BIG LOTS INC   S               COM              089302103     1056    61826 SH       DEFINED 01 02               0    20320    41506
BIG LOTS INC   S               COM              089302103    45040  2636960 SH       DEFINED 01 03               0    36289  2600671
BIO CRYST PHARMACEUTICAL       COM              09058V103       64     4500 SH       DEFINED 01 02               0     4500        0
BIOGEN IDEC INC   S            COM              09062X103     4226    91210 SH       DEFINED 01 03               0    91210        0
BIOGEN IDEC INC   S            COM              09062X103   121049  2612746 SH       DEFINED 01 02               0    12893  2599853
BIOGEN IDEC INC   S            COM              09062X103      926    20000 SH       DEFINED 01 10               0        0    20000
BIOLASE TECHNOLOGY INC   S     COM              090911108      975   116055 SH       DEFINED 01 02               0        0   116055
BIOMARIN PHARMACEUTICAL INC    COM              09061G101     4708   327565 SH       DEFINED 01 02               0    10090   317475
BIOMED REALTY TRUST INC   S    COM              09063H107     4518   150900 SH       DEFINED 01 02               0        0   150900
BIOMET INC   S                 COM              090613100     2491    79634 SH       DEFINED 01 03               0    79634        0
BIOMET INC   S                 COM              090613100     1565    50000 SH       DEFINED 01 02 10            0        0    50000
BIOMET INC   S                 COM              090613100     6029   192700 SH       DEFINED 01 10               0        0   192700
BIOMET INC   S                 COM              090613100    28950   925286 SH       DEFINED 01 02               0    13865   911421
BIO-RAD LABORATORIES-CL A   S  COM              090572207      227     3500 SH       DEFINED 01 03               0      350        0
BIO-RAD LABORATORIES-CL A   S  COM              090572207     1233    18990 SH       DEFINED 01 02               0      508     1391
BIO-RAD LABORATORIES-CL A   S  COM              090572207     1072    16520 SH       DEFINED 01 02 14            0     1652        0
BIOSITE INC   S                COM              090945106     1610    35255 SH       DEFINED 01 02               0        0    35255
BISYS GROUP INC/THE   S        COM              055472104     2129   155374 SH       DEFINED 01 02               0    15600   139774
BISYS GROUP INC/THE   S        COM              055472104      692    50430 SH       DEFINED 01 02 14            0    50430        0
BJ SERVICES CO   S             COM              055482103    79452  2132387 SH       DEFINED 01 02               0    42192  2090195
BJ SERVICES CO   S             COM              055482103     4007   107559 SH       DEFINED 01 03               0   107559        0
BJ`S WHOLESALE CLUB INC   S    COM              05548J106       18      631 SH       DEFINED 01 02               0        0      631
BLACK & DECKER CORP   S        COM              091797100      357     4224 SH       DEFINED 01 02               0      340     3884
BLACK & DECKER CORP   S        COM              091797100     1254    14850 SH       DEFINED 01 03               0    14850        0
BLACK BOX CORPORATION   S      COM              091826107     3748    97766 SH       DEFINED 01 02               0        0    97766
BLACK HILLS CORP   S           COM              092113109     1622    47230 SH       DEFINED 01 02 14            0    47230        0
BLACK HILLS CORP   S           COM              092113109      360    10500 SH       DEFINED 01 03               0    10500        0
BLACK HILLS CORP   S           COM              092113109     1691    49269 SH       DEFINED 01 02               0    14610    34659
BLACKBOARD INC   S             COM              091935502     1240    42838 SH       DEFINED 01 02               0     8350    34488
BLACKROCK INC   S              COM              09247X101    15530   111592 SH       DEFINED 01 02               0        0   111592
BLAIR CORP   S                 COM              092828102       51     1691 SH       DEFINED 01 02               0        0     1691
BLOCKBUSTER INC-CL A   S       COM              093679108      877   176129 SH       DEFINED 01 02               0        0   176129
BLUE COAT SYSTEMS INC   S      COM              09534T508      500    29630 SH       DEFINED 01 02               0        0    29630
BLUE NILE INC   S              COM              09578R103      697    21661 SH       DEFINED 01 02               0     2634    19027
BLUE NILE INC   S              COM              09578R103      458    14241 SH       DEFINED 01 03               0    14241        0
BLUEGREEN CORP   S             COM              096231105      394    34381 SH       DEFINED 01 02               0        0    34381
BLUELINX HOLDINGS INC   S      COM              09624H109     1757   134846 SH       DEFINED 01 02               0        0   134846
BLYTH INC   S                  COM              09643P108      617    33431 SH       DEFINED 01 02               0        0    33431
BMC SOFTWARE INC   S           COM              055921100    71272  2982058 SH       DEFINED 01 02               0    34977  2947081
BMC SOFTWARE INC   S           COM              055921100     2553   106819 SH       DEFINED 01 03               0   106819        0
BOB EVANS FARMS   S            COM              096761101      972    32410 SH       DEFINED 01 02 14            0    32410        0
BOB EVANS FARMS   S            COM              096761101     3316   110495 SH       DEFINED 01 02               0    10040   100455
BOB EVANS FARMS   S            COM              096761101      207     6900 SH       DEFINED 01 03               0     6900        0
BOEING CO                      COM              097023105      147     1800 SH       DEFINED 01 03               0        0     1800
BOEING CO   S                  COM              097023105   142395  1738424 SH       DEFINED 01 02               0     8200  1730224
BOEING CO   S                  COM              097023105     1298    15842 SH       DEFINED 01 10               0        0    15842
BOEING CO   S                  COM              097023105    12802   156291 SH       DEFINED 01 03               0   156291        0
BOK FINANCIAL CORPORATION   S  COM              05561Q201     3760    75699 SH       DEFINED 01 02               0      320    75379
BON-TON STORES INC/THE   S     COM              09776J101      720    32946 SH       DEFINED 01 02               0        0    32946
BOOKS-A-MILLION INC   S        COM              098570104     1275    76412 SH       DEFINED 01 02               0        0    76412
BORDERS GROUP INC   S          COM              099709107     1333    72212 SH       DEFINED 01 02               0        0    72212
BORG WARNER INC                COM              099724106      143     2200 SH       DEFINED 01 03               0        0     2200
BORGWARNER INC   S             COM              099724106     6618   101669 SH       DEFINED 01 02               0        0   101669
BOSTON BEER   S                COM              100557107     1377    46980 SH       DEFINED 01 02 14            0    46980        0
BOSTON BEER   S                COM              100557107     4855   165750 SH       DEFINED 01 02               0    23950   141800
BOSTON BEER   S                COM              100557107      313    10700 SH       DEFINED 01 03               0    10700        0
BOSTON PRIVATE FINL HOLDING    COM              101119105     7162   256694 SH       DEFINED 01 02               0        0   256694
BOSTON PROPERTIES INC          COM              101121101       45      500 SH       DEFINED 01 03               0        0      500
BOSTON PROPERTIES INC   S      COM              101121101    15690   173563 SH       DEFINED 01 02               0      490   173073
BOSTON PROPERTIES INC   S      COM              101121101      876     9700 SH       DEFINED 01 10               0        0     9700
BOSTON PROPERTIES INC   S      COM              101121101     1614    17855 SH       DEFINED 01 03               0    17855        0
BOSTON SCIENTIFIC CORP   S     COM              101137107     4000   237502 SH       DEFINED 01 03               0   237502        0
BOSTON SCIENTIFIC CORP   S     COM              101137107   252149 14973203 SH       DEFINED 01 02               0        0 14973203
BOTTOMLINE TECHNOLOGIES INC    COM              101388106      633    77740 SH       DEFINED 01 02               0        0    77740
BOWATER INC   S                COM              102183100      304    13380 SH       DEFINED 01 03               0    13380        0
BOWATER INC   S                COM              102183100    18730   823274 SH       DEFINED 01 02               0        0   823274
BOWNE & CO INC   S             COM              103043105     2435   170315 SH       DEFINED 01 02               0        0   170315
BOYKIN LODGING CO              COM              103430104       72     6600 SH       DEFINED 01 03               0        0     6600
BOYKIN LODGING COMPANY   S     COM              103430104      630    57900 SH       DEFINED 01 02               0        0    57900
BP P L C                       COM              055622104      160     2300 SH       DEFINED 01 03               0        0     2300
BP P L C                       COM              055622104       84     1200 SH       DEFINED 01 03               0        0     1200
BP PLC-SPONS ADR   FSUSD       COM              055622104      319     4581 SH       DEFINED 01 03               0        0     4581
BP PLC-SPONS ADR   FSUSD       COM              055622104   108491  1558556 SH       DEFINED 01 02               0        0  1558556
BRADLEY PHARMACEUTICALS INC    COM              104576103      318    31135 SH       DEFINED 01 02               0        0    31135
BRADY CORP   S                 COM              104674106     1039    28200 SH       DEFINED 01 02 14            0        0    28200
BRADY CORP   S                 COM              104674106      228     6200 SH       DEFINED 01 03               0        0     6200
BRADY CORP   S                 COM              104674106    15329   416134 SH       DEFINED 01 02               0        0   416134
BRANDYWINE REALTY TRUST   S    COM              105368203     2421    75258 SH       DEFINED 01 02               0        0    75258
BRASIL TELECOM PAR SPON ADR RE COM              105530109     2592    79629 SH       DEFINED 01 10               0        0    79629
BRE PROPERTIES   S             COM              05564E106     1546    28100 SH       DEFINED 01 02               0        0    28100
BRIGGS & STRATTON   S          COM              109043109     3259   104748 SH       DEFINED 01 02               0        0   104748
BRIGHT HORIZONS FAMILY SOLUT   COM              109195107      118     3132 SH       DEFINED 01 10               0        0     3132
BRIGHTPOINT INC   S            COM              109473405      144    10620 SH       DEFINED 01 03               0    10620        0
BRIGHTPOINT INC   S            COM              109473405      607    44868 SH       DEFINED 01 02 14            0    44868        0
BRIGHTPOINT INC   S            COM              109473405     3881   286878 SH       DEFINED 01 02               0    21588   265290
BRINKER INTERNATIONAL INC   S  COM              109641100      735    20242 SH       DEFINED 01 03               0    20242        0
BRINKER INTERNATIONAL INC   S  COM              109641100    19505   537339 SH       DEFINED 01 02               0     9629   527710
BRINK'S CO/THE   S             COM              109696104       13      231 SH       DEFINED 01 02               0        0      231
BRISTOL MYERS SQUIBB           COM              110122108       49     1900 SH       DEFINED 01 03               0        0     1900
BRISTOL-MYERS SQUIBB CO   S    COM              110122108   311355 12039976 SH       DEFINED 01 02               0   120213 11919763
BRISTOL-MYERS SQUIBB CO   S    COM              110122108     2534    98044 SH       DEFINED 01 10               0        0    98044
BRISTOL-MYERS SQUIBB CO   S    COM              110122108     9939   384351 SH       DEFINED 01 03               0   384351        0
BRISTOW GROUP INC   S          COM              110394103     1888    52428 SH       DEFINED 01 02               0        0    52428
BROADCOM CORP   S              COM              111320107    40355  1342855 SH       DEFINED 01 02               0    57132  1285723
BROADCOM CORP   S              COM              111320107     3643   121212 SH       DEFINED 01 03               0   121212        0
BROADWING CORP   S             COM              11161E101      567    54710 SH       DEFINED 01 02 14            0    54710        0
BROADWING CORP   S             COM              11161E101     2346   226800 SH       DEFINED 01 02               0    28930   197870
BROADWING CORP   S             COM              11161E101      135    13000 SH       DEFINED 01 03               0    13000        0
BROCADE COMMUNICATIONS SYS   S COM              111621108     5321   866283 SH       DEFINED 01 02               0    74340   791943
BROCADE COMMUNICATIONS SYS   S COM              111621108      316    51400 SH       DEFINED 01 03               0    51400        0
BROCADE COMMUNICATIONS SYS   S COM              111621108     1480   240840 SH       DEFINED 01 02 14            0   240840        0
BROOKDALE SENIOR LIVING INC    COM              112463104       28      620 SH       DEFINED 01 02               0        0      620
BROOKFIELD HOMES CORP   S      COM              112723101      350    10650 SH       DEFINED 01 02               0        0    10650
BROOKFIELD PROPERTIES CORP   F COM              112900105     4909   152600 SH       DEFINED 01 02               0        0   152600
BROOKLINE BANCORP INC   S      COM              11373M107     2906   211053 SH       DEFINED 01 02               0        0   211053
BROOKS AUTOMATION INC   S      COM              114340102     1804   152875 SH       DEFINED 01 02               0        0   152875
BROWN SHOE COMPANY INC   S     COM              115736100     4230   124145 SH       DEFINED 01 02               0        0   124145
BROWN-FORMAN CORP   S          COM              115637100     3805    53000 SH       DEFINED 01 02               0        0    53000
BROWN-FORMAN CORP -CL B   S    COM              115637209     1165    16256 SH       DEFINED 01 03               0        0    16256
BROWN-FORMAN CORP -CL B   S    COM              115637209     2404    33538 SH       DEFINED 01 02               0        0    33538
BROWN-FORMAN CORP -CL B   S    COM              115637209    26496   370892 SH       DEFINED 01 10               0        0   370892
BRUNSWICK CORP   S             COM              117043109    10368   311789 SH       DEFINED 01 02               0        0   311789
BRUNSWICK CORP   S             COM              117043109      615    18491 SH       DEFINED 01 03               0    18491        0
BRUSH ENGINEERED MATERIALS   S COM              117421107      829    39755 SH       DEFINED 01 02               0        0    39755
BRYN MAWR BK CORP              COM              117665109       89     4000 SH       DEFINED 01 03               0        0     4000
BT GROUP PLC-SPON ADR   FSUSD  COM              05577E101      620    14000 SH       DEFINED 01 02               0        0    14000
BTU INTERNATIONAL INC   S      COM              056032105      318    23448 SH       DEFINED 01 02               0        0    23448
BUCKEYE TECHNOLOGIES INC   S   COM              118255108      519    67884 SH       DEFINED 01 02               0        0    67884
BUCKLE INC.   S                COM              118440106      313     7466 SH       DEFINED 01 02               0        0     7466
BUCYRUS INTERNATIONAL INC-A    COM              118759109     7373   145990 SH       DEFINED 01 02               0     5190   140800
BUFFALO WILD WINGS INC   S     COM              119848109      672    17536 SH       DEFINED 01 02               0     1900    15636
BUFFALO WILD WINGS INC   S     COM              119848109      370     9653 SH       DEFINED 01 03               0     9653        0
BUHRMANN NV -SPON ADR   FSUSD  COM              12007Q100      364    25190 SH       DEFINED 01 02               0        0    25190
BUILDING MATERIAL HOLDING CP   COM              120113105     5339   191584 SH       DEFINED 01 02               0        0   191584
BURGER KING HOLDINGS INC   S   COM              121208201     1242    78840 SH       DEFINED 01 02               0        0    78840
BURLINGTON NORTHERN INC        COM              12189T104       87     1100 SH       DEFINED 01 03               0        0     1100
BURLINGTON NORTHERN SANTA FE   COM              12189T104    31304   395000 SH       DEFINED 01 10               0        0   395000
BURLINGTON NORTHERN SANTA FE   COM              12189T104   147201  1857416 SH       DEFINED 01 02               0     3139  1854277
BURLINGTON NORTHERN SANTA FE   COM              12189T104     6084    76767 SH       DEFINED 01 03               0    76767        0
BUSINESS OBJECTS SA-SP ADR   F COM              12328X107     4733   174000 SH       DEFINED 01 02               0        0   174000
C AND D TECHNOLOGIES           COM              124661109      124    16500 SH       DEFINED 01 03               0        0    16500
C&D TECHNOLOGIES INC   S       COM              124661109      394    52348 SH       DEFINED 01 02               0        0    52348
C.H. ROBINSON WORLDWIDE INC    COM              12541W209    48263   905488 SH       DEFINED 01 03               0    12176   893312
C.H. ROBINSON WORLDWIDE INC    COM              12541W209    21774   408499 SH       DEFINED 01 02               0    21894   386605
CA INC   S                     COM              12673P105     1833    89187 SH       DEFINED 01 03               0    89187        0
CA INC   S                     COM              12673P105      479    23315 SH       DEFINED 01 02               0        0    23315
CABELA'S INC   S               COM              126804301      543    28182 SH       DEFINED 01 02               0        0    28182
CABLEVISION SYS NY GRP   S     COM              12686C109    31402  1466001 SH       DEFINED 01 10               0        0  1466001
CABLEVISION SYS NY GRP   S     COM              12686C109    67314  3138179 SH       DEFINED 01 02               0        0  3138179
CABOT CORP   S                 COM              127055101    14145   409741 SH       DEFINED 01 02               0        0   409741
CABOT CORP   S                 COM              127055101      114     3291 SH       DEFINED 01 03               0     3291        0
CABOT MICROELECTRONICS CORP    COM              12709P103      409    13500 SH       DEFINED 01 02               0        0    13500
CABOT OIL & GAS CORP   S       COM              127097103     7113   145155 SH       DEFINED 01 02               0        0   145155
CACI INTERNATIONAL   S         COM              127190304     6212   106486 SH       DEFINED 01 02               0        0   106486
CADBURY SCHWEPPES ADR          COM              127209302       78     2000 SH       DEFINED 01 03               0        0     2000
CADBURY SCHWEPPES-SPONS ADR    COM              127209302     4037   104000 SH       DEFINED 01 02               0        0   104000
CADENCE DESIGN SYS INC   S     COM              127387108       18     1030 SH       DEFINED 01 03               0     1030        0
CADENCE DESIGN SYS INC   S     COM              127387108    28814  1680126 SH       DEFINED 01 02               0     1520  1678606
CALAMOS ASSET MANAGEMENT-A   S COM              12811R104      155     5357 SH       DEFINED 01 02               0        0     5357
CALAMP CORP   S                COM              128126109      115    12931 SH       DEFINED 01 02               0        0    12931
CALAVO GROWERS INC   S         COM              128246105      516    51620 SH       DEFINED 01 02               0        0    51620
CALIFORNIA COASTAL COMM INC    COM              129915203     5341   166910 SH       DEFINED 01 02               0        0   166910
CALIFORNIA PIZZA KITCHEN INC   COM              13054D109     1666    60630 SH       DEFINED 01 02               0        0    60630
CALLAWAY GOLF COMPANY   S      COM              131193104     1831   141016 SH       DEFINED 01 02               0    14680   126336
CALLAWAY GOLF COMPANY   S      COM              131193104      122     9400 SH       DEFINED 01 03               0     9400        0
CALLAWAY GOLF COMPANY   S      COM              131193104      619    47690 SH       DEFINED 01 02 14            0    47690        0
CALLON PETROLEUM CO   S        COM              13123X102     2155   111400 SH       DEFINED 01 02               0        0   111400
CAMBREX CORP   S               COM              132011107     1662    79788 SH       DEFINED 01 02               0        0    79788
CAMDEN NATIONAL CORP   S       COM              133034108      166     4165 SH       DEFINED 01 02               0        0     4165
CAMDEN PROPERTY TRUST   S      COM              133131102     8504   115625 SH       DEFINED 01 02               0      530   115095
CAMECO CORP   FSUSD            COM              13321L108     2289    57270 SH       DEFINED 01 02               0        0    57270
CAMERON INTERNATIONAL CORP   S COM              13342B105    39645   829932 SH       DEFINED 01 02               0    35475   794457
CAMPBELL SOUP CO   S           COM              134429109    28976   780835 SH       DEFINED 01 02               0      510   780325
CAMPBELL SOUP CO   S           COM              134429109     1344    36222 SH       DEFINED 01 03               0    36222        0
CANADIAN NATL RAILWAY CO   FSU COM              136375102     1794    41011 SH       DEFINED 01 02               0        0    41011
CANADIAN NATURAL RESOURCES   F COM              136385101     1661    30000 SH       DEFINED 01 02               0    30000        0
CANADIAN NATURAL RESOURCES   F COM              136385101      941    17000 SH       DEFINED 01 10               0        0    17000
CANDELA CORP   S               COM              136907102     2555   161085 SH       DEFINED 01 02               0    18200   142885
CANTEL MEDICAL CORP   S        COM              138098108       17     1213 SH       DEFINED 01 02               0        0     1213
CANTERBURY PARK HOLDING CORP   COM              13811E101      734    55000 SH       DEFINED 01 02               0        0    55000
CAPITAL CORP OF THE WEST       COM              140065202       38     1189 SH       DEFINED 01 02               0     1189        0
CAPITAL CROSSING BANK   S      COM              140071101       15      594 SH       DEFINED 01 02               0        0      594
CAPITAL LEASE FUNDING INC   S  COM              140288101      571    50000 SH       DEFINED 01 02               0        0    50000
CAPITAL ONE FINANCIAL CORP   S COM              14040H105   173137  2026178 SH       DEFINED 01 03               0    66539  1959639
CAPITAL ONE FINANCIAL CORP   S COM              14040H105   132278  1548024 SH       DEFINED 01 02               0        0  1548024
CAPITAL ONE FINL CORP          COM              14040H105       89     1047 SH       DEFINED 01 03               0        0     1047
CAPITAL ONE FINL CORP          COM              14040H105       68      800 SH       DEFINED 01 03               0        0      800
CAPITAL TRUST-CL A   S         COM              14052H506     1261    35410 SH       DEFINED 01 02 14            0    35410        0
CAPITAL TRUST-CL A   S         COM              14052H506      299     8400 SH       DEFINED 01 03               0     8400        0
CAPITAL TRUST-CL A   S         COM              14052H506     1569    44060 SH       DEFINED 01 02               0    10950    33110
CAPITALSOURCE INC.   S         COM              14055X102     4057   172955 SH       DEFINED 01 02               0    21856   151099
CAPITALSOURCE INC.   S         COM              14055X102     1227    52295 SH       DEFINED 01 03               0    52295        0
CAPITOL BANCORP LTD   S        COM              14056D105     1549    39790 SH       DEFINED 01 02               0     2940    36850
CAPITOL BANCORP LTD   S        COM              14056D105      105     2700 SH       DEFINED 01 03               0     2700        0
CAPITOL BANCORP LTD   S        COM              14056D105      350     9010 SH       DEFINED 01 02 14            0     9010        0
CAPITOL FEDERAL FINANCIAL   S  COM              14057C106     3261    95100 SH       DEFINED 01 02               0        0    95100
CAPTARIS INC   S               COM              14071N104      269    57931 SH       DEFINED 01 02               0        0    57931
CARAUSTAR   S                  COM              140909102      536    59556 SH       DEFINED 01 02               0        0    59556
CARBO CERAMICS INC   S         COM              140781105     2278    46364 SH       DEFINED 01 02               0        0    46364
CARDINAL FINANCIAL CORP   S    COM              14149F109      317    27300 SH       DEFINED 01 02               0        0    27300
CARDINAL HEALTH INC            COM              14149Y108       90     1400 SH       DEFINED 01 03               0        0     1400
CARDINAL HEALTH INC   S        COM              14149Y108   176102  2737480 SH       DEFINED 01 02               0    11701  2725779
CARDINAL HEALTH INC   S        COM              14149Y108     6061    94218 SH       DEFINED 01 03               0    94218        0
CARDIOME PHARMA CORPORATION    COM              14159U202      312    35335 SH       DEFINED 01 10               0        0    35335
CAREMARK RX INC                COM              141705103       77     1550 SH       DEFINED 01 03               0        0     1550
CAREMARK RX INC   S            COM              141705103    54415  1091111 SH       DEFINED 01 02               0    14446  1076665
CAREMARK RX INC   S            COM              141705103     5663   113553 SH       DEFINED 01 03               0   113553        0
CARMIKE CINEMAS INC   S        COM              143436400     2234   106000 SH       DEFINED 01 02               0        0   106000
CARNIVAL CORP   FSUSD          COM              143658300     4714   113000 SH       DEFINED 01 10               0        0   113000
CARNIVAL CORP   FSUSD          COM              143658300     4107    98397 SH       DEFINED 01 03               0    98397        0
CARNIVAL CORP   FSUSD          COM              143658300    16115   386070 SH       DEFINED 01 02               0        0   386070
CARPENTER TECHNOLOGY   S       COM              144285103      254     2200 SH       DEFINED 01 03               0     2200        0
CARPENTER TECHNOLOGY   S       COM              144285103     1547    13390 SH       DEFINED 01 02 14            0    13390        0
CARPENTER TECHNOLOGY   S       COM              144285103     9876    85516 SH       DEFINED 01 02               0     4010    81506
CARPENTER TECHNOLOGY   S       COM              144285103     1798    15698 SH       DEFINED 01 10               0        0    15698
CARREKER CORP   S              COM              144433109      324    45308 SH       DEFINED 01 02               0        0    45308
CARRIER ACCESS CORP            COM              144460102      191    23100 SH       DEFINED 01 03               0        0    23100
CARTER'S INC   S               COM              146229109     1869    70710 SH       DEFINED 01 02               0    12710    58000
CASCADE BANCORP   S            COM              147154108      224     7830 SH       DEFINED 01 02               0     7830        0
CASCADE CORP   S               COM              147195101      307     7778 SH       DEFINED 01 02               0        0     7778
CASCADE NATURAL GAS CORP   S   COM              147339105      496    23519 SH       DEFINED 01 02               0        0    23519
CASEY'S GENERAL STORES INC   S COM              147528103     9437   377293 SH       DEFINED 01 02               0     9940   367353
CASEY'S GENERAL STORES INC   S COM              147528103      170     6800 SH       DEFINED 01 03               0     6800        0
CASEY'S GENERAL STORES INC   S COM              147528103      791    31580 SH       DEFINED 01 02 14            0    31580        0
CASH AMERICA INTL INC   S      COM              14754D100      165     5150 SH       DEFINED 01 03               0     5150        0
CASH AMERICA INTL INC   S      COM              14754D100     4779   149366 SH       DEFINED 01 02               0     7660   141706
CASH AMERICA INTL INC   S      COM              14754D100      781    24460 SH       DEFINED 01 02 14            0    24460        0
CASS INFORMATION SYSTEMS INC   COM              14808P109     4116    84535 SH       DEFINED 01 02               0        0    84535
CASTLE A M CO PV10   S         COM              148411101     2837    87965 SH       DEFINED 01 02               0        0    87965
CATALINA MARKETING CORP   S    COM              148867104    47593  1672284 SH       DEFINED 01 02               0    26920  1645364
CATALINA MARKETING CORP   S    COM              148867104     1626    57148 SH       DEFINED 01 03               0    57148        0
CATAPULT COMMUNICATION         COM              149016107       69     6300 SH       DEFINED 01 03               0        0     6300
CATAPULT COMMUNICATIONS CORP   COM              149016107      231    21215 SH       DEFINED 01 02               0        0    21215
CATERPILLAR INC   S            COM              149123101   402996  5410779 SH       DEFINED 01 02               0    60495  5350284
CATERPILLAR INC   S            COM              149123101     7063    94837 SH       DEFINED 01 02 10            0        0    94837
CATERPILLAR INC   S            COM              149123101    14345   192601 SH       DEFINED 01 03               0   192601        0
CATERPILLAR INC   S            COM              149123101    55892   750550 SH       DEFINED 01 10               0        0   750550
CATHAY GENERAL BANCORP   S     COM              149150104     3712   102056 SH       DEFINED 01 02               0    12200    89856
CATHAY GENERAL BANCORP   S     COM              149150104     1432    39400 SH       DEFINED 01 02 14            0    39400        0
CATHAY GENERAL BANCORP   S     COM              149150104      313     8600 SH       DEFINED 01 03               0     8600        0
CATO CORP CL A                 COM              149205106       90     3500 SH       DEFINED 01 03               0        0     3500
CATO CORP-CL A   S             COM              149205106      332    12850 SH       DEFINED 01 03               0    12850        0
CATO CORP-CL A   S             COM              149205106     1539    59585 SH       DEFINED 01 02 14            0    59585        0
CATO CORP-CL A   S             COM              149205106     8691   336158 SH       DEFINED 01 02               0    25570   310588
CAVALIER HOMES INC   S         COM              149507105      303    57000 SH       DEFINED 01 02               0        0    57000
CAVCO INDUSTRIES INC   S       COM              149568107     1289    29000 SH       DEFINED 01 02               0        0    29000
CB RICHARD ELLIS GROUP INC-A   COM              12497T101    32674  1314865 SH       DEFINED 01 10               0        0  1314865
CB RICHARD ELLIS GROUP INC-A   COM              12497T101     1695    68085 SH       DEFINED 01 02 10            0        0    68085
CB RICHARD ELLIS GROUP INC-A   COM              12497T101     3414   137120 SH       DEFINED 01 02               0      520   136600
CBIZ INC   S                   COM              124805102      924   124720 SH       DEFINED 01 02 14            0   124720        0
CBIZ INC   S                   COM              124805102     1859   250833 SH       DEFINED 01 02               0    39020   211813
CBIZ INC   S                   COM              124805102      199    26900 SH       DEFINED 01 03               0    26900        0
CBL & ASSOCIATES PROPERTIES    COM              124830100     1210    31096 SH       DEFINED 01 02               0      750    30346
CBRL GROUP INC   S             COM              12489V106     3289    96970 SH       DEFINED 01 02               0        0    96970
CBS CORP CLASS B               COM              124857202      204     7550 SH       DEFINED 01 03               0        0     7550
CBS CORP-CL A   S              COM              124857103     2733   101000 SH       DEFINED 01 02               0        0   101000
CBS CORP-CLASS B   S           COM              124857202     1244    46000 SH       DEFINED 01 10               0        0    46000
CBS CORP-CLASS B   S           COM              124857202    41270  1525721 SH       DEFINED 01 02               0        0  1525721
CBS CORP-CLASS B   S           COM              124857202     4513   166859 SH       DEFINED 01 03               0        0   166859
C-COR INC   S                  COM              125010108      759    98311 SH       DEFINED 01 02               0        0    98311
CDI CORP   S                   COM              125071100      747    25762 SH       DEFINED 01 02               0        0    25762
CDW CORP   S                   COM              12512N105       16      285 SH       DEFINED 01 03               0      285        0
CEC ENTERTAINMENT INC   S      COM              125137109     2427    75570 SH       DEFINED 01 02               0        0    75570
CEDAR FAIR -LP   S             COM              150185106     9862   371600 SH       DEFINED 01 02               0        0   371600
CEDAR SHOPPING CENTERS INC   S COM              150602209      412    28000 SH       DEFINED 01 02               0        0    28000
CELADON GROUP INC   S          COM              150838100     1541    69892 SH       DEFINED 01 02               0     9465    60427
CELANESE CORP-SERIES A   S     COM              150870103      525    25688 SH       DEFINED 01 02               0        0    25688
CELERA GENOMICS GROUP-APPLER   COM              038020202      214    16500 SH       DEFINED 01 03               0        0    16500
CELERA GENOMICS GROUP-APPLER   COM              038020202     3445   266080 SH       DEFINED 01 02               0        0   266080
CELERA GENOMICS GROUP-APPLER   COM              038020202     1046    80680 SH       DEFINED 01 02 14            0        0    80680
CELESTICA INC                  COM              15101Q108       29     3000 SH       DEFINED 01 03               0        0     3000
CELGENE CORP.   S              COM              151020104    10300   217147 SH       DEFINED 01 02               0    40429   176718
CELGENE CORP.   S              COM              151020104       57     1200 SH       DEFINED 01 03               0     1200        0
CEMEX SA-SPONS ADR PART CER    COM              151290889   130126  2285734 SH       DEFINED 01 10               0        0  2285734
CEMEX SA-SPONS ADR PART CER    COM              151290889       91     1592 SH       DEFINED 01 02 10            0        0     1592
CEMEX SA-SPONS ADR PART CER    COM              151290889    14805   259877 SH       DEFINED 01 02               0        0   259877
CENDANT CORP   S               COM              151313103    77023  4728151 SH       DEFINED 01 02               0    39242  4688909
CENDANT CORP   S               COM              151313103     3845   236042 SH       DEFINED 01 03               0   236042        0
CENT IL LT CO 05.850% 07/01/20 PRF              153645882     3045    31316 SH       DEFINED 01 04               0        0    31316
CENTENE CORP.   S              COM              15135B101     2187    92904 SH       DEFINED 01 02               0        0    92904
CENTER FINANCIAL CORP   S      COM              15146E102      267    11263 SH       DEFINED 01 02               0        0    11263
CENTERPLATE INC-IDS   S        COM              15200E204     1064    79430 SH       DEFINED 01 02               0        0    79430
CENTERPOINT ENERGY INC   S     COM              15189T107      761    60863 SH       DEFINED 01 03               0    60863        0
CENTERPOINT ENERGY INC   S     COM              15189T107     6369   509536 SH       DEFINED 01 02               0     4693   504843
CENTEX CORP   S                COM              152312104    13385   266112 SH       DEFINED 01 02               0    14680   251432
CENTEX CORP   S                COM              152312104     1194    23728 SH       DEFINED 01 03               0    23728        0
CENTEX CORP   S                COM              152312104     4881    97018 SH       DEFINED 01 10               0        0    97018
CENTRACORE PROPERTIES   S      COM              15235H107     1739    70293 SH       DEFINED 01 02               0        0    70293
CENTRAL EURO DISTRIBUTION CORP COM              153435102      717    28500 SH       DEFINED 01 02               0        0    28500
CENTRAL EUROPEAN MEDIA ENT-A   COM              G20045202     9325   147560 SH       DEFINED 01 02 10            0     8305   139255
CENTRAL EUROPEAN MEDIA ENT-A   COM              G20045202     6066    96000 SH       DEFINED 01 02               0        0    96000
CENTRAL EUROPEAN MEDIA ENT-A   COM              G20045202      304     4810 SH       DEFINED 01 10               0        0     4810
CENTRAL GARDEN & PET CO   S    COM              153527106      972    22590 SH       DEFINED 01 02               0        0    22590
CENTRAL PACIFIC FINANCIAL CO   COM              154760102     1617    41770 SH       DEFINED 01 02 14            0    41770        0
CENTRAL PACIFIC FINANCIAL CO   COM              154760102     8382   216575 SH       DEFINED 01 02               0    12930   203645
CENTRAL PACIFIC FINANCIAL CO   COM              154760102      356     9200 SH       DEFINED 01 03               0     9200        0
CENTRAL PARKING CORP   S       COM              154785109     5445   340297 SH       DEFINED 01 02               0        0   340297
CENTRAL VERMONT PUB SERV   S   COM              155771108      381    20637 SH       DEFINED 01 02               0        0    20637
CENTURY ALUMINUM COMPANY   S   COM              156431108    12528   351036 SH       DEFINED 01 02               0        0   351036
CENTURYTEL INC   S             COM              156700106      843    22704 SH       DEFINED 01 03               0    22704        0
CENTURYTEL INC   S             COM              156700106    20129   541824 SH       DEFINED 01 02               0      640   541184
CENVEO INC   S                 COM              15670S105      285    15873 SH       DEFINED 01 02               0        0    15873
CEPHALON INC                   COM              156708109       92     1525 SH       DEFINED 01 03               0        0     1525
CEPHALON INC   S               COM              156708109      355     5901 SH       DEFINED 01 02               0     5252      649
CERADYNE INC.   S              COM              156710105     8690   175604 SH       DEFINED 01 02               0     5380   170224
CERIDIAN CORP - NEW   S        COM              156779100     2413    98748 SH       DEFINED 01 02               0    13966    84782
CERNER CORP   S                COM              156782104       93     2511 SH       DEFINED 01 03               0     2511        0
CERNER CORP   S                COM              156782104     7672   206708 SH       DEFINED 01 02               0     8484   198224
CH ENERGY GROUP INC   S        COM              12541M102     6189   128941 SH       DEFINED 01 02               0        0   128941
CHAMPION ENTERPRISES INC   S   COM              158496109    13264  1201464 SH       DEFINED 01 02               0    21780  1179684
CHAPARRAL RESOURCES INC   S    COM              159420306     2801   488780 SH       DEFINED 01 02               0        0   488780
CHAPARRAL STEEL CO   S         COM              159423102      194     2700 SH       DEFINED 01 03               0     2700        0
CHAPARRAL STEEL CO   S         COM              159423102     5962    82795 SH       DEFINED 01 02               0     3910    78885
CHAPARRAL STEEL CO   S         COM              159423102      874    12140 SH       DEFINED 01 02 14            0    12140        0
CHARLES RIVER LABORATORIES   S COM              159864107      226     6148 SH       DEFINED 01 02               0        0     6148
CHARLOTTE RUSSE HOLDING INC    COM              161048103      216     9012 SH       DEFINED 01 02               0        0     9012
CHARMING SHOPPES   S           COM              161133103       18     1564 SH       DEFINED 01 02               0        0     1564
CHARTER COMMUNICATIO   S       COM              16117M107      785   694600 SH       DEFINED 01 02               0        0   694600
CHARTER COMMUNICATIO   S       COM              16117M107      136   125000 SH       DEFINED 01 10               0        0   125000
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CHARTERMAC   S                 COM              160908109      258    13808 SH       DEFINED 01 02               0        0    13808
CHATTEM INC   S                COM              162456107     2211    72795 SH       DEFINED 01 02               0        0    72795
CHC HELICOPTER CORP-CL A   FSU COM              12541C203     4242   175500 SH       DEFINED 01 02               0        0   175500
CHECKFREE CORP   S             COM              162813109       15      300 SH       DEFINED 01 03               0      300        0
CHECKFREE CORP   S             COM              162813109     3277    66130 SH       DEFINED 01 02               0     6200    59930
CHECKPOINT SOFTWARE TECH   FSU COM              M22465104       15      839 SH       DEFINED 01 03               0      839        0
CHECKPOINT SYSTEMS INC   S     COM              162825103     1782    80240 SH       DEFINED 01 02               0        0    80240
CHEESECAKE FACTORY (THE)   S   COM              163072101    24827   921221 SH       DEFINED 01 02               0    18129   903092
CHEESECAKE FACTORY (THE)   S   COM              163072101     1480    54929 SH       DEFINED 01 03               0    54929        0
CHEMED CORP   S                COM              16359R103    10782   197740 SH       DEFINED 01 02               0     7710   190030
CHEMICAL FINANCIAL CORP   S    COM              163731102      924    30203 SH       DEFINED 01 02               0        0    30203
CHEMTURA CORP   S              COM              163893100      654    70000 SH       DEFINED 01 02               0        0    70000
CHESAPEAKE CORP   S            COM              165159104      666    40595 SH       DEFINED 01 02               0        0    40595
CHESAPEAKE ENERGY CORP   S     COM              165167107     2438    80590 SH       DEFINED 01 03               0    80590        0
CHESAPEAKE ENERGY CORP   S     COM              165167107    29780   984342 SH       DEFINED 01 02               0    45420   938922
CHESAPEAKE UTILITIES CORP      COM              165303108      135     4500 SH       DEFINED 01 03               0        0     4500
CHEVRON CORP                   COM              166764100      521     8400 SH       DEFINED 01 03               0        0     8400
CHEVRON CORP                   COM              166764100       99     1600 SH       DEFINED 01 03               0        0     1600
CHEVRON CORP   S               COM              166764100    59847   964511 SH       DEFINED 01 10               0        0   964511
CHEVRON CORP   S               COM              166764100    29979   483056 SH       DEFINED 01 03               0   483056        0
CHEVRON CORP   S               COM              166764100   519356  8368569 SH       DEFINED 01 02               0    46901  8321668
CHICAGO BRIDGE & IRON-NY SHR   COM              167250109     8141   337090 SH       DEFINED 01 02               0        0   337090
CHICAGO MERCANTILE EXCHANGE    COM              167760107     4774     9720 SH       DEFINED 01 02               0        0     9720
CHICO'S FAS INC   S            COM              168615102    12472   462323 SH       DEFINED 01 02               0     8778   453545
CHICO'S FAS INC   S            COM              168615102      708    26211 SH       DEFINED 01 03               0    26211        0
CHILDREN'S PLACE   S           COM              168905107     4667    77717 SH       DEFINED 01 02               0        0    77717
CHINA MOBILE (HK) SPON ADR REP COM              16941M109      399    13939 SH       DEFINED 01 10               0        0    13939
CHIQUITA BRANDS INTL   S       COM              170032809     1648   119616 SH       DEFINED 01 02               0        0   119616
CHITTENDEN CORP   S            COM              170228100     3390   131166 SH       DEFINED 01 02               0        0   131166
CHORDIANT SOFTWARE COM USD0.00 COM              170404107     2722   864238 SH       DEFINED 01 10               0        0   864238
CHRISTOPHER & BANKS CORP   S   COM              171046105     4193   144588 SH       DEFINED 01 02               0     4780   139808
CHUBB CORP                     COM              171232101      200     4000 SH       DEFINED 01 03               0        0     4000
CHUBB CORP   S                 COM              171232101    52794  1057971 SH       DEFINED 01 02               0     8938  1049033
CHUBB CORP   S                 COM              171232101     5068   101564 SH       DEFINED 01 03               0   101564        0
CHUNGHWA TELECOM CO LTD-ADR    COM              17133Q205    18149   982593 SH       DEFINED 01 02               0        0   982593
CHURCH & DWIGHT CO INC   S     COM              171340102     4325   118750 SH       DEFINED 01 02               0        0   118750
CHURCHILL DOWNS INC   S        COM              171484108     2536    67715 SH       DEFINED 01 02               0        0    67715
CIA DE MINAS BUENAVENTUR-ADR   COM              204448104      327    12000 SH       DEFINED 01 10               0        0    12000
CIA VALE DO RIO DOCE-ADR   FSU COM              204412209    50362  2096634 SH       DEFINED 01 10               0        0  2096634
CIA VALE DO RIO DOCE-ADR   FSU COM              204412209    29388  1222435 SH       DEFINED 01 02 10            0        0  1222435
CIA VALE DO RIO DOCE-SP ADR    COM              204412100   176645  8616824 SH       DEFINED 01 10               0        0  8616824
CIA VALE DO RIO DOCE-SP ADR    COM              204412100     5184   251896 SH       DEFINED 01 02 10            0        0   251896
CIBER INC   S                  COM              17163B102     1641   249069 SH       DEFINED 01 02               0        0   249069
CIENA CORP   S                 COM              171779101     1172   243440 SH       DEFINED 01 02 14            0   243440        0
CIENA CORP   S                 COM              171779101      890   184970 SH       DEFINED 01 03               0   184970        0
CIENA CORP   S                 COM              171779101     5952  1237325 SH       DEFINED 01 02               0    75920  1161405
CIGNA CORP                     COM              125509109       79      800 SH       DEFINED 01 03               0        0      800
CIGNA CORP   S                 COM              125509109     4314    43791 SH       DEFINED 01 10               0        0    43791
CIGNA CORP   S                 COM              125509109     2306    23409 SH       DEFINED 01 03               0    23409        0
CIGNA CORP   S                 COM              125509109   116509  1182720 SH       DEFINED 01 02               0     2526  1180194
CIMAREX ENERGY CO   S          COM              171798101     1076    25030 SH       DEFINED 01 02 14            0    25030        0
CIMAREX ENERGY CO   S          COM              171798101      373     8675 SH       DEFINED 01 03               0     8675        0
CIMAREX ENERGY CO   S          COM              171798101    12383   287988 SH       DEFINED 01 02               0     8282   279706
CINCINNATI BELL INC   S        COM              171871106      314    76500 SH       DEFINED 01 03               0    76500        0
CINCINNATI BELL INC   S        COM              171871106     1326   323640 SH       DEFINED 01 02 14            0   323640        0
CINCINNATI BELL INC   S        COM              171871106     4064   991120 SH       DEFINED 01 02               0   101930   889190
CINCINNATI FINANCIAL CORP   S  COM              172062101     1820    38714 SH       DEFINED 01 02               0      960    37754
CINCINNATI FINANCIAL CORP   S  COM              172062101     1592    33865 SH       DEFINED 01 03               0    33865        0
CINTAS CORP   S                COM              172908105    43863  1103204 SH       DEFINED 01 02               0    17522  1085682
CINTAS CORP   S                COM              172908105     2469    62118 SH       DEFINED 01 03               0    62118        0
CIRCOR INTERNATIONAL INC   S   COM              17273K109     1304    42740 SH       DEFINED 01 02 14            0    42740        0
CIRCOR INTERNATIONAL INC   S   COM              17273K109      284     9300 SH       DEFINED 01 03               0     9300        0
CIRCOR INTERNATIONAL INC   S   COM              17273K109     1172    38440 SH       DEFINED 01 02               0    13290    25150
CIRCUIT CITY   S               COM              172737108    11835   434807 SH       DEFINED 01 02               0      830   433977
CIRCUIT CITY   S               COM              172737108      801    29432 SH       DEFINED 01 03               0    29432        0
CIRRUS LOGIC INC   S           COM              172755100      186    22900 SH       DEFINED 01 03               0    22900        0
CIRRUS LOGIC INC   S           COM              172755100      815   100190 SH       DEFINED 01 02 14            0   100190        0
CIRRUS LOGIC INC   S           COM              172755100     3779   464090 SH       DEFINED 01 02               0    59100   404990
CISCO SYSTEMS INC   S          COM              17275R102     7165   366858 SH       DEFINED 01 02 10            0        0   366858
CISCO SYSTEMS INC   S          COM              17275R102    24061  1231971 SH       DEFINED 01 03               0  1231971        0
CISCO SYSTEMS INC   S          COM              17275R102    74639  3823681 SH       DEFINED 01 10               0        0  3823681
CISCO SYSTEMS INC   S          COM              17275R102   425395 21781553 SH       DEFINED 01 02               0    22316 21759237
CIT GROUP INC                  COM              125581108      110     2100 SH       DEFINED 01 03               0        0     2100
CIT GROUP INC   S              COM              125581108    74326  1421391 SH       DEFINED 01 10               0        0  1421391
CIT GROUP INC   S              COM              125581108     9242   176764 SH       DEFINED 01 02               0     2067   174697
CIT GROUP INC   S              COM              125581108     3429    65572 SH       DEFINED 01 02 10            0        0    65572
CIT GROUP INC   S              COM              125581108     2037    38960 SH       DEFINED 01 03               0    38960        0
CITADEL BROADCASTING CORP   S  COM              17285T106     1735   195010 SH       DEFINED 01 02               0    25450   169560
CITADEL BROADCASTING CORP   S  COM              17285T106      122    13700 SH       DEFINED 01 03               0    13700        0
CITADEL BROADCASTING CORP   S  COM              17285T106      730    82130 SH       DEFINED 01 02 14            0    82130        0
CITI TRENDS INC   S            COM              17306X102      289     6780 SH       DEFINED 01 02               0        0     6780
CITIGROUP INC                  COM              172967101       92     1900 SH       DEFINED 01 03               0        0     1900
CITIGROUP INC                  COM              172967101     1129    23400 SH       DEFINED 01 03               0        0    23400
CITIGROUP INC                  COM              172967101      256     5304 SH       DEFINED 01 03               0        0     5304
CITIGROUP INC   S              COM              172967101    51458  1066710 SH       DEFINED 01 03               0  1066710        0
CITIGROUP INC   S              COM              172967101   764465 15847083 SH       DEFINED 01 02               0    20356 15826727
CITIGROUP INC   S              COM              172967101   185171  3839344 SH       DEFINED 01 10               0        0  3839344
CITIZENS BANKING CORP MICH   S COM              174420109     3815   156312 SH       DEFINED 01 02               0        0   156312
CITIZENS COMMUNICATIONS CO   S COM              17453B101    17662  1353495 SH       DEFINED 01 02               0        0  1353495
CITIZENS COMMUNICATIONS CO   S COM              17453B101      829    63514 SH       DEFINED 01 03               0    63514        0
CITRIX   S                     COM              177376100     3845    95806 SH       DEFINED 01 03               0    95806        0
CITRIX   S                     COM              177376100    29663   739036 SH       DEFINED 01 02               0    31858   707178
CITY BANK LYNNWOOD WA   S      COM              17770A109       51     1092 SH       DEFINED 01 02               0        0     1092
CITY HOLDING CO   S            COM              177835105     6151   170228 SH       DEFINED 01 02               0    15750   154478
CITY HOLDING CO   S            COM              177835105     1786    49420 SH       DEFINED 01 02 14            0    49420        0
CITY HOLDING CO   S            COM              177835105      406    11240 SH       DEFINED 01 03               0    11240        0
CITY NATIONAL CORP   S         COM              178566105      883    13572 SH       DEFINED 01 02               0      345    13227
CKE RESTAURANTS INC   S        COM              12561E105     1134    68220 SH       DEFINED 01 02               0    12920    55300
CLAIRE'S STORES INC   S        COM              179584107       12      470 SH       DEFINED 01 02               0        0      470
CLARCOR INC   S                COM              179895107     7295   244868 SH       DEFINED 01 02               0        0   244868
CLEAN HARBORS INC   S          COM              184496107      106     2637 SH       DEFINED 01 02               0        0     2637
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CLEAR CHANNEL COMMUNICATIONS   COM              184502102    25732   831680 SH       DEFINED 01 10               0        0   831680
CLECO CORPORATION   S          COM              12561W105      544    23400 SH       DEFINED 01 03               0    23400        0
CLECO CORPORATION   S          COM              12561W105    11620   499785 SH       DEFINED 01 02               0    32960   466825
CLECO CORPORATION   S          COM              12561W105     2467   106140 SH       DEFINED 01 02 14            0   106140        0
CLEVELAND-CLIFFS INC   S       COM              185896107     3703    46706 SH       DEFINED 01 02               0     1520    45186
CLOROX CO                      COM              189054109      140     2300 SH       DEFINED 01 03               0        0     2300
CLOROX COMPANY   S             COM              189054109    10083   165389 SH       DEFINED 01 02               0        0   165389
CLOROX COMPANY   S             COM              189054109     1798    29487 SH       DEFINED 01 03               0    29487        0
CMS ENERGY CORP   S            COM              125896100     7016   541930 SH       DEFINED 01 02               0     3404   538526
CMS ENERGY CORP   S            COM              125896100      559    43230 SH       DEFINED 01 03               0    43230        0
CNA FINANCIAL CORP   S         COM              126117100       21      630 SH       DEFINED 01 02               0      630        0
CNA SURETY CORP.   S           COM              12612L108       19     1120 SH       DEFINED 01 02               0        0     1120
CNET NETWORKS INC.   S         COM              12613R104      389    48774 SH       DEFINED 01 02               0        0    48774
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CNS INC   S                    COM              126136100      702    28640 SH       DEFINED 01 02               0        0    28640
CNX GAS CORP   S               COM              12618H309     1562    52080 SH       DEFINED 01 02               0        0    52080
COACH INC   S                  COM              189754104    38673  1293428 SH       DEFINED 01 02               0    14047  1279381
COACH INC   S                  COM              189754104     3191   106696 SH       DEFINED 01 03               0   106696        0
COACHMEN INDUSTRIES INC   S    COM              189873102      691    57811 SH       DEFINED 01 02               0        0    57811
COCA-COLA BOTTLING   S         COM              191098102     4453    87702 SH       DEFINED 01 02               0        0    87702
COCA-COLA CO                   COM              191216100      301     7000 SH       DEFINED 01 03               0        0     7000
COCA-COLA CO                   COM              191216100       56     1300 SH       DEFINED 01 03               0        0     1300
COCA-COLA CO/THE   S           COM              191216100   201229  4677642 SH       DEFINED 01 02               0    86938  4590704
COCA-COLA CO/THE   S           COM              191216100    17916   416453 SH       DEFINED 01 03               0   416453        0
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COCA-COLA ENTERPRISES   S      COM              191219104     1208    59324 SH       DEFINED 01 03               0    59324        0
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COCA-COLA FEMSA S.A.-SP ADR    COM              191241108      422    14300 SH       DEFINED 01 02               0        0    14300
COEUR D`ARLENE MINES CORP   S  COM              192108108    51957 10802232 SH       DEFINED 01 02               0    31940 10770292
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COGDELL SPENCER INC   S        COM              19238U107      390    20000 SH       DEFINED 01 02               0        0    20000
COGENT COMMUNICATIONS GROUP    COM              19239V302     1665   177650 SH       DEFINED 01 02               0        0   177650
COGNEX CORP   S                COM              192422103     3201   122977 SH       DEFINED 01 02               0        0   122977
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COGNIZANT TECH SOLUT   S       COM              192446102     1911    28377 SH       DEFINED 01 10               0        0    28377
COGNIZANT TECH SOLUT   S       COM              192446102     1583    23497 SH       DEFINED 01 03               0    23497        0
COHEN & STEERS INC   S         COM              19247A100      330    13965 SH       DEFINED 01 02               0        0    13965
COHERENT INC   S               COM              192479103     5803   172057 SH       DEFINED 01 02               0        0   172057
COHU INC   S                   COM              192576106      811    46191 SH       DEFINED 01 02               0        0    46191
COINMACH SERVICE CORP-IDS   S  COM              19259W107     2143   130340 SH       DEFINED 01 02               0        0   130340
COINMACH SERVICE-CLASS A   S   COM              19259W206     2322   226570 SH       DEFINED 01 02               0        0   226570
COINSTAR INC   S               COM              19259P300     2206    92195 SH       DEFINED 01 02               0    12730    79465
COINSTAR INC   S               COM              19259P300      982    41060 SH       DEFINED 01 02 14            0    41060        0
COINSTAR INC   S               COM              19259P300      218     9100 SH       DEFINED 01 03               0     9100        0
COLDWATER CREEK INC   S        COM              193068103     1360    50835 SH       DEFINED 01 03               0    50835        0
COLDWATER CREEK INC   S        COM              193068103     4690   175198 SH       DEFINED 01 02               0    15687   159511
COLEY PHARMACEUTICAL GROUP     COM              19388P106      878    76512 SH       DEFINED 01 10               0        0    76512
COLGATE-PALMOLIVE              COM              194162103      168     2800 SH       DEFINED 01 03               0        0     2800
COLGATE-PALMOLIVE CO   S       COM              194162103     2251    37611 SH       DEFINED 01 10               0        0    37611
COLGATE-PALMOLIVE CO   S       COM              194162103     6026   100598 SH       DEFINED 01 03               0   100598        0
COLGATE-PALMOLIVE CO   S       COM              194162103   106590  1779468 SH       DEFINED 01 02               0     2878  1776590
COLONIAL BANCGROUP INC   S     COM              195493309     9569   372647 SH       DEFINED 01 02               0     1090   371557
COLONIAL PROPERTIES TRUST   S  COM              195872106    14647   296505 SH       DEFINED 01 02               0        0   296505
COLOR KINETICS INC   S         COM              19624P100      466    24666 SH       DEFINED 01 02               0        0    24666
COLUMBIA BANKING SYSTEM INC    COM              197236102      404    10800 SH       DEFINED 01 03               0    10800        0
COLUMBIA BANKING SYSTEM INC    COM              197236102     1825    48810 SH       DEFINED 01 02 14            0    48810        0
COLUMBIA BANKING SYSTEM INC    COM              197236102     2617    69979 SH       DEFINED 01 02               0    15010    54969
COLUMBIA SPORTSWEAR CO   S     COM              198516106       76     1674 SH       DEFINED 01 02               0        0     1674
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COLUMBUS MCKINNON CORP/NY   S  COM              199333105      735    33840 SH       DEFINED 01 02 14            0    33840        0
COLUMBUS MCKINNON CORP/NY   S  COM              199333105      163     7500 SH       DEFINED 01 03               0     7500        0
COMBINATORX INC                COM              20010A103      176    20000 SH       DEFINED 01 10               0        0    20000
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COMCAST CORP SPL A             COM              20030N101       88     2700 SH       DEFINED 01 03               0        0     2700
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COMERICA INC   S               COM              200340107    21476   413098 SH       DEFINED 01 02               0     2881   410217
COMERICA INC   S               COM              200340107     1651    31753 SH       DEFINED 01 03               0    31753        0
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COMMERCE BANCSHARES INC   S    COM              200525103      761    15221 SH       DEFINED 01 02               0      948    14273
COMMERCE GROUP INC   S         COM              200641108      453    15338 SH       DEFINED 01 02               0        0    15338
COMMERCIAL METALS CO   S       COM              201723103      272    10600 SH       DEFINED 01 03               0    10600        0
COMMERCIAL METALS CO   S       COM              201723103     6800   264600 SH       DEFINED 01 02               0    17710   246890
COMMERCIAL METALS CO   S       COM              201723103     1421    55330 SH       DEFINED 01 02 14            0    55330        0
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COMMSCOPE INC   S              COM              203372107     1174    37360 SH       DEFINED 01 02 14            0    37360        0
COMMSCOPE INC   S              COM              203372107     9873   314196 SH       DEFINED 01 02               0    17902   296294
COMMSCOPE INC   S              COM              203372107      325    10350 SH       DEFINED 01 03               0    10350        0
COMMUNITY BANCORP              COM              20343T100      147     4738 SH       DEFINED 01 02               0     4738        0
COMMUNITY BANK SYSTEM INC   S  COM              203607106     1671    82805 SH       DEFINED 01 02               0        0    82805
COMMUNITY HEALTH SYSTEMS INC   COM              203668108     9430   256593 SH       DEFINED 01 02               0      630   255963
COMMUNITY TRUST BANCORP INC    COM              204149108      410    11733 SH       DEFINED 01 03               0    11733        0
COMMUNITY TRUST BANCORP INC    COM              204149108     1897    54322 SH       DEFINED 01 02 14            0    54322        0
COMMUNITY TRUST BANCORP INC    COM              204149108     2332    66758 SH       DEFINED 01 02               0    16585    50173
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COMPANHIA DE BEBIDAS-PRF ADR   COM              20441W203    57937  1404885 SH       DEFINED 01 10               0        0  1404885
COMPASS BANCSHARES INC   S     COM              20449H109     4518    81251 SH       DEFINED 01 02               0        0    81251
COMPASS BANCSHARES INC   S     COM              20449H109     1403    25240 SH       DEFINED 01 03               0    25240        0
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COMPUCREDIT CORP   S           COM              20478N100      363     9450 SH       DEFINED 01 03               0     9450        0
COMPUCREDIT CORP   S           COM              20478N100     1643    42754 SH       DEFINED 01 02 14            0    42754        0
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COMPUTER SCIENCES              COM              205363104       44      900 SH       DEFINED 01 03               0        0      900
COMPUTER SCIENCES CORP   S     COM              205363104     2658    54887 SH       DEFINED 01 03               0    54887        0
COMPUTER SCIENCES CORP   S     COM              205363104    69707  1439047 SH       DEFINED 01 02               0     4510  1434537
COMPUWARE CORP   S             COM              205638109      494    73763 SH       DEFINED 01 03               0    73763        0
COMPUWARE CORP   S             COM              205638109    15391  2297327 SH       DEFINED 01 02               0     5420  2291907
COMPX INTERNATIONAL            COM              20563P101      107     6000 SH       DEFINED 01 03               0        0     6000
COMPX INTERNATIONAL INC   S    COM              20563P101       39     2184 SH       DEFINED 01 02               0        0     2184
COMSTOCK RESOURCES INC   S     COM              205768203     2240    75000 SH       DEFINED 01 02               0        0    75000
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COMVERSE TECHNOLOGY INC   S    COM              205862402      795    40213 SH       DEFINED 01 03               0    40213        0
COMVERSE TECHNOLOGY INC   S    COM              205862402      204    10326 SH       DEFINED 01 02               0        0    10326
CONAGRA FOODS INC              COM              205887102       91     4100 SH       DEFINED 01 03               0        0     4100
CONAGRA FOODS INC   S          COM              205887102    10192   460998 SH       DEFINED 01 02               0     2020   458978
CONAGRA FOODS INC   S          COM              205887102     2245   101522 SH       DEFINED 01 03               0   101522        0
CONCEPTUS INC                  COM              206016107      407    29137 SH       DEFINED 01 10               0        0    29137
CONCUR TECHNOLOGIES INC   S    COM              206708109      532    34351 SH       DEFINED 01 02               0        0    34351
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CONEXANT SYSTEMS INC.   S      COM              207142100      627   250330 SH       DEFINED 01 02 14            0   250330        0
CONEXANT SYSTEMS INC.   S      COM              207142100      135    54100 SH       DEFINED 01 03               0    54100        0
CONEXANT SYSTEMS INC.   S      COM              207142100     1217   485797 SH       DEFINED 01 02               0    77790   408007
CONMED CORP   S                COM              207410101     1274    61546 SH       DEFINED 01 02               0        0    61546
CONNETICS CORP.   S            COM              208192104     1790   152159 SH       DEFINED 01 02               0        0   152159
CONN'S INC   S                 COM              208242107     2238    84273 SH       DEFINED 01 02               0        0    84273
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CONOCOPHILLIPS                 COM              20825C104      360     5500 SH       DEFINED 01 03               0        0     5500
