UNITED STATES
                      SECURITIES AND EXCHANGE COMMISSION
                             Washington, DC 20549

                             Form 13F Cover Page

Report for the Calendar Year or Quarter Ended: September 30, 2005

Check here if Amendment [   ]; Amendment Number:  _______

This Amendment:

[  ]  is a restatement.
[  ]  adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:  Federated Investors, Inc.

Address:  Federated Investors Tower
                1001 Liberty Avenue
                Pittsburgh, PA  15222-3779

Form 13F File Number:  28-04375

      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:  David J. Brennen
Title:  Compliance Officer
Phone:  (412) 288-7052

Signature, Place, and Date of Signing:
/s/David J. Brennen                       Pittsburgh, PA    November 11, 2005

COVER PAGE ADDENDUM FOR FORM 13F

Federated Investors, Inc. ("Investors") is
affiliated with the institutional investment
managers listed on the summary page of this Form
13F in the manner described below.  By virtue of
Rule 13F-1(b) under the Securities Exchange Act of
1934, Investors is deemed to share investment
discretion over all investments reported herein.
This filing does not constitute an admission that
such investment discretion does in fact exist, but
is made solely to comply with applicable law.

The information set forth below is numbered to
correspond with the names of the other parties with
respect to which this schedule is filed as listed
at the bottom of the cover page hereof:

1.  Federated Investment Counseling ("FIC") is an
Investment Adviser to Federated International
Funds, PLC and certain private investment accounts,
consisting primarily of pension and retirement
plans.  FIC is a wholly-owned subsidiary of
Investors.  Investors exercises investment
discretion over certain investments as reported by
FIC.  FIC exercises investment discretion over the
investments identified with the number "1" under
Item 7 in the attached tables.  This filing is made
on behalf of FIC with respect to all investments
over which it exercises investment discretion.

2.  Federated Investment Management Company ("FIM")
is the Investment Adviser to certain Federated
Funds.  FIM is a wholly-owned subsidiary of
Investors.  Subject to guidelines established by
the Boards of Trustees or Directors of the
aforementioned Funds, FIM exercises investment
discretion over the investments identified with the
number "2" under Item 7 in the attached tables.
This filing is made on behalf of FIM with respect
to all investments over which it exercises
investment discretion.

4.  Passport Research Ltd. ("PR") is the Investment
Adviser to Edward D. Jones Money Market Fund.  PR
is 50.5% owned subsidiary of FIM.  FIM is a
wholly-owned subsidiary of Investors.  Subject to
guidelines established by the Boards of Trustees of
the aforementioned investment company, PR exercises
investment discretion over the investments
identified with the number "4" under Item 7 in the
attached tables.  This filing is made on behalf of
PR with respect to all investments over which it
exercises investment discretion.

8.  Federated Advisory Services Company ("FASC") is
an Investment Adviser that provides investment
advice and other services to related advisers.

9.  Federated Equity Management Company of
Pennsylvania ("FEMCOPA") is the Investment Adviser
to certain Federated Funds.  FEMCOPA is a
wholly-owned subsidiary of Investors.  Subject to
guidelines established by the Boards of Trustees or
Directors of the aforementioned Funds, FEMCOPA
exercises investment discretion over the
investments identified with the number "9" under
Item 7 in the attached tables.  This filing is made
on behalf of FEMCOPA with respect to all
investments over which it exercise investment
discretion.

10.  Passport Research II, Ltd. ("PRII") is the
Investment Adviser to Federated Capital Income
Fund.  PRII is 50.5% owned subsidiary of FEMCOPA.
FEMCOPA is a wholly-owned of Investors.  Subject to
guidelines established by the Boards of Trustees of
the aforementioned investment company, PRII
examines investment discretion over the investments
identified with the number "10" under Item 7 in the
attached tables.  This filing is made on behalf of
PRII with respect to all investments over which it
exercises investment discretion.

21.  Federated Global Investment Management Corp.
("Global") is the Investment Adviser to certain
international Federated Funds and certain
international private investment accounts.  Global
is a wholly-owned subsidiary of Investors.  Subject
to guidelines established by the Board of Trustees
or Directors of the aforementioned Funds, Global
exercises investment discretion over the
investments identified with the number "21" under
Item 7 in the attached tables.  This filing is made
on behalf of Global with respect to all investments
over which it exercises investment discretion.

Report Type

[ X] 13F HOLDING REPORT.

[  ]  13F NOTICE.

[  ]  13F COMBINATION REPORT.

Form 13 F Summary Page

Number of Other Included Managers:   7

Form 13F Information Table Entry Total:  1343
Form 13F Information Table Value Total:   $19,789,345

List of Other Included Managers:

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

No.      13F File Number      Name

01       28-01454       Federated Investment Counseling
02       28-04377       Federated Investment Management Company
04       28-02491       Passport Research, Ltd.
08       28-10899       Federated Advisory Services Company
09       28-10900       Federated Equity Management Company of Pennsylvania
10       28-10901       Passport Research II, Ltd.
21       28-04379       Federated Global Investment Management Corp.