CONOCOPHILLIPS   S             COM              20825C104   500131  7632090 SH       DEFINED 01 02               0    49768  7582322
CONOCOPHILLIPS   S             COM              20825C104    24103   367811 SH       DEFINED 01 03               0   367811        0
CONOCOPHILLIPS   S             COM              20825C104    48638   742352 SH       DEFINED 01 10               0        0   742352
CONOR MEDSYSTEMS INC           COM              208264101       29     1049 SH       DEFINED 01 02               0     1049        0
CONSECO INC   S                COM              208464883     8443   365471 SH       DEFINED 01 02               0     1148   364323
CONSECO INC   S                COM              208464883      133     5764 SH       DEFINED 01 03               0     5764        0
CONSOL ENERGY INC   S          COM              20854P109     1673    35805 SH       DEFINED 01 03               0    35805        0
CONSOL ENERGY INC   S          COM              20854P109     3461    74089 SH       DEFINED 01 02               0      840    73249
CONSOLIDATED EDISON INC   S    COM              209115104     2135    48039 SH       DEFINED 01 03               0    48039        0
CONSOLIDATED EDISON INC   S    COM              209115104    22584   508211 SH       DEFINED 01 02               0      700   507511
CONSOLIDTED GRAPHICS INC   S   COM              209341106     2169    41670 SH       DEFINED 01 02 14            0    41670        0
CONSOLIDTED GRAPHICS INC   S   COM              209341106     7077   135936 SH       DEFINED 01 02               0    17420   118516
CONSOLIDTED GRAPHICS INC   S   COM              209341106      401     7700 SH       DEFINED 01 03               0     7700        0
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CONSTELLATION BRANDS   S       COM              21036P108     1977    79104 SH       DEFINED 01 02               0        0    79104
CONSTELLATION BRANDS INC       COM              21036P108       88     3500 SH       DEFINED 01 03               0        0     3500
CONSTELLATION ENERGY   S       COM              210371100     1907    34983 SH       DEFINED 01 03               0    34983        0
CONSTELLATION ENERGY   S       COM              210371100    14391   263955 SH       DEFINED 01 02               0      650   263305
CONSTELLATION ENERGY GROUP INC COM              210371100       65     1200 SH       DEFINED 01 03               0        0     1200
CONSUMER DISCRETIONARY SELT    COM              81369Y407     2245    67239 SH       DEFINED 01 02               0        0    67239
CONTINENTAL AIRLINES-CL B   S  COM              210795308    39556  1327385 SH       DEFINED 01 02               0    17910  1309475
CONTINENTAL AIRLINES-CL B   S  COM              210795308      833    27950 SH       DEFINED 01 03               0    27950        0
CONVERGYS CORP   S             COM              212485106     4027   206464 SH       DEFINED 01 02               0     3843   202621
CONVERGYS CORP   S             COM              212485106      534    27388 SH       DEFINED 01 03               0    27388        0
CON-WAY INC   S                COM              205944101     3069    53000 SH       DEFINED 01 10               0        0    53000
CON-WAY INC   S                COM              205944101     1709    29500 SH       DEFINED 01 02               0        0    29500
COOPER COMPANIES INC           COM              216648402       45     1025 SH       DEFINED 01 03               0        0     1025
COOPER COS INC   S             COM              216648402     7665   173075 SH       DEFINED 01 02               0        0   173075
COOPER INDUSTRIES LTD          COM              G24182100       84      900 SH       DEFINED 01 03               0        0      900
COOPER INDUSTRIES LTD-CL A   F COM              G24182100     1678    18058 SH       DEFINED 01 03               0    18058        0
COOPER INDUSTRIES LTD-CL A   F COM              G24182100    78617   846067 SH       DEFINED 01 02               0        0   846067
COOPER TIRE & RUBBER           COM              216831107        9      800 SH       DEFINED 01 03               0        0      800
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COPA HOLDINGS SA-CLASS A   FSU COM              P31076105     8663   382978 SH       DEFINED 01 10               0        0   382978
COPA HOLDINGS SA-CLASS A   FSU COM              P31076105     5497   242710 SH       DEFINED 01 02 10            0        0   242710
CORE LABORATORIES N.V.   FSUSD COM              N22717107      488     8000 SH       DEFINED 01 02               0        0     8000
CORILLIAN CORP   S             COM              218725109      403   134948 SH       DEFINED 01 02               0        0   134948
CORINTHIAN COLLEGES INC   S    COM              218868107     5698   396750 SH       DEFINED 01 02               0    14750   382000
CORN PRODUCTS INTL INC   S     COM              219023108     8280   270577 SH       DEFINED 01 02               0        0   270577
CORNING INC                    COM              219350105       60     2500 SH       DEFINED 01 03               0        0     2500
CORNING INC   S                COM              219350105    38482  1590787 SH       DEFINED 01 02               0   100056  1490731
CORNING INC   S                COM              219350105       47     1960 SH       DEFINED 01 10               0        0     1960
CORNING INC   S                COM              219350105     7365   304450 SH       DEFINED 01 03               0   304450        0
CORP EXECUTIVE BOARD CO   S    COM              21988R102      450     4490 SH       DEFINED 01 02               0      240     4250
CORP EXECUTIVE BOARD CO   S    COM              21988R102     4512    45026 SH       DEFINED 01 10               0        0    45026
CORPORATE OFFICE PROPERTIES    COM              22002T108     3387    80465 SH       DEFINED 01 02               0        0    80465
CORRECTIONS CORP   S           COM              22025Y407     3228    61000 SH       DEFINED 01 02               0     6000    55000
CORRIENTE RESOURCES INC (US LI COM              22027E102     3789   857300 SH       DEFINED 01 10               0        0   857300
CORUS BANKSHARES INC   S       COM              220873103     2231    85210 SH       DEFINED 01 02 14            0    85210        0
CORUS BANKSHARES INC   S       COM              220873103      492    18800 SH       DEFINED 01 03               0    18800        0
CORUS BANKSHARES INC   S       COM              220873103    10612   405326 SH       DEFINED 01 02               0    34510   370816
COSI INC   S                   COM              22122P101      249    39983 SH       DEFINED 01 02               0        0    39983
COST PLUS   S                  COM              221485105      663    45201 SH       DEFINED 01 02               0        0    45201
COSTCO WHOLESALE CORP   S      COM              22160K105    55816   976993 SH       DEFINED 01 02               0        0   976993
COSTCO WHOLESALE CORP   S      COM              22160K105     5311    92977 SH       DEFINED 01 03               0    92977        0
COSTCO WHSL CORP NEW           COM              22160K105      109     1900 SH       DEFINED 01 03               0        0     1900
COTHERIX INC                   COM              22163T103      334    38792 SH       DEFINED 01 10               0        0    38792
COUNTRYWIDE FINANCIAL CORP   S COM              222372104     4523   118768 SH       DEFINED 01 03               0   118768        0
COUNTRYWIDE FINANCIAL CORP   S COM              222372104   160214  4207269 SH       DEFINED 01 02               0        0  4207269
COUSINS PROPERTIES INC   S     COM              222795106     1157    37400 SH       DEFINED 01 02               0        0    37400
COVANCE INC   S                COM              222816100     3866    63157 SH       DEFINED 01 02               0        0    63157
COVANTA HOLDING CORP   S       COM              22282E102      219    12410 SH       DEFINED 01 02               0    12410        0
COVENANT TRANSPORT   S         COM              22284P105     2837   186400 SH       DEFINED 01 02               0        0   186400
COVENTRY HEALTH CARE INC   S   COM              222862104      451     8205 SH       DEFINED 01 02               0        0     8205
COVENTRY HEALTH CARE INC   S   COM              222862104     1724    31375 SH       DEFINED 01 03               0    31375        0
COX RADIO INC   S              COM              224051102     3380   234450 SH       DEFINED 01 02               0    23450   211000
COX RADIO INC   S              COM              224051102     1087    75480 SH       DEFINED 01 02 14            0    75480        0
COX RADIO INC   S              COM              224051102      241    16700 SH       DEFINED 01 03               0    16700        0
CPI CORP   S                   COM              125902106     6321   205894 SH       DEFINED 01 03               0        0   205894
CPI CORP   S                   COM              125902106     2903    94567 SH       DEFINED 01 02               0        0    94567
CRA INTERNATIONAL INC   S      COM              12618T105     3077    68190 SH       DEFINED 01 02               0     5790    62400
CRANE CO   S                   COM              224399105       83     2000 SH       DEFINED 01 03               0     2000        0
CRANE CO   S                   COM              224399105    28650   688794 SH       DEFINED 01 02               0     5410   683384
CRANE CO   S                   COM              224399105      710    17100 SH       DEFINED 01 02 14            0    17100        0
CREDENCE SYSTEMS CORP   S      COM              225302108     1622   463742 SH       DEFINED 01 02               0        0   463742
CREE INC   S                   COM              225447101      183     7700 SH       DEFINED 01 02               0        0     7700
CRESCENT   S                   COM              225756105      439    23669 SH       DEFINED 01 03               0    23669        0
CRESCENT   S                   COM              225756105    17963   967817 SH       DEFINED 01 02               0        0   967817
CROCS INC   S                  COM              227046109     1874    74530 SH       DEFINED 01 02               0        0    74530
CROSS COUNTRY HEALTHCARE INC   COM              227483104      777    42735 SH       DEFINED 01 02               0        0    42735
CROSSTEX ENERGY INC   S        COM              22765Y104      323     3400 SH       DEFINED 01 02               0        0     3400
CROWN CASTLE INTL CORP         COM              228227104      111     3200 SH       DEFINED 01 03               0        0     3200
CROWN CASTLE INTL CORP   S     COM              228227104     7698   222854 SH       DEFINED 01 02               0    14161   208693
CROWN HOLDINGS INC             COM              228368106       54     3500 SH       DEFINED 01 03               0        0     3500
CROWN HOLDINGS INC   S         COM              228368106      441    28304 SH       DEFINED 01 02               0        0    28304
CRYOLIFE INC   S               COM              228903100      244    45221 SH       DEFINED 01 02               0        0    45221
CSG SYSTEMS   S                COM              126349109      292    11800 SH       DEFINED 01 03               0    11800        0
CSG SYSTEMS   S                COM              126349109    20503   828709 SH       DEFINED 01 10               0        0   828709
CSG SYSTEMS   S                COM              126349109     1256    50750 SH       DEFINED 01 02 14            0    50750        0
CSG SYSTEMS   S                COM              126349109     8033   324773 SH       DEFINED 01 02               0    27850   296923
CSK AUTO CORP   S              COM              125965103     2131   178000 SH       DEFINED 01 02               0        0   178000
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CSX CORP                       COM              126408103      296     4200 SH       DEFINED 01 03               0        0     4200
CSX CORP   S                   COM              126408103     3808    54064 SH       DEFINED 01 02 10            0        0    54064
CSX CORP   S                   COM              126408103    61394   871573 SH       DEFINED 01 02               0     1836   869737
CSX CORP   S                   COM              126408103     3862    54825 SH       DEFINED 01 03               0    54825        0
CSX CORP   S                   COM              126408103    33357   474009 SH       DEFINED 01 10               0        0   474009
CT COMMUNICATIONS INC   S      COM              126426402     2036    89027 SH       DEFINED 01 02               0        0    89027
CTRIP.COM INTERNATIONAL-ADR    COM              22943F100     2167    42442 SH       DEFINED 01 02               0        0    42442
CTS CORP   S                   COM              126501105     5057   339606 SH       DEFINED 01 02               0        0   339606
CUBIC CORP   S                 COM              229669106      622    31740 SH       DEFINED 01 02               0        0    31740
CUBIST PHARMACEUTICALS INC   S COM              229678107     2150    85415 SH       DEFINED 01 02               0    12010    73405
CULLEN/FROST BANKERS INC   S   COM              229899109     8644   150866 SH       DEFINED 01 02               0        0   150866
CUMMINS INC                    COM              231021106       24      200 SH       DEFINED 01 03               0        0      200
CUMMINS INC   S                COM              231021106     7877    64430 SH       DEFINED 01 02               0     3368    61062
CUMMINS INC   S                COM              231021106     1110     9080 SH       DEFINED 01 03               0     9080        0
CURTISS-WRIGHT CORP   S        COM              231561101     8166   264430 SH       DEFINED 01 02               0        0   264430
CVS CORP   S                   COM              126650100    37815  1231796 SH       DEFINED 01 02               0     7004  1224792
CVS CORP   S                   COM              126650100     4911   159972 SH       DEFINED 01 03               0   159972        0
CVS CORP   S                   COM              126650100   112277  3658414 SH       DEFINED 01 10               0        0  3658414
CYBERONICS   S                 COM              23251P102      956    44850 SH       DEFINED 01 02               0        0    44850
CYBERSOURCE CORP   S           COM              23251J106      557    47614 SH       DEFINED 01 02               0        0    47614
CYMER INC   S                  COM              232572107      218     4700 SH       DEFINED 01 03               0     4700        0
CYMER INC   S                  COM              232572107    16506   355290 SH       DEFINED 01 02               0    14290   341000
CYMER INC   S                  COM              232572107      908    19550 SH       DEFINED 01 02 14            0    19550        0
CYPRESS SEMICONDUCTOR CORP   S COM              232806109    23971  1648568 SH       DEFINED 01 02               0    11390  1637178
CYTEC INDUSTRIES INC   S       COM              232820100     1889    35200 SH       DEFINED 01 02               0        0    35200
CYTYC CORPORATION              COM              232946103       48     1883 SH       DEFINED 01 02               0     1883        0
CYTYC CORPORATION              COM              232946103     2243    88552 SH       DEFINED 01 10               0        0    88552
DADE BEHRING HOLDINGS INC   S  COM              23342J206     3171    76154 SH       DEFINED 01 02               0        0    76154
DADE BEHRING HOLDINGS INC   S  COM              23342J206     5604   134636 SH       DEFINED 01 10               0        0   134636
DAIMLERCHRYSLER AG   FSUSD     COM              D1668R123     1234    25000 SH       DEFINED 01 02               0        0    25000
DAKTRONICS INC   S             COM              234264109     3820   132336 SH       DEFINED 01 02               0        0   132336
DANA CORP   S                  COM              235811106       27    10000 SH       DEFINED 01 02               0        0    10000
DANAHER CORP   S               COM              235851102     4056    63059 SH       DEFINED 01 03               0    63059        0
DANAHER CORP   S               COM              235851102    38252   594740 SH       DEFINED 01 02               0     8365   586375
DARDEN RESTAURANTS INC   S     COM              237194105   194693  4941445 SH       DEFINED 01 03               0    25207  4916238
DARDEN RESTAURANTS INC   S     COM              237194105     3795    96299 SH       DEFINED 01 02               0     6764    89535
DARLING INTERNATIONAL INC   S  COM              237266101     1090   240630 SH       DEFINED 01 02               0        0   240630
DATASCOPE CORP   S             COM              238113104      800    25931 SH       DEFINED 01 02               0        0    25931
DAVITA INC   S                 COM              23918K108     3515    70730 SH       DEFINED 01 02               0        0    70730
DEAN FOODS CO   S              COM              242370104      989    26590 SH       DEFINED 01 03               0    26590        0
DEAN FOODS CO   S              COM              242370104     2051    55162 SH       DEFINED 01 02               0      630    54532
DEB SHOPS INC                  COM              242728103       55     2300 SH       DEFINED 01 03               0        0     2300
DECKERS OUTDOOR CORP   S       COM              243537107     1743    45171 SH       DEFINED 01 02               0     5800    39371
DEERE & CO   S                 COM              244199105     4193    50222 SH       DEFINED 01 03               0    50222        0
DEERE & CO   S                 COM              244199105   173223  2074812 SH       DEFINED 01 02               0    15610  2059202
DEL MONTE FOODS CO   S         COM              24522P103    12726  1133258 SH       DEFINED 01 02               0     3360  1129898
DELL INC   S                   COM              24702R101   148679  6090847 SH       DEFINED 01 02               0     7639  6083208
DELL INC   S                   COM              24702R101    10911   446966 SH       DEFINED 01 03               0   446966        0
DELL INC   S                   COM              24702R101     2748   112436 SH       DEFINED 01 10               0        0   112436
DELPHI FINANCIAL GRP   S       COM              247131105     2357    64800 SH       DEFINED 01 02 14            0    64800        0
DELPHI FINANCIAL GRP   S       COM              247131105     9384   258074 SH       DEFINED 01 02               0    20111   237963
DELPHI FINANCIAL GRP   S       COM              247131105      535    14702 SH       DEFINED 01 03               0    14702        0
DELTA & PINE LAND CO   S       COM              247357106     5992   203813 SH       DEFINED 01 02               0        0   203813
DELTA FINANCIAL CORP   S       COM              247918105      308    31300 SH       DEFINED 01 03               0    31300        0
DELTA FINANCIAL CORP   S       COM              247918105     1375   139500 SH       DEFINED 01 02               0    60380    79120
DELTA FINANCIAL CORP   S       COM              247918105     1430   145130 SH       DEFINED 01 02 14            0   145130        0
DELTA PETROLEUM CORP   S       COM              247907207      743    43335 SH       DEFINED 01 02               0     5120    38215
DELTA PETROLEUM CORP   S       COM              247907207      491    28657 SH       DEFINED 01 03               0    28657        0
DELTIC TIMBER CORP             COM              247850100       96     1700 SH       DEFINED 01 03               0        0     1700
DELTIC TIMBER CORP   S         COM              247850100     1432    25401 SH       DEFINED 01 02               0        0    25401
DELUXE CORP   S                COM              248019101     3045   174223 SH       DEFINED 01 02               0        0   174223
DENBURY RESOURCES INC   S      COM              247916208    30742   970702 SH       DEFINED 01 02               0    30220   940482
DENBURY RESOURCES INC   S      COM              247916208     3645   115100 SH       DEFINED 01 03               0   115100        0
DENDRITE   S                   COM              248239105      792    85743 SH       DEFINED 01 03               0    85743        0
DENDRITE   S                   COM              248239105    20702  2240593 SH       DEFINED 01 02               0    34890  2205703
DENNY'S CORPORATION   S        COM              24869P104     1194   323600 SH       DEFINED 01 02               0        0   323600
DENTSPLY INTERNATIONAL INC   S COM              249030107      909    15000 SH       DEFINED 01 02               0        0    15000
DENTSPLY INTERNATIONAL INC   S COM              249030107       16      260 SH       DEFINED 01 03               0      260        0
DEUTSCHE BANK AG-REGISTERED    COM              D18190898     4613    41000 SH       DEFINED 01 02               0        0    41000
DEVELOPERS DIVERSIFIED RLTY    COM              251591103     3621    69400 SH       DEFINED 01 02               0        0    69400
DEVON ENERGY CORPORATIOIN NEW  COM              25179M103       66     1100 SH       DEFINED 01 03               0        0     1100
DEVON ENERGY CORPORATION   S   COM              25179M103     5582    92396 SH       DEFINED 01 03               0    92396        0
DEVON ENERGY CORPORATION   S   COM              25179M103    65169  1078809 SH       DEFINED 01 02               0    42268  1036541
DEVRY INC   S                  COM              251893103     1851    84240 SH       DEFINED 01 02               0    14240    70000
DEVRY INC   S                  COM              251893103    11164   508162 SH       DEFINED 01 03               0        0   508162
DEXCOM INC   S                 COM              252131107      449    33074 SH       DEFINED 01 03               0    33074        0
DEXCOM INC   S                 COM              252131107      822    60553 SH       DEFINED 01 02               0     5994    54559
DEXCOM INC   S                 COM              252131107      200    14859 SH       DEFINED 01 10               0        0    14859
DHB INDUSTRIES INC   S         COM              23321E103       76    48206 SH       DEFINED 01 02               0        0    48206
DIAGEO PLC-SPONSORED ADR   FSU COM              25243Q205    33180   491179 SH       DEFINED 01 02               0        0   491179
DIAGNOSTIC PRODUCTS   S        COM              252450101     2820    48479 SH       DEFINED 01 02               0        0    48479
DIAMOND OFFSHORE DRILLING      COM              25271C102       76      901 SH       DEFINED 01 03               0        0      901
DIAMOND OFFSHORE DRILLING   S  COM              25271C102     9018   107442 SH       DEFINED 01 02               0     3908   103534
DIAMOND OFFSHORE DRILLING   S  COM              25271C102    29370   349979 SH       DEFINED 01 10               0        0   349979
DIAMONDROCK HOSPITALITY CO   S COM              252784301      778    52500 SH       DEFINED 01 02               0        0    52500
DICK'S SPORTING GOODS INC   S  COM              253393102      226     5700 SH       DEFINED 01 02               0        0     5700
DIEBOLD INC   S                COM              253651103    20824   512670 SH       DEFINED 01 02               0        0   512670
DIGENE CORP   S                COM              253752109     1600    41300 SH       DEFINED 01 02               0        0    41300
DIGI INTL INC COM   S          COM              253798102      119     9500 SH       DEFINED 01 03               0     9500        0
DIGI INTL INC COM   S          COM              253798102     1164    92850 SH       DEFINED 01 02               0    18260    74590
DIGI INTL INC COM   S          COM              253798102      735    58710 SH       DEFINED 01 02 14            0    58710        0
DIGITAL INSIGHT CORP   S       COM              25385P106     2771    80810 SH       DEFINED 01 02               0        0    80810
DIGITAL RIVER INC   S          COM              25388B104     2273    56274 SH       DEFINED 01 02               0     7430    48844
DIGITAS INC   S                COM              25388K104     1459   125570 SH       DEFINED 01 02               0    13020   112550
DILLARDS INC-CL A   S          COM              254067101      385    12082 SH       DEFINED 01 03               0    12082        0
DILLARDS INC-CL A   S          COM              254067101    16609   521466 SH       DEFINED 01 02               0        0   521466
DIME COMMUNITY   S             COM              253922108      748    55122 SH       DEFINED 01 02               0        0    55122
DIODES INC   S                 COM              254543101     2152    51952 SH       DEFINED 01 02               0     4380    47572
DIONEX CORP   S                COM              254546104     2238    40950 SH       DEFINED 01 02               0        0    40950
DIRECTV GROUP INC/THE   S      COM              25459L106     1543    93500 SH       DEFINED 01 02               0        0    93500
DISCOVERY HOLDING CO-A   S     COM              25468Y107       12      830 SH       DEFINED 01 03               0      830        0
DISCOVERY HOLDING CO-A   S     COM              25468Y107     2509   171500 SH       DEFINED 01 02               0        0   171500
DISNEY WALT CO   S             COM              254687106    54477  1815909 SH       DEFINED 01 02               0        0  1815909
DISNEY WALT CO   S             COM              254687106    12870   429015 SH       DEFINED 01 03               0   429015        0
DISNEY WALT CO   S             COM              254687106     3168   106000 SH       DEFINED 01 10               0        0   106000
DITECH NETWORKS INC   S        COM              25500T108      578    66250 SH       DEFINED 01 02               0        0    66250
DJO INC   S                    COM              23325G104     4787   129975 SH       DEFINED 01 02               0     7940   122035
DOBSON COMMUNICATIONS CORP 06. CONV PRF         256069709       13       72 SH       DEFINED 01 02               0        0       72
DOBSON COMMUNICATIONS CORP-A   COM              256069105     2457   317821 SH       DEFINED 01 02               0    35010   282811
DOCUCORP INTL   S              COM              255911109       22     2971 SH       DEFINED 01 02               0        0     2971
DOE RUN RESOURCES WTS   W      WT               256582909        0       16 SH       DEFINED 01 02               0        0       16
DOLLAR FINANCIAL CORP   S      COM              256664103       96     5345 SH       DEFINED 01 02               0        0     5345
DOLLAR GENERAL CORP   S        COM              256669102    13903   994444 SH       DEFINED 01 02               0    26290   968154
DOLLAR GENERAL CORP   S        COM              256669102      852    60942 SH       DEFINED 01 03               0    60942        0
DOLLAR TREE STORES INC   S     COM              256747106      681    25680 SH       DEFINED 01 02               0        0    25680
DOMINION RES INC VA NEW        COM              25746U109      232     3100 SH       DEFINED 01 03               0        0     3100
DOMINION RESOURCES INC/VA   S  COM              25746U109    70632   944416 SH       DEFINED 01 02               0        0   944416
DOMINION RESOURCES INC/VA   S  COM              25746U109     5081    67935 SH       DEFINED 01 03               0    67935        0
DOMINION RESOURCES INC/VA   S  COM              25746U109    10732   143662 SH       DEFINED 01 10               0        0   143662
DOMINO'S PIZZA INC   S         COM              25754A201     1607    64980 SH       DEFINED 01 02 14            0    64980        0
DOMINO'S PIZZA INC   S         COM              25754A201     6964   281465 SH       DEFINED 01 02               0    19840   261625
DOMINO'S PIZZA INC   S         COM              25754A201      376    15200 SH       DEFINED 01 03               0    15200        0
DOMINO'S PIZZA INC   S         COM              25754A201     3276   132468 SH       DEFINED 01 10               0        0   132468
DOMTAR INC   FSUSD             COM              257561100     4375   708000 SH       DEFINED 01 02               0        0   708000
DONALDSON CO INC   S           COM              257651109      745    22000 SH       DEFINED 01 02               0        0    22000
DONEGAL GROUP                  COM              257701201      168     8666 SH       DEFINED 01 03               0        0     8666
DORAL FINANCIAL CORP   S       COM              25811P100     1362   212479 SH       DEFINED 01 02               0        0   212479
DOVER CORP   S                 COM              260003108   212785  4304785 SH       DEFINED 01 03               0    39858  4264927
DOVER CORP   S                 COM              260003108    21234   429587 SH       DEFINED 01 02               0        0   429587
DOVER DOWNS GAMING & ENTERTAIN COM              260095104      751    38196 SH       DEFINED 01 02               0        0    38196
DOVER MOTORSPORTS INC   S      COM              260174107      411    70000 SH       DEFINED 01 02               0        0    70000
DOW CHEMICAL                   COM              260543103       39     1000 SH       DEFINED 01 03               0        0     1000
DOW CHEMICAL                   COM              260543103       58     1475 SH       DEFINED 01 03               0        0     1475
DOW CHEMICAL   S               COM              260543103   176821  4530381 SH       DEFINED 01 02               0    29374  4501007
DOW CHEMICAL   S               COM              260543103     8641   221384 SH       DEFINED 01 03               0   221384        0
DOW JONES & CO INC   S         COM              260561105      789    22520 SH       DEFINED 01 02               0        0    22520
DOW JONES & CO INC   S         COM              260561105      404    11550 SH       DEFINED 01 03               0    11550        0
DOWNEY FINANCIAL CORP   S      COM              261018105     8482   125013 SH       DEFINED 01 02               0     4630   120383
DOWNEY FINANCIAL CORP   S      COM              261018105      880    12980 SH       DEFINED 01 02 14            0    12980        0
DOWNEY FINANCIAL CORP   S      COM              261018105      190     2800 SH       DEFINED 01 03               0     2800        0
DPL INC   S                    COM              233293109      468    17472 SH       DEFINED 01 03               0    17472        0
DPL INC   S                    COM              233293109    14916   556578 SH       DEFINED 01 02               0     6230   550348
DR HORTON INC   S              COM              23331A109     7641   320766 SH       DEFINED 01 02 10            0        0   320766
DR HORTON INC   S              COM              23331A109    15527   651807 SH       DEFINED 01 02               0    35380   616427
DR HORTON INC   S              COM              23331A109    59147  2483097 SH       DEFINED 01 10               0        0  2483097
DR HORTON INC   S              COM              23331A109     1267    53175 SH       DEFINED 01 03               0    53175        0
DREAMWORKS ANIMATION SKG-A   S COM              26153C103     1825    79708 SH       DEFINED 01 02               0        0    79708
DRESS BARN INC   S             COM              261570105     9217   363583 SH       DEFINED 01 02               0     9520   354063
DRESSER-RAND GROUP INC   S     COM              261608103      467    19900 SH       DEFINED 01 02               0        0    19900
DREW INDUSTRIES                COM              26168L205      146     4500 SH       DEFINED 01 03               0        0     4500
DREW INDUSTRIES INC   S        COM              26168L205     1500    46270 SH       DEFINED 01 02               0        0    46270
DRIL-QUIP INC   S              COM              262037104     5370    65126 SH       DEFINED 01 02               0    23560    41566
DRS TECHNOLOGIES INC   S       COM              23330X100     1007    20630 SH       DEFINED 01 02 14            0    20630        0
DRS TECHNOLOGIES INC   S       COM              23330X100      174     3570 SH       DEFINED 01 03               0     3570        0
DRS TECHNOLOGIES INC   S       COM              23330X100     7928   162572 SH       DEFINED 01 02               0    11810   150762
DSP GROUP INC   S              COM              23332B106     4149   166935 SH       DEFINED 01 02               0        0   166935
DST SYSTEMS INC   S            COM              233326107     1160    19489 SH       DEFINED 01 03               0    19489        0
DST SYSTEMS INC   S            COM              233326107     1731    29100 SH       DEFINED 01 02               0     3384    25716
DST SYSTEMS INC   S            COM              233326107    92597  1556272 SH       DEFINED 01 10               0        0  1556272
DSW INC-CLASS A   S            COM              23334L102      280     7700 SH       DEFINED 01 02               0        0     7700
DTE ENERGY COMPANY   S         COM              233331107     1416    34745 SH       DEFINED 01 03               0    34745        0
DTE ENERGY COMPANY   S         COM              233331107    15177   372536 SH       DEFINED 01 02               0        0   372536
DUKE ENERGY CORP   S           COM              26441C105     2082    70900 SH       DEFINED 01 10               0        0    70900
DUKE ENERGY CORP   S           COM              26441C105     7090   241397 SH       DEFINED 01 03               0   241397        0
DUKE ENERGY CORP   S           COM              26441C105    31983  1088968 SH       DEFINED 01 02               0        0  1088968
DUKE ENERGY CORP NEW           COM              26441C105       56     1900 SH       DEFINED 01 03               0        0     1900
DUKE REALTY CORP   S           COM              264411505     3315    94300 SH       DEFINED 01 02               0        0    94300
DUN & BRADSTREET CORP   S      COM              26483E100    12381   177671 SH       DEFINED 01 02               0        0   177671
DUQUESNE LIGHT HOLDINGS INC    COM              266233105     3101   188650 SH       DEFINED 01 02               0        0   188650
DURECT CORPORATION   S         COM              266605104      119    30860 SH       DEFINED 01 02               0    30860        0
DYNAMEX INC                    COM              26784F103      157     7200 SH       DEFINED 01 03               0        0     7200
DYNAMEX INC   S                COM              26784F103      602    27623 SH       DEFINED 01 02               0        0    27623
DYNAMIC MATERIALS CORP   S     COM              267888105     1733    51390 SH       DEFINED 01 02               0     5390    46000
DYNEGY INC   S                 COM              26816Q101     7172  1311130 SH       DEFINED 01 02               0        0  1311130
DYNEGY INC   S                 COM              26816Q101      395    72142 SH       DEFINED 01 03               0    72142        0
E I DUPONT   S                 COM              263534109   174950  4205548 SH       DEFINED 01 02               0     8767  4196781
E I DUPONT   S                 COM              263534109     9216   221552 SH       DEFINED 01 03               0   221552        0
E*TRADE FINANCIAL CORP   S     COM              269246104    11039   483710 SH       DEFINED 01 02               0     4500   479210
E*TRADE FINANCIAL CORP   S     COM              269246104   103792  4548324 SH       DEFINED 01 10               0        0  4548324
E*TRADE FINANCIAL CORP   S     COM              269246104     7518   329458 SH       DEFINED 01 02 10            0        0   329458
E*TRADE FINANCIAL CORP   S     COM              269246104     1902    83350 SH       DEFINED 01 03               0    83350        0
EAGLE MATERIALS INC   S        COM              26969P108     4264    89783 SH       DEFINED 01 02               0     6340    83443
EARTHLINK INC   S              COM              270321102     1915   221090 SH       DEFINED 01 02               0    15300   205790
EAST WEST BANCORP INC   S      COM              27579R104     9838   259476 SH       DEFINED 01 02               0     5090   254386
EASTGROUP PROPERTIES   S       COM              277276101     4152    88940 SH       DEFINED 01 02               0        0    88940
EASTMAN CHEMICAL CO            COM              277432100       32      600 SH       DEFINED 01 03               0        0      600
EASTMAN CHEMICAL COMPANY   S   COM              277432100      863    15981 SH       DEFINED 01 03               0    15981        0
EASTMAN CHEMICAL COMPANY   S   COM              277432100    46956   869568 SH       DEFINED 01 02               0      220   869348
EASTMAN KODAK CO   S           COM              277461109     1612    67810 SH       DEFINED 01 03               0    67810        0
EASTMAN KODAK CO   S           COM              277461109    73821  3104364 SH       DEFINED 01 02               0     4916  3099448
EATON CORP                     COM              278058102      173     2300 SH       DEFINED 01 03               0        0     2300
EATON CORP   S                 COM              278058102     2725    36136 SH       DEFINED 01 03               0    36136        0
EATON CORP   S                 COM              278058102   133644  1772490 SH       DEFINED 01 02               0    11075  1761415
EBAY INC   S                   COM              278642103    13619   464953 SH       DEFINED 01 02               0     4430   460523
EBAY INC   S                   COM              278642103    22490   768369 SH       DEFINED 01 10               0        0   768369
EBAY INC   S                   COM              278642103     6726   229614 SH       DEFINED 01 03               0   229614        0
ECHOSTAR COMMUN CORP   S       COM              278762109       23      746 SH       DEFINED 01 03               0      746        0
ECHOSTAR COMMUN CORP   S       COM              278762109    32411  1052006 SH       DEFINED 01 02               0        0  1052006
ECHOSTAR COMMUN CORP   S       COM              278762109    44607  1446862 SH       DEFINED 01 10               0        0  1446862
ECLIPSYS CORP   S              COM              278856109      400    22012 SH       DEFINED 01 10               0        0    22012
ECLIPSYS CORP   S              COM              278856109      337    18562 SH       DEFINED 01 02               0    14350     4212
ECOLAB  INC   S                COM              278865100     1445    35598 SH       DEFINED 01 03               0    35598        0
ECOLAB  INC   S                COM              278865100     5924   146004 SH       DEFINED 01 02               0        0   146004
ECOLLEGE.COM INC   S           COM              27887E100      172     8150 SH       DEFINED 01 02               0     8150        0
EDGE PETROLEUM CORP   S        COM              279862106       26     1304 SH       DEFINED 01 02               0        0     1304
EDISON INTERNATIONAL   S       COM              281020107      701    18000 SH       DEFINED 01 10               0        0    18000
EDISON INTERNATIONAL   S       COM              281020107     2484    63683 SH       DEFINED 01 03               0    63683        0
EDISON INTERNATIONAL   S       COM              281020107    12868   329905 SH       DEFINED 01 02               0     2565   327340
EDO CORP   S                   COM              281347104     1551    63721 SH       DEFINED 01 02               0        0    63721
EDUCATE INC   S                COM              28138P100      252    32917 SH       DEFINED 01 02               0        0    32917
EDUCATION REALTY TRUST INC   S COM              28140H104      471    28293 SH       DEFINED 01 02               0        0    28293
EDWARDS (A.G.) INC   S         COM              281760108       43      768 SH       DEFINED 01 02               0      520      248
EFES BREWERIES INTL-144A GDR   COM              26843E105     6242   189142 SH       DEFINED 01 02 10            0        0   189142
EFUNDS CORP   S                COM              28224R101     2101    95270 SH       DEFINED 01 02               0        0    95270
EGL INC   S                    COM              268484102    10786   214831 SH       DEFINED 01 02               0     8070   206761
EGL INC   S                    COM              268484102      773    15380 SH       DEFINED 01 02 14            0    15380        0
EGL INC   S                    COM              268484102      161     3200 SH       DEFINED 01 03               0     3200        0
EL PASO CORP                   COM              28336L109       38     2500 SH       DEFINED 01 03               0        0     2500
EL PASO CORP   S               COM              28336L109    39250  2618428 SH       DEFINED 01 10               0        0  2618428
EL PASO CORP   S               COM              28336L109     2040   135994 SH       DEFINED 01 03               0   135994        0
EL PASO CORP   S               COM              28336L109    29929  1995302 SH       DEFINED 01 02               0        0  1995302
EL PASO ELECTRIC CO   S        COM              283677854     7773   385549 SH       DEFINED 01 02               0        0   385549
ELAN CORP PLC -SPONS ADR   FSU COM              284131208     1420    85040 SH       DEFINED 01 02               0        0    85040
ELECTRO SCIENTIFIC INDS INC    COM              285229100     1068    59389 SH       DEFINED 01 02               0        0    59389
ELECTRONIC ARTS INC   S        COM              285512109    48125  1120754 SH       DEFINED 01 10               0        0  1120754
ELECTRONIC ARTS INC   S        COM              285512109     3200    74376 SH       DEFINED 01 02               0        0    74376
ELECTRONIC ARTS INC   S        COM              285512109     2622    60915 SH       DEFINED 01 03               0    60915        0
ELECTRONIC DATA SYSTEMS        COM              285661104       48     2000 SH       DEFINED 01 03               0        0     2000
ELECTRONIC DATA SYSTEMS        COM              285661104      164     6800 SH       DEFINED 01 03               0        0     6800
ELECTRONIC DATA SYSTEMS CORP   COM              285661104     3322   138053 SH       DEFINED 01 03               0   138053        0
ELECTRONIC DATA SYSTEMS CORP   COM              285661104   115367  4794973 SH       DEFINED 01 02               0    56174  4738799
ELECTRONIC DATA SYSTEMS CORP   COM              285661104      799    33209 SH       DEFINED 01 10               0        0    33209
ELECTRONICS FOR IMAGING   S    COM              286082102      190     9137 SH       DEFINED 01 10               0        0     9137
ELECTRONICS FOR IMAGING   S    COM              286082102      363    17400 SH       DEFINED 01 03               0    17400        0
ELECTRONICS FOR IMAGING   S    COM              286082102     5334   255480 SH       DEFINED 01 02               0    24550   230930
ELECTRONICS FOR IMAGING   S    COM              286082102     1672    80120 SH       DEFINED 01 02 14            0    80120        0
ELI LILLY                      COM              532457108      155     2800 SH       DEFINED 01 03               0        0     2800
ELI LILLY & CO   S             COM              532457108     1564    28300 SH       DEFINED 01 10               0        0    28300
ELI LILLY & CO   S             COM              532457108    12209   220899 SH       DEFINED 01 03               0   220899        0
ELI LILLY & CO   S             COM              532457108    27175   491677 SH       DEFINED 01 02               0        0   491677
ELKCORP   S                    COM              287456107     1037    37338 SH       DEFINED 01 02               0        0    37338
EMAGEON INC   S                COM              29076V109      935    64100 SH       DEFINED 01 02               0        0    64100
EMBARQ CORP                    COM              29078E105       28      695 SH       DEFINED 01 03               0        0      695
EMBARQ CORP   S                COM              29078E105     1352    33002 SH       DEFINED 01 03               0        0    33002
EMBARQ CORP   S                COM              29078E105   217449  5304930 SH       DEFINED 01 02               0        0  5304930
EMBRAER AIRCRAFT COR   FSUSD   COM              29081M102     1021    28000 SH       DEFINED 01 02               0        0    28000
EMC CORPORATION   S            COM              268648102    57520  5243632 SH       DEFINED 01 02               0    14443  5229189
EMC CORPORATION   S            COM              268648102     5070   462192 SH       DEFINED 01 03               0   462192        0
EMC CORPORATION   S            COM              268648102     1512   138100 SH       DEFINED 01 10               0        0   138100
EMC INS GROUP INC   S          COM              268664109      102     3527 SH       DEFINED 01 02               0        0     3527
EMCOR CORP   S                 COM              290846104      486    50595 SH       DEFINED 01 02               0        0    50595
EMCOR GROUP INC   S            COM              29084Q100     6226   127955 SH       DEFINED 01 02               0     6870   121085
EMCOR GROUP INC   S            COM              29084Q100      238     4900 SH       DEFINED 01 03               0     4900        0
EMCOR GROUP INC   S            COM              29084Q100     1076    22120 SH       DEFINED 01 02 14            0    22120        0
EMDEON CORPORATION   S         COM              290849108     1557   125462 SH       DEFINED 01 02               0        0   125462
EMERGENCY MEDICAL SERVICES-A   COM              29100P102      605    46910 SH       DEFINED 01 02               0        0    46910
EMERSON ELECTRIC CO   S        COM              291011104     6724    80232 SH       DEFINED 01 03               0    80232        0
EMERSON ELECTRIC CO   S        COM              291011104     3310    39500 SH       DEFINED 01 10               0        0    39500
EMERSON ELECTRIC CO   S        COM              291011104    21833   260518 SH       DEFINED 01 02               0    14849   245669
EMP NAC ELECTRICID ADS REPR 30 COM              29244T101     2689   101900 SH       DEFINED 01 10               0        0   101900
EMULEX CORP   S                COM              292475209     1653   101566 SH       DEFINED 01 02               0     9400    92166
ENBRIDGE ENERGY MANAGEMENT L   COM              29250X103        0        1 SH       DEFINED 01 02               0        0        1
ENBRIDGE INC   FSUSD           COM              29250N105    26646   871587 SH       DEFINED 01 02               0     1725   869862
ENCANA CORP   FSUSD            COM              292505104    28749   546137 SH       DEFINED 01 02               0    50680   495457
ENCANA CORP   FSUSD            COM              292505104      531    10087 SH       DEFINED 01 03               0    10087        0
ENCORE ACQUISITION CO   S      COM              29255W100     7858   292900 SH       DEFINED 01 02               0        0   292900
ENCORE WIRE CORP   S           COM              292562105     3485    96976 SH       DEFINED 01 02               0        0    96976
ENDO PHARMACEUT HLDGS INC   S  COM              29264F205     2583    78319 SH       DEFINED 01 10               0        0    78319
ENDO PHARMACEUT HLDGS INC   S  COM              29264F205       28      850 SH       DEFINED 01 02               0      850        0
ENDURANCE SPECIALTY HOLDINGS   COM              G30397106    53663  1676941 SH       DEFINED 01 02               0        0  1676941
ENERGEN CORP   S               COM              29265N108    10835   282117 SH       DEFINED 01 02               0        0   282117
ENERGIZER HOLDINGS INC         COM              29266R108       35      600 SH       DEFINED 01 03               0        0      600
ENERGIZER HOLDINGS INC   S     COM              29266R108     3893    66460 SH       DEFINED 01 02               0      460    66000
ENERGY CONVERSION DEVICES   S  COM              292659109    21138   580254 SH       DEFINED 01 02               0     6100   574154
ENERGY CONVERSION DEVICES   S  COM              292659109      229     6290 SH       DEFINED 01 03               0     6290        0
ENERGY EAST CORPORATION   S    COM              29266M109    19440   812364 SH       DEFINED 01 02               0     1650   810714
ENERSIS SA SPON ADR REP 50 COM COM              29274F104     3286   292900 SH       DEFINED 01 10               0        0   292900
ENI SPA-SPONSORED ADR   FSUSD  COM              26874R108     1998    34000 SH       DEFINED 01 02               0        0    34000
ENNIS INC   S                  COM              293389102     1796    91241 SH       DEFINED 01 02               0        0    91241
ENPRO INDUSTRIES INC   S       COM              29355X107     6269   186520 SH       DEFINED 01 02               0    15740   170780
ENPRO INDUSTRIES INC   S       COM              29355X107     1679    49980 SH       DEFINED 01 02 14            0    49980        0
ENPRO INDUSTRIES INC   S       COM              29355X107      360    10700 SH       DEFINED 01 03               0    10700        0
ENSCO INTERNATIONAL INC   S    COM              26874Q100     4455    96790 SH       DEFINED 01 03               0    96790        0
ENSCO INTERNATIONAL INC   S    COM              26874Q100    82916  1801768 SH       DEFINED 01 02               0    31836  1769932
ENSCO INTL INC                 COM              26874Q100      124     2700 SH       DEFINED 01 03               0        0     2700
ENTEGRIS INC   S               COM              29362U104      172    18090 SH       DEFINED 01 03               0    18090        0
ENTEGRIS INC   S               COM              29362U104      840    88135 SH       DEFINED 01 02 14            0    88135        0
ENTEGRIS INC   S               COM              29362U104     2904   304691 SH       DEFINED 01 02               0    44325   260366
ENTERGY CORP   S               COM              29364G103    41778   590509 SH       DEFINED 01 02               0        0   590509
ENTERGY CORP   S               COM              29364G103     2875    40641 SH       DEFINED 01 03               0    40641        0
ENTERGY CORP NEW               COM              29364G103      212     3000 SH       DEFINED 01 03               0        0     3000
ENTERPRISE PRODUCTS PARTNERS   COM              293792107     2276    91400 SH       DEFINED 01 02               0        0    91400
ENTERTAINMENT PROPERTIES TR    COM              29380T105     4485   104180 SH       DEFINED 01 02               0        0   104180
ENTRAVISION COMM   S           COM              29382R107     4902   572020 SH       DEFINED 01 02               0    58270   513750
ENTRAVISION COMM   S           COM              29382R107      938   109380 SH       DEFINED 01 02 14            0   109380        0
ENTRAVISION COMM   S           COM              29382R107      195    22800 SH       DEFINED 01 03               0    22800        0
ENZO BIOCHEM INC   S           COM              294100102      847    56154 SH       DEFINED 01 02               0        0    56154
ENZON PHARMACEUTICALS INC   S  COM              293904108      103    13711 SH       DEFINED 01 02               0        0    13711
EOG RESOURCES INC   S          COM              26875P101     7403   106765 SH       DEFINED 01 02 10            0        0   106765
EOG RESOURCES INC   S          COM              26875P101     4665    67275 SH       DEFINED 01 03               0    67275        0
EOG RESOURCES INC   S          COM              26875P101    34881   503115 SH       DEFINED 01 10               0        0   503115
EOG RESOURCES INC   S          COM              26875P101    69476  1001951 SH       DEFINED 01 02               0    16699   985252
EPICOR SOFTWARE CORP   S       COM              29426L108     3861   366610 SH       DEFINED 01 02               0        0   366610
EPIQ SYSTEMS INC.   S          COM              26882D109      469    28195 SH       DEFINED 01 02               0        0    28195
EQUIFAX INC   S                COM              294429105      863    25131 SH       DEFINED 01 03               0    25131        0
EQUIFAX INC   S                COM              294429105     1356    39551 SH       DEFINED 01 10               0        0    39551
EQUIFAX INC   S                COM              294429105     1150    33517 SH       DEFINED 01 02               0      610    32907
EQUINIX INC   S                COM              29444U502       37      677 SH       DEFINED 01 02               0        0      677
EQUITABLE RESOURCES            COM              294549100       60     1800 SH       DEFINED 01 03               0        0     1800
EQUITABLE RESOURCES   S        COM              294549100     3534   105500 SH       DEFINED 01 02               0        0   105500
EQUITY INNS INC   S            COM              294703103     4980   300707 SH       DEFINED 01 02               0        0   300707
EQUITY LIFESTYLE PROPERTIES    COM              29472R108      884    20164 SH       DEFINED 01 02               0        0    20164
EQUITY OFFICE                  COM              294741103       44     1200 SH       DEFINED 01 03               0        0     1200
EQUITY OFFICE   S              COM              294741103      483    13248 SH       DEFINED 01 10               0        0    13248
EQUITY OFFICE   S              COM              294741103     2613    71568 SH       DEFINED 01 03               0    71568        0
EQUITY OFFICE   S              COM              294741103    40863  1119229 SH       DEFINED 01 02               0      410  1118819
EQUITY ONE INC   S             COM              294752100      196     9400 SH       DEFINED 01 02               0        0     9400
EQUITY RESIDENTIAL   S         COM              29476L107      944    21116 SH       DEFINED 01 10               0        0    21116
EQUITY RESIDENTIAL   S         COM              29476L107    30430   680276 SH       DEFINED 01 02               0        0   680276
EQUITY RESIDENTIAL   S         COM              29476L107     2546    56928 SH       DEFINED 01 03               0    56928        0
EQUITY RESIDENTIAL COM SHS BEN COM              29476L107       63     1400 SH       DEFINED 01 03               0        0     1400
ERICSSON (LM) TEL-SP ADR   FSU COM              294821608     1740    52654 SH       DEFINED 01 02               0        0    52654
ERICSSON (LM) TEL-SP ADR   FSU COM              294821608       13      384 SH       DEFINED 01 03               0        0      384
ERIE INDEMNITY CO   S          COM              29530P102     1269    24400 SH       DEFINED 01 02               0        0    24400
ESCALA GROUP INC   S           COM              29605W107       43     9113 SH       DEFINED 01 02               0        0     9113
ESCO TECHNOLOGIES INC   S      COM              296315104     1185    22150 SH       DEFINED 01 02               0     2850    19300
ESS TECHNOLOGY   S             COM              269151106      334   155042 SH       DEFINED 01 02               0        0   155042
ESSEX PROPERTY TRUST INC   S   COM              297178105     6184    55380 SH       DEFINED 01 02               0      290    55090
ESTEE  LAUDER   S              COM              518439104     3881   100400 SH       DEFINED 01 10               0        0   100400
ESTEE  LAUDER   S              COM              518439104     1846    47742 SH       DEFINED 01 02               0        0    47742
ESTEE  LAUDER   S              COM              518439104      898    23230 SH       DEFINED 01 03               0    23230        0
ESTERLINE TECHNOLOGIES CORP    COM              297425100     2166    52080 SH       DEFINED 01 02               0        0    52080
ETHAN ALLEN   S                COM              297602104     6567   179655 SH       DEFINED 01 02               0        0   179655
EURONET WORLDWIDE INC   S      COM              298736109     1242    32359 SH       DEFINED 01 03               0    32359        0
EURONET WORLDWIDE INC   S      COM              298736109     2210    57579 SH       DEFINED 01 02               0     5877    51702
EV3 INC   S                    COM              26928A200     1680   113772 SH       DEFINED 01 10               0        0   113772
EV3 INC   S                    COM              26928A200      251    16990 SH       DEFINED 01 02               0    16990        0
EVEREST RE GROUP LTD   FSUSD   COM              G3223R108     2309    26669 SH       DEFINED 01 03               0    26669        0
EVEREST RE GROUP LTD   FSUSD   COM              G3223R108    60957   704130 SH       DEFINED 01 02               0        0   704130
EVEREST RE GROUP LTD   FSUSD   COM              G3223R108    40976   473382 SH       DEFINED 01 10               0        0   473382
EVERGREEN SOLAR INC   S        COM              30033R108      170    13120 SH       DEFINED 01 02               0    13120        0
EXAR CORP   S                  COM              300645108     1296    97697 SH       DEFINED 01 02               0        0    97697
EXCEL TECHNOLOGY INC           COM              30067T103      111     3700 SH       DEFINED 01 03               0        0     3700
EXCEL TECHNOLOGY INC   S       COM              30067T103       45     1500 SH       DEFINED 01 02               0        0     1500
EXCO RESOURCES INC   S         COM              269279402     2257   198000 SH       DEFINED 01 02               0        0   198000
EXELIXIS INC   S               COM              30161Q104     2968   295378 SH       DEFINED 01 02               0    24740   270638
EXELON CORP                    COM              30161N101       83     1462 SH       DEFINED 01 03               0        0     1462
EXELON CORP                    COM              30161N101       34      600 SH       DEFINED 01 03               0        0      600
EXELON CORP                    COM              30161N101       57     1000 SH       DEFINED 01 03               0        0     1000
EXELON CORP   S                COM              30161N101    69138  1216593 SH       DEFINED 01 02               0        0  1216593
EXELON CORP   S                COM              30161N101     7426   130670 SH       DEFINED 01 03               0   130670        0
EXELON CORP   S                COM              30161N101    23010   404885 SH       DEFINED 01 10               0        0   404885
EXPEDIA INC   S                COM              30212P105       18     1220 SH       DEFINED 01 03               0     1220        0
EXPEDIA INC   S                COM              30212P105     1394    93063 SH       DEFINED 01 02               0        0    93063
EXPEDIA INC   S                COM              30212P105     1519   101400 SH       DEFINED 01 10               0        0   101400
EXPEDITORS INTL WASH   S       COM              302130109      862    15370 SH       DEFINED 01 02               0    15370        0
EXPEDITORS INTL WASH   S       COM              302130109       42      742 SH       DEFINED 01 03               0      742        0
EXPLORATION CO OF DELAWARE     COM              302133202       70     6600 SH       DEFINED 01 03               0        0     6600
EXPONENT INC                   COM              30214U102      118     7000 SH       DEFINED 01 03               0        0     7000
EXPONENT INC   S               COM              30214U102      213    12600 SH       DEFINED 01 03               0    12600        0
EXPONENT INC   S               COM              30214U102      959    56700 SH       DEFINED 01 02 14            0    56700        0
EXPONENT INC   S               COM              30214U102     1525    90240 SH       DEFINED 01 02               0    17760    72480
EXPRESS SCRIPTS INC   S        COM              302182100     3264    45493 SH       DEFINED 01 03               0    45493        0
EXPRESS SCRIPTS INC   S        COM              302182100    49481   689728 SH       DEFINED 01 02               0    21741   667987
EXPRESSJET HOLDINGS INC   S    COM              30218U108      527    76316 SH       DEFINED 01 02               0        0    76316
EXXON MOBIL CORP               COM              30231G102     1534    25000 SH       DEFINED 01 03               0        0    25000
EXXON MOBIL CORP               COM              30231G102      221     3610 SH       DEFINED 01 03               0        0     3610
EXXON MOBIL CORP   S           COM              30231G102   205206  3344844 SH       DEFINED 01 10               0        0  3344844
EXXON MOBIL CORP   S           COM              30231G102    74390  1212547 SH       DEFINED 01 03               0  1212547        0
EXXON MOBIL CORP   S           COM              30231G102   881287 14364888 SH       DEFINED 01 02               0    68136 14296752
EZ CORP INC   S                COM              302301106      152     4026 SH       DEFINED 01 02               0        0     4026
F5 NETWORKS INC   S            COM              315616102    19532   365225 SH       DEFINED 01 02               0     7740   357485
F5 NETWORKS INC   S            COM              315616102     1347    25196 SH       DEFINED 01 03               0    25196        0
FACTSET RESEARCH   S           COM              303075105     5554   117410 SH       DEFINED 01 02               0     3560   113850
FAIR ISAAC CORP   S            COM              303250104    51500  1418374 SH       DEFINED 01 02               0    28299  1390075
FAIR ISAAC CORP   S            COM              303250104     3246    89409 SH       DEFINED 01 03               0    89409        0
FAIRCHILD CORP.   S            COM              303698104      530   255000 SH       DEFINED 01 02               0        0   255000
FAIRCHILD SEMICONDUC   S       COM              303726103      644    35430 SH       DEFINED 01 02 14            0    35430        0
FAIRCHILD SEMICONDUC   S       COM              303726103      140     7700 SH       DEFINED 01 03               0     7700        0
FAIRCHILD SEMICONDUC   S       COM              303726103     2420   133110 SH       DEFINED 01 02               0    11030   122080
FALCONBRIDGE LTD               COM              306104100     1444    27430 SH       DEFINED 01 10               0        0    27430
FAMILY DOLLAR STORES   S       COM              307000109      742    30356 SH       DEFINED 01 03               0    30356        0
FAMILY DOLLAR STORES   S       COM              307000109    16056   657198 SH       DEFINED 01 02               0     9421   647777
FANNIE MAE   S                 COM              313586109   321095  6675612 SH       DEFINED 01 02               0    48038  6627574
FANNIE MAE   S                 COM              313586109    11671   242637 SH       DEFINED 01 03               0   242637        0
FARMER BROS CO   S             COM              307675108      142     6553 SH       DEFINED 01 02               0        0     6553
FASTENAL CO   S                COM              311900104     4010    99530 SH       DEFINED 01 03               0    99530        0
FASTENAL CO   S                COM              311900104    62539  1552218 SH       DEFINED 01 02               0    40635  1511583
FBL FINL GROUP INC.   S        COM              30239F106     1460    45060 SH       DEFINED 01 02 14            0    45060        0
FBL FINL GROUP INC.   S        COM              30239F106     1743    53808 SH       DEFINED 01 02               0    13930    39878
FBL FINL GROUP INC.   S        COM              30239F106      324    10000 SH       DEFINED 01 03               0    10000        0
FEDERAL AGRIC MORTGAGE   S     COM              313148306     1050    37898 SH       DEFINED 01 02               0        0    37898
FEDERAL HOME LOAN MTG          COM              313400301      285     5000 SH       DEFINED 01 03               0        0     5000
FEDERAL NATL MTG               COM              313586109       70     1450 SH       DEFINED 01 03               0        0     1450
FEDERAL NATL MTG               COM              313586109      332     6900 SH       DEFINED 01 03               0        0     6900
FEDERAL REALTY INVS   S        COM              313747206     3639    51990 SH       DEFINED 01 02               0        0    51990
FEDERATED DEPARTMENT STORES    COM              31410H101     3958   108130 SH       DEFINED 01 03               0   108130        0
FEDERATED DEPARTMENT STORES    COM              31410H101    88500  2418007 SH       DEFINED 01 02               0     7970  2410037
FEDERATED DEPARTMENT STORES    COM              31410H101     4348   118800 SH       DEFINED 01 10               0        0   118800
FEDERATED DEPT STORES          COM              31410H101       29      800 SH       DEFINED 01 03               0        0      800
FEDERATED INVESTORS.   S       COM              314211103      520    16500 SH       DEFINED 01 03               0        0    16500
FEDERATED INVESTORS.   S       COM              314211103     1429    45360 SH       DEFINED 01 02               0        0    45360
FEDEX CORP                     COM              31428X106       47      400 SH       DEFINED 01 03               0        0      400
FEDEX CORP   S                 COM              31428X106     6969    59635 SH       DEFINED 01 03               0    59635        0
FEDEX CORP   S                 COM              31428X106    21812   186647 SH       DEFINED 01 02               0    15484   171163
FEI COMPANY   S                COM              30241L109     1230    54271 SH       DEFINED 01 02               0        0    54271
FELCOR LODGING TRUST INC   S   COM              31430F101     4456   204944 SH       DEFINED 01 02               0        0   204944
FERRO CORP   S                 COM              315405100     3380   211800 SH       DEFINED 01 02               0        0   211800
FIDELITY BANKSHARES INC   S    COM              31604Q107     1460    45890 SH       DEFINED 01 02               0        0    45890
FIDELITY NATIONAL FINL INC   S COM              316326107      740    18993 SH       DEFINED 01 02               0      993    18000
FIDELITY NATIONAL INFORMATION  COM              31620M106     1892    53450 SH       DEFINED 01 02               0        0    53450
FIDELITY NATIONAL TITLE-CL A   COM              31620R105       62     3150 SH       DEFINED 01 02               0        0     3150
FIDELITY SOUTHERN CORP         COM              316394105       96     5400 SH       DEFINED 01 03               0        0     5400
FIFTH THIRD BANCORP   S        COM              316773100     4988   134980 SH       DEFINED 01 02               0        0   134980
FIFTH THIRD BANCORP   S        COM              316773100     4019   108776 SH       DEFINED 01 03               0   108776        0
FILENET CORP   S               COM              316869106     4874   181014 SH       DEFINED 01 02               0    11300   169714
FINANCIAL FEDERAL CORP   S     COM              317492106      250     9000 SH       DEFINED 01 03               0     9000        0
FINANCIAL FEDERAL CORP   S     COM              317492106     4948   177972 SH       DEFINED 01 02               0    12440   165532
FINANCIAL FEDERAL CORP   S     COM              317492106     1113    40040 SH       DEFINED 01 02 14            0    40040        0
FINANCIAL INSTITUTIONS INC   S COM              317585404       77     3710 SH       DEFINED 01 02               0        0     3710
FINISAR CORPORATION   S        COM              31787A101      150    45800 SH       DEFINED 01 03               0    45800        0
FINISAR CORPORATION   S        COM              31787A101      560   171120 SH       DEFINED 01 02 14            0   171120        0
FINISAR CORPORATION   S        COM              31787A101     6026  1843622 SH       DEFINED 01 02               0    91640  1751982
FINISH LINE INC   S            COM              317923100     1246   105331 SH       DEFINED 01 02               0        0   105331
FINLAY ENTERPRISES INC   S     COM              317884203      589    69290 SH       DEFINED 01 02               0        0    69290
FIRST ACCEPTANCE CORP   S      COM              318457108      366    31100 SH       DEFINED 01 02               0        0    31100