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             Column 1                 Column 2    Column 3  Column 4      Column 5       Column 6  Column 7            Column 8
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                                                                                                                   Voting Authority
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          Name of issuer          Title of          CUSIP    Value    Shrs or   SH/  Put/Investment  Other     Sole     Shared  None
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                                   Class                    (x$1000)  prn amt   PRN  Calldiscretionmanagers                         
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1 800 FLOWERS COM                  CL             68243Q106     1573     224400 SH     DEFINED       01      224400       0       0
                                   A
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1 800 FLOWERS COM                  CL             68243Q106     7579    1081190 SH     DEFINED       09     1081190       0       0
                                   A
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3M CO COM                          COMMON         88579Y101    2,341     31,906 SH     DEFINED       01      31,628       0     278
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A C MOORE ARTS & CRAFTS INC        COM            00086T103     2946     153604 SH     DEFINED       01      153604       0       0
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A C MOORE ARTS & CRAFTS INC        COM            00086T103     4035     210396 SH     DEFINED       09      210396       0       0
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A D C TELECOMMUNICATIONS           COM            000886309     6298     275500 SH     DEFINED       09      275500       0       0
                                   NEW
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ABBOTT LABS                        COM            002824100     6220     146700 SH     DEFINED       01      146700       0       0
------------------------------------------------------------------------------------------------------------------------------------
ABBOTT LABS                        COM            002824100    46373    1093700 SH     DEFINED       02     1093700       0       0
------------------------------------------------------------------------------------------------------------------------------------
ABBOTT LABS                        COM            002824100    66165    1560503 SH     DEFINED       09     1560503       0       0
------------------------------------------------------------------------------------------------------------------------------------
ABERCROMBIE & FITCH CO             CL             002896207     3714      74500 SH     DEFINED       09       74500       0       0
                                   A
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ABGENIX INC                        COM            00339B107     5411     426700 SH     DEFINED       01      426700       0       0
------------------------------------------------------------------------------------------------------------------------------------
ABGENIX INC                        COM            00339B107     7895     622600 SH     DEFINED       09      622600       0       0
------------------------------------------------------------------------------------------------------------------------------------
ABIOMED INC                        COM            003654100     5500     546200 SH     DEFINED       09      546200       0       0
------------------------------------------------------------------------------------------------------------------------------------
ABX AIR INC                        COM            00080S101    13133    1601580 SH     DEFINED       01     1601580       0       0
------------------------------------------------------------------------------------------------------------------------------------
ABX AIR INC                        COM            00080S101    41784    5095600 SH     DEFINED       09     5095600       0       0
------------------------------------------------------------------------------------------------------------------------------------
ACADIA PHARMACEUTICALS INC         COM            004225108      169      14900 SH     DEFINED       01       14900       0       0
------------------------------------------------------------------------------------------------------------------------------------
ACADIA PHARMACEUTICALS INC         COM            004225108      389      34200 SH     DEFINED       09       34200       0       0
------------------------------------------------------------------------------------------------------------------------------------
ACCENTURE LTD BERMUDA              CL             G1150G111     1579      62000 SH     DEFINED       09       62000       0       0
                                   A
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ACE LTD                            ORD            G0070K103    12977     275700 SH     DEFINED       01      275700       0       0
------------------------------------------------------------------------------------------------------------------------------------
ACE LTD                            ORD            G0070K103    54902    1166400 SH     DEFINED       02     1166400       0       0
------------------------------------------------------------------------------------------------------------------------------------
ACE LTD                            ORD            G0070K103    79455    1688026 SH     DEFINED       09     1688026       0       0
------------------------------------------------------------------------------------------------------------------------------------
ACE LTD                            ORD            G0070K103     1422      36300 SH     DEFINED       21       36300       0       0
------------------------------------------------------------------------------------------------------------------------------------
ACTIVISION INC NEW                 COM            004930202     6152     300832 SH     DEFINED       09      300832       0       0
                                   NEW
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ACUSPHERE INC                      COM            00511R870     2779     504400 SH     DEFINED       01      504400       0       0
------------------------------------------------------------------------------------------------------------------------------------
ACUSPHERE INC                      COM            00511R870     3807     690900 SH     DEFINED       09      690900       0       0
------------------------------------------------------------------------------------------------------------------------------------
ADEZA BIOMEDICAL CORP              COM            006864102      291      16700 SH     DEFINED       01       16700       0       0
------------------------------------------------------------------------------------------------------------------------------------
ADEZA BIOMEDICAL CORP              COM            006864102     2027     116400 SH     DEFINED       09      116400       0       0
------------------------------------------------------------------------------------------------------------------------------------
ADOBE SYS INC                      COM            00724F101     2206      73900 SH     DEFINED       09       73900       0       0
------------------------------------------------------------------------------------------------------------------------------------
ADOBE SYS INC                      COM            00724F101     6134     216700 SH     DEFINED       21      216700       0       0
------------------------------------------------------------------------------------------------------------------------------------
ADOBE SYS INC                      COM            00724F101      420      14072 SH     DEFINED       01       14072       0       0
------------------------------------------------------------------------------------------------------------------------------------
ADTRAN INC                         COM            00738A106     3698     117400 SH     DEFINED       01      117400       0       0
------------------------------------------------------------------------------------------------------------------------------------
ADTRAN INC                         COM            00738A106    51323    1629300 SH     DEFINED       09     1629300       0       0
------------------------------------------------------------------------------------------------------------------------------------
ADVANCE AMER CASH ADVANCE CT       COM            00739W107     1234      93100 SH     DEFINED       01       93100       0       0
------------------------------------------------------------------------------------------------------------------------------------
ADVANCE AMER CASH ADVANCE CT       COM            00739W107    35131    2651400 SH     DEFINED       09     2651400       0       0
------------------------------------------------------------------------------------------------------------------------------------
ADVANCE AUTO PARTS INC             COM            00751Y106    28865     746250 SH     DEFINED       01      746250       0       0
------------------------------------------------------------------------------------------------------------------------------------
ADVANCE AUTO PARTS INC             COM            00751Y106   378422    9783400 SH     DEFINED       09     9783400       0       0
------------------------------------------------------------------------------------------------------------------------------------
ADVANCED ANALOGIC TECHNOLOGI       COM            00752J108      102       9100 SH     DEFINED       01        9100       0       0
------------------------------------------------------------------------------------------------------------------------------------
ADVANCED ANALOGIC TECHNOLOGI       COM            00752J108     1912     170900 SH     DEFINED       09      170900       0       0
------------------------------------------------------------------------------------------------------------------------------------
ADVANCED ENERGY INDS               COM            007973100      348      32300 SH     DEFINED       09       32300       0       0
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ADVANTEST CORP                     SPONSORED ADR  00762U101     1059      54000 SH     DEFINED       09       54000       0       0
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AES CORP                           COM            00130H105     4950     301300 SH     DEFINED       09      301300       0       0
------------------------------------------------------------------------------------------------------------------------------------
AFFILIATED COMPUTER SERVICES       CL             008190100    66110    1210800 SH     DEFINED       09     1210800       0       0
                                   A
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AFFILIATED MANAGERS GROUP          COM            008252108     1252      17287 SH     DEFINED       01       17287       0       0
------------------------------------------------------------------------------------------------------------------------------------
AFFILIATED MANAGERS GROUP          COM            008252108     8514     117558 SH     DEFINED       09      117558       0       0
------------------------------------------------------------------------------------------------------------------------------------
AGERE SYS INC                      COM            00845V308      973      93500 SH     DEFINED       09       93500       0       0
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AGERE SYS INC COM                  COMMON         00845V308    0.156         15 SH     DEFINED       01          15       0       0
------------------------------------------------------------------------------------------------------------------------------------
AIR PRODS & CHEMS INC              COM            009158106     1594      28900 SH     DEFINED       02       28900       0       0
------------------------------------------------------------------------------------------------------------------------------------
AIR PRODS & CHEMS INC              COM            009158106     5746     104200 SH     DEFINED       09      104200       0       0
------------------------------------------------------------------------------------------------------------------------------------
AIR PRODS & CHEMS INC              COM            009158106     1175      25600 SH     DEFINED       21       25600       0       0
------------------------------------------------------------------------------------------------------------------------------------
AIR PRODS & CHEMS INC              COM            009158106       47        844 SH     DEFINED       01         844       0       0
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AKZO NOBEL NV                      SPONSORED ADR  010199305    26047     596713 SH     DEFINED       01      579246     847   16620
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AKZO NOBEL NV                      SPONSORED ADR  010199305     6417     147000 SH     DEFINED       09      147000       0       0
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ALAMOSA HLDGS INC                  COM            011589108     6083     355500 SH     DEFINED       09      355500       0       0
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ALBERTSONS INC                     COM            013104104     2302      89750 SH     DEFINED       02       89750       0       0
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ALBERTSONS INC                     COM            013104104     9914     386520 SH     DEFINED       09      386520       0       0
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ALBERTSONS INC                     COM            013104104     3016     117596 SH     DEFINED       01      117596       0       0
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ALCOA INC                          COM            013817101     1201      49200 SH     DEFINED       02       49200       0       0
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ALCOA INC                          COM            013817101    26140    1070442 SH     DEFINED       09     1070442       0       0
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ALCOA INC                          COM            013817101     2111      86465 SH     DEFINED       01       86162       0     303
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ALEXANDER & BALDWIN INC            COM            014482103     6330     118900 SH     DEFINED       09      118900       0       0
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ALEXION PHARMACEUTICALS INC        COM            015351109     7308     264004 SH     DEFINED       01      264004       0       0
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ALEXION PHARMACEUTICALS INC        COM            015351109    39809    1438178 SH     DEFINED       09     1438178       0       0
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ALKERMES INC                       COM            01642T108    38070    2266100 SH     DEFINED       09     2266100       0       0
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ALLERGAN INC                       COM            018490102    83200     908100 SH     DEFINED       09      908100       0       0
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ALLIANT TECHSYSTEMS INC            COM            018804104     4360      58400 SH     DEFINED       09       58400       0       0
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ALLIED WASTE INDS INC              COM PAR$.01NEW 019589308      123      14600 SH     DEFINED       01       14600       0       0
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ALLSTATE CORP                      COM            020002101    93606    1693000 SH     DEFINED       02     1693000       0       0
------------------------------------------------------------------------------------------------------------------------------------
ALLSTATE CORP                      COM            020002101    99581    1801070 SH     DEFINED       09     1801070       0       0
------------------------------------------------------------------------------------------------------------------------------------
ALLSTATE CORP                      COM            020002101     1527      33200 SH     DEFINED       21       33200       0       0
------------------------------------------------------------------------------------------------------------------------------------
ALLSTATE CORP                      COM            020002101    21117     381924 SH     DEFINED       01      381478       0     446
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ALLTEL CORP                        COM            020039103     9808     150639 SH     DEFINED       01      150639       0       0
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ALLTEL CORP                        COM            020039103    41386     635630 SH     DEFINED       02      635630       0       0
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ALLTEL CORP                        COM            020039103    35831     550308 SH     DEFINED       09      550308       0       0
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ALTERA CORP                        COM            021441100     1284      67200 SH     DEFINED       09       67200       0       0
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ALTIRIS INC                        COM            02148M100     1147      75000 SH     DEFINED       09       75000       0       0
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ALTRIA GROUP INC                   COM            02209S103    85445    1159200 SH     DEFINED       02     1159200       0       0
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ALTRIA GROUP INC                   COM            02209S103   115484    1566730 SH     DEFINED       09     1566730       0       0
------------------------------------------------------------------------------------------------------------------------------------
ALTRIA GROUP INC                   COM            02209S103     3644      52500 SH     DEFINED       21       52500       0       0
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ALTRIA GROUP INC                   COM            02209S103    22167     300727 SH     DEFINED       01      300673       0      54
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AMDOCS LTD                         ORD            G02602103    29901    1078300 SH     DEFINED       09     1078300       0       0
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AMDOCS LTD                         ORD            G02602103    12903     473900 SH     DEFINED       21      473900       0       0
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AMEREN CORP                        COM            023608102     1797      33591 SH     DEFINED       09       33591       0       0
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AMEREN CORP                        COM            023608102    33573     627648 SH     DEFINED       01      610226     921   16501
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AMERICAN EAGLE OUTFITTERS NE       COM            02553E106      261      11100 SH     DEFINED       01       11100       0       0
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AMERICAN EAGLE OUTFITTERS NE       COM            02553E106     2941     125000 SH     DEFINED       21      125000       0       0
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AMERICAN ELEC PWR INC              COM            025537101     9642     242870 SH     DEFINED       09      242870       0       0
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AMERICAN ELEC PWR INC              COM            025537101     1790      54200 SH     DEFINED       21       54200       0       0
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AMERICAN ELEC PWR INC              COM            025537101     3833      96549 SH     DEFINED       01       96549       0       0
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AMERICAN INTL GROUP INC            COM            026874107    66359    1071000 SH     DEFINED       02     1071000       0       0
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AMERICAN INTL GROUP INC            COM            026874107    68590    1107009 SH     DEFINED       09     1107009       0       0
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN INTL GROUP INC            COM            026874107    11986     193455 SH     DEFINED       01      192998       0     457
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AMERICAN TOWER CORP                CL             029912201     8024     321600 SH     DEFINED       09      321600       0       0
                                   A
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AMERISOURCEBERGEN CORP             COM            03073E105     7900     102200 SH     DEFINED       01      102200       0       0
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AMERISOURCEBERGEN CORP             COM            03073E105    46643     603400 SH     DEFINED       02      603400       0       0
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AMERISOURCEBERGEN CORP             COM            03073E105    13723     177530 SH     DEFINED       09      177530       0       0
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AMETEK INC NEW                     COM            031100100     6647     154700 SH     DEFINED       09      154700       0       0
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AMPHENOL CORP NEW                  CL             032095101     4760     118000 SH     DEFINED       09      118000       0       0
                                   A
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AMSOUTH BANCORPORATION             COM            032165102     1910      75600 SH     DEFINED       09       75600       0       0
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AMSOUTH BANCORPORATION             COM            032165102    38157    1510558 SH     DEFINED       01     1467264    2177   41117
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AMVESCAP PLC                       SPONSORED ADR  03235E100    11644     893600 SH     DEFINED       09      893600       0       0
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AMVESCAP PLC                       SPONSORED ADR  03235E100      810      62200 SH     DEFINED       21       62200       0       0
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AMYLIN PHARMACEUTICALS INC         COM            032346108    29832     857500 SH     DEFINED       09      857500       0       0
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ANALOG DEVICES INC                 COM            032654105     1266      34100 SH     DEFINED       01       34100       0       0
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ANALOG DEVICES INC                 COM            032654105     1408      37900 SH     DEFINED       02       37900       0       0
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ANALOG DEVICES INC                 COM            032654105    26511     713800 SH     DEFINED       09      713800       0       0
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ANIKA THERAPEUTICS INC             COM            035255108    11926    1009000 SH     DEFINED       09     1009000       0       0
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ANIXTER INTL INC                   COM            035290105     3392      84100 SH     DEFINED       09       84100       0       0
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ANSYS INC                          COM            03662Q105     8187     212700 SH     DEFINED       09      212700       0       0
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ANTEON INTL CORP                   COM            03674E108     6508     152200 SH     DEFINED       09      152200       0       0
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AON CORP                           COM            037389103    14339     446970 SH     DEFINED       09      446970       0       0
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AON CORP                           COM            037389103     4216     131410 SH     DEFINED       01      131410       0       0
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APACHE CORP                        COM            037411105    46117     613100 SH     DEFINED       02      613100       0       0
------------------------------------------------------------------------------------------------------------------------------------
APACHE CORP                        COM            037411105    19271     256200 SH     DEFINED       09      256200       0       0
------------------------------------------------------------------------------------------------------------------------------------
APACHE CORP                        COM            037411105     1324      17600 SH     DEFINED       21       17600       0       0
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APACHE CORP                        COM            037411105     5110      67938 SH     DEFINED       01       67938       0       0
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APPLE COMPUTER INC                 COM            037833100      268       5000 SH     DEFINED       09        5000       0       0
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APPLE COMPUTER INC                 COM            37,833,100   29486     550000 SH     DEFINED                               
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APPLEBEES INTL INC                 COM            037899101      987      47700 SH     DEFINED       01       47700       0       0
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APPLEBEES INTL INC                 COM            037899101     1367      66050 SH     DEFINED       09       66050       0       0
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APPLIED MATLS INC                  COM            038222105     2286     134800 SH     DEFINED       02      134800       0       0
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APPLIED MATLS INC                  COM            038222105    56821    3350320 SH     DEFINED       09     3350320       0       0
------------------------------------------------------------------------------------------------------------------------------------
APPLIED MATLS INC                  COM            038222105     2035     120000 SH     DEFINED       21      120000       0       0
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APPLIED MATLS INC                  COM            038222105    10412     613929 SH     DEFINED       01      612051       0    1878
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ARBITRON INC                       COM            03875Q108      653      16400 SH     DEFINED       01       16400       0       0
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ARBITRON INC                       COM            03875Q108      964      24200 SH     DEFINED       09       24200       0       0
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ARCH COAL INC                      COM            039380100    23929     354500 SH     DEFINED       09      354500       0       0
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ARCHSTONE SMITH TR                 COM            039583109    59805    1500000 SH     DEFINED       09     1500000       0       0
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ARDEN RLTY INC                     COM            039793104      995      24157 SH     DEFINED       09       24157       0       0
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ARDEN RLTY INC                     COM            039793104    12392     300990 SH     DEFINED       01      289680     346   10964
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ARENA PHARMACEUTICALS INC          COM            040047102     7999     808000 SH     DEFINED       09      808000       0       0
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ARM HLDGS PLC                      SPONSORED ADR  042068106      820     130829 SH     DEFINED       01      130829       0       0
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ARM HLDGS PLC                      SPONSORED ADR  042068106    12540    2000000 SH     DEFINED       09     2000000       0       0
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ARTHROCARE CORP                    COM            043136100     1239      30800 SH     DEFINED       01       30800       0       0
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ARTHROCARE CORP                    COM            043136100    16366     406900 SH     DEFINED       09      406900       0       0
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ASE TEST LTD                       ORD            Y02516105      475      75800 SH     DEFINED       09       75800       0       0
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ASML HLDG NV                       N Y            N07059111     6703     406000 SH     DEFINED       09      406000       0       0
                                   SHS
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ASPECT MED SYS INC                 COM            045235108    24125     814200 SH     DEFINED       09      814200       0       0
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ASSURANT INC                       COM            04621X108    19574     514300 SH     DEFINED       09      514300       0       0
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AT&T CORP                          COM            001957505     2016     101840 SH     DEFINED       01      101840       0       0
                                   NEW
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AT&T CORP                          COM            001957505     5500     277800 SH     DEFINED       02      277800       0       0
                                   NEW
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AT&T CORP                          COM            001957505     3326     168000 SH     DEFINED       09      168000       0       0
                                   NEW
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ATI TECHNOLOGIES INC               COM            001941103     5554     398400 SH     DEFINED       09      398400       0       0
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ATI TECHNOLOGIES INC COM           COMMON         001941103    0.321         23 SH     DEFINED       01          23       0       0
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ATS MED INC                        COM            002083103     1862     503200 SH     DEFINED       09      503200       0       0
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AUTODESK INC                       COM            052769106    40417     870300 SH     DEFINED       09      870300       0       0
------------------------------------------------------------------------------------------------------------------------------------
AUXILIUM PHARMACEUTICALS INC       COM            05334D107      984     197600 SH     DEFINED       01      197600       0       0
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AUXILIUM PHARMACEUTICALS INC       COM            05334D107     4602     924100 SH     DEFINED       09      924100       0       0