FIRST AMERICAN CORPORATION   S COM              318522307      150     3534 SH       DEFINED 01 02               0      630     2904
FIRST BANCORP/PR   S           COM              318672102     3906   420021 SH       DEFINED 01 02               0        0   420021
FIRST CASH FINL SVCS INC   S   COM              31942D107      506    25654 SH       DEFINED 01 02               0        0    25654
FIRST CITIZENS BANK.   S       COM              31946M103      677     3380 SH       DEFINED 01 02 14            0     3380        0
FIRST CITIZENS BANK.   S       COM              31946M103     1268     6328 SH       DEFINED 01 02               0     1120     5208
FIRST CITIZENS BANK.   S       COM              31946M103      170      850 SH       DEFINED 01 03               0      850        0
FIRST COMMUNITY BANCORP   S    COM              31983B101     8967   151783 SH       DEFINED 01 02               0     9920   141863
FIRST COMMUNITY BANCORP   S    COM              31983B101     1889    31980 SH       DEFINED 01 02 14            0    31980        0
FIRST COMMUNITY BANCORP   S    COM              31983B101      425     7200 SH       DEFINED 01 03               0     7200        0
FIRST COMMUNITY BANCSHARES   S COM              31983A103      304     9220 SH       DEFINED 01 02               0        0     9220
FIRST COMWLTH FINL P   S       COM              319829107     1836   144595 SH       DEFINED 01 02               0        0   144595
FIRST DATA CORP   S            COM              319963104     1334    29628 SH       DEFINED 01 10               0        0    29628
FIRST DATA CORP   S            COM              319963104    68212  1514487 SH       DEFINED 01 02               0        0  1514487
FIRST DATA CORP   S            COM              319963104     6740   149637 SH       DEFINED 01 03               0   149637        0
FIRST ENERGY CORP              COM              337932107       81     1500 SH       DEFINED 01 03               0        0     1500
FIRST FINANCIAL   S            COM              320239106      291     9100 SH       DEFINED 01 03               0     9100        0
FIRST FINANCIAL   S            COM              320239106     1260    39390 SH       DEFINED 01 02 14            0    39390        0
FIRST FINANCIAL   S            COM              320239106     1491    46600 SH       DEFINED 01 02               0    12260    34340
FIRST FINANCIAL BANCORP   S    COM              320209109      183    12243 SH       DEFINED 01 02               0        0    12243
FIRST HORIZON NATIONAL CORP    COM              320517105      968    24085 SH       DEFINED 01 03               0    24085        0
FIRST HORIZON NATIONAL CORP    COM              320517105     3582    89072 SH       DEFINED 01 02               0      711    88361
FIRST INDIANA CORP   S         COM              32054R108      813    31256 SH       DEFINED 01 02               0        0    31256
FIRST MARBLEHEAD CORP/THE   S  COM              320771108     1503    26401 SH       DEFINED 01 02               0        0    26401
FIRST MIDWEST BANC   S         COM              320867104     3848   103752 SH       DEFINED 01 02               0        0   103752
FIRST NIAGARA FINANCIAL GRP    COM              33582V108     3184   227116 SH       DEFINED 01 02               0        0   227116
FIRST PLACE FINANCIAL   S      COM              33610T109      775    33660 SH       DEFINED 01 02               0    12210    21450
FIRST PLACE FINANCIAL   S      COM              33610T109      911    39560 SH       DEFINED 01 02 14            0    39560        0
FIRST PLACE FINANCIAL   S      COM              33610T109      219     9500 SH       DEFINED 01 03               0     9500        0
FIRST REGIONAL BANCORP/CAL   S COM              33615C101     1248    14180 SH       DEFINED 01 02 14            0    14180        0
FIRST REGIONAL BANCORP/CAL   S COM              33615C101      282     3200 SH       DEFINED 01 03               0     3200        0
FIRST REGIONAL BANCORP/CAL   S COM              33615C101     1482    16853 SH       DEFINED 01 02               0     7570     9283
FIRST REPUBLIC BANK   S        COM              336158100    11811   257913 SH       DEFINED 01 02               0    12810   245103
FIRST REPUBLIC BANK   S        COM              336158100      440     9600 SH       DEFINED 01 03               0     9600        0
FIRST REPUBLIC BANK   S        COM              336158100     1882    41120 SH       DEFINED 01 02 14            0    41120        0
FIRSTENERGY CORP   S           COM              337932107     3495    64470 SH       DEFINED 01 03               0    64470        0
FIRSTENERGY CORP   S           COM              337932107     7115   131232 SH       DEFINED 01 02               0        0   131232
FIRSTFED FINANCIAL CORP   S    COM              337907109    12128   210316 SH       DEFINED 01 02               0    13193   197123
FIRSTFED FINANCIAL CORP   S    COM              337907109      523     9061 SH       DEFINED 01 03               0     9061        0
FIRSTFED FINANCIAL CORP   S    COM              337907109     2405    41700 SH       DEFINED 01 02 14            0    41700        0
FIRSTMERIT CORP   S            COM              337915102      108     5180 SH       DEFINED 01 02               0        0     5180
FISERV INC                     COM              337738108       58     1288 SH       DEFINED 01 03               0        0     1288
FISERV INC   S                 COM              337738108    48617  1071814 SH       DEFINED 01 02               0    21285  1050529
FISERV INC   S                 COM              337738108     3258    71806 SH       DEFINED 01 03               0    71806        0
FISHER COMMUNICATIONS INC   S  COM              337756209     2548    60500 SH       DEFINED 01 02               0        0    60500
FISHER SCIENTIFIC IN   S       COM              338032204    24817   340000 SH       DEFINED 01 10               0        0   340000
FISHER SCIENTIFIC IN   S       COM              338032204     1773    24270 SH       DEFINED 01 03               0    24270        0
FISHER SCIENTIFIC IN   S       COM              338032204     4887    66907 SH       DEFINED 01 02               0        0    66907
FIVE STAR QUALITY CARE   S     COM              33832D106        0        0 SH       DEFINED 01 02               0        0        0
FLAGSTAR BANCORP INC   S       COM              337930101      311    19500 SH       DEFINED 01 03               0    19500        0
FLAGSTAR BANCORP INC   S       COM              337930101     3285   205860 SH       DEFINED 01 02               0    27110   178750
FLAGSTAR BANCORP INC   S       COM              337930101     1400    87800 SH       DEFINED 01 02 14            0    87800        0
FLEETWOOD ENTERPRISES   S      COM              339099103     1859   246640 SH       DEFINED 01 02               0        0   246640
FLEXTRONICS INTL               COM              Y2573F102      119    11200 SH       DEFINED 01 03               0        0    11200
FLEXTRONICS INTL LTD   FSUSD   COM              Y2573F102       23     2199 SH       DEFINED 01 03               0     2199        0
FLEXTRONICS INTL LTD   FSUSD   COM              Y2573F102    25510  2402114 SH       DEFINED 01 02               0        0  2402114
FLIR SYSTEMS INC   S           COM              302445101     4683   212290 SH       DEFINED 01 02               0     8426   203864
FLIR SYSTEMS INC   S           COM              302445101      994    45053 SH       DEFINED 01 03               0    45053        0
FLOW INTL CORP   S             COM              343468104      181    12835 SH       DEFINED 01 02               0        0    12835
FLOWERS FOODS INC   S          COM              343498101     8710   304103 SH       DEFINED 01 02               0    17720   286383
FLOWERS FOODS INC   S          COM              343498101     1662    58040 SH       DEFINED 01 02 14            0    58040        0
FLOWERS FOODS INC   S          COM              343498101      352    12300 SH       DEFINED 01 03               0    12300        0
FLOWERS FOODS INC   S          COM              343498101     1947    68012 SH       DEFINED 01 10               0        0    68012
FLOWSERVE CORP   S             COM              34354P105      828    14550 SH       DEFINED 01 02 14            0    14550        0
FLOWSERVE CORP   S             COM              34354P105    39147   687992 SH       DEFINED 01 02               0     4320   683672
FLOWSERVE CORP   S             COM              34354P105      176     3100 SH       DEFINED 01 03               0     3100        0
FLUOR CORP (NEW)   S           COM              343412102   115507  1242930 SH       DEFINED 01 02               0     2161  1240769
FLUOR CORP (NEW)   S           COM              343412102     1967    21171 SH       DEFINED 01 03               0    21171        0
FMC CORP   S                   COM              302491303     2479    38500 SH       DEFINED 01 10               0        0    38500
FMC CORP   S                   COM              302491303     1146    17798 SH       DEFINED 01 02               0      320    17478
FMC TECHNOLOGIES INC   S       COM              30249U101     4461    66209 SH       DEFINED 01 10               0        0    66209
FMC TECHNOLOGIES INC   S       COM              30249U101       39      572 SH       DEFINED 01 02               0        0      572
FNB FINL SVCS CORP             COM              302526108       64     4200 SH       DEFINED 01 03               0        0     4200
FOCUS MEDIA HOLDING-ADR   FSUS COM              34415V109       52      805 SH       DEFINED 01 11               0        0      805
FOCUS MEDIA HOLDING-ADR   FSUS COM              34415V109     3038    46631 SH       DEFINED 01 02               0        0    46631
FOMENTO ECONOMICO MEX-SP ADR   COM              344419106     4939    59000 SH       DEFINED 01 02               0        0    59000
FOMENTO ECONOMICO MEX-SP ADR   COM              344419106    29831   356795 SH       DEFINED 01 10               0        0   356795
FOOT LOCKER INC   S            COM              344849104      190     7769 SH       DEFINED 01 02               0        0     7769
FORD MOTOR CO   S              COM              345370860    14852  2143074 SH       DEFINED 01 02               0    15736  2127338
FORD MOTOR CO   S              COM              345370860     2541   366681 SH       DEFINED 01 03               0   366681        0
FOREST CITY ENTERPRI   S       COM              345550107     2061    41300 SH       DEFINED 01 02               0        0    41300
FOREST LABORATORIES INC   S    COM              345838106     2464    63698 SH       DEFINED 01 03               0    63698        0
FOREST LABORATORIES INC   S    COM              345838106     5544   143265 SH       DEFINED 01 02               0    28043   115222
FOREST OIL CORP                COM              346091705       90     2700 SH       DEFINED 01 03               0        0     2700
FOREST OIL CORP COM STK USD0.1 COM              346091705    15951   481176 SH       DEFINED 01 10               0        0   481176
FORMFACTOR INC   S             COM              346375108     4518   101253 SH       DEFINED 01 02               0     7430    93823
FORRESTER.   S                 COM              346563109     1568    56000 SH       DEFINED 01 02 14            0    56000        0
FORRESTER.   S                 COM              346563109      361    12900 SH       DEFINED 01 03               0    12900        0
FORRESTER.   S                 COM              346563109     1587    56750 SH       DEFINED 01 02               0    26280    30470
FORTUNE BRANDS INC   S         COM              349631101     2035    28661 SH       DEFINED 01 03               0    28661        0
FORTUNE BRANDS INC   S         COM              349631101     6829    96167 SH       DEFINED 01 02               0        0    96167
FORWARD AIR CORPORATION   S    COM              349853101     3856    94649 SH       DEFINED 01 02               0     4170    90479
FOSSIL INC   S                 COM              349882100     2645   146842 SH       DEFINED 01 02               0        0   146842
FOSTER WHEELER LTD   FSUSD     COM              G36535139     3986    92267 SH       DEFINED 01 02               0        0    92267
FOUNDATION COAL HOLDINGS INC   COM              35039W100     1722    36670 SH       DEFINED 01 02               0     3360    33310
FOUNDATION COAL HOLDINGS INC   COM              35039W100    46369  1011279 SH       DEFINED 01 10               0        0  1011279
FOUNDRY NETWORKS INC   S       COM              35063R100     5898   553360 SH       DEFINED 01 02               0    53620   499740
FOUNDRY NETWORKS INC   S       COM              35063R100      224    21000 SH       DEFINED 01 03               0    21000        0
FOUNDRY NETWORKS INC   S       COM              35063R100      966    90610 SH       DEFINED 01 02 14            0    90610        0
FOUR SEASONS HOTELS INC   FSUS COM              35100E104      123     2000 SH       DEFINED 01 02               0        0     2000
FPIC INSURANCE GROUP INC   S   COM              302563101      438    11300 SH       DEFINED 01 03               0    11300        0
FPIC INSURANCE GROUP INC   S   COM              302563101     7999   206408 SH       DEFINED 01 02               0    16330   190078
FPIC INSURANCE GROUP INC   S   COM              302563101     2022    52195 SH       DEFINED 01 02 14            0    52195        0
FPL GROUP INC                  COM              302571104       85     2050 SH       DEFINED 01 03               0        0     2050
FPL GROUP INC   S              COM              302571104   105182  2541855 SH       DEFINED 01 02               0        0  2541855
FPL GROUP INC   S              COM              302571104     4376   105755 SH       DEFINED 01 03               0   105755        0
FRANKLIN BANK CORP/HOUSTON   S COM              352451108      968    47945 SH       DEFINED 01 02               0        0    47945
FRANKLIN ELECTRIC CO INC   S   COM              353514102     1821    35271 SH       DEFINED 01 02               0     6310    28961
FRANKLIN RESOURCES             COM              354613101      165     1897 SH       DEFINED 01 03               0        0     1897
FRANKLIN RESOURCES INC   S     COM              354613101    78754   907201 SH       DEFINED 01 02               0     9423   897778
FRANKLIN RESOURCES INC   S     COM              354613101     2603    29981 SH       DEFINED 01 03               0    29981        0
FREDDIE MAC   S                COM              313400301   111828  1961589 SH       DEFINED 01 02               0    16302  1945287
FREDDIE MAC   S                COM              313400301     5684    99700 SH       DEFINED 01 10               0        0    99700
FREDDIE MAC   S                COM              313400301     7700   135063 SH       DEFINED 01 03               0   135063        0
FRED'S INC   S                 COM              356108100     3655   273795 SH       DEFINED 01 02               0        0   273795
FREEPORT MCMORAN COP   S       COM              35671D857    37853   683117 SH       DEFINED 01 02               0    17982   665135
FREEPORT MCMORAN COP   S       COM              35671D857     2261    40804 SH       DEFINED 01 03               0    40804        0
FREESCALE SEMICONDUCTOR - B    COM              35687M206     2332    79313 SH       DEFINED 01 03               0   396565        0
FREESCALE SEMICONDUCTOR - B    COM              35687M206    35468  1206389 SH       DEFINED 01 02               0     9850  1204419
FREESCALE SEMICONDUCTOR-A   S  COM              35687M107    23242   801711 SH       DEFINED 01 10               0        0   801711
FREESCALE SEMICONDUCTOR-A   S  COM              35687M107     3575   123265 SH       DEFINED 01 02 10            0        0   123265
FREESCALE SEMICONDUCTOR-A   S  COM              35687M107   120383  4151145 SH       DEFINED 01 02               0        0  4151145
FREIGHTCAR AMERICA INC   S     COM              357023100     2250    40531 SH       DEFINED 01 02               0        0    40531
FREMONT GENERAL CORP   S       COM              357288109     5797   312342 SH       DEFINED 01 02               0        0   312342
FRESH DEL MONTE PRODUCE INC    COM              G36738105     2331   135000 SH       DEFINED 01 02               0        0   135000
FRIEDMAN BILLINGS.   S         COM              358434108     2017   183900 SH       DEFINED 01 02               0        0   183900
FRISCH'S RESTAURANTS INC   S   COM              358748101     1715    72290 SH       DEFINED 01 02               0        0    72290
FRONTIER AIRLINES HOLDINGS INC COM              359059102      591    82054 SH       DEFINED 01 02               0        0    82054
FRONTIER OIL CORP              COM              35914P105       71     2200 SH       DEFINED 01 03               0        0     2200
FRONTIER OIL CORP   S          COM              35914P105    16280   502444 SH       DEFINED 01 02               0     6010   496434
FTD GROUP INC   S              COM              30267U108       36     2677 SH       DEFINED 01 02               0        0     2677
FTI CONSULTING INC   S         COM              302941109     1108    41430 SH       DEFINED 01 02 14            0    41430        0
FTI CONSULTING INC   S         COM              302941109     4026   150390 SH       DEFINED 01 02               0    19010   131380
FTI CONSULTING INC   S         COM              302941109      249     9300 SH       DEFINED 01 03               0     9300        0
FUELCELL ENERGY INC   S        COM              35952H106     9508   992491 SH       DEFINED 01 02               0        0   992491
FUELCELL ENERGY INC   S        COM              35952H106      108    11320 SH       DEFINED 01 03               0    11320        0
FULTON FINANCIAL CORP   S      COM              360271100       17     1065 SH       DEFINED 01 02               0        0     1065
FURNITURE BRAND INTL INC   S   COM              360921100      142     6800 SH       DEFINED 01 03               0     6800        0
FURNITURE BRAND INTL INC   S   COM              360921100     5615   269374 SH       DEFINED 01 02               0     9890   259484
FURNITURE BRAND INTL INC   S   COM              360921100      665    31900 SH       DEFINED 01 02 14            0    31900        0
FURNTIURE BRANDS INTL          COM              360921100       38     1800 SH       DEFINED 01 03               0        0     1800
G & K SERVICES -CL A   S       COM              361268105     1494    43571 SH       DEFINED 01 02               0        0    43571
GAIAM INC-CLASS A   S          COM              36268Q103      215    15350 SH       DEFINED 01 02               0        0    15350
GALLAHER GROUP PLC-SPON ADR    COM              363595109      938    15000 SH       DEFINED 01 02               0        0    15000
GAMESTOP CORP   S              COM              36467W109    77560  1942863 SH       DEFINED 01 10               0        0  1942863
GAMESTOP CORP   S              COM              36467W109     2611    62170 SH       DEFINED 01 02               0     5800    56370
GAMESTOP CORP-CL B             COM              36467W208     4933   145100 SH       DEFINED 01 10               0    11000   144000
GANNETT CO   S                 COM              364730101    39095   698995 SH       DEFINED 01 02               0     1918   697077
GANNETT CO   S                 COM              364730101     2600    46488 SH       DEFINED 01 03               0    46488        0
GANNETT CO   S                 COM              364730101     3355    60000 SH       DEFINED 01 10               0        0    60000
GAP INC/THE   S                COM              364760108    10655   612367 SH       DEFINED 01 02               0        0   612367
GAP INC/THE   S                COM              364760108    88823  5104753 SH       DEFINED 01 03               0   107513  4997240
GARDNER DENVER INC   S         COM              365558105      312     8114 SH       DEFINED 01 03               0     8114        0
GARDNER DENVER INC   S         COM              365558105     1436    37270 SH       DEFINED 01 02 14            0    37270        0
GARDNER DENVER INC   S         COM              365558105    13726   356488 SH       DEFINED 01 02               0    11788   344700
GARMIN LTD   FSUSD             COM              G37260109       37      354 SH       DEFINED 01 03               0      354        0
GARMIN LTD   FSUSD             COM              G37260109     3119    29583 SH       DEFINED 01 02               0        0    29583
GARTNER INC.   S               COM              366651107     6291   443000 SH       DEFINED 01 02               0        0   443000
GASCO ENERGY INC               COM              367220100       62    14200 SH       DEFINED 01 03               0        0    14200
GATEWAY INC   S                COM              367626108       98    51655 SH       DEFINED 01 03               0    51655        0
GATEWAY INC   S                COM              367626108       26    13501 SH       DEFINED 01 02               0        0    13501
GATX CORP   S                  COM              361448103      149     3500 SH       DEFINED 01 03               0     3500        0
GATX CORP   S                  COM              361448103      835    19660 SH       DEFINED 01 02 14            0    19660        0
GATX CORP   S                  COM              361448103     2170    51657 SH       DEFINED 01 10               0        0    51657
GATX CORP   S                  COM              361448103     6548   153970 SH       DEFINED 01 02               0     6130   147840
GAYLORD ENTERTAINMENT CO   S   COM              367905106     2662    61000 SH       DEFINED 01 02               0        0    61000
GEDEON RICHTER LTD-144A ADR    COM              368467106     8819    48006 SH       DEFINED 01 02 10            0        0    48006
GEMSTAR-TV GUIDE   S           COM              36866W106     2900   823670 SH       DEFINED 01 02               0    51670   772000
GENCORP INC   S                COM              368682100     3820   238273 SH       DEFINED 01 02               0        0   238273
GENENTECH INC   S              COM              368710406     8984   110000 SH       DEFINED 01 10               0        0   110000
GENENTECH INC   S              COM              368710406    83908  1025771 SH       DEFINED 01 02               0    32704   993067
GENERAL CABLE CORP   S         COM              369300108     8821   251954 SH       DEFINED 01 02               0    15190   236764
GENERAL CABLE CORP   S         COM              369300108     1059    30220 SH       DEFINED 01 02 14            0    30220        0
GENERAL CABLE CORP   S         COM              369300108      221     6300 SH       DEFINED 01 03               0     6300        0
GENERAL COMMUNICATION INC CLAS COM              369385109      160    13000 SH       DEFINED 01 03               0        0    13000
GENERAL DYNAMICS               COM              369550108       74     1125 SH       DEFINED 01 03               0        0     1125
GENERAL DYNAMICS CORP   S      COM              369550108    30254   462153 SH       DEFINED 01 02               0        0   462153
GENERAL DYNAMICS CORP   S      COM              369550108     5165    78906 SH       DEFINED 01 03               0    78906        0
GENERAL ELECTRIC               COM              369604103       59     1800 SH       DEFINED 01 03               0        0     1800
GENERAL ELECTRIC               COM              369604103      534    16200 SH       DEFINED 01 03               0        0    16200
GENERAL ELECTRIC               COM              369604103      198     6005 SH       DEFINED 01 03               0        0     6005
GENERAL ELECTRIC CO   S        COM              369604103    68928  2091275 SH       DEFINED 01 03               0  2091275        0
GENERAL ELECTRIC CO   S        COM              369604103   155366  4718022 SH       DEFINED 01 10               0        0  4718022
GENERAL ELECTRIC CO   S        COM              369604103   619541 18796789 SH       DEFINED 01 02               0    14571 18782218
GENERAL GROWTH   S             COM              370021107     6298   139770 SH       DEFINED 01 02               0        0   139770
GENERAL MILLS                  COM              370334104      155     3000 SH       DEFINED 01 03               0        0     3000
GENERAL MILLS INC   S          COM              370334104    61193  1184512 SH       DEFINED 01 02               0        0  1184512
GENERAL MILLS INC   S          COM              370334104     3594    69573 SH       DEFINED 01 03               0    69573        0
GENERAL MILLS INC   S          COM              370334104     4649    90000 SH       DEFINED 01 10               0        0    90000
GENERAL MOTORS CORP   S        COM              370442105     3907   131164 SH       DEFINED 01 03               0   131164        0
GENERAL MOTORS CORP   S        COM              370442105    77223  2592303 SH       DEFINED 01 02               0     5565  2586738
GENESCO INC   S                COM              371532102      190     5600 SH       DEFINED 01 03               0     5600        0
GENESCO INC   S                COM              371532102      747    22110 SH       DEFINED 01 02 14            0    22110        0
GENESCO INC   S                COM              371532102     5488   162083 SH       DEFINED 01 02               0    12330   149753
GENESEE & WYOMING   S          COM              371559105      254     7150 SH       DEFINED 01 03               0     7150        0
GENESEE & WYOMING   S          COM              371559105     1158    32685 SH       DEFINED 01 02 14            0    32685        0
GENESEE & WYOMING   S          COM              371559105     4026   113520 SH       DEFINED 01 02               0    16744    96776
GENESIS HEALTHCARE CORP   S    COM              37184D101    18737   395516 SH       DEFINED 01 02               0        0   395516
GENLYTE GROUP INC   S          COM              372302109      449     6200 SH       DEFINED 01 03               0     6200        0
GENLYTE GROUP INC   S          COM              372302109     2171    29980 SH       DEFINED 01 02 14            0    29980        0
GENLYTE GROUP INC   S          COM              372302109     8371   115560 SH       DEFINED 01 02               0    12070   103490
GEN-PROBE INC.   S             COM              36866T103     2981    55235 SH       DEFINED 01 02               0     6581    48654
GEN-PROBE INC.   S             COM              36866T103     1925    35668 SH       DEFINED 01 03               0    35668        0
GENRL  COMMUNICATION   S       COM              369385109     8458   686572 SH       DEFINED 01 02               0        0   686572
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        1       25 SH       DEFINED 01 02               0        0       25
GENTIVA HEALTH SERVICES   S    COM              37247A102      883    55105 SH       DEFINED 01 02               0        0    55105
GENUINE PARTS                  COM              372460105       42     1000 SH       DEFINED 01 03               0        0     1000
GENUINE PARTS CO   S           COM              372460105    24955   599011 SH       DEFINED 01 02               0     1251   597760
GENUINE PARTS CO   S           COM              372460105     1406    33748 SH       DEFINED 01 03               0    33748        0
GENWORTH FINANCIAL INC         COM              37247D106       59     1700 SH       DEFINED 01 03               0        0     1700
GENWORTH FINANCIAL INC         COM              37247D106      153     4400 SH       DEFINED 01 03               0        0     4400
GENWORTH FINANCIAL INC   S     COM              37247D106    77505  2224609 SH       DEFINED 01 10               0        0  2224609
GENWORTH FINANCIAL INC   S     COM              37247D106     2912    83567 SH       DEFINED 01 02               0     1960    81607
GENWORTH FINANCIAL INC   S     COM              37247D106     2484    71310 SH       DEFINED 01 03               0    71310        0
GENWORTH FINANCIAL INC   S     COM              37247D106     5145   147682 SH       DEFINED 01 02 10            0        0   147682
GENZYME CORP                   COM              372917104       37      600 SH       DEFINED 01 03               0        0      600
GENZYME CORP   S               COM              372917104     5689    93221 SH       DEFINED 01 10               0        0    93221
GENZYME CORP   S               COM              372917104     3177    52030 SH       DEFINED 01 03               0    52030        0
GENZYME CORP   S               COM              372917104     1339    21939 SH       DEFINED 01 02               0        0    21939
GEO GROUP INC/THE   S          COM              36159R103     1449    41330 SH       DEFINED 01 02               0        0    41330
GEORGIA GULF CORP   S          COM              373200203     1753    70058 SH       DEFINED 01 02               0        0    70058
GERBER SCIENTIFIC INC   S      COM              373730100      602    46240 SH       DEFINED 01 02               0        0    46240
GERDAU SA -SPON ADR   FSUSD    COM              373737105     5084   340950 SH       DEFINED 01 02               0        0   340950
GETTY REALTY CORP   S          COM              374297109      825    29000 SH       DEFINED 01 02               0        0    29000
GEVITY HR INC   S              COM              374393106     1426    53710 SH       DEFINED 01 02               0        0    53710
GIANT INDUSTRIES INC   S       COM              374508109      246     3699 SH       DEFINED 01 02               0        0     3699
GIBRALTAR INDUSTRIES INC   S   COM              374689107      299    10300 SH       DEFINED 01 03               0    10300        0
GIBRALTAR INDUSTRIES INC   S   COM              374689107     4168   143710 SH       DEFINED 01 02               0    18740   124970
GIBRALTAR INDUSTRIES INC   S   COM              374689107     1279    44060 SH       DEFINED 01 02 14            0    44060        0
GIGAMEDIA ADR                  COM              GIGM           422    47420 SH       DEFINED 01 02               0    47420        0
GILEAD SCIENCES INC   S        COM              375558103     5355    90506 SH       DEFINED 01 03               0    90506        0
GILEAD SCIENCES INC   S        COM              375558103    47100   796136 SH       DEFINED 01 02               0    30838   765298
GIVEN IMAGING LTD              COM              001086537      278    18283 SH       DEFINED 01 10               0        0    18283
GLACIER BANCORP INC   S        COM              37637Q105     1939    66240 SH       DEFINED 01 02               0        0    66240
GLAMIS GOLD LTD   FSUSD        COM              376775102     7905   208800 SH       DEFINED 01 02               0        0   208800
GLAMIS GOLD LTD   FSUSD        COM              376775102    12711   335814 SH       DEFINED 01 10               0        0   335814
GLATFELTER   S                 COM              377316104      400    25236 SH       DEFINED 01 02               0        0    25236
GLAXO WELLCOME PLC ADR         COM              37733W105       78     1400 SH       DEFINED 01 03               0        0     1400
GLAXOSMITHKLINE PLC-ADR   FSUS COM              37733W105    24228   434212 SH       DEFINED 01 02               0        0   434212
GLENAYRE TECHNOLOGIES INC   S  COM              377899109       53    20032 SH       DEFINED 01 02               0        0    20032
GLENBOROUGH REALTY T   S       COM              37803P105     1420    65945 SH       DEFINED 01 02               0        0    65945
GLOBAL CASH ACCESS LLC   S     COM              378967103      185    11850 SH       DEFINED 01 02               0        0    11850
GLOBAL CROSSING LTD            COM              GLBC           180    10133 SH       DEFINED 01 02               0    10133        0
GLOBAL IMAGING SYSTEMS INC   S COM              37934A100     4196   101645 SH       DEFINED 01 02               0     5590    96055
GLOBAL INDUSTRIES LTD   S      COM              379336100      144     8600 SH       DEFINED 01 03               0     8600        0
GLOBAL INDUSTRIES LTD   S      COM              379336100     2622   156920 SH       DEFINED 01 02               0   136540    20380
GLOBAL INDUSTRIES LTD   S      COM              379336100      631    37780 SH       DEFINED 01 02 14            0    37780        0
GLOBAL PAYMENTS INC   S        COM              37940X102      922    18990 SH       DEFINED 01 03               0    18990        0
GLOBAL PAYMENTS INC   S        COM              37940X102    11595   238826 SH       DEFINED 01 02               0     3350   235476
GLOBAL SANTA FE CORP           COM              G3930E101      219     3800 SH       DEFINED 01 03               0        0     3800
GLOBAL SIGNAL INC   S          COM              37944Q103      940    20285 SH       DEFINED 01 02               0        0    20285
GLOBALSANTAFE CORP   FSUSD     COM              G3930E101   120515  2086831 SH       DEFINED 01 02               0    34192  2052639
GLOBALSANTAFE CORP   FSUSD     COM              G3930E101      600    10398 SH       DEFINED 01 03               0    10398        0
GMARKET INC - ADR   FSUSD      COM              38012G100      520    33840 SH       DEFINED 01 02               0        0    33840
GNC CORP 12.000% 12/31/2049 PI PRF              37047S303     8034     6695 SH       DEFINED 01 02               0        0     6695
GOL LINHAS AEREAS INTEL-ADR    COM              38045R107    49822  1405406 SH       DEFINED 01 10               0        0  1405406
GOL LINHAS AEREAS INTEL-ADR    COM              38045R107     9657   271998 SH       DEFINED 01 02 10            0        0   271998
GOLD FIELDS LTD-SPONS ADR   FS COM              38059T106     4122   180000 SH       DEFINED 01 02               0        0   180000
GOLDCORP INC   FSUSD           COM              380956409     3022   100000 SH       DEFINED 01 02               0        0   100000
GOLDEN TELECOM INC   S         COM              38122G107     1060    41800 SH       DEFINED 01 02               0        0    41800
GOLDEN WEST FINANCIAL CORP   S COM              381317106    43428   585291 SH       DEFINED 01 02               0    10013   575278
GOLDEN WEST FINANCIAL CORP   S COM              381317106     3715    50068 SH       DEFINED 01 03               0    50068        0
GOLDMAN SACHS GROUP            COM              38141G104      105      697 SH       DEFINED 01 03               0        0      697
GOLDMAN SACHS GROUP            COM              38141G104       60      400 SH       DEFINED 01 03               0        0      400
GOLDMAN SACHS GROUP            COM              38141G104       60      400 SH       DEFINED 01 03               0        0      400
GOLDMAN SACHS GROUP INC   S    COM              38141G104    61910   411552 SH       DEFINED 01 02               0    27838   383714
GOLDMAN SACHS GROUP INC   S    COM              38141G104    13766    91511 SH       DEFINED 01 03               0    91511        0
GOLDMAN SACHS GROUP INC   S    COM              38141G104    77603   515906 SH       DEFINED 01 10               0        0   515906
GOODMAN GLOBAL INC             COM              38239A100     3113   205913 SH       DEFINED 01 10               0        0   205913
GOODRICH CORP                  COM              382388106      129     3200 SH       DEFINED 01 03               0        0     3200
GOODRICH CORP   S              COM              382388106      976    24218 SH       DEFINED 01 03               0    24218        0
GOODRICH CORP   S              COM              382388106    81819  2030743 SH       DEFINED 01 02               0        0  2030743
GOODYEAR TIRE & RUBBER CO   S  COM              382550101      385    34640 SH       DEFINED 01 03               0    34640        0
GOODYEAR TIRE & RUBBER CO   S  COM              382550101      831    74811 SH       DEFINED 01 02               0        0    74811
GOOGLE INC-CL A   S            COM              38259P508   217962   519786 SH       DEFINED 01 02               0     4617   515169
GOOGLE INC-CL A   S            COM              38259P508    12986    30968 SH       DEFINED 01 02 10            0        0    30968
GOOGLE INC-CL A   S            COM              38259P508   113450   270559 SH       DEFINED 01 10               0        0   270559
GOOGLE INC-CL A   S            COM              38259P508    17084    40740 SH       DEFINED 01 03               0    40740        0
GOVERNMENT PROPERTIES TRUST    COM              38374W107      120    12600 SH       DEFINED 01 03               0        0    12600
GRACO INC   S                  COM              384109104     1094    23800 SH       DEFINED 01 02               0        0    23800
GRAFTECH INTERNATIONAL LTD   S COM              384313102       29     5000 SH       DEFINED 01 02               0        0     5000
GRANITE CONSTRUCTION INC   S   COM              387328107     4650   102710 SH       DEFINED 01 02               0    11020    91690
GRANITE CONSTRUCTION INC   S   COM              387328107     1646    36390 SH       DEFINED 01 02 14            0    36390        0
GRANITE CONSTRUCTION INC   S   COM              387328107      376     8300 SH       DEFINED 01 03               0     8300        0
GRANT PRIDECO INC   S          COM              38821G101     4032    90081 SH       DEFINED 01 02               0    30000    60081
GRANT PRIDECO INC   S          COM              38821G101    33920   758818 SH       DEFINED 01 10               0        0   758818
GRAY TELEVISION INC   S        COM              389375106      799   138000 SH       DEFINED 01 02               0        0   138000
GREAT AMERICAN FINL.   S       COM              389915109       62     2979 SH       DEFINED 01 02               0        0     2979
GREAT ATLANTIC & PAC TEA CO    COM              390064103     1901    83713 SH       DEFINED 01 02               0        0    83713
GREAT PLAINS ENERGY INC   S    COM              391164100      772    27713 SH       DEFINED 01 02               0        0    27713
GREAT SOUTHERN BANCORP INC   S COM              390905107       84     2758 SH       DEFINED 01 02               0        0     2758
GREATBATCH INC   S             COM              39153L106      743    31480 SH       DEFINED 01 02 14            0    31480        0
GREATBATCH INC   S             COM              39153L106      158     6700 SH       DEFINED 01 03               0     6700        0
GREATBATCH INC   S             COM              39153L106     4996   211720 SH       DEFINED 01 02               0    19960   191760
GREATER BAY BANCORP   S        COM              391648102     9584   333376 SH       DEFINED 01 02               0    24750   308626
GREATER BAY BANCORP   S        COM              391648102     2285    79450 SH       DEFINED 01 02 14            0    79450        0
GREATER BAY BANCORP   S        COM              391648102      492    17100 SH       DEFINED 01 03               0    17100        0
GREEN MOUNTAIN POWER CORP   S  COM              393154109      366    10759 SH       DEFINED 01 02               0        0    10759
GREEN MOUNTAIN PWR CO          COM              393154109      153     4500 SH       DEFINED 01 03               0        0     4500
GREENHILL & CO INC   S         COM              395259104     1545    25428 SH       DEFINED 01 02               0     3660    21768
GREIF INC   S                  COM              397624107     8250   110076 SH       DEFINED 01 02               0        0   110076
GREIF INC   S                  COM              397624107      783    10470 SH       DEFINED 01 02 14            0        0    10470
GREIF INC   S                  COM              397624107      165     2200 SH       DEFINED 01 03               0        0     2200
GREY WOLF INC   S              COM              397888108     1344   174600 SH       DEFINED 01 03               0    31100   143500
GREY WOLF INC   S              COM              397888108     7066   917532 SH       DEFINED 01 02               0    83220   834312
GREY WOLF INC   S              COM              397888108     1012   131360 SH       DEFINED 01 02 14            0   131360        0
GRIFFON CORPORATION   S        COM              398433102     1535    58813 SH       DEFINED 01 02               0        0    58813
GROUP 1 AUTOMOTIVE INC   S     COM              398905109     6102   108329 SH       DEFINED 01 02               0     4850   103479
GROUP 1 AUTOMOTIVE INC   S     COM              398905109      892    15850 SH       DEFINED 01 02 14            0    15850        0
GROUP 1 AUTOMOTIVE INC   S     COM              398905109      197     3500 SH       DEFINED 01 03               0     3500        0
GROUPE DANONE-SPONS ADR   FSUS COM              399449107     3147   118000 SH       DEFINED 01 02               0        0   118000
GRUPO AEROPORTUARIO DEL-ADR    COM              400506101       96     3000 SH       DEFINED 01 02               0        0     3000
GRUPO AEROPORTUARIO DEL-ADR    COM              400506101     3228   101343 SH       DEFINED 01 10               0        0   101343
GRUPO AEROPORTUARIO SUR-ADR    COM              40051E202      699    20800 SH       DEFINED 01 02               0        0    20800
GRUPO TELEVISA SA-SPONS ADR    COM              40049J206     3341   173000 SH       DEFINED 01 02               0        0   173000
GRUPO TELEVISA SA-SPONS ADR    COM              40049J206    90127  4677039 SH       DEFINED 01 10               0        0  4677039
GRUPO TELEVISA SA-SPONS ADR    COM              40049J206    31145  1612952 SH       DEFINED 01 02 10            0        0  1612952
GTECH HOLDINGS CORP   S        COM              400518106      766    22000 SH       DEFINED 01 02               0        0    22000
GUESS INC   S                  COM              401617105     4316   103354 SH       DEFINED 01 02               0    10680    92674
GUITAR CENTER INC   S          COM              402040109    10461   235205 SH       DEFINED 01 02               0        0   235205
GULF ISLAND FABRICATION        COM              402307102       76     3800 SH       DEFINED 01 03               0        0     3800
GULFMARK OFFSHORE INC   S      COM              402629109      359    13900 SH       DEFINED 01 02               0        0    13900
GYMBOREE CORP   S              COM              403777105     1133    32620 SH       DEFINED 01 02 14            0    32620        0
GYMBOREE CORP   S              COM              403777105      268     7700 SH       DEFINED 01 03               0     7700        0
GYMBOREE CORP   S              COM              403777105     9517   273782 SH       DEFINED 01 02               0    16090   257692
GYRODYNE CO OF AMERICA INC   S COM              403820103     1312    24402 SH       DEFINED 01 02               0        0    24402
H&E EQUIPMENT SERVICES INC     COM              404030108    11312   385957 SH       DEFINED 01 10               0        0   385957
H&R BLOCK INC   S              COM              093671105    15883   665720 SH       DEFINED 01 02               0        0   665720
H&R BLOCK INC   S              COM              093671105     1532    64192 SH       DEFINED 01 03               0    64192        0
H.B. FULLER CO.   S            COM              359694106      274     6300 SH       DEFINED 01 03               0     6300        0
H.B. FULLER CO.   S            COM              359694106     1296    29760 SH       DEFINED 01 02 14            0    29760        0
H.B. FULLER CO.   S            COM              359694106     6379   146396 SH       DEFINED 01 02               0     9200   137196
HAEMONETICS CORP   S           COM              405024100     6940   149234 SH       DEFINED 01 02               0     4570   144664
HAIN CELESTIAL GROUP INC   S   COM              405217100       21      810 SH       DEFINED 01 02 14            0      810        0
HAIN CELESTIAL GROUP INC   S   COM              405217100     2270    88132 SH       DEFINED 01 02               0        0    88132
HALLIBURTON CO   S             COM              406216101   312118  4205904 SH       DEFINED 01 02               0    68123  4137781
HALLIBURTON CO   S             COM              406216101     9140   123157 SH       DEFINED 01 03               0   123157        0
HANCOCK FABRICS   S            COM              409900107      131    39208 SH       DEFINED 01 02               0        0    39208
HANCOCK HOLDING CO   S         COM              410120109       82     1462 SH       DEFINED 01 02               0        0     1462
HANDLEMAN CO   S               COM              410252100      829   101781 SH       DEFINED 01 02               0        0   101781
HANMI FINANCIAL CORPORATION    COM              410495105     7055   362900 SH       DEFINED 01 02               0    22070   340830
HANMI FINANCIAL CORPORATION    COM              410495105     1416    72790 SH       DEFINED 01 02 14            0    72790        0
HANMI FINANCIAL CORPORATION    COM              410495105      303    15600 SH       DEFINED 01 03               0    15600        0
HANOVER COMPRESSOR CO   S      COM              410768105        8      447 SH       DEFINED 01 02               0        0      447
HANOVER COMPRESSOR CO   S      COM              410768105        3      159 SH       DEFINED 01 05               0        0      159
HANOVER COMPRESSOR COMPANY 04. CONV BND         410768AC9      969  1000000 PRN      DEFINED 01 02               0        0  1000000
HANSEN NATURAL CORP   S        COM              411310105    15711    82531 SH       DEFINED 01 02               0     1320    81211
HANSON PLC-SPONSORED ADR   FSU COM              411349103    63632  1046584 SH       DEFINED 01 02               0        0  1046584
HANSON PLC-SPONSORED ADR   FSU COM              411349103      867    14259 SH       DEFINED 01 03               0        0    14259
HARBOR FLORIDA BANCSHARES   S  COM              411901101     1749    47095 SH       DEFINED 01 02               0        0    47095
HARLAND (JOHN H.) CO   S       COM              412693103     1828    41990 SH       DEFINED 01 02 14            0    41990        0
HARLAND (JOHN H.) CO   S       COM              412693103      278     6400 SH       DEFINED 01 03               0     6400        0
HARLAND (JOHN H.) CO   S       COM              412693103    10207   234630 SH       DEFINED 01 02               0    13050   221580
HARLEY-DAVIDSON INC   S        COM              412822108     2882    52508 SH       DEFINED 01 03               0    52508        0
HARLEY-DAVIDSON INC   S        COM              412822108    36283   660999 SH       DEFINED 01 02               0    15891   645108
HARLEYSVILLE GROUP INC   S     COM              412824104       23      733 SH       DEFINED 01 02               0        0      733
HARMAN INTERNATIONAL   S       COM              413086109    27472   321792 SH       DEFINED 01 02               0        0   321792
HARMAN INTERNATIONAL   S       COM              413086109     1117    13080 SH       DEFINED 01 03               0    13080        0
HARMONIC INC   S               COM              413160102      681   151921 SH       DEFINED 01 02               0        0   151921
HARMONY GOLD MNG-SPON ADR   FS COM              413216300     3250   200000 SH       DEFINED 01 10               0        0   200000
HARMONY GOLD MNG-SPON ADR   FS COM              413216300     1629   100000 SH       DEFINED 01 02               0        0   100000
HARRAH`S ENTERTAINMENT INC   S COM              413619107     2570    36111 SH       DEFINED 01 03               0    36111        0
HARRAH`S ENTERTAINMENT INC   S COM              413619107    14861   208768 SH       DEFINED 01 02               0        0   208768
HARRIS CORP                    COM              413875105       54     1300 SH       DEFINED 01 03               0        0     1300
HARRIS CORP   S                COM              413875105       26      637 SH       DEFINED 01 02               0      637        0
HARRIS INTERACTIVE INC   S     COM              414549105     2314   406000 SH       DEFINED 01 02               0        0   406000
HARRIS INTERACTIVE, INC.       COM              414549105      112    19600 SH       DEFINED 01 03               0        0    19600
HARSCO CORP   S                COM              415864107    26838   344260 SH       DEFINED 01 02               0        0   344260
HARTFORD FINANCIAL SVCS GRP    COM              416515104     5012    59241 SH       DEFINED 01 03               0    59241        0
HARTFORD FINANCIAL SVCS GRP    COM              416515104    69775   824750 SH       DEFINED 01 02               0     1568   823182
HARTFORD FINL SVCS             COM              416515104       59      700 SH       DEFINED 01 03               0        0      700
HARTFORD FINL SVCS             COM              416515104      220     2600 SH       DEFINED 01 03               0        0     2600
HARVEST NATURAL RESOURCES IN   COM              41754V103      206    15200 SH       DEFINED 01 03               0    15200        0
HARVEST NATURAL RESOURCES IN   COM              41754V103     5353   395257 SH       DEFINED 01 02               0    21140   374117
HARVEST NATURAL RESOURCES IN   COM              41754V103      923    68180 SH       DEFINED 01 02 14            0    68180        0
HASBRO INC   S                 COM              418056107     5430   299748 SH       DEFINED 01 02               0        0   299748
HASBRO INC   S                 COM              418056107      609    33645 SH       DEFINED 01 03               0    33645        0
HAVERTY FURNITURE   S          COM              419596101      724    46130 SH       DEFINED 01 02               0        0    46130
HAWK CORP                      COM              420089104       74     6000 SH       DEFINED 01 03               0        0     6000
HCA INC                        COM              404119109       30      700 SH       DEFINED 01 03               0        0      700
HCA INC   S                    COM              404119109     6650   154212 SH       DEFINED 01 10               0        0   154212
HCA INC   S                    COM              404119109    56745  1315114 SH       DEFINED 01 02               0        0  1315114
HCA INC   S                    COM              404119109     4158    96362 SH       DEFINED 01 03               0    96362        0
HCC INSURANCE HOLDINGS INC   S COM              404132102     6099   207140 SH       DEFINED 01 02               0      840   206300
HEAD NV-NY REG   FSUSD         COM              422070102     3192   894200 SH       DEFINED 01 02               0        0   894200
HEADWATERS INC   S             COM              42210P102     2213    86600 SH       DEFINED 01 02               0        0    86600
HEALTH MGMT ASSOC   S          COM              421933102    31869  1616950 SH       DEFINED 01 02               0    17561  1599389
HEALTH MGMT ASSOC   S          COM              421933102     1732    87858 SH       DEFINED 01 03               0    87858        0
HEALTH NET INC                 COM              42222G108       79     1750 SH       DEFINED 01 03               0        0     1750
HEALTH NET INC   S             COM              42222G108      133     2958 SH       DEFINED 01 02               0      564     2394
HEALTH TRONICS INC             COM              42222L107      129    16800 SH       DEFINED 01 03               0        0    16800
HEALTHCARE SERVICES GROUP   S  COM              421906108     1342    64029 SH       DEFINED 01 02               0        0    64029
HEALTHCARE SVCS GROUP INC      COM              421906108       75     3600 SH       DEFINED 01 03               0        0     3600
HEALTHEXTRAS INC.   S          COM              422211102      841    27839 SH       DEFINED 01 02               0    10470    17369
HEALTHSOUTH CORP   S           COM              421924101     1047   272482 SH       DEFINED 01 02               0        0   272482
HEALTHTRONICS INC   S          COM              42222L107       53     6905 SH       DEFINED 01 02               0        0     6905
HEALTHWAYS INC   S             COM              422245100     4556    86530 SH       DEFINED 01 02               0     4890    81640
HEARTLAND EXPRESS INC   S      COM              422347104     7369   411784 SH       DEFINED 01 02               0    28280   383504
HEARTLAND EXPRESS INC   S      COM              422347104      741    41470 SH       DEFINED 01 02 14            0    41470        0
HEARTLAND PAYMENT SYSTEMS INC  COM              42235N108      251     9010 SH       DEFINED 01 02               0        0     9010
HECLA MINING CO   S            COM              422704106      131    24920 SH       DEFINED 01 02               0    24920        0
HEICO CORP   S                 COM              422806109      814    28720 SH       DEFINED 01 02 14            0    28720        0
HEICO CORP   S                 COM              422806109     2448    86380 SH       DEFINED 01 02               0    13740    72640
HEICO CORP   S                 COM              422806109      190     6700 SH       DEFINED 01 03               0     6700        0
HEIDRICK & STRUGGLES   S       COM              422819102     1271    37571 SH       DEFINED 01 02               0        0    37571
HELEN OF TROY LTD   FSUSD      COM              G4388N106     6116   332400 SH       DEFINED 01 02               0        0   332400
HELIX ENERGY SOLUTIONS GROUP I COM              42330P107     8549   211828 SH       DEFINED 01 02               0        0   211828
HELMERICH & PAYNE   S          COM              423452101      342     5680 SH       DEFINED 01 02               0     5680        0
HENRY SCHEIN INC   S           COM              806407102     2921    62518 SH       DEFINED 01 02               0        0    62518
HENRY SCHEIN INC   S           COM              806407102    16087   344412 SH       DEFINED 01 10               0        0   344412
HERCULES INC   S               COM              427056106      339    22209 SH       DEFINED 01 03               0    22209        0
HERCULES INC   S               COM              427056106     8474   555306 SH       DEFINED 01 02               0    10270   545036
HERCULES OFFSHORE INC   S      COM              427093109      551    15734 SH       DEFINED 01 02               0     6710     9024
HERITAGE COMMERCE CORP   S     COM              426927109      166     6700 SH       DEFINED 01 03               0     6700        0
HERITAGE COMMERCE CORP   S     COM              426927109      633    25470 SH       DEFINED 01 02               0     9140    16330
HERITAGE COMMERCE CORP   S     COM              426927109      744    30060 SH       DEFINED 01 02 14            0    30060        0
HERSHA HOSPITALITY TRUST   S   COM              427825104      929   100000 SH       DEFINED 01 02               0        0   100000
HERSHEY CO/THE   S             COM              427866108     5023    91212 SH       DEFINED 01 03               0    34712    56500
HERSHEY CO/THE   S             COM              427866108    21247   385799 SH       DEFINED 01 02               0        0   385799
HESS CORP                      COM              42809H107       95     1800 SH       DEFINED 01 03               0        0     1800
HESS CORP   S                  COM              42809H107     2491    47135 SH       DEFINED 01 03               0    47135        0
HESS CORP   S                  COM              42809H107    41948   793741 SH       DEFINED 01 02               0    41752   751989
HEWLETT PACKARD                COM              428236103      497    15700 SH       DEFINED 01 03               0        0    15700
HEWLETT PACKARD                COM              428236103      162     5100 SH       DEFINED 01 03               0        0     5100
HEWLETT PACKARD                COM              428236103       73     2300 SH       DEFINED 01 03               0        0     2300
HEWLETT-PACKARD CO   S         COM              428236103    19106   603101 SH       DEFINED 01 03               0   603101        0
HEWLETT-PACKARD CO   S         COM              428236103   295893  9340027 SH       DEFINED 01 02               0     9858  9330169
HEXCEL CORP   S                COM              428291108      630    40040 SH       DEFINED 01 02 14            0    40040        0
HEXCEL CORP   S                COM              428291108     5768   367130 SH       DEFINED 01 02               0    12450   354680
HEXCEL CORP   S                COM              428291108      104     6600 SH       DEFINED 01 03               0     6600        0
HIBBETT SPORTING GOODS INC   S COM              428565105     1761    73702 SH       DEFINED 01 02               0        0    73702
HIGHLAND HOSPITALITY CORP   S  COM              430141101      468    33220 SH       DEFINED 01 02               0        0    33220
HIGHWOODS PROPERTIES INC   S   COM              431284108     1935    53490 SH       DEFINED 01 02               0        0    53490
HILB ROGAL & HOBBS CO   S      COM              431294107     7792   209075 SH       DEFINED 01 02               0        0   209075
HILLENBRAND INDUSTRIES   S     COM              431573104      231     4766 SH       DEFINED 01 02               0        0     4766
HILTON HOTELS CORP   S         COM              432848109    29250  1034285 SH       DEFINED 01 02               0     4055  1030230
HILTON HOTELS CORP   S         COM              432848109     2103    74384 SH       DEFINED 01 03               0    74384        0
HINES HORTICULTURE INC   S     COM              433245107      818   227234 SH       DEFINED 01 02               0        0   227234
HI-TECH PHARMACAL CO INC   S   COM              42840B101      177    10680 SH       DEFINED 01 02               0    10680        0
HITTITE MICROWAVE CORP   S     COM              43365Y104     2398    66310 SH       DEFINED 01 02               0        0    66310
HJ HEINZ CO   S                COM              423074103    12119   293999 SH       DEFINED 01 02               0    14166   279833
HJ HEINZ CO   S                COM              423074103     2699    65488 SH       DEFINED 01 03               0    65488        0
HMS HOLDINGS CORP   S          COM              40425J101      459    42792 SH       DEFINED 01 02               0        0    42792
HNI CORP   S                   COM              404251100      341     7515 SH       DEFINED 01 02               0     7515        0
HOLLY CORP   S                 COM              435758305     3099    64264 SH       DEFINED 01 02               0     4780    59484
HOLOGIC INC   S                COM              436440101    11509   233156 SH       DEFINED 01 02               0     9300   223856
HOLOGIC INC   S                COM              436440101     1407    28511 SH       DEFINED 01 10               0        0    28511
HOME DEPOT INC   S             COM              437076102     9997   279336 SH       DEFINED 01 02 10            0        0   279336
HOME DEPOT INC   S             COM              437076102    15494   432923 SH       DEFINED 01 03               0   432923        0
HOME DEPOT INC   S             COM              437076102    29786   832253 SH       DEFINED 01 10               0        0   832253
HOME DEPOT INC   S             COM              437076102   169738  4742593 SH       DEFINED 01 02               0   123398  4619195
HOME PROPERTIES INC   S        COM              437306103     2102    37870 SH       DEFINED 01 02               0        0    37870
HOMEBANC CORP/GA   S           COM              43738R109    13426  1690851 SH       DEFINED 01 02               0        0  1690851
HONDA MOTOR CO LTD-SPONS ADR   COM              438128308     1610    50600 SH       DEFINED 01 02               0        0    50600
HONEYWELL INTERNATIONAL INC    COM              438516106     6770   168000 SH       DEFINED 01 10               0        0   168000
HONEYWELL INTERNATIONAL INC    COM              438516106   281773  6991915 SH       DEFINED 01 02               0        0  6991915
HONEYWELL INTERNATIONAL INC    COM              438516106     8396   208347 SH       DEFINED 01 03               0   208347        0
HONEYWELL INTL INC             COM              438516106       56     1400 SH       DEFINED 01 03               0        0     1400
HOOPER HOLMES INC   S          COM              439104100      414   135616 SH       DEFINED 01 02               0        0   135616
HORACE MANN EDUCATORS   S      COM              440327104      300    17700 SH       DEFINED 01 03               0    17700        0
HORACE MANN EDUCATORS   S      COM              440327104     5367   316632 SH       DEFINED 01 02               0    29740   286892
HORACE MANN EDUCATORS   S      COM              440327104     1625    95980 SH       DEFINED 01 02 14            0    95980        0
HORIZON FINANCIAL CORP   S     COM              44041F105     1173    42750 SH       DEFINED 01 02 14            0    42750        0
HORIZON FINANCIAL CORP   S     COM              44041F105     1071    39035 SH       DEFINED 01 02               0    13995    25040
HORIZON FINANCIAL CORP   S     COM              44041F105      259     9450 SH       DEFINED 01 03               0     9450        0
HORMEL FOODS CORP   S          COM              440452100       36      980 SH       DEFINED 01 02               0      980        0
HORNBECK OFFSHORE SERVICES   S COM              440543106      413    11620 SH       DEFINED 01 02               0        0    11620
HOSPIRA INC   S                COM              441060100      448    10460 SH       DEFINED 01 10               0        0    10460
HOSPIRA INC   S                COM              441060100     1311    30533 SH       DEFINED 01 03               0    30533        0
HOSPIRA INC   S                COM              441060100     5577   129862 SH       DEFINED 01 02               0        0   129862
HOST HOTELS & RESORTS INC   S  COM              44107P104     3439   157478 SH       DEFINED 01 10               0        0   157478
HOST HOTELS & RESORTS INC   S  COM              44107P104     8177   373867 SH       DEFINED 01 02               0     2430   371437
HOST HOTELS & RESORTS, INC     COM              44107P104       44     2000 SH       DEFINED 01 03               0        0     2000
HOT TOPIC INC   S              COM              441339108     1041    90451 SH       DEFINED 01 02               0        0    90451
HOUSTON EXPLORATION CO   S     COM              442120101     4624    75567 SH       DEFINED 01 02               0     3740    71827
HOUSTON EXPLORATION CO   S     COM              442120101      724    11830 SH       DEFINED 01 02 14            0    11830        0
HOUSTON EXPLORATION CO   S     COM              442120101      159     2600 SH       DEFINED 01 03               0     2600        0
HOVNANIAN ENTERPRISE.   S      COM              442487203     8586   285547 SH       DEFINED 01 10               0        0   285547
HOVNANIAN ENTERPRISE.   S      COM              442487203      584    19391 SH       DEFINED 01 02               0     5107    14284
HOVNANIAN ENTERPRISES          COM              442487203       62     2075 SH       DEFINED 01 03               0        0     2075
HSBC HOLDINGS PLC-SPONS ADR    COM              404280406     1059    12000 SH       DEFINED 01 10               0        0    12000
HSBC HOLDINGS PLC-SPONS ADR    COM              404280406    34776   393618 SH       DEFINED 01 02               0        0   393618
HUB GROUP INC   S              COM              443320106     5366   218720 SH       DEFINED 01 02               0    15060   203660
HUBBELL INC -CL B   S          COM              443510201    20164   423190 SH       DEFINED 01 02               0        0   423190
HUDSON CITY BANCORP INC   S    COM              443683107     1520   114031 SH       DEFINED 01 02               0        0   114031
HUMAN GENOME SCIENCES INC   S  COM              444903108      258    24215 SH       DEFINED 01 10               0        0    24215
HUMAN GENOME SCIENCES INC   S  COM              444903108     3763   351640 SH       DEFINED 01 02               0    25040   326600
HUMANA INC   S                 COM              444859102     1728    32179 SH       DEFINED 01 03               0    32179        0
HUMANA INC   S                 COM              444859102    56657  1055065 SH       DEFINED 01 02               0     5530  1049535
HUNTINGTON BANCSHARE           COM              446150104      141     6000 SH       DEFINED 01 03               0        0     6000
HUNTINGTON BANCSHARES INC   S  COM              446150104     8172   346545 SH       DEFINED 01 02               0     1170   345375
HUNTINGTON BANCSHARES INC   S  COM              446150104     1131    47944 SH       DEFINED 01 03               0    47944        0
HURON CONSULTING GROUP INC   S COM              447462102      158     4504 SH       DEFINED 01 02               0        0     4504
HUTCHINSON TECH   S            COM              448407106     7860   363437 SH       DEFINED 01 02               0        0   363437
HUTCHISON TELECOMMUNICAT-ADR \ COM              44841T107    62442  2611529 SH       DEFINED 01 02               0        0  2611529
HUTTIG BUILDING PRODUCTS INC   COM              448451104     2786   344000 SH       DEFINED 01 02               0        0   344000
HYDRIL   S                     COM              448774109     7966   101453 SH       DEFINED 01 02               0     5129    96324
HYDRIL   S                     COM              448774109     1086    13836 SH       DEFINED 01 03               0    13836        0
HYNIX SEMICONDU-GDS 144A/REG   COM              449130400     3854   118904 SH       DEFINED 01 02 10            0        0   118904
HYPERION SOLUTIONS CORP   S    COM              44914M104      689    24940 SH       DEFINED 01 02 14            0    24940        0
HYPERION SOLUTIONS CORP   S    COM              44914M104     7389   267661 SH       DEFINED 01 02               0     7730   259931
I2 TECHNOLOGIES INC   S        COM              465754208      713    56276 SH       DEFINED 01 02               0        0    56276
IAC INTERACTIVE CORP COM       COM              44919P102     2686   101400 SH       DEFINED 01 10               0        0   101400
IAC/INTERACTIVECORP   S        COM              44919P300       31     1160 SH       DEFINED 01 03               0     1160        0
IAC/INTERACTIVECORP   S        COM              44919P300     7019   264905 SH       DEFINED 01 02               0    31915   232990
IBERIABANK CORP                COM              450828108      121     2100 SH       DEFINED 01 03               0        0     2100
IBERIABANK CORP   S            COM              450828108     3181    55290 SH       DEFINED 01 02               0        0    55290
ICICI BANK LTD-SPON ADR   FSUS COM              45104G104    11066   468506 SH       DEFINED 01 10               0        0   468506
ICICI BANK LTD-SPON ADR   FSUS COM              45104G104     2250    95122 SH       DEFINED 01 02               0        0    95122
ICON PLC - SPONSORED ADR   FSU COM              45103T107     2704    48900 SH       DEFINED 01 02               0        0    48900
ICONIX BRAND GROUP INC   S     COM              451055107      292    17870 SH       DEFINED 01 02               0        0    17870
ICOS CORPORATION   S           COM              449295104      389    17668 SH       DEFINED 01 02               0     9050     8618
ICT GROUP INC   S              COM              44929Y101       25     1012 SH       DEFINED 01 02               0        0     1012
ICU MEDICAL INC   S            COM              44930G107     4468   105754 SH       DEFINED 01 02               0    14700    91054
ICU MEDICAL INC   S            COM              44930G107      228     5400 SH       DEFINED 01 03               0     5400        0
ICU MEDICAL INC   S            COM              44930G107     1082    25620 SH       DEFINED 01 02 14            0    25620        0
IDACORP INC   S                COM              451107106     2082    60740 SH       DEFINED 01 02 14            0    60740        0