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AVAYA INC                          COM            053499109     1206     117100 SH     DEFINED       09      117100       0       0
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AVAYA INC COM                      COMMON         053499109    0.165         16 SH     DEFINED       01          16       0       0
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AVIGEN INC                         COM            053690103       95      34000 SH     DEFINED       01       34000       0       0
------------------------------------------------------------------------------------------------------------------------------------
AVIGEN INC                         COM            053690103     8523    3065893 SH     DEFINED       09     3065893       0       0
------------------------------------------------------------------------------------------------------------------------------------
AVON PRODS INC                     COM            054303102      227       8400 SH     DEFINED       01        8400       0       0
------------------------------------------------------------------------------------------------------------------------------------
AVON PRODS INC                     COM            054303102     2700     100000 SH     DEFINED       21      100000       0       0
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AXIS CAPITAL HOLDINGS              SHS            G0692U109    57525    2017700 SH     DEFINED       09     2017700       0       0
------------------------------------------------------------------------------------------------------------------------------------
B & G FOODS INC NEW                UNIT           05508R205       30       2380 SH     DEFINED       01        2380       0       0
                                   99/99/9999
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B & G FOODS INC NEW                UNIT           05508R205     3701     292570 SH     DEFINED       02      292570       0       0
                                   99/99/9999
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BAA PLC ADR SPONSORED              COMMON         05518L206   31,662  2,868,161 SH     DEFINED       01   2,787,431   4,181  76,549
------------------------------------------------------------------------------------------------------------------------------------
BAKER HUGHES INC                   COM            057224107     4530      75900 SH     DEFINED       09       75900       0       0
------------------------------------------------------------------------------------------------------------------------------------
BALL CORP                          COM            058498106      792      25900 SH     DEFINED       21       25900       0       0
------------------------------------------------------------------------------------------------------------------------------------
BANK NEW YORK INC                  COM            064057102     5014     170500 SH     DEFINED       02      170500       0       0
------------------------------------------------------------------------------------------------------------------------------------
BANK NEW YORK INC                  COM            064057102     6285     213700 SH     DEFINED       09      213700       0       0
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BANK OF AMERICA CORPORATION        COM            060505104    15352     364665 SH     DEFINED       01      364054       0     611
------------------------------------------------------------------------------------------------------------------------------------
BANK OF AMERICA CORPORATION        COM            060505104    57418    1363848 SH     DEFINED       02     1363848       0       0
------------------------------------------------------------------------------------------------------------------------------------
BANK OF AMERICA CORPORATION        COM            060505104    88545    2103204 SH     DEFINED       09     2103204       0       0
------------------------------------------------------------------------------------------------------------------------------------
BANK OF AMERICA CORPORATION        COM            060505104     4553     121900 SH     DEFINED       21      121900       0       0
------------------------------------------------------------------------------------------------------------------------------------
BARCLAYS PLC                       ADR            06738E204     4155     101900 SH     DEFINED       02      101900       0       0
------------------------------------------------------------------------------------------------------------------------------------
BARCLAYS PLC                       ADR            06738E204     6296     154400 SH     DEFINED       09      154400       0       0
------------------------------------------------------------------------------------------------------------------------------------
BAXTER INTL INC                    COM            071813109     3528      88500 SH     DEFINED       01       88500       0       0
------------------------------------------------------------------------------------------------------------------------------------
BAXTER INTL INC                    COM            071813109    15988     401000 SH     DEFINED       02      401000       0       0
------------------------------------------------------------------------------------------------------------------------------------
BAXTER INTL INC                    COM            071813109    41433    1039202 SH     DEFINED       09     1039202       0       0
------------------------------------------------------------------------------------------------------------------------------------
BCE INC                            COM            05534B109    47606    1734915 SH     DEFINED       01     1688321    2442   44152
------------------------------------------------------------------------------------------------------------------------------------
BCE INC                            COM            05534B109     1978      72100 SH     DEFINED       02       72100       0       0
------------------------------------------------------------------------------------------------------------------------------------
BCE INC                            COM            05534B109     8693     316799 SH     DEFINED       09      316799       0       0
------------------------------------------------------------------------------------------------------------------------------------
BEAR STEARNS COS INC               COM            073902108     5213      47500 SH     DEFINED       09       47500       0       0
------------------------------------------------------------------------------------------------------------------------------------
BED BATH & BEYOND INC              COM            075896100      193       4800 SH     DEFINED       01        4800       0       0
------------------------------------------------------------------------------------------------------------------------------------
BED BATH & BEYOND INC              COM            075896100    37444     931900 SH     DEFINED       09      931900       0       0
------------------------------------------------------------------------------------------------------------------------------------
BED BATH & BEYOND INC              COM            075896100     2210      55000 SH     DEFINED       21       55000       0       0
------------------------------------------------------------------------------------------------------------------------------------
BELLSOUTH CORP                     COM            079860102     7790     296179 SH     DEFINED       01      295315       0     864
------------------------------------------------------------------------------------------------------------------------------------
BELLSOUTH CORP                     COM            079860102     5697     216600 SH     DEFINED       02      216600       0       0
------------------------------------------------------------------------------------------------------------------------------------
BELLSOUTH CORP                     COM            079860102    61910    2354000 SH     DEFINED       09     2354000       0       0
------------------------------------------------------------------------------------------------------------------------------------
BEST BUY INC                       COM            086516101     3265      75000 SH     DEFINED       21       75000       0       0
------------------------------------------------------------------------------------------------------------------------------------
BEST BUY INC                       COM            086516101      288       6614 SH     DEFINED       01        6614       0       0
------------------------------------------------------------------------------------------------------------------------------------
BEST BUY INC                       COM             86516101    17412    1000000 SH     DEFINED                               
------------------------------------------------------------------------------------------------------------------------------------
BIOENVISION INC                    COM            09059N100     1383     172200 SH     DEFINED       01      172200       0       0
------------------------------------------------------------------------------------------------------------------------------------
BIOENVISION INC                    COM            09059N100    10115    1259700 SH     DEFINED       09     1259700       0       0
------------------------------------------------------------------------------------------------------------------------------------
BIOMARIN PHARMACEUTICAL INC        COM            09061G101    12222    1400000 SH     DEFINED       09     1400000       0       0
------------------------------------------------------------------------------------------------------------------------------------
BIOSITE INC                        COM            090945106     6235     100800 SH     DEFINED       09      100800       0       0
------------------------------------------------------------------------------------------------------------------------------------
BIOVAIL CORP                       COM            09067J109     3003     128500 SH     DEFINED       01      128500       0       0
------------------------------------------------------------------------------------------------------------------------------------
BIOVAIL CORP                       COM            09067J109     4330     185300 SH     DEFINED       09      185300       0       0
------------------------------------------------------------------------------------------------------------------------------------
BLACK HILLS CORP                   COM            092113109      867      20000 SH     DEFINED       02       20000       0       0
------------------------------------------------------------------------------------------------------------------------------------
BLACKBOARD INC                     COM            091935502     1376      55000 SH     DEFINED       01       55000       0       0
------------------------------------------------------------------------------------------------------------------------------------
BLACKBOARD INC                     COM            091935502    23214     928200 SH     DEFINED       09      928200       0       0
------------------------------------------------------------------------------------------------------------------------------------
BLOCK H & R INC COM                COMMON         093671105       34      1,410 SH     DEFINED       01       1,410       0       0
------------------------------------------------------------------------------------------------------------------------------------
BLUE NILE INC                      COM            09578R103      127       4000 SH     DEFINED       01        4000       0       0
------------------------------------------------------------------------------------------------------------------------------------
BLUE NILE INC                      COM            09578R103      190       6000 SH     DEFINED       09        6000       0       0
------------------------------------------------------------------------------------------------------------------------------------
BMC SOFTWARE INC                   COM            055921100     3135     148600 SH     DEFINED       01      148600       0       0
------------------------------------------------------------------------------------------------------------------------------------
BMC SOFTWARE INC                   COM            055921100     9139     433140 SH     DEFINED       09      433140       0       0
------------------------------------------------------------------------------------------------------------------------------------
BOOTS GROUP PLC UNSPON ADR         COMMON         099482101   24,944  1,158,596 SH     DEFINED       01   1,126,670   1,715  30,211
------------------------------------------------------------------------------------------------------------------------------------
BOSTON SCIENTIFIC CORP             COM            101137107      610      26100 SH     DEFINED       01       26100       0       0
------------------------------------------------------------------------------------------------------------------------------------
BOSTON SCIENTIFIC CORP             COM            101137107     6815     291600 SH     DEFINED       02      291600       0       0
------------------------------------------------------------------------------------------------------------------------------------
BOSTON SCIENTIFIC CORP             COM            101137107       75       3200 SH     DEFINED       09        3200       0       0
------------------------------------------------------------------------------------------------------------------------------------
BOYD GAMING CORP                   COM            103304101     3463      80300 SH     DEFINED       09       80300       0       0
------------------------------------------------------------------------------------------------------------------------------------
BP PLC                             SPONSORED ADR  055622104     8414     118762 SH     DEFINED       01      118762       0       0
------------------------------------------------------------------------------------------------------------------------------------
BP PLC                             SPONSORED ADR  055622104    35801     505300 SH     DEFINED       02      505300       0       0
------------------------------------------------------------------------------------------------------------------------------------
BP PLC                             SPONSORED ADR  055622104    33538     473370 SH     DEFINED       09      473370       0       0
------------------------------------------------------------------------------------------------------------------------------------
BP PLC                             SPONSORED ADR  055622104     2181      37000 SH     DEFINED       21       37000       0       0
------------------------------------------------------------------------------------------------------------------------------------
BRILLIAN CORP                      COM            10949P107     2657     788400 SH     DEFINED       09      788400       0       0
------------------------------------------------------------------------------------------------------------------------------------
BRISTOL MYERS SQUIBB CO            COM            110122108       91       3800 SH     DEFINED       01        3800       0       0
------------------------------------------------------------------------------------------------------------------------------------
BRISTOL MYERS SQUIBB CO            COM            110122108      905      37600 SH     DEFINED       02       37600       0       0
------------------------------------------------------------------------------------------------------------------------------------
BRITISH AMERN TOB PLC              SPONSORED ADR  110448107     1515      35774 SH     DEFINED       09       35774       0       0
------------------------------------------------------------------------------------------------------------------------------------
BROADCOM CORP                      CL             111320107     7083     151000 SH     DEFINED       09      151000       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
BUFFALO WILD WINGS INC             COM            119848109     2798     105600 SH     DEFINED       01      105600       0       0
------------------------------------------------------------------------------------------------------------------------------------
BUFFALO WILD WINGS INC             COM            119848109     4081     154000 SH     DEFINED       09      154000       0       0
------------------------------------------------------------------------------------------------------------------------------------
BUNGE LIMITED                      COM            G16962105     5167      98200 SH     DEFINED       09       98200       0       0
------------------------------------------------------------------------------------------------------------------------------------
BUSINESS OBJECTS S A               SPONSORED ADR  12328X107     1557      44780 SH     DEFINED       01       44780       0       0
------------------------------------------------------------------------------------------------------------------------------------
BUSINESS OBJECTS S A               SPONSORED      12328X107     2503      72000 SH     DEFINED       09       72000       0       0
                                   ADR
------------------------------------------------------------------------------------------------------------------------------------
CABELAS INC                        COM            126804301      755      41100 SH     DEFINED       01       41100       0       0
------------------------------------------------------------------------------------------------------------------------------------
CABELAS INC                        COM            126804301     1102      60000 SH     DEFINED       09       60000       0       0
------------------------------------------------------------------------------------------------------------------------------------
CABOT MICROELECTRONICS CORP        COM            12709P103     1932      65770 SH     DEFINED       01       65770       0       0
------------------------------------------------------------------------------------------------------------------------------------
CABOT MICROELECTRONICS CORP        COM            12709P103     2752      93660 SH     DEFINED       09       93660       0       0
------------------------------------------------------------------------------------------------------------------------------------
CADENCE DESIGN SYSTEM INC          COM            127387108     7070     437500 SH     DEFINED       09      437500       0       0
------------------------------------------------------------------------------------------------------------------------------------
CALAMOS ASSET MGMT INC             CL             12811R104    17543     710800 SH     DEFINED       09      710800       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINL CORP              COM            14040H105    77513     974760 SH     DEFINED       09      974760       0       0
------------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINL CORP              COM            14040H105     4405      57500 SH     DEFINED       21       57500       0       0
------------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINL CORP              COM            14040H105     5215      65587 SH     DEFINED       01       65587       0       0
------------------------------------------------------------------------------------------------------------------------------------
CAPITOL FED FINL                   COM            14057C106     1304      38100 SH     DEFINED       02       38100       0       0
------------------------------------------------------------------------------------------------------------------------------------
CARDINAL HEALTH INC                COM            14149Y108     6395     100800 SH     DEFINED       09      100800       0       0
------------------------------------------------------------------------------------------------------------------------------------
CAREMARK RX INC                    COM            141705103    57347    1148550 SH     DEFINED       09     1148550       0       0
------------------------------------------------------------------------------------------------------------------------------------
CAREMARK RX INC                    COM            141705103     2549      51050 SH     DEFINED       21       51050       0       0
------------------------------------------------------------------------------------------------------------------------------------
CAREMARK RX INC                    COM            141705103        8        170 SH     DEFINED       01         170       0       0
------------------------------------------------------------------------------------------------------------------------------------
CARNIVAL CORP                      PAIRED         143658300    10061     201300 SH     DEFINED       09      201300       0       0
                                   CTF
------------------------------------------------------------------------------------------------------------------------------------
CARNIVAL CORP                      PAIRED         143658300     2164      47600 SH     DEFINED       21       47600       0       0
                                   CTF
------------------------------------------------------------------------------------------------------------------------------------
CARRAMERICA RLTY CORP              COM            144418100     1082      30110 SH     DEFINED       09       30110       0       0
------------------------------------------------------------------------------------------------------------------------------------
CARRAMERICA RLTY CORP              COM            144418100    18165     505272 SH     DEFINED       01      493616     816   10840
------------------------------------------------------------------------------------------------------------------------------------
CARTER INC                         COM            146229109     3800      66900 SH     DEFINED       01       66900       0       0
------------------------------------------------------------------------------------------------------------------------------------
CARTER INC                         COM            146229109     5680     100000 SH     DEFINED       09      100000       0       0
------------------------------------------------------------------------------------------------------------------------------------
CB RICHARD ELLIS GROUP INC         CL             12497T101   203993    4146200 SH     DEFINED       09     4146200       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
CBL & ASSOC PPTYS INC              COM            124830100     3947      96300 SH     DEFINED       09       96300       0       0
------------------------------------------------------------------------------------------------------------------------------------
CELANESE CORP DEL                  COM SER        150870103      979      68200 SH     DEFINED       21       68200       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
CELEBRATE EXPRESS INC              COM            15100A104     1533     109600 SH     DEFINED       01      109600       0       0
------------------------------------------------------------------------------------------------------------------------------------
CELEBRATE EXPRESS INC              COM            15100A104     2279     162894 SH     DEFINED       09      162894       0       0
------------------------------------------------------------------------------------------------------------------------------------
CELESTICA INC                      SUB VTG        15101Q108     1254     110900 SH     DEFINED       09      110900       0       0
                                   SHS
------------------------------------------------------------------------------------------------------------------------------------
CEMEX S A                          SPON ADR 5     151290889    20038     383141 SH     DEFINED       09      383141       0       0
                                   ORD
------------------------------------------------------------------------------------------------------------------------------------
CENDANT CORP                       COM            151313103    62475    3026900 SH     DEFINED       09     3026900       0       0
------------------------------------------------------------------------------------------------------------------------------------
CENDANT CORP                       COM            151313103       56       2732 SH     DEFINED       01        2732       0       0
------------------------------------------------------------------------------------------------------------------------------------
CENTERPOINT ENERGY INC             COM            15189T107     1322      88900 SH     DEFINED       01       88900       0       0
------------------------------------------------------------------------------------------------------------------------------------
CENTEX CORP                        COM            152312104    16294     252300 SH     DEFINED       09      252300       0       0
------------------------------------------------------------------------------------------------------------------------------------
CENTEX CORP                        COM            152312104     1292      20000 SH     DEFINED       21       20000       0       0
------------------------------------------------------------------------------------------------------------------------------------
CENTEX CORP                        COM            152312104      200       3102 SH     DEFINED       01        3102       0       0
------------------------------------------------------------------------------------------------------------------------------------
CENTRAL EUROPEAN MEDIA ENTRP       CL A           G20045202    27730     525088 SH     DEFINED       01      525088       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
CENTRAL EUROPEAN MEDIA ENTRP       CL A           G20045202   147023    2784000 SH     DEFINED       09     2784000       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
CENTURYTEL INC                     COM            156700106      878      25100 SH     DEFINED       01       25100       0       0
------------------------------------------------------------------------------------------------------------------------------------
CERADYNE INC                       COM            156710105     7343     200200 SH     DEFINED       09      200200       0       0
------------------------------------------------------------------------------------------------------------------------------------
CERNER CORP                        COM            156782104     8910     102500 SH     DEFINED       09      102500       0       0
------------------------------------------------------------------------------------------------------------------------------------
CHARLES RIV LABS INTL INC          COM            159864107    35193     806808 SH     DEFINED       09      806808       0       0
------------------------------------------------------------------------------------------------------------------------------------
CHECK POINT SOFTWARE TECH LT       ORD            M22465104    32355    1330400 SH     DEFINED       09     1330400       0       0
------------------------------------------------------------------------------------------------------------------------------------
CHECK POINT SOFTWARE TECH LT       ORD            M22465104     3710     152550 SH     DEFINED       21      152550       0       0
------------------------------------------------------------------------------------------------------------------------------------
CHENIERE ENERGY INC                COM            16411R208     6452     156000 SH     DEFINED       09      156000       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
CHESAPEAKE ENERGY CORP             COM            165167107     6671     174400 SH     DEFINED       09      174400       0       0
------------------------------------------------------------------------------------------------------------------------------------
CHEVRON CORP NEW                   COM            166764100   110578    1708300 SH     DEFINED       02     1708300       0       0
------------------------------------------------------------------------------------------------------------------------------------
CHEVRON CORP NEW                   COM            166764100   133613    2064156 SH     DEFINED       09     2064156       0       0
------------------------------------------------------------------------------------------------------------------------------------
CHEVRON CORP NEW                   COM            166764100    25841     399218 SH     DEFINED       01      399008       0     210
------------------------------------------------------------------------------------------------------------------------------------
CHICAGO BRIDGE & IRON CO N V       N Y REGISTRY   167250109    75284    2421500 SH     DEFINED       09     2421500       0       0
                                   SH
------------------------------------------------------------------------------------------------------------------------------------
CHICAGO MERCANTILE HLDGS INC       CL             167760107     6881      20400 SH     DEFINED       09       20400       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
CHICOS FAS INC                     COM            168615102     4894     133000 SH     DEFINED       09      133000       0       0
------------------------------------------------------------------------------------------------------------------------------------
CHINDEX INTERNATIONAL INC          COM            169467107     1935     559200 SH     DEFINED       09      559200       0       0
------------------------------------------------------------------------------------------------------------------------------------
CHOICE HOTELS INTL INC             COM            169905106     4150      64200 SH     DEFINED       09       64200       0       0
------------------------------------------------------------------------------------------------------------------------------------
CHUBB CORP                         COM            171232101      725       8100 SH     DEFINED       02        8100       0       0
------------------------------------------------------------------------------------------------------------------------------------
CHUBB CORP                         COM            171232101     6555      73200 SH     DEFINED       09       73200       0       0
------------------------------------------------------------------------------------------------------------------------------------
CIBA SPECIALTY CHEMICALS HLD       SPONSORED ADR  17162W206     1102      37600 SH     DEFINED       02       37600       0       0
------------------------------------------------------------------------------------------------------------------------------------
CIGNA CORP                         COM            125509109     7201      61100 SH     DEFINED       09       61100       0       0