IDACORP INC   S                COM              451107106      459    13400 SH       DEFINED 01 03               0    13400        0
IDACORP INC   S                COM              451107106     4713   137487 SH       DEFINED 01 02               0    18880   118607
IDEX CORP   S                  COM              45167R104    15289   323926 SH       DEFINED 01 02               0        0   323926
IDEXX LABORATORIES INC   S     COM              45168D104     4909    65341 SH       DEFINED 01 02               0        0    65341
IDT CORP   S                   COM              448947101     1918   145270 SH       DEFINED 01 02               0        0   145270
IGATE CORP   S                 COM              45169U105       31     4775 SH       DEFINED 01 02               0        0     4775
IHOP CORP NEW   S              COM              449623107     6300   131040 SH       DEFINED 01 02               0    16140   114900
IHOP CORP NEW   S              COM              449623107      380     7900 SH       DEFINED 01 03               0     7900        0
IHOP CORP NEW   S              COM              449623107     1788    37215 SH       DEFINED 01 02 14            0    37215        0
II-VI INC   S                  COM              902104108      149     8131 SH       DEFINED 01 02               0        0     8131
IKANOS COMMUNICATIONS INC   S  COM              45173E105       68     4500 SH       DEFINED 01 02               0        0     4500
IKON OFFICE SOLUTIONS INC   S  COM              451713101     2817   223661 SH       DEFINED 01 02               0        0   223661
ILLINOIS TOOL WORKS   S        COM              452308109   146512  3084479 SH       DEFINED 01 02               0    12018  3072461
ILLINOIS TOOL WORKS   S        COM              452308109     6342   133516 SH       DEFINED 01 03               0   133516        0
ILLINOIS TOOL WORKS   S        COM              452308109    66999  1410795 SH       DEFINED 01 10               0        0  1410795
ILLINOIS TOOL WORKS   S        COM              452308109     2788    58704 SH       DEFINED 01 02 10            0        0    58704
ILLUMINA INC   S               COM              452327109     2731    92072 SH       DEFINED 01 02               0        0    92072
IMATION CORP   S               COM              45245A107    10033   244359 SH       DEFINED 01 02               0    13860   230499
IMATION CORP   S               COM              45245A107     1828    44530 SH       DEFINED 01 02 14            0    44530        0
IMATION CORP   S               COM              45245A107      398     9700 SH       DEFINED 01 03               0     9700        0
IMCLONE SYSTEMS   S            COM              45245W109      527    13626 SH       DEFINED 01 02               0        0    13626
IMMUCOR INC.   S               COM              452526106     3203   166572 SH       DEFINED 01 02               0        0   166572
IMPAC MORTGAGE HOLDINGS INC    COM              45254P102     1583   141560 SH       DEFINED 01 02 14            0   141560        0
IMPAC MORTGAGE HOLDINGS INC    COM              45254P102      339    30300 SH       DEFINED 01 03               0    30300        0
IMPAC MORTGAGE HOLDINGS INC    COM              45254P102     5420   484744 SH       DEFINED 01 02               0    43790   440954
IMPERIAL CHEMICAL-SPONS ADR    COM              452704505     8615   322677 SH       DEFINED 01 02               0        0   322677
IMS HEALTH INC   S             COM              449934108    13420   500000 SH       DEFINED 01 10               0        0   500000
IMS HEALTH INC   S             COM              449934108      408    15206 SH       DEFINED 01 02               0        0    15206
IMS HEALTH INC   S             COM              449934108     1048    39031 SH       DEFINED 01 03               0    39031        0
INCYTE CORP   S                COM              45337C102      866   188301 SH       DEFINED 01 02               0        0   188301
INDEPENDENT BANK CORP-MICH   S COM              453838104     1786    67905 SH       DEFINED 01 02               0        0    67905
INDEVUS PHARMACEUTICALS INC    COM              454072109      156    28380 SH       DEFINED 01 02               0    28380        0
INDUSTRIAL DISTRIBUTION GRP    COM              456061100       94    10700 SH       DEFINED 01 03               0        0    10700
INDUSTRIAS BACHOCO SA-SP ADR   COM              456463108     4880   266828 SH       DEFINED 01 02               0        0   266828
INDYMAC BANCORP INC   S        COM              456607100       90     1962 SH       DEFINED 01 02               0        0     1962
INFINEON TECHNOLOGIES-ADR   FS COM              45662N103     7926   710312 SH       DEFINED 01 02               0        0   710312
INFINITY ENERGY RESOURCES      COM              45663L403       52     7500 SH       DEFINED 01 03               0        0     7500
INFINITY PROPERTY & CASUALTY   COM              45665Q103     7276   177460 SH       DEFINED 01 02               0        0   177460
INFORMATICA CORP.   S          COM              45666Q102      709    53905 SH       DEFINED 01 02               0    15360    38545
INFOSPACE INC   S              COM              45678T201     2876   126880 SH       DEFINED 01 02               0        0   126880
INFOSYS TECHNOLOGI SPNR ADR RE COM              456788108    12099   158459 SH       DEFINED 01 10               0        0   158459
INFOUSA INC   S                COM              456818301      228    22167 SH       DEFINED 01 02               0    19320     2847
INFRASOURCE SERVICES INC   S   COM              45684P102      758    41635 SH       DEFINED 01 02               0        0    41635
INGERSOLL-RAND CO LTD-CL A   F COM              G4776G101     3548    82932 SH       DEFINED 01 03               0    82932        0
INGERSOLL-RAND CO LTD-CL A   F COM              G4776G101    42910  1003242 SH       DEFINED 01 10               0        0  1003242
INGERSOLL-RAND CO LTD-CL A   F COM              G4776G101   175802  4109475 SH       DEFINED 01 02               0     4180  4105295
INGERSOLL-RAND CO LTD-CL A   F COM              G4776G101     5204   121651 SH       DEFINED 01 02 10            0        0   121651
INGRAM MICRO   S               COM              457153104     5486   302598 SH       DEFINED 01 02               0        0   302598
INLAND REAL ESTATE CORP   S    COM              457461200     2592   174200 SH       DEFINED 01 02               0        0   174200
INNKEEPERS USA TRUST   S       COM              4576J0104     4756   275176 SH       DEFINED 01 02               0        0   275176
INNOSPEC INC   S               COM              45768S105      599    23565 SH       DEFINED 01 02               0        0    23565
INPUT/OUTPUT INC   S           COM              457652105     1366   144516 SH       DEFINED 01 02               0        0   144516
INSIGHT ENTERPRISES INC   S    COM              45765U103     4018   210969 SH       DEFINED 01 02               0        0   210969
INSITUFORM TECH INC   S        COM              457667103    23389  1021835 SH       DEFINED 01 02               0        0  1021835
INSITUFORM TECH INC   S        COM              457667103      167     7280 SH       DEFINED 01 03               0     7280        0
INSURANCE SVCS OFFICE INC   S  COM              458065109     3375    11767 SH       DEFINED 01 05               0        0    11767
INTEGRA LIFESCIENCES HOLDING   COM              457985208     1408    36290 SH       DEFINED 01 02               0        0    36290
INTEGRATED DEVICE TECH INC   S COM              458118106   107893  7608766 SH       DEFINED 01 02               0    12020  7596746
INTEGRATED DEVICE TECH INC   S COM              458118106       43     3000 SH       DEFINED 01 03               0     3000        0
INTEGRATED SILICON   S         COM              45812P107     4246   770600 SH       DEFINED 01 02               0        0   770600
INTEL CORP   S                 COM              458140100    29937  1580631 SH       DEFINED 01 10               0        0  1580631
INTEL CORP   S                 COM              458140100   145530  7679766 SH       DEFINED 01 02               0   138141  7541625
INTEL CORP   S                 COM              458140100    22155  1169087 SH       DEFINED 01 03               0  1169087        0
INTERACTIVE DATA CORP          COM              45840J107     1294    64435 SH       DEFINED 01 10               0        0    64435
INTERACTIVE INTELLIG   S       COM              45839M103      630    44537 SH       DEFINED 01 02               0        0    44537
INTERCHANGE FINL SVCS CP/NJ    COM              458447109        0        1 SH       DEFINED 01 03               0        0        1
INTERCONTINENTAL HOTELS ADR OR COM              45857P202    44547  2538288 SH       DEFINED 01 10               0        0  2538288
INTERCONTINENTALEXCHANGE INC   COM              45865V100    91233  1624222 SH       DEFINED 01 10               0        0  1624222
INTERDIGITAL COMM CORP   S     COM              45866A105      298     8540 SH       DEFINED 01 02               0     8540        0
INTERFACE INC-CL A   S         COM              458665106     1349   117870 SH       DEFINED 01 02               0    16990   100880
INTERGRAPH CORP   S            COM              458683109     3364   106830 SH       DEFINED 01 02               0        0   106830
INTERMAGNETICS GENERAL CORP    COM              458771102     2148    79620 SH       DEFINED 01 02               0        0    79620
INTERMEC INC   S               COM              458786100      181     7900 SH       DEFINED 01 02               0     5900     2000
INTERMEDIA COMM ESCROW   S     COM              458ESCBB5        0  3300000 SH       DEFINED 01 02               0        0  3300000
INTERMUNE INC   S              COM              45884X103     1093    66450 SH       DEFINED 01 02               0     8450    58000
INTERNATIONAL ALUMINUM CO      COM              458884103       61     1600 SH       DEFINED 01 03               0        0     1600
INTERNATIONAL BANCSHARES CRP   COM              459044103     1510    54949 SH       DEFINED 01 02               0        0    54949
INTERNATIONAL DISPLAYWORKS INC COM              459412102     1255   241330 SH       DEFINED 01 02               0        0   241330
INTERNATIONAL PAPER CO   S     COM              460146103     4393   135999 SH       DEFINED 01 03               0   135999        0
INTERNATIONAL PAPER CO   S     COM              460146103   123559  3825345 SH       DEFINED 01 02               0        0  3825345
INTERNATIONAL PAPER CO   S     COM              460146103     5055   156600 SH       DEFINED 01 10               0        0   156600
INTERNATIONAL SECURITIES EXC   COM              46031W204     2686    70539 SH       DEFINED 01 02               0     4990    65549
INTERNATIONAL SECURITIES EXC   COM              46031W204     2934    77444 SH       DEFINED 01 10               0        0    77444
INTERNET CAPITAL GROUP INC   S COM              46059C205     1668   185300 SH       DEFINED 01 02               0        0   185300
INTERNET SECURITY SYSTEMS   S  COM              46060X107      141     7500 SH       DEFINED 01 03               0     7500        0
INTERNET SECURITY SYSTEMS   S  COM              46060X107     3998   212130 SH       DEFINED 01 02               0    21710   190420
INTERNET SECURITY SYSTEMS   S  COM              46060X107      637    33850 SH       DEFINED 01 02 14            0    33850        0
INTERPUBLIC GROUP              COM              460690100       85    10200 SH       DEFINED 01 03               0        0    10200
INTERPUBLIC GROUP   S          COM              460690100    11289  1352011 SH       DEFINED 01 02               0    23872  1328139
INTERPUBLIC GROUP   S          COM              460690100      712    85269 SH       DEFINED 01 03               0    85269        0
INTERSIL CORP   S              COM              46069S109    16066   690918 SH       DEFINED 01 02               0    15379   675539
INTERSTATE HOTELS & RESORTS    COM              46088S106     3806   409667 SH       DEFINED 01 02               0        0   409667
INTER-TEL INC   S              COM              458372109      911    43242 SH       DEFINED 01 02               0        0    43242
INTERVEST BANCSHARES CORP   S  COM              460927106      163     4022 SH       DEFINED 01 02               0        0     4022
INTEVAC INC   S                COM              461148108      679    31308 SH       DEFINED 01 02               0        0    31308
INTL BUSINESS MACHINES         COM              459200101       46      600 SH       DEFINED 01 03               0        0      600
INTL BUSINESS MACHINES         COM              459200101       81     1050 SH       DEFINED 01 03               0        0     1050
INTL BUSINESS MACHINES CORP    COM              459200101   108376  1410768 SH       DEFINED 01 02               0        0  1410768
INTL BUSINESS MACHINES CORP    COM              459200101    46628   607306 SH       DEFINED 01 10               0        0   607306
INTL BUSINESS MACHINES CORP    COM              459200101    23693   308428 SH       DEFINED 01 03               0   308428        0
INTL FLAVORS & FRAGRANCES   S  COM              459506101     1111    31529 SH       DEFINED 01 02               0        0    31529
INTL FLAVORS & FRAGRANCES   S  COM              459506101      544    15451 SH       DEFINED 01 03               0    15451        0
INTL GAME TECHNOLOGY   S       COM              459902102     3688    97199 SH       DEFINED 01 03               0    97199        0
INTL GAME TECHNOLOGY   S       COM              459902102    50117  1320958 SH       DEFINED 01 02               0    39312  1281646
INTL PAPER                     COM              460146103       42     1300 SH       DEFINED 01 03               0        0     1300
INTL RECTIFIER CORP   S        COM              460254105     2488    63691 SH       DEFINED 01 02               0        0    63691
INTL SPEEDWAY CORP   S         COM              460335201     1278    27570 SH       DEFINED 01 02               0        0    27570
INTUIT INC   S                 COM              461202103     1033    17090 SH       DEFINED 01 02               0     8360     8730
INTUIT INC   S                 COM              461202103     2063    34159 SH       DEFINED 01 03               0    34159        0
INTUITIVE SURGICAL INC   S     COM              46120E602       15      130 SH       DEFINED 01 03               0      130        0
INTUITIVE SURGICAL INC   S     COM              46120E602     9859    83576 SH       DEFINED 01 02               0     3140    80436
INVACARE CORP   S              COM              461203101     1963    78888 SH       DEFINED 01 02               0        0    78888
INVENTIV HEALTH INC   S        COM              46122E105     7708   267802 SH       DEFINED 01 02               0    17290   250512
INVESTCOM LLC-GDR REG S   FSUS COM              46130T102    39832  2076734 SH       DEFINED 01 02               0        0  2076734
INVESTMENT TECHNOLOGY GROUP    COM              46145F105     1697    33370 SH       DEFINED 01 02 14            0    33370        0
INVESTMENT TECHNOLOGY GROUP    COM              46145F105    51373  1011302 SH       DEFINED 01 10               0        0  1011302
INVESTMENT TECHNOLOGY GROUP    COM              46145F105      387     7600 SH       DEFINED 01 03               0     7600        0
INVESTMENT TECHNOLOGY GROUP    COM              46145F105    18981   373165 SH       DEFINED 01 02               0    10510   362655
INVESTOOLS INC PFD CL A        PRF              46145P103      172    21600 SH       DEFINED 01 03               0        0    21600
INVESTORS ECON SYSTS   S       COM              461990103        0     2305 SH       DEFINED 01 05               0        0     2305
INVESTORS FINANCIAL SVCS CP    COM              461915100    37257   829803 SH       DEFINED 01 02               0    13034   816769
INVESTORS FINANCIAL SVCS CP    COM              461915100     1183    26352 SH       DEFINED 01 03               0    26352        0
INVESTORS REAL ESTATE TRUST    COM              461730103      499    55300 SH       DEFINED 01 02               0        0    55300
INVITROGEN CORP   S            COM              46185R100    39863   603366 SH       DEFINED 01 02               0    12460   590906
INVITROGEN CORP   S            COM              46185R100     2500    37833 SH       DEFINED 01 03               0    37833        0
IOMEGA CORP   S                COM              462030305      218    79251 SH       DEFINED 01 02               0        0    79251
IRON MOUNTAIN INC   S          COM              462846106    15749   421308 SH       DEFINED 01 02               0     8852   412456
IRSA -SP GDR   FSUSD           COM              450047204     9978   888560 SH       DEFINED 01 02 10            0        0   888560
IRSA -SP GDR   FSUSD           COM              450047204      359    32189 SH       DEFINED 01 10               0        0    32189
IRWIN FINANCIAL CORP   S       COM              464119106     1723    88894 SH       DEFINED 01 02               0        0    88894
ISHARES DJ US HEALTHCARE SEC   COM              464287762        0        2 SH       DEFINED 01 02               0        0        2
ISHARES DJ US TECHNOLOGY SECTO COM              464287721      514    10836 SH       DEFINED 01 02               0        0    10836
ISHARES MSCI EMERG MKTS   INDE COM              464287234    48387   515300 SH       DEFINED 01 02               0        0   515300
ISHARES RUSL 3000 IN   INDEXUS COM              464287689      717     9730 SH       DEFINED 01 02               0        0     9730
ISHARES RUSS 2000 GR   INDEXUS COM              464287648      328     4470 SH       DEFINED 01 02               0     4470        0
ISHARES RUSS 2000 VL   INDEXUS COM              464287630    49372   684470 SH       DEFINED 01 02               0     4360   680110
ISHARES RUSS 2000 VL   INDEXUS COM              464287630     1608    22287 SH       DEFINED 01 02 14            0    22287        0
ISHARES RUSS 2000 VL   INDEXUS COM              464287630      512     7100 SH       DEFINED 01 03               0     7100        0
ISHARES RUSSELL 1000 GROWTH    COM              464287614      432     8570 SH       DEFINED 01 02               0        0     8570
ISHARES RUSSELL 2000   INDEXUS COM              464287655     1032    14400 SH       DEFINED 01 02               0        0    14400
ISHARES RUSSELL 2000 NOV 06 69 OPT              DIW/WQ         173      700 SH  PUT  DEFINED 01 02               0        0      700
ISHARES S&P SMALLCAP 600/VAL   COM              464287879     2764    39800 SH       DEFINED 01 02               0        0    39800
ISIS PHARMACEUTICALS INC   S   COM              464330109      429    71010 SH       DEFINED 01 02               0    29110    41900
ISLE OF CAPRIS CASINOS   S     COM              464592104      304    11843 SH       DEFINED 01 02               0        0    11843
ISTAR FINANCIAL INC   S        COM              45031U101       29      770 SH       DEFINED 01 02               0      770        0
ITC HOLDINGS CORP   S          COM              465685105     3030   114000 SH       DEFINED 01 02               0        0   114000
ITLA CAPITAL CORPORATION   S   COM              450565106     2397    45590 SH       DEFINED 01 02 14            0    45590        0
ITLA CAPITAL CORPORATION   S   COM              450565106     2704    51449 SH       DEFINED 01 02               0    13710    37739
ITLA CAPITAL CORPORATION   S   COM              450565106      521     9900 SH       DEFINED 01 03               0     9900        0
ITRON INC   S                  COM              465741106     9413   158845 SH       DEFINED 01 02               0     7520   151325
ITT EDUCATIONAL SVCS   S       COM              45068B109      153     2308 SH       DEFINED 01 02               0     1705      603
ITT INDUSTRIES   S             COM              450911102    34065   688153 SH       DEFINED 01 02               0     5076   683077
ITT INDUSTRIES   S             COM              450911102     2247    45395 SH       DEFINED 01 03               0    45395        0
ITT INDUSTRIES INC             COM              450911102       67     1350 SH       DEFINED 01 03               0        0     1350
IXYS CORPORATION               COM              46600W106        0       49 SH       DEFINED 01 10               0        0       49
J & J SNACK FOODS              COM              466032109      116     3500 SH       DEFINED 01 03               0        0     3500
J & J SNACK FOODS CORP   S     COM              466032109      218     6600 SH       DEFINED 01 03               0     6600        0
J & J SNACK FOODS CORP   S     COM              466032109    10858   328232 SH       DEFINED 01 02               0     9830   318402
J & J SNACK FOODS CORP   S     COM              466032109     1009    30530 SH       DEFINED 01 02 14            0    30530        0
J.B. HUNT TRANSPORT   S        COM              445658107     1584    63600 SH       DEFINED 01 02               0        0    63600
J.C. PENNEY CO INC   S         COM              708160106     3099    45907 SH       DEFINED 01 03               0    45907        0
J.C. PENNEY CO INC   S         COM              708160106    65058   963657 SH       DEFINED 01 02               0      490   963167
J.P.MORGAN CHASE & CO          COM              46625H100      109     2600 SH       DEFINED 01 03               0        0     2600
J.P.MORGAN CHASE & CO          COM              46625H100      718    17100 SH       DEFINED 01 03               0        0    17100
J2 GLOBAL COMMUNICATIONS INC   COM              46626E205     5322   170510 SH       DEFINED 01 02               0     8740   161770
J2 GLOBAL COMMUNICATIONS INC   COM              46626E205     4657   148958 SH       DEFINED 01 10               0        0   148958
JABIL CIRCUIT INC   S          COM              466313103      757    29579 SH       DEFINED 01 02               0    10199    19380
JABIL CIRCUIT INC   S          COM              466313103      891    34804 SH       DEFINED 01 03               0    34804        0
JACK IN THE BOX INC            COM              466367109       71     1800 SH       DEFINED 01 03               0        0     1800
JACK IN THE BOX INC   S        COM              466367109      416    10600 SH       DEFINED 01 03               0    10600        0
JACK IN THE BOX INC   S        COM              466367109    11090   282927 SH       DEFINED 01 02               0    14720   268207
JACK IN THE BOX INC   S        COM              466367109     1851    47220 SH       DEFINED 01 02 14            0    47220        0
JACKSON HEWITT TAX SERVICE   S COM              468202106     5212   166297 SH       DEFINED 01 02               0    12650   153647
JACOBS ENGINEERING GROUP INC   COM              469814107      427     5367 SH       DEFINED 01 02               0     5367        0
JACUZZI BRANDS INC   S         COM              469865109     1808   205450 SH       DEFINED 01 02               0    20450   185000
JAKKS PACIFIC INC   S          COM              47012E106      592    29450 SH       DEFINED 01 02 14            0    29450        0
JAKKS PACIFIC INC   S          COM              47012E106     5498   273642 SH       DEFINED 01 02               0     9160   264482
JAKKS PACIFIC INC   S          COM              47012E106      121     6000 SH       DEFINED 01 03               0     6000        0
JANUS CAPITAL GROUP   S        COM              47102X105      740    41368 SH       DEFINED 01 03               0    41368        0
JANUS CAPITAL GROUP   S        COM              47102X105     2266   126555 SH       DEFINED 01 02               0     2530   124025
JANUS CAPITAL GROUP INC        COM              47102X105       48     2700 SH       DEFINED 01 03               0        0     2700
JANUS CAPITAL GROUP INC        COM              47102X105       72     4025 SH       DEFINED 01 03               0        0     4025
JDA SOFTWARE GROUP INC   S     COM              46612K108      838    59750 SH       DEFINED 01 02               0        0    59750
JDS UNIPHASE CORP   S          COM              46612J101     5259  2079264 SH       DEFINED 01 02               0   215159  1864105
JDS UNIPHASE CORP   S          COM              46612J101      850   336101 SH       DEFINED 01 03               0   336101        0
JEFFERIES GROUP INC (NEW)   S  COM              472319102     1579    53278 SH       DEFINED 01 02               0        0    53278
JER INVESTORS TRUST INC        COM              46614H301      375    24142 SH       DEFINED 01 02               0    24142        0
JETBLUE AIRWAYS CORP   S       COM              477143101    16688  1315077 SH       DEFINED 01 10               0        0  1315077
JETBLUE AIRWAYS CORP   S       COM              477143101     1828   150600 SH       DEFINED 01 02               0        0   150600
JLG INDUSTRIES INC   S         COM              466210101     8108   360410 SH       DEFINED 01 02               0     8950   351460
JO-ANN STORES INC   S          COM              47758P307      723    49370 SH       DEFINED 01 02               0        0    49370
JOHNSON & JOHNSON   S          COM              478160104    34680   578777 SH       DEFINED 01 03               0   578777        0
JOHNSON & JOHNSON   S          COM              478160104   192969  3220446 SH       DEFINED 01 10               0        0  3220446
JOHNSON & JOHNSON   S          COM              478160104   202183  3374229 SH       DEFINED 01 02               0   126314  3247915
JOHNSON & JOHNSON   S          COM              478160104     6732   112352 SH       DEFINED 01 02 10            0        0   112352
JOHNSON CONTROLS INC   S       COM              478366107     3133    38110 SH       DEFINED 01 03               0    38110        0
JOHNSON CONTROLS INC   S       COM              478366107    30710   373530 SH       DEFINED 01 02               0    20764   352766
JONES APPAREL GROUP            COM              480074103      130     4100 SH       DEFINED 01 03               0        0     4100
JONES APPAREL GROUP   S        COM              480074103      700    22004 SH       DEFINED 01 03               0    22004        0
JONES APPAREL GROUP   S        COM              480074103     4313   135686 SH       DEFINED 01 02               0     2548   133138
JONES LANG LASALLE INC   S     COM              48020Q107     1921    21943 SH       DEFINED 01 02 10            0        0    21943
JONES LANG LASALLE INC   S     COM              48020Q107     6444    73603 SH       DEFINED 01 02               0     2920    70683
JONES LANG LASALLE INC   S     COM              48020Q107    90469  1047100 SH       DEFINED 01 10               0        0  1047100
JONES SODA CO - PIPE   S       COM              48023P965      336    41500 SH       DEFINED 01 02               0        0    41500
JOS A BANK CLOTHIERS INC   S   COM              480838101      768    32071 SH       DEFINED 01 02               0        0    32071
JOURNAL COMMUNICATIONS INC-A   COM              481130102      483    43000 SH       DEFINED 01 02               0        0    43000
JOURNAL REGISTER CO   S        COM              481138105     1387   154800 SH       DEFINED 01 02               0        0   154800
JOY GLOBAL INC   S             COM              481165108      294     5647 SH       DEFINED 01 03               0     5647        0
JOY GLOBAL INC   S             COM              481165108     1830    35026 SH       DEFINED 01 10               0        0    35026
JOY GLOBAL INC   S             COM              481165108    10261   197009 SH       DEFINED 01 02               0     8652   188357
JPMORGAN CHASE & CO   S        COM              46625H100   230655  5491743 SH       DEFINED 01 02               0     4000  5487743
JPMORGAN CHASE & CO   S        COM              46625H100    28525   679157 SH       DEFINED 01 03               0   679157        0
JPMORGAN CHASE & CO   S        COM              46625H100    39472   940005 SH       DEFINED 01 10               0        0   940005
JUNIPER NETWORKS INC   S       COM              48203R104    26906  1682616 SH       DEFINED 01 02               0    30408  1652208
JUNIPER NETWORKS INC   S       COM              48203R104     3238   202516 SH       DEFINED 01 03               0   202516        0
K&F INDUSTRIES HOLDINGS INC    COM              482241106     1167    65840 SH       DEFINED 01 02 14            0    65840        0
K&F INDUSTRIES HOLDINGS INC    COM              482241106     3617   203941 SH       DEFINED 01 02               0    31990   171951
K&F INDUSTRIES HOLDINGS INC    COM              482241106      257    14500 SH       DEFINED 01 03               0    14500        0
K2 INC   S                     COM              482732104     4544   415369 SH       DEFINED 01 02               0        0   415369
KAMAN CORP   S                 COM              483548103     2087   114666 SH       DEFINED 01 02               0        0   114666
KANBAY INTERNATIONAL INC   S   COM              48369P207     1186    81599 SH       DEFINED 01 02               0        0    81599
KANSAS CITY SOUTHERN   S       COM              485170302     4753   171570 SH       DEFINED 01 02               0        0   171570
KAYDON CORP   S                COM              486587108    16842   451388 SH       DEFINED 01 02               0     5900   445488
KB HOME   S                    COM              48666K109      675    14730 SH       DEFINED 01 03               0    14730        0
KB HOME   S                    COM              48666K109     4271    93145 SH       DEFINED 01 02               0     7172    85973
KB HOME   S                    COM              48666K109    21125   461020 SH       DEFINED 01 10               0        0   461020
KCS ENERGY INC   S             COM              482434206     1806    60794 SH       DEFINED 01 02               0        0    60794
KEANE INC   S                  COM              486665102     1150    91970 SH       DEFINED 01 02               0        0    91970
KEITHLEY INSTRUMENTS INC   S   COM              487584104      375    29455 SH       DEFINED 01 02               0        0    29455
KELLOG CO                      COM              487836108      160     3300 SH       DEFINED 01 03               0        0     3300
KELLOGG CO   S                 COM              487836108   126421  2610414 SH       DEFINED 01 02               0        0  2610414
KELLOGG CO   S                 COM              487836108     2309    47669 SH       DEFINED 01 03               0    47669        0
KELLWOOD CO   S                COM              488044108     2933   100222 SH       DEFINED 01 02               0        0   100222
KEMET CORP   S                 COM              488360108      671    72820 SH       DEFINED 01 02               0    26380    46440
KEMET CORP   S                 COM              488360108      168    18200 SH       DEFINED 01 03               0    18200        0
KEMET CORP   S                 COM              488360108      787    85370 SH       DEFINED 01 02 14            0    85370        0
KENDLE INTERNATIONAL INC   S   COM              48880L107      389    10524 SH       DEFINED 01 10               0        0    10524
KENDLE INTERNATIONAL INC   S   COM              48880L107     2295    62481 SH       DEFINED 01 02               0     7630    54851
KENEXA CORP   S                COM              488879107     1846    57963 SH       DEFINED 01 02               0        0    57963
KENNAMETAL INC   S             COM              489170100      278     4470 SH       DEFINED 01 03               0     4470        0
KENNAMETAL INC   S             COM              489170100     2891    46450 SH       DEFINED 01 02               0     7800    38650
KENNAMETAL INC   S             COM              489170100     1547    24850 SH       DEFINED 01 02 14            0    24850        0
KENSEY NASH CORP   S           COM              490057106     3293   111639 SH       DEFINED 01 02               0        0   111639
KERR-MCGEE                     COM              492386107      125     1800 SH       DEFINED 01 03               0        0     1800
KERR-MCGEE CORP   S            COM              492386107    24189   348801 SH       DEFINED 01 02               0        0   348801
KERR-MCGEE CORP   S            COM              492386107     2298    33140 SH       DEFINED 01 02 10            0        0    33140
KERR-MCGEE CORP   S            COM              492386107     3077    44376 SH       DEFINED 01 03               0    44376        0
KERR-MCGEE CORP   S            COM              492386107    20185   291102 SH       DEFINED 01 10               0        0   291102
KERYX BIOPHARMACEUTICALS   S   COM              492515101      743    52354 SH       DEFINED 01 02               0        0    52354
KERZNER INTERNATIONAL LTD   FS COM              P6065Y107    42429   535177 SH       DEFINED 01 02               0        0   535177
KEY BANCSHARES                 COM              493267108      186     5200 SH       DEFINED 01 03               0        0     5200
KEY BANCSHARES                 COM              493267108       64     1800 SH       DEFINED 01 03               0        0     1800
KEYCORP NEW   S                COM              493267108     2819    79001 SH       DEFINED 01 03               0    79001        0
KEYCORP NEW   S                COM              493267108     4514   126517 SH       DEFINED 01 02               0     1940   124577
KEYSPAN CORP   S               COM              49337W100    12205   302088 SH       DEFINED 01 02               0        0   302088
KEYSPAN CORP   S               COM              49337W100     1381    34194 SH       DEFINED 01 03               0    34194        0
KEYSTONE AUTOMOTIVE INDS INC   COM              49338N109      158     3750 SH       DEFINED 01 02               0     3750        0
KFORCE INC   S                 COM              493732101      555    35871 SH       DEFINED 01 02               0        0    35871
KILROY REALTY CORP   S         COM              49427F108     7393   102321 SH       DEFINED 01 02               0        0   102321
KIMBERLY-CLARK                 COM              494368103      148     2400 SH       DEFINED 01 03               0        0     2400
KIMBERLY-CLARK CORP   S        COM              494368103     5545    89866 SH       DEFINED 01 03               0    89866        0
KIMBERLY-CLARK CORP   S        COM              494368103     3825    62000 SH       DEFINED 01 10               0        0    62000
KIMBERLY-CLARK CORP   S        COM              494368103    31200   505669 SH       DEFINED 01 02               0    18026   487643
KIMCO REALTY CORP   S          COM              49446R109     8305   227575 SH       DEFINED 01 02               0     1390   226185
KIMCO REALTY CORP   S          COM              49446R109     1509    41360 SH       DEFINED 01 03               0    41360        0
KINDER MORGAN ENERGY   S       COM              494550106     8751   190400 SH       DEFINED 01 02               0        0   190400
KINDER MORGAN INC   S          COM              49455P101    17451   174687 SH       DEFINED 01 02               0        0   174687
KINDER MORGAN INC   S          COM              49455P101     2035    20377 SH       DEFINED 01 03               0    20377        0
KINDER MORGAN MGMT.   S        COM              49455U100        0        2 SH       DEFINED 01 02               0        0        2
KINDRED HEALTHCARE INC   S     COM              494580103      807    31059 SH       DEFINED 01 02               0     6520    24539
KINDRED HEALTHCARE INC   S     COM              494580103      545    20910 SH       DEFINED 01 02 14            0    20910        0
KINETIC CONCEPTS INC.   S      COM              49460W208    31225   707267 SH       DEFINED 01 02               0    14882   692385
KINETIC CONCEPTS INC.   S      COM              49460W208     1899    43007 SH       DEFINED 01 03               0    43007        0
KING PHARMACEUTICALS INC   S   COM              495582108      805    47339 SH       DEFINED 01 03               0    47339        0
KING PHARMACEUTICALS INC   S   COM              495582108    14032   825471 SH       DEFINED 01 02               0     4897   820574
KIRBY CORP   S                 COM              497266106    17824   451210 SH       DEFINED 01 02               0        0   451210
KITE REALTY GROUP TRUST        COM              49803T102      140     9000 SH       DEFINED 01 03               0        0     9000
KITE REALTY GROUP TRUST   S    COM              49803T102      541    34700 SH       DEFINED 01 02               0        0    34700
KKR FINANCIAL CORP   S         COM              482476306     2926   140580 SH       DEFINED 01 02               0     8070   132510
KKR PRIVATE EQUITY INVESTORS,  COM              482477999    24478  1117650 SH       DEFINED 01 02               0        0  1117650
KLA-TENCOR CORP   S            COM              482480100     2444    58782 SH       DEFINED 01 03               0    58782        0
KLA-TENCOR CORP   S            COM              482480100    22829   549154 SH       DEFINED 01 02               0     9181   539973
KNIGHT CAPITAL GRP INC   S     COM              499005106     1243    81620 SH       DEFINED 01 02 14            0    81620        0
KNIGHT CAPITAL GRP INC   S     COM              499005106    19549  1283627 SH       DEFINED 01 02               0    25420  1258207
KNIGHT CAPITAL GRP INC   S     COM              499005106      297    19500 SH       DEFINED 01 03               0    19500        0
KNIGHT TRANSPORTATION INC   S  COM              499064103     2659   131631 SH       DEFINED 01 02               0        0   131631
KOHLS CORP   S                 COM              500255104     4390    74255 SH       DEFINED 01 03               0    74255        0
KOHLS CORP   S                 COM              500255104    23721   401277 SH       DEFINED 01 02               0        0   401277
KOMAG INC   S                  COM              500453204      365     7900 SH       DEFINED 01 03               0     7900        0
KOMAG INC   S                  COM              500453204    13169   285160 SH       DEFINED 01 02               0    16460   268700
KOMAG INC   S                  COM              500453204     1657    35900 SH       DEFINED 01 02 14            0    35900        0
KOOKMIN BANK-SPON ADR   FSUSD  COM              50049M109     3367    40533 SH       DEFINED 01 02 10            0        0    40533
KOOKMIN BANK-SPON ADR   FSUSD  COM              50049M109       37      445 SH       DEFINED 01 10               0        0      445
KOPIN CORP   S                 COM              500600101      528   146293 SH       DEFINED 01 02               0        0   146293
KOREA ELEC POWER CORP-SP ADR ( COM              500631106      356    18750 SH       DEFINED 01 02               0        0    18750
KORN/FERRY INTERNATIONAL   S   COM              500643200      255    13000 SH       DEFINED 01 02               0        0    13000
KOS PHARMACEUTICALS, INC       COM              500648100       53     1400 SH       DEFINED 01 03               0        0     1400
KRAFT FOODS INC-A   S          COM              50075N104     9686   313451 SH       DEFINED 01 02               0        0   313451
KRAFT FOODS INC-A   S          COM              50075N104     2535    82079 SH       DEFINED 01 10               0        0    82079
KRISPY KREME DOUGHNUTS INC   S COM              501014104      301    36934 SH       DEFINED 01 02               0        0    36934
KROGER CO                      COM              501044101      199     9100 SH       DEFINED 01 03               0        0     9100
KROGER CO   S                  COM              501044101    22222  1016560 SH       DEFINED 01 02               0     8803  1007757
KROGER CO   S                  COM              501044101     3091   141417 SH       DEFINED 01 03               0   141417        0
KRONOS INC   S                 COM              501052104      651    17979 SH       DEFINED 01 03               0    17979        0
KRONOS INC   S                 COM              501052104    12998   358962 SH       DEFINED 01 02               0     6075   352887
K-SWISS   S                    COM              482686102     4541   170100 SH       DEFINED 01 02               0        0   170100
KT CORP-SP ADR   FSUSD         COM              48268K101      448    20900 SH       DEFINED 01 02               0        0    20900
KT&G CORP-144A  GDR   FSUSD 14 COM              48268G100      127     4520 SH       DEFINED 01 02 10            0        0     4520
KULICKE & SOFFA INDUSTRIES   S COM              501242101      976   131683 SH       DEFINED 01 02               0        0   131683
KYPHON INC.   S                COM              501577100     3223    84007 SH       DEFINED 01 02               0        0    84007
L-3 COMMUNICATIONS   S         COM              502424104    20966   277984 SH       DEFINED 01 02               0     1587   276397
L-3 COMMUNICATIONS   S         COM              502424104    28429   376992 SH       DEFINED 01 10               0        0   376992
L-3 COMMUNICATIONS   S         COM              502424104     2033    26956 SH       DEFINED 01 03               0    26956        0
LABOPHARM INC                  COM              504905100      155    19700 SH       DEFINED 01 10               0        0    19700
LABOR READY INC   S            COM              505401208     7440   328452 SH       DEFINED 01 02               0    15380   313072
LABORATORY CRP OF AMER HLDGS   COM              50540R409    29729   477799 SH       DEFINED 01 10               0        0   477799
LABORATORY CRP OF AMER HLDGS   COM              50540R409     1836    29505 SH       DEFINED 01 02               0        0    29505
LABORATORY CRP OF AMER HLDGS   COM              50540R409     1517    24370 SH       DEFINED 01 03               0    24370        0
LABRANCHE & CO INC   S         COM              505447102     4998   412762 SH       DEFINED 01 02               0        0   412762
LACLEDE GROUP INC/THE   S      COM              505597104     1477    42980 SH       DEFINED 01 02 14            0    42980        0
LACLEDE GROUP INC/THE   S      COM              505597104    50983  1483808 SH       DEFINED 01 03               0     9850  1473958
LACLEDE GROUP INC/THE   S      COM              505597104     6725   195700 SH       DEFINED 01 02               0    13280   182420
LADISH CO INC   S              COM              505754200      688    18364 SH       DEFINED 01 02               0        0    18364
LAIDLAW INTERNATIONAL          COM              50730R102       45     1800 SH       DEFINED 01 03               0        0     1800
LAIDLAW INTERNATIONAL   S      COM              50730R102     4278   169780 SH       DEFINED 01 02               0     1080   168700
LAM RESEARCH CORP   S          COM              512807108     2540    54488 SH       DEFINED 01 02               0     6614    47874
LAM RESEARCH CORP   S          COM              512807108     1666    35718 SH       DEFINED 01 03               0    35718        0
LAMAR ADVERTISING.   S         COM              512815101    10599   196724 SH       DEFINED 01 10               0        0   196724
LAMAR ADVERTISING.   S         COM              512815101      267     4950 SH       DEFINED 01 03               0     4950        0
LAMAR ADVERTISING.   S         COM              512815101     9821   182361 SH       DEFINED 01 02               0     2208   180153
LAMSON & SESSIONS CO   S       COM              513696104      453    15987 SH       DEFINED 01 02               0        0    15987
LANCASTER COLONY CORP   S      COM              513847103      619    15663 SH       DEFINED 01 02               0        0    15663
LANCE INC   S                  COM              514606102     1428    62013 SH       DEFINED 01 02               0        0    62013
LANDAMERICA FINANCIAL GROUP    COM              514936103     2179    33740 SH       DEFINED 01 02 14            0    33740        0
LANDAMERICA FINANCIAL GROUP    COM              514936103      472     7300 SH       DEFINED 01 03               0     7300        0
LANDAMERICA FINANCIAL GROUP    COM              514936103    13834   214145 SH       DEFINED 01 02               0    10260   203885
LANDEC CORP   S                COM              514766104     3515   380011 SH       DEFINED 01 02               0        0   380011
LANDRY`S RESTAURANTS INC   S   COM              51508L103     1132    34889 SH       DEFINED 01 02               0        0    34889
LANDSTAR SYSTEM INC   S        COM              515098101    15784   334206 SH       DEFINED 01 02               0        0   334206
LAS VEGAS SANDS CORP   S       COM              517834107     8723   112028 SH       DEFINED 01 02               0        0   112028
LASALLE HOTEL PROPERTIES   S   COM              517942108     1883    40680 SH       DEFINED 01 02 14            0    40680        0
LASALLE HOTEL PROPERTIES   S   COM              517942108    12406   267941 SH       DEFINED 01 02               0    12500   255441
LASALLE HOTEL PROPERTIES   S   COM              517942108      403     8700 SH       DEFINED 01 03               0     8700        0
LASERCARD CORP   S             COM              51807U101      216    16492 SH       DEFINED 01 02               0        0    16492
LASERSCOPE   S                 COM              518081104     1271    41255 SH       DEFINED 01 02               0        0    41255
LATTICE SEMICONDUCTOR CORP   S COM              518415104      719   116490 SH       DEFINED 01 02 14            0   116490        0
LATTICE SEMICONDUCTOR CORP   S COM              518415104     2118   342912 SH       DEFINED 01 02               0    36040   306872
LATTICE SEMICONDUCTOR CORP   S COM              518415104      153    24800 SH       DEFINED 01 03               0    24800        0
LAUREATE EDUCATION INC         COM              518613104     1862    43727 SH       DEFINED 01 10               0        0    43727
LAWSON PRODUCTS INC   S        COM              520776105     2499    63401 SH       DEFINED 01 02               0        0    63401
LAWSON SOFTWARE INC   S        COM              52078P102      218    32600 SH       DEFINED 01 03               0    32600        0
LAWSON SOFTWARE INC   S        COM              52078P102     4273   637850 SH       DEFINED 01 02               0    40520   597330
LAWSON SOFTWARE INC   S        COM              52078P102      884   131840 SH       DEFINED 01 02 14            0   131840        0
LAYNE CHRISTENSEN COMPANY   S  COM              521050104      542    19099 SH       DEFINED 01 02               0        0    19099
LAZARD LTD                     COM              G54050102     3126    77444 SH       DEFINED 01 10               0        0    77444
LAZARE KAPLAN INTERNATIONAL    COM              521078105     1104   133760 SH       DEFINED 01 02               0        0   133760
LA-Z-BOY INC   S               COM              505336107     2191   156515 SH       DEFINED 01 02               0        0   156515
LCA-VISION INC   S             COM              501803308     8272   156349 SH       DEFINED 01 02               0     5390   150959
LEAP WIRELESS INTL INC   S     COM              521863308     8307   175067 SH       DEFINED 01 02 10            0        0   175067
LEAP WIRELESS INTL INC   S     COM              521863308     3717    78326 SH       DEFINED 01 02               0        0    78326
LEAP WIRELESS INTL INC   S     COM              521863308   139373  2935423 SH       DEFINED 01 10               0        0  2935423
LEAR CORP                      COM              521865105       44     2000 SH       DEFINED 01 03               0        0     2000
LEAR CORP   S                  COM              521865105    15334   690409 SH       DEFINED 01 02               0      945   689464
LEE ENTERPRISES   S            COM              523768109      809    30000 SH       DEFINED 01 02               0        0    30000
LEGACY BANCORP INC             COM              52463G105       73     4700 SH       DEFINED 01 03               0        0     4700
LEGG MASON INC   S             COM              524901105     6137    61666 SH       DEFINED 01 03               0    61666        0
LEGG MASON INC   S             COM              524901105    68302   686311 SH       DEFINED 01 02               0    11727   674584
LEGGETT & PLATT INC   S        COM              524660107      890    35631 SH       DEFINED 01 03               0    35631        0
LEGGETT & PLATT INC   S        COM              524660107     1839    73608 SH       DEFINED 01 02               0      850    72758
LEHMAN BROTHERS HOLDINGS INC   COM              524908100       59      900 SH       DEFINED 01 03               0        0      900
LEHMAN BROTHERS HOLDINGS INC   COM              524908100      117     1800 SH       DEFINED 01 03               0        0     1800
LEHMAN BROTHERS HOLDINGS INC   COM              524908100     8317   127664 SH       DEFINED 01 03               0   127664        0
LEHMAN BROTHERS HOLDINGS INC   COM              524908100   156050  2395244 SH       DEFINED 01 02               0     5298  2389946
LENNAR CORP   S                COM              526057104     7171   161644 SH       DEFINED 01 02               0    12504   149140
LENNAR CORP   S                COM              526057104     1209    27255 SH       DEFINED 01 03               0    27255        0
LENNOX INTERNATIONAL INC   S   COM              526107107      438    16490 SH       DEFINED 01 02 14            0    16490        0
LENNOX INTERNATIONAL INC   S   COM              526107107     6963   262926 SH       DEFINED 01 02               0     9720   253206
LENNOX INTERNATIONAL INC   S   COM              526107107       98     3700 SH       DEFINED 01 03               0     3700        0
LENOX GROUP INC   S            COM              526262100      204    28810 SH       DEFINED 01 02               0        0    28810
LEUCADIA NATIONAL CORP   S     COM              527288104       68     2334 SH       DEFINED 01 02               0      948     1386
LEVEL 3 COMMUNICATIONS INC   S COM              52729N100    14879  3611488 SH       DEFINED 01 10               0        0  3611488
LEVEL 3 COMMUNICATIONS INC   S COM              52729N100      376    84600 SH       DEFINED 01 03               0    84600        0
LEVEL 3 COMMUNICATIONS INC   S COM              52729N100     1082   243560 SH       DEFINED 01 02 14            0   243560        0
LEVEL 3 COMMUNICATIONS INC   S COM              52729N100     2724   613021 SH       DEFINED 01 02               0    75370   537651
LEXICON GENETICS INC   S       COM              528872104     1381   314330 SH       DEFINED 01 02               0    35430   278900
LEXINGTON CORPORATE PPTYS TR   COM              529043101     2339   108300 SH       DEFINED 01 02               0        0   108300
LEXMARK INTL INC   S           COM              529771107    38482   689384 SH       DEFINED 01 10               0        0   689384
LEXMARK INTL INC   S           COM              529771107     3832    68630 SH       DEFINED 01 02               0        0    68630
LEXMARK INTL INC   S           COM              529771107     1149    20586 SH       DEFINED 01 03               0    20586        0
LEXMARK INTL INC CL-A NEW COM  COM              529771107       33      600 SH       DEFINED 01 03               0        0      600
LHC GROUP                      COM              50187A107      120     6000 SH       DEFINED 01 03               0        0     6000
LIBBEY INC   S                 COM              529898108      212    28853 SH       DEFINED 01 02               0        0    28853
LIBERTY GLOBAL INC-A   S       COM              530555101   154702  7195416 SH       DEFINED 01 02               0     1550  7193866
LIBERTY GLOBAL INC-A   S       COM              530555101       18      824 SH       DEFINED 01 03               0      824        0
LIBERTY GLOBAL INC-SERIES C    COM              530555309    49723  2417245 SH       DEFINED 01 02               0        0  2417245
LIBERTY MEDIA HOLD-CAP SER A   COM              53071M302    21972   262281 SH       DEFINED 01 02               0        0   262281
LIBERTY MEDIA-INTERACTIVE A    COM              53071M104    22571  1307661 SH       DEFINED 01 02               0        0  1307661
LIFE TIME FITNESS INC   S      COM              53217R207      288     6230 SH       DEFINED 01 02               0        0     6230
LIFE TIME FITNESS INC   S      COM              53217R207     2062    44569 SH       DEFINED 01 10               0        0    44569
LIFECELL CORPORATION   S       COM              531927101     1034    33414 SH       DEFINED 01 02               0    11900    21514
LIFEPOINT HOSPITALS INC   S    COM              53219L109     1696    52800 SH       DEFINED 01 02               0        0    52800
LIFETIME BRANDS INC   S        COM              53222Q103      386    17830 SH       DEFINED 01 02               0        0    17830
LIMITED BRANDS INC             COM              532716107      148     5800 SH       DEFINED 01 03               0        0     5800
LIMITED BRANDS INC   S         COM              532716107   101873  3980950 SH       DEFINED 01 03               0    67052  3913898
LIMITED BRANDS INC   S         COM              532716107      449    17530 SH       DEFINED 01 02               0        0    17530
LIN TV CORP   S                COM              532774106      762   101000 SH       DEFINED 01 02               0        0   101000
LINCARE HOLDINGS INC   S       COM              532791100     1461    38605 SH       DEFINED 01 03               0    38605        0
LINCARE HOLDINGS INC   S       COM              532791100    38489  1017149 SH       DEFINED 01 02               0    16646  1000503
LINCOLN ELECTRIC HOLDINGS   S  COM              533900106      313     5000 SH       DEFINED 01 03               0     5000        0
LINCOLN ELECTRIC HOLDINGS   S  COM              533900106     4875    77835 SH       DEFINED 01 02               0     8080    69755
LINCOLN ELECTRIC HOLDINGS   S  COM              533900106     1620    25850 SH       DEFINED 01 02 14            0    25850        0
LINCOLN NATIONAL CORP   S      COM              534187109   122506  2170541 SH       DEFINED 01 02               0     4598  2165943
LINCOLN NATIONAL CORP   S      COM              534187109     3841    68045 SH       DEFINED 01 03               0    68045        0
LINDSAY MANUFACTURING CO   S   COM              535555106     1044    38511 SH       DEFINED 01 02               0        0    38511
LINEAR TECHNOLOGY CORP   S     COM              535678106     2991    89325 SH       DEFINED 01 02               0        0    89325
LINEAR TECHNOLOGY CORP   S     COM              535678106     2034    60761 SH       DEFINED 01 03               0    60761        0
LINK ENERGY LLC   S            COM              535763106       67  2395700 SH       DEFINED 01 02               0        0  2395700
LIONBRIDGE TECHNOLOGIES INC.   COM              536252109      654   118300 SH       DEFINED 01 02               0        0   118300
LITHIA MOTORS INC-CL A   S     COM              536797103     1111    36591 SH       DEFINED 01 02               0     9500    27091
LITHIA MOTORS INC-CL A   S     COM              536797103      209     6900 SH       DEFINED 01 03               0     6900        0
LITHIA MOTORS INC-CL A   S     COM              536797103      951    31350 SH       DEFINED 01 02 14            0    31350        0
LITTELFUSE INC   S             COM              537008104    13453   391305 SH       DEFINED 01 02               0     6410   384895
LIVE NATION INC   S            COM              538034109     2661   130685 SH       DEFINED 01 02               0        0   130685
LIVEPERSON INC   S             COM              538146101      367    75709 SH       DEFINED 01 02               0        0    75709
LIZ CLAIBORNE INC   S          COM              539320101      757    20424 SH       DEFINED 01 03               0    20424        0
LIZ CLAIBORNE INC   S          COM              539320101    24476   660414 SH       DEFINED 01 02               0      745   659669
LKQ CORP   S                   COM              501889208      347    18246 SH       DEFINED 01 03               0    18246        0
LKQ CORP   S                   COM              501889208     3137   165127 SH       DEFINED 01 02               0    14079   151048
LLOYDS TSB GROUP PLC -SP ADR   COM              539439109     8727   221120 SH       DEFINED 01 02               0        0   221120
LOCKHEED MARTIN CORP           COM              539830109       43      600 SH       DEFINED 01 03               0        0      600
LOCKHEED MARTIN CORP   S       COM              539830109     4966    69218 SH       DEFINED 01 03               0    69218        0
LOCKHEED MARTIN CORP   S       COM              539830109    78050  1087937 SH       DEFINED 01 02               0     4508  1083429
LOCKHEED MARTIN CORP   S       COM              539830109     2697    37600 SH       DEFINED 01 10               0        0    37600
LODGENET ENTERTAINMENT CORP    COM              540211109     1407    75454 SH       DEFINED 01 02               0        0    75454
LODGIAN INC   S                COM              54021P403    10056   705648 SH       DEFINED 01 02               0        0   705648
LOEWS CORP                     COM              540424108       64     1800 SH       DEFINED 01 03               0        0     1800
LOEWS CORP   S                 COM              540424108     6777   191179 SH       DEFINED 01 03               0   191179        0
LOEWS CORP   S                 COM              540424108   216614  6110400 SH       DEFINED 01 02               0     4290  6106110
LOEWS CORP - CAROLINA GROUP    COM              540424207   157094  3058084 SH       DEFINED 01 02               0        0  3058084
LOEWS CORP - CAROLINA GROUP    COM              540424207     1494    29085 SH       DEFINED 01 03               0        0    29085
LOJACK CORPORATION   S         COM              539451104     7965   422375 SH       DEFINED 01 02               0    13330   409045
LONE STAR STEAK HS   S         COM              542307103      976    37225 SH       DEFINED 01 02               0        0    37225
LONE STAR TECHNOLOGIES INC   S COM              542312103     4328    80116 SH       DEFINED 01 02               0        0    80116
LONGS DRUG STORES CORP   S     COM              543162101     5984   131177 SH       DEFINED 01 02               0     7530   123647
LONGVIEW FIBRE CO   S          COM              543213102      107     5600 SH       DEFINED 01 03               0     5600        0
LONGVIEW FIBRE CO   S          COM              543213102      598    31330 SH       DEFINED 01 02 14            0    31330        0
LONGVIEW FIBRE CO   S          COM              543213102      508    26700 SH       DEFINED 01 02               0     9700    17000
LOOKSMART LTD                  COM              543442503      118    36543 SH       DEFINED 01 02               0    36543        0
LOTTE SHOPPING CO-GDR 144A   F COM              54569T106    13173   677359 SH       DEFINED 01 02 10            0    37716   639643
LOTTE SHOPPING CO-GDR 144A   F COM              54569T106      559    28757 SH       DEFINED 01 02               0        0    28757
LOUISIANA-PACIFIC CORP   S     COM              546347105      455    20756 SH       DEFINED 01 03               0    20756        0
LOUISIANA-PACIFIC CORP   S     COM              546347105     5287   241485 SH       DEFINED 01 02               0        0   241485
LOUSVILLE G & E 05.875% 07/15/ PRF              546676800     1020    10200 SH       DEFINED 01 04               0        0    10200
LOWES COMPANIES   S            COM              548661107     9200   151643 SH       DEFINED 01 03               0   151643        0
LOWES COMPANIES   S            COM              548661107    20823   343198 SH       DEFINED 01 02               0     3011   340187
LSI INDUSTRIES INC             COM              50216C108       80     4700 SH       DEFINED 01 03               0        0     4700
LSI LOGIC CORP   S             COM              502161102      694    77542 SH       DEFINED 01 03               0    77542        0
LSI LOGIC CORP   S             COM              502161102      205    22997 SH       DEFINED 01 02               0     2730    20267
LTC PROPERTIES INC   S         COM              502175102      931    41635 SH       DEFINED 01 02               0        0    41635
LTX CORP   S                   COM              502392103      419    59821 SH       DEFINED 01 02               0        0    59821
LUBRIZOL CORP   S              COM              549271104     6657   167054 SH       DEFINED 01 02               0        0   167054
LUBRIZOL CORP NEW              COM              549271104      104     2600 SH       DEFINED 01 03               0        0     2600
LUBY'S INC   S                 COM              549282101      337    32272 SH       DEFINED 01 02               0        0    32272
LUCENT TECHNOLOGIES INC   S    COM              549463107   221321 91455063 SH       DEFINED 01 02               0     9210 91445853
LUCENT TECHNOLOGIES INC   S    COM              549463107     2119   875666 SH       DEFINED 01 03               0   875666        0
LUFKIN INDUSTRIES INC   S      COM              549764108     1951    32837 SH       DEFINED 01 02               0        0    32837
LUKOIL-SPON ADR   FSUSD        COM              677862104    32596   389901 SH       DEFINED 01 02 10            0        0   389901
LUMINEX CORP   S               COM              55027E102      865    49732 SH       DEFINED 01 02               0    18410    31322
LYDALL INC   S                 COM              550819106      306    33201 SH       DEFINED 01 02               0        0    33201
LYONDELL CHEMICAL COMPANY   S  COM              552078107    24113  1064173 SH       DEFINED 01 02               0     1190  1062983
M & F WORLDWIDE CORP   S       COM              552541104      235    14633 SH       DEFINED 01 02               0        0    14633
M & T BANK CORP   S            COM              55261F104     1820    15430 SH       DEFINED 01 03               0    15430        0
M & T BANK CORP   S            COM              55261F104     2225    18865 SH       DEFINED 01 02               0      330    18535
M/I HOMES INC   S              COM              55305B101     1544    44016 SH       DEFINED 01 02               0        0    44016
MACDERMID INC   S              COM              554273102     2356    81792 SH       DEFINED 01 02               0        0    81792
MACERICH CO/THE   S            COM              554382101     3826    54500 SH       DEFINED 01 02               0        0    54500
MACK-CALI REALTY CORP   S      COM              554489104       18      400 SH       DEFINED 01 02               0      400        0
MAC-RAY CORP   S               COM              554153106     7212   583970 SH       DEFINED 01 02               0        0   583970
MACROVISION CORP   S           COM              555904101      704    32698 SH       DEFINED 01 02               0    12510    20188
MAF BANCORP INC   S            COM              55261R108     2539    59269 SH       DEFINED 01 02               0        0    59269
MAGELLAN HEALTH SERVICES INC   COM              559079207      553    12200 SH       DEFINED 01 03               0        0    12200
MAGELLAN HEALTH SERVICES INC   COM              559079207    15419   340308 SH       DEFINED 01 02               0        0   340308
MAGELLAN HEALTH SERVICES INC   COM              559079207     2561    56540 SH       DEFINED 01 02 14            0        0    56540
MAGNA ENTERTAINMENT   S        COM              559211107      316    60000 SH       DEFINED 01 02               0        0    60000
MAGNA INTL 'A'                 COM              559222401       76     1050 SH       DEFINED 01 03               0        0     1050
MAGNETEK INC   S               COM              559424106      161    59626 SH       DEFINED 01 02               0        0    59626
MAGUIRE PROPERTIES INC   S     COM              559775101     1509    42900 SH       DEFINED 01 02               0        0    42900
MAIN STREET RESTAURANT GROUP   COM              560345308       78    12200 SH       DEFINED 01 02               0        0    12200
MANHATTAN ASSOCIATES INC   S   COM              562750109     4835   238262 SH       DEFINED 01 02               0        0   238262
MANITOWOC CO.   S              COM              563571108    21960   493494 SH       DEFINED 01 02               0     5190   488304
MANNKIND CORP                  COM              56400P201      678    32304 SH       DEFINED 01 10               0        0    32304
MANOR CARE INC   S             COM              564055101      725    15444 SH       DEFINED 01 03               0    15444        0
MANOR CARE INC   S             COM              564055101     2835    60435 SH       DEFINED 01 02               0        0    60435
MANPOWER INC-WIS   S           COM              56418H100     7549   116858 SH       DEFINED 01 02               0      540   116318
MANTECH INTL CORP-A.   S       COM              564563104     1657    53705 SH       DEFINED 01 02               0     6060    47645
MANTECH INTL CORP-A.   S       COM              564563104      606    19670 SH       DEFINED 01 02 14            0    19670        0
MANTECH INTL CORP-A.   S       COM              564563104      127     4100 SH       DEFINED 01 03               0     4100        0
MAPINFO CORP   S               COM              565105103      568    43561 SH       DEFINED 01 02               0        0    43561
MARATHON OIL CORP              COM              565849106       50      600 SH       DEFINED 01 03               0        0      600
MARATHON OIL CORP              COM              565849106      225     2700 SH       DEFINED 01 03               0        0     2700
MARATHON OIL CORP   S          COM              565849106   174460  2094356 SH       DEFINED 01 02               0    40262  2054094
MARATHON OIL CORP   S          COM              565849106     5901    70845 SH       DEFINED 01 03               0    70845        0
MARATHON OIL CORP   S          COM              565849106    22279   267492 SH       DEFINED 01 10               0        0   267492
MARATHON OIL CORP   S          COM              565849106     7170    86080 SH       DEFINED 01 02 10            0        0    86080
MARCUS CORPORATION   S         COM              566330106     1604    76796 SH       DEFINED 01 02               0        0    76796
MARINEMAX INC   S              COM              567908108      899    34260 SH       DEFINED 01 02               0        0    34260
MARINER ENERGY INC             COM              56845T305       51     2780 SH       DEFINED 01 03               0        0     2780
MARKEL CORP   S                COM              570535104      897     2585 SH       DEFINED 01 02               0        0     2585
MARKWEST HYDROCARBON           COM              570762104       95     3850 SH       DEFINED 01 03               0        0     3850
MARRIOTT INTERNATIONAL-CL A    COM              571903202    34547   906304 SH       DEFINED 01 02               0        0   906304
MARRIOTT INTERNATIONAL-CL A    COM              571903202     2436    63912 SH       DEFINED 01 03               0    63912        0
MARSH & MCLENNAN COS           COM              571748102       70     2600 SH       DEFINED 01 03               0        0     2600
MARSH MCLENNAN CO   S          COM              571748102   125933  4683296 SH       DEFINED 01 02               0    20176  4663120
MARSH MCLENNAN CO   S          COM              571748102     1677    62400 SH       DEFINED 01 10               0        0    62400
MARSH MCLENNAN CO   S          COM              571748102     4363   162245 SH       DEFINED 01 03               0   162245        0
MARSHALL & ILSLEY CORP   S     COM              571834100     2014    44040 SH       DEFINED 01 03               0    44040        0
MARSHALL & ILSLEY CORP   S     COM              571834100     2144    46872 SH       DEFINED 01 02               0      610    46262