------------------------------------------------------------------------------------------------------------------------------------
CINCINNATI FINL CORP               COM            172062101     6593     157385 SH     DEFINED       09      157385       0       0
------------------------------------------------------------------------------------------------------------------------------------
CINERGY CORP                       COM            172474108      533      12010 SH     DEFINED       01       12010       0       0
------------------------------------------------------------------------------------------------------------------------------------
CINERGY CORP                       COM            172474108      806      18149 SH     DEFINED       09       18149       0       0
------------------------------------------------------------------------------------------------------------------------------------
CIPHERGEN BIOSYSTEMS INC           COM            17252Y104      971     525100 SH     DEFINED       01      525100       0       0
------------------------------------------------------------------------------------------------------------------------------------
CIPHERGEN BIOSYSTEMS INC           COM            17252Y104     1417     766100 SH     DEFINED       09      766100       0       0
------------------------------------------------------------------------------------------------------------------------------------
CIRRUS LOGIC INC                   COM            172755100     1898     250000 SH     DEFINED       01      250000       0       0
------------------------------------------------------------------------------------------------------------------------------------
CIRRUS LOGIC INC                   COM            172755100    18043    2377200 SH     DEFINED       09     2377200       0       0
------------------------------------------------------------------------------------------------------------------------------------
CISCO SYS INC                      COM            17275R102     2722     151800 SH     DEFINED       02      151800       0       0
------------------------------------------------------------------------------------------------------------------------------------
CISCO SYS INC                      COM            17275R102    50384    2810033 SH     DEFINED       09     2810033       0       0
------------------------------------------------------------------------------------------------------------------------------------
CISCO SYS INC                      COM            17275R102     7685     459200 SH     DEFINED       21      459200       0       0
------------------------------------------------------------------------------------------------------------------------------------
CISCO SYS INC                      COM            17275R102     6000     334716 SH     DEFINED       01      333206       0    1510
------------------------------------------------------------------------------------------------------------------------------------
CITADEL BROADCASTING CORP          NOTE  1.875%   17285TAB2      178     225000 PRN    DEFINED       09      225000       0       0
                                   2/1
------------------------------------------------------------------------------------------------------------------------------------
CITI TRENDS INC                    COM            17306X102      912      41800 SH     DEFINED       01       41800       0       0
------------------------------------------------------------------------------------------------------------------------------------
CITI TRENDS INC                    COM            17306X102     1380      63216 SH     DEFINED       09       63216       0       0
------------------------------------------------------------------------------------------------------------------------------------
CITIGROUP INC                      COM            172967101    87804    1928900 SH     DEFINED       02     1928900       0       0
------------------------------------------------------------------------------------------------------------------------------------
CITIGROUP INC                      COM            172967101   153642    3375273 SH     DEFINED       09     3375273       0       0
------------------------------------------------------------------------------------------------------------------------------------
CITIGROUP INC                      COM            172967101     2579      68100 SH     DEFINED       21       68100       0       0
------------------------------------------------------------------------------------------------------------------------------------
CITIGROUP INC                      COM            172967101    21211     465963 SH     DEFINED       01      465377       0     586
------------------------------------------------------------------------------------------------------------------------------------
CITY NATL CORP                     COM            178566105     3112      44400 SH     DEFINED       09       44400       0       0
------------------------------------------------------------------------------------------------------------------------------------
CLEAR CHANNEL COMMUNICATIONS       COM            184502102     4440     135000 SH     DEFINED       01      135000       0       0
------------------------------------------------------------------------------------------------------------------------------------
CLEAR CHANNEL COMMUNICATIONS       COM            184502102    21576     656020 SH     DEFINED       09      656020       0       0
------------------------------------------------------------------------------------------------------------------------------------
CLEVELAND CLIFFS INC               COM            185896107     4643      53300 SH     DEFINED       09       53300       0       0
------------------------------------------------------------------------------------------------------------------------------------
CMS ENERGY CORP                    COM            125896100      999      60712 SH     DEFINED       01       60712       0       0
------------------------------------------------------------------------------------------------------------------------------------
CNF INC                            COM            12612W104     7586     144500 SH     DEFINED       01      144500       0       0
------------------------------------------------------------------------------------------------------------------------------------
CNF INC                            COM            12612W104   105803    2015300 SH     DEFINED       09     2015300       0       0
------------------------------------------------------------------------------------------------------------------------------------
COACH INC                          COM            189754104     4309     137400 SH     DEFINED       09      137400       0       0
------------------------------------------------------------------------------------------------------------------------------------
COACH INC                          COM            189754104     2038      65000 SH     DEFINED       21       65000       0       0
------------------------------------------------------------------------------------------------------------------------------------
COACH INC                          COM            189754104      184       5860 SH     DEFINED       01        5860       0       0
------------------------------------------------------------------------------------------------------------------------------------
COCA COLA CO                       COM            191216100    10229     236826 SH     DEFINED       01      236602       0     224
------------------------------------------------------------------------------------------------------------------------------------
COCA COLA CO                       COM            191216100    30311     701800 SH     DEFINED       02      701800       0       0
------------------------------------------------------------------------------------------------------------------------------------
COCA COLA CO                       COM            191216100   103001    2384830 SH     DEFINED       09     2384830       0       0
------------------------------------------------------------------------------------------------------------------------------------
COCA COLA CO                       COM            191216100     3661      92600 SH     DEFINED       21       92600       0       0
------------------------------------------------------------------------------------------------------------------------------------
COGENT INC                         COM            19239Y108    11980     504400 SH     DEFINED       09      504400       0       0
------------------------------------------------------------------------------------------------------------------------------------
COGNIZANT TECHNOLOGY SOLUTIO       CL             192446102     8610     184800 SH     DEFINED       09      184800       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
COGNOS INC                         COM            19244C109     2327      59778 SH     DEFINED       01       59778       0       0
------------------------------------------------------------------------------------------------------------------------------------
COGNOS INC                         COM            19244C109    19444     499452 SH     DEFINED       09      499452       0       0
------------------------------------------------------------------------------------------------------------------------------------
COLGATE PALMOLIVE CO               COM            194162103      512       9700 SH     DEFINED       02        9700       0       0
------------------------------------------------------------------------------------------------------------------------------------
COLGATE PALMOLIVE CO               COM            194162103     8594     162800 SH     DEFINED       09      162800       0       0
------------------------------------------------------------------------------------------------------------------------------------
COLONIAL PPTYS TR                  COM SH BEN     195872106     1058      23796 SH     DEFINED       09       23796       0       0
                                   INT
------------------------------------------------------------------------------------------------------------------------------------
COLONIAL PPTYS TR                  COM SH BEN     195872106     9009     202551 SH     DEFINED       01      194958     235    7358
                                   INT
------------------------------------------------------------------------------------------------------------------------------------
COMERICA INC                       COM            200340107     2645      44900 SH     DEFINED       02       44900       0       0
------------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL VEH GROUP INC           COM            202608105     1614      77100 SH     DEFINED       01       77100       0       0
------------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL VEH GROUP INC           COM            202608105     4668     222900 SH     DEFINED       09      222900       0       0
------------------------------------------------------------------------------------------------------------------------------------
COMPUTER SCIENCES CORP             COM            205363104     3131      66180 SH     DEFINED       01       66180       0       0
------------------------------------------------------------------------------------------------------------------------------------
COMPUTER SCIENCES CORP             COM            205363104    10982     232130 SH     DEFINED       09      232130       0       0
------------------------------------------------------------------------------------------------------------------------------------
COMVERSE TECHNOLOGY INC            COM PAR        205862402    33718    1283500 SH     DEFINED       09     1283500       0       0
                                   $0.10
------------------------------------------------------------------------------------------------------------------------------------
CONAGRA INC                        COMMON         205887102        2         96 SH     DEFINED       01          96       0       0
------------------------------------------------------------------------------------------------------------------------------------
CONCEPTUS INC                      COM            206016107        9        800 SH     DEFINED       01         800       0       0
------------------------------------------------------------------------------------------------------------------------------------
CONCEPTUS INC                      COM            206016107    42524    3665900 SH     DEFINED       09     3665900       0       0
------------------------------------------------------------------------------------------------------------------------------------
CONCORDE CAREER COLLEGES INC       COM            20651H201      781      50900 SH     DEFINED       01       50900       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
CONCORDE CAREER COLLEGES INC       COM            20651H201     5758     375140 SH     DEFINED       09      375140       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
CONOCOPHILLIPS                     COM            20825C104     2419      34600 SH     DEFINED       02       34600       0       0
------------------------------------------------------------------------------------------------------------------------------------
CONOCOPHILLIPS                     COM            20825C104    51712     739690 SH     DEFINED       09      739690       0       0
------------------------------------------------------------------------------------------------------------------------------------
CONOCOPHILLIPS                     COM            20825C104     8648     123702 SH     DEFINED       01      123340       0     362
------------------------------------------------------------------------------------------------------------------------------------
CONSOL ENERGY INC                  COM            20854P109     6308      82700 SH     DEFINED       09       82700       0       0
------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED COMM HLDGS INC        COM            209034107     9547     702000 SH     DEFINED       09      702000       0       0
------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED EDISON INC            COM            209115104     1424      29338 SH     DEFINED       09       29338       0       0
------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED EDISON INC            COM            209115104    16364     337046 SH     DEFINED       01      326985     472    9589
------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED WATER CO INC          ORD            G23773107      545      27200 SH     DEFINED       01       27200       0       0
------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED WATER CO INC          ORD            G23773107     4824     240600 SH     DEFINED       09      240600       0       0
------------------------------------------------------------------------------------------------------------------------------------
CONSTELLATION ENERGY GROUP I       COM            210371100      283       4600 SH     DEFINED       01        4600       0       0
------------------------------------------------------------------------------------------------------------------------------------
CONSTELLATION ENERGY GROUP I       COM            210371100     5347      86800 SH     DEFINED       09       86800       0       0
------------------------------------------------------------------------------------------------------------------------------------
COOPER CAMERON CORP                COM            216640102      850      11500 SH     DEFINED       01       11500       0       0
------------------------------------------------------------------------------------------------------------------------------------
COOPER CAMERON CORP                COM            216640102      939      12700 SH     DEFINED       02       12700       0       0
------------------------------------------------------------------------------------------------------------------------------------
COOPER CAMERON CORP                COM            216640102    16353     221200 SH     DEFINED       09      221200       0       0
------------------------------------------------------------------------------------------------------------------------------------
CORNING INC                        COM            219350105      671      34700 SH     DEFINED       09       34700       0       0
------------------------------------------------------------------------------------------------------------------------------------
CORPORATE EXECUTIVE BRD CO         COM            21988R102     6659      85400 SH     DEFINED       09       85400       0       0
------------------------------------------------------------------------------------------------------------------------------------
COST PLUS INC CALIF                COM            221485105     1172      64600 SH     DEFINED       01       64600       0       0
------------------------------------------------------------------------------------------------------------------------------------
COST PLUS INC CALIF                COM            221485105     1629      89745 SH     DEFINED       09       89745       0       0
------------------------------------------------------------------------------------------------------------------------------------
COSTAR GROUP INC                   COM            22160N109     1974      42257 SH     DEFINED       01       42257       0       0
------------------------------------------------------------------------------------------------------------------------------------
COSTAR GROUP INC                   COM            22160N109    38141     816382 SH     DEFINED       09      816382       0       0
------------------------------------------------------------------------------------------------------------------------------------
COVANCE INC                        COM            222816100     8403     175100 SH     DEFINED       09      175100       0       0
------------------------------------------------------------------------------------------------------------------------------------
COVENTRY HEALTH CARE INC           COM            222862104     8051      93600 SH     DEFINED       09       93600       0       0
------------------------------------------------------------------------------------------------------------------------------------
CTRIP COM INTL LTD                 ADR            22943F100     2627      41000 SH     DEFINED       01       41000       0       0
------------------------------------------------------------------------------------------------------------------------------------
CTRIP COM INTL LTD                 ADR            22943F100     3691      57600 SH     DEFINED       09       57600       0       0
------------------------------------------------------------------------------------------------------------------------------------
CUBIST PHARMACEUTICALS INC         COM            229678107     3274     152000 SH     DEFINED       01      152000       0       0
------------------------------------------------------------------------------------------------------------------------------------
CUBIST PHARMACEUTICALS INC         COM            229678107    69899    3245100 SH     DEFINED       09     3245100       0       0
------------------------------------------------------------------------------------------------------------------------------------
CUMMINS INC                        COM            231021106   142042    1614300 SH     DEFINED       09     1614300       0       0
------------------------------------------------------------------------------------------------------------------------------------
CV THERAPEUTICS INC                COM            126667104     1372      51300 SH     DEFINED       01       51300       0       0
------------------------------------------------------------------------------------------------------------------------------------
CV THERAPEUTICS INC                COM            126667104     1971      73700 SH     DEFINED       09       73700       0       0
------------------------------------------------------------------------------------------------------------------------------------
CVS CORP                           COM            126650100      183       6300 SH     DEFINED       01        6300       0       0
------------------------------------------------------------------------------------------------------------------------------------
CVS CORP                           COM            126650100     2176      75000 SH     DEFINED       21       75000       0       0
------------------------------------------------------------------------------------------------------------------------------------
CYMER INC                          COM            232572107      692      22100 SH     DEFINED       09       22100       0       0
------------------------------------------------------------------------------------------------------------------------------------
CYTYC CORP                         COM            232946103     3441     128148 SH     DEFINED       01      128148       0       0
------------------------------------------------------------------------------------------------------------------------------------
CYTYC CORP                         COM            232946103   125615    4678380 SH     DEFINED       09     4678380       0       0
------------------------------------------------------------------------------------------------------------------------------------
D R HORTON INC                     COM            23331A109      185       5100 SH     DEFINED       01        5100       0       0
------------------------------------------------------------------------------------------------------------------------------------
D R HORTON INC                     COM            23331A109    12095     333933 SH     DEFINED       09      333933       0       0
------------------------------------------------------------------------------------------------------------------------------------
D R HORTON INC                     COM            23331A109     2072      57200 SH     DEFINED       21       57200       0       0
------------------------------------------------------------------------------------------------------------------------------------
DAVITA INC                         COM            23918K108     7876     170950 SH     DEFINED       09      170950       0       0
------------------------------------------------------------------------------------------------------------------------------------
DEAN FOODS CO NEW                  COM            242370104    70558    1815700 SH     DEFINED       09     1815700       0       0
------------------------------------------------------------------------------------------------------------------------------------
DEERE & CO                         COM            244199105     1212      19800 SH     DEFINED       01       19800       0       0
------------------------------------------------------------------------------------------------------------------------------------
DEERE & CO                         COM            244199105     7368     120400 SH     DEFINED       02      120400       0       0
------------------------------------------------------------------------------------------------------------------------------------
DEERE & CO                         COM            244199105     8036     131300 SH     DEFINED       09      131300       0       0
------------------------------------------------------------------------------------------------------------------------------------
DEERE & CO                         COM            244199105     1836      30000 SH     DEFINED       21       30000       0       0
------------------------------------------------------------------------------------------------------------------------------------
DELL INC                           COM            24702R101     4809     140622 SH     DEFINED       01      139932       0     690
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DELL INC                           COM            24702R101     2103      61500 SH     DEFINED       02       61500       0       0
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DELL INC                           COM            24702R101    38397    1122725 SH     DEFINED       09     1122725       0       0
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DELL INC                           COM            24702R101     4788     140000 SH     DEFINED       21      140000       0       0
------------------------------------------------------------------------------------------------------------------------------------
DENBURY RES INC                    COM            247916208     5715     113300 SH     DEFINED       09      113300       0       0
                                   NEW
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DENTSPLY INTL INC NEW              COM            249030107    21802     403600 SH     DEFINED       09      403600       0       0
------------------------------------------------------------------------------------------------------------------------------------
DESIGN WITHIN REACH INC            COM            250557105      240      26600 SH     DEFINED       01       26600       0       0
------------------------------------------------------------------------------------------------------------------------------------
DESIGN WITHIN REACH INC            COM            250557105      347      38400 SH     DEFINED       09       38400       0       0
------------------------------------------------------------------------------------------------------------------------------------
DEVON ENERGY CORP NEW              COM            25179M103     2265      33000 SH     DEFINED       21       33000       0       0
------------------------------------------------------------------------------------------------------------------------------------
DEVON ENERGY CORP NEW              COM            25179M103      217       3156 SH     DEFINED       01        3156       0       0
------------------------------------------------------------------------------------------------------------------------------------
DIAGEO P L C                       SPON ADR       25243Q205     2291      39500 SH     DEFINED       09       39500       0       0
                                   NEW
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DICKS SPORTING GOODS INC           COM            253393102     6921     229854 SH     DEFINED       01      229854       0       0
------------------------------------------------------------------------------------------------------------------------------------
DICKS SPORTING GOODS INC           COM            253393102    70253    2333218 SH     DEFINED       09     2333218       0       0
------------------------------------------------------------------------------------------------------------------------------------
DIGENE CORP                        COM            253752109     1149      40300 SH     DEFINED       01       40300       0       0
------------------------------------------------------------------------------------------------------------------------------------
DIGENE CORP                        COM            253752109    15991     561100 SH     DEFINED       09      561100       0       0
------------------------------------------------------------------------------------------------------------------------------------
DIGIRAD CORP                       COM            253827109       33       6900 SH     DEFINED       01        6900       0       0
------------------------------------------------------------------------------------------------------------------------------------
DIGIRAD CORP                       COM            253827109      944     195600 SH     DEFINED       09      195600       0       0
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DISCOVERY PARTNERS INTL INC        COM            254675101      858     266500 SH     DEFINED       01      266500       0       0
------------------------------------------------------------------------------------------------------------------------------------
DISCOVERY PARTNERS INTL INC        COM            254675101     1248     387500 SH     DEFINED       09      387500       0       0
------------------------------------------------------------------------------------------------------------------------------------
DISNEY WALT CO                     COM            254687106     7075     293200 SH     DEFINED       02      293200       0       0
                                   DISNEY
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DISNEY WALT CO                     COM            254687106       80       3300 SH     DEFINED       09        3300       0       0
                                   DISNEY
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DISNEY WALT CO                     COM            254687106     3505     145249 SH     DEFINED       01      144239       0    1010
                                   DISNEY
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DOLBY LABORATORIES INC             COM            25659T107     1437      89800 SH     DEFINED       01       89800       0       0
------------------------------------------------------------------------------------------------------------------------------------
DOLBY LABORATORIES INC             COM            25659T107     2704     169000 SH     DEFINED       09      169000       0       0
------------------------------------------------------------------------------------------------------------------------------------
DOMINION RES INC VA NEW            COM            25746U109     1351      15689 SH     DEFINED       01       15689       0       0
------------------------------------------------------------------------------------------------------------------------------------
DOMINOS PIZZA INC                  COM            25754A201    20606     883600 SH     DEFINED       09      883600       0       0
------------------------------------------------------------------------------------------------------------------------------------
DPL INC                            COM            233293109      553      19900 SH     DEFINED       01       19900       0       0
------------------------------------------------------------------------------------------------------------------------------------
DPL INC                            COM            233293109      862      31000 SH     DEFINED       02       31000       0       0
------------------------------------------------------------------------------------------------------------------------------------
DRS TECHNOLOGIES INC               COM            23330X100     3870      78411 SH     DEFINED       01       78411       0       0
------------------------------------------------------------------------------------------------------------------------------------
DRS TECHNOLOGIES INC               COM            23330X100    24993     506340 SH     DEFINED       09      506340       0       0
------------------------------------------------------------------------------------------------------------------------------------
DST SYS INC DEL                    COM            233326107    17047     310900 SH     DEFINED       09      310900       0       0
------------------------------------------------------------------------------------------------------------------------------------
DSW INC                            CL             23334L102      555      26200 SH     DEFINED       01       26200       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
DSW INC                            CL             23334L102     8724     411500 SH     DEFINED       09      411500       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
DTE ENERGY CO                      COM            233331107      632      13784 SH     DEFINED       01       13784       0       0
------------------------------------------------------------------------------------------------------------------------------------
DU PONT E I DE NEMOURS & CO        COM            263534109     2572      65650 SH     DEFINED       02       65650       0       0
------------------------------------------------------------------------------------------------------------------------------------
DU PONT E I DE NEMOURS & CO        COM            263534109    14861     379400 SH     DEFINED       09      379400       0       0
------------------------------------------------------------------------------------------------------------------------------------
DU PONT E I DE NEMOURS & CO        COM            263534109      945      24133 SH     DEFINED       01       23912       0     221
------------------------------------------------------------------------------------------------------------------------------------
DUKE ENERGY CORP                   COM            264399106     1829      62700 SH     DEFINED       02       62700       0       0
------------------------------------------------------------------------------------------------------------------------------------
DUKE REALTY CORP                   COM            264411505      996      29402 SH     DEFINED       09       29402       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
DUKE REALTY CORP                   COM            264411505    10957     323417 SH     DEFINED       01      311268     376   11773
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
DYAX CORP                          COM            26746E103      866     155000 SH     DEFINED       01      155000       0       0
------------------------------------------------------------------------------------------------------------------------------------
DYAX CORP                          COM            26746E103    27816    4976100 SH     DEFINED       09     4976100       0       0
------------------------------------------------------------------------------------------------------------------------------------
DYNAVAX TECHNOLOGIES CORP          COM            268158102     2403     358700 SH     DEFINED       01      358700       0       0
------------------------------------------------------------------------------------------------------------------------------------
DYNAVAX TECHNOLOGIES CORP          COM            268158102    16367    2442800 SH     DEFINED       09     2442800       0       0
------------------------------------------------------------------------------------------------------------------------------------
E M C CORP MASS                    COM            268648102     2385     184300 SH     DEFINED       02      184300       0       0
------------------------------------------------------------------------------------------------------------------------------------
E M C CORP MASS                    COM            268648102    42510    3285200 SH     DEFINED       09     3285200       0       0
------------------------------------------------------------------------------------------------------------------------------------
E M C CORP MASS                    COM            268648102     3262     267400 SH     DEFINED       21      267400       0       0
------------------------------------------------------------------------------------------------------------------------------------
E M C CORP MASS                    COM            268648102     2275     175832 SH     DEFINED       01      175832       0       0
------------------------------------------------------------------------------------------------------------------------------------
EATON CORP                         COM            278058102    49137     773200 SH     DEFINED       02      773200       0       0
------------------------------------------------------------------------------------------------------------------------------------
EATON CORP                         COM            278058102     7822     123080 SH     DEFINED       09      123080       0       0
------------------------------------------------------------------------------------------------------------------------------------
EATON CORP                         COM            278058102     9120     143502 SH     DEFINED       01      143231       0     271
------------------------------------------------------------------------------------------------------------------------------------
EBAY INC                           COM            278642103     1533      37200 SH     DEFINED       09       37200       0       0
------------------------------------------------------------------------------------------------------------------------------------
EBAY INC                           COM            278642103     3296      80000 SH     DEFINED       21       80000       0       0
------------------------------------------------------------------------------------------------------------------------------------
EBAY INC                           COM            278642103      195       4726 SH     DEFINED       01        4726       0       0
------------------------------------------------------------------------------------------------------------------------------------
ECOLLEGE COM                       COM            27887E100     1483      99766 SH     DEFINED       01       99766       0       0
------------------------------------------------------------------------------------------------------------------------------------
ECOLLEGE COM                       COM            27887E100    24633    1657649 SH     DEFINED       09     1657649       0       0
------------------------------------------------------------------------------------------------------------------------------------
ECOST COM INC                      COM            27922W107      209     116123 SH     DEFINED       01      116123       0       0
------------------------------------------------------------------------------------------------------------------------------------
ECOST COM INC                      COM            27922W107      299     166217 SH     DEFINED       09      166217       0       0
------------------------------------------------------------------------------------------------------------------------------------
EDISON INTL                        COM            281020107     2260      47800 SH     DEFINED       01       47800       0       0
------------------------------------------------------------------------------------------------------------------------------------
EDISON INTL                        COM            281020107     2496      52800 SH     DEFINED       02       52800       0       0
------------------------------------------------------------------------------------------------------------------------------------
EDISON INTL                        COM            281020107     7318     154790 SH     DEFINED       09      154790       0       0
------------------------------------------------------------------------------------------------------------------------------------
EDP ENERGIAS DE PORTUGAL S A       SPONSORED ADR  268353109     4054     145300 SH     DEFINED       02      145300       0       0
------------------------------------------------------------------------------------------------------------------------------------
EDUCATE INC                        COM            28138P100     1044      69600 SH     DEFINED       01       69600       0       0
------------------------------------------------------------------------------------------------------------------------------------
EDUCATE INC                        COM            28138P100    16650    1110000 SH     DEFINED       09     1110000       0       0
------------------------------------------------------------------------------------------------------------------------------------
EGL INC                            COM            268484102     9579     352800 SH     DEFINED       01      352800       0       0
------------------------------------------------------------------------------------------------------------------------------------
EGL INC                            COM            268484102    13513     497700 SH     DEFINED       09      497700       0       0
------------------------------------------------------------------------------------------------------------------------------------
EMCORE CORP                        COM            290846104     2416     394800 SH     DEFINED       01      394800       0       0
------------------------------------------------------------------------------------------------------------------------------------
EMCORE CORP                        COM            290846104     4169     681200 SH     DEFINED       09      681200       0       0
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ENDESA S A                         SPONSORED ADR  29258N107     1162      43400 SH     DEFINED       01       43400       0       0
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ENDOLOGIX INC                      COM            29266S106      454      89300 SH     DEFINED       01       89300       0       0
------------------------------------------------------------------------------------------------------------------------------------
ENDOLOGIX INC                      COM            29266S106    12632    2486550 SH     DEFINED       09     2486550       0       0
------------------------------------------------------------------------------------------------------------------------------------
ENDURANCE SPECIALTY HLDGS LT       SHS            G30397106      628      18400 SH     DEFINED       01       18400       0       0
------------------------------------------------------------------------------------------------------------------------------------
ENDURANCE SPECIALTY HLDGS LT       SHS            G30397106    50370    1476700 SH     DEFINED       09     1476700       0       0
------------------------------------------------------------------------------------------------------------------------------------
ENEL SOCIETA PER AZIONI            ADR            29265W108      957      22300 SH     DEFINED       02       22300       0       0
------------------------------------------------------------------------------------------------------------------------------------
ENSCO INTL INC                     COM            26874Q100    18780     403100 SH     DEFINED       09      403100       0       0
------------------------------------------------------------------------------------------------------------------------------------
ENTEGRIS INC                       COM            29362U104      837      74100 SH     DEFINED       01       74100       0       0
------------------------------------------------------------------------------------------------------------------------------------
ENTEGRIS INC                       COM            29362U104     5909     522900 SH     DEFINED       09      522900       0       0
------------------------------------------------------------------------------------------------------------------------------------
EOG RES INC                        COM            26875P101     6194      82700 SH     DEFINED       09       82700       0       0
------------------------------------------------------------------------------------------------------------------------------------
EPICOR SOFTWARE CORP               COM            29426L108     4336     333500 SH     DEFINED       01      333500       0       0
------------------------------------------------------------------------------------------------------------------------------------
EPICOR SOFTWARE CORP               COM            29426L108     6326     486600 SH     DEFINED       09      486600       0       0
------------------------------------------------------------------------------------------------------------------------------------
EQUITABLE RES INC                  COM            294549100     1789      45800 SH     DEFINED       02       45800       0       0
------------------------------------------------------------------------------------------------------------------------------------
EQUITABLE RES INC                  COM            294549100     7187     184000 SH     DEFINED       09      184000       0       0
------------------------------------------------------------------------------------------------------------------------------------
EQUITY OFFICE PROPERTIES TRU       COM            294741103    35385    1081788 SH     DEFINED       01     1053165    1633   26990
------------------------------------------------------------------------------------------------------------------------------------
EQUITY OFFICE PROPERTIES TRU       COM            294741103     2222      67940 SH     DEFINED       09       67940       0       0
------------------------------------------------------------------------------------------------------------------------------------
EQUITY RESIDENTIAL SH BEN INT      COMMON         29476L107   26,563    701,793 SH     DEFINED       01     681,947   1,021  18,825
------------------------------------------------------------------------------------------------------------------------------------
ERICSSON L M TEL CO                ADR B SEK      294821608      726      19700 SH     DEFINED       09       19700       0       0
                                   10
------------------------------------------------------------------------------------------------------------------------------------
EXELIXIS INC                       COM            30161Q104     6354     828400 SH     DEFINED       09      828400       0       0
------------------------------------------------------------------------------------------------------------------------------------
EXELON CORP                        COM            30161N101     2592      48500 SH     DEFINED       01       48500       0       0
------------------------------------------------------------------------------------------------------------------------------------
EXELON CORP                        COM            30161N101     2335      43700 SH     DEFINED       02       43700       0       0
------------------------------------------------------------------------------------------------------------------------------------
EXELON CORP                        COM            30161N101     9844     184200 SH     DEFINED       09      184200       0       0
------------------------------------------------------------------------------------------------------------------------------------
EXPEDIA INC DEL                    COM            30212P105     9494     479250 SH     DEFINED       09      479250       0       0
------------------------------------------------------------------------------------------------------------------------------------
EXPEDITORS INTL WASH INC           COM            302130109     4150      73096 SH     DEFINED       01       73096       0       0
------------------------------------------------------------------------------------------------------------------------------------
EXPEDITORS INTL WASH INC           COM            302130109    78095    1375404 SH     DEFINED       09     1375404       0       0
------------------------------------------------------------------------------------------------------------------------------------
EXPONENT INC                       COM            30214U102      849      27035 SH     DEFINED       01       27035       0       0
------------------------------------------------------------------------------------------------------------------------------------
EXPONENT INC                       COM            30214U102     1212      38612 SH     DEFINED       09       38612       0       0
------------------------------------------------------------------------------------------------------------------------------------
EXPRESS SCRIPTS INC                COM            302182100     6537     105100 SH     DEFINED       09      105100       0       0
------------------------------------------------------------------------------------------------------------------------------------
EXXON MOBIL CORP                   COM            30231G102   106626    1678100 SH     DEFINED       02     1678100       0       0
------------------------------------------------------------------------------------------------------------------------------------
EXXON MOBIL CORP                   COM            30231G102   235848    3711799 SH     DEFINED       09     3711799       0       0
------------------------------------------------------------------------------------------------------------------------------------
EXXON MOBIL CORP                   COM            30231G102     6497     114900 SH     DEFINED       21      114900       0       0
------------------------------------------------------------------------------------------------------------------------------------
EXXON MOBIL CORP                   COM            30231G102    29454     463553 SH     DEFINED       01      463055       0     498
------------------------------------------------------------------------------------------------------------------------------------
EYETECH PHARMACEUTICALS INC        COM            302297106     3118     173600 SH     DEFINED       01      173600       0       0
------------------------------------------------------------------------------------------------------------------------------------
EYETECH PHARMACEUTICALS INC        COM            302297106    22680    1262800 SH     DEFINED       09     1262800       0       0
------------------------------------------------------------------------------------------------------------------------------------
FEDERAL HOME LN MTG CORP           COM            313400301    18445     326700 SH     DEFINED       01      326700       0       0
------------------------------------------------------------------------------------------------------------------------------------
FEDERAL HOME LN MTG CORP           COM            313400301   107494    1903900 SH     DEFINED       02     1903900       0       0
------------------------------------------------------------------------------------------------------------------------------------
FEDERAL HOME LN MTG CORP           COM            313400301    75333    1334280 SH     DEFINED       09     1334280       0       0
------------------------------------------------------------------------------------------------------------------------------------
FEDERAL HOME LN MTG CORP           COM            313400301     1062      22600 SH     DEFINED       21       22600       0       0
------------------------------------------------------------------------------------------------------------------------------------
FEDERAL NATL MTG ASSN              COM            313586109     7996     178400 SH     DEFINED       01      178400       0       0
------------------------------------------------------------------------------------------------------------------------------------
FEDERAL NATL MTG ASSN              COM            313586109    29657     661700 SH     DEFINED       02      661700       0       0
------------------------------------------------------------------------------------------------------------------------------------
FEDERAL NATL MTG ASSN              COM            313586109    49950    1114452 SH     DEFINED       09     1114452       0       0
------------------------------------------------------------------------------------------------------------------------------------
FEDERATED DEPT STORES INC DE       COM            31410H101     1046      15637 SH     DEFINED       02       15637       0       0
------------------------------------------------------------------------------------------------------------------------------------
FEDEX CORP                         COM            31428X106    87914    1009000 SH     DEFINED       09     1009000       0       0
------------------------------------------------------------------------------------------------------------------------------------
FEDEX CORP COM                     COMMON         31428X106        9        100 SH     DEFINED       01         100       0       0
------------------------------------------------------------------------------------------------------------------------------------
FILENET CORP                       COM            316869106     2033      72856 SH     DEFINED       01       72856       0       0
------------------------------------------------------------------------------------------------------------------------------------
FILENET CORP                       COM            316869106    25084     899052 SH     DEFINED       09      899052       0       0
------------------------------------------------------------------------------------------------------------------------------------
FIRST HORIZON NATL CORP            COM            320517105     1236      34000 SH     DEFINED       02       34000       0       0
------------------------------------------------------------------------------------------------------------------------------------
FIRST HORIZON NATL CORP            COM            320517105     2166      59600 SH     DEFINED       09       59600       0       0
------------------------------------------------------------------------------------------------------------------------------------
FIRST HORIZON NATL CORP            COM            320517105    33421     919432 SH     DEFINED       01      893629    1344   24459
------------------------------------------------------------------------------------------------------------------------------------
FIRST INDUSTRIAL REALTY TRUS       COM            32054K103    21822     544865 SH     DEFINED       01      529375     794   14696
------------------------------------------------------------------------------------------------------------------------------------
FIRST INDUSTRIAL REALTY TRUS       COM            32054K103     1405      35085 SH     DEFINED       09       35085       0       0
------------------------------------------------------------------------------------------------------------------------------------
FIRST MARBLEHEAD CORP              COM            320771108    19050     750000 SH     DEFINED       09      750000       0       0
------------------------------------------------------------------------------------------------------------------------------------
FIRST POTOMAC RLTY TR              COM            33610F109     1501      58400 SH     DEFINED       01       58400       0       0
------------------------------------------------------------------------------------------------------------------------------------
FIRST POTOMAC RLTY TR              COM            33610F109     2354      91600 SH     DEFINED       09       91600       0       0
------------------------------------------------------------------------------------------------------------------------------------
FLEXTRONICS INTL LTD               ORD            Y2573F102      472      36700 SH     DEFINED       09       36700       0       0
------------------------------------------------------------------------------------------------------------------------------------
FOMENTO ECONOMICO MEXICANO S       SPON ADR       344419106     7768     111100 SH     DEFINED       21      111100       0       0
                                   UNITS
------------------------------------------------------------------------------------------------------------------------------------
FORWARD AIR CORP                   COM            349853101    12483     338850 SH     DEFINED       01      338850       0       0
------------------------------------------------------------------------------------------------------------------------------------
FORWARD AIR CORP                   COM            349853101    51999    1411490 SH     DEFINED       09     1411490       0       0
------------------------------------------------------------------------------------------------------------------------------------
FOUNDRY NETWORKS INC               COM            35063R100      488      38464 SH     DEFINED       01       38464       0       0
------------------------------------------------------------------------------------------------------------------------------------
FOUNDRY NETWORKS INC               COM            35063R100      674      53072 SH     DEFINED       09       53072       0       0
------------------------------------------------------------------------------------------------------------------------------------
FPL GROUP INC                      COM            302571104     2296      48227 SH     DEFINED       01       48227       0       0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RES INC                   COM            354613101     1360      16200 SH     DEFINED       01       16200       0       0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RES INC                   COM            354613101     1511      18000 SH     DEFINED       02       18000       0       0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RES INC                   COM            354613101    26246     312600 SH     DEFINED       09      312600       0       0
------------------------------------------------------------------------------------------------------------------------------------
FUJI PHOTO FILM LTD                ADR            359586302    13600     410000 SH     DEFINED       09      410000       0       0
------------------------------------------------------------------------------------------------------------------------------------
FUNDTECH LTD                       ORD            M47095100      868      81000 SH     DEFINED       01       81000       0       0
------------------------------------------------------------------------------------------------------------------------------------
FUNDTECH LTD                       ORD            M47095100     1276     119000 SH     DEFINED       09      119000       0       0
------------------------------------------------------------------------------------------------------------------------------------
GALLAGHER ARTHUR J & CO            COM            363576109     2169      75300 SH     DEFINED       02       75300       0       0
------------------------------------------------------------------------------------------------------------------------------------
GALLAGHER ARTHUR J & CO            COM            363576109     6672     231600 SH     DEFINED       09      231600       0       0
------------------------------------------------------------------------------------------------------------------------------------
GANNETT INC                        COM            364730101    81364    1182100 SH     DEFINED       02     1182100       0       0
------------------------------------------------------------------------------------------------------------------------------------
GANNETT INC                        COM            364730101    13384     194450 SH     DEFINED       09      194450       0       0
------------------------------------------------------------------------------------------------------------------------------------
GANNETT INC                        COM            364730101     2753      40000 SH     DEFINED       21       40000       0       0
------------------------------------------------------------------------------------------------------------------------------------
GANNETT INC                        COM            364730101    11369     165172 SH     DEFINED       01      165172       0       0
------------------------------------------------------------------------------------------------------------------------------------
GAP INC DEL                        COM            364760108     6545     375501 SH     DEFINED       01      375501          
------------------------------------------------------------------------------------------------------------------------------------
GAP INC DEL                        COM            364760108    37490    2150900 SH     DEFINED       02     2150900       0       0
------------------------------------------------------------------------------------------------------------------------------------
GAP INC DEL                        COM            364760108    27893    1600310 SH     DEFINED       09     1600310       0       0
------------------------------------------------------------------------------------------------------------------------------------
GARMIN LTD                         ORD            G37260109    34200     504200 SH     DEFINED       09      504200       0       0
------------------------------------------------------------------------------------------------------------------------------------
GATX CORP                          COM            361448103     7408     187300 SH     DEFINED       09      187300       0       0
------------------------------------------------------------------------------------------------------------------------------------
GENAERA CORP                       COM            36867G100     1145     596900 SH     DEFINED       01      596900       0       0
------------------------------------------------------------------------------------------------------------------------------------
GENAERA CORP                       COM            36867G100     1661     865400 SH     DEFINED       09      865400       0       0
------------------------------------------------------------------------------------------------------------------------------------
GENCO SHIPPING & TRADING LTD       SHS            Y2685T107     9535     500000 SH     DEFINED       09      500000       0       0
------------------------------------------------------------------------------------------------------------------------------------
GENENTECH INC                      COM            368710406     4446      52800 SH     DEFINED       21       52800       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
GENENTECH INC                      COM            368710406      340       4041 SH     DEFINED       01        4041       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
GENERAL ELEC CO                    COM            369604103    10338     307028 SH     DEFINED       01      305951       0    1077
------------------------------------------------------------------------------------------------------------------------------------
GENERAL ELEC CO                    COM            369604103    17589     522400 SH     DEFINED       02      522400       0       0
------------------------------------------------------------------------------------------------------------------------------------
GENERAL ELEC CO                    COM            369604103   123044    3654405 SH     DEFINED       09     3654405       0       0
------------------------------------------------------------------------------------------------------------------------------------