MARTEN TRANSPORT   S           COM              573075108       25     1162 SH       DEFINED 01 02               0        0     1162
MARTIN MARIETTA MATERIALS   S  COM              573284106     4005    44000 SH       DEFINED 01 10               0        0    44000
MARTIN MARIETTA MATERIALS   S  COM              573284106     1780    19527 SH       DEFINED 01 03               0    19527        0
MARTIN MARIETTA MATERIALS   S  COM              573284106    59873   656867 SH       DEFINED 01 02               0    13126   643741
MARVEL ENTERTAINMENT INC   S   COM              57383T103      794    39679 SH       DEFINED 01 02               0    11090    28589
MARVELL TECHNOLOGY GROUP LTD   COM              G5876H105     1742    39290 SH       DEFINED 01 02               0        0    39290
MARVELL TECHNOLOGY GROUP LTD   COM              G5876H105       43      974 SH       DEFINED 01 03               0      974        0
MASCO CORP                     COM              574599106       30     1000 SH       DEFINED 01 03               0        0     1000
MASCO CORP   S                 COM              574599106    19422   655228 SH       DEFINED 01 02               0      630   654598
MASCO CORP   S                 COM              574599106     2301    77635 SH       DEFINED 01 03               0    77635        0
MASCO CORP   S                 COM              574599106     5422   183000 SH       DEFINED 01 10               0        0   183000
MASSBANK CORP                  COM              576152102       82     2500 SH       DEFINED 01 03               0        0     2500
MASSEY ENERGY CO   S           COM              576206106     8090   224730 SH       DEFINED 01 02               0        0   224730
MASTEC INC   S                 COM              576323109      261    19750 SH       DEFINED 01 03               0    19750        0
MASTEC INC   S                 COM              576323109     1203    91000 SH       DEFINED 01 02 14            0    91000        0
MASTEC INC   S                 COM              576323109     3270   247520 SH       DEFINED 01 02               0    28360   219160
MATERIAL SCIENCES CORP   S     COM              576674105      237    26277 SH       DEFINED 01 02               0        0    26277
MATERIALS SELECT SECTOR SPDR   COM              81369Y100     5926   184608 SH       DEFINED 01 02               0        0   184608
MATRIA HEALTHCARE INC   S      COM              576817209     2021    94364 SH       DEFINED 01 02               0        0    94364
MATTEL INC   S                 COM              577081102     3960   240000 SH       DEFINED 01 10               0        0   240000
MATTEL INC   S                 COM              577081102     9905   599911 SH       DEFINED 01 02               0    32199   567712
MATTEL INC   S                 COM              577081102     1257    76126 SH       DEFINED 01 03               0    76126        0
MATTHEWS INTL CORP.   S        COM              577128101      689    20000 SH       DEFINED 01 02               0        0    20000
MATTSON TECHNOLOGY INC         COM              577223100      181    18500 SH       DEFINED 01 03               0        0    18500
MATTSON TECHNOLOGY INC   S     COM              577223100     1641   168000 SH       DEFINED 01 02               0        0   168000
MAVERICK TUBE CORP   S         COM              577914104     9297   147129 SH       DEFINED 01 02               0        0   147129
MAX RE CAPITAL LTD   FSUSD     COM              G6052F103    26304  1204447 SH       DEFINED 01 02               0        0  1204447
MAXIM INTEGRATED   S           COM              57772K101     1478    46000 SH       DEFINED 01 10               0        0    46000
MAXIM INTEGRATED   S           COM              57772K101    32909  1024896 SH       DEFINED 01 02               0    17412  1007484
MAXIM INTEGRATED   S           COM              57772K101     3678   114522 SH       DEFINED 01 03               0   114522        0
MAXIMUS INC   S                COM              577933104     1768    76323 SH       DEFINED 01 02               0        0    76323
MB FINANCIAL INC   S           COM              55264U108      186     5235 SH       DEFINED 01 02               0        0     5235
MBIA INC                       COM              55262C100      129     2200 SH       DEFINED 01 03               0        0     2200
MBIA INC   S                   COM              55262C100     1542    26339 SH       DEFINED 01 03               0    26339        0
MBIA INC   S                   COM              55262C100     7207   123104 SH       DEFINED 01 02               0     9177   113927
MCAFEE INC   S                 COM              579064106    15917   655879 SH       DEFINED 01 02               0        0   655879
MCCLATCHY CO   S               COM              579489105     2362    58849 SH       DEFINED 01 02               0        0    58849
MCCORMICK & CO   S             COM              579780206      869    25900 SH       DEFINED 01 03               0        0    25900
MCCORMICK & CO   S             COM              579780206     1775    52900 SH       DEFINED 01 02               0        0    52900
MCCORMICK & SCHMICK'S SEAFOOD  COM              579793100      289    12150 SH       DEFINED 01 02               0        0    12150
MCDERMOTT INTL INC   FSUSD     COM              580037109   297868  6550883 SH       DEFINED 01 02               0    61579  6489304
MCDONALDS CORP                 COM              580135101       57     1700 SH       DEFINED 01 03               0        0     1700
MCDONALDS CORP                 COM              580135101      289     8600 SH       DEFINED 01 03               0        0     8600
MCDONALD'S CORP   S            COM              580135101    25815   768294 SH       DEFINED 01 02               0        0   768294
MCDONALD'S CORP   S            COM              580135101     8184   243565 SH       DEFINED 01 03               0   243565        0
MCG CAPITAL CORP   S           COM              58047P107      108     6786 SH       DEFINED 01 02               0        0     6786
MCGRATH RENTCORP               COM              580589109       64     2300 SH       DEFINED 01 03               0        0     2300
MCGRAW-HILL COMPANIES INC   S  COM              580645109     6709   133566 SH       DEFINED 01 02               0        0   133566
MCGRAW-HILL COMPANIES INC   S  COM              580645109     3513    69938 SH       DEFINED 01 03               0    69938        0
MCGRAW-HILL COMPANIES INC   S  COM              580645109    23493   467795 SH       DEFINED 01 10               0        0   467795
MCKESSON CORP   S              COM              58155Q103     3450    73025 SH       DEFINED 01 10               0        0    73025
MCKESSON CORP   S              COM              58155Q103    11953   252824 SH       DEFINED 01 02               0      570   252254
MCKESSON CORP   S              COM              58155Q103     2811    59445 SH       DEFINED 01 03               0    59445        0
MDC HOLDINGS INC   S           COM              552676108      475     9176 SH       DEFINED 01 02               0     5093     4083
MDU RESOURCES GROUP INC   S    COM              552690109       60     1637 SH       DEFINED 01 02               0     1350      287
MEADWESTVACO CORP   S          COM              583334107      989    35408 SH       DEFINED 01 03               0    35408        0
MEADWESTVACO CORP   S          COM              583334107    34055  1219359 SH       DEFINED 01 02               0      620  1218739
MEASUREMENT SPECIALTIES INC    COM              583421102     2481   111413 SH       DEFINED 01 02               0        0   111413
MECHEL  OAO-ADR   FSUSD        COM              583840103      267    12000 SH       DEFINED 01 10               0        0    12000
MECHEL  OAO-ADR   FSUSD        COM              583840103      470    21000 SH       DEFINED 01 02               0        0    21000
MEDALLION FINANCIAL CORP   S   COM              583928106     3165   244218 SH       DEFINED 01 02               0        0   244218
MEDAREX INC   S                COM              583916101     2497   259800 SH       DEFINED 01 02               0    22500   237300
MEDCO HEALTH SOLUTIONS INC   S COM              58405U102     1241    21663 SH       DEFINED 01 10               0        0    21663
MEDCO HEALTH SOLUTIONS INC   S COM              58405U102     3377    58963 SH       DEFINED 01 03               0    58963        0
MEDCO HEALTH SOLUTIONS INC   S COM              58405U102    17408   303891 SH       DEFINED 01 02               0        0   303891
MEDIA GENERAL   S              COM              584404107      189     4500 SH       DEFINED 01 03               0     4500        0
MEDIA GENERAL   S              COM              584404107     6935   165560 SH       DEFINED 01 02               0     6410   159150
MEDIA GENERAL   S              COM              584404107      883    21040 SH       DEFINED 01 02 14            0    21040        0
MEDICAL ACTION                 COM              58449L100       84     3800 SH       DEFINED 01 03               0        0     3800
MEDICINES COMPANY   S          COM              584688105     1015    51900 SH       DEFINED 01 02               0        0    51900
MEDICIS PHARMACEUTIC   S       COM              584690309     1468    61160 SH       DEFINED 01 02               0        0    61160
MEDIMMUNE                      COM              584699102       53     1950 SH       DEFINED 01 03               0        0     1950
MEDIMMUNE INC  \   S           COM              584699102      179     6600 SH       DEFINED 01 10               0        0     6600
MEDIMMUNE INC  \   S           COM              584699102    46981  1733656 SH       DEFINED 01 02               0    40787  1692869
MEDIMMUNE INC  \   S           COM              584699102     2571    94869 SH       DEFINED 01 03               0    94869        0
MEDTRONIC INC   S              COM              585055106    21395   456089 SH       DEFINED 01 10               0        0   456089
MEDTRONIC INC   S              COM              585055106    90199  1922412 SH       DEFINED 01 02               0    11163  1911249
MEDTRONIC INC   S              COM              585055106    11070   235927 SH       DEFINED 01 03               0   235927        0
MELLON FINANCIAL COR   S       COM              58551A108     6288   182579 SH       DEFINED 01 02               0    18079   164500
MELLON FINANCIAL COR   S       COM              58551A108     2783    80839 SH       DEFINED 01 03               0    80839        0
MELLON FINANCIAL CORPORATION   COM              58551A108       52     1500 SH       DEFINED 01 03               0        0     1500
MELLON FINANCIAL CORPORATION   COM              58551A108      172     5000 SH       DEFINED 01 03               0        0     5000
MEMC ELECTRONIC MATERIALS   S  COM              552715104     6318   168437 SH       DEFINED 01 02               0    32852   135585
MENS WEARHOUSE INC   S         COM              587118100    14707   485400 SH       DEFINED 01 02               0    11390   474010
MENTOR CORP MN   S             COM              587188103     4463   102603 SH       DEFINED 01 02               0        0   102603
MENTOR GRAPHIC CORP   S        COM              587200106    11437   881040 SH       DEFINED 01 02               0     8580   872460
MENTOR GRAPHIC CORP   S        COM              587200106      360    27700 SH       DEFINED 01 02 14            0    27700        0
MERCANTILE BANK CORP   S       COM              587376104     1802    45186 SH       DEFINED 01 02               0     8830    36356
MERCANTILE BANK CORP   S       COM              587376104      235     5900 SH       DEFINED 01 03               0     5900        0
MERCANTILE BANK CORP   S       COM              587376104     1123    28180 SH       DEFINED 01 02 14            0    28180        0
MERCK & CO                     COM              589331107      353     9700 SH       DEFINED 01 03               0        0     9700
MERCK & CO                     COM              589331107       51     1400 SH       DEFINED 01 03               0        0     1400
MERCK & CO. INC.   S           COM              589331107   323018  8866824 SH       DEFINED 01 02               0   166188  8700636
MERCK & CO. INC.   S           COM              589331107    16255   446194 SH       DEFINED 01 03               0   446194        0
MERCK & CO. INC.   S           COM              589331107     4194   115200 SH       DEFINED 01 10               0        0   115200
MERCURY COMPUTER SYSTEMS INC   COM              589378108     5249   341069 SH       DEFINED 01 02               0        0   341069
MERCURY GENERAL CORP   S       COM              589400100       97     1718 SH       DEFINED 01 02               0        0     1718
MERCURY INTERACTIVE CORP   S   COM              589405109    10848   310324 SH       DEFINED 01 02               0        0   310324
MEREDITH CORP   S              COM              589433101     2769    55876 SH       DEFINED 01 02               0        0    55876
MEREDITH CORP   S              COM              589433101      410     8268 SH       DEFINED 01 03               0     8268        0
MERGE TECHNOLOGIES INC   S     COM              589981109      183    14900 SH       DEFINED 01 02               0        0    14900
MERIDIAN BIOSCIENCE INC        COM              589584101       57     2300 SH       DEFINED 01 03               0        0     2300
MERIDIAN BIOSCIENCE INC   S    COM              589584101      740    29645 SH       DEFINED 01 02               0        0    29645
MERIDIAN GOLD INC              COM              589975101    10382   327919 SH       DEFINED 01 10               0   327919        0
MERIT MEDICAL SYSTEMS INC   S  COM              589889104      767    55770 SH       DEFINED 01 02               0        0    55770
MERITAGE  HOMES CORP   S       COM              59001A102     3397    71904 SH       DEFINED 01 02               0        0    71904
MERIX CORP.   S                COM              590049102      583    53155 SH       DEFINED 01 02               0        0    53155
MERRILL LYNCH                  COM              590188108       94     1357 SH       DEFINED 01 03               0        0     1357
MERRILL LYNCH                  COM              590188108      383     5500 SH       DEFINED 01 03               0        0     5500
MERRILL LYNCH & CO INC   S     COM              590188108     2780    40000 SH       DEFINED 01 10               0        0    40000
MERRILL LYNCH & CO INC   S     COM              590188108    14146   203372 SH       DEFINED 01 03               0   203372        0
MERRILL LYNCH & CO INC   S     COM              590188108   174131  2503344 SH       DEFINED 01 02               0     6105  2497239
MESA AIR   S                   COM              590479101      743    75510 SH       DEFINED 01 02 14            0    75510        0
MESA AIR   S                   COM              590479101     7286   739766 SH       DEFINED 01 02               0    23520   716246
MESA AIR   S                   COM              590479101      174    17700 SH       DEFINED 01 03               0    17700        0
METAL MANAGEMENT INC   S       COM              591097209      294     9600 SH       DEFINED 01 03               0     9600        0
METAL MANAGEMENT INC   S       COM              591097209     1308    42730 SH       DEFINED 01 02 14            0    42730        0
METAL MANAGEMENT INC   S       COM              591097209     2111    68999 SH       DEFINED 01 02               0    13200    55799
METHANEX CORP                  COM              59151K108    13792   651469 SH       DEFINED 01 10               0        0   651469
METHODE ELECTRONICS INC   S    COM              591520200     4412   419681 SH       DEFINED 01 02               0        0   419681
METLIFE INC                    COM              59156R108      205     4000 SH       DEFINED 01 03               0        0     4000
METLIFE INC   S                COM              59156R108    15318   299119 SH       DEFINED 01 02               0     3970   295149
METLIFE INC   S                COM              59156R108     7594   148288 SH       DEFINED 01 03               0   148288        0
METLIFE INC   S                COM              59156R108    11280   220400 SH       DEFINED 01 10               0        0   220400
METTLER TOLEDO   S             COM              592688105      724    11950 SH       DEFINED 01 02               0      410    11540
MEXICO-VRR-WARRANT-D           WT               EC5953210       12  2000000 SH       DEFINED 01 02               0        0  2000000
MEXICO-VRR-WARRANT-E  06/30/20 WT               EC6127640       51  2000000 SH       DEFINED 01 02               0        0  2000000
MFA MORTGAGE INVESTMENTS INC.  COM              55272X102     1139   165397 SH       DEFINED 01 02               0        0   165397
MGI PHARMA INC   S             COM              552880106      947    44035 SH       DEFINED 01 03               0    44035        0
MGI PHARMA INC   S             COM              552880106    34380  1599789 SH       DEFINED 01 10               0        0  1599789
MGI PHARMA INC   S             COM              552880106     5603   260624 SH       DEFINED 01 02 10            0        0   260624
MGI PHARMA INC   S             COM              552880106     6786   315612 SH       DEFINED 01 02               0    16314   299298
MGIC INVESTMENT                COM              552848103       78     1200 SH       DEFINED 01 03               0        0     1200
MGIC INVESTMENT CORP   S       COM              552848103     1111    17087 SH       DEFINED 01 03               0    17087        0
MGIC INVESTMENT CORP   S       COM              552848103     8245   126831 SH       DEFINED 01 02               0     1519   125312
MGM MIRAGE   S                 COM              552953101     4060    99500 SH       DEFINED 01 02               0        0    99500
MGP INGREDIENTS INC   S        COM              55302G103      128     5512 SH       DEFINED 01 02               0        0     5512
MI DEVELOPMENTS INC CL-A   FSU COM              55304X104    14378   424000 SH       DEFINED 01 02               0        0   424000
MICREL INC   S                 COM              594793101      207    20650 SH       DEFINED 01 02               0    20650        0
MICRO STRATEGY   S             COM              594972408     4698    48166 SH       DEFINED 01 02               0     3760    44406
MICROCHIP TECHNOLOGY INC   S   COM              595017104     4937   147130 SH       DEFINED 01 03               0   147130        0
MICROCHIP TECHNOLOGY INC   S   COM              595017104    78182  2330322 SH       DEFINED 01 02               0    45388  2284934
MICRON TECHNOLOGY   S          COM              595112103    13643   905954 SH       DEFINED 01 02               0    53551   852403
MICRON TECHNOLOGY   S          COM              595112103     2135   141737 SH       DEFINED 01 03               0   141737        0
MICROS SYSTEMS INC   S         COM              594901100     7184   164447 SH       DEFINED 01 02               0     9160   155287
MICROSEMI CORP   S             COM              595137100     8797   360810 SH       DEFINED 01 02               0    13340   347470
MICROSOFT CORP                 COM              594918104      130     5600 SH       DEFINED 01 03               0        0     5600
MICROSOFT CORP   S             COM              594918104     3753   161052 SH       DEFINED 01 02 10            0        0   161052
MICROSOFT CORP   S             COM              594918104   125744  5396813 SH       DEFINED 01 10               0        0  5396813
MICROSOFT CORP   S             COM              594918104    42149  1808969 SH       DEFINED 01 03               0  1808969        0
MICROSOFT CORP   S             COM              594918104   470015 20172226 SH       DEFINED 01 02               0   164054 20008172
MID-AMERICA APT   S            COM              59522J103      234     4200 SH       DEFINED 01 03               0     4200        0
MID-AMERICA APT   S            COM              59522J103     1075    19290 SH       DEFINED 01 02 14            0    19290        0
MID-AMERICA APT   S            COM              59522J103     7166   128507 SH       DEFINED 01 02               0     5930   122577
MIDAS INC   S                  COM              595626102     1763    95811 SH       DEFINED 01 02               0        0    95811
MIDDLEBY CORP   S              COM              596278101     2557    29550 SH       DEFINED 01 02               0     3250    26300
MIDDLESEX WATER CO.   S        COM              596680108      511    27000 SH       DEFINED 01 02               0        0    27000
MIDLAND CO   S                 COM              597486109     2974    78303 SH       DEFINED 01 02               0        0    78303
MIDWAY GAMES INC   S           COM              598148104       17     2075 SH       DEFINED 01 02               0        0     2075
MILLENIUM PHARMACEUTICALS   S  COM              599902103      372    37308 SH       DEFINED 01 02               0    37308        0
MILLICOM INTL CELL   FSUSD     COM              L6388F110       15      340 SH       DEFINED 01 03               0      340        0
MILLIPORE CORP   S             COM              601073109      655    10393 SH       DEFINED 01 03               0    10393        0
MILLIPORE CORP   S             COM              601073109     3572    56709 SH       DEFINED 01 02               0     5318    51391
MINERALS TECHNOLOGIE   S       COM              603158106     1732    33300 SH       DEFINED 01 02               0        0    33300
MIRANT CORP   S                COM              60467R100     5872   219089 SH       DEFINED 01 02 10            0        0   219089
MIRANT CORP   S                COM              60467R100    81681  3051235 SH       DEFINED 01 10               0        0  3051235
MISSION WEST PROPERTIES   S    COM              605203108      123    11108 SH       DEFINED 01 02               0        0    11108
MITCHAM INDUSTRIES INC   S     COM              606501104      116     9096 SH       DEFINED 01 02               0        0     9096
MITSUBISHI UFJ FINL GRP-ADR    COM              606822104     2030   145539 SH       DEFINED 01 02               0        0   145539
MIVA INC   S                   COM              55311R108      233    57640 SH       DEFINED 01 02               0        0    57640
MKS INSTRUMENTS INC   S        COM              55306N104      241    12000 SH       DEFINED 01 03               0    12000        0
MKS INSTRUMENTS INC   S        COM              55306N104     4341   215808 SH       DEFINED 01 02               0    15970   199838
MKS INSTRUMENTS INC   S        COM              55306N104     1032    51220 SH       DEFINED 01 02 14            0    51220        0
MMC NORILSK NICKEL-ADR   FSUSD COM              46626D108     2600    20000 SH       DEFINED 01 02               0        0    20000
MMC NORILSK NICKEL-ADR   FSUSD COM              46626D108     6414    49338 SH       DEFINED 01 02 10            0        0    49338
MOBILE MINI INC   S            COM              60740F105     2297    78514 SH       DEFINED 01 02               0     6310    72204
MOBILE TELESYSTM ADR   FSUSD   COM              607409109      566    19244 SH       DEFINED 01 10               0        0    19244
MOBILE TELESYSTM ADR   FSUSD   COM              607409109     8357   283895 SH       DEFINED 01 02 10            0        0   283895
MOBILITY ELECTRONICS INC   S   COM              60741U101      436    60019 SH       DEFINED 01 02               0        0    60019
MODINE MANUFACTURING CO   S    COM              607828100      992    42500 SH       DEFINED 01 02               0        0    42500
MODTECH HLDINGS INC            COM              60783C100       85    12500 SH       DEFINED 01 03               0        0    12500
MODTECH HOLDINGS INC   S       COM              60783C100      342    50517 SH       DEFINED 01 02               0        0    50517
MOHAWK INDUSTRIES INC   S      COM              608190104     5321    75644 SH       DEFINED 01 02               0        0    75644
MOLDFLOW CORP                  COM              608507109       64     5500 SH       DEFINED 01 03               0        0     5500
MOLECULAR DEVICES CORP   S     COM              60851C107     5385   176192 SH       DEFINED 01 02               0    10370   165822
MOLEX INC   S                  COM              608554101     3631   108173 SH       DEFINED 01 02               0        0   108173
MOLEX INC   S                  COM              608554101      932    27748 SH       DEFINED 01 03               0    27748        0
MOLINA HEALTHCARE INC   S      COM              60855R100     2520    66206 SH       DEFINED 01 02               0     7930    58276
MOLSON COORS BREWING CO   S    COM              60871R209      764    11262 SH       DEFINED 01 03               0    11262        0
MOLSON COORS BREWING CO   S    COM              60871R209     1596    23502 SH       DEFINED 01 02               0        0    23502
MONACO COACH CORP   S          COM              60886R103      999    78610 SH       DEFINED 01 02               0        0    78610
MONARCH CASINO & RESORT INC    COM              609027107      599    21300 SH       DEFINED 01 02 14            0    21300        0
MONARCH CASINO & RESORT INC    COM              609027107     3745   133198 SH       DEFINED 01 02               0     6950   126248
MONARCH CASINO & RESORT INC    COM              609027107      155     5500 SH       DEFINED 01 03               0     5500        0
MONEYGRAM INTERNATIONAL INC    COM              60935Y109     2882    84881 SH       DEFINED 01 02               0     8140    76741
MONSANTO CO                    COM              61166W101       67      800 SH       DEFINED 01 03               0        0      800
MONSANTO CO NEW   S            COM              61166W101    32142   381762 SH       DEFINED 01 02               0      417   381345
MONSANTO CO NEW   S            COM              61166W101     4453    52889 SH       DEFINED 01 03               0    52889        0
MONSTER WORLDWIDE INC   S      COM              611742107    11615   272238 SH       DEFINED 01 02               0    16256   255982
MONSTER WORLDWIDE INC   S      COM              611742107     1091    25554 SH       DEFINED 01 03               0    25554        0
MONTPELIER RE HOLDINGS LTD   F COM              G62185106    51525  2980050 SH       DEFINED 01 02               0        0  2980050
MOODY`S CORP   S               COM              615369105    11406   209902 SH       DEFINED 01 10               0        0   209902
MOODY`S CORP   S               COM              615369105     2811    51621 SH       DEFINED 01 03               0    51621        0
MOODY`S CORP   S               COM              615369105    35704   655583 SH       DEFINED 01 02               0     2496   653087
MOOG INC CL A   S              COM              615394202     6583   192374 SH       DEFINED 01 02               0    15089     4148
MOOG INC CL A   S              COM              615394202      378    11050 SH       DEFINED 01 03               0     1105        0
MOOG INC CL A   S              COM              615394202     1667    48710 SH       DEFINED 01 02 14            0     4871        0
MORGAN STANLEY   S             COM              617446448     2073    32800 SH       DEFINED 01 10               0        0    32800
MORGAN STANLEY   S             COM              617446448   152196  2407774 SH       DEFINED 01 02               0    58956  2348818
MORGAN STANLEY   S             COM              617446448    13781   218009 SH       DEFINED 01 03               0   218009        0
MORGAN STANLEY COM             COM              617446448      107     1700 SH       DEFINED 01 03               0        0     1700
MORGAN STANLEY RETAIL INDEX SE OPT              MVR/UN         281      450 SH  PUT  DEFINED 01 02               0        0      450
MORNINGSTAR INC   S            COM              617700109     3822    92144 SH       DEFINED 01 02               0     9866    82278
MORNINGSTAR INC   S            COM              617700109     1000    24096 SH       DEFINED 01 03               0    24096        0
MOSAIC CO/THE   S              COM              61945A107    10437   666963 SH       DEFINED 01 02               0        0   666963
MOSCOW CABLECOM CORP           COM              61945R100       68     6467 SH       DEFINED 01 02               0     6467        0
MOTHERS WORKS, INC             COM              619903107       35     1000 SH       DEFINED 01 03               0        0     1000
MOTIENT CORP   S               COM              619908304     5342   376196 SH       DEFINED 01 02               0        0   376196
MOTOROLA INC                   COM              620076109      114     5675 SH       DEFINED 01 03               0        0     5675
MOTOROLA INC                   COM              620076109       44     2200 SH       DEFINED 01 03               0        0     2200
MOTOROLA INC   S               COM              620076109     9728   482790 SH       DEFINED 01 03               0   482790        0
MOTOROLA INC   S               COM              620076109   247364 12276180 SH       DEFINED 01 02               0   102314 12173866
MOVADO GROUP   S               COM              624580106      555    24150 SH       DEFINED 01 02 14            0    24150        0
MOVADO GROUP   S               COM              624580106      117     5100 SH       DEFINED 01 03               0     5100        0
MOVADO GROUP   S               COM              624580106      476    20750 SH       DEFINED 01 02               0     7450    13300
MOVE INC   S                   COM              62458M108      391    71285 SH       DEFINED 01 02               0        0    71285
MOVIE GALLERY INC   S          COM              624581104      132    21279 SH       DEFINED 01 02               0        0    21279
MPS GROUP INC   S              COM              553409103      331    22000 SH       DEFINED 01 03               0    22000        0
MPS GROUP INC   S              COM              553409103     9762   648160 SH       DEFINED 01 02               0    51340   596820
MPS GROUP INC   S              COM              553409103     1551   102940 SH       DEFINED 01 02 14            0   102940        0
MRO SOFTWARE INC   S           COM              55347W105     1157    57630 SH       DEFINED 01 02               0    12210    45420
MRV COMMUNICATIONS INC   S     COM              553477100       31    10049 SH       DEFINED 01 02               0        0    10049
MSC INDUSTRIAL DIRECT CO-A   S COM              553530106      322     6765 SH       DEFINED 01 02               0     6557      208
MSCI EAFE I-SHARES   INDEXFN   COM              464287465    33779   518000 SH       DEFINED 01 02               0        0   518000
M-SYSTEMS FLASH DISK PIONEER   COM              M7061C100        5      160 SH       DEFINED 01 02               0        0      160
MTC TECHNOLOGIES INC   S       COM              55377A106      480    20324 SH       DEFINED 01 02               0        0    20324
MTS SYSTEMS CORP   S           COM              553777103     4655   117839 SH       DEFINED 01 02               0     6110   111729
MUELLER INDUSTRIES INC   S     COM              624756102      172     5200 SH       DEFINED 01 03               0     5200        0
MUELLER INDUSTRIES INC   S     COM              624756102      739    22350 SH       DEFINED 01 02 14            0    22350        0
MUELLER INDUSTRIES INC   S     COM              624756102     7801   236157 SH       DEFINED 01 02               0    10690   225467
MUELLER WATER PRODUCTS INC-A   COM              624758108       52     3000 SH       DEFINED 01 02               0        0     3000
MULTI-FINELINE ELECTRONIX IN   COM              62541B101      617    18566 SH       DEFINED 01 02               0        0    18566
MULTIMEDIA GAMES INC   S       COM              625453105       96     9500 SH       DEFINED 01 03               0     9500        0
MULTIMEDIA GAMES INC   S       COM              625453105      441    43560 SH       DEFINED 01 02 14            0    43560        0
MULTIMEDIA GAMES INC   S       COM              625453105     2433   240251 SH       DEFINED 01 02               0    14130   226121
MURPHY OIL   S                 COM              626717102     2410    43137 SH       DEFINED 01 03               0    43137        0
MURPHY OIL   S                 COM              626717102    22246   398232 SH       DEFINED 01 02               0     5327   392905
MYERS INDS                     COM              628464109      167     9700 SH       DEFINED 01 03               0        0     9700
MYERS INDUSTRIES INC   S       COM              628464109      258    15000 SH       DEFINED 01 03               0    15000        0
MYERS INDUSTRIES INC   S       COM              628464109     5572   324124 SH       DEFINED 01 02               0    20930   303194
MYERS INDUSTRIES INC   S       COM              628464109     1159    67490 SH       DEFINED 01 02 14            0    67490        0
MYLAN LABORATORIES INC   S     COM              628530107    30585  1529274 SH       DEFINED 01 03               0    41095  1488179
MYLAN LABORATORIES INC   S     COM              628530107     9376   468774 SH       DEFINED 01 02               0        0   468774
MYOGEN INC   S                 COM              62856E104      839    28934 SH       DEFINED 01 02               0        0    28934
MYOGEN INC   S                 COM              62856E104    10859   374061 SH       DEFINED 01 10               0        0   374061
MYOGEN INC   S                 COM              62856E104     4744   163575 SH       DEFINED 01 02 10            0        0   163575
MYRIAD GENETICS INC   S        COM              62855J104     1561    61790 SH       DEFINED 01 02               0    11390    50400
N B T BANCORP INC   S          COM              628778102      165     7100 SH       DEFINED 01 02               0        0     7100
NABORS INDUSTRIES IN   FSUSD   COM              G6359F103     2977    88097 SH       DEFINED 01 03               0    88097        0
NABORS INDUSTRIES IN   FSUSD   COM              G6359F103    46591  1378869 SH       DEFINED 01 02               0      406  1378463
NAM TAI ELECTRONICS INC   FSUS COM              629865205     2090    93420 SH       DEFINED 01 02               0        0    93420
NAPSTER INC   S                COM              630797108      283    92003 SH       DEFINED 01 02               0        0    92003
NARA BANCORP INC   S           COM              63080P105     1006    53625 SH       DEFINED 01 02               0    12610    41015
NASDAQ STOCK MARKET INC   S    COM              631103108       18      600 SH       DEFINED 01 05               0        0      600
NASDAQ STOCK MARKET INC   S    COM              631103108     5257   175875 SH       DEFINED 01 02               0        0   175875
NASH FINCH CO   S              COM              631158102      878    41241 SH       DEFINED 01 02               0        0    41241
NASHUA CORP   S                COM              631226107      345    51000 SH       DEFINED 01 02               0        0    51000
NATCO GROUP INC-A   S          COM              63227W203      416    10363 SH       DEFINED 01 02               0     6510     3853
NATIONAL BEVERAGE CORP   S     COM              635017106      118     8203 SH       DEFINED 01 02               0        0     8203
NATIONAL CITY CORP             COM              635405103      242     6700 SH       DEFINED 01 03               0        0     6700
NATIONAL CITY CORP             COM              635405103       44     1225 SH       DEFINED 01 03               0        0     1225
NATIONAL CITY CORP             COM              635405103       47     1300 SH       DEFINED 01 03               0        0     1300
NATIONAL CITY CORP   S         COM              635405103    19467   537889 SH       DEFINED 01 02               0     5199   532690
NATIONAL CITY CORP   S         COM              635405103     3838   106038 SH       DEFINED 01 03               0   106038        0
NATIONAL DENTEX CORP           COM              63563H109       90     3900 SH       DEFINED 01 03               0        0     3900
NATIONAL FINANCIAL PARTNERS    COM              63607P208    19792   446663 SH       DEFINED 01 02               0        0   446663
NATIONAL FUEL GAS CO   S       COM              636180101       25      700 SH       DEFINED 01 02               0      700        0
NATIONAL GRID PLC-SP ADR   FSU COM              636274300      121     2233 SH       DEFINED 01 02               0        0     2233
NATIONAL HEALTHCARE CORP   S   COM              635906100     4266    95755 SH       DEFINED 01 02               0        0    95755
NATIONAL OILWELL VARCO INC   S COM              637071101    32877   519228 SH       DEFINED 01 02               0    39517   479711
NATIONAL OILWELL VARCO INC   S COM              637071101     2166    34205 SH       DEFINED 01 03               0    34205        0
NATIONAL PRESTO INDS INC   S   COM              637215104      504     9649 SH       DEFINED 01 02               0        0     9649
NATIONAL RETAIL PROPERTIES INC COM              637417106     8454   423755 SH       DEFINED 01 02               0        0   423755
NATIONAL SEMICONDUCTOR CORP    COM              637640103    26172  1097360 SH       DEFINED 01 02               0    12464  1084896
NATIONAL SEMICONDUCTOR CORP    COM              637640103     1574    65992 SH       DEFINED 01 03               0    65992        0
NATIONWIDE FINL   S            COM              638612101       46     1049 SH       DEFINED 01 02               0     1049        0
NATIONWIDE HEALTH PPTYS INC    COM              638620104     5653   251100 SH       DEFINED 01 02               0        0   251100
NATL HEALTH INVESTORS INC   S  COM              63633D104     1038    38600 SH       DEFINED 01 02               0        0    38600
NATL PENN BCSHS INC   S        COM              637138108      520    26175 SH       DEFINED 01 02               0        0    26175
NATL WESTERN LIFE INS-CL A   S COM              638522102      163      680 SH       DEFINED 01 02               0        0      680
NATUS MEDICAL INC   S          COM              639050103      243    24578 SH       DEFINED 01 02               0        0    24578
NAUTILUS GROUP INC   S         COM              63910B102     1676   106708 SH       DEFINED 01 02               0        0   106708
NAVIGANT CONSULTING INC   S    COM              63935N107      294    12990 SH       DEFINED 01 02               0        0    12990
NAVIGATORS GROUP INC   S       COM              638904102     4442   101389 SH       DEFINED 01 02               0    17258    84131
NAVIGATORS GROUP INC   S       COM              638904102     1488    33960 SH       DEFINED 01 02 14            0    33960        0
NAVIGATORS GROUP INC   S       COM              638904102      357     8136 SH       DEFINED 01 03               0     8136        0
NAVISTAR INTERNATIONAL   S     COM              63934E108      297    12061 SH       DEFINED 01 03               0    12061        0
NAVISTAR INTERNATIONAL   S     COM              63934E108     4104   166745 SH       DEFINED 01 02               0        0   166745
NAVTEQ CORP   S                COM              63936L100    27961   625807 SH       DEFINED 01 02               0    13341   612466
NAVTEQ CORP   S                COM              63936L100     1600    35808 SH       DEFINED 01 03               0    35808        0
NBTY INC   S                   COM              628782104     3261   136366 SH       DEFINED 01 02               0        0   136366
NCI BUILDING SYSTEMS INC       COM              628852105      128     2400 SH       DEFINED 01 03               0        0     2400
NCI BUILDING SYSTEMS INC   S   COM              628852105    48846   918684 SH       DEFINED 01 03               0        0   918684
NCI BUILDING SYSTEMS INC   S   COM              628852105     6822   128308 SH       DEFINED 01 02               0     5290   123018
NCO GROUP INC   S              COM              628858102     2401    90855 SH       DEFINED 01 02               0        0    90855
NCR CORPORATION   S            COM              62886E108      871    23805 SH       DEFINED 01 02               0    11162    12643
NCR CORPORATION   S            COM              62886E108     1303    35572 SH       DEFINED 01 03               0    35572        0
NDS GROUP PLC-SPONS   FSUSD    COM              628891103      279     6005 SH       DEFINED 01 10               0        0     6005
NDS GROUP PLC-SPONS   FSUSD    COM              628891103      905    19450 SH       DEFINED 01 02               0        0    19450
NEENAH PAPER INC   S           COM              640079109       57     1878 SH       DEFINED 01 10               0        0     1878
NEENAH PAPER INC   S           COM              640079109     5549   182250 SH       DEFINED 01 02               0        0   182250
NEKTAR THERAPEUTICS   S        COM              640268108     2955   161130 SH       DEFINED 01 02               0    18830   142300
NEOGEN CORP   S                COM              640491106      409    21396 SH       DEFINED 01 02               0        0    21396
NEOWARE INC   S                COM              64065P102     1265   102958 SH       DEFINED 01 02               0        0   102958
NESS TECHNOLOGIES INC   S      COM              64104X108     4949   460302 SH       DEFINED 01 02               0        0   460302
NETFLIX INC   S                COM              64110L106     4079   149897 SH       DEFINED 01 02               0     5910   143987
NETGEAR INC   S                COM              64111Q104     1470    67890 SH       DEFINED 01 02               0        0    67890
NETLOGIC MICROSYSTEMS INC   S  COM              64118B100     2134    66180 SH       DEFINED 01 02               0     4180    62000
NETWORK APPLIANCE INC   S      COM              64120L104     4642   131503 SH       DEFINED 01 03               0   131503        0
NETWORK APPLIANCE INC   S      COM              64120L104    68396  1937560 SH       DEFINED 01 02               0    36370  1901190
NETWORK EQUIPMENT TECH INC   S COM              641208103      160    50967 SH       DEFINED 01 02               0        0    50967
NEUROCRINE BIOSCIENCES INC   S COM              64125C109      165    15627 SH       DEFINED 01 02               0        0    15627
NEUROMETRIX INC   S            COM              641255104      169     5535 SH       DEFINED 01 02               0        0     5535
NEUSTAR INC-CLASS A   S        COM              64126X201    27793   823495 SH       DEFINED 01 02               0        0   823495
NEW CENTURY FINANCIAL CORP   S COM              6435EV108     7517   164326 SH       DEFINED 01 02               0      530   163796
NEW FRONTIER MEDIA INC   S     COM              644398109       36     4992 SH       DEFINED 01 02               0        0     4992
NEW JERSEY RESOURCES CORP   S  COM              646025106    14506   310107 SH       DEFINED 01 02               0    12260   297847
NEW JERSEY RESOURCES CORP   S  COM              646025106     1857    39680 SH       DEFINED 01 02 14            0    39680        0
NEW JERSEY RESOURCES CORP   S  COM              646025106      407     8700 SH       DEFINED 01 03               0     8700        0
NEW RIVER PHARMACEUTICALS   S  COM              648468205      422    14790 SH       DEFINED 01 02               0        0    14790
NEW RIVER PHARMACEUTICALS   S  COM              648468205     1522    53108 SH       DEFINED 01 10               0        0    53108
NEW YORK TIMES CL A            COM              650111107       37     1500 SH       DEFINED 01 03               0        0     1500
NEW YORK TIMES CO-CL A   S     COM              650111107     2411    98264 SH       DEFINED 01 02               0        0    98264
NEW YORK TIMES CO-CL A   S     COM              650111107      695    28310 SH       DEFINED 01 03               0    28310        0
NEWCASTLE INVESTMENT CORP   S  COM              65105M108      700    27651 SH       DEFINED 01 02               0        0    27651
NEWELL RUBBERMAID INC          COM              651229106       77     3000 SH       DEFINED 01 03               0        0     3000
NEWELL RUBBERMAID INC          COM              651229106       31     1200 SH       DEFINED 01 03               0        0     1200
NEWELL RUBBERMAID INC   S      COM              651229106     1398    54104 SH       DEFINED 01 03               0    54104        0
NEWELL RUBBERMAID INC   S      COM              651229106     8288   320795 SH       DEFINED 01 02               0    14650   306145
NEWFIELD EXPLORATION           COM              651290108      110     2250 SH       DEFINED 01 03               0        0     2250
NEWFIELD EXPLORATION CO   S    COM              651290108    63341  1294235 SH       DEFINED 01 10               0        0  1294235
NEWFIELD EXPLORATION CO   S    COM              651290108     3736    76335 SH       DEFINED 01 03               0    76335        0
NEWFIELD EXPLORATION CO   S    COM              651290108    76523  1563608 SH       DEFINED 01 02               0    22756  1540852
NEWMARKET CORP   S             COM              651587107      603    12319 SH       DEFINED 01 02               0        0    12319
NEWMONT MINING CORP   S        COM              651639106   100503  1898791 SH       DEFINED 01 02               0     2884  1895907
NEWMONT MINING CORP   S        COM              651639106    11744   221872 SH       DEFINED 01 10               0        0   221872
NEWMONT MINING CORP   S        COM              651639106     4644    87741 SH       DEFINED 01 03               0    87741        0
NEWMONT MINING CORP HOLDING CO COM              651639106       58     1100 SH       DEFINED 01 03               0        0     1100
NEWMONT MINING CORP HOLDING CO COM              651639106       58     1100 SH       DEFINED 01 03               0        0     1100
NEWPORT CORP   S               COM              651824104     1672   103630 SH       DEFINED 01 02               0    17280    86350
NEWPORT CORP   S               COM              651824104      901    55850 SH       DEFINED 01 02 14            0    55850        0
NEWPORT CORP   S               COM              651824104      192    11900 SH       DEFINED 01 03               0    11900        0
NEWS CORP INC-CL A   S         COM              65248E104     4506   235030 SH       DEFINED 01 10               0        0   235030
NEWS CORP INC-CL A   S         COM              65248E104   210845 10992872 SH       DEFINED 01 02               0        0 10992872
NEWS CORP INC-CL A   S         COM              65248E104     9217   480574 SH       DEFINED 01 03               0        0   480574
NEWTEK BUS SERV -RESTRICTED    COM              652526104        8     5000 SH       DEFINED 01 05               0        0     5000
NEXEN INC   FSUSD              COM              65334H102     4241    75000 SH       DEFINED 01 02               0    50000    25000
NEXTEL COMMUNICATIONS INC. 05. CONV BND         65332VAY9     1933  2000000 PRN      DEFINED 01 02               0        0  2000000
NEXTEST SYSTEMS CORP   S       COM              653339101      164    10100 SH       DEFINED 01 02               0        0    10100
NIC INC   S                    COM              62914B100     1772   245037 SH       DEFINED 01 02               0    39570   205467
NICE SYSTEMS LTD ADR   FSUSD   COM              653656108     1114    39600 SH       DEFINED 01 02               0        0    39600
NICOR INC   S                  COM              654086107    22265   536555 SH       DEFINED 01 02               0    18720   517835
NICOR INC   S                  COM              654086107     2490    59990 SH       DEFINED 01 02 14            0    59990        0
NICOR INC   S                  COM              654086107      908    21874 SH       DEFINED 01 03               0    21874        0
NII HOLDINGS INC   S           COM              62913F201    31629   561005 SH       DEFINED 01 02               0    15610   545395
NII HOLDINGS INC   S           COM              62913F201      423     7517 SH       DEFINED 01 03               0     7517        0
NIKE INC -CL B   S             COM              654106103    15261   188402 SH       DEFINED 01 02               0     7488   180914
NIKE INC -CL B   S             COM              654106103     2989    36903 SH       DEFINED 01 03               0    36903        0
NIKE INC -CL B   S             COM              654106103   115011  1419874 SH       DEFINED 01 10               0        0  1419874
NISOURCE INC   S               COM              65473P105    70892  3245877 SH       DEFINED 01 02               0        0  3245877
NISOURCE INC   S               COM              65473P105     1164    53298 SH       DEFINED 01 03               0    53298        0
NN INC                         COM              629337106      119     9600 SH       DEFINED 01 03               0        0     9600
NOBILITY HOMES INC   S         COM              654892108      517    19000 SH       DEFINED 01 02               0        0    19000
NOBLE CORP   FSUSD             COM              G65422100    51805   696129 SH       DEFINED 01 02               0      368   695761
NOBLE CORP   FSUSD             COM              G65422100     3857    51830 SH       DEFINED 01 03               0    51830        0
NOBLE ENERGY INC   S           COM              655044105       48     1030 SH       DEFINED 01 02               0     1030        0
NOKIA ADR A   FSUSD            COM              654902204      394    19470 SH       DEFINED 01 03               0        0    19470
NOKIA ADR A   FSUSD            COM              654902204     6778   334562 SH       DEFINED 01 02               0        0   334562
NOKIA CORP ADR                 COM              654902204       73     3600 SH       DEFINED 01 03               0        0     3600
NORDSON CORP   S               COM              655663102      803    16310 SH       DEFINED 01 02 14            0    16310        0
NORDSON CORP   S               COM              655663102      202     4100 SH       DEFINED 01 03               0     4100        0
NORDSON CORP   S               COM              655663102     5266   107063 SH       DEFINED 01 02               0    10140    96923
NORDSTROM INC   S              COM              655664100     1536    42092 SH       DEFINED 01 03               0    42092        0
NORDSTROM INC   S              COM              655664100    16683   457028 SH       DEFINED 01 02               0     8931   448097
NORFOLK SOUTHERN               COM              655844108      101     1900 SH       DEFINED 01 03               0        0     1900
NORFOLK SOUTHERN               COM              655844108      105     1974 SH       DEFINED 01 03               0        0     1974
NORFOLK SOUTHERN CORP   S      COM              655844108     4314    81056 SH       DEFINED 01 03               0    81056        0
NORFOLK SOUTHERN CORP   S      COM              655844108      825    15505 SH       DEFINED 01 10               0        0    15505
NORFOLK SOUTHERN CORP   S      COM              655844108    32867   617556 SH       DEFINED 01 02               0    15189   602367
NORTEL NETWORKS CORP   FSUSD   COM              656568102    65056 29042602 SH       DEFINED 01 02               0        0 29042602
NORTH FOLK BANCORP             COM              659424105       51     1700 SH       DEFINED 01 03               0        0     1700
NORTH FORK BANCORPORATION   S  COM              659424105     2743    90932 SH       DEFINED 01 03               0    90932        0
NORTH FORK BANCORPORATION   S  COM              659424105     5040   167100 SH       DEFINED 01 10               0        0   167100
NORTH FORK BANCORPORATION   S  COM              659424105      740    24530 SH       DEFINED 01 02               0      760    23770
NORTHEAST UTILITIES            COM              664397106       58     2800 SH       DEFINED 01 03               0        0     2800
NORTHEAST UTILITIES   S        COM              664397106     2153   104153 SH       DEFINED 01 02               0        0   104153
NORTHERN TRUST CORP   S        COM              665859104     2903    52497 SH       DEFINED 01 02               0        0    52497
NORTHERN TRUST CORP   S        COM              665859104     2003    36224 SH       DEFINED 01 03               0    36224        0
NORTHRIM BANCORP INC           COM              666762109      148     5900 SH       DEFINED 01 03               0        0     5900
NORTHROP GRUMMAN CORP          COM              666807102       51      800 SH       DEFINED 01 03               0        0      800
NORTHROP GRUMMAN CORP          COM              666807102      231     3600 SH       DEFINED 01 03               0        0     3600
NORTHROP GRUMMAN CORP   S      COM              666807102    47231   737328 SH       DEFINED 01 02               0        0   737328
NORTHROP GRUMMAN CORP   S      COM              666807102     4305    67196 SH       DEFINED 01 03               0    67196        0
NORTHROP GRUMMAN CORP   S      COM              666807102     2677    41800 SH       DEFINED 01 10               0        0    41800
NORTHSTAR NEUROSCIENCE INC     COM              66704V101       76     7265 SH       DEFINED 01 02               0     7265        0
NORTHSTAR REALTY FINANCE COR   COM              66704R100      499    41560 SH       DEFINED 01 02               0        0    41560
NORTHWEST NATURAL GAS CO   S   COM              667655104     2336    63089 SH       DEFINED 01 02               0        0    63089
NORTHWESTERN CORP   S          COM              668074305      348    10127 SH       DEFINED 01 02               0        0    10127
NOVAGOLD RESOURCES INC   FSUSD COM              66987E206     3846   300000 SH       DEFINED 01 02               0        0   300000
NOVAMERICAN STEEL INC   FSUSD  COM              669959108       83     2041 SH       DEFINED 01 02               0        0     2041
NOVARTIS AG-ADR   FSUSD        COM              66987V109    65502  1214794 SH       DEFINED 01 02               0        0  1214794
NOVASTAR FINANCIAL INC.   S    COM              669947400      218     6869 SH       DEFINED 01 02               0        0     6869
NOVASTAR RESOURCES LTD   S     COM              669886103      699  1554049 SH       DEFINED 01 02               0        0  1554049
NOVATEL WIRELESS INC 00.000%   COM              66987M604      626    60315 SH       DEFINED 01 02               0        0    60315
NOVELL INC   S                 COM              670006105      439    66264 SH       DEFINED 01 03               0    66264        0
NOVELL INC   S                 COM              670006105     1885   284380 SH       DEFINED 01 02               0        0   284380
NOVELLUS SYSTEMS INC   S       COM              670008101      614    24867 SH       DEFINED 01 03               0    24867        0
NOVELLUS SYSTEMS INC   S       COM              670008101      189     7665 SH       DEFINED 01 02               0     1170     6495
NOVEN PHARMACEUTICALS INC   S  COM              670009109      868    48506 SH       DEFINED 01 02               0        0    48506
NOVOLIPET STEEL-GDR WI REG S   COM              67011E204      825    37500 SH       DEFINED 01 02               0        0    37500
NRG ENERGY INC                 COM              629377508    12518   260455 SH       DEFINED 01 10               0        0   260455
NS GROUP INC   S               COM              628916108     8879   161188 SH       DEFINED 01 02               0    14740   146448
NS GROUP INC   S               COM              628916108      264     4800 SH       DEFINED 01 03               0     4800        0
NS GROUP INC   S               COM              628916108     1230    22342 SH       DEFINED 01 02 14            0    22342        0
NSTAR   S                      COM              67019E107     7613   266200 SH       DEFINED 01 02               0        0   266200
NTL INC   S                    COM              62941W101        1       31 SH       DEFINED 01 10               0        0       31
NTL INC   S                    COM              62941W101   717605 28819465 SH       DEFINED 01 02               0        0 28819465
NTL INC   S                    COM              62941W101       27     1097 SH       DEFINED 01 03               0     1097        0
NU SKIN ENTERPRISES   S        COM              67018T105     1344    90500 SH       DEFINED 01 02               0        0    90500
NUANCE COMMUNICATIONS INC   S  COM              67020Y100     5677   564290 SH       DEFINED 01 02               0        0   564290
NUCO2 INC   S                  COM              629428103     3007   125070 SH       DEFINED 01 02               0        0   125070
NUCOR CORP                     COM              670346105       81     1500 SH       DEFINED 01 03               0        0     1500
NUCOR CORP   S                 COM              670346105    40757   751293 SH       DEFINED 01 02               0     4292   747001
NUCOR CORP   S                 COM              670346105     3614    66622 SH       DEFINED 01 03               0    66622        0
NUTRACEUTICAL INTL CORP        COM              67060Y101      104     6800 SH       DEFINED 01 03               0        0     6800
NUTRACEUTICAL INTL CORP   S    COM              67060Y101      159    10384 SH       DEFINED 01 02               0        0    10384
NUTRI/SYSTEM INC   S           COM              67069D108     6466   104070 SH       DEFINED 01 02               0        0   104070
NUVASIVE INC   S               COM              670704105      893    48962 SH       DEFINED 01 02               0     7107    41855
NUVASIVE INC   S               COM              670704105      631    34638 SH       DEFINED 01 03               0    34638        0
NUVEEN INVESTMENTS   S         COM              67090F106     6572   152650 SH       DEFINED 01 03               0        0   152650
NUVEEN INVESTMENTS   S         COM              67090F106     2303    53500 SH       DEFINED 01 10               0        0    53500
NUVELO INC   S                 COM              67072M301      316    19000 SH       DEFINED 01 02               0        0    19000
NVIDIA CORP   S                COM              67066G104    13149   617629 SH       DEFINED 01 02               0    24402   593227
NVIDIA CORP   S                COM              67066G104     1852    86994 SH       DEFINED 01 03               0    86994        0
NVR INC   S                    COM              62944T105     6104    12425 SH       DEFINED 01 02               0      397    12028
NYMAGIC INC.   S               COM              629484106      545    18770 SH       DEFINED 01 02               0        0    18770
O`CHARLEYS INC   S             COM              670823103     1547    91005 SH       DEFINED 01 02               0        0    91005
OAO GAZPROM ADR   FSUSD        COM              368287207       14      322 SH       DEFINED 01 03               0        0      322
OAO GAZPROM ADR   FSUSD        COM              368287207    45952  1092810 SH       DEFINED 01 02 10            0        0  1092810
OCCIDENTAL PETROLEUM           COM              674599105       92      900 SH       DEFINED 01 03               0        0      900
OCCIDENTAL PETROLEUM           COM              674599105       92      900 SH       DEFINED 01 03               0        0      900
OCCIDENTAL PETROLEUM CORP   S  COM              674599105    37981   370397 SH       DEFINED 01 10               0        0   370397
OCCIDENTAL PETROLEUM CORP   S  COM              674599105     8585    83715 SH       DEFINED 01 03               0    83715        0
OCCIDENTAL PETROLEUM CORP   S  COM              674599105     9099    88729 SH       DEFINED 01 02 10            0        0    88729
OCCIDENTAL PETROLEUM CORP   S  COM              674599105    59782   582947 SH       DEFINED 01 02               0    31954   550993
OCEANEERING INTL INC   S       COM              675232102    20983   457641 SH       DEFINED 01 02               0     5700   451941
OCWEN FINANCIAL CORP   S       COM              675746309      294    23100 SH       DEFINED 01 03               0    23100        0
OCWEN FINANCIAL CORP   S       COM              675746309     4676   368201 SH       DEFINED 01 02               0    33850   334351
OCWEN FINANCIAL CORP   S       COM              675746309     1346   105940 SH       DEFINED 01 02 14            0   105940        0
ODYSSEY HEALTHCARE INC   S     COM              67611V101      554    31570 SH       DEFINED 01 02 14            0    31570        0
ODYSSEY HEALTHCARE INC   S     COM              67611V101      118     6700 SH       DEFINED 01 03               0     6700        0
ODYSSEY HEALTHCARE INC   S     COM              67611V101     4511   256678 SH       DEFINED 01 02               0    21610   235068
OFFICE DEPOT                   COM              676220106      201     5300 SH       DEFINED 01 03               0        0     5300
OFFICE DEPOT INC   S           COM              676220106    16566   435969 SH       DEFINED 01 02               0     3582   432387
OFFICE DEPOT INC   S           COM              676220106     2137    56240 SH       DEFINED 01 03               0    56240        0
OFFICEMAX INC   S              COM              67622P101      566    13901 SH       DEFINED 01 03               0    13901        0
OFFICEMAX INC   S              COM              67622P101     1156    28378 SH       DEFINED 01 02               0        0    28378
OGE ENERGY CORP   S            COM              670837103       43     1220 SH       DEFINED 01 02               0     1220        0
OHIO CASUALTY CORP   S         COM              677240103    14280   480309 SH       DEFINED 01 02               0    27200   453109
OHIO CASUALTY CORP   S         COM              677240103     2707    91030 SH       DEFINED 01 02 14            0    91030        0
OHIO CASUALTY CORP   S         COM              677240103      595    20000 SH       DEFINED 01 03               0    20000        0
OIL SERVICE HOLDRS TRUST   IND COM              678002106     1016     6800 SH       DEFINED 01 02               0        0     6800
OIL SERVICES INDEX AUG 06 210P OPT              OFJ/TB          29       30 SH  PUT  DEFINED 01 02               0        0       30
OIL STATES INTERNATIONAL INC   COM              678026105    10182   296934 SH       DEFINED 01 02               0    20702   276232
OIL STATES INTERNATIONAL INC   COM              678026105      237     6922 SH       DEFINED 01 03               0     6922        0
OIL STATES INTERNATIONAL INC   COM              678026105     1087    31706 SH       DEFINED 01 02 14            0    31706        0
OLD DOMINION FREIGHT LINE.   S COM              679580100     4978   132431 SH       DEFINED 01 02               0     7877   124554
OLD NATL BANCORP/IN   S        COM              680033107      356    17855 SH       DEFINED 01 02               0        0    17855
OLD REPUBLIC INTL CORP   S     COM              680223104      731    34232 SH       DEFINED 01 02               0     3402    30830
OLD SECOND BANCORP INC   S     COM              680277100       73     2350 SH       DEFINED 01 02               0        0     2350
OLIN CORP   S                  COM              680665205    15303   853470 SH       DEFINED 01 02               0        0   853470
OLYMPIC STEEL INC   S          COM              68162K106      527    14900 SH       DEFINED 01 02               0        0    14900
OM GROUP INC   S               COM              670872100      271     8800 SH       DEFINED 01 03               0     8800        0
OM GROUP INC   S               COM              670872100     5669   183770 SH       DEFINED 01 02               0    12740   171030
OM GROUP INC   S               COM              670872100     1231    39920 SH       DEFINED 01 02 14            0    39920        0
OMEGA FINANCIAL CORP   S       COM              682092101       84     2690 SH       DEFINED 01 02               0        0     2690
OMEGA HEALTH CARE   S          COM              681936100     1983   150000 SH       DEFINED 01 02               0        0   150000
OMEGA PROTEIN CORP   S         COM              68210P107     1060   183330 SH       DEFINED 01 02               0        0   183330
OMI CORP-NEW                   COM              Y6476W104    11634   537624 SH       DEFINED 01 10               0        0   537624
OMNICARE  INC   S              COM              681904108    39549   834015 SH       DEFINED 01 02               0    25153   808862
OMNICARE  INC   S              COM              681904108     1371    28921 SH       DEFINED 01 03               0    28921        0
OMNICARE  INC   S              COM              681904108      332     7013 SH       DEFINED 01 10               0        0     7013
OMNICELL INC   S               COM              68213N109      620    44844 SH       DEFINED 01 02               0        0    44844
OMNICOM GROUP   S              COM              681919106     2971    33351 SH       DEFINED 01 03               0    33351        0
OMNICOM GROUP   S              COM              681919106      777     8718 SH       DEFINED 01 02               0        0     8718
OMNIVISION TECHNOLOGIES   S    COM              682128103     2948   139513 SH       DEFINED 01 02               0     6520   132993
OMNOVA SOLUTIONS INC           COM              682129101       70    12400 SH       DEFINED 01 03               0        0    12400
OMNOVA SOLUTIONS INC   S       COM              682129101      834   146854 SH       DEFINED 01 02               0        0   146854
ON ASSIGNMENT INC   S          COM              682159108      491    53446 SH       DEFINED 01 02               0        0    53446
ON SEMICONDUCTOR CORPORATION   COM              682189105     5957  1012990 SH       DEFINED 01 02               0    46720   966270
ONEOK INC   S                  COM              682680103    25187   739887 SH       DEFINED 01 02               0     1170   738717
ONLINE RESOURCES CORP   S      COM              68273G101      318    30733 SH       DEFINED 01 02               0        0    30733
OPEN SOLUTIONS INC.   S        COM              68371P102     2442    91801 SH       DEFINED 01 02               0        0    91801
OPLINK COMMUNICATIONS INC   S  COM              68375Q403      627    34200 SH       DEFINED 01 02               0        0    34200
OPNET TECHNOLOGIES INC   S     COM              683757108     1852   142874 SH       DEFINED 01 02               0        0   142874
OPPENHEIMER HOLDINGS-CL A   FS COM              683797104     3723   138930 SH       DEFINED 01 02               0        0   138930
OPSWARE INC   S                COM              68383A101     2448   297106 SH       DEFINED 01 02               0        0   297106
OPTION CARE INC   S            COM              683948103     4524   377697 SH       DEFINED 01 02               0        0   377697
OPTIONSXPRESS HOLDINGS INC   S COM              684010101     1842    78995 SH       DEFINED 01 02               0        0    78995
ORACLE CORP   S                COM              68389X105    60901  4182745 SH       DEFINED 01 10               0        0  4182745
ORACLE CORP   S                COM              68389X105    12269   846673 SH       DEFINED 01 03               0   846673        0
ORACLE CORP   S                COM              68389X105    83734  5778719 SH       DEFINED 01 02               0   192187  5586532
ORASCOM TELECOM - GDR   FSUSD  COM              68554W205   114288  2801177 SH       DEFINED 01 02               0        0  2801177
ORBITAL SCIENCES CORP   S      COM              685564106     1169    72460 SH       DEFINED 01 02 14            0    72460        0
ORBITAL SCIENCES CORP   S      COM              685564106      254    15750 SH       DEFINED 01 03               0    15750        0
ORBITAL SCIENCES CORP   S      COM              685564106     7016   434640 SH       DEFINED 01 02               0    40950   393690
ORBOTECH LTD   FSUSD           COM              M75253100      470    20510 SH       DEFINED 01 02               0        0    20510
OREGON STEEL MILLS INC   S     COM              686079104     1022    20180 SH       DEFINED 01 02 14            0    20180        0
OREGON STEEL MILLS INC   S     COM              686079104     7529   148605 SH       DEFINED 01 02               0     6310   142295
OREGON STEEL MILLS INC   S     COM              686079104      233     4600 SH       DEFINED 01 03               0     4600        0
ORIENT EXPRESS HOTELS LTD -A   COM              G67743107    36751   950856 SH       DEFINED 01 10               0        0   950856
ORIENT EXPRESS HOTELS LTD -A   COM              G67743107     3409    87782 SH       DEFINED 01 02               0        0    87782
ORIENTAL FINANCIAL GROUP   S   COM              68618W100      221    17260 SH       DEFINED 01 02               0        0    17260
ORTHOFIX INTL   FSUSD          COM              N6748L102      801    21000 SH       DEFINED 01 02               0        0    21000
OSHKOSH TRUCK CORP   S         COM              688239201     2507    52772 SH       DEFINED 01 02               0      430    52342
OSI PHARMACEUTICALS   S        COM              671040103     1045    31719 SH       DEFINED 01 03               0    31719        0
OSI PHARMACEUTICALS   S        COM              671040103    25566   775651 SH       DEFINED 01 02               0    19824   755827
OSI RESTAURANT PARTNERS INC    COM              67104A101       54     1535 SH       DEFINED 01 02               0        0     1535
OSTEOTECH INC   S              COM              688582105      143    35430 SH       DEFINED 01 02               0        0    35430
OTP BANK   FSUSD               COM              607461167       27      483 SH       DEFINED 01 02 10            0        0      483
OTTER TAIL CORP   S            COM              689648103     1354    49490 SH       DEFINED 01 02 14            0    49490        0
OTTER TAIL CORP   S            COM              689648103     5366   196325 SH       DEFINED 01 02               0    15240   181085
OTTER TAIL CORP   S            COM              689648103      290    10600 SH       DEFINED 01 03               0    10600        0
OVERSEAS SHIPHOLDING GROUP   S COM              690368105      106     1797 SH       DEFINED 01 02               0        0     1797
OWENS & MINOR INC   S          COM              690732102     2634    92113 SH       DEFINED 01 02               0        0    92113
OWENS ILLINOIS INC             COM              690768403       87     5200 SH       DEFINED 01 03               0        0     5200
OWENS-ILLINOIS INC   S         COM              690768403       38     2255 SH       DEFINED 01 02               0     1623      632
OXFORD INDUSTRIES INC   S      COM              691497309     1196    30364 SH       DEFINED 01 02               0        0    30364
OYO GEOSPACE CORP   S          COM              671074102     1237    21661 SH       DEFINED 01 02               0    20000     1661
P G & E CORP                   COM              69331C108       71     1800 SH       DEFINED 01 03               0        0     1800
P G & E CORP   S               COM              69331C108     2666    67861 SH       DEFINED 01 03               0    67861        0
P G & E CORP   S               COM              69331C108    22405   570419 SH       DEFINED 01 02               0     4995   565424
P T TELEKOMUNIKASI I   FSUSD   COM              715684106      342    10674 SH       DEFINED 01 10               0        0    10674
P T TELEKOMUNIKASI I   FSUSD   COM              715684106    10525   327876 SH       DEFINED 01 02 10            0        0   327876
P.A.M. TRANSPORTATION SVCS   S COM              693149106       26      889 SH       DEFINED 01 02               0        0      889
PACCAR INC                     COM              693718108       58      700 SH       DEFINED 01 03               0        0      700
PACCAR INC   S                 COM              693718108    20772   252150 SH       DEFINED 01 02               0    11589   240561
PACCAR INC   S                 COM              693718108     3281    39823 SH       DEFINED 01 03               0    39823        0
PACER INTERNATIONAL INC   S    COM              69373H106     2620    80430 SH       DEFINED 01 02               0    11390    69040
PACIFIC CAPITAL BANCORP   S    COM              69404P101     2151    69131 SH       DEFINED 01 02               0        0    69131
PACIFIC ETHANOL INC   S        COM              69423U107       15      652 SH       DEFINED 01 02               0        0      652
PACIFIC SUNWEAR   S            COM              694873100      827    46110 SH       DEFINED 01 02               0     8850    37260
PACKAGING CORP OF AMERICA   S  COM              695156109    20603   935700 SH       DEFINED 01 02               0        0   935700
PACKETEER INC   S              COM              695210104     2342   206379 SH       DEFINED 01 02               0    23600   182779
PACTIV CORPORATION   S         COM              695257105      683    27593 SH       DEFINED 01 03               0    27593        0
PACTIV CORPORATION   S         COM              695257105     2302    93049 SH       DEFINED 01 02               0     1060    91989
PAIN THERAPEUTICS INC   S      COM              69562K100       62     7401 SH       DEFINED 01 02               0        0     7401
PALL CORP   S                  COM              696429307     1747    62422 SH       DEFINED 01 02               0        0    62422
PALL CORP   S                  COM              696429307      683    24399 SH       DEFINED 01 03               0    24399        0
PALM HARBOR HOMES INC   S      COM              696639103      493    28000 SH       DEFINED 01 02               0        0    28000
PALM INC   S                   COM              696643105     3053   189635 SH       DEFINED 01 02               0    23740   165895
PALM INC   S                   COM              696643105      866    53760 SH       DEFINED 01 02 14            0    53760        0
PALM INC   S                   COM              696643105      222    13800 SH       DEFINED 01 03               0    13800        0
PALOMAR MEDICAL TECHNOLOGIES   COM              697529303     1886    41349 SH       DEFINED 01 02               0     6920    34429
PAN AMERICAN SILVER CORP   FSU COM              697900108      213    11820 SH       DEFINED 01 02               0        0    11820
PAN PACIFIC RETAIL PPTYS INC   COM              69806L104     3257    46949 SH       DEFINED 01 02               0        0    46949
PANACOS PHARMACEUTICALS INC    COM              69811Q106      240    42965 SH       DEFINED 01 10               0        0    42965
PANERA BREAD CO   S            COM              69840W108    41406   615776 SH       DEFINED 01 02               0    11162   604614
PANERA BREAD CO   S            COM              69840W108     2174    32336 SH       DEFINED 01 03               0    32336        0
PANTRY INC.   S                COM              698657103     4755    82641 SH       DEFINED 01 02               0     7090    75551
PAPA JOHN   S                  COM              698813102     4338   130672 SH       DEFINED 01 02               0        0   130672
PAR PHARMACEUTICAL COS INC   S COM              69888P106     3074   166512 SH       DEFINED 01 02               0        0   166512
PARALLEL PETROLEUM CORP   S    COM              699157103     3857   156065 SH       DEFINED 01 02               0    20270   135795
PARAMETRIC TECHNOLOGY CORP   S COM              699173209     3936   309675 SH       DEFINED 01 02               0    12436   297239
PARAMETRIC TECHNOLOGY CORP   S COM              699173209      277    21776 SH       DEFINED 01 03               0    21776        0
PAREXEL   S                    COM              699462107     2355    81626 SH       DEFINED 01 02               0        0    81626
PARK ELECTROCHEMICAL CORP   S  COM              700416209      546    21210 SH       DEFINED 01 02 14            0    21210        0
PARK ELECTROCHEMICAL CORP   S  COM              700416209      136     5300 SH       DEFINED 01 03               0     5300        0
PARK ELECTROCHEMICAL CORP   S  COM              700416209     1754    68107 SH       DEFINED 01 02               0     6660    61447
PARKER DRILLING CO   S         COM              701081101     2174   302717 SH       DEFINED 01 02               0    27690   275027
PARKER HANNIFIN CORP   S       COM              701094104     2461    31707 SH       DEFINED 01 03               0    31707        0
PARKER HANNIFIN CORP   S       COM              701094104    94644  1219631 SH       DEFINED 01 02               0     4460  1215171
PARKER-HANNIFIN                COM              701094104       47      600 SH       DEFINED 01 03               0        0      600
PARK-OHIO HOLDINGS CORP.   S   COM              700666100      484    28000 SH       DEFINED 01 02               0        0    28000
PARKWAY PROPERTIES INC   S     COM              70159Q104     1322    29055 SH       DEFINED 01 02               0        0    29055
PARLUX FRAGRANCES INC   S      COM              701645103      756    78000 SH       DEFINED 01 02               0        0    78000
PARTNER COMMUNICATIONS-ADR   F COM              70211M109     7703   938306 SH       DEFINED 01 02               0        0   938306
PARTNERRE LTD   FSUSD          COM              G6852T105    23129   361481 SH       DEFINED 01 10               0        0   361481
PARTNERRE LTD   FSUSD          COM              G6852T105    59092   922614 SH       DEFINED 01 02               0        0   922614
PARTNERRE LTD   FSUSD          COM              G6852T105     7037   109862 SH       DEFINED 01 02 10            0        0   109862
PARTNERRE LTD BERMUDA          COM              G6852T105       32      500 SH       DEFINED 01 03               0        0      500
PATTERSON COS INC   S          COM              703395103      963    27562 SH       DEFINED 01 03               0    27562        0
PATTERSON COS INC   S          COM              703395103      737    21090 SH       DEFINED 01 02               0        0    21090
PATTERSON-UTI ENERGY   S       COM              703481101     3288   116180 SH       DEFINED 01 02               0    27848    88332
PATTERSON-UTI ENERGY   S       COM              703481101     1409    49777 SH       DEFINED 01 03               0    49777        0
PAXAR CORP   S                 COM              704227107     2101   102130 SH       DEFINED 01 02               0        0   102130
PAXSON COMMUNICATN CL'A' COM U COM              704231109      122   134600 SH       DEFINED 01 10               0        0   134600
PAYCHEX INC   S                COM              704326107       54     1388 SH       DEFINED 01 10               0        0     1388
PAYCHEX INC   S                COM              704326107     4980   127758 SH       DEFINED 01 03               0   127758        0
PAYCHEX INC   S                COM              704326107    76189  1954579 SH       DEFINED 01 02               0    54981  1899598
PAYLESS SHOESOURCE INC   S     COM              704379106     1546    56910 SH       DEFINED 01 02 14            0    56910        0
PAYLESS SHOESOURCE INC   S     COM              704379106     5022   184837 SH       DEFINED 01 02               0    17450   167387
PAYLESS SHOESOURCE INC   S     COM              704379106    27838  1024592 SH       DEFINED 01 03               0    12000  1012592
PC-TEL INC   S                 COM              69325Q105      386    45245 SH       DEFINED 01 02               0        0    45245
PDF SOLUTIONS INC   S          COM              693282105       93     7500 SH       DEFINED 01 02               0        0     7500
PDI INC.                       COM              69329V100       28     1950 SH       DEFINED 01 02               0     1950        0
PDL BIOPHARMA INC   S          COM              69329Y104      207    11247 SH       DEFINED 01 02               0    10764      483
PEABODY ENERGY CORP            COM              704549104       67     1200 SH       DEFINED 01 03               0        0     1200
PEABODY ENERGY CORP   S        COM              704549104     5941   106563 SH       DEFINED 01 10               0        0   106563
PEABODY ENERGY CORP   S        COM              704549104    13507   242276 SH       DEFINED 01 02               0    22471   219805
PEABODY ENERGY CORP   S        COM              704549104      411     7364 SH       DEFINED 01 03               0     7364        0
PEDIATRIX MEDICAL GROUP INC    COM              705324101     6424   141822 SH       DEFINED 01 02               0     6220   135602
PEETS COFFEE & TEA INC   S     COM              705560100     1302    43128 SH       DEFINED 01 02               0        0    43128
PEGASUS WIRELESS CORP          COM              70558E108       25     2768 SH       DEFINED 01 02               0     2768        0
PENFORD CORP                   COM              707051108      103     6100 SH       DEFINED 01 03               0        0     6100
PENFORD CORP   S               COM              707051108      309    18263 SH       DEFINED 01 02               0        0    18263
PENN NATIONAL GAMING INC   S   COM              707569109     1532    39511 SH       DEFINED 01 02               0        0    39511
PENN VIRGINIA CORP   S         COM              707882106      377     5400 SH       DEFINED 01 03               0     5400        0
PENN VIRGINIA CORP   S         COM              707882106     8001   114483 SH       DEFINED 01 02               0    12040   102443
PENN VIRGINIA CORP   S         COM              707882106     1708    24440 SH       DEFINED 01 02 14            0    24440        0
PENNS WOODS BANCORP            COM              708430103       59     1540 SH       DEFINED 01 03               0        0     1540
PENNSYLVANIA COMMERCE BANCORP  COM              708677109       28      879 SH       DEFINED 01 02               0      879        0
PENNSYLVANIA REAL ESTATE INV   COM              709102107       48     1200 SH       DEFINED 01 03               0        0     1200
PENSON WORLDWIDE INC   S       COM              709600100      186    10790 SH       DEFINED 01 02               0        0    10790
PENTAIR INC   S                COM              709631105       80     2350 SH       DEFINED 01 02               0     2350        0
PENWEST PHARMACEUTICALS CO   S COM              709754105      458    21000 SH       DEFINED 01 02               0        0    21000
PEOPLES ENERGY CORP   S        COM              711030106     2415    67316 SH       DEFINED 01 02               0        0    67316
PEOPLES ENERGY CORP   S        COM              711030106      270     7511 SH       DEFINED 01 03               0     7511        0
PEP BOYS-MANNY MOE & JACK   S  COM              713278109    29948  2553167 SH       DEFINED 01 03               0        0  2553167
PEP BOYS-MANNY MOE & JACK   S  COM              713278109     1303   111123 SH       DEFINED 01 02               0        0   111123
PEPCO HOLDINGS INC   S         COM              713291102      168     7143 SH       DEFINED 01 02               0     1870     5273
PEPSI BOTTLING GROUP INC   S   COM              713409100     3033    94374 SH       DEFINED 01 02               0      970    93404
PEPSI BOTTLING GROUP INC   S   COM              713409100      843    26209 SH       DEFINED 01 03               0    26209        0
PEPSIAMERICAS INC   S          COM              71343P200     1791    81000 SH       DEFINED 01 02               0        0    81000
PEPSICO   S                    COM              713448108     7361   122601 SH       DEFINED 01 02 10            0        0   122601
PEPSICO   S                    COM              713448108    19393   323005 SH       DEFINED 01 03               0   323005        0
PEPSICO   S                    COM              713448108   238553  3973232 SH       DEFINED 01 02               0     1249  3971983
PEPSICO   S                    COM              713448108   141474  2356373 SH       DEFINED 01 10               0        0  2356373
PEPSICO INC                    COM              713448108       96     1600 SH       DEFINED 01 03               0        0     1600
PERFICIENT INC   S             COM              71375U101      420    33960 SH       DEFINED 01 02               0        0    33960
PERFORMANCE FOOD GROUP CO   S  COM              713755106      395    13000 SH       DEFINED 01 03               0    13000        0
PERFORMANCE FOOD GROUP CO   S  COM              713755106    10633   350038 SH       DEFINED 01 02               0    18460   331578
PERFORMANCE FOOD GROUP CO   S  COM              713755106     1803    59390 SH       DEFINED 01 02 14            0    59390        0
PERFORMANCE TECHNOLOGIES       COM              71376K102       88    12800 SH       DEFINED 01 03               0        0    12800
PERICOM SEMICONDUCTOR CORP   S COM              713831105      448    53929 SH       DEFINED 01 02               0        0    53929
PERINI CORP   S                COM              713839108      106     4676 SH       DEFINED 01 02               0        0     4676
PERKINELMER INC   S            COM              714046109    10415   498357 SH       DEFINED 01 02               0        0   498357
PERKINELMER INC   S            COM              714046109      517    24746 SH       DEFINED 01 03               0    24746        0
PERNOD RICARD-SPONS ADR   FSUS COM              714264108     1562    31518 SH       DEFINED 01 02               0        0    31518
PEROT SYSTEMS CORP-CL A   S    COM              714265105     1130    77940 SH       DEFINED 01 02 14            0    77940        0
PEROT SYSTEMS CORP-CL A   S    COM              714265105      271    18700 SH       DEFINED 01 03               0    18700        0
PEROT SYSTEMS CORP-CL A   S    COM              714265105     4823   333077 SH       DEFINED 01 02               0    24440   308637
PERRIGO CO   S                 COM              714290103      291    18100 SH       DEFINED 01 03               0    18100        0
PERRIGO CO   S                 COM              714290103     1264    78430 SH       DEFINED 01 02 14            0    78430        0
PERRIGO CO   S                 COM              714290103     2971   184506 SH       DEFINED 01 02               0    24240   160266
PERRY ELLIS INTERNATIONAL   S  COM              288853104     1853    73202 SH       DEFINED 01 02               0     8730    64472
PERRY ELLIS INTERNATIONAL   S  COM              288853104      177     7000 SH       DEFINED 01 03               0     7000        0
PERRY ELLIS INTERNATIONAL   S  COM              288853104      708    27920 SH       DEFINED 01 02 14            0    27920        0
PER-SE TECHNOLOGIES INC   S    COM              713569309     4683   185916 SH       DEFINED 01 02               0    10180   175736
PETCO ANIMAL SUPPLIES INC   S  COM              716016209     1878    91920 SH       DEFINED 01 02               0        0    91920
PETMED EXPRESS INC   S         COM              716382106      728    66470 SH       DEFINED 01 02               0    17300    49170
PETROBRAS ADR   FSUSD          COM              71654V101   142475  1786966 SH       DEFINED 01 10               0        0  1786966
PETROBRAS ADR   FSUSD          COM              71654V101    41526   520114 SH       DEFINED 01 02 10            0        0   520114
PETRO-CANADA.   FSUSD          COM              71644E102      609    12850 SH       DEFINED 01 02               0        0    12850
PETROLEO BRASILEIRO   FSUSD    COM              71654V408   149240  1675353 SH       DEFINED 01 10               0        0  1675353
PETROLEO BRASILEIRO   FSUSD    COM              71654V408    95791  1072570 SH       DEFINED 01 02               0    15000  1057570
PETROLEO BRASILEIRO   FSUSD    COM              71654V408    12150   136042 SH       DEFINED 01 02 10            0     5212   130830
PETROLEO BRASILEIRO   FSUSD    COM              71654V408     1530    17132 SH       DEFINED 01 03               0    17132        0
PETROLEUM DEVELOPMENT CORP   S COM              716578109     1468    38950 SH       DEFINED 01 02               0     5600    33350
PETSMART INC   S               COM              716768106       12      482 SH       DEFINED 01 03               0      482        0
PF CHANG'S CHINA BISTRO INC    COM              69333Y108     2065    54320 SH       DEFINED 01 02               0        0    54320
PFD 14.25 11/15/06 14.250% 11/ PRF              704231505        1        0 SH       DEFINED 01 02               0        0        0
PFIZER INC                     COM              717081103      826    35200 SH       DEFINED 01 03               0        0    35200
PFIZER INC                     COM              717081103       95     4050 SH       DEFINED 01 03               0        0     4050
PFIZER INC                     COM              717081103       94     4000 SH       DEFINED 01 03               0        0     4000
PFIZER INC   S                 COM              717081103   119932  5112141 SH       DEFINED 01 10               0        0  5112141
PFIZER INC   S                 COM              717081103    37469  1596468 SH       DEFINED 01 03               0  1596468        0
PFIZER INC   S                 COM              717081103     4675   199198 SH       DEFINED 01 02 10            0        0   199198
PFIZER INC   S                 COM              717081103   882459 37599440 SH       DEFINED 01 02               0    38626 37560814
PHARMACEUTICAL PROD   S        COM              717124101     8573   244093 SH       DEFINED 01 02               0        0   244093
PHELPS DODGE                   COM              717265102      140     1700 SH       DEFINED 01 03               0        0     1700
PHELPS DODGE CORP   S          COM              717265102     3273    39834 SH       DEFINED 01 03               0    39834        0
PHELPS DODGE CORP   S          COM              717265102    55926   680755 SH       DEFINED 01 10               0        0   680755
PHELPS DODGE CORP   S          COM              717265102    38824   472547 SH       DEFINED 01 02               0    28676   443871
PHELPS DODGE JAN 07 85P        OPT              DPB/MQ         308      295 SH  PUT  DEFINED 01 02               0        0      295
PHILADELPHIA CONS HLDG CO   S  COM              717528103     3493   115054 SH       DEFINED 01 02               0      700   114354
PHILLIPS-VAN HEUSEN   S        COM              718592108      519    13600 SH       DEFINED 01 03               0    13600        0
PHILLIPS-VAN HEUSEN   S        COM              718592108     2388    62570 SH       DEFINED 01 02 14            0    62570        0
PHILLIPS-VAN HEUSEN   S        COM              718592108    12295   322157 SH       DEFINED 01 02               0    29070   293087
PHOENIX COMPANIES INC   S      COM              71902E109      256    18200 SH       DEFINED 01 03               0    18200        0
PHOENIX COMPANIES INC   S      COM              71902E109     1186    84280 SH       DEFINED 01 02 14            0    84280        0
PHOENIX COMPANIES INC   S      COM              71902E109     4105   291450 SH       DEFINED 01 02               0    26180   265270
PHOENIX TECHNOLOGY   S         COM              719153108      250    51905 SH       DEFINED 01 02               0        0    51905
PHOTON DYNAMICS INC   S        COM              719364101     1390   111009 SH       DEFINED 01 02               0        0   111009
PHOTRONICS INC   S             COM              719405102     1608   108670 SH       DEFINED 01 02               0        0   108670
PICO HOLDINGS INC   S          COM              693366205     5560   172391 SH       DEFINED 01 02               0        0   172391
PIEDMONT NATURAL GAS CO   S    COM              720186105     4931   202898 SH       DEFINED 01 02               0    17660   185238
PIEDMONT NATURAL GAS CO   S    COM              720186105     1388    57110 SH       DEFINED 01 02 14            0    57110        0
PIEDMONT NATURAL GAS CO   S    COM              720186105      296    12200 SH       DEFINED 01 03               0    12200        0
PIER 1 IMPORTS INC   S         COM              720279108      494    70824 SH       DEFINED 01 02               0        0    70824
PILGRIM'S PRIDE CORP   S       COM              721467108       57     2206 SH       DEFINED 01 02               0        0     2206
PINNACLE ENTERTAINMENT INC   S COM              723456109     5545   180938 SH       DEFINED 01 02               0        0   180938
PINNACLE WEST CAPITAL          COM              723484101      128     3200 SH       DEFINED 01 03               0        0     3200
PINNACLE WEST CAPITAL   S      COM              723484101    27936   699966 SH       DEFINED 01 02               0        0   699966
PINNACLE WEST CAPITAL   S      COM              723484101      774    19386 SH       DEFINED 01 03               0    19386        0
PIONEER COMPANIES INC   S      COM              723643300     2773   101664 SH       DEFINED 01 02               0        0   101664
PIONEER NATURAL RESOURCES CO   COM              723787107    71824  1547598 SH       DEFINED 01 02               0    30000  1517598
PIONEER NATURAL RESOURCES CO   COM              723787107      581    12524 SH       DEFINED 01 03               0    12524        0
PIPER JAFFRAY COS   S          COM              724078100     1152    18840 SH       DEFINED 01 02 14            0    18840        0
PIPER JAFFRAY COS   S          COM              724078100      251     4100 SH       DEFINED 01 03               0     4100        0
PIPER JAFFRAY COS   S          COM              724078100     9319   152223 SH       DEFINED 01 02               0     5630   146593
PITNEY BOWES INC   S           COM              724479100    34841   843595 SH       DEFINED 01 02               0     4600   838995
PITNEY BOWES INC   S           COM              724479100     1792    43390 SH       DEFINED 01 03               0    43390        0
PLANAR SYSTEMS INC   S         COM              726900103     1001    83073 SH       DEFINED 01 02               0        0    83073
PLATINUM UNDERWRITERS HLDGS    COM              G7127P100     1421    50800 SH       DEFINED 01 02               0        0    50800
PLAYTEX PRODUCTS INC   S       COM              72813P100     3427   328615 SH       DEFINED 01 02               0        0   328615
PLEXUS CORP   S                COM              729132100    14906   435708 SH       DEFINED 01 02               0     7320   428388
PLUG POWER INC   S             COM              72919P103     6587  1410264 SH       DEFINED 01 02               0        0  1410264
PLUG POWER INC   S             COM              72919P103       86    18460 SH       DEFINED 01 03               0    18460        0
PLUM CREEK TIMBER CO   S       COM              729251108     5515   155356 SH       DEFINED 01 02               0      920   154436
PLUM CREEK TIMBER CO   S       COM              729251108     1279    36030 SH       DEFINED 01 03               0    36030        0
PLUM CREEK TIMBER CO   S       COM              729251108      515    14519 SH       DEFINED 01 10               0        0    14519
PMC - SIERRA INC   S           COM              69344F106      379    40361 SH       DEFINED 01 03               0    40361        0
PMC - SIERRA INC   S           COM              69344F106     6357   676250 SH       DEFINED 01 02               0    19140   657110
PMI GROUP INC/THE   S          COM              69344M101     1951    43778 SH       DEFINED 01 02               0     1645    42133
PMI GROUP INC/THE   S          COM              69344M101     6151   138200 SH       DEFINED 01 10               0        0   138200
PNC FINANCIAL SERVICES GROUP   COM              693475105       84     1200 SH       DEFINED 01 03               0        0     1200
PNC FINANCIAL SERVICES GROUP   COM              693475105     4060    57854 SH       DEFINED 01 03               0    57854        0
PNC FINANCIAL SERVICES GROUP   COM              693475105    75607  1077474 SH       DEFINED 01 02               0     2944  1074530
POGO PRODUCING CO              COM              730448107       46     1000 SH       DEFINED 01 03               0        0     1000
POGO PRODUCING CO   S          COM              730448107    31001   672492 SH       DEFINED 01 02               0    15464   657028
POGO PRODUCING CO   S          COM              730448107     2529    54878 SH       DEFINED 01 03               0    54878        0
POLARIS INDUSTRIES INC   S     COM              731068102     3669    84736 SH       DEFINED 01 02               0        0    84736
POLO RALPH LAUREN CORP   S     COM              731572103      390     7083 SH       DEFINED 01 02               0     6249      834
POLYCOM INC   S                COM              73172K104      412    18800 SH       DEFINED 01 03               0    18800        0
POLYCOM INC   S                COM              73172K104     1943    88610 SH       DEFINED 01 02 14            0    88610        0
POLYCOM INC   S                COM              73172K104     7420   338550 SH       DEFINED 01 02               0    45170   293380
POLYMEDICA CORP   S            COM              731738100     1703    47362 SH       DEFINED 01 02               0        0    47362
POLYONE CORPORATION   S        COM              73179P106      277    31500 SH       DEFINED 01 03               0    31500        0
POLYONE CORPORATION   S        COM              73179P106     1249   142260 SH       DEFINED 01 02 14            0   142260        0
POLYONE CORPORATION   S        COM              73179P106    19011  2165352 SH       DEFINED 01 02               0    44070  2121282
POLYUS GOLD CO ZAO-ADR   FSUSD COM              731977997      774    20000 SH       DEFINED 01 02               0        0    20000
POOL CORP   S                  COM              73278L105     4732   108447 SH       DEFINED 01 02               0        0   108447
POPE & TALBOT INC   S          COM              732827100      208    33463 SH       DEFINED 01 02               0        0    33463
PORTEC RAIL PRODUCTS INC   S   COM              736212101      408    29110 SH       DEFINED 01 02               0        0    29110
PORTFOLIO RECOVERY ASSOCIATE   COM              73640Q105     2655    58087 SH       DEFINED 01 02               0     5290    52797
POSCO SPON ADR REP 1/4 ORD LVL COM              693483109     1208    18083 SH       DEFINED 01 10               0        0    18083
POSSIS MEDICAL INC.   S        COM              737407106      310    35215 SH       DEFINED 01 02               0        0    35215
POST PROPERTIES INC   S        COM              737464107     1601    35300 SH       DEFINED 01 02               0        0    35300
POWER INTEGRATIONS INC   S     COM              739276103     2981   170553 SH       DEFINED 01 02               0     7330   163223
POWER-ONE INC   S              COM              739308104      186    28200 SH       DEFINED 01 03               0    28200        0
POWER-ONE INC   S              COM              739308104      859   130470 SH       DEFINED 01 02               0    61080    69390
POWER-ONE INC   S              COM              739308104      843   127750 SH       DEFINED 01 02 14            0   127750        0
POWERWAVE TECHNOLOGIES INC   S COM              739363109      464    50930 SH       DEFINED 01 02               0    18500    32430
POWERWAVE TECHNOLOGIES INC   S COM              739363109      117    12800 SH       DEFINED 01 03               0    12800        0
POWERWAVE TECHNOLOGIES INC   S COM              739363109      546    59740 SH       DEFINED 01 02 14            0    59740        0
PPG INDUSTRIES                 COM              693506107       78     1175 SH       DEFINED 01 03               0        0     1175
PPG INDUSTRIES INC   S         COM              693506107    29126   441306 SH       DEFINED 01 02               0      720   440586
PPG INDUSTRIES INC   S         COM              693506107     2137    32379 SH       DEFINED 01 03               0    32379        0
PPL CORPORATION   S            COM              69351T106     2402    74374 SH       DEFINED 01 03               0    74374        0
PPL CORPORATION   S            COM              69351T106    27547   852825 SH       DEFINED 01 02               0      980   851845
PRAXAIR INC   S                COM              74005P104     3675    68054 SH       DEFINED 01 03               0    68054        0
PRAXAIR INC   S                COM              74005P104    12605   233443 SH       DEFINED 01 02               0        0   233443
PRECISION CASTPARTS            COM              740189105       36      600 SH       DEFINED 01 03               0        0      600
PRECISION CASTPARTS CORP   S   COM              740189105     3702    61960 SH       DEFINED 01 10               0        0    61960
PRECISION CASTPARTS CORP   S   COM              740189105    23227   388704 SH       DEFINED 01 02               0     3300   385404
PRECISION CASTPARTS CORP   S   COM              740189105      239     3995 SH       DEFINED 01 03               0     3995        0
PREFERRED BANK/LOS ANGELES   S COM              740367107      313     5838 SH       DEFINED 01 02               0     5390      448
PREMIUM STANDARD FARMS INC   S COM              74060C105      221    13600 SH       DEFINED 01 03               0    13600        0
PREMIUM STANDARD FARMS INC   S COM              74060C105     2694   165940 SH       DEFINED 01 02               0    20280   145660
PREMIUM STANDARD FARMS INC   S COM              74060C105     1060    65310 SH       DEFINED 01 02 14            0    65310        0
PREPAID LEGAL SERVICES   S     COM              740065107      881    25552 SH       DEFINED 01 02               0        0    25552
PRESIDENTIAL LIFE CO   S       COM              740884101     2272    92475 SH       DEFINED 01 02               0        0    92475
PRESSTEK INC   S               COM              741113104      277    29735 SH       DEFINED 01 02               0        0    29735
PRICELINE.COM   S              COM              741503403     2571    86121 SH       DEFINED 01 02               0     8050    78071
PRIMEDIA INC   S               COM              74157K101      797   435600 SH       DEFINED 01 03               0        0   435600
PRIMEDIA INC   S               COM              74157K101      375   205000 SH       DEFINED 01 02               0        0   205000
PRINCIPAL FINANCIAL GROUP   S  COM              74251V102     3013    54140 SH       DEFINED 01 03               0    54140        0
PRINCIPAL FINANCIAL GROUP   S  COM              74251V102     5140    92366 SH       DEFINED 01 02               0     1783    90583
PRIVATEBANCORP INC   S         COM              742962103     2190    52880 SH       DEFINED 01 02               0        0    52880
PRIVATEBANCORP INC   S         COM              742962103     1969    47552 SH       DEFINED 01 10               0        0    47552
PROASSURANCE CORP.   S         COM              74267C106     2063    42820 SH       DEFINED 01 02 14            0    42820        0
PROASSURANCE CORP.   S         COM              74267C106    13613   282543 SH       DEFINED 01 02               0    13625   268918
PROASSURANCE CORP.   S         COM              74267C106      465     9652 SH       DEFINED 01 03               0     9652        0
PROCTER & GAMBLE               COM              742718109      350     6300 SH       DEFINED 01 03               0        0     6300
PROCTER & GAMBLE CO   S        COM              742718109    27158   488602 SH       DEFINED 01 10               0        0   488602
PROCTER & GAMBLE CO   S        COM              742718109    35663   641412 SH       DEFINED 01 03               0   641412        0
PROCTER & GAMBLE CO   S        COM              742718109   301090  5415258 SH       DEFINED 01 02               0    16055  5399203
PROGENICS PHARMACEUTICALS      COM              743187106      380    15882 SH       DEFINED 01 10               0        0    15882
PROGRESS ENERGY INC   S        COM              743263105     2120    49445 SH       DEFINED 01 03               0    49445        0
PROGRESS ENERGY INC   S        COM              743263105    10553   246138 SH       DEFINED 01 02               0      480   245658
PROGRESS SOFTWARE CORP   S     COM              743312100     2595   110870 SH       DEFINED 01 02               0        0   110870
PROGRESSIVE CORP OH            COM              743315103       53     2050 SH       DEFINED 01 03               0        0     2050
PROGRESSIVE CORP OH   S        COM              743315103     3932   152946 SH       DEFINED 01 03               0   152946        0
PROGRESSIVE CORP OH   S        COM              743315103    31986  1244082 SH       DEFINED 01 02               0        0  1244082
PROLIANCE INTERNATIONAL INC    COM              74340R104      116    25000 SH       DEFINED 01 02               0        0    25000
PROLOGIS                       COM              743410102       99     1900 SH       DEFINED 01 03               0        0     1900
PROLOGIS   S                   COM              743410102     1029    19737 SH       DEFINED 01 10               0        0    19737
PROLOGIS   S                   COM              743410102     2496    47880 SH       DEFINED 01 03               0    47880        0
PROLOGIS   S                   COM              743410102    12324   236459 SH       DEFINED 01 02               0     1615   234844
PROSPECT ENERGY CORP   S       COM              74348T102      538    31678 SH       DEFINED 01 02               0        0    31678
PROSPERITY BANCSHARE INC   S   COM              743606105     6387   194202 SH       DEFINED 01 02               0        0   194202
PROTECTIVE LIFE CORP   S       COM              743674103     1116    23959 SH       DEFINED 01 02               0      460    23499
PROVIDENCE SERVICE CORP   S    COM              743815102     1050    38555 SH       DEFINED 01 02               0        0    38555
PROVIDENT BANK   S             COM              743859100     2457    67507 SH       DEFINED 01 02               0        0    67507
PROVIDENT FINANCIAL HLDGS      COM              743868101       63     2100 SH       DEFINED 01 03               0        0     2100
PROVIDENT FINANCIAL SERVICES   COM              74386T105      210    11700 SH       DEFINED 01 02               0        0    11700
PRUDENTIAL FINANCIAL INC   S   COM              744320102     7472    96165 SH       DEFINED 01 03               0    96165        0
PRUDENTIAL FINANCIAL INC   S   COM              744320102    16252   209134 SH       DEFINED 01 02               0        0   209134
PRUDENTIAL FINANCIAL, INC      COM              744320102      124     1600 SH       DEFINED 01 03               0        0     1600
PRUDENTIAL FINANCIAL, INC      COM              744320102       70      900 SH       DEFINED 01 03               0        0      900
PS BUSINESS PARKS   S          COM              69360J107     1767    29960 SH       DEFINED 01 02 14            0    29960        0
PS BUSINESS PARKS   S          COM              69360J107     5691    96450 SH       DEFINED 01 02               0     9230    87220
PS BUSINESS PARKS   S          COM              69360J107      413     7000 SH       DEFINED 01 03               0     7000        0
PSS WORLD MEDICAL INC   S      COM              69366A100     2048   116018 SH       DEFINED 01 10               0        0   116018
PSS WORLD MEDICAL INC   S      COM              69366A100     5881   333148 SH       DEFINED 01 02               0    19640   313508
PSYCHIATRIC SOLUTIONS INC   S  COM              74439H108     5483   191310 SH       DEFINED 01 02               0    13830   177480
PUBLIC SERVICE ENTERPRISE GP   COM              744573106     3250    49158 SH       DEFINED 01 03               0    49158        0
PUBLIC SERVICE ENTERPRISE GP   COM              744573106    12804   193626 SH       DEFINED 01 02               0      480   193146
PUBLIC SERVICE ENTERPRISE GP   COM              744573106     7801   118200 SH       DEFINED 01 10               0        0   118200
PUBLIC STORAGE INC   S         COM              74460D109     1228    16175 SH       DEFINED 01 03               0    16175        0
PUBLIC STORAGE INC   S         COM              74460D109     9711   127955 SH       DEFINED 01 02               0      190   127765
PULTE HOMES INC   S            COM              745867101     1198    41628 SH       DEFINED 01 03               0    41628        0
PULTE HOMES INC   S            COM              745867101    11546   401118 SH       DEFINED 01 02               0    20860   380258
QLOGIC CORP   S                COM              747277101      147     8522 SH       DEFINED 01 02               0        0     8522
QLOGIC CORP   S                COM              747277101      543    31518 SH       DEFINED 01 03               0    31518        0
QUAKER CHEMICAL CORP   S       COM              747316107      376    20093 SH       DEFINED 01 02               0        0    20093
QUALCOMM INC                   COM              747525103       32      800 SH       DEFINED 01 03               0        0      800
QUALCOMM INC   S               COM              747525103    45239  1129000 SH       DEFINED 01 02               0     4378  1124622
QUALCOMM INC   S               COM              747525103    54513  1360111 SH       DEFINED 01 10               0        0  1360111
QUALCOMM INC   S               COM              747525103    13411   334701 SH       DEFINED 01 03               0   334701        0
QUALITY SYSTEMS INC   S        COM              747582104     1647    44723 SH       DEFINED 01 02               0        0    44723
QUANEX CORP   S                COM              747620102      949    22040 SH       DEFINED 01 02 14            0    22040        0
QUANEX CORP   S                COM              747620102    10109   234717 SH       DEFINED 01 02               0    12050   222667
QUANEX CORP   S                COM              747620102      237     5500 SH       DEFINED 01 03               0     5500        0
QUANTA CAPITAL HOLDINGS LTD    COM              G7313F106     5198  2006900 SH       DEFINED 01 02               0        0  2006900
QUANTA SERVICES INC   S        COM              74762E102     5928   341987 SH       DEFINED 01 02               0    18530   323457
QUANTA SERVICES INC   S        COM              74762E102      191    11000 SH       DEFINED 01 03               0    11000        0
QUANTA SERVICES INC   S        COM              74762E102     1031    59530 SH       DEFINED 01 02 14            0    59530        0
QUEST DIAGNOSTICS   S          COM              74834L100     9744   162618 SH       DEFINED 01 02               0        0   162618
QUEST DIAGNOSTICS   S          COM              74834L100     1903    31760 SH       DEFINED 01 03               0    31760        0
QUEST SOFTWARE INC   S         COM              74834T103     3535   251817 SH       DEFINED 01 02               0        0   251817
QUESTAR CORP                   COM              748356102       72      900 SH       DEFINED 01 03               0        0      900
QUESTAR CORP   S               COM              748356102       47      589 SH       DEFINED 01 02               0      589        0
QUICKSILVER RESOURCES INC   S  COM              74837R104     5218   141750 SH       DEFINED 01 02               0    15000   126750
QUIKSILVER INC   S             COM              74838C106     2901   238208 SH       DEFINED 01 02               0        0   238208
QWEST COMMS INTL 03.500% 11/15 CONV BND         749121BY4    90772 59700000 PRN      DEFINED 01 02               0        0 59700000
QWEST COMMS INTL 03.500% 11/15 CONV BND         749121BY4     1545  1016000 PRN      DEFINED 01 03               0        0  1016000
QWEST COMMUNICATIONS INTL   S  COM              749121109    15959  1975053 SH       DEFINED 01 10               0        0  1975053
QWEST COMMUNICATIONS INTL   S  COM              749121109     2475   305973 SH       DEFINED 01 03               0   305973        0
QWEST COMMUNICATIONS INTL   S  COM              749121109    43917  5428455 SH       DEFINED 01 02               0    53454  5375001
R & G FINANCIAL CORP   S       COM              749136107      454    52861 SH       DEFINED 01 02               0        0    52861
R.H. DONNELLEY CORP   S        COM              74955W307     6034   111587 SH       DEFINED 01 02 10            0        0   111587
R.H. DONNELLEY CORP   S        COM              74955W307    18597   343929 SH       DEFINED 01 02               0        0   343929
R.H. DONNELLEY CORP   S        COM              74955W307    29090   538087 SH       DEFINED 01 10               0        0   538087
RACKABLE SYSTEMS INC   S       COM              750077109     5622   142345 SH       DEFINED 01 02               0     4170   138175
RADIAN GROUP INC   S           COM              750236101     3877    62754 SH       DEFINED 01 02               0     1406    61348
RADIANT SYSTEMS INC   S        COM              75025N102     1217   115160 SH       DEFINED 01 02               0        0   115160
RADIATION THERAPY SERVICES   S COM              750323206     3454   128391 SH       DEFINED 01 02               0     9460   118931
RADIO ONE INC -CL D   S        COM              75040P405     2995   404755 SH       DEFINED 01 02               0        0   404755
RADIOSHACK CORP   S            COM              750438103      370    26447 SH       DEFINED 01 03               0    26447        0
RADIOSHACK CORP   S            COM              750438103     2010   143582 SH       DEFINED 01 02               0        0   143582
RADISYS CORP   S               COM              750459109     2864   130401 SH       DEFINED 01 02               0        0   130401
RADYNE CORP                    COM              750611402       83     7300 SH       DEFINED 01 03               0        0     7300
RAILAMERICA INC   S            COM              750753105      176    16800 SH       DEFINED 01 02               0        0    16800
RAIT INVESTMENT TRUST   S      COM              749227104     1107    37908 SH       DEFINED 01 02               0        0    37908
RALCORP HOLDINGS INC   S       COM              751028101      234     5500 SH       DEFINED 01 03               0     5500        0
RALCORP HOLDINGS INC   S       COM              751028101     3721    87486 SH       DEFINED 01 02               0     7980    79506
RALCORP HOLDINGS INC   S       COM              751028101     1089    25620 SH       DEFINED 01 02 14            0    25620        0
RAMBUS INC   S                 COM              750917106     2012    88186 SH       DEFINED 01 02               0        0    88186
RANDGOLD RESOURCES LTD-ADR   F COM              752344309     4095   195000 SH       DEFINED 01 02               0        0   195000
RANGE RESOURCES CORP   S       COM              75281A109     3306   121608 SH       DEFINED 01 02               0        0   121608
RARE HOSPITALITY INT   S       COM              753820109     3294   114532 SH       DEFINED 01 02               0        0   114532
RAYMOND JAMES FINANCIAL INC    COM              754730109       22      723 SH       DEFINED 01 02               0        0      723
RAYONIER INC   S               COM              754907103    26100   688496 SH       DEFINED 01 02               0        0   688496
RAYTHEON COMPANY   S           COM              755111507     3887    87216 SH       DEFINED 01 03               0    87216        0
RAYTHEON COMPANY   S           COM              755111507     3832    86000 SH       DEFINED 01 10               0        0    86000
RAYTHEON COMPANY   S           COM              755111507     6794   152437 SH       DEFINED 01 02               0        0   152437
RBC INFORMATION SYS - ADR   FS COM              75523Q102      820    31050 SH       DEFINED 01 02               0        0    31050
RC2 CORP   S                   COM              749388104     5736   148375 SH       DEFINED 01 02               0        0   148375
RCN CORP   S                   COM              749361200      135     5400 SH       DEFINED 01 02               0        0     5400
READER'S DIGEST ASSOCIATION    COM              755267101     1573   112697 SH       DEFINED 01 02               0        0   112697
REALNETWORKS INC   S           COM              75605L104     6355   593964 SH       DEFINED 01 02               0    31430   562534
RECKSON   S                    COM              75621K106     2696    65150 SH       DEFINED 01 02               0        0    65150
RED HAT INC   S                COM              756577102       15      630 SH       DEFINED 01 03               0      630        0
RED HAT INC   S                COM              756577102     1755    74988 SH       DEFINED 01 10               0        0    74988
RED HAT INC   S                COM              756577102     6224   266047 SH       DEFINED 01 02               0    26064   239983
RED ROBIN GOURMET BURGERS   S  COM              75689M101     1367    32131 SH       DEFINED 01 02               0        0    32131
REDBACK NETWORKS INC   S       COM              757209507     4797   261628 SH       DEFINED 01 02               0        0   261628
REDDY ICE HOLDINGS INC   S     COM              75734R105     1072    53000 SH       DEFINED 01 10               0        0    53000
REDDY ICE HOLDINGS INC   S     COM              75734R105    14191   697300 SH       DEFINED 01 02               0        0   697300
REDWOOD TRUST INC.   S         COM              758075402     3446    70564 SH       DEFINED 01 02               0        0    70564
REGAL BELOIT   S               COM              758750103      291     6600 SH       DEFINED 01 03               0     6600        0
REGAL BELOIT   S               COM              758750103     1335    30220 SH       DEFINED 01 02 14            0    30220        0
REGAL BELOIT   S               COM              758750103    19454   440593 SH       DEFINED 01 02               0    14310   426283
REGAL ENTERTAINMENT.   S       COM              758766109    20392  1003555 SH       DEFINED 01 02               0     7590   995965
REGENCY CENTERS CORP   S       COM              758849103     3009    48410 SH       DEFINED 01 02               0      370    48040
REGENERON PHARMACEUT   S       COM              75886F107     4326   337528 SH       DEFINED 01 02               0    28070   309458
REGENERON PHARMACEUT   S       COM              75886F107      150    11700 SH       DEFINED 01 03               0    11700        0
REGENERON PHARMACEUT   S       COM              75886F107      676    52760 SH       DEFINED 01 02 14            0    52760        0
REGIONS FINANCIAL CORP   S     COM              7591EP100     3393   102432 SH       DEFINED 01 02               0        0   102432
REGIONS FINANCIAL CORP   S     COM              7591EP100     2953    89151 SH       DEFINED 01 03               0    89151        0
REGIS CORP MINN   S            COM              758932107     4355   122310 SH       DEFINED 01 02               0        0   122310
REHABCARE GROUP INC   S        COM              759148109     3023   173913 SH       DEFINED 01 02               0        0   173913
REINSURANCE GROUP OF AMERICA   COM              759351109     1579    32133 SH       DEFINED 01 02               0        0    32133
RELIANCE STEEL & ALUMINUM   S  COM              759509102     7993    96353 SH       DEFINED 01 02               0     5130    91223
RELIANCE STEEL & ALUMINUM   S  COM              759509102      108     1300 SH       DEFINED 01 03               0     1300        0
RELIANCE STEEL & ALUMINUM   S  COM              759509102      590     7100 SH       DEFINED 01 02 14            0     7100        0
RELIANT ENERGY INC   S         COM              75952B105    18898  1577470 SH       DEFINED 01 02               0     2587  1574883
REMINGTON OIL & GAS CORP   S   COM              759594302     2132    48488 SH       DEFINED 01 02               0        0    48488
RENAISSANCE RE HLDGS   FSUSD   COM              G7496G103      237     4900 SH       DEFINED 01 03               0     4900        0
RENAISSANCE RE HLDGS   FSUSD   COM              G7496G103    19203   396729 SH       DEFINED 01 10               0        0   396729
RENAISSANCE RE HLDGS   FSUSD   COM              G7496G103    50185  1035594 SH       DEFINED 01 02               0        0  1035594
RENOVIS INC   S                COM              759885106      340    22185 SH       DEFINED 01 02               0        0    22185
RENT-A-CENTER INC   S          COM              76009N100      154     6200 SH       DEFINED 01 03               0     6200        0
RENT-A-CENTER INC   S          COM              76009N100     1592    63997 SH       DEFINED 01 02               0    21980    42017
RENT-A-CENTER INC   S          COM              76009N100     1742    70090 SH       DEFINED 01 02 14            0    70090        0
RENT-WAY INC   S               COM              76009U104     3004   407000 SH       DEFINED 01 02               0        0   407000
REPSOL YPF SA.   FSUSD         COM              76026T205    33164  1181900 SH       DEFINED 01 02               0        0  1181900
REPUBLIC AIRWAYS HOLDINGS IN   COM              760276105      393    23100 SH       DEFINED 01 02               0        0    23100
REPUBLIC BANCORP INC-CL A   S  COM              760281204     1688    81960 SH       DEFINED 01 02               0        0    81960
REPUBLIC BANCORP.   S          COM              760282103     5186   418440 SH       DEFINED 01 02               0        0   418440
REPUBLIC COMPANIES GROUP INC   COM              760349100     1043    58930 SH       DEFINED 01 02 14            0    58930        0
REPUBLIC COMPANIES GROUP INC   COM              760349100      890    50210 SH       DEFINED 01 02               0    18300    31910
REPUBLIC COMPANIES GROUP INC   COM              760349100      232    13100 SH       DEFINED 01 03               0    13100        0
REPUBLIC SRVS CL-A   S         COM              760759100     8819   218613 SH       DEFINED 01 02               0        0   218613
RESEARCH IN MOTION   FSUSD     COM              760975102     1417    20310 SH       DEFINED 01 02               0        0    20310
RESEARCH IN MOTION   FSUSD     COM              760975102       46      655 SH       DEFINED 01 03               0      655        0
RESMED INC   S                 COM              761152107     4368    93176 SH       DEFINED 01 10               0        0    93176
RESMED INC   S                 COM              761152107    26881   572545 SH       DEFINED 01 02               0     5688   566857
RESMED INC   S                 COM              761152107      609    12977 SH       DEFINED 01 03               0    12977        0
RESOURCES CONNECTION.   S      COM              76122Q105      906    36216 SH       DEFINED 01 02               0     4324    31892
RESOURCES CONNECTION.   S      COM              76122Q105      605    24184 SH       DEFINED 01 03               0    24184        0
RESPIRONICS INC   S            COM              761230101     5094   148862 SH       DEFINED 01 02               0        0   148862
REVLON INC   S                 COM              761525500      354   280800 SH       DEFINED 01 02               0        0   280800
REWARDS NETWORK INC   S        COM              761557107      404    49421 SH       DEFINED 01 02               0        0    49421
REYNOLDS & REYNOLDS            COM              761695105       37     1200 SH       DEFINED 01 03               0        0     1200
REYNOLDS & REYNOLDS   S        COM              761695105    11447   373206 SH       DEFINED 01 02               0    16847   356359
REYNOLDS AMERICAN INC          COM              761713106       69      600 SH       DEFINED 01 03               0        0      600
REYNOLDS AMERICAN INC   S      COM              761713106    11376    98750 SH       DEFINED 01 10               0        0    98750
REYNOLDS AMERICAN INC   S      COM              761713106    48021   416484 SH       DEFINED 01 02               0      260   416224
REYNOLDS AMERICAN INC   S      COM              761713106     1932    16755 SH       DEFINED 01 03               0    16755        0
RF MICRO DEVICES INC   S       COM              749941100      634   106170 SH       DEFINED 01 02 14            0   106170        0
RF MICRO DEVICES INC   S       COM              749941100      163    27300 SH       DEFINED 01 03               0    27300        0
RF MICRO DEVICES INC   S       COM              749941100     1133   189790 SH       DEFINED 01 02               0    33140   156650
RIGHTNOW TECHNOLOGIES INC      COM              76657R106     1718   103000 SH       DEFINED 01 10               0        0   103000
RIMAGE CORP   S                COM              766721104      252    12327 SH       DEFINED 01 02               0        0    12327
RIO TINTO PLC ADR   FSUSD      COM              767204100    14399    68660 SH       DEFINED 01 02               0        0    68660
RITCHIE BROS. AUCTIONEERS   FS COM              767744105     7416   139465 SH       DEFINED 01 02               0     1920   137545
RLI CORP   S                   COM              749607107      409     8488 SH       DEFINED 01 03               0     8488        0
RLI CORP   S                   COM              749607107     7065   146623 SH       DEFINED 01 02               0    12408   134215
RLI CORP   S                   COM              749607107     1922    39930 SH       DEFINED 01 02 14            0    39930        0
ROBBINS & MYERS INC   S        COM              770196103      757    28960 SH       DEFINED 01 02 14            0    28960        0
ROBBINS & MYERS INC   S        COM              770196103      165     6300 SH       DEFINED 01 03               0     6300        0
ROBBINS & MYERS INC   S        COM              770196103     1271    48584 SH       DEFINED 01 02               0     8940    39644
ROBERT HALF INTL INC   S       COM              770323103     4234   100819 SH       DEFINED 01 03               0   100819        0
ROBERT HALF INTL INC   S       COM              770323103    80180  1909042 SH       DEFINED 01 02               0    29691  1879351
ROCK TENN CO   S               COM              772739207      201    12600 SH       DEFINED 01 03               0    12600        0
ROCK TENN CO   S               COM              772739207      971    60920 SH       DEFINED 01 02 14            0    60920        0
ROCK TENN CO   S               COM              772739207     3965   248557 SH       DEFINED 01 02               0    18860   229697
ROCKWELL AUTOMATION INC   S    COM              773903109     3182    44189 SH       DEFINED 01 03               0    44189        0
ROCKWELL AUTOMATION INC   S    COM              773903109   103460  1436734 SH       DEFINED 01 02               0     4882  1431852
ROCKWELL AUTOMATION INC   S    COM              773903109     1884    26176 SH       DEFINED 01 10               0        0    26176
ROCKWELL COLLINS INC.   S      COM              774341101     2382    42631 SH       DEFINED 01 03               0    42631        0
ROCKWELL COLLINS INC.   S      COM              774341101    15712   281216 SH       DEFINED 01 02               0     4336   276880
ROCKWOOD HOLDINGS INC          COM              774415103    13260   577299 SH       DEFINED 01 10               0        0   577299
ROFIN-SINAR TECHNOLOGIES INC   COM              775043102     2044    35540 SH       DEFINED 01 02 14            0    35540        0
ROFIN-SINAR TECHNOLOGIES INC   COM              775043102     6204   107934 SH       DEFINED 01 02               0    13960    93974
ROFIN-SINAR TECHNOLOGIES INC   COM              775043102      385     6700 SH       DEFINED 01 03               0     6700        0
ROGERS COMMUNICATION   FSUSD   COM              775109200     3212    79500 SH       DEFINED 01 02               0        0    79500
ROGERS CORP   S                COM              775133101     2499    44348 SH       DEFINED 01 02               0        0    44348
ROHM & HAAS CO   S             COM              775371107     1424    28410 SH       DEFINED 01 03               0    28410        0
ROHM & HAAS CO   S             COM              775371107     2918    58211 SH       DEFINED 01 02               0      840    57371
ROLLINS INC   S                COM              775711104     1021    52000 SH       DEFINED 01 02               0        0    52000
ROPER IND NEW   S              COM              776696106     3873    82868 SH       DEFINED 01 10               0        0    82868
ROPER IND NEW   S              COM              776696106     7056   150943 SH       DEFINED 01 02               0        0   150943
ROSETTA RESOURCES INC   S      COM              777779307      583    35150 SH       DEFINED 01 02               0        0    35150
ROSETTA RESOURCES INC   S      COM              777779307      145     8700 SH       DEFINED 01 03               0        0     8700
ROSETTA RESOURCES INC   S      COM              777779307      683    41130 SH       DEFINED 01 02 14            0        0    41130
ROSS STORES INC   S            COM              778296103       14      498 SH       DEFINED 01 03               0      498        0
ROWAN COMPANIES INC   S        COM              779382100      767    21549 SH       DEFINED 01 03               0    21549        0
ROWAN COMPANIES INC   S        COM              779382100      224     6294 SH       DEFINED 01 02               0      660     5634
ROWAN COS                      COM              779382100       46     1305 SH       DEFINED 01 03               0        0     1305
ROWAN COS                      COM              779382100      153     4300 SH       DEFINED 01 03               0        0     4300
ROYAL CARIBBEAN   FSUSD        COM              V7780T103    97228  2541930 SH       DEFINED 01 02               0     8916  2533014
ROYAL CARIBBEAN   FSUSD        COM              V7780T103      642    16785 SH       DEFINED 01 03               0    16785        0
ROYAL CARIBBEAN COM USD0.01    COM              000886286     4046   105800 SH       DEFINED 01 10               0        0   105800
ROYAL DUTCH SHELL A   FSUSD    COM              780259206    45983   686521 SH       DEFINED 01 02               0        0   686521
ROYAL GROUP TECHNOLOGIES LTD   COM              779915107    25745  2286400 SH       DEFINED 01 02               0        0  2286400
RPC INC   S                    COM              749660106      158     6500 SH       DEFINED 01 03               0     6500        0
RPC INC   S                    COM              749660106     3639   149841 SH       DEFINED 01 02               0    19480   130361
RPC INC   S                    COM              749660106      925    38100 SH       DEFINED 01 02 14            0    38100        0
RPM INTERNATIONAL INC   S      COM              749685103    11146   619229 SH       DEFINED 01 02               0        0   619229
RR DONNELLEY & SONS CO   S     COM              257867101    53983  1689586 SH       DEFINED 01 02               0        0  1689586
RR DONNELLEY & SONS CO   S     COM              257867101     1350    42238 SH       DEFINED 01 03               0    42238        0
RSA SECURITY INC   S           COM              749719100     1076    39563 SH       DEFINED 01 02               0        0    39563
RTI INTL METALS   S            COM              74973W107     4169    74665 SH       DEFINED 01 02               0     2180    72485
RTI INTL METALS   S            COM              74973W107      399     7130 SH       DEFINED 01 02 14            0     7130        0
RTI INTL METALS   S            COM              74973W107       84     1500 SH       DEFINED 01 03               0     1500        0
RUBY TUESDAY INC   S           COM              781182100     3462   141807 SH       DEFINED 01 02               0     8440   133367
RUDDICK CORP   S               COM              781258108     2212    90298 SH       DEFINED 01 02               0        0    90298
RUDOLPH TECHNOLOGIES INC   S   COM              781270103     1206    83165 SH       DEFINED 01 02               0        0    83165
RURAL CELLULAR - RCCC          COM              781904107      256    23392 SH       DEFINED 01 02               0    23392        0
RUSH ENTERPRISES INC-CL A   S  COM              781846209     1030    56693 SH       DEFINED 01 02               0        0    56693
RUSS BERRIE & CO INC   S       COM              782233100      298    24326 SH       DEFINED 01 02               0        0    24326
RUSSELL CORP   S               COM              782352108     1763    97149 SH       DEFINED 01 02               0        0    97149
RUSSELL CORP   S               COM              782352108    16708   927718 SH       DEFINED 01 10               0        0   927718
RYANAIR HOLDINGS PLC-SP ADR    COM              783513104     1028    19521 SH       DEFINED 01 11               0        0    19521
RYAN'S RESTAURANT GROUP INC    COM              783520109     1666   139987 SH       DEFINED 01 02               0        0   139987
RYDER SYSTEM                   COM              783549108       70     1200 SH       DEFINED 01 03               0        0     1200
RYDER SYSTEM INC   S           COM              783549108     3190    54581 SH       DEFINED 01 02               0        0    54581
RYDER SYSTEM INC   S           COM              783549108      697    11925 SH       DEFINED 01 03               0    11925        0
RYERSON INC   S                COM              78375P107     2237    82806 SH       DEFINED 01 02               0        0    82806
RYLAND GROUP                   COM              783764103       30      700 SH       DEFINED 01 03               0        0      700
RYLAND GROUP INC   S           COM              783764103     2668    61249 SH       DEFINED 01 02               0     4780    56469
S&P 500 DEC 06  125  12/16/200 OPT              SPYXUCO06     5664    17700 SH  PUT  DEFINED 01 02               0        0    17700
S&P 500 DEC 06 123  12/16/2006 OPT              SPYXSCO06    12349    46600 SH  PUT  DEFINED 01 02               0        0    46600
SABA SOFTWARE INC   S          COM              784932600      360    65976 SH       DEFINED 01 02               0        0    65976
SABRE HOLDINGS CORP   S        COM              785905100      571    25943 SH       DEFINED 01 03               0    25943        0
SABRE HOLDINGS CORP   S        COM              785905100     2636   120000 SH       DEFINED 01 10               0        0   120000
SABRE HOLDINGS CORP   S        COM              785905100     1945    88427 SH       DEFINED 01 02               0      890    87537
SAFECO CORP                    COM              786429100       73     1300 SH       DEFINED 01 03               0        0     1300
SAFECO CORP   S                COM              786429100    49897   885485 SH       DEFINED 01 02               0      800   884685
SAFECO CORP   S                COM              786429100     1313    23302 SH       DEFINED 01 03               0    23302        0
SAFETY INSURANCE GROUP INC   S COM              78648T100     1927    40510 SH       DEFINED 01 02 14            0    40510        0
SAFETY INSURANCE GROUP INC   S COM              78648T100      421     8850 SH       DEFINED 01 03               0     8850        0
SAFETY INSURANCE GROUP INC   S COM              78648T100     7759   163160 SH       DEFINED 01 02               0    12680   150480
SAFEWAY INC                    COM              786514208      224     8600 SH       DEFINED 01 03               0        0     8600
SAFEWAY INC   S                COM              786514208   159726  6143234 SH       DEFINED 01 02               0    23642  6119592
SAFEWAY INC   S                COM              786514208     2288    87983 SH       DEFINED 01 03               0    87983        0
SAFEWAY INC   S                COM              786514208    14885   572514 SH       DEFINED 01 10               0        0   572514
SAGA COMMUNICATIONS            COM              786598102      109    12000 SH       DEFINED 01 03               0        0    12000
SAGA COMMUNICATIONS   S        COM              786598102     1323   146000 SH       DEFINED 01 02               0        0   146000