GENERAL ELEC CO                    COM            369604103    10438     310000 SH     DEFINED       21      310000       0       0
------------------------------------------------------------------------------------------------------------------------------------
GENWORTH FINL INC                  COM CL         37247D106    22568     700000 SH     DEFINED       09      700000       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
GENZYME CORP                       COM            372917104     6899      96300 SH     DEFINED       09       96300       0       0
------------------------------------------------------------------------------------------------------------------------------------
GEORGIA PAC CORP                   COM            373298108      712      20900 SH     DEFINED       02       20900       0       0
------------------------------------------------------------------------------------------------------------------------------------
GEORGIA PAC CORP                   COM            373298108    15249     447710 SH     DEFINED       09      447710       0       0
------------------------------------------------------------------------------------------------------------------------------------
GEORGIA PAC CORP                   COM            373298108     2384      70000 SH     DEFINED       21       70000       0       0
------------------------------------------------------------------------------------------------------------------------------------
GEORGIA PAC CORP                   COM            373298108     2913      85536 SH     DEFINED       01       85536       0       0
------------------------------------------------------------------------------------------------------------------------------------
GETTY IMAGES INC                   COM            374276103    27197     316100 SH     DEFINED       09      316100       0       0
------------------------------------------------------------------------------------------------------------------------------------
GILEAD SCIENCES INC                COM            375558103     6095     125000 SH     DEFINED       09      125000       0       0
------------------------------------------------------------------------------------------------------------------------------------
GILEAD SCIENCES INC                COM            375558103     1219      25000 SH     DEFINED       21       25000       0       0
------------------------------------------------------------------------------------------------------------------------------------
GILEAD SCIENCES INC                COM            375558103      112       2292 SH     DEFINED       01        2292       0       0
------------------------------------------------------------------------------------------------------------------------------------
GILLETTE CO                        COM            375766102     3657      62827 SH     DEFINED       01       62523       0     304
------------------------------------------------------------------------------------------------------------------------------------
GILLETTE CO                        COM            375766102     1970      33850 SH     DEFINED       02       33850       0       0
------------------------------------------------------------------------------------------------------------------------------------
GILLETTE CO                        COM            375766102    33302     572205 SH     DEFINED       09      572205       0       0
------------------------------------------------------------------------------------------------------------------------------------
GLAXOSMITHKLINE PLC                SPONSORED ADR  37733W105     6410     125000 SH     DEFINED       02      125000       0       0
------------------------------------------------------------------------------------------------------------------------------------
GLAXOSMITHKLINE PLC                SPONSORED ADR  37733W105    14425     281300 SH     DEFINED       09      281300       0       0
------------------------------------------------------------------------------------------------------------------------------------
GLOBAL SIGNAL INC                  COM            37944Q103      662      14800 SH     DEFINED       01       14800       0       0
------------------------------------------------------------------------------------------------------------------------------------
GLOBAL SIGNAL INC                  COM            37944Q103     9981     223100 SH     DEFINED       09      223100       0       0
------------------------------------------------------------------------------------------------------------------------------------
GLOBALSANTAFE CORP                 SHS            G3930E101      826      18100 SH     DEFINED       01       18100       0       0
------------------------------------------------------------------------------------------------------------------------------------
GLOBALSANTAFE CORP                 SHS            G3930E101      940      20600 SH     DEFINED       02       20600       0       0
------------------------------------------------------------------------------------------------------------------------------------
GLOBALSANTAFE CORP                 SHS            G3930E101    15889     348300 SH     DEFINED       09      348300       0       0
------------------------------------------------------------------------------------------------------------------------------------
GLOBALSANTAFE CORP                 SHS            G3930E101     1989      43600 SH     DEFINED       21       43600       0       0
------------------------------------------------------------------------------------------------------------------------------------
GOLDMAN SACHS GROUP INC            COM            38141G104     6407      52700 SH     DEFINED       01       52700       0       0
------------------------------------------------------------------------------------------------------------------------------------
GOLDMAN SACHS GROUP INC            COM            38141G104     2359      19400 SH     DEFINED       02       19400       0       0
------------------------------------------------------------------------------------------------------------------------------------
GOLDMAN SACHS GROUP INC            COM            38141G104    53006     435980 SH     DEFINED       09      435980       0       0
------------------------------------------------------------------------------------------------------------------------------------
GOLF GALAXY INC                    COM            381639103      196      12300 SH     DEFINED       01       12300       0       0
------------------------------------------------------------------------------------------------------------------------------------
GOLF GALAXY INC                    COM            381639103      282      17700 SH     DEFINED       09       17700       0       0
------------------------------------------------------------------------------------------------------------------------------------
GOODRICH CORP                      COM            382388106     5848     131900 SH     DEFINED       09      131900       0       0
------------------------------------------------------------------------------------------------------------------------------------
GOODYEAR TIRE & RUBR CO            COM            382550101     2356     151100 SH     DEFINED       01      151100       0       0
------------------------------------------------------------------------------------------------------------------------------------
GOODYEAR TIRE & RUBR CO            COM            382550101    26358    1690700 SH     DEFINED       02     1690700       0       0
------------------------------------------------------------------------------------------------------------------------------------
GOODYEAR TIRE & RUBR CO            COM            382550101      284      18200 SH     DEFINED       09       18200       0       0
------------------------------------------------------------------------------------------------------------------------------------
GOOGLE INC                         CL             38259P508      918       2900 SH     DEFINED       02        2900       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
GOOGLE INC                         CL             38259P508    90381     285600 SH     DEFINED       09      285600       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
GOOGLE INC                         CL             38259P508     4430      14000 SH     DEFINED       21       14000       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
GOOGLE INC                         CL             38259P508     1213       3834 SH     DEFINED       01        3834       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
GRANT PRIDECO INC                  COM            38821G101     4752     116900 SH     DEFINED       09      116900       0       0
------------------------------------------------------------------------------------------------------------------------------------
GREAT PLAINS ENERGY INC            COM            391164100     1068      35700 SH     DEFINED       01       35700       0       0
------------------------------------------------------------------------------------------------------------------------------------
GREENFIELD ONLINE INC              COM            395150105      905     166300 SH     DEFINED       01      166300       0       0
------------------------------------------------------------------------------------------------------------------------------------
GREENFIELD ONLINE INC              COM            395150105     2608     479400 SH     DEFINED       09      479400       0       0
------------------------------------------------------------------------------------------------------------------------------------
GRUPO AEROPORTUARIO DEL SURE       SPON ADR SER   40051E202     3120      78200 SH     DEFINED       21       78200       0       0
                                   B
------------------------------------------------------------------------------------------------------------------------------------
GRUPO TELEVISA SA DE CV            SP ADR REP     40049J206    10927     152375 SH     DEFINED       21      152375       0       0
                                   ORD
------------------------------------------------------------------------------------------------------------------------------------
HALLIBURTON CO                     COM            406216101     2124      31000 SH     DEFINED       02       31000       0       0
------------------------------------------------------------------------------------------------------------------------------------
HALLIBURTON CO                     COM            406216101    46421     677480 SH     DEFINED       09      677480       0       0
------------------------------------------------------------------------------------------------------------------------------------
HALLIBURTON CO                     COM            406216101     3618      52800 SH     DEFINED       21       52800       0       0
------------------------------------------------------------------------------------------------------------------------------------
HALLIBURTON CO                     COM            406216101     6804      99298 SH     DEFINED       01       99270       0      28
------------------------------------------------------------------------------------------------------------------------------------
HANSON PLC NEW                     SPONSORED ADR  411349103      905      17400 SH     DEFINED       02       17400       0       0
------------------------------------------------------------------------------------------------------------------------------------
HARLEY DAVIDSON INC                COM            412822108    24443     504600 SH     DEFINED       09      504600       0       0
------------------------------------------------------------------------------------------------------------------------------------
HARMONY GOLD MNG LTD               SPONSORED ADR  413216300    22808    2084800 SH     DEFINED       09     2084800       0       0
------------------------------------------------------------------------------------------------------------------------------------
HARRAHS ENTMT INC                  COM            413619107     5756      88300 SH     DEFINED       09       88300       0       0
------------------------------------------------------------------------------------------------------------------------------------
HARTFORD FINL SVCS GROUP INC       COM            416515104    49327     639200 SH     DEFINED       02      639200       0       0
------------------------------------------------------------------------------------------------------------------------------------
HARTFORD FINL SVCS GROUP INC       COM            416515104    15008     194480 SH     DEFINED       09      194480       0       0
------------------------------------------------------------------------------------------------------------------------------------
HARTFORD FINL SVCS GROUP INC       COM            416515104     8075     104638 SH     DEFINED       01      104638       0       0
------------------------------------------------------------------------------------------------------------------------------------
HASBRO INC                         COM            418056107      817      41600 SH     DEFINED       01       41600       0       0
------------------------------------------------------------------------------------------------------------------------------------
HASBRO INC                         COM            418056107     8758     445700 SH     DEFINED       02      445700       0       0
------------------------------------------------------------------------------------------------------------------------------------
HASBRO INC                         COM            418056107     6231     317100 SH     DEFINED       09      317100       0       0
------------------------------------------------------------------------------------------------------------------------------------
HASBRO INC                         COM            418056107     1985     109300 SH     DEFINED       21      109300       0       0
------------------------------------------------------------------------------------------------------------------------------------
HCA INC                            COM            404119109    21439     447400 SH     DEFINED       02      447400       0       0
------------------------------------------------------------------------------------------------------------------------------------
HCA INC                            COM            404119109    35098     732430 SH     DEFINED       09      732430       0       0
------------------------------------------------------------------------------------------------------------------------------------
HCA INC                            COM            404119109     3900      86700 SH     DEFINED       21       86700       0       0
------------------------------------------------------------------------------------------------------------------------------------
HCA INC                            COM            404119109     6470     135013 SH     DEFINED       01      135013       0       0
------------------------------------------------------------------------------------------------------------------------------------
HEALTH CARE PPTY INVS INC          COM            421915109     1549      57384 SH     DEFINED       09       57384       0       0
------------------------------------------------------------------------------------------------------------------------------------
HEALTH CARE PPTY INVS INC          COM            421915109    28856    1069152 SH     DEFINED       01     1038984    1546   28622
------------------------------------------------------------------------------------------------------------------------------------
HEALTH CARE REIT INC               COM            42217K106     2215      59707 SH     DEFINED       09       59707       0       0
------------------------------------------------------------------------------------------------------------------------------------
HEALTH CARE REIT INC               COM            42217K106     9361     252380 SH     DEFINED       01      242880     293    9207
------------------------------------------------------------------------------------------------------------------------------------
HEALTHCARE RLTY TR                 COM            421946104     1814      45191 SH     DEFINED       09       45191       0       0
------------------------------------------------------------------------------------------------------------------------------------
HEALTHCARE RLTY TR                 COM            421946104    23924     596003 SH     DEFINED       01      580702     911   14390
------------------------------------------------------------------------------------------------------------------------------------
HEINZ H J CO                       COM            423074103     1703      46600 SH     DEFINED       09       46600       0       0
------------------------------------------------------------------------------------------------------------------------------------
HEINZ H J CO                       COM            423074103    23308     637870 SH     DEFINED       01      619090     902   17878
------------------------------------------------------------------------------------------------------------------------------------
HELMERICH & PAYNE INC              COM            423452101     5405      89500 SH     DEFINED       09       89500       0       0
------------------------------------------------------------------------------------------------------------------------------------
HERITAGE PPTY INVT TR INC          COM            42725M107      907      25927 SH     DEFINED       09       25927       0       0
------------------------------------------------------------------------------------------------------------------------------------
HEWLETT PACKARD CO                 COM            428236103     8585     293993 SH     DEFINED       01      293993       0       0
------------------------------------------------------------------------------------------------------------------------------------
HEWLETT PACKARD CO                 COM            428236103    44349    1518800 SH     DEFINED       02     1518800       0       0
------------------------------------------------------------------------------------------------------------------------------------
HEWLETT PACKARD CO                 COM            428236103    15593     534000 SH     DEFINED       09      534000       0       0
------------------------------------------------------------------------------------------------------------------------------------
HILTON HOTELS CORP                 COM            432848109     4846     217100 SH     DEFINED       09      217100       0       0
------------------------------------------------------------------------------------------------------------------------------------
HNI CORP                           COM            404251100     4408      73200 SH     DEFINED       09       73200       0       0
------------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT INC                     COM            437076102    25066     657200 SH     DEFINED       02      657200       0       0
------------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT INC                     COM            437076102    65892    1727627 SH     DEFINED       09     1727627       0       0
------------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT INC                     COM            437076102     3433      90000 SH     DEFINED       21       90000       0       0
------------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT INC                     COM            437076102    11244     294804 SH     DEFINED       01      294058       0     746
------------------------------------------------------------------------------------------------------------------------------------
HOMESTORE INC                      COM            437852106     6556    1507100 SH     DEFINED       09     1507100       0       0
------------------------------------------------------------------------------------------------------------------------------------
HOSPITALITY PPTYS TR               COM SH BEN     44106M102      867      20223 SH     DEFINED       09       20223       0       0
                                   INT
------------------------------------------------------------------------------------------------------------------------------------
HOSPITALITY PPTYS TR               COM SH BEN     44106M102    11979     279493 SH     DEFINED       01      271665     406    7422
                                   INT
------------------------------------------------------------------------------------------------------------------------------------
HOUSTON EXPL CO                    COM            442120101    53914     801700 SH     DEFINED       09      801700       0       0
------------------------------------------------------------------------------------------------------------------------------------
HRPT PPTYS TR                      COM SH BEN     40426W101     1681     135464 SH     DEFINED       09      135464       0       0
                                   INT
------------------------------------------------------------------------------------------------------------------------------------
HRPT PPTYS TR                      COM SH BEN     40426W101    25861    2083870 SH     DEFINED       01     2029768    3177   50925
                                   INT
------------------------------------------------------------------------------------------------------------------------------------
HUMAN GENOME SCIENCES INC          COM            444903108     2323     170900 SH     DEFINED       01      170900       0       0
------------------------------------------------------------------------------------------------------------------------------------
HUMAN GENOME SCIENCES INC          COM            444903108     3442     253300 SH     DEFINED       09      253300       0       0
------------------------------------------------------------------------------------------------------------------------------------
HUMANA INC                         COM            444859102     8164     170500 SH     DEFINED       09      170500       0       0
------------------------------------------------------------------------------------------------------------------------------------
HUMMINGBIRD INC                    COM            44544R101      787      35300 SH     DEFINED       01       35300       0       0
------------------------------------------------------------------------------------------------------------------------------------
HUMMINGBIRD INC                    COM            44544R101     1204      54000 SH     DEFINED       09       54000       0       0
------------------------------------------------------------------------------------------------------------------------------------
HYPERION SOLUTIONS CORP            COM            44914M104     3975      81700 SH     DEFINED       01       81700       0       0
------------------------------------------------------------------------------------------------------------------------------------
HYPERION SOLUTIONS CORP            COM            44914M104    51827    1065300 SH     DEFINED       09     1065300       0       0
------------------------------------------------------------------------------------------------------------------------------------
IAC INTERACTIVECORP                COM            44919P300    12149     479250 SH     DEFINED       09      479250       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
ICOS CORP                          COM            449295104     1293      46800 SH     DEFINED       01       46800       0       0
------------------------------------------------------------------------------------------------------------------------------------
ICOS CORP                          COM            449295104     1853      67100 SH     DEFINED       09       67100       0       0
------------------------------------------------------------------------------------------------------------------------------------
IDACORP INC                        COM            451107106      524      17400 SH     DEFINED       01       17400       0       0
------------------------------------------------------------------------------------------------------------------------------------
ILLINOIS TOOL WKS INC              COM            452308109      601       7300 SH     DEFINED       01        7300       0       0
------------------------------------------------------------------------------------------------------------------------------------
ILLINOIS TOOL WKS INC              COM            452308109     6718      81600 SH     DEFINED       02       81600       0       0
------------------------------------------------------------------------------------------------------------------------------------
ILLINOIS TOOL WKS INC              COM            452308109       74        900 SH     DEFINED       09         900       0       0
------------------------------------------------------------------------------------------------------------------------------------
ILLUMINA INC                       COM            452327109     1307     102000 SH     DEFINED       01      102000       0       0
------------------------------------------------------------------------------------------------------------------------------------
ILLUMINA INC                       COM            452327109    33947    2650004 SH     DEFINED       09     2650004       0       0
------------------------------------------------------------------------------------------------------------------------------------
IMMUNICON CORP DEL                 COM            45260A107     3403     865900 SH     DEFINED       09      865900       0       0
------------------------------------------------------------------------------------------------------------------------------------
INAMED CORP                        COM            453235103     9780     129230 SH     DEFINED       01      129230       0       0
------------------------------------------------------------------------------------------------------------------------------------
INAMED CORP                        COM            453235103   128826    1702244 SH     DEFINED       09     1702244       0       0
------------------------------------------------------------------------------------------------------------------------------------
INCYTE CORP                        COM            45337C102     1295     275500 SH     DEFINED       01      275500       0       0
------------------------------------------------------------------------------------------------------------------------------------
INCYTE CORP                        COM            45337C102     7535    1603100 SH     DEFINED       09     1603100       0       0
------------------------------------------------------------------------------------------------------------------------------------
INDIA FD INC                       COM            454089103     2510      63061 SH     DEFINED       21       63061       0       0
------------------------------------------------------------------------------------------------------------------------------------
INFOCROSSING INC                   COM            45664X109     1877     204200 SH     DEFINED       01      204200       0       0
------------------------------------------------------------------------------------------------------------------------------------
INFOCROSSING INC                   COM            45664X109    13240    1440733 SH     DEFINED       09     1440733       0       0
------------------------------------------------------------------------------------------------------------------------------------
ING GROUP N V                      SPONSORED ADR  456837103     1597      53600 SH     DEFINED       09       53600       0       0
------------------------------------------------------------------------------------------------------------------------------------
INHIBITEX INC                      COM            45719T103      504      49500 SH     DEFINED       01       49500       0       0
------------------------------------------------------------------------------------------------------------------------------------
INHIBITEX INC                      COM            45719T103      691      67900 SH     DEFINED       09       67900       0       0
------------------------------------------------------------------------------------------------------------------------------------
INNOVATIVE SOLUTIONS & SUPPO       COM            45769N105     7704     496100 SH     DEFINED       01      496100       0       0
------------------------------------------------------------------------------------------------------------------------------------
INNOVATIVE SOLUTIONS & SUPPO       COM            45769N105    10483     675000 SH     DEFINED       09      675000       0       0
------------------------------------------------------------------------------------------------------------------------------------
INTEL CORP                         COM            458140100    48713    1976200 SH     DEFINED       02     1976200       0       0
------------------------------------------------------------------------------------------------------------------------------------
INTEL CORP                         COM            458140100    59696    2421746 SH     DEFINED       09     2421746       0       0
------------------------------------------------------------------------------------------------------------------------------------
INTEL CORP                         COM            458140100     7809     316800 SH     DEFINED       21      316800       0       0
------------------------------------------------------------------------------------------------------------------------------------
INTEL CORP                         COM            458140100    14757     598662 SH     DEFINED       01      597237       0    1425
------------------------------------------------------------------------------------------------------------------------------------
INTERLINE BRANDS INC               COM            458743101     1229      58500 SH     DEFINED       01       58500       0       0
------------------------------------------------------------------------------------------------------------------------------------
INTERLINE BRANDS INC               COM            458743101    44081    2098100 SH     DEFINED       09     2098100       0       0
------------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL BUSINESS MACHS       COM            459200101     6713      83683 SH     DEFINED       01       83683       0       0
------------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL BUSINESS MACHS       COM            459200101    29160     363500 SH     DEFINED       02      363500       0       0
------------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL BUSINESS MACHS       COM            459200101    50408     628378 SH     DEFINED       09      628378       0       0
------------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL BUSINESS MACHS       COM            459200101     4412      55000 SH     DEFINED       21       55000       0       0
------------------------------------------------------------------------------------------------------------------------------------
INTERPUBLIC GROUP COS INC          COM            460690100     8151     700300 SH     DEFINED       01      700300       0       0
------------------------------------------------------------------------------------------------------------------------------------
INTERPUBLIC GROUP COS INC          COM            460690100    35275    3030500 SH     DEFINED       02     3030500       0       0
------------------------------------------------------------------------------------------------------------------------------------
INTERPUBLIC GROUP COS INC          COM            460690100    42427    3644910 SH     DEFINED       09     3644910       0       0
------------------------------------------------------------------------------------------------------------------------------------
INTERPUBLIC GROUP COS INC          COM            460690100      775      80000 SH     DEFINED       21       80000       0       0
------------------------------------------------------------------------------------------------------------------------------------
INTRADO INC                        COM            46117A100       77       4244 SH     DEFINED       01        4244       0       0
------------------------------------------------------------------------------------------------------------------------------------
INTRADO INC                        COM            46117A100     9930     550775 SH     DEFINED       09      550775       0       0
------------------------------------------------------------------------------------------------------------------------------------
IRON MTN INC                       COM            462846106    10625     289500 SH     DEFINED       09      289500       0       0
------------------------------------------------------------------------------------------------------------------------------------
ISHARES INC                        MSCI JAPAN     464286848     4876     400000 SH     DEFINED       21      400000       0       0
------------------------------------------------------------------------------------------------------------------------------------
ISHARES TR                         MSCI EMERG     464287234     1918      22600 SH     DEFINED       21       22600       0       0
                                   KT
------------------------------------------------------------------------------------------------------------------------------------
ISIS PHARMACEUTICALS INC           COM            464330109    20358    4031300 SH     DEFINED       09     4031300       0       0
------------------------------------------------------------------------------------------------------------------------------------
JABIL CIRCUIT INC                  COM            466313103     6357     205600 SH     DEFINED       09      205600       0       0
------------------------------------------------------------------------------------------------------------------------------------
JACOBS ENGR GROUP INC DEL          COM            469814107     6005      89100 SH     DEFINED       09       89100       0       0
------------------------------------------------------------------------------------------------------------------------------------
JAMDAT MOBILE INC                  COM            47023T100     1065      50700 SH     DEFINED       01       50700       0       0
------------------------------------------------------------------------------------------------------------------------------------
JAMDAT MOBILE INC                  COM            47023T100     3045     145000 SH     DEFINED       09      145000       0       0
------------------------------------------------------------------------------------------------------------------------------------
JAMES RIV GROUP INC                COM            470359100     6982     396700 SH     DEFINED       09      396700       0       0
------------------------------------------------------------------------------------------------------------------------------------
JANUS CAP GROUP INC                COM            47102X105     1100      76120 SH     DEFINED       21       76120       0       0
------------------------------------------------------------------------------------------------------------------------------------
JDS UNIPHASE CORP                  COM            46612J101     9656    4349500 SH     DEFINED       09     4349500       0       0
------------------------------------------------------------------------------------------------------------------------------------
JEFFERSON PILOT CORP               COM            475070108     1433      28000 SH     DEFINED       02       28000       0       0
------------------------------------------------------------------------------------------------------------------------------------
JOHNSON & JOHNSON                  COM            478160104    14194     224304 SH     DEFINED       01      223786       0     518
------------------------------------------------------------------------------------------------------------------------------------
JOHNSON & JOHNSON                  COM            478160104    21688     342725 SH     DEFINED       02      342725       0       0
------------------------------------------------------------------------------------------------------------------------------------
JOHNSON & JOHNSON                  COM            478160104   105393    1665510 SH     DEFINED       09     1665510       0       0
------------------------------------------------------------------------------------------------------------------------------------
JOHNSON & JOHNSON                  COM            478160104    11149     184900 SH     DEFINED       21      184900       0       0
------------------------------------------------------------------------------------------------------------------------------------
JOHNSON CTLS INC COM               COMMON         478366107    1,495     24,101 SH     DEFINED       01      23,889       0     212
------------------------------------------------------------------------------------------------------------------------------------
JORGENSEN EARLE M CO               COM            480829100    15941    1672700 SH     DEFINED       09     1672700       0       0
------------------------------------------------------------------------------------------------------------------------------------
JOY GLOBAL INC                     COM            481165108     9557     189400 SH     DEFINED       09      189400       0       0
------------------------------------------------------------------------------------------------------------------------------------
JPMORGAN & CHASE & CO              COM            46625H100    13322     392619 SH     DEFINED       01      391912       0     707
------------------------------------------------------------------------------------------------------------------------------------
JPMORGAN & CHASE & CO              COM            46625H100    60864    1793800 SH     DEFINED       02     1793800       0       0
------------------------------------------------------------------------------------------------------------------------------------
JPMORGAN & CHASE & CO              COM            46625H100    66043    1946445 SH     DEFINED       09     1946445       0       0
------------------------------------------------------------------------------------------------------------------------------------
JUNIPER NETWORKS INC               COM            48203R104     1282      53900 SH     DEFINED       09       53900       0       0
------------------------------------------------------------------------------------------------------------------------------------
JUPITERMEDIA CORP                  COM            48207D101     2579     145600 SH     DEFINED       01      145600       0       0
------------------------------------------------------------------------------------------------------------------------------------
JUPITERMEDIA CORP                  COM            48207D101     3540     199900 SH     DEFINED       09      199900       0       0
------------------------------------------------------------------------------------------------------------------------------------
K & F INDS HLDGS INC               COM            482241106      274      16400 SH     DEFINED       01       16400       0       0
------------------------------------------------------------------------------------------------------------------------------------
K & F INDS HLDGS INC               COM            482241106     5163     308600 SH     DEFINED       09      308600       0       0
------------------------------------------------------------------------------------------------------------------------------------
KANSAS CITY SOUTHERN               COM            485170302     9408     403600 SH     DEFINED       09      403600       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
KB HOME                            COM            48666K109     4721      64500 SH     DEFINED       09       64500       0       0
------------------------------------------------------------------------------------------------------------------------------------
KENEXA CORP                        COM            488879107     2299     183600 SH     DEFINED       01      183600       0       0
------------------------------------------------------------------------------------------------------------------------------------
KENEXA CORP                        COM            488879107     3335     266400 SH     DEFINED       09      266400       0       0
------------------------------------------------------------------------------------------------------------------------------------
KERR MCGEE CORP COM                COMMON         492386107       10         98 SH     DEFINED       01          98       0       0
------------------------------------------------------------------------------------------------------------------------------------
KEYCORP NEW                        COM            493267108     1413      43800 SH     DEFINED       09       43800       0       0
------------------------------------------------------------------------------------------------------------------------------------
KEYCORP NEW                        COM            493267108    31534     977809 SH     DEFINED       01      953857    1535   22417
------------------------------------------------------------------------------------------------------------------------------------
KEYSPAN CORP                       COM            49337W100      754      20508 SH     DEFINED       01       20508       0       0
------------------------------------------------------------------------------------------------------------------------------------
KEYSPAN CORP                       COM            49337W100     1248      33922 SH     DEFINED       09       33922       0       0
------------------------------------------------------------------------------------------------------------------------------------
KIMBERLY CLARK CORP                COM            494368103     1750      29400 SH     DEFINED       02       29400       0       0
------------------------------------------------------------------------------------------------------------------------------------
KIMBERLY CLARK CORP                COM            494368103    23752     399000 SH     DEFINED       09      399000       0       0
------------------------------------------------------------------------------------------------------------------------------------
KINDER MORGAN INC KANS             COM            49455P101     7481      77800 SH     DEFINED       02       77800       0       0
------------------------------------------------------------------------------------------------------------------------------------
KINDER MORGAN INC KANS             COM            49455P101    69370     721400 SH     DEFINED       09      721400       0       0
------------------------------------------------------------------------------------------------------------------------------------
KLA-TENCOR CORP                    COM            482480100     1941      39800 SH     DEFINED       01       39800       0       0
------------------------------------------------------------------------------------------------------------------------------------
KLA-TENCOR CORP                    COM            482480100     2067      42400 SH     DEFINED       02       42400       0       0
------------------------------------------------------------------------------------------------------------------------------------
KLA-TENCOR CORP                    COM            482480100    43920     900732 SH     DEFINED       09      900732       0       0
------------------------------------------------------------------------------------------------------------------------------------
KLA-TENCOR CORP                    COM            482480100      975      20000 SH     DEFINED       21       20000       0       0
------------------------------------------------------------------------------------------------------------------------------------
KLA-TENCOR CORP                    COM            482480100    24380     500000 SH     DEFINED                               
------------------------------------------------------------------------------------------------------------------------------------
KNOLOGY INC                        COM            499183804      793     301700 SH     DEFINED       01      301700       0       0
------------------------------------------------------------------------------------------------------------------------------------
KNOLOGY INC                        COM            499183804     1159     440800 SH     DEFINED       09      440800       0       0
------------------------------------------------------------------------------------------------------------------------------------
KOHLS CORP                         COM            500255104    50632    1009000 SH     DEFINED       09     1009000       0       0
------------------------------------------------------------------------------------------------------------------------------------
KOMAG INC                          COM            500453204     3538     110700 SH     DEFINED       01      110700       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
KOMAG INC                          COM            500453204    60619    1896700 SH     DEFINED       09     1896700       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
KOREA ELECTRIC PWR                 SPONSORED ADR  500631106     1068      60300 SH     DEFINED       01       60300       0       0
------------------------------------------------------------------------------------------------------------------------------------
KOSAN BIOSCIENCES INC              COM            50064W107     1672     230000 SH     DEFINED       01      230000       0       0
------------------------------------------------------------------------------------------------------------------------------------
KOSAN BIOSCIENCES INC              COM            50064W107    11042    1518900 SH     DEFINED       09     1518900       0       0
------------------------------------------------------------------------------------------------------------------------------------
KRAFT FOODS INC                    CL             50075N104      872      28500 SH     DEFINED       02       28500       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
KRAFT FOODS INC                    CL             50075N104     6045     197600 SH     DEFINED       09      197600       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
KROGER CO                          COM            501044101     1802      87500 SH     DEFINED       01       87500       0       0
------------------------------------------------------------------------------------------------------------------------------------
KROGER CO                          COM            501044101     2018      98000 SH     DEFINED       02       98000       0       0
------------------------------------------------------------------------------------------------------------------------------------
KROGER CO                          COM            501044101    34274    1664609 SH     DEFINED       09     1664609       0       0
------------------------------------------------------------------------------------------------------------------------------------
KYPHON INC                         COM            501577100     3189      72574 SH     DEFINED       01       72574       0       0
------------------------------------------------------------------------------------------------------------------------------------
KYPHON INC                         COM            501577100    57203    1301834 SH     DEFINED       09     1301834       0       0
------------------------------------------------------------------------------------------------------------------------------------
L-3 COMMUNICATIONS HLDGS INC       COM            502424104     6001      75900 SH     DEFINED       09       75900       0       0
------------------------------------------------------------------------------------------------------------------------------------
LA Z BOY INC                       COM            505336107      669      50700 SH     DEFINED       02       50700       0       0
------------------------------------------------------------------------------------------------------------------------------------
LABRANCHE & CO INC                 COM            505447102    24960    2872300 SH     DEFINED       09     2872300       0       0
------------------------------------------------------------------------------------------------------------------------------------
LAM RESEARCH CORP                  COM            512807108      759      24900 SH     DEFINED       02       24900       0       0
------------------------------------------------------------------------------------------------------------------------------------
LAM RESEARCH CORP                  COM            512807108    30754    1009310 SH     DEFINED       09     1009310       0       0
------------------------------------------------------------------------------------------------------------------------------------
LAM RESEARCH CORP                  COM            512807108     1524      60100 SH     DEFINED       21       60100       0       0
------------------------------------------------------------------------------------------------------------------------------------
LAM RESEARCH CORP                  COM            512807108     3768     123675 SH     DEFINED       01      123675       0       0
------------------------------------------------------------------------------------------------------------------------------------
LAMAR ADVERTISING CO               CL             512815101     1651      36400 SH     DEFINED       01       36400       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
LAMAR ADVERTISING CO               CL             512815101    48156    1061650 SH     DEFINED       09     1061650       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
LANDSTAR SYS INC                   COM            515098101     8246     206000 SH     DEFINED       01      206000       0       0
------------------------------------------------------------------------------------------------------------------------------------
LANDSTAR SYS INC                   COM            515098101    30139     752900 SH     DEFINED       09      752900       0       0
------------------------------------------------------------------------------------------------------------------------------------
LECROY CORP                        COM            52324W109     2970     200000 SH     DEFINED       09      200000       0       0
------------------------------------------------------------------------------------------------------------------------------------
LEGG MASON INC                     COM            524901105     8446      77000 SH     DEFINED       09       77000       0       0
------------------------------------------------------------------------------------------------------------------------------------
LENNAR CORP                        CL             526057104     4566      76400 SH     DEFINED       09       76400       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
LEXMARK INTL NEW                   CL             529771107     1123      18400 SH     DEFINED       09       18400       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
LG PHILIP LCD CO LTD               SPONS ADR      50186V102    20741    1008800 SH     DEFINED       09     1008800       0       0
                                   REP
------------------------------------------------------------------------------------------------------------------------------------
LIBERTY GLOBAL INC                 COM SER        530555101     5889     217461 SH     DEFINED       09      217461       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
LIBERTY GLOBAL INC                 COM SER        530555309     5600     217461 SH     DEFINED       09      217461       0       0
                                   C
------------------------------------------------------------------------------------------------------------------------------------
LIBERTY PPTY TR                    SH BEN         531172104     1362      32022 SH     DEFINED       09       32022       0       0
                                   INT
------------------------------------------------------------------------------------------------------------------------------------
LIBERTY PPTY TR                    SH BEN         531172104    22791     535746 SH     DEFINED       01      520305     773   14668
                                   INT
------------------------------------------------------------------------------------------------------------------------------------
LIFEPOINT HOSPITALS INC            COM            53219L109     5458     124800 SH     DEFINED       09      124800       0       0
------------------------------------------------------------------------------------------------------------------------------------
LILLY ELI & CO                     COM            532457108      214       4000 SH     DEFINED       01        4000       0       0
------------------------------------------------------------------------------------------------------------------------------------
LIMITED BRANDS INC                 COM            532716107     4035     197511 SH     DEFINED       02      197511       0       0
------------------------------------------------------------------------------------------------------------------------------------
LIMITED BRANDS INC                 COM            532716107     5667     277395 SH     DEFINED       09      277395       0       0
------------------------------------------------------------------------------------------------------------------------------------
LINEAR TECHNOLOGY CORP             COM            535678106       86       2300 SH     DEFINED       01        2300       0       0
------------------------------------------------------------------------------------------------------------------------------------
LINEAR TECHNOLOGY CORP             COM            535678106     6563     174600 SH     DEFINED       09      174600       0       0
------------------------------------------------------------------------------------------------------------------------------------
LINEAR TECHNOLOGY CORP             COM            535678106     2723      81000 SH     DEFINED       21       81000       0       0
------------------------------------------------------------------------------------------------------------------------------------
LLOYDS TSB GROUP PLC               SPONSORED ADR  539439109     6696     201500 SH     DEFINED       02      201500       0       0
------------------------------------------------------------------------------------------------------------------------------------
LLOYDS TSB GROUP PLC               SPONSORED ADR  539439109     6041     181800 SH     DEFINED       09      181800       0       0
------------------------------------------------------------------------------------------------------------------------------------
LOCKHEED MARTIN CORP               COM            539830109      781      12800 SH     DEFINED       02       12800       0       0
------------------------------------------------------------------------------------------------------------------------------------
LOCKHEED MARTIN CORP               COM            539830109    12104     198300 SH     DEFINED       09      198300       0       0
------------------------------------------------------------------------------------------------------------------------------------
LOCKHEED MARTIN CORP               COM            539830109     1761      28855 SH     DEFINED       01       28824       0      31
------------------------------------------------------------------------------------------------------------------------------------
LODGENET ENTMT CORP                COM            540211109     1311      88971 SH     DEFINED       01       88971       0       0
------------------------------------------------------------------------------------------------------------------------------------
LODGENET ENTMT CORP                COM            540211109    10821     734600 SH     DEFINED       09      734600       0       0
------------------------------------------------------------------------------------------------------------------------------------
LOEWS CORP                         CAROLNA GP STK 540424207     9705     244900 SH     DEFINED       02      244900       0       0
------------------------------------------------------------------------------------------------------------------------------------
LOEWS CORP                         CAROLNA GP STK 540424207    12984     327622 SH     DEFINED       09      327622       0       0
------------------------------------------------------------------------------------------------------------------------------------
LOEWS CORP                         CAROLNA GP     540424207    39595     999110 SH     DEFINED       01      971300    1475   26335
                                   STK
------------------------------------------------------------------------------------------------------------------------------------
LOWES COS INC                      COM            548661107     2267      35200 SH     DEFINED       21       35200       0       0
------------------------------------------------------------------------------------------------------------------------------------
LOWES COS INC                      COM            548661107      137       2134 SH     DEFINED       01        2134       0       0
------------------------------------------------------------------------------------------------------------------------------------
LTX CORP                           COM            502392103      329      77900 SH     DEFINED       09       77900       0       0
------------------------------------------------------------------------------------------------------------------------------------
LUCENT TECHNOLOGIES INC            COM            549463107      509     156600 SH     DEFINED       09      156600       0       0
------------------------------------------------------------------------------------------------------------------------------------
LUCENT TECHNOLOGIES INC COM        COMMON         549463107        2        580 SH     DEFINED       01         580       0       0
------------------------------------------------------------------------------------------------------------------------------------
M SYS FLASH DISK PIONEERS LT       ORD            M7061C100     1717      57400 SH     DEFINED       01       57400       0       0
------------------------------------------------------------------------------------------------------------------------------------
M SYS FLASH DISK PIONEERS LT       ORD            M7061C100    46104    1540900 SH     DEFINED       09     1540900       0       0
------------------------------------------------------------------------------------------------------------------------------------
MACK CALI RLTY CORP COM            COMMON         554489104   21,965    488,759 SH     DEFINED       01     476,315     754  11,690
------------------------------------------------------------------------------------------------------------------------------------
MACROMEDIA INC                     COM            556100105    16447     404400 SH     DEFINED       09      404400       0       0
------------------------------------------------------------------------------------------------------------------------------------
MAGELLAN HEALTH SVCS INC           COM            559079207     2067      58800 SH     DEFINED       01       58800       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
MAGELLAN HEALTH SVCS INC           COM            559079207     2826      80400 SH     DEFINED       09       80400       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
MAGMA DESIGN AUTOMATION            COM            559181102     1326     163240 SH     DEFINED       01      163240       0       0
------------------------------------------------------------------------------------------------------------------------------------
MAGMA DESIGN AUTOMATION            COM            559181102    40441    4980402 SH     DEFINED       09     4980402       0       0
------------------------------------------------------------------------------------------------------------------------------------
MAGNA ENTMT CORP                   NOTE           559211AC1      447     425000 PRN    DEFINED       01      425000       0       0
                                   7.250%12/1
------------------------------------------------------------------------------------------------------------------------------------
MAGNA ENTMT CORP                   NOTE           559211AC1     5607    5325000 PRN    DEFINED       02     5325000       0       0
                                   7.250%12/1
------------------------------------------------------------------------------------------------------------------------------------
MAGYAR TELEKOM LTD                 SPONSORED ADR  559776109      455      17700 SH     DEFINED       01       17700       0       0
------------------------------------------------------------------------------------------------------------------------------------
MAGYAR TELEKOM LTD                 SPONSORED ADR  559776109     6119     237800 SH     DEFINED       02      237800       0       0
------------------------------------------------------------------------------------------------------------------------------------
MAIDENFORM BRANDS INC              COM            560305104      340      24700 SH     DEFINED       01       24700       0       0
------------------------------------------------------------------------------------------------------------------------------------
MAIDENFORM BRANDS INC              COM            560305104     6535     475300 SH     DEFINED       09      475300       0       0
------------------------------------------------------------------------------------------------------------------------------------
MARATHON OIL CORP                  COM            565849106    10130     146960 SH     DEFINED       09      146960       0       0
------------------------------------------------------------------------------------------------------------------------------------