SALEM COMM..   S               COM              794093104      312    24000 SH       DEFINED 01 02               0        0    24000
SALESFORCE.COM INC   S         COM              79466L302     8069   302779 SH       DEFINED 01 10               0        0   302779
SALESFORCE.COM INC   S         COM              79466L302     2475    92834 SH       DEFINED 01 02               0    10214    82620
SAMSUNG ELECTR  GDR   FSUSD 14 COM              796050888      389     1236 SH       DEFINED 01 02 10            0        0     1236
SAN DIEGO G & E 07.050% 01/15/ PRF              797440831      949    38675 SH       DEFINED 01 04               0        0    38675
SANDERSON FARMS INC   S        COM              800013104      817    29180 SH       DEFINED 01 02               0        0    29180
SANDISK CORP   S               COM              80004C101    24037   471523 SH       DEFINED 01 02               0    24340   447183
SANDISK CORP   S               COM              80004C101     3357    65850 SH       DEFINED 01 03               0    65850        0
SANDY SPRINGS & SVNG   S       COM              800363103     1298    36020 SH       DEFINED 01 02 14            0    36020        0
SANDY SPRINGS & SVNG   S       COM              800363103      299     8300 SH       DEFINED 01 03               0     8300        0
SANDY SPRINGS & SVNG   S       COM              800363103     1104    30620 SH       DEFINED 01 02               0    11170    19450
SANMINA-SCI CORP.   S          COM              800907107      125    27226 SH       DEFINED 01 02               0        0    27226
SANMINA-SCI CORP.   S          COM              800907107      479   104154 SH       DEFINED 01 03               0   104154        0
SANMINA-SCI CORPORATION        COM              800907107       96    20800 SH       DEFINED 01 03               0        0    20800
SANMINA-SCI CORPORATION        COM              800907107       41     9000 SH       DEFINED 01 03               0        0     9000
SANOFI-AVENTIS-ADR   FSUSD     COM              80105N105     1963    40310 SH       DEFINED 01 02               0        0    40310
SAP AG ADR   FSUSD             COM              803054204     2516    47910 SH       DEFINED 01 02               0        0    47910
SAPIENT CORPORATION   S        COM              803062108     1418   267500 SH       DEFINED 01 02               0        0   267500
SARA LEE CORP   S              COM              803111103    15249   951779 SH       DEFINED 01 02               0    36698   915081
SARA LEE CORP   S              COM              803111103     2380   148583 SH       DEFINED 01 03               0   148583        0
SASOL LTD-SPONSORED ADR   FSUS COM              803866300      966    25000 SH       DEFINED 01 02               0        0    25000
SATYAM COMPUTER SERVICES-ADR   COM              804098101     3872   116812 SH       DEFINED 01 02               0        0   116812
SAUL CENTERS INC   S           COM              804395101       77     1887 SH       DEFINED 01 02               0        0     1887
SAVIENT PHARMACEUTICALS INC    COM              80517Q100      665   126667 SH       DEFINED 01 02               0        0   126667
SAVVIS INC   S                 COM              805423308      184     6210 SH       DEFINED 01 02               0     6210        0
SAXON CAPITAL INC   S          COM              80556T106      827    72248 SH       DEFINED 01 02               0        0    72248
SBA COMMUNICATIONS   S         COM              78388J106    11892   454907 SH       DEFINED 01 02               0    10380   444527
SBERBANK RF-$ US   FSUSD       COM              805650991     6894     4043 SH       DEFINED 01 02 10            0      247     3796
SCANSOURCE INC   S             COM              806037107     1541    52560 SH       DEFINED 01 02               0        0    52560
SCHAWK INC   S                 COM              806373106     3346   191173 SH       DEFINED 01 02               0        0   191173
SCHERING-PLOUGH                COM              806605101       42     2200 SH       DEFINED 01 03               0        0     2200
SCHERING-PLOUGH CORP   S       COM              806605101     5509   289497 SH       DEFINED 01 03               0   289497        0
SCHERING-PLOUGH CORP   S       COM              806605101     3364   176874 SH       DEFINED 01 10               0        0   176874
SCHERING-PLOUGH CORP   S       COM              806605101   104412  5486669 SH       DEFINED 01 02               0    73198  5413471
SCHERING-PLOUGH CORP 06.000% 0 CONV PRF         806605606    23038   458200 SH       DEFINED 01 02               0        0   458200
SCHIFF NUTRITION INT INC   S   COM              806693107      735   110000 SH       DEFINED 01 02               0        0   110000
SCHLUMBERGER LTD   FSUSD       COM              806857108   287796  4420143 SH       DEFINED 01 02               0    48737  4371406
SCHLUMBERGER LTD   FSUSD       COM              806857108    16607   255061 SH       DEFINED 01 03               0   255061        0
SCHLUMBERGER LTD   FSUSD       COM              806857108      501     7700 SH       DEFINED 01 10               0        0     7700
SCHOOL SPECIALTY INC   S       COM              807863105     2259    70938 SH       DEFINED 01 02               0        0    70938
SCHULMAN (A.) INC   S          COM              808194104     2139    93455 SH       DEFINED 01 02               0        0    93455
SCHWAB (CHARLES) CORP   S      COM              808513105    11173   699233 SH       DEFINED 01 02               0   123562   575671
SCHWAB (CHARLES) CORP   S      COM              808513105     3223   201675 SH       DEFINED 01 03               0   201675        0
SCHWAB (CHARLES) CORP   S      COM              808513105    35626  2237882 SH       DEFINED 01 10               0        0  2237882
SCHWEITZER MAUDUIT   S         COM              808541106     1136    52510 SH       DEFINED 01 02               0        0    52510
SCIELE PHARMA INC   S          COM              808627103     4485   193446 SH       DEFINED 01 02               0    10980   182466
SCIENTIFIC GAMES..   S         COM              80874P109     5129   143990 SH       DEFINED 01 02               0        0   143990
SCOTTS MIRACLE-GRO CO-CL A     COM              810186106       68     1600 SH       DEFINED 01 03               0        0     1600
SCPIE HOLDINGS INC   S         COM              78402P104      479    20590 SH       DEFINED 01 02               0        0    20590
SCRIPPS CO (E.W) CLA   S       COM              811054204      717    16620 SH       DEFINED 01 03               0        0    16620
SCRIPPS CO (E.W) CLA   S       COM              811054204     4955   114845 SH       DEFINED 01 02               0        0   114845
SCS TRANSPORTATION INC   S     COM              81111T102     2277    82700 SH       DEFINED 01 02               0        0    82700
SEA CONTAINERS LTD-CL A   FSUS COM              811371707     1744   367000 SH       DEFINED 01 02               0        0   367000
SEABOARD CORP   S              COM              811543107     1178      920 SH       DEFINED 01 02               0        0      920
SEABRIGHT INSURANCE HOLDINGS   COM              811656107     1029    63900 SH       DEFINED 01 02 14            0    63900        0
SEABRIGHT INSURANCE HOLDINGS   COM              811656107      242    15000 SH       DEFINED 01 03               0    15000        0
SEABRIGHT INSURANCE HOLDINGS   COM              811656107      880    54610 SH       DEFINED 01 02               0    19760    34850
SEACOR HOLDINGS INC   S        COM              811904101      131     1600 SH       DEFINED 01 03               0     1600        0
SEACOR HOLDINGS INC   S        COM              811904101      687     8350 SH       DEFINED 01 02 14            0     8350        0
SEACOR HOLDINGS INC   S        COM              811904101     5581    67990 SH       DEFINED 01 02               0     2780    65210
SEAGATE TECHNOLOGY HLDS   FSUS COM              G7945J104     2142    94584 SH       DEFINED 01 02               0        0    94584
SEALED AIR CORP   S            COM              81211K100      830    15946 SH       DEFINED 01 03               0    15946        0
SEALED AIR CORP   S            COM              81211K100    25795   495303 SH       DEFINED 01 02               0        0   495303
SEARS HOLDINGS CORP   S        COM              812350106     3614    23338 SH       DEFINED 01 03               0    19532     3806
SEARS HOLDINGS CORP   S        COM              812350106     4224    27275 SH       DEFINED 01 02               0        0    27275
SEARS HOLDINGS CORP   S        COM              812350106        1        6 SH       DEFINED 03                  0        0        6
SEARS HOLDINGS CORP   S        COM              812350106     9284    59903 SH       DEFINED 01 10               0        0    59903
SECURE COMPUTING CORP   S      COM              813705100     1262   146755 SH       DEFINED 01 02               0        0   146755
SEI INVESTMENTS COMPANY   S    COM              784117103     1869    38228 SH       DEFINED 01 02               0        0    38228
SEITEL INC   S                 COM              816074405      443   124463 SH       DEFINED 01 02               0        0   124463
SELECT COMFORT CORPORATION   S COM              81616X103     9870   429708 SH       DEFINED 01 02               0        0   429708
SELECTIVE INSURANCE GROUP   S  COM              816300107     2980    53340 SH       DEFINED 01 02 14            0    53340        0
SELECTIVE INSURANCE GROUP   S  COM              816300107    16897   302428 SH       DEFINED 01 02               0    16630   285798
SELECTIVE INSURANCE GROUP   S  COM              816300107      654    11700 SH       DEFINED 01 03               0    11700        0
SEMPRA ENERGY   S              COM              816851109     2303    50642 SH       DEFINED 01 03               0    50642        0
SEMPRA ENERGY   S              COM              816851109     7605   167176 SH       DEFINED 01 02               0     5649   161527
SEMTECH CORP   S               COM              816850101     2027   140247 SH       DEFINED 01 02               0    12000   128247
SENIOR HOUSING PROP TRUST   S  COM              81721M109     2308   128900 SH       DEFINED 01 02               0        0   128900
SENSIENT TECHNOLOGIES CORP   S COM              81725T100      163     7800 SH       DEFINED 01 03               0     7800        0
SENSIENT TECHNOLOGIES CORP   S COM              81725T100     9643   461058 SH       DEFINED 01 02               0    11360   449698
SENSIENT TECHNOLOGIES CORP   S COM              81725T100      763    36530 SH       DEFINED 01 02 14            0    36530        0
SEPRACOR INC   S               COM              817315104       21      370 SH       DEFINED 01 03               0      370        0
SEPRACOR INC   S               COM              817315104       96     1667 SH       DEFINED 01 02               0     1234      433
SEQUA CORP-CL A   S            COM              817320104      897    11000 SH       DEFINED 01 02               0        0    11000
SEQUA CORP-CL B   S            COM              817320203     2126    26000 SH       DEFINED 01 02               0        0    26000
SEROLOGICALS CORPORATION   S   COM              817523103      189     6000 SH       DEFINED 01 02               0        0     6000
SFBC INTERNATIONAL INC   S     COM              784121105      564    37185 SH       DEFINED 01 02               0        0    37185
SHAW GROUP INC   S             COM              820280105     5022   180680 SH       DEFINED 01 02               0        0   180680
SHERWIN-WILLIAMS CO/THE   S    COM              824348106     2105    44308 SH       DEFINED 01 02               0        0    44308
SHERWIN-WILLIAMS CO/THE   S    COM              824348106     1034    21779 SH       DEFINED 01 03               0    21779        0
SHILOH INDUSTRIES INC   S      COM              824543102       77     5123 SH       DEFINED 01 02               0        0     5123
SHINHAN FINANCIAL GRP-ADR   FS COM              824596100      866     9192 SH       DEFINED 01 10               0        0     9192
SHINHAN FINANCIAL GRP-ADR   FS COM              824596100     3320    35136 SH       DEFINED 01 02 10            0        0    35136
SHIP FINANCE INTL LTD   FSUSD  COM              G81075106     2437   140798 SH       DEFINED 01 02               0        0   140798
SHIRE PLC - ADR   FSUSD        COM              82481R106     3116    70440 SH       DEFINED 01 02               0        0    70440
SHOE CARNIVAL INC   S          COM              824889109      987    41350 SH       DEFINED 01 02               0    19190    22160
SHOE CARNIVAL INC   S          COM              824889109      220     9200 SH       DEFINED 01 03               0     9200        0
SHOE CARNIVAL INC   S          COM              824889109      998    41790 SH       DEFINED 01 02 14            0    41790        0
SHUFFLE MASTER INC   S         COM              825549108    33740  1032107 SH       DEFINED 01 10               0        0  1032107
SHUFFLE MASTER INC   S         COM              825549108     2873    87623 SH       DEFINED 01 02               0     6820    80803
SHURGARD STORAGE CTR   S       COM              82567D104     6054    96862 SH       DEFINED 01 02               0        0    96862
SI INTERNATIONAL INC   S       COM              78427V102     1984    64700 SH       DEFINED 01 02               0     5700    59000
SIERRA HEALTH SERVICES INC   S COM              826322109     2043    45434 SH       DEFINED 01 10               0        0    45434
SIERRA HEALTH SERVICES INC   S COM              826322109     7480   166108 SH       DEFINED 01 02               0        0   166108
SIERRA PACIFIC RESOURCES   S   COM              826428104      157    11200 SH       DEFINED 01 03               0    11200        0
SIERRA PACIFIC RESOURCES   S   COM              826428104     1021    72860 SH       DEFINED 01 02 14            0    72860        0
SIERRA PACIFIC RESOURCES   S   COM              826428104     6488   463400 SH       DEFINED 01 02               0    23490   439910
SIERRA WIRELESS INC   FSUSD    COM              826516106      678    37608 SH       DEFINED 01 02               0        0    37608
SIGMA-ALDRICH   S              COM              826552101     3290    45295 SH       DEFINED 01 03               0    45295        0
SIGMA-ALDRICH   S              COM              826552101    69539   957306 SH       DEFINED 01 02               0    14653   942653
SILGAN HOLDINGS INC   S        COM              827048109      220     5950 SH       DEFINED 01 03               0     5950        0
SILGAN HOLDINGS INC   S        COM              827048109      899    24280 SH       DEFINED 01 02 14            0    24280        0
SILGAN HOLDINGS INC   S        COM              827048109     3582    96809 SH       DEFINED 01 02               0    14770    82039
SILICON IMAGE INC   S          COM              82705T102     2461   228270 SH       DEFINED 01 02               0    15170   213100
SILICON LABORATORIES INC   S   COM              826919102    15108   429860 SH       DEFINED 01 02               0     5190   424670
SIMON PPTY GROUP INC NEW       COM              828806109       33      400 SH       DEFINED 01 03               0        0      400
SIMON PROPERTY GROUP INC   S   COM              828806109     1922    23178 SH       DEFINED 01 10               0        0    23178
SIMON PROPERTY GROUP INC   S   COM              828806109     2972    35835 SH       DEFINED 01 03               0    35835        0
SIMON PROPERTY GROUP INC   S   COM              828806109    11988   144535 SH       DEFINED 01 02               0        0   144535
SIMPSON MANUFACTURING CO INC   COM              829073105     3029    84002 SH       DEFINED 01 02               0        0    84002
SINCLAIR BROADCASTIN   S       COM              829226109     2744   320571 SH       DEFINED 01 02               0    17800   302771
SIRENZA MICRODEVICES INC   S   COM              82966T106      678    55838 SH       DEFINED 01 02               0        0    55838
SIRF TECHNOLOGY HOLDINGS INC   COM              82967H101      526    16325 SH       DEFINED 01 03               0    16325        0
SIRF TECHNOLOGY HOLDINGS INC   COM              82967H101     2377    73844 SH       DEFINED 01 10               0        0    73844
SIRF TECHNOLOGY HOLDINGS INC   COM              82967H101     2968    92131 SH       DEFINED 01 02               0     2982    89149
SIRIUS SATELLITE RADIO INC   S COM              82966U103       25     5312 SH       DEFINED 01 03               0     5312        0
SIX FLAGS INC   S              COM              83001P109      373    66350 SH       DEFINED 01 02               0        0    66350
SJW CORP.   S                  COM              784305104     3907   153480 SH       DEFINED 01 02               0        0   153480
SK TELECOM CO LTD-ADR   FSUSD  COM              78440P108     6842   292150 SH       DEFINED 01 02               0        0   292150
SK TELECOM CO LTD-ADR   FSUSD  COM              78440P108     9296   397292 SH       DEFINED 01 10               0        0   397292
SKECHERS USA   S               COM              830566105     5794   240289 SH       DEFINED 01 02               0     7990   232299
SKECHERS USA   S               COM              830566105      618    25630 SH       DEFINED 01 02 14            0    25630        0
SKECHERS USA   S               COM              830566105      137     5700 SH       DEFINED 01 03               0     5700        0
SKILLSOFT PLC   FSUSD          COM              830928107      503    82270 SH       DEFINED 01 02               0        0    82270
SKYLINE CORP   S               COM              830830105     2778    64928 SH       DEFINED 01 02               0        0    64928
SKYWEST INC   S                COM              830879102     7244   292115 SH       DEFINED 01 02               0    14920   277195
SKYWEST INC   S                COM              830879102      164     6600 SH       DEFINED 01 03               0     6600        0
SKYWEST INC   S                COM              830879102      784    31660 SH       DEFINED 01 02 14            0    31660        0
SKYWORKS SOLUTIONS INC   S     COM              83088M102     1810   328548 SH       DEFINED 01 02               0        0   328548
SL GREEN REALTY CORP   S       COM              78440X101     3161    28873 SH       DEFINED 01 02               0      150    28723
SL INDS INC   S                COM              784413106      129     8000 SH       DEFINED 01 02               0        0     8000
SLM CORP   S                   COM              78442P106    15508   293040 SH       DEFINED 01 02               0        0   293040
SLM CORP   S                   COM              78442P106    23993   453475 SH       DEFINED 01 10               0        0   453475
SLM CORP   S                   COM              78442P106     4250    80310 SH       DEFINED 01 03               0    80310        0
SMART MODULAR TECHNOLOGIES   F COM              G82245104     1537   175000 SH       DEFINED 01 02               0        0   175000
SMITH (A.O.) CORP   S          COM              831865209     2747    59248 SH       DEFINED 01 02               0        0    59248
SMITH INTERNATIONAL INC   S    COM              832110100    17825   400836 SH       DEFINED 01 02               0        0   400836
SMITHFIELD FOODS INC   S       COM              832248108       73     2515 SH       DEFINED 01 02               0        0     2515
SMUCKER (JM) CO WI   S         COM              832696405      447    10000 SH       DEFINED 01 02               0        0    10000
SNAP-ON INC   S                COM              833034101     2057    50913 SH       DEFINED 01 10               0        0    50913
SNAP-ON INC   S                COM              833034101      459    11356 SH       DEFINED 01 03               0    11356        0
SNAP-ON INC   S                COM              833034101      940    23230 SH       DEFINED 01 02               0        0    23230
SOCIEDAD QUIMICA   FSUSD       COM              833635105      896     8600 SH       DEFINED 01 02               0        0     8600
SOHU.COM INC   S               COM              83408W103      344    13340 SH       DEFINED 01 02               0        0    13340
SOLECTRON CORP   S             COM              834182107    12658  3701061 SH       DEFINED 01 02               0        0  3701061
SOLECTRON CORP   S             COM              834182107      611   178738 SH       DEFINED 01 03               0   178738        0
SOLECTRON CORP COM             COM              834182107       75    22000 SH       DEFINED 01 03               0        0    22000
SOMANETICS CORP   S            COM              834445405      728    38134 SH       DEFINED 01 02               0        0    38134
SONIC AUTOMOTIVE INC   S       COM              83545G102     7331   330576 SH       DEFINED 01 02               0    11330   319246
SONIC AUTOMOTIVE INC   S       COM              83545G102      819    36940 SH       DEFINED 01 02 14            0    36940        0
SONIC AUTOMOTIVE INC   S       COM              83545G102      186     8400 SH       DEFINED 01 03               0     8400        0
SONIC CORP   S                 COM              835451105     1261    60643 SH       DEFINED 01 03               0    60643        0
SONIC CORP   S                 COM              835451105     5579   268331 SH       DEFINED 01 02               0    10987   257344
SONIC SOLUTIONS   S            COM              835460106      857    51910 SH       DEFINED 01 02               0        0    51910
SONICWALL INC   S              COM              835470105       38     4176 SH       DEFINED 01 02               0        0     4176
SONUS NETWORKS INC   S         COM              835916107    22929  4632181 SH       DEFINED 01 02               0    37770  4594411
SONY CORP ADR                  COM              835699307       84     1900 SH       DEFINED 01 03               0        0     1900
SOURCE INTERLINK COS           COM              836151209       84     7100 SH       DEFINED 01 03               0        0     7100
SOURCECORP   S                 COM              836167106      365    14726 SH       DEFINED 01 02               0        0    14726
SOUTH FINANCIAL GROUP INC   S  COM              837841105     4057   153609 SH       DEFINED 01 02               0        0   153609
SOUTH JERSEY INDUSTRIES   S    COM              838518108     1636    59730 SH       DEFINED 01 02               0        0    59730
SOUTHCOAST FINANCIAL CORP   S  COM              84129R100       38     1793 SH       DEFINED 01 02               0        0     1793
SOUTHERN CO   S                COM              842587107    51306  1600755 SH       DEFINED 01 02               0        0  1600755
SOUTHERN CO   S                COM              842587107     4649   145041 SH       DEFINED 01 03               0   145041        0
SOUTHERN CO   S                COM              842587107     4486   140000 SH       DEFINED 01 10               0        0   140000
SOUTHERN COPPER CORP   S       COM              84265V105     1031    11574 SH       DEFINED 01 02               0    11574        0
SOUTHERN ENERGY HOMES INC   S  COM              842814105       13     2000 SH       DEFINED 01 02               0        0     2000
SOUTHERN UNION CO   S          COM              844030106     5456   201641 SH       DEFINED 01 02               0        0   201641
SOUTHWEST AIRLINES CO   S      COM              844741108      611    37338 SH       DEFINED 01 02               0     1250    36088
SOUTHWEST AIRLINES CO   S      COM              844741108     2260   138050 SH       DEFINED 01 03               0   138050        0
SOUTHWEST BANCORP INC   S      COM              844767103     1156    45280 SH       DEFINED 01 02 14            0    45280        0
SOUTHWEST BANCORP INC   S      COM              844767103      247     9700 SH       DEFINED 01 03               0     9700        0
SOUTHWEST BANCORP INC   S      COM              844767103     1252    49109 SH       DEFINED 01 02               0    14020    35089
SOUTHWEST GAS CORP   S         COM              844895102     2485    79300 SH       DEFINED 01 02 14            0    79300        0
SOUTHWEST GAS CORP   S         COM              844895102      545    17400 SH       DEFINED 01 03               0    17400        0
SOUTHWEST GAS CORP   S         COM              844895102     9706   309728 SH       DEFINED 01 02               0    24610   285118
SOUTHWESTERN ENERGY CO   S     COM              845467109     5217   167422 SH       DEFINED 01 02               0    30000   137422
SOVEREIGN BANCORP INC   S      COM              845905108      432    21291 SH       DEFINED 01 02               0     2069    19222
SOVEREIGN BANCORP INC   S      COM              845905108     1494    73559 SH       DEFINED 01 03               0    73559        0
SOVRAN SELF STORAGE INC   S    COM              84610H108      269     5300 SH       DEFINED 01 03               0     5300        0
SOVRAN SELF STORAGE INC   S    COM              84610H108     1135    22350 SH       DEFINED 01 02 14            0    22350        0
SOVRAN SELF STORAGE INC   S    COM              84610H108     6295   123920 SH       DEFINED 01 02               0     6890   117030
SPANISH BRDCAST CL A   S       COM              846425882       97    18820 SH       DEFINED 01 02               0    18820        0
SPANSION INC-CLASS A   S       COM              84649R101    12353   774930 SH       DEFINED 01 02               0     7830   767100
SPARTAN STORES INC   S         COM              846822104     3842   262648 SH       DEFINED 01 02               0    29230   233418
SPARTAN STORES INC   S         COM              846822104     1395    95380 SH       DEFINED 01 02 14            0    95380        0
SPARTAN STORES INC   S         COM              846822104      304    20800 SH       DEFINED 01 03               0    20800        0
SPARTECH CORP   S              COM              847220209      253    11200 SH       DEFINED 01 03               0    11200        0
SPARTECH CORP   S              COM              847220209     4454   197020 SH       DEFINED 01 02               0    16270   180750
SPARTECH CORP   S              COM              847220209     1177    52070 SH       DEFINED 01 02 14            0    52070        0
SPECTRALINK CORP   S           COM              847580107      768    87100 SH       DEFINED 01 02               0        0    87100
SPECTRUM BRANDS INC   S        COM              84762L105    87731  6790269 SH       DEFINED 01 02               0        0  6790269
SPEEDWAY MOTORSPORTS INC   S   COM              847788106     8607   228090 SH       DEFINED 01 02               0    13480   214610
SPEEDWAY MOTORSPORTS INC   S   COM              847788106      238     6300 SH       DEFINED 01 03               0     6300        0
SPEEDWAY MOTORSPORTS INC   S   COM              847788106     1003    26580 SH       DEFINED 01 02 14            0    26580        0
SPHERION CORPORATION   S       COM              848420105     6179   677672 SH       DEFINED 01 02               0    43550   634122
SPHERION CORPORATION   S       COM              848420105      152    16700 SH       DEFINED 01 03               0    16700        0
SPHERION CORPORATION   S       COM              848420105      661    72550 SH       DEFINED 01 02 14            0    72550        0
SPIRIT FINANCE CORP   S        COM              848568309     1181   104900 SH       DEFINED 01 02               0        0   104900
SPRINT NEXTEL CORP             COM              852061100      278    13900 SH       DEFINED 01 03               0        0    13900
SPRINT NEXTEL CORP             COM              852061100       44     2200 SH       DEFINED 01 03               0        0     2200
SPRINT NEXTEL CORP   S         COM              852061100     4371   219000 SH       DEFINED 01 10               0        0   219000
SPRINT NEXTEL CORP   S         COM              852061100   890524 44548565 SH       DEFINED 01 02               0    11950 44536615
SPRINT NEXTEL CORP   S         COM              852061100    13199   660268 SH       DEFINED 01 03               0   660268        0
SPSS INC   S                   COM              78462K102     1559    48510 SH       DEFINED 01 02               0        0    48510
SPX CORP                       COM              784635104      168     3000 SH       DEFINED 01 03               0        0     3000
SPX CORP   S                   COM              784635104      250     4485 SH       DEFINED 01 02               0        0     4485
SRA INTERNATIONAL INC..   S    COM              78464R105     1210    45424 SH       DEFINED 01 03               0    45424        0
SRA INTERNATIONAL INC..   S    COM              78464R105     1853    69585 SH       DEFINED 01 02               0     8257    61328
ST JOE COMPANY   S             COM              790148100      140     3000 SH       DEFINED 01 02               0        0     3000
ST JUDE MEDICAL INC   S        COM              790849103    12452   384124 SH       DEFINED 01 02               0     3771   380353
ST JUDE MEDICAL INC   S        COM              790849103     2287    70556 SH       DEFINED 01 03               0    70556        0
ST JUDE MEDICAL INC   S        COM              790849103     5433   167569 SH       DEFINED 01 02 10            0        0   167569
ST JUDE MEDICAL INC   S        COM              790849103    20300   626713 SH       DEFINED 01 10               0        0   626713
ST MARY LAND & EXPLORATION   S COM              792228108     9378   232990 SH       DEFINED 01 02               0     4420   228570
ST PAUL TRAVELERS COMPANIES, I COM              792860108       94     2100 SH       DEFINED 01 03               0        0     2100
ST PAUL TRAVELERS COMPANIES, I COM              792860108      236     5300 SH       DEFINED 01 03               0        0     5300
ST PAUL TRAVELERS COS INC/TH   COM              792860108     2670    59905 SH       DEFINED 01 10               0        0    59905
ST PAUL TRAVELERS COS INC/TH   COM              792860108   211365  4741259 SH       DEFINED 01 02               0     1170  4740089
ST PAUL TRAVELERS COS INC/TH   COM              792860108     8149   182802 SH       DEFINED 01 03               0   182802        0
STAGE STORES INC   S           COM              85254C305     6158   186650 SH       DEFINED 01 02               0    16330   170320
STAGE STORES INC   S           COM              85254C305     1753    53100 SH       DEFINED 01 02 14            0    53100        0
STAGE STORES INC   S           COM              85254C305      396    12000 SH       DEFINED 01 03               0    12000        0
STAMPS.COM INC   S             COM              852857200     1771    63648 SH       DEFINED 01 02               0     6710    56938
STANCORP FINANCIAL GROUP   S   COM              852891100     5175   101658 SH       DEFINED 01 02               0      632   101026
STANDARD MICROSYSTEMS CORP   S COM              853626109     1758    80499 SH       DEFINED 01 02               0        0    80499
STANDARD MOTOR PRODS   S       COM              853666105      202    24215 SH       DEFINED 01 02               0        0    24215
STANDARD PARKING CORP   S      COM              853790103      110     4041 SH       DEFINED 01 02               0        0     4041
STANDARD REGISTER CO   S       COM              853887107      309    26059 SH       DEFINED 01 02               0        0    26059
STANDARD-PACIFIC CORP   S      COM              85375C101     5976   232627 SH       DEFINED 01 10               0        0   232627
STANDARD-PACIFIC CORP   S      COM              85375C101     3857   150103 SH       DEFINED 01 02               0     7007   143096
STANDEX INTERNATIONAL CORP   S COM              854231107     1062    34977 SH       DEFINED 01 02               0        0    34977
STANDEX INT'L CORP             COM              854231107       82     2700 SH       DEFINED 01 03               0        0     2700
STANLEY FURNITURE CO INC   S   COM              854305208      141     5900 SH       DEFINED 01 03               0     5900        0
STANLEY FURNITURE CO INC   S   COM              854305208      622    25930 SH       DEFINED 01 02 14            0    25930        0
STANLEY FURNITURE CO INC   S   COM              854305208      534    22260 SH       DEFINED 01 02               0     8130    14130
STANLEY WORKS/THE   S          COM              854616109      652    13816 SH       DEFINED 01 03               0    13816        0
STANLEY WORKS/THE   S          COM              854616109    19887   421194 SH       DEFINED 01 02               0        0   421194
STAPLES INC   S                COM              855030102     4501   185068 SH       DEFINED 01 02 10            0        0   185068
STAPLES INC   S                COM              855030102     7051   289903 SH       DEFINED 01 02               0        0   289903
STAPLES INC   S                COM              855030102    22703   930797 SH       DEFINED 01 10               0        0   930797
STAPLES INC   S                COM              855030102     3503   144029 SH       DEFINED 01 03               0   144029        0
STARBUCKS CORP   S             COM              855244109    14137   374408 SH       DEFINED 01 02               0     1776   372632
STARBUCKS CORP   S             COM              855244109     5806   153750 SH       DEFINED 01 03               0   153750        0
STARTEK INC   S                COM              85569C107     1018    68086 SH       DEFINED 01 02               0        0    68086
STARWOOD HOTELS & RESORTS   S  COM              85590A401    41194   682695 SH       DEFINED 01 02               0      725   681970
STARWOOD HOTELS & RESORTS   S  COM              85590A401    15063   249673 SH       DEFINED 01 10               0        0   249673
STARWOOD HOTELS & RESORTS   S  COM              85590A401     2667    44194 SH       DEFINED 01 03               0    44194        0
STATE AUTO FINANCIAL CORP   S  COM              855707105     1649    50642 SH       DEFINED 01 02               0    10890    39752
STATE AUTO FINANCIAL CORP   S  COM              855707105      268     8250 SH       DEFINED 01 03               0     8250        0
STATE AUTO FINANCIAL CORP   S  COM              855707105     1151    35350 SH       DEFINED 01 02 14            0    35350        0
STATE BANK OF INDIA   FSUSD    COM              856552203     3860    96500 SH       DEFINED 01 02               0        0    96500
STATE STREET CORP              COM              857477103       58     1000 SH       DEFINED 01 03               0        0     1000
STATE STREET CORP   S          COM              857477103    32272   555546 SH       DEFINED 01 02               0        0   555546
STATE STREET CORP   S          COM              857477103     3774    64965 SH       DEFINED 01 03               0    64965        0
STATION CASINOS INC   S        COM              857689103    39835   585123 SH       DEFINED 01 02               0    12397   572726
STATION CASINOS INC   S        COM              857689103     2833    41613 SH       DEFINED 01 03               0    41613        0
STEEL DYNAMICS INC   S         COM              858119100      151     2300 SH       DEFINED 01 03               0     2300        0
STEEL DYNAMICS INC   S         COM              858119100      864    13170 SH       DEFINED 01 02 14            0    13170        0
STEEL DYNAMICS INC   S         COM              858119100     7618   115884 SH       DEFINED 01 02               0     4150   111734
STEEL TECHNOLOGIES INC   S     COM              858147101      444    22818 SH       DEFINED 01 02               0        0    22818
STEIN MART INC   S             COM              858375108      806    54470 SH       DEFINED 01 02               0        0    54470
STEINER LEISURE                COM              P8744Y102      146     3700 SH       DEFINED 01 03               0        0     3700
STEINER LEISURE LTD.   FSUSD   COM              P8744Y102     1937    49000 SH       DEFINED 01 02               0        0    49000
STEINWAY MUSICAL INSTRUMENTS   COM              858495104      154     6287 SH       DEFINED 01 02               0        0     6287
STEPAN CO   S                  COM              858586100      823    26070 SH       DEFINED 01 02               0        0    26070
STEREOTAXIS INC   S            COM              85916J102      306    28341 SH       DEFINED 01 02               0        0    28341
STERICYCLE INC   S             COM              858912108      345     5295 SH       DEFINED 01 02               0     5295        0
STERIS CORP   S                COM              859152100      103     4484 SH       DEFINED 01 02               0        0     4484
STERLING BANCORP   S           COM              859158107     1124    57620 SH       DEFINED 01 02               0        0    57620
STERLING BANCSHARES   S        COM              858907108     3467   184925 SH       DEFINED 01 02               0        0   184925
STERLING CONSTRUCTION CO   S   COM              859241101     2070    75020 SH       DEFINED 01 02               0     7020    68000
STERLING FINANCIAL CORP (PA)   COM              859317109     1581    72165 SH       DEFINED 01 02               0    26206    45959
STERLING FINANCIAL CORP (PA)   COM              859317109      397    18137 SH       DEFINED 01 03               0    18137        0
STERLING FINANCIAL CORP (PA)   COM              859317109     1838    83949 SH       DEFINED 01 02 14            0    83949        0
STERLING FINL CORP   S         COM              859319105      418    13700 SH       DEFINED 01 03               0    13700        0
STERLING FINL CORP   S         COM              859319105     1887    61840 SH       DEFINED 01 02 14            0    61840        0
STERLING FINL CORP   S         COM              859319105     6725   220436 SH       DEFINED 01 02               0    19120   201316
STEVEN MADDEN LTD.   S         COM              556269108      172     5800 SH       DEFINED 01 03               0     5800        0
STEVEN MADDEN LTD.   S         COM              556269108     1011    34110 SH       DEFINED 01 02 14            0    34110        0
STEVEN MADDEN LTD.   S         COM              556269108     4103   138556 SH       DEFINED 01 02               0    10410   128146
STEWART ENTERPRISES   S        COM              860370105      436    75907 SH       DEFINED 01 02               0        0    75907
STEWART INFORMATION SERVICES   COM              860372101     5836   160693 SH       DEFINED 01 02               0        0   160693
STILLWATER MINING CO   S       COM              86074Q102     8467   667702 SH       DEFINED 01 02               0        0   667702
STONE ENERGY CORP   S          COM              861642106     3664    78700 SH       DEFINED 01 02               0        0    78700
STRATASYS INC   S              COM              862685104      205     6975 SH       DEFINED 01 10               0        0     6975
STRATASYS INC   S              COM              862685104     1856    63000 SH       DEFINED 01 02               0        0    63000
STRATEGIC HOTELS & RESORTS INC COM              86272T106     1155    55700 SH       DEFINED 01 02               0        0    55700
STRATEX NETWORKS INC.   S      COM              86279T109      596   175897 SH       DEFINED 01 02               0        0   175897
STRATTEC SECURITY CORP   S     COM              863111100     1385    27796 SH       DEFINED 01 02               0        0    27796
STRAYER EDUCATION INC   S      COM              863236105     1747    17988 SH       DEFINED 01 03               0    17988        0
STRAYER EDUCATION INC   S      COM              863236105    31551   324875 SH       DEFINED 01 02               0     6373   318502
STRIDE RITE CORP   S           COM              863314100     1326   100561 SH       DEFINED 01 02               0        0   100561
STRYKER CORP   S               COM              863667101    12880   305848 SH       DEFINED 01 02               0        0   305848
STRYKER CORP   S               COM              863667101     2407    57156 SH       DEFINED 01 03               0    57156        0
STURM RUGER & CO INC   S       COM              864159108      276    44094 SH       DEFINED 01 02               0        0    44094
SUN LIFE FINL SVCS.   FSUSD    COM              866796105     1868    46780 SH       DEFINED 01 02               0        0    46780
SUN MICROSYSTEMS INC.   S      COM              866810104    11582  2790832 SH       DEFINED 01 02               0    22548  2768284
SUN MICROSYSTEMS INC.   S      COM              866810104     2859   689022 SH       DEFINED 01 03               0   689022        0
SUNCOR ENERGY INC   FSUSD      COM              867229106      354     4375 SH       DEFINED 01 03               0     4375        0
SUNCOR ENERGY INC   FSUSD      COM              867229106    14363   177303 SH       DEFINED 01 02               0    18570   158733
SUNOCO INC   S                 COM              86764P109     1796    25924 SH       DEFINED 01 03               0    25924        0
SUNOCO INC   S                 COM              86764P109    22056   318319 SH       DEFINED 01 02               0      887   317432
SUNPOWER CORP-CLASS A   S      COM              867652109     1261    45000 SH       DEFINED 01 02               0    45000        0
SUNRISE SENIOR LIVING INC   S  COM              86768K106     4171   150826 SH       DEFINED 01 02               0     7030   143796
SUNSTONE HOTEL INVESTORS INC   COM              867892101      355    12210 SH       DEFINED 01 02               0        0    12210
SUNTERRA CORP   S              COM              86787D208      121    11846 SH       DEFINED 01 02               0        0    11846
SUNTRUST BANKS                 COM              867914103      221     2900 SH       DEFINED 01 03               0        0     2900
SUNTRUST BANKS INC   S         COM              867914103    10316   135271 SH       DEFINED 01 02               0        0   135271
SUNTRUST BANKS INC   S         COM              867914103     5421    71080 SH       DEFINED 01 03               0    71080        0
SUPERIOR BANCORP   S           COM              86806M106     2628   238937 SH       DEFINED 01 02               0        0   238937
SUPERIOR ENERGY SERVICES INC   COM              868157108     7152   210949 SH       DEFINED 01 02               0     4780   206169
SUPERIOR INDUSTRIES INTL   S   COM              868168105    10974   599992 SH       DEFINED 01 02               0        0   599992
SUPERTEX INC   S               COM              868532102     1695    42434 SH       DEFINED 01 02               0        0    42434
SUPERVALU INC                  COM              868536103       37     1200 SH       DEFINED 01 03               0        0     1200
SUPERVALU INC                  COM              868536103      111     3600 SH       DEFINED 01 03               0        0     3600
SUPERVALU INC   S              COM              868536103     1384    45122 SH       DEFINED 01 02               0     1263    43859
SUPERVALU INC   S              COM              868536103     1227    39982 SH       DEFINED 01 03               0    39982        0
SURGUTNEFTEGAZ ADR   FSUSD     COM              868861204     9451   129292 SH       DEFINED 01 02 10            0        0   129292
SURMODICS INC   S              COM              868873100     1661    45986 SH       DEFINED 01 02               0     6610    39376
SUSQUEHANNA BANCSHARES INC   S COM              869099101     5334   223115 SH       DEFINED 01 02               0        0   223115
SVB FINANCIAL GROUP   S        COM              78486Q101      176     3860 SH       DEFINED 01 02               0     3860        0
SWIFT ENERGY CO   S            COM              870738101     1513    35220 SH       DEFINED 01 02 14            0    35220        0
SWIFT ENERGY CO   S            COM              870738101      326     7600 SH       DEFINED 01 03               0     7600        0
SWIFT ENERGY CO   S            COM              870738101     9056   210903 SH       DEFINED 01 02               0    10870   200033
SWIFT TRANSPORTATION CO INC    COM              870756103       79     2500 SH       DEFINED 01 03               0        0     2500
SWIFT TRANSPORTATION CO INC    COM              870756103       34     1060 SH       DEFINED 01 02               0     1060        0
SWS GROUP INC   S              COM              78503N107     1164    48283 SH       DEFINED 01 02               0        0    48283
SWS GROUP INC.                 COM              78503N107       82     3400 SH       DEFINED 01 03               0        0     3400
SYBASE INC   S                 COM              871130100     1512    78023 SH       DEFINED 01 02               0    27570    50453
SYBASE INC   S                 COM              871130100      173     8900 SH       DEFINED 01 03               0     8900        0
SYBASE INC   S                 COM              871130100     1101    56710 SH       DEFINED 01 02 14            0    56710        0
SYCAMORE NETWORKS INC   S      COM              871206108      116    28500 SH       DEFINED 01 03               0    28500        0
SYCAMORE NETWORKS INC   S      COM              871206108     1895   466600 SH       DEFINED 01 02               0    38440   428160
SYCAMORE NETWORKS INC   S      COM              871206108      513   126660 SH       DEFINED 01 02 14            0   126660        0
SYKES ENTERPRISES INC   S      COM              871237103      268    16600 SH       DEFINED 01 03               0    16600        0
SYKES ENTERPRISES INC   S      COM              871237103     1195    73970 SH       DEFINED 01 02 14            0    73970        0
SYKES ENTERPRISES INC   S      COM              871237103     7012   433910 SH       DEFINED 01 02               0    40860   393050
SYMANTEC CORP                  COM              871503108       47     3000 SH       DEFINED 01 03               0        0     3000
SYMANTEC CORP   S              COM              871503108     3872   249176 SH       DEFINED 01 03               0   249176        0
SYMANTEC CORP   S              COM              871503108    34287  2206336 SH       DEFINED 01 02               0        0  2206336
SYMBOL TECHNOLOGIES INC   S    COM              871508107      140    12965 SH       DEFINED 01 02               0        0    12965
SYMBOL TECHNOLOGIES INC   S    COM              871508107      535    49606 SH       DEFINED 01 03               0    49606        0
SYMMETRICOM INC   S            COM              871543104      665    94124 SH       DEFINED 01 02               0        0    94124
SYMMETRY MEDICAL INC   S       COM              871546206      987    64100 SH       DEFINED 01 02               0        0    64100
SYNAGRO TECHNOLOGIES INC   S   COM              871562203     4829  1228777 SH       DEFINED 01 02               0        0  1228777
SYNAPTICS INC.   S             COM              87157D109     1290    60288 SH       DEFINED 01 10               0        0    60288
SYNAPTICS INC.   S             COM              87157D109     1096    51230 SH       DEFINED 01 02               0        0    51230
SYNNEX CORP   S                COM              87162W100      857    45224 SH       DEFINED 01 02               0        0    45224
SYNOPSYS INC                   COM              871607107       53     2822 SH       DEFINED 01 03               0        0     2822
SYNOPSYS INC   S               COM              871607107      330    17646 SH       DEFINED 01 02               0    16777      869
SYNOVUS FINANCIAL CORP   S     COM              87161C105      442    16491 SH       DEFINED 01 02               0        0    16491
SYNOVUS FINANCIAL CORP   S     COM              87161C105     1689    63080 SH       DEFINED 01 03               0    63080        0
SYRATECH CORP   S              COM              871824108        0      678 SH       DEFINED 01 02               0        0      678
SYRATECH CORPORATION  06/03/20 CONV BND         871824AB4       30    96881 PRN      DEFINED 01 02               0        0    96881
SYSCO CORP   S                 COM              871829107     9710   317720 SH       DEFINED 01 02               0        0   317720
SYSCO CORP   S                 COM              871829107     3695   120906 SH       DEFINED 01 03               0   120906        0
T ROWE PRICE GROUP INC   S     COM              74144T108     3550    93888 SH       DEFINED 01 03               0    93888        0
T ROWE PRICE GROUP INC   S     COM              74144T108    56014  1481426 SH       DEFINED 01 02               0    21056  1460370
TAIWAN SEMI ADR   FSUSD        COM              874039100    29448  3214793 SH       DEFINED 01 10               0        0  3214793
TAIWAN SEMI ADR   FSUSD        COM              874039100        4      385 SH       DEFINED 01 03               0        0      385
TAIWAN SEMI ADR   FSUSD        COM              874039100     6978   760119 SH       DEFINED 01 02 10            0        0   760119
TAKE-TWO INTERACTIVE   S       COM              874054109     1584   148603 SH       DEFINED 01 02               0        0   148603
TALBOTS INC   S                COM              874161102      543    29487 SH       DEFINED 01 02               0        0    29487
TALBOTS INC   S                COM              874161102     8865   480500 SH       DEFINED 01 03               0        0   480500
TALISMAN ENERGY INC   FSUSD    COM              87425E103      970    55470 SH       DEFINED 01 02               0    55470        0
TALK AMERICA HOLDINGS INC   S  COM              87426R202     1818   293683 SH       DEFINED 01 02               0        0   293683
TALX CORP   S                  COM              874918105     3599   164543 SH       DEFINED 01 02               0     8430   156113
TALX CORP   S                  COM              874918105       77     3500 SH       DEFINED 01 03               0     3500        0
TAM SA-SPONSORED ADR   FSUSD   COM              87484D103    18048   664744 SH       DEFINED 01 10               0        0   664744
TAM SA-SPONSORED ADR   FSUSD   COM              87484D103    11611   426866 SH       DEFINED 01 02 10            0        0   426866
TANGER FACTORY OUTLET CENTER   COM              875465106     3784   116900 SH       DEFINED 01 02               0        0   116900
TANOX INC   S                  COM              87588Q109      257    18584 SH       DEFINED 01 02               0        0    18584
TARGET CORP                    COM              TGT            115     2362 SH       DEFINED 01 02               0     2362        0
TARGET CORP                    COM              87612E106      127     2600 SH       DEFINED 01 03               0        0     2600
TARGET CORP                    COM              87612E106       29      600 SH       DEFINED 01 03               0        0      600
TARGET CORP   S                COM              87612E106     8248   168766 SH       DEFINED 01 03               0   168766        0
TARGET CORP   S                COM              87612E106   103307  2113923 SH       DEFINED 01 02               0        0  2113923
TASTY BAKING CO                COM              876553306       85     9000 SH       DEFINED 01 03               0        0     9000
TATA MOTORS LTD - ADR   FSUSD  COM              876568502      353    20490 SH       DEFINED 01 02               0        0    20490
TAUBMAN CENTERS INC   S        COM              876664103     6021   147215 SH       DEFINED 01 02               0        0   147215
TAYLOR CAPITAL GROUP INC   S   COM              876851106     3619    88684 SH       DEFINED 01 02               0    12990    75694
TAYLOR CAPITAL GROUP INC   S   COM              876851106     1682    41200 SH       DEFINED 01 02 14            0    41200        0
TAYLOR CAPITAL GROUP INC   S   COM              876851106      371     9100 SH       DEFINED 01 03               0     9100        0
TC PIPELINES LP   S            COM              87233Q108     1318    39940 SH       DEFINED 01 02               0        0    39940
TCF FINANCIAL                  COM              872275102       58     2200 SH       DEFINED 01 03               0        0     2200
TCF FINL CORP MPLS   S         COM              872275102       75     2834 SH       DEFINED 01 02               0        0     2834
TD AMERITRADE HOLDING CORP   S COM              87236Y108    13342   902165 SH       DEFINED 01 10               0        0   902165
TD AMERITRADE HOLDING CORP   S COM              87236Y108      767    51741 SH       DEFINED 01 02               0    51741        0
TECH DATA CORP                 COM              878237106       69     1800 SH       DEFINED 01 03               0        0     1800
TECH DATA CORP   S             COM              878237106      136     3549 SH       DEFINED 01 02               0        0     3549
TECHNE CORP   S                COM              878377100    39629   778263 SH       DEFINED 01 02               0    15614   762649
TECHNE CORP   S                COM              878377100     2383    46793 SH       DEFINED 01 03               0    46793        0
TECHNICAL OLYMPIC USA INC   S  COM              878483106     1871   130226 SH       DEFINED 01 02               0        0   130226
TECHNITROL INC   S             COM              878555101      241    10400 SH       DEFINED 01 03               0    10400        0
TECHNITROL INC   S             COM              878555101     1068    46110 SH       DEFINED 01 02 14            0    46110        0
TECHNITROL INC   S             COM              878555101     3261   140874 SH       DEFINED 01 02               0    14260   126614
TECO ENERGY INC   S            COM              872375100     2936   196352 SH       DEFINED 01 02               0        0   196352
TECO ENERGY INC   S            COM              872375100      610    40808 SH       DEFINED 01 03               0    40808        0
TECUMSEH PRODUCT CLA   S       COM              878895200       95     4942 SH       DEFINED 01 02               0        0     4942
TEKTRONIX   S                  COM              879131100      481    16353 SH       DEFINED 01 03               0    16353        0
TEKTRONIX   S                  COM              879131100     1974    67166 SH       DEFINED 01 02               0        0    67166
TELECOM ARGENTINA  -   FSUSD   COM              879273209     3935   339167 SH       DEFINED 01 02 10            0        0   339167
TELECOM ARGENTINA  -   FSUSD   COM              879273209      128    11013 SH       DEFINED 01 10               0        0    11013
TELECOM DE CHILE SPON ADR REP  COM              204449300     2234   327533 SH       DEFINED 01 10               0        0   327533
TELEDYNE TECHNOLOGIES INC   S  COM              879360105      736    22490 SH       DEFINED 01 02 14            0    22490        0
TELEDYNE TECHNOLOGIES INC   S  COM              879360105     7953   242734 SH       DEFINED 01 02               0    16670   226064
TELEDYNE TECHNOLOGIES INC   S  COM              879360105      170     5200 SH       DEFINED 01 03               0     5200        0
TELEFLEX INC                   COM              879369106       32      600 SH       DEFINED 01 03               0        0      600
TELEFLEX INC   S               COM              879369106     1077    19946 SH       DEFINED 01 02               0      430    19516
TELEFONOS DE MEXICO   FSUSD    COM              879403780    19943   957426 SH       DEFINED 01 10               0        0   957426
TELEFONOS DE MEXICO   FSUSD    COM              879403780   118032  5666480 SH       DEFINED 01 02               0        0  5666480
TELEPHONE & DATA-SPECIAL SHS   COM              879433860     2392    61500 SH       DEFINED 01 02               0        0    61500
TELEPHONE AND DATA   S         COM              879433100     3374    81500 SH       DEFINED 01 02               0        0    81500
TELETECH HOLDINGS INC   S      COM              879939106     3165   250050 SH       DEFINED 01 02               0    13750   236300
TELIK INC   S                  COM              87959M109      271    16400 SH       DEFINED 01 02               0        0    16400
TELLABS                        COM              879664100       91     6800 SH       DEFINED 01 03               0        0     6800
TELLABS INC   S                COM              879664100    32706  2457164 SH       DEFINED 01 02               0     5879  2451285
TELLABS INC   S                COM              879664100     1178    88475 SH       DEFINED 01 03               0    88475        0
TEMPLE-INLAND                  COM              879868107       43     1000 SH       DEFINED 01 03               0        0     1000
TEMPLE-INLAND INC   S          COM              879868107      926    21602 SH       DEFINED 01 03               0    21602        0
TEMPLE-INLAND INC   S          COM              879868107    35031   817164 SH       DEFINED 01 02               0      700   816464
TEMPUR-PEDIC INTERNATIONAL   S COM              88023U101     1859   137556 SH       DEFINED 01 02               0    11840   125716
TEMPUR-PEDIC INTERNATIONAL   S COM              88023U101      518    38250 SH       DEFINED 01 02 14            0    38250        0
TEMPUR-PEDIC INTERNATIONAL   S COM              88023U101      104     7700 SH       DEFINED 01 03               0     7700        0
TENARIS SA ADR   FSUSD         COM              88031M109      769    19000 SH       DEFINED 01 02               0        0    19000
TENARIS SA ADR   FSUSD         COM              88031M109     9065   223885 SH       DEFINED 01 02 10            0        0   223885
TENARIS SA ADR   FSUSD         COM              88031M109    67436  1669215 SH       DEFINED 01 10               0        0  1669215
TENET HEALTHCARE CORP          COM              88033G100       57     8100 SH       DEFINED 01 03               0        0     8100
TENET HEALTHCARE CORP   S      COM              88033G100    25278  3621405 SH       DEFINED 01 02               0     4032  3617373
TENET HEALTHCARE CORP   S      COM              88033G100      642    91994 SH       DEFINED 01 03               0    91994        0
TENNANT CO   S                 COM              880345103     1805    35902 SH       DEFINED 01 02               0        0    35902
TENNECO INC   S                COM              880349105     6020   231550 SH       DEFINED 01 02               0    14980   216570
TENNECO INC   S                COM              880349105     1250    48050 SH       DEFINED 01 02 14            0    48050        0
TENNECO INC   S                COM              880349105      291    11200 SH       DEFINED 01 03               0    11200        0
TERADYNE INC   S               COM              880770102      540    38742 SH       DEFINED 01 03               0    38742        0
TERADYNE INC   S               COM              880770102      141    10126 SH       DEFINED 01 02               0        0    10126
TERAYON COMMUNICATION SYS      COM              880775101      224   162205 SH       DEFINED 01 02               0   162205        0
TEREX CORP NEW..   S           COM              880779103    40511   410441 SH       DEFINED 01 02               0      522   409919
TERNIUM SA-SPONSORED ADR   FSU COM              880890108     1618    67003 SH       DEFINED 01 02               0        0    67003
TERNIUM SA-SPONSORED ADR   FSU COM              880890108    43937  1828432 SH       DEFINED 01 10               0        0  1828432
TERREMARK WORLDWIDE INC        COM              881448203      956   267848 SH       DEFINED 01 10               0        0   267848
TESORO CORP   S                COM              881609101      732     9848 SH       DEFINED 01 02               0      520     9328
TESSCO TECHNOLOGIES INC   S    COM              872386107      144     7197 SH       DEFINED 01 02               0        0     7197
TETRA TECH INC   S             COM              88162G103     2085   117543 SH       DEFINED 01 02               0        0   117543
TETRA TECHNOLOGIES INC   S     COM              88162F105    21801   719770 SH       DEFINED 01 02               0     7630   712140
TEVA PHARM INDS AD   FSUSD     COM              881624209    57891  1832627 SH       DEFINED 01 02               0        0  1832627
TEVA PHARM INDS AD   FSUSD     COM              881624209       69     2199 SH       DEFINED 01 03               0        0     2199
TEVA PHARM INDS AD   FSUSD     COM              881624209      385    12185 SH       DEFINED 01 10               0        0    12185
TEXAS INDUSTRIES INC   S       COM              882491103     6488   122187 SH       DEFINED 01 02               0     7980   114207
TEXAS INDUSTRIES INC   S       COM              882491103     1372    25850 SH       DEFINED 01 02 14            0    25850        0
TEXAS INDUSTRIES INC   S       COM              882491103      292     5500 SH       DEFINED 01 03               0     5500        0
TEXAS INSTRUMENTS INC   S      COM              882508104     9225   304544 SH       DEFINED 01 03               0   304544        0
TEXAS INSTRUMENTS INC   S      COM              882508104    53368  1761892 SH       DEFINED 01 02               0   106685  1655207
TEXTRON INC                    COM              883203101       97     1050 SH       DEFINED 01 03               0        0     1050
TEXTRON INC                    COM              883203101      175     1900 SH       DEFINED 01 03               0        0     1900
TEXTRON INC   S                COM              883203101    85620   928830 SH       DEFINED 01 02               0      400   928430
TEXTRON INC   S                COM              883203101     2344    25431 SH       DEFINED 01 03               0    25431        0
THE STEAK N SHAKE COMPANY   S  COM              857873103      979    64668 SH       DEFINED 01 02               0        0    64668
THERAGENICS CORP   S           COM              883375107      224    65682 SH       DEFINED 01 02               0        0    65682
THERMO ELECTRON CORP   S       COM              883556102    10503   289840 SH       DEFINED 01 02               0        0   289840
THERMO ELECTRON CORP   S       COM              883556102     4466   123238 SH       DEFINED 01 02 10            0        0   123238
THERMO ELECTRON CORP   S       COM              883556102     1159    31991 SH       DEFINED 01 03               0    31991        0
THERMO ELECTRON CORP   S       COM              883556102    52609  1452068 SH       DEFINED 01 10               0        0  1452068
THESTREET.COM INC   S          COM              88368Q103       58     4502 SH       DEFINED 01 02               0        0     4502
THOMAS & BETTS CORP   S        COM              884315102    10449   203677 SH       DEFINED 01 02               0        0   203677
THOR INDUSTRIES INC   S        COM              885160101     4351    89808 SH       DEFINED 01 02               0     3570    86238
THORATEC CORP   S              COM              885175307      288    20776 SH       DEFINED 01 02               0        0    20776
THORNBURG MORTGAGE INC   S     COM              885218107      142     5105 SH       DEFINED 01 02               0        0     5105
THQ INC   S                    COM              872443403     3120   144463 SH       DEFINED 01 02               0        0   144463
TIBCO SOFTWARE INC   S         COM              88632Q103      877   124410 SH       DEFINED 01 02 14            0   124410        0
TIBCO SOFTWARE INC   S         COM              88632Q103      207    29300 SH       DEFINED 01 03               0    29300        0
TIBCO SOFTWARE INC   S         COM              88632Q103    19363  2746684 SH       DEFINED 01 02               0    77540  2669144
TIDEWATER INC   S              COM              886423102   127184  2585041 SH       DEFINED 01 02               0      440  2584601
TIERONE CORP   S               COM              88650R108      480    14200 SH       DEFINED 01 03               0    14200        0
TIERONE CORP   S               COM              88650R108     7673   227190 SH       DEFINED 01 02               0    19830   207360
TIERONE CORP   S               COM              88650R108     2185    64710 SH       DEFINED 01 02 14            0    64710        0
TIFFANY & CO                   COM              886547108       28      850 SH       DEFINED 01 03               0        0      850
TIFFANY & CO   S               COM              886547108     2820    85414 SH       DEFINED 01 02               0      654    84760
TIFFANY & CO   S               COM              886547108      908    27494 SH       DEFINED 01 03               0    27494        0
TIM PARTICIPACOES SA -ADR   FS COM              88706P106    30076  1096481 SH       DEFINED 01 10               0        0  1096481
TIM PARTICIPACOES SA -ADR   FS COM              88706P106    12150   441029 SH       DEFINED 01 02 10            0        0   441029
TIMCO AVIATION SERVICES INC. 0 CONV BND         887151AB4        0    11949 PRN      DEFINED 01 02               0        0    11949
TIME WARNER INC                COM              887317105      104     6000 SH       DEFINED 01 03               0        0     6000
TIME WARNER INC                COM              887317105      401    23200 SH       DEFINED 01 03               0        0    23200
TIME WARNER INC   S            COM              887317105   120770  6980851 SH       DEFINED 01 02               0        0  6980851
TIME WARNER INC   S            COM              887317105    15458   893543 SH       DEFINED 01 03               0   893543        0
TIME WARNER INC   S            COM              887317105     4080   236000 SH       DEFINED 01 10               0        0   236000
TIME WARNER TELECOM   S        COM              887319101     1054    71004 SH       DEFINED 01 02               0        0    71004
TIME WARNER TELECOM   S        COM              887319101    21745  1459400 SH       DEFINED 01 10               0        0  1459400
TIMKEN CO   S                  COM              887389104       21      620 SH       DEFINED 01 02               0      620        0
TITANIUM METALS CORP   S       COM              888339207     6624   192657 SH       DEFINED 01 02               0     2640   190017
TIVO INC   S                   COM              888706108     1955   273400 SH       DEFINED 01 02               0        0   273400
TJX COMPANIES INC   S          COM              872540109     2042    89336 SH       DEFINED 01 03               0    89336        0
TJX COMPANIES INC   S          COM              872540109     4569   199818 SH       DEFINED 01 02               0     2825   196993
TODCO-CL A   S                 COM              88889T107     6596   161495 SH       DEFINED 01 02               0     5630   155865
TOLL BROTHERS                  COM              889478103       66     2600 SH       DEFINED 01 03               0        0     2600
TOLL BROTHERS INC   S          COM              889478103      389    15257 SH       DEFINED 01 02               0    15257        0
TOLLGRADE COMMUNICATIONS INC   COM              889542106      263    27128 SH       DEFINED 01 02               0        0    27128
TOMKINS PLC ADR   FSUSD        COM              890030208    30060  1394900 SH       DEFINED 01 02               0        0  1394900
TOMPKINS TRUSTCO INC   S       COM              890110109      282     6569 SH       DEFINED 01 02               0        0     6569
TOO INC   S                    COM              890333107     7526   196001 SH       DEFINED 01 02               0    11050   184951
TOO INC   S                    COM              890333107     1371    35695 SH       DEFINED 01 02 14            0    35695        0
TOO INC   S                    COM              890333107     6203   161568 SH       DEFINED 01 03               0     7700   153868
TOOTSIE ROLL INDS   S          COM              890516107     2611    89634 SH       DEFINED 01 02               0        0    89634
TOPPS COMPANY INC (THE)   S    COM              890786106     1113   135400 SH       DEFINED 01 02               0        0   135400
TORCHMARK CORP                 COM              891027104      121     2000 SH       DEFINED 01 03               0        0     2000
TORCHMARK CORP   S             COM              891027104     1191    19618 SH       DEFINED 01 03               0    19618        0
TORCHMARK CORP   S             COM              891027104    62817  1034510 SH       DEFINED 01 02               0     1789  1032721
TOREADOR RESOURCES CORP   S    COM              891050106      647    22978 SH       DEFINED 01 02               0     7530    15448
TORO CO   S                    COM              891092108     4103    87858 SH       DEFINED 01 02               0      530    87328
TOTAL SA - SPON ADR   FSUSD    COM              89151E109    54146   826400 SH       DEFINED 01 02               0        0   826400
TOWER GROUP INC   S            COM              891777104      534    17648 SH       DEFINED 01 02               0    10780     6868
TOYOTA MTR LTD                 COM              892331307      118     1125 SH       DEFINED 01 03               0        0     1125
TRACTOR SUPPLY COMPANY   S     COM              892356106     1790    32386 SH       DEFINED 01 03               0    32386        0
TRACTOR SUPPLY COMPANY   S     COM              892356106     3274    61564 SH       DEFINED 01 10               0        0    61564
TRACTOR SUPPLY COMPANY   S     COM              892356106     8579   155228 SH       DEFINED 01 02               0    10055   145173
TRADESTATION GROUP INC   S     COM              89267P105      833    65720 SH       DEFINED 01 02               0        0    65720
TRAMMELL CROW CO   S           COM              89288R106     1215    34540 SH       DEFINED 01 02 14            0    34540        0
TRAMMELL CROW CO   S           COM              89288R106      271     7700 SH       DEFINED 01 03               0     7700        0
TRAMMELL CROW CO   S           COM              89288R106     1045    29720 SH       DEFINED 01 02               0    10850    18870
TRANSACTION SYSTEM   S         COM              893416107     4501   107963 SH       DEFINED 01 02               0    10280    97683
TRANSATLANTIC HOLDINGS INC   S COM              893521104    13338   238607 SH       DEFINED 01 02               0      442   238165
TRANSCANADA CORP   FSUSD       COM              89353D107     8489   296000 SH       DEFINED 01 02               0        0   296000
TRANSNEFT   FSUSD              COM              893780999    13037     6454 SH       DEFINED 01 02 10            0        0     6454
TRANSOCEAN INC                 COM              G90078109       76      951 SH       DEFINED 01 03               0        0      951
TRANSOCEAN INC   FSUSD         COM              G90078109     6600    82171 SH       DEFINED 01 03               0    82171        0
TRANSOCEAN INC   FSUSD         COM              G90078109    43127   536936 SH       DEFINED 01 02               0    30300   506636
TRAVELZOO INC   S              COM              89421Q106      215     7098 SH       DEFINED 01 02               0        0     7098
TREDEGAR CORP                  COM              894650100       33     2100 SH       DEFINED 01 03               0        0     2100
TREDEGAR CORP   S              COM              894650100     4908   310214 SH       DEFINED 01 02               0        0   310214
TREEHOUSE FOODS INC   S        COM              89469A104     1521    63680 SH       DEFINED 01 02               0        0    63680
TRIAD GUARANTY INC   S         COM              895925105      720    14740 SH       DEFINED 01 02               0        0    14740
TRIAD HOSPS INC                COM              89579K109       79     2000 SH       DEFINED 01 03               0        0     2000
TRIARC COS-B   S               COM              895927309     2001   128055 SH       DEFINED 01 02               0        0   128055
TRIBUNE CO   S                 COM              896047107     1388    42804 SH       DEFINED 01 03               0    42804        0
TRIBUNE CO   S                 COM              896047107    30279   933622 SH       DEFINED 01 02               0     4550   929072
TRICO BANCSHARES   S           COM              896095106     1450    52940 SH       DEFINED 01 02               0    19230    33710
TRICO BANCSHARES   S           COM              896095106      389    14200 SH       DEFINED 01 03               0    14200        0
TRICO BANCSHARES   S           COM              896095106     1703    62160 SH       DEFINED 01 02 14            0    62160        0
TRICO MARINE SERVICES INC   S  COM              896106200     1929    56750 SH       DEFINED 01 02 14            0    56750        0
TRICO MARINE SERVICES INC   S  COM              896106200      425    12500 SH       DEFINED 01 03               0    12500        0
TRICO MARINE SERVICES INC   S  COM              896106200     1801    53003 SH       DEFINED 01 02               0    17630    35373
TRIDENT MICROSYSTEMS INC   S   COM              895919108     4587   241709 SH       DEFINED 01 02               0    15580   226129
TRIMBLE NAVIGATION LTD   S     COM              896239100     3736    83694 SH       DEFINED 01 10               0        0    83694
TRIMBLE NAVIGATION LTD   S     COM              896239100     5025   112554 SH       DEFINED 01 02               0        0   112554
TRINITY INDUSTRIES   S         COM              896522109      321     7950 SH       DEFINED 01 03               0     7950        0
TRINITY INDUSTRIES   S         COM              896522109     1716    42495 SH       DEFINED 01 02 14            0    42495        0
TRINITY INDUSTRIES   S         COM              896522109    10898   269765 SH       DEFINED 01 02               0    13065   256700
TRIPATH IMAGING INC   S        COM              896942109      806   121800 SH       DEFINED 01 02               0        0   121800
TRIQUINT SEMICONDUCTOR   S     COM              89674K103     4225   947387 SH       DEFINED 01 02               0    42480   904907
TRIQUINT SEMICONDUCTOR   S     COM              89674K103      614   137530 SH       DEFINED 01 02 14            0   137530        0
TRIQUINT SEMICONDUCTOR   S     COM              89674K103      149    33400 SH       DEFINED 01 03               0    33400        0
TRIUMPH GROUP INC   S          COM              896818101     1586    33041 SH       DEFINED 01 02               0        0    33041
TRIZEC PROPERTIES INC   S      COM              89687P107       32     1109 SH       DEFINED 01 02               0     1109        0
TRIZETTO GROUP INC   S         COM              896882107     4327   292591 SH       DEFINED 01 02               0    22420   270171
TRONOX INC-CLASS B   S         COM              897051207      183    13967 SH       DEFINED 01 10               0        0    13967
TRONOX INC-CLASS B   S         COM              897051207     1341   101861 SH       DEFINED 01 02               0        0   101861
TRUE RELIGION APPAREL INC   S  COM              89784N104       67     3806 SH       DEFINED 01 02               0        0     3806
TRUMP ENTERTAINMENT RESORTS    COM              89816T103      140     6943 SH       DEFINED 01 02               0        0     6943
TRUSTCO BANK CORP NY   S       COM              898349105     1694   153692 SH       DEFINED 01 02               0        0   153692
TRUSTMARK CORP   S             COM              898402102     1471    47508 SH       DEFINED 01 02               0        0    47508
TRUSTREET PROPERTIES INC   S   COM              898404108      422    32000 SH       DEFINED 01 02               0        0    32000
TRW AUTOMOTIVE HOLDINGS CORP   COM              87264S106       66     2419 SH       DEFINED 01 02               0        0     2419
TSAKOS ENERGY NAVIGATION LTD   COM              G9108L108     3876    93000 SH       DEFINED 01 02               0        0    93000
TTM TECHNOLOGIES   S           COM              87305R109     1066    73641 SH       DEFINED 01 02               0    14750    58891
TUESDAY MORNING CORP   S       COM              899035505     1246    94762 SH       DEFINED 01 02               0        0    94762
TUPPERWARE BRANDS CORP   S     COM              899896104    14993   761532 SH       DEFINED 01 02               0    12570   748962
TUPPERWARE BRANDS CORP   S     COM              899896104      803    40760 SH       DEFINED 01 02 14            0    40760        0
TUPPERWARE BRANDS CORP   S     COM              899896104      165     8400 SH       DEFINED 01 03               0     8400        0
TXU CORP                       COM              873168108       72     1200 SH       DEFINED 01 03               0        0     1200
TXU CORP   S                   COM              873168108    12248   204855 SH       DEFINED 01 02               0        0   204855
TXU CORP   S                   COM              873168108     5404    90388 SH       DEFINED 01 03               0    90388        0
TXU CORP   S                   COM              873168108    20431   341755 SH       DEFINED 01 10               0        0   341755
TYCO INTERNATIONAL LTD   FSUSD COM              902124106    12400   450906 SH       DEFINED 01 03               0   450906        0
TYCO INTERNATIONAL LTD   FSUSD COM              902124106        1       30 SH       DEFINED 01 05               0        0       30
TYCO INTERNATIONAL LTD   FSUSD COM              902124106   108702  3952847 SH       DEFINED 01 02               0        0  3952847
TYLER TECHNOLOGIES INC   S     COM              902252105     1155   103030 SH       DEFINED 01 02 14            0   103030        0
TYLER TECHNOLOGIES INC   S     COM              902252105      253    22600 SH       DEFINED 01 03               0    22600        0
TYLER TECHNOLOGIES INC   S     COM              902252105     2881   257224 SH       DEFINED 01 02               0    52310   204914
TYSON FOODS INC  -CL   S       COM              902494103    18369  1236048 SH       DEFINED 01 02               0        0  1236048
TYSON FOODS INC  -CL   S       COM              902494103      732    49240 SH       DEFINED 01 03               0    49240        0
U S CONCRETE INC   S           COM              90333L102      169    15260 SH       DEFINED 01 02               0    15260        0
U.S.PHYSICAL THERAPY           COM              90337L108      101     6900 SH       DEFINED 01 03               0        0     6900
UAL CORP   S                   COM              902549807    40594  1308610 SH       DEFINED 01 02               0        0  1308610
UAP HOLDING CORP   S           COM              903441103      216     9900 SH       DEFINED 01 03               0     9900        0
UAP HOLDING CORP   S           COM              903441103      874    40060 SH       DEFINED 01 02 14            0    40060        0
UAP HOLDING CORP   S           COM              903441103     3658   167687 SH       DEFINED 01 02               0    20680   147007
UAP HOLDING CORP   S           COM              903441103      960    44000 SH       DEFINED 01 10               0        0    44000
UBS AG-REGISTERED   FSUSD      COM              H8920M855     2475    22560 SH       DEFINED 01 02               0        0    22560
UBS PREFERRED FUNDING TRUST V  PRF              90264AAA7    19703 20000000 SH       DEFINED 01 04               0        0 20000000
UBS PREFERRED FUNDING TRUST V  PRF              90264AAA7    29555 30000000 SH       DEFINED 01 05               0        0 30000000
UCBH HOLDINGS INC   S          COM              90262T308     4168   251978 SH       DEFINED 01 02               0        0   251978
UGI CORP   S                   COM              902681105     8125   330004 SH       DEFINED 01 02               0        0   330004
UIL HOLDINGS CORP   S          COM              902748102     4421    78549 SH       DEFINED 01 02               0        0    78549
ULTICOM INC   S                COM              903844108      552    52800 SH       DEFINED 01 02               0        0    52800
ULTIMATE SOFTWARE GROUP INC    COM              90385D107      579    30238 SH       DEFINED 01 02               0        0    30238
ULTRA PETROLEUM CORP   FSUSD   COM              903914109     3530    59550 SH       DEFINED 01 02               0    18000    41550
ULTRA PETROLEUM CORP   FSUSD   COM              903914109    58124   978557 SH       DEFINED 01 10               0        0   978557
ULTRA PETROLEUM CORP   FSUSD   COM              903914109     6729   113534 SH       DEFINED 01 02 10            0        0   113534
ULTRATECH INC   S              COM              904034105      771    48988 SH       DEFINED 01 02               0        0    48988
UMB FINANCIAL CORP   S         COM              902788108      192     5756 SH       DEFINED 01 02               0        0     5756
UMPQUA HOLDINGS CORP   S       COM              904214103     4186   163230 SH       DEFINED 01 02               0        0   163230
UNDER ARMOUR INC-CLASS A   S   COM              904311107     2649    62161 SH       DEFINED 01 02               0        0    62161
UNIBANCO ADR   FSUSD           COM              90458E107    26706   402246 SH       DEFINED 01 02 10            0        0   402246
UNIBANCO ADR   FSUSD           COM              90458E107    64879   977394 SH       DEFINED 01 10               0        0   977394
UNIBANCO ADR   FSUSD           COM              90458E107     4405    66358 SH       DEFINED 01 02               0        0    66358
UNIFIED ENERGY ADR   FSUSD     COM              904688108      299     4262 SH       DEFINED 01 10               0        0     4262
UNIFIED ENERGY ADR   FSUSD     COM              904688108     9153   132460 SH       DEFINED 01 02 10            0        0   132460
UNIFIRST CORP   S              COM              904708104     3312    96000 SH       DEFINED 01 02               0        0    96000
UNION PACIFIC                  COM              907818108       65      700 SH       DEFINED 01 03               0        0      700
UNION PACIFIC CORP   S         COM              907818108    90978   978677 SH       DEFINED 01 02               0     1557   977120
UNION PACIFIC CORP   S         COM              907818108     4887    52570 SH       DEFINED 01 03               0    52570        0
UNIONBANCAL CORP               COM              908906100       65     1000 SH       DEFINED 01 03               0        0     1000
UNIONBANCAL CORPORATION   S    COM              908906100       17      270 SH       DEFINED 01 02               0      270        0
UNISOURCE ENERGY CORP CO   S   COM              909205106     5805   186399 SH       DEFINED 01 02               0    13380   173019
UNISOURCE ENERGY CORP CO   S   COM              909205106     1356    43540 SH       DEFINED 01 02 14            0    43540        0
UNISOURCE ENERGY CORP CO   S   COM              909205106      324    10400 SH       DEFINED 01 03               0    10400        0
UNISYS CORP   S                COM              909214108      421    67048 SH       DEFINED 01 03               0    67048        0
UNISYS CORP   S                COM              909214108     1090   173562 SH       DEFINED 01 02               0        0   173562
UNIT CORP   S                  COM              909218109     6783   119225 SH       DEFINED 01 02               0        0   119225
UNITED AMERICA INDEMNITY-A   F COM              90933T109     1403    67300 SH       DEFINED 01 02               0        0    67300
UNITED AUTO GROUP INC   S      COM              909440109     1499    70200 SH       DEFINED 01 02               0        0    70200
UNITED BANCSHARES   S          COM              909907107     2756    75252 SH       DEFINED 01 02               0        0    75252
UNITED COMMUNITY BANKS/GA   S  COM              90984P105     1101    36210 SH       DEFINED 01 02               0        0    36210
UNITED DOMINION REALTY TRUST   COM              910197102      120     4300 SH       DEFINED 01 03               0        0     4300
UNITED FIRE & CASUALTY CO   S  COM              910331107     1667    55357 SH       DEFINED 01 02               0        0    55357
UNITED INDL CORP               COM              910671106      122     2700 SH       DEFINED 01 03               0        0     2700
UNITED INDUSTRIAL CORP   S     COM              910671106     1290    28507 SH       DEFINED 01 02               0     4480    24027
UNITED MICROELECTRON   FSUSD   COM              910873207      534   171640 SH       DEFINED 01 02               0        0   171640
UNITED NATURAL FOODS INC   S   COM              911163103     3290    99639 SH       DEFINED 01 02               0        0    99639
UNITED ONLINE INC   S          COM              911268100     6046   503845 SH       DEFINED 01 02               0        0   503845
UNITED PARCEL SERVIC   S       COM              911312106     5722    69500 SH       DEFINED 01 10               0        0    69500
UNITED PARCEL SERVIC   S       COM              911312106    27150   329768 SH       DEFINED 01 02               0        0   329768
UNITED PARCEL SERVIC   S       COM              911312106    17455   212010 SH       DEFINED 01 03               0   212010        0
UNITED RENTALS INC   S         COM              911363109      974    30420 SH       DEFINED 01 02 14            0    30420        0
UNITED RENTALS INC   S         COM              911363109     2754    86165 SH       DEFINED 01 02               0     9460    76705
UNITED RENTALS INC   S         COM              911363109      195     6100 SH       DEFINED 01 03               0     6100        0
UNITED STATES STEEL CORP       COM              912909108       42      600 SH       DEFINED 01 03               0        0      600
UNITED STATES STEEL CORP   S   COM              912909108     5467    77953 SH       DEFINED 01 02               0      470    77483
UNITED STATES STEEL CORP   S   COM              912909108     1712    24409 SH       DEFINED 01 03               0    24409        0
UNITED STATIONERS INC   S      COM              913004107      306     6200 SH       DEFINED 01 03               0     6200        0
UNITED STATIONERS INC   S      COM              913004107     1409    28610 SH       DEFINED 01 02 14            0    28610        0
UNITED STATIONERS INC   S      COM              913004107     8700   176402 SH       DEFINED 01 02               0     8850   167552
UNITED SURGICAL PAR   S        COM              913016309     6154   204682 SH       DEFINED 01 02               0     4300   200382
UNITED SURGICAL PAR   S        COM              913016309      719    23918 SH       DEFINED 01 03               0    23918        0
UNITED TECHNOLOGIES CORP   S   COM              913017109    48043   758007 SH       DEFINED 01 10               0        0   758007
UNITED TECHNOLOGIES CORP   S   COM              913017109   200810  3166354 SH       DEFINED 01 02               0    39367  3126987
UNITED TECHNOLOGIES CORP   S   COM              913017109     7448   117435 SH       DEFINED 01 02 10            0        0   117435
UNITED TECHNOLOGIES CORP   S   COM              913017109    16194   255344 SH       DEFINED 01 03               0   255344        0
UNITEDHEALTH GROUP   S         COM              91324P102   267431  5972121 SH       DEFINED 01 02               0    12242  5959879
UNITEDHEALTH GROUP   S         COM              91324P102    11282   252000 SH       DEFINED 01 10               0        0   252000
UNITEDHEALTH GROUP   S         COM              91324P102   203853  4552321 SH       DEFINED 01 03               0   288930  4263391
UNITRIN INC   S                COM              913275103     2625    60200 SH       DEFINED 01 02               0        0    60200
UNIVERSAL AMER FINANCIAL CRP   COM              913377107      775    58965 SH       DEFINED 01 02               0        0    58965
UNIVERSAL COMPRESION   S       COM              913431102      704    11170 SH       DEFINED 01 02               0     4100     7070
UNIVERSAL COMPRESION   S       COM              913431102      818    12980 SH       DEFINED 01 02 14            0    12980        0
UNIVERSAL COMPRESION   S       COM              913431102      176     2800 SH       DEFINED 01 03               0     2800        0
UNIVERSAL CORP   S             COM              913456109     1518    40760 SH       DEFINED 01 02               0     2280    38480
UNIVERSAL CORP   S             COM              913456109      558    15020 SH       DEFINED 01 02 14            0    15020        0
UNIVERSAL CORP   S             COM              913456109      141     3800 SH       DEFINED 01 03               0     3800        0
UNIVERSAL ELECTRONICS INC   S  COM              913483103     1304    73639 SH       DEFINED 01 02               0        0    73639
UNIVERSAL FOREST PRODUCTS   S  COM              913543104     8884   141608 SH       DEFINED 01 02               0     6040   135568
UNIVERSAL FOREST PRODUCTS   S  COM              913543104      270     4300 SH       DEFINED 01 03               0     4300        0
UNIVERSAL FOREST PRODUCTS   S  COM              913543104     1256    19990 SH       DEFINED 01 02 14            0    19990        0
UNIVERSAL HEALTH REALTY INCOME COM              91359E105      406    12935 SH       DEFINED 01 02               0        0    12935
UNIVERSAL HEALTH SERVICES-B    COM              913903100     2840    56503 SH       DEFINED 01 02               0        0    56503
UNIVERSAL TECHNICAL INSTITUT   COM              913915104     1041    47285 SH       DEFINED 01 02               0        0    47285
UNIVERSAL TRUCKLOAD SERVICES   COM              91388P105       98     2865 SH       DEFINED 01 02               0        0     2865
UNIVISION COMMUNICATIONS   S   COM              914906102    39728  1185920 SH       DEFINED 01 02               0    42188  1143732
UNIVISION COMMUNICATIONS   S   COM              914906102     5060   151100 SH       DEFINED 01 10               0        0   151100
UNIVISION COMMUNICATIONS   S   COM              914906102     2878    85915 SH       DEFINED 01 03               0    85915        0
UNUMPROVIDENT CORP             COM              91529Y106       29     1600 SH       DEFINED 01 03               0        0     1600
UNUMPROVIDENT CORP             COM              91529Y106       98     5400 SH       DEFINED 01 03               0        0     5400
UNUMPROVIDENT CORP   S         COM              91529Y106     1061    58525 SH       DEFINED 01 03               0    58525        0
UNUMPROVIDENT CORP   S         COM              91529Y106    27572  1520805 SH       DEFINED 01 02               0     4415  1516390
URBAN OUTFITTERS INC   S       COM              917047102    19543  1117477 SH       DEFINED 01 02               0        0  1117477
URBAN OUTFITTERS INC   S       COM              917047102       10      600 SH       DEFINED 01 03               0      600        0
URS CORP   S                   COM              903236107     2759    67286 SH       DEFINED 01 10               0        0    67286
URS CORP   S                   COM              903236107     3860    91917 SH       DEFINED 01 02               0        0    91917
URSTADT BIDDLE PPTYS CL A      COM              917286205       99     6100 SH       DEFINED 01 03               0        0     6100
US AIRWAYS GROUP INC   S       COM              90341W108    28432   562586 SH       DEFINED 01 10               0        0   562586
US AIRWAYS GROUP INC   S       COM              90341W108     2598    51406 SH       DEFINED 01 02               0        0    51406
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US BANCORP   S                 COM              902973304   142361  4610127 SH       DEFINED 01 02               0     5596  4604531
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US BANCORP DEL                 COM              902973304      148     4800 SH       DEFINED 01 03               0        0     4800
US BANCORP DEL                 COM              902973304       52     1700 SH       DEFINED 01 03               0        0     1700
US CELLULAR CORP   S           COM              911684108     8587   141700 SH       DEFINED 01 02               0        0   141700
US XPRESS ENTERPRISE   S       COM              90338N103       36     1317 SH       DEFINED 01 02               0        0     1317
USA MOBILITY INC               COM              90341G103      150     9063 SH       DEFINED 01 02               0        0     9063
USA TRUCK INC   S              COM              902925106     2673   150000 SH       DEFINED 01 02               0        0   150000
USANA HEALTH SCIENCES INC   S  COM              90328M107     2509    66180 SH       DEFINED 01 02               0        0    66180
USEC INC   S                   COM              90333E108     6557   553390 SH       DEFINED 01 02               0    17410   535980
USEC INC   S                   COM              90333E108      171    14400 SH       DEFINED 01 03               0    14400        0
USEC INC   S                   COM              90333E108      665    56090 SH       DEFINED 01 02 14            0    56090        0
USG CORP   S                   COM              903293405     9869   135317 SH       DEFINED 01 02               0      339   134978
USG CORP   S                   COM              903293405     2401    33000 SH       DEFINED 01 10               0        0    33000
USI HOLDINGS CORP   S          COM              90333H101     2332   173900 SH       DEFINED 01 02               0        0   173900
UST INC                        COM              902911106       99     2200 SH       DEFINED 01 03               0        0     2200
UST INC   S                    COM              902911106     1425    31544 SH       DEFINED 01 03               0    31544        0
UST INC   S                    COM              902911106     5587   123624 SH       DEFINED 01 02               0     8091   115533
UTI WORLDWIDE INC   FSUSD      COM              G87210103    58610  2313770 SH       DEFINED 01 10               0        0  2313770
UTI WORLDWIDE INC   FSUSD      COM              G87210103      628    24900 SH       DEFINED 01 02               0        0    24900
UTSTARCOM INC.   S             COM              918076100     8942  1147795 SH       DEFINED 01 02               0        0  1147795
V F CORP                       COM              918204108       34      500 SH       DEFINED 01 03               0        0      500
V F CORP                       COM              918204108       95     1400 SH       DEFINED 01 03               0        0     1400
VA SOFTWARE CORP   S           COM              91819B105      365    94011 SH       DEFINED 01 02               0        0    94011
VAALCO ENERGY INC   S          COM              91851C201      269    27668 SH       DEFINED 01 02               0    19630     8038
VAIL RESORTS INC   S           COM              91879Q109     1995    53790 SH       DEFINED 01 02 14            0    53790        0
VAIL RESORTS INC   S           COM              91879Q109      423    11400 SH       DEFINED 01 03               0    11400        0
VAIL RESORTS INC   S           COM              91879Q109     5009   134971 SH       DEFINED 01 02               0    16730   118241
VALASSIS COMMUNICATIONS INC    COM              918866104    10817   458541 SH       DEFINED 01 02               0        0   458541
VALEANT PHARMACEUTICALS INTE   COM              91911X104       92     5450 SH       DEFINED 01 02               0        0     5450
VALERO ENERGY                  COM              91913Y100       47      700 SH       DEFINED 01 03               0        0      700
VALERO ENERGY CORP   S         COM              91913Y100     9719   146109 SH       DEFINED 01 02 10            0        0   146109
VALERO ENERGY CORP   S         COM              91913Y100   108319  1628594 SH       DEFINED 01 10               0        0  1628594
VALERO ENERGY CORP   S         COM              91913Y100     3108    46723 SH       DEFINED 01 02               0    15000    31723
VALERO ENERGY CORP   S         COM              91913Y100     8002   120300 SH       DEFINED 01 03               0   120300        0
VALMONT INDUSTRIES   S         COM              920253101     2111    45413 SH       DEFINED 01 02               0        0    45413
VALOR COMMUNICATIONS GROUP   S COM              920255106      722    63129 SH       DEFINED 01 02               0    21770    41359
VALOR COMMUNICATIONS GROUP   S COM              920255106      806    70320 SH       DEFINED 01 02 14            0    70320        0
VALOR COMMUNICATIONS GROUP   S COM              920255106      172    15000 SH       DEFINED 01 03               0    15000        0
VALSPAR CORP   S               COM              920355104       24      890 SH       DEFINED 01 02               0      890        0
VALUE LINE INC   S             COM              920437100     1500    35132 SH       DEFINED 01 02               0        0    35132
VALUECLICK INC.   S            COM              92046N102     1632   106315 SH       DEFINED 01 02               0    11970    94345
VALUEVISION MEDIA INC   S      COM              92047K107      195    17700 SH       DEFINED 01 02               0        0    17700
VANDA PHARMACEUTICALS INC   S  COM              921659108      535    64270 SH       DEFINED 01 02               0        0    64270
VANDA PHARMACEUTICALS INC   S  COM              921659108      359    43130 SH       DEFINED 01 03               0        0    43130
VARIAN INC   S                 COM              922206107     4450   107190 SH       DEFINED 01 02               0    11720    95470
VARIAN INC   S                 COM              922206107     1572    37870 SH       DEFINED 01 02 14            0    37870        0
VARIAN INC   S                 COM              922206107      361     8700 SH       DEFINED 01 03               0     8700        0
VARIAN MEDICAL SYSTEMS INC   S COM              92220P105     2473    52224 SH       DEFINED 01 02               0    12964    39260
VARIAN SEMICONDUCTOR EQUIP   S COM              922207105     7464   228883 SH       DEFINED 01 02               0     5955   222928
VCA ANTECH INC   S             COM              918194101     4780   149659 SH       DEFINED 01 02               0    10197   139462
VCA ANTECH INC   S             COM              918194101     1781    55764 SH       DEFINED 01 03               0    55764        0
VECTOR GROUP LTD   S           COM              92240M108      130     8025 SH       DEFINED 01 02               0        0     8025
VECTREN CORPORATION            COM              92240G101      108     3971 SH       DEFINED 01 02               0        0     3971
VEECO INSTRUMENTS INC   S      COM              922417100     1466    61456 SH       DEFINED 01 02               0     6310    55146
VENTANA MEDICAL SYSTEMS   S    COM              92276H106     1504    31871 SH       DEFINED 01 03               0    31871        0
VENTANA MEDICAL SYSTEMS   S    COM              92276H106     2127    45082 SH       DEFINED 01 02               0     6480    38602
VENTAS INC   S                 COM              92276F100     2488    73430 SH       DEFINED 01 02               0        0    73430
VERASUN ENERGY CORP   S        COM              92336G106     1220    46500 SH       DEFINED 01 02               0        0    46500
VERIFONE HOLDINGS INC   S      COM              92342Y109    53008  1739125 SH       DEFINED 01 02               0    37647  1701478
VERIFONE HOLDINGS INC   S      COM              92342Y109     3579   117437 SH       DEFINED 01 03               0   117437        0
VERIGY LTD   FSUSD             COM              Y93691106      620    39300 SH       DEFINED 01 02               0        0    39300
VERINT SYSTEMS INC   S         COM              92343X100      540    18500 SH       DEFINED 01 02               0        0    18500
VERISIGN INC   S               COM              92343E102     1129    48730 SH       DEFINED 01 03               0    48730        0
VERISIGN INC   S               COM              92343E102     1342    57900 SH       DEFINED 01 10               0        0    57900
VERISIGN INC   S               COM              92343E102      290    12530 SH       DEFINED 01 02               0        0    12530
VERITAS DGC INC   S            COM              92343P107    20735   402069 SH       DEFINED 01 10               0        0   402069
VERITAS DGC INC   S            COM              92343P107    16907   327783 SH       DEFINED 01 02               0    61310   266473
VERITAS DGC INC   S            COM              92343P107      413     8000 SH       DEFINED 01 03               0     8000        0
VERITAS DGC INC   S            COM              92343P107     1879    36430 SH       DEFINED 01 02 14            0    36430        0
VERIZON COMMUNICATIONS         COM              92343V104      522    15600 SH       DEFINED 01 03               0        0    15600
VERIZON COMMUNICATIONS         COM              92343V104       60     1800 SH       DEFINED 01 03               0        0     1800
VERIZON COMMUNICATIONS         COM              92343V104       72     2150 SH       DEFINED 01 03               0        0     2150
VERIZON COMMUNICATIONS INC   S COM              92343V104   322128  9618749 SH       DEFINED 01 02               0    23894  9594855
VERIZON COMMUNICATIONS INC   S COM              92343V104    20255   604817 SH       DEFINED 01 03               0   604817        0
VERIZON COMMUNICATIONS INC   S COM              92343V104     3482   104000 SH       DEFINED 01 10               0        0   104000
VERTEX PHARMACEUTICALS INC   S COM              92532F100     1347    36710 SH       DEFINED 01 02 14            0    36710        0
VERTEX PHARMACEUTICALS INC   S COM              92532F100      389    10600 SH       DEFINED 01 03               0    10600        0
VERTEX PHARMACEUTICALS INC   S COM              92532F100     5580   152013 SH       DEFINED 01 02               0    11170   140843
VERTRUE INC   S                COM              92534N101     1356    31517 SH       DEFINED 01 02               0        0    31517
VF CORP   S                    COM              918204108     1166    17165 SH       DEFINED 01 03               0    17165        0
VF CORP   S                    COM              918204108    25387   373760 SH       DEFINED 01 02               0     1683   372077
VIACOM INC CLASS B NEW         COM              92553P201      138     3850 SH       DEFINED 01 03               0        0     3850
VIACOM INC-CLASS A   S         COM              92553P102     3811   106000 SH       DEFINED 01 02               0        0   106000
VIACOM INC-CLASS B   S         COM              92553P201   107234  2992023 SH       DEFINED 01 02               0        0  2992023
VIACOM INC-CLASS B   S         COM              92553P201     1648    46000 SH       DEFINED 01 10               0        0    46000
VIACOM INC-CLASS B   S         COM              92553P201     5051   140942 SH       DEFINED 01 03               0        0   140942
VIAD CORP   S                  COM              92552R406     2475    79021 SH       DEFINED 01 02               0        0    79021
VIASAT INC   S                 COM              92552V100     1211    47162 SH       DEFINED 01 02               0        0    47162
VIASYS HEALTHCARE INC   S      COM              92553Q209     2529    98803 SH       DEFINED 01 02               0        0    98803
VICOR CORP   S                 COM              925815102      758    45781 SH       DEFINED 01 02               0        0    45781
VIGNETTE CORPORATION   S       COM              926734401     4014   275300 SH       DEFINED 01 02               0        0   275300
VIISAGE TECHNOLOGY INC   S     COM              92675K205       35     2314 SH       DEFINED 01 02               0        0     2314
VILLAGE SUPER MARKET-CLASS A   COM              927107409     3002    45927 SH       DEFINED 01 02               0        0    45927
VIROPHARMA INC                 COM              928241108     1399   161147 SH       DEFINED 01 10               0   130000    31147
VISHAY INTERTECHNOLOGY INC   S COM              928298108    13125   834400 SH       DEFINED 01 02               0        0   834400
VISICU INC   S                 COM              92831L204       28     1600 SH       DEFINED 01 02               0        0     1600
VISTAPRINT LTD   FSUSD         COM              G93762204     1648    61539 SH       DEFINED 01 10               0        0    61539
VISTAPRINT LTD   FSUSD         COM              G93762204     2277    85138 SH       DEFINED 01 02               0        0    85138
VISTEON CORP   S               COM              92839U107     5248   728000 SH       DEFINED 01 02               0        0   728000
VITAL IMAGES INC   S           COM              92846N104     1758    71189 SH       DEFINED 01 02               0     9410    61779
VITAL SIGNS INC   S            COM              928469105      702    14169 SH       DEFINED 01 02               0        0    14169
VIVENDI  - SPONSORED ADR   FSU COM              92851S204     6214   178000 SH       DEFINED 01 02               0        0   178000
VODAFONE GROUP PLC.   FSUSD    COM              92857W100    55022  2583222 SH       DEFINED 01 02               0        0  2583222
VOLCANO CORP                   COM              928645100      206    23231 SH       DEFINED 01 10               0        0    23231
VOLGATELECOM-$   FSUSD         COM              928650993     3447  1122970 SH       DEFINED 01 02 10            0    81098  1041872
VOLT INFO SCIENCES INC   S     COM              928703107      785    16844 SH       DEFINED 01 02               0        0    16844
VOLTERRA SEMICONDUCTOR COR P   COM              928708106     1385    90811 SH       DEFINED 01 02               0        0    90811
VOLTERRA SEMICONDUCTOR COR P   COM              928708106      155    10100 SH       DEFINED 01 10               0        0    10100
VORNADO REALTY TRUST           COM              929042109       68      700 SH       DEFINED 01 03               0        0      700
VORNADO REALTY TRUST   S       COM              929042109     2268    23250 SH       DEFINED 01 03               0    23250        0
VORNADO REALTY TRUST   S       COM              929042109     9924   101731 SH       DEFINED 01 02               0      170   101561
VULCAN INTERNATIONAL CORP   S  COM              929136109      376     6656 SH       DEFINED 01 02               0        0     6656
VULCAN MATERIALS CO            COM              929160109       47      600 SH       DEFINED 01 03               0        0      600
VULCAN MATERIALS CO   S        COM              929160109     3977    51000 SH       DEFINED 01 10               0        0    51000
VULCAN MATERIALS CO   S        COM              929160109     1534    19661 SH       DEFINED 01 03               0    19661        0
VULCAN MATERIALS CO   S        COM              929160109    15412   197613 SH       DEFINED 01 02               0      391   197222
W HOLDING COMPANY INC   S      COM              929251106     4637   697403 SH       DEFINED 01 02               0        0   697403
W&T OFFSHORE INC   S           COM              92922P106      579    14890 SH       DEFINED 01 02               0        0    14890
WABASH NATIONAL CORP   S       COM              929566107     1923   125203 SH       DEFINED 01 02               0        0   125203
WABTEC CORP   S                COM              929740108     4958   132550 SH       DEFINED 01 02               0    12520   120030
WABTEC CORP   S                COM              929740108       15      410 SH       DEFINED 01 02 14            0      410        0
WACHOVIA CORP                  COM              929903102       72     1325 SH       DEFINED 01 03               0        0     1325
WACHOVIA CORP                  COM              929903102      422     7800 SH       DEFINED 01 03               0        0     7800
WACHOVIA CORP   S              COM              929903102   192314  3556099 SH       DEFINED 01 02               0        0  3556099
WACHOVIA CORP   S              COM              929903102    18082   334359 SH       DEFINED 01 03               0   334359        0
WACHOVIA CORP   S              COM              929903102     2725    50400 SH       DEFINED 01 10               0        0    50400
WADDELL & REED FIN             COM              930059100       56     2700 SH       DEFINED 01 03               0        0     2700
WADDELL & REED FIN   S         COM              930059100      345    16780 SH       DEFINED 01 02               0        0    16780
WAL MART STORES INC   S        COM              931142103   218417  4534269 SH       DEFINED 01 02               0    49123  4485146
WAL MART STORES INC   S        COM              931142103    24240   503214 SH       DEFINED 01 03               0   503214        0
WAL MART STORES INC   S        COM              931142103    82530  1713674 SH       DEFINED 01 10               0        0  1713674
WALGREEN CO   S                COM              931422109     8853   197443 SH       DEFINED 01 03               0   197443        0
WALGREEN CO   S                COM              931422109     1146    25559 SH       DEFINED 01 10               0        0    25559
WALGREEN CO   S                COM              931422109     2314    51616 SH       DEFINED 01 02               0        0    51616
WALT DISNEY CO                 COM              254687106       60     2000 SH       DEFINED 01 03               0        0     2000
WALT DISNEY CO                 COM              254687106       30     1000 SH       DEFINED 01 03               0        0     1000
WALTER INDUSTRIES INC   S      COM              93317Q105      176     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      816    43700 SH       DEFINED 01 02               0        0    43700
WARRIOR ENERGY SERVICE CORP    COM              936258102      158     6500 SH       DEFINED 01 02               0        0     6500
WASHINGTON FEDERAL INC   S     COM              938824109       53     2275 SH       DEFINED 01 02               0        0     2275
WASHINGTON GROUP INTL INC   S  COM              938862208     2527    47362 SH       DEFINED 01 02               0     4830    42532
WASHINGTON GROUP INTL INC   S  COM              938862208      817    15310 SH       DEFINED 01 02 14            0    15310        0
WASHINGTON GROUP INTL INC   S  COM              938862208      181     3400 SH       DEFINED 01 03               0     3400        0
WASHINGTON MUTUAL INC   S      COM              939322103     8560   187794 SH       DEFINED 01 03               0   187794        0
WASHINGTON MUTUAL INC   S      COM              939322103    90824  1992707 SH       DEFINED 01 02               0     5448  1987259
WASHINGTON MUTUAL INC   S      COM              939322103     8749   192000 SH       DEFINED 01 10               0        0   192000
WASHINGTON MUTUAL SAVINGS BANK COM              939322103      228     5000 SH       DEFINED 01 03               0        0     5000
WASHINGTON POST CI B   S       COM              939640108       23       30 SH       DEFINED 01 02               0       30        0
WASTE CONNECTIONS INC   S      COM              941053100     5343   146797 SH       DEFINED 01 02               0        0   146797
WASTE INDUSTRIES USA INC   S   COM              941057101     2551   112466 SH       DEFINED 01 02               0        0   112466
WASTE MANAGEMENT INC           COM              94106L109       72     2000 SH       DEFINED 01 03               0        0     2000
WASTE MANAGEMENT INC   S       COM              94106L109    79833  2225031 SH       DEFINED 01 02               0    18520  2206511
WASTE MANAGEMENT INC   S       COM              94106L109     4749   132350 SH       DEFINED 01 03               0   132350        0
WATERS CORP   S                COM              941848103      235     5290 SH       DEFINED 01 02               0        0     5290
WATERS CORP   S                COM              941848103      898    20235 SH       DEFINED 01 03               0    20235        0
WATSCO INC   S                 COM              942622200     2940    49157 SH       DEFINED 01 10               0        0    49157
WATSCO INC   S                 COM              942622200     6140   102658 SH       DEFINED 01 02               0     3400    99258
WATSON PHARMACEUTICALS INC   S COM              942683103      464    19940 SH       DEFINED 01 03               0    19940        0
WATSON PHARMACEUTICALS INC   S COM              942683103    17604   756193 SH       DEFINED 01 02               0      970   755223
WATSON WYATT WORLDWIDE INC   S COM              942712100      232     6600 SH       DEFINED 01 03               0     6600        0
WATSON WYATT WORLDWIDE INC   S COM              942712100     1107    31530 SH       DEFINED 01 02 14            0    31530        0
WATSON WYATT WORLDWIDE INC   S COM              942712100     5677   161570 SH       DEFINED 01 02               0     9700   151870
WATTS WATER TECHNOLOGIES   S   COM              942749102     9500   283158 SH       DEFINED 01 02               0        0   283158
WAUSAU PAPER CORP   S          COM              943315101     1304   104710 SH       DEFINED 01 02               0        0   104710
WCA WASTE CORP   S             COM              92926K103     2004   242858 SH       DEFINED 01 02               0        0   242858
WCI COMMUNITIES INC   S        COM              92923C104     1596    79226 SH       DEFINED 01 02               0        0    79226
WCI COMMUNITIES INC   S        COM              92923C104     9963   495444 SH       DEFINED 01 10               0        0   495444
WD-40 CO   S                   COM              929236107     6066   180683 SH       DEFINED 01 02               0    22720   157963
WD-40 CO   S                   COM              929236107     1518    45220 SH       DEFINED 01 02 14            0    45220        0
WD-40 CO   S                   COM              929236107      329     9800 SH       DEFINED 01 03               0     9800        0
WEATHERFORD INTL LTD   FSUSD   COM              G95089101   103243  2080654 SH       DEFINED 01 02               0    57100  2023554
WEATHERFORD INTL LTD   FSUSD   COM              G95089101     7957   160365 SH       DEFINED 01 10               0        0   160365
WEATHERFORD INTL LTD   FSUSD   COM              G95089101     4914    99030 SH       DEFINED 01 03               0    99030        0
WEATHERFORD INTL LTD   FSUSD   COM              G95089101     5586   112580 SH       DEFINED 01 02 10            0        0   112580
WEBEX COMMUNICATIONS INC   S   COM              94767L109     5815   163651 SH       DEFINED 01 02               0     5915   157736
WEBEX COMMUNICATIONS INC   S   COM              94767L109     1165    32773 SH       DEFINED 01 03               0    32773        0
WEBEX COMMUNICATIONS INC   S   COM              94767L109    22960   645492 SH       DEFINED 01 10               0        0   645492
WEBMETHODS INC..   S           COM              94768C108      877    88800 SH       DEFINED 01 02 14            0    88800        0
WEBMETHODS INC..   S           COM              94768C108     1481   149819 SH       DEFINED 01 02               0    27130   122689
WEBMETHODS INC..   S           COM              94768C108      182    18400 SH       DEFINED 01 03               0    18400        0
WEBSENSE INC   S               COM              947684106     6613   321950 SH       DEFINED 01 02               0     4160   317790
WEBSIDESTORY   S               COM              947685103      341    27979 SH       DEFINED 01 02               0        0    27979
WEBSTER FINANCIAL CORP   S     COM              947890109       18      370 SH       DEFINED 01 02               0        0      370
WEIS MARKETS INC   S           COM              948849104      545    13228 SH       DEFINED 01 02               0        0    13228
WELLCARE HEALTH PLANS INC   S  COM              94946T106      172     3500 SH       DEFINED 01 03               0     3500        0
WELLCARE HEALTH PLANS INC   S  COM              94946T106     6573   134024 SH       DEFINED 01 02               0    12070   121954
WELLCARE HEALTH PLANS INC   S  COM              94946T106     1179    24020 SH       DEFINED 01 02 14            0    24020        0
WELLMAN INC   S                COM              949702104      143    35493 SH       DEFINED 01 02               0        0    35493
WELLPOINT INC   S              COM              94973V107     2371    32574 SH       DEFINED 01 02               0        0    32574
WELLPOINT INC   S              COM              94973V107    11071   152136 SH       DEFINED 01 02 10            0        0   152136
WELLPOINT INC   S              COM              94973V107     9067   124598 SH       DEFINED 01 03               0   124598        0
WELLPOINT INC   S              COM              94973V107    65524   900426 SH       DEFINED 01 10               0        0   900426
WELLS FARGO & CO NEW           COM              949746101      248     3700 SH       DEFINED 01 03               0        0     3700
WELLS FARGO & CO NEW           COM              949746101       74     1103 SH       DEFINED 01 03               0        0     1103
WELLS FARGO & COMPANY   S      COM              949746101    47309   705367 SH       DEFINED 01 10               0        0   705367
WELLS FARGO & COMPANY   S      COM              949746101   274071  4085740 SH       DEFINED 01 02               0    71316  4014424
WELLS FARGO & COMPANY   S      COM              949746101    22028   328382 SH       DEFINED 01 03               0   328382        0
WELLSFORD REAL PROPERTIES   S  COM              950240200     1850   261600 SH       DEFINED 01 02               0        0   261600
WENDYS INTL INC   S            COM              950590109     1329    22794 SH       DEFINED 01 03               0    22794        0
WENDYS INTL INC   S            COM              950590109      175     3000 SH       DEFINED 01 10               0        0     3000
WENDYS INTL INC   S            COM              950590109     5783    99199 SH       DEFINED 01 02               0     7879    91320
WERNER ENTERPRISES INC   S     COM              950755108      933    46007 SH       DEFINED 01 02               0        0    46007
WESCO FINANCIAL CORP   S       COM              950817106     1989     5220 SH       DEFINED 01 02               0        0     5220
WESCO INTERNATIONAL   S        COM              95082P105    10153   152061 SH       DEFINED 01 02               0     2360   149701
WESCO INTERNATIONAL   S        COM              95082P105    17631   264096 SH       DEFINED 01 03               0        0   264096
WEST COAST BANCORP             COM              952145100       68     2300 SH       DEFINED 01 03               0        0     2300
WEST COAST BANCORP/OREGON   S  COM              952145100     1555    52740 SH       DEFINED 01 02               0    19170    33570
WEST COAST BANCORP/OREGON   S  COM              952145100     1838    62390 SH       DEFINED 01 02 14            0    62390        0
WEST COAST BANCORP/OREGON   S  COM              952145100      389    13200 SH       DEFINED 01 03               0    13200        0
WEST PHARMACEUTICAL SERVICES   COM              955306105     1146    31593 SH       DEFINED 01 02               0        0    31593
WESTAR ENERGY INC.   S         COM              95709T100     1848    84000 SH       DEFINED 01 02               0        0    84000
WESTERN GAS RESOURCES INC   S  COM              958259103     1515    25313 SH       DEFINED 01 02               0        0    25313
WESTERN REFINING INC           COM              959319104    15314   714605 SH       DEFINED 01 10               0   350000   364605
WESTLAKE CHEMICAL CORP   S     COM              960413102      167     5600 SH       DEFINED 01 03               0     5600        0
WESTLAKE CHEMICAL CORP   S     COM              960413102      832    27900 SH       DEFINED 01 02 14            0    27900        0
WESTLAKE CHEMICAL CORP   S     COM              960413102     3354   112621 SH       DEFINED 01 02               0     8550   104071
WESTWOOD HOLDINGS              COM              961765104       79     4200 SH       DEFINED 01 03               0        0     4200
WEYCO GROUP INC                COM              962149100      111     4800 SH       DEFINED 01 03               0        0     4800
WEYERHAEUSER CO                COM              962166104       44      700 SH       DEFINED 01 03               0        0      700
WEYERHAEUSER CO   S            COM              962166104    91373  1467825 SH       DEFINED 01 02               0        0  1467825
WEYERHAEUSER CO   S            COM              962166104     3720    59761 SH       DEFINED 01 03               0    59761        0
WEYERHAEUSER CO   S            COM              962166104     4353    70000 SH       DEFINED 01 10               0        0    70000
WGL HOLDINGS INC   S           COM              92924F106      742    25643 SH       DEFINED 01 02               0        0    25643
W-H ENERGY SERVICES INC   S    COM              92925E108     5043    99220 SH       DEFINED 01 02               0     7020    92200
WHEELING-PITTSBURGH CORP   S   COM              963142302     5251   264000 SH       DEFINED 01 03               0        0   264000
WHEELING-PITTSBURGH CORP   S   COM              963142302       21     1072 SH       DEFINED 01 02               0        0     1072
WHIRLPOOL CORP                 COM              963320106       33      400 SH       DEFINED 01 03               0        0      400
WHIRLPOOL CORP   S             COM              963320106     1936    23424 SH       DEFINED 01 03               0    23424        0
WHIRLPOOL CORP   S             COM              963320106   102835  1244209 SH       DEFINED 01 02               0     8806  1235403
WHIRLPOOL FINANCIAL 06.550% 09 PRF              963328208      902     9018 SH       DEFINED 01 04               0        0     9018
WHITBREAD PLC - B   S          COM              963368956     1193   416400 SH       DEFINED 01 02               0        0   416400
WHITING PETROLEUM CORP   S     COM              966387102     4622   110401 SH       DEFINED 01 02               0        0   110401
WHITNEY HOLDING CORP   S       COM              966612103     5859   165632 SH       DEFINED 01 02               0        0   165632
WHOLE FOODS MARKET INC   S     COM              966837106     6125    94753 SH       DEFINED 01 03               0    94753        0
WHOLE FOODS MARKET INC   S     COM              966837106    78186  1209546 SH       DEFINED 01 02               0    21630  1187916
WILD OATS MARKETS INC   S      COM              96808B107     1539    78481 SH       DEFINED 01 02               0    13730    64751
WILEY JOHN &SONS INC   S       COM              968223206      213     6409 SH       DEFINED 01 02               0        0     6409
WILLIAM COS                    COM              969457100      181     7738 SH       DEFINED 01 03               0        0     7738
WILLIAMS COS INC   S           COM              969457100    14292   611813 SH       DEFINED 01 02               0    65426   546387
WILLIAMS COS INC   S           COM              969457100    19606   840000 SH       DEFINED 01 10               0        0   840000
WILLIAMS COS INC   S           COM              969457100     2983   127708 SH       DEFINED 01 03               0   127708        0
WILLIAMS SCOTSMAN INTL   S     COM              96950G102     1059    48492 SH       DEFINED 01 02               0        0    48492
WILLIAMS-SONOMA INC   S        COM              969904101     3683   108160 SH       DEFINED 01 03               0   108160        0
WILLIAMS-SONOMA INC   S        COM              969904101    59523  1748066 SH       DEFINED 01 02               0    36053  1712013
WILLIS GROUP HOLDINGS LTD   FS COM              G96655108    11081   345198 SH       DEFINED 01 02               0        0   345198
WILMINGTON TRUST CORP   S      COM              971807102     1222    28975 SH       DEFINED 01 02               0        0    28975
WILSHIRE BANCORP INC   S       COM              97186T108      562    31200 SH       DEFINED 01 02               0        0    31200
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
WILSHIRE LA ADVISORS  01/01/20 WT               97188#AA4       47       12 SH       DEFINED 01 05               0        0       12
WILSHIRE NY ADVISORS  01/01/20 WT               971993118       34       30 SH       DEFINED 01 02               0        0       30
WILSHIRE NY ADVISORS  01/01/20 WT               971993118       34       30 SH       DEFINED 01 05               0        0       30
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 WI ADVISOR - WARRANTS WT               97187@117       49       12 SH       DEFINED 01 05               0        0       12
WINNEBAGO INDUSTRIES   S       COM              974637100     4802   154676 SH       DEFINED 01 02               0        0   154676
WINSTON HOTELS INC   S         COM              97563A102     1264   103200 SH       DEFINED 01 02               0        0   103200
WINTRUST FINANCIAL CORP   S    COM              97650W108     2528    49720 SH       DEFINED 01 02               0        0    49720
WISCONSIN ENERGY CORP   S      COM              976657106       46     1140 SH       DEFINED 01 02               0     1140        0
WITNESS SYSTEMS INC   S        COM              977424100      337    16710 SH       DEFINED 01 02               0        0    16710
WMS INDUSTRIES INC   S         COM              929297109     1470    53660 SH       DEFINED 01 02               0        0    53660
WOLVERINE TUBE INC   S         COM              978093102      113    30861 SH       DEFINED 01 02               0        0    30861
WOLVERINE WORLD WIDE INC   S   COM              978097103     3040   130315 SH       DEFINED 01 02               0    12710   117605
WOODHEAD INDS COM              COM              979438108      105     5500 SH       DEFINED 01 03               0        0     5500
WOODWARD GOVERNOR CO   S       COM              980745103     1859    60933 SH       DEFINED 01 02               0        0    60933
WORLD ACCEPTANCE CORP   S      COM              981419104     2058    57911 SH       DEFINED 01 02               0        0    57911
WORLD FUEL SERVICES CORP   S   COM              981475106     1084    23690 SH       DEFINED 01 02 14            0    23690        0
WORLD FUEL SERVICES CORP   S   COM              981475106      251     5500 SH       DEFINED 01 03               0     5500        0
WORLD FUEL SERVICES CORP   S   COM              981475106     7452   163067 SH       DEFINED 01 02               0    17980   145087
WORLD WRESTLING ENTMNT INC   S COM              98156Q108      122     7200 SH       DEFINED 01 03               0     7200        0
WORLD WRESTLING ENTMNT INC   S COM              98156Q108      827    49000 SH       DEFINED 01 02               0        0    49000
WORLDCOM INC ESCROW   S        COM              981ESCCZ7        0  5000000 SH       DEFINED 01 02               0        0  5000000
WORLDSPACE INC-CLASS A   S     COM              981579105     4698  1312195 SH       DEFINED 01 02               0        0  1312195
WPP GROUP PLC  -ADR   FSUSD    COM              929309409     3104    51490 SH       DEFINED 01 02               0        0    51490
WPP GROUP PLC  -ADR   FSUSD    COM              929309409    12308   204140 SH       DEFINED 01 03               0        0   204140
WPS RESOURCES CORP   S         COM              92931B106       29      588 SH       DEFINED 01 02               0        0      588
WR BERKLEY CORP   S            COM              084423102      175     5124 SH       DEFINED 01 02               0     1532     3592
WR GRACE & CO   S              COM              38388F108     1070    91466 SH       DEFINED 01 02               0        0    91466
WRIGLEY WM JR CO   S           COM              982526105     1968    43395 SH       DEFINED 01 03               0    43395        0
WRIGLEY WM JR CO   S           COM              982526105     9745   214836 SH       DEFINED 01 02               0        0   214836
WRIGLEY WM JR CO-CL B   S      COM              982526204     1042    23000 SH       DEFINED 01 02               0        0    23000
WSFS FINANCIAL CORP   S        COM              929328102     4224    68730 SH       DEFINED 01 02               0     7006    61724
WSFS FINANCIAL CORP   S        COM              929328102     1413    22990 SH       DEFINED 01 02 14            0    22990        0
WSFS FINANCIAL CORP   S        COM              929328102      306     4974 SH       DEFINED 01 03               0     4974        0
WW GRAINGER INC   S            COM              384802104    10666   141800 SH       DEFINED 01 10               0        0   141800
WW GRAINGER INC   S            COM              384802104     3065    40752 SH       DEFINED 01 02               0      410    40342
WW GRAINGER INC   S            COM              384802104     1122    14917 SH       DEFINED 01 03               0    14917        0
WYETH                          COM              983024100       84     1900 SH       DEFINED 01 03               0        0     1900
WYETH   S                      COM              983024100    78090  1758401 SH       DEFINED 01 02               0        0  1758401
WYETH   S                      COM              983024100     4530   102010 SH       DEFINED 01 02 10            0        0   102010
WYETH   S                      COM              983024100    99712  2249362 SH       DEFINED 01 10               0        0  2249362
WYETH   S                      COM              983024100    12728   286580 SH       DEFINED 01 03               0   286580        0
WYNN RESORTS LTD   S           COM              983134107       28      380 SH       DEFINED 01 03               0      380        0
WYNN RESORTS LTD   S           COM              983134107     3512    47906 SH       DEFINED 01 02               0     4866    43040
XANSER CORP   S                COM              98389J103       10     2000 SH       DEFINED 01 02               0        0     2000
XCEL ENERGY INC                COM              98389B100       38     2000 SH       DEFINED 01 03               0        0     2000
XCEL ENERGY INC   S            COM              98389B100     1520    79261 SH       DEFINED 01 03               0    79261        0
XCEL ENERGY INC   S            COM              98389B100    26642  1388999 SH       DEFINED 01 02               0     2510  1386489
XEROX CORP                     COM              984121103       51     3700 SH       DEFINED 01 03               0        0     3700
XEROX CORP   S                 COM              984121103     2497   179489 SH       DEFINED 01 03               0   179489        0
XEROX CORP   S                 COM              984121103     1095    78654 SH       DEFINED 01 02               0    24716    53938
XEROX CORP 06.250% 07/01/2006  CONV PRF         984121509      332     2950 SH       DEFINED 01 03               0        0     2950
XEROX CORP 06.250% 07/01/2006  CONV PRF         984121509     8872    78843 SH       DEFINED 01 02               0        0    78843
XILINX INC   S                 COM              983919101      398    17555 SH       DEFINED 01 02               0        0    17555
XILINX INC   S                 COM              983919101     1557    68740 SH       DEFINED 01 03               0    68740        0
XL CAP LTD                     COM              G98255105      126     2050 SH       DEFINED 01 03               0        0     2050
XL CAPITAL                     CONV PRF         EP0179085     5950   250000 SH       DEFINED 01 02               0        0   250000
XL CAPITAL LTD CL A   FSUSD    COM              G98255105     2277    37200 SH       DEFINED 01 10               0        0    37200
XL CAPITAL LTD CL A   FSUSD    COM              G98255105     4741    77342 SH       DEFINED 01 03               0    77342        0
XL CAPITAL LTD CL A   FSUSD    COM              G98255105   229479  3743513 SH       DEFINED 01 02               0     4090  3739423
XM SATELLITE RADIO.   S        COM              983759101       14      930 SH       DEFINED 01 03               0      930        0
XM SATELLITE RADIO.   S        COM              983759101      503    34350 SH       DEFINED 01 02               0        0    34350
X-RITE INC   S                 COM              983857103     1424   129527 SH       DEFINED 01 02               0        0   129527
XTO ENERGY INC   S             COM              98385X106     4107    92772 SH       DEFINED 01 03               0    92772        0
XTO ENERGY INC   S             COM              98385X106    29742   671835 SH       DEFINED 01 02               0    11080   660755
YAHOO INC   S                  COM              984332106     8166   247446 SH       DEFINED 01 03               0   247446        0
YAHOO INC   S                  COM              984332106    20786   629883 SH       DEFINED 01 02               0    12708   617175
YAMANA GOLD INC   FSUSD        COM              98462Y100     1717   174000 SH       DEFINED 01 02               0        0   174000
YANKEE CANDLE CO   S           COM              984757104      318    12710 SH       DEFINED 01 02               0    12710        0
YOUNG BROADCASTING   S         COM              987434107       19     6000 SH       DEFINED 01 02               0        0     6000
YOUNG INNOVATIONS INC   S      COM              987520103      317     9000 SH       DEFINED 01 02               0        0     9000
YRC WORLDWIDE INC              COM              984249102      113     2675 SH       DEFINED 01 03               0        0     2675
YRC WORLDWIDE INC   S          COM              984249102      216     5124 SH       DEFINED 01 02               0        0     5124
YUM BRANDS INC   S             COM              988498101     2672    53160 SH       DEFINED 01 03               0    53160        0
YUM BRANDS INC   S             COM              988498101      698    13892 SH       DEFINED 01 02               0        0    13892
ZALE CORP   S                  COM              988858106     4512   187305 SH       DEFINED 01 02               0    11490   175815
ZALE CORP   S                  COM              988858106      893    37120 SH       DEFINED 01 02 14            0    37120        0
ZALE CORP   S                  COM              988858106      190     7900 SH       DEFINED 01 03               0     7900        0
ZAPATA CORP   S                COM              989070602     1550   223080 SH       DEFINED 01 02               0        0   223080
ZENITH NATIONAL INSURANCE CP   COM              989390109     6605   166499 SH       DEFINED 01 02               0    10580   155919
ZENITH NATIONAL INSURANCE CP   COM              989390109     1354    34140 SH       DEFINED 01 02 14            0    34140        0
ZENITH NATIONAL INSURANCE CP   COM              989390109      274     6900 SH       DEFINED 01 03               0     6900        0
ZIMMER HOLDINGS INC   S        COM              98956P102     2655    46782 SH       DEFINED 01 02               0        0    46782
ZIMMER HOLDINGS INC   S        COM              98956P102     2751    48500 SH       DEFINED 01 03               0    48500        0
ZIONS BANCORPORATION   S       COM              989701107      423     5418 SH       DEFINED 01 02               0        0     5418
ZIONS BANCORPORATION   S       COM              989701107     1617    20745 SH       DEFINED 01 03               0    20745        0
ZOLL MEDICAL CORP   S          COM              989922109     3691   112647 SH       DEFINED 01 02               0        0   112647
ZORAN CORP   S                 COM              98975F101     1071    44000 SH       DEFINED 01 02 14            0    44000        0
ZORAN CORP   S                 COM              98975F101      229     9400 SH       DEFINED 01 03               0     9400        0
ZORAN CORP   S                 COM              98975F101     4147   170434 SH       DEFINED 01 02               0    22300   148134
ZUMIEZ INC   S                 COM              989817101      510    13576 SH       DEFINED 01 02               0        0    13576
ZYGO CORP   S                  COM              989855101      223    13621 SH       DEFINED 01 02               0        0    13621
ZYMOGENETICS INC   S           COM              98985T109      728    38400 SH       DEFINED 01 02               0        0    38400