MARATHON OIL CORP                  COM            565849106    17396     252374 SH     DEFINED       01      246923     283    5168
------------------------------------------------------------------------------------------------------------------------------------
MARKEL CORP                        COM            570535104    40618     122900 SH     DEFINED       09      122900       0       0
------------------------------------------------------------------------------------------------------------------------------------
MARRIOTT INTL INC NEW              CL             571903202     4316      68500 SH     DEFINED       09       68500       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
MARRIOTT INTL INC NEW              CL             571903202     1159      18400 SH     DEFINED       21       18400       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
MARRIOTT INTL INC NEW              CL             571903202      119       1882 SH     DEFINED       01        1882       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
MASCO CORP COM                     COMMON         574599106        1         40 SH     DEFINED       01          40       0       0
------------------------------------------------------------------------------------------------------------------------------------
MATTEL INC                         COM            577081102     6966     417600 SH     DEFINED       01      417600       0       0
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MATTEL INC                         COM            577081102    38039    2280500 SH     DEFINED       02     2280500       0       0
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MATTEL INC                         COM            577081102    34761    2083970 SH     DEFINED       09     2083970       0       0
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MAXIM INTEGRATED PRODS INC         COM            57772K101     1100      25800 SH     DEFINED       01       25800       0       0
------------------------------------------------------------------------------------------------------------------------------------
MAXIM INTEGRATED PRODS INC         COM            57772K101     1224      28700 SH     DEFINED       02       28700       0       0
------------------------------------------------------------------------------------------------------------------------------------
MAXIM INTEGRATED PRODS INC         COM            57772K101    29006     680100 SH     DEFINED       09      680100       0       0
------------------------------------------------------------------------------------------------------------------------------------
MAXIM INTEGRATED PRODS INC         COM            57772K101     1194      28000 SH     DEFINED       21       28000       0       0
------------------------------------------------------------------------------------------------------------------------------------
MAXTOR CORP                        COM            577729205     3520     799900 SH     DEFINED       01      799900       0       0
                                   NEW
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MAXTOR CORP                        COM            577729205     5135    1167100 SH     DEFINED       09     1167100       0       0
                                   NEW
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MBIA INC                           COM            55262C100     4565      75300 SH     DEFINED       01       75300       0       0
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MBIA INC                           COM            55262C100    51485     849300 SH     DEFINED       02      849300       0       0
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MBIA INC                           COM            55262C100      570       9400 SH     DEFINED       09        9400       0       0
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP                          COM            55262L100    12665     514000 SH     DEFINED       01      514000       0       0
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP                          COM            55262L100    58096    2357800 SH     DEFINED       02     2357800       0       0
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MBNA CORP                          COM            55262L100    84830    3442760 SH     DEFINED       09     3442760       0       0
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MCAFEE INC                         COM            579064106     7242     230500 SH     DEFINED       09      230500       0       0
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MCDONALDS CORP                     COM            580135101    18746     559740 SH     DEFINED       01      558888       0     852
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MCDONALDS CORP                     COM            580135101    77387    2310750 SH     DEFINED       02     2310750       0       0
------------------------------------------------------------------------------------------------------------------------------------
MCDONALDS CORP                     COM            580135101   103526    3091240 SH     DEFINED       09     3091240       0       0
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MCDONALDS CORP                     COM            580135101     3349     100000 SH     DEFINED       21      100000       0       0
------------------------------------------------------------------------------------------------------------------------------------
MCKESSON CORP                      COM            58155Q103    30017     632600 SH     DEFINED       02      632600       0       0
------------------------------------------------------------------------------------------------------------------------------------
MCKESSON CORP                      COM            58155Q103    48906    1030690 SH     DEFINED       09     1030690       0       0
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MCKESSON CORP                      COM            58155Q103     2976      67300 SH     DEFINED       21       67300       0       0
------------------------------------------------------------------------------------------------------------------------------------
MCKESSON CORP                      COM            58155Q103    11049     232849 SH     DEFINED       01      232471       0     378
------------------------------------------------------------------------------------------------------------------------------------
MEDCO HEALTH SOLUTIONS INC         COM            58405U102     7068     128900 SH     DEFINED       09      128900       0       0
------------------------------------------------------------------------------------------------------------------------------------
MEDICINES CO                       COM            584688105     2257      98100 SH     DEFINED       01       98100       0       0
------------------------------------------------------------------------------------------------------------------------------------
MEDICINES CO                       COM            584688105    20509     891300 SH     DEFINED       09      891300       0       0
------------------------------------------------------------------------------------------------------------------------------------
MEDIMMUNE INC                      COM            584699102      229       6800 SH     DEFINED       01        6800       0       0
------------------------------------------------------------------------------------------------------------------------------------
MEDIMMUNE INC                      COM            584699102     8083     240200 SH     DEFINED       09      240200       0       0
------------------------------------------------------------------------------------------------------------------------------------
MEDIMMUNE INC                      COM            584699102     2793      83000 SH     DEFINED       21       83000       0       0
------------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC INC                      COM            585055106     3115      58100 SH     DEFINED       02       58100       0       0
------------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC INC                      COM            585055106    54468    1015816 SH     DEFINED       09     1015816       0       0
------------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC INC                      COM            585055106     5828     117300 SH     DEFINED       21      117300       0       0
------------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC INC                      COM            585055106     3000      55946 SH     DEFINED       01       55946       0       0
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL CORP                   COM            58551A108     2849      89100 SH     DEFINED       02       89100       0       0
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL CORP                   COM            58551A108       94       2927 SH     DEFINED       01        2927       0       0
------------------------------------------------------------------------------------------------------------------------------------
MEMC ELECTR MATLS INC              COM            552715104     7350     322500 SH     DEFINED       01      322500       0       0
------------------------------------------------------------------------------------------------------------------------------------
MEMC ELECTR MATLS INC              COM            552715104   155660    6830200 SH     DEFINED       09     6830200       0       0
------------------------------------------------------------------------------------------------------------------------------------
MENS WEARHOUSE INC                 COM            587118100     2593      97100 SH     DEFINED       09       97100       0       0
------------------------------------------------------------------------------------------------------------------------------------
MERCK & CO INC                     COM            589331107      963      35400 SH     DEFINED       01       35400       0       0
------------------------------------------------------------------------------------------------------------------------------------
MERCK & CO INC                     COM            589331107     3216     118200 SH     DEFINED       02      118200       0       0
------------------------------------------------------------------------------------------------------------------------------------
MERCK & CO INC                     COM            589331107    31781    1167983 SH     DEFINED       09     1167983       0       0
------------------------------------------------------------------------------------------------------------------------------------
MERCURY GENL CORP NEW              COM            589400100      630      10500 SH     DEFINED       01       10500       0       0
------------------------------------------------------------------------------------------------------------------------------------
MERCURY GENL CORP NEW              COM            589400100      978      16300 SH     DEFINED       09       16300       0       0
------------------------------------------------------------------------------------------------------------------------------------
MERIDIAN BIOSCIENCE INC            COM            589584101     2070     100000 SH     DEFINED       09      100000       0       0
------------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & CO INC             COM            590188108    12454     203000 SH     DEFINED       01      203000       0       0
------------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & CO INC             COM            590188108    35835     584100 SH     DEFINED       02      584100       0       0
------------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & CO INC             COM            590188108    89791    1463590 SH     DEFINED       09     1463590       0       0
------------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & CO INC             COM            590188108     2437      43700 SH     DEFINED       21       43700       0       0
------------------------------------------------------------------------------------------------------------------------------------
MGM MIRAGE                         COM            552953101     6430     146900 SH     DEFINED       09      146900       0       0
------------------------------------------------------------------------------------------------------------------------------------
MGM MIRAGE                         COM            552953101     1156      26400 SH     DEFINED       21       26400       0       0
------------------------------------------------------------------------------------------------------------------------------------
MGM MIRAGE                         COM            552953101        8        172 SH     DEFINED       01         172       0       0
------------------------------------------------------------------------------------------------------------------------------------
MICROSEMI CORP                     COM            595137100     3660     143300 SH     DEFINED       01      143300       0       0
------------------------------------------------------------------------------------------------------------------------------------
MICROSEMI CORP                     COM            595137100    46593    1824300 SH     DEFINED       09     1824300       0       0
------------------------------------------------------------------------------------------------------------------------------------
MICROSOFT CORP                     COM            594918104    36081    1402300 SH     DEFINED       02     1402300       0       0
------------------------------------------------------------------------------------------------------------------------------------
MICROSOFT CORP                     COM            594918104   202778    7880979 SH     DEFINED       09     7880979       0       0
------------------------------------------------------------------------------------------------------------------------------------
MICROSOFT CORP                     COM            594918104     9006     350000 SH     DEFINED       21      350000       0       0
------------------------------------------------------------------------------------------------------------------------------------
MICROSOFT CORP                     COM            594918104    15077     585968 SH     DEFINED       01      584804       0    1164
------------------------------------------------------------------------------------------------------------------------------------
MILLER HERMAN INC                  COM            600544100      770      25400 SH     DEFINED       21       25400       0       0
------------------------------------------------------------------------------------------------------------------------------------
MILLICOM INTL CELLULAR S A         SHS            L6388F110      263      14300 SH     DEFINED       21       14300       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
MKS INSTRUMENT INC                 COM            55306N104      889      51600 SH     DEFINED       01       51600       0       0
------------------------------------------------------------------------------------------------------------------------------------
MKS INSTRUMENT INC                 COM            55306N104     1334      77400 SH     DEFINED       09       77400       0       0
------------------------------------------------------------------------------------------------------------------------------------
MOBILITY ELECTRONICS INC           COM            60741U101     1460     137000 SH     DEFINED       01      137000       0       0
------------------------------------------------------------------------------------------------------------------------------------
MOBILITY ELECTRONICS INC           COM            60741U101    11647    1092600 SH     DEFINED       09     1092600       0       0
------------------------------------------------------------------------------------------------------------------------------------
MOMENTA PHARMACEUTICALS INC        COM            60877T100    21119     775000 SH     DEFINED       09      775000       0       0
------------------------------------------------------------------------------------------------------------------------------------
MONRO MUFFLER BRAKE INC            COM            610236101     5194     197731 SH     DEFINED       01      197731       0       0
------------------------------------------------------------------------------------------------------------------------------------
MONRO MUFFLER BRAKE INC            COM            610236101     8104     308498 SH     DEFINED       09      308498       0       0
------------------------------------------------------------------------------------------------------------------------------------
MONSANTO CO NEW                    COM            61166W101     4029      64200 SH     DEFINED       09       64200       0       0
------------------------------------------------------------------------------------------------------------------------------------
MONSTER WORLDWIDE INC              COM            611742107     1672      54460 SH     DEFINED       01       54460       0       0
------------------------------------------------------------------------------------------------------------------------------------
MONSTER WORLDWIDE INC              COM            611742107     2163      70426 SH     DEFINED       09       70426       0       0
------------------------------------------------------------------------------------------------------------------------------------
MOODYS CORP                        COM            615369105     7764     152000 SH     DEFINED       09      152000       0       0
------------------------------------------------------------------------------------------------------------------------------------
MORGAN STANLEY                     COM            617446448    90020    1668900 SH     DEFINED       02     1668900       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
MORGAN STANLEY                     COM            617446448   107480    1992582 SH     DEFINED       09     1992582       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
MORGAN STANLEY                     COM            617446448     6619     130595 SH     DEFINED       21      130595       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
MORGAN STANLEY                     COM            617446448    21124     391623 SH     DEFINED       01      391167       0     456
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
MOSAIC CO                          COM            61945A107     7805     487200 SH     DEFINED       09      487200       0       0
------------------------------------------------------------------------------------------------------------------------------------
MOTIVE INC                         COM            61980V107      779     122900 SH     DEFINED       01      122900       0       0
------------------------------------------------------------------------------------------------------------------------------------
MOTIVE INC                         COM            61980V107     1108     174800 SH     DEFINED       09      174800       0       0
------------------------------------------------------------------------------------------------------------------------------------
MOTOROLA INC                       COM            620076109    11845     536220 SH     DEFINED       09      536220       0       0
------------------------------------------------------------------------------------------------------------------------------------
MOTOROLA INC                       COM            620076109     1988      90000 SH     DEFINED       21       90000       0       0
------------------------------------------------------------------------------------------------------------------------------------
MOTOROLA INC                       COM            620076109     3682     166712 SH     DEFINED       01      166712       0       0
------------------------------------------------------------------------------------------------------------------------------------
MWI VETERINARY SUPPLY INC          COM            55402X105      577      28900 SH     DEFINED       01       28900       0       0
------------------------------------------------------------------------------------------------------------------------------------
MWI VETERINARY SUPPLY INC          COM            55402X105      820      41100 SH     DEFINED       09       41100       0       0
------------------------------------------------------------------------------------------------------------------------------------
NABORS INDUSTRIES LTD              SHS            G6359F103    51883     722300 SH     DEFINED       09      722300       0       0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL CITY CORP                 COM            635405103     1571      46976 SH     DEFINED       09       46976       0       0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL FUEL GAS CO N J           COM            636180101      681      19900 SH     DEFINED       01       19900       0       0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL GRID TRANSCO PLC          SPON ADR       636274300      812      17300 SH     DEFINED       02       17300       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL GRID TRANSCO PLC          SPON ADR       636274300     6213     132334 SH     DEFINED       09      132334       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
NATIONWIDE FINL SVCS INC           CL             638612101     6112     152600 SH     DEFINED       01      152600       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
NATIONWIDE FINL SVCS INC           CL             638612101    37619     939300 SH     DEFINED       02      939300       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
NATIONWIDE FINL SVCS INC           CL             638612101    27659     690620 SH     DEFINED       09      690620       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
NATIONWIDE HEALTH PPTYS INC        COM            638620104     1254      53807 SH     DEFINED       09       53807       0       0
------------------------------------------------------------------------------------------------------------------------------------
NATIONWIDE HEALTH PPTYS INC        COM            638620104    15766     676665 SH     DEFINED       01      662114    1126   13425
------------------------------------------------------------------------------------------------------------------------------------
NAVTEQ CORP                        COM            63936L100     2288      45800 SH     DEFINED       01       45800       0       0
------------------------------------------------------------------------------------------------------------------------------------
NAVTEQ CORP                        COM            63936L100   113911    2280500 SH     DEFINED       09     2280500       0       0
------------------------------------------------------------------------------------------------------------------------------------
NCR CORP NEW                       COM            62886E108     6589     206500 SH     DEFINED       09      206500       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEKTAR THERAPEUTICS                COM            640268108     2412     142300 SH     DEFINED       01      142300       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEKTAR THERAPEUTICS                COM            640268108    28952    1708100 SH     DEFINED       09     1708100       0       0
------------------------------------------------------------------------------------------------------------------------------------
NETIQ CORP                         COM            64115P102      998      81500 SH     DEFINED       01       81500       0       0
------------------------------------------------------------------------------------------------------------------------------------
NETIQ CORP                         COM            64115P102    12499    1021200 SH     DEFINED       09     1021200       0       0
------------------------------------------------------------------------------------------------------------------------------------
NETWORK APPLIANCE INC              COM            64120L104      594      25000 SH     DEFINED       09       25000       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEUROCHEM INC                      COM            64125K101     2823     221400 SH     DEFINED       01      221400       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEUROCHEM INC                      COM            64125K101    13357    1047600 SH     DEFINED       09     1047600       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEUROCRINE BIOSCIENCES INC         COM            64125C109      526      10700 SH     DEFINED       01       10700       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEUROCRINE BIOSCIENCES INC         COM            64125C109    12406     252200 SH     DEFINED       09      252200       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEUROMETRIX INC                    COM            641255104      101       3400 SH     DEFINED       01        3400       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEUROMETRIX INC                    COM            641255104     2091      70245 SH     DEFINED       09       70245       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEUSTAR INC                        CL             64126X201      633      19800 SH     DEFINED       01       19800       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
NEUSTAR INC                        CL             64126X201    22508     703600 SH     DEFINED       09      703600       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
NEW YORK & CO INC                  COM            649295102     2332     142200 SH     DEFINED       01      142200       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEW YORK & CO INC                  COM            649295102    17397    1060800 SH     DEFINED       09     1060800       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEW YORK CMNTY BANCORP INC         COM            649445103     4192     255600 SH     DEFINED       02      255600       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEW YORK CMNTY BANCORP INC         COM            649445103       81       4962 SH     DEFINED       01        4962       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEWELL RUBBERMAID INC              COM            651229106     2696     119010 SH     DEFINED       02      119010       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEWMONT MINING CORP                COM            651639106    39420     835700 SH     DEFINED       09      835700       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEWMONT MINING CORP                COM            651639106     2123      45000 SH     DEFINED       21       45000       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEWMONT MINING CORP                COM            651639106      119       2532 SH     DEFINED       01        2532       0       0
------------------------------------------------------------------------------------------------------------------------------------
NEWS CORP                          CL             65248E104     6957     446260 SH     DEFINED       01      446260       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
NEWS CORP                          CL             65248E104    28403    1821900 SH     DEFINED       02     1821900       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
NEWS CORP                          CL             65248E104    14158     908140 SH     DEFINED       09      908140       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
NEWS CORP                          CL             65248E203     2857     187418 SH     DEFINED       21      187418       0       0
                                   B
------------------------------------------------------------------------------------------------------------------------------------
NEWS CORP                          CL             65248E203       40       2419 SH     DEFINED       01        2419       0       0
                                   B
------------------------------------------------------------------------------------------------------------------------------------
NEXTEL COMMUNICATIONS INC          NOTE  5.250%   65332VAY9     5066    5000000 PRN    DEFINED       01     5000000       0       0
                                   1/1
------------------------------------------------------------------------------------------------------------------------------------
NIC INC                            COM            62914B100     1217     185792 SH     DEFINED       01      185792       0       0
------------------------------------------------------------------------------------------------------------------------------------
NIC INC                            COM            62914B100    22247    3396542 SH     DEFINED       09     3396542       0       0
------------------------------------------------------------------------------------------------------------------------------------
NICOR INC                          COM            654086107     1181      28091 SH     DEFINED       09       28091       0       0
------------------------------------------------------------------------------------------------------------------------------------
NICOR INC                          COM            654086107    23584     561129 SH     DEFINED       01      548381     881   11867
------------------------------------------------------------------------------------------------------------------------------------
NII HLDGS INC                      CL B           62913F201    10658     126200 SH     DEFINED       09      126200       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
NIKE INC                           CL             654106103     2140      26200 SH     DEFINED       02       26200       0       0
                                   B
------------------------------------------------------------------------------------------------------------------------------------
NIKE INC                           CL             654106103    36820     450788 SH     DEFINED       09      450788       0       0
                                   B
------------------------------------------------------------------------------------------------------------------------------------
NIKE INC                           CL             654106103     3327      42900 SH     DEFINED       21       42900       0       0
                                   B
------------------------------------------------------------------------------------------------------------------------------------
NIKE INC                           CL             654106103     2121      25966 SH     DEFINED       01       25966       0       0
                                   B
------------------------------------------------------------------------------------------------------------------------------------
NISOURCE INC                       COM            65473P105    15947     657594 SH     DEFINED       09      657594       0       0
------------------------------------------------------------------------------------------------------------------------------------
NISOURCE INC                       COM            65473P105     1342      66500 SH     DEFINED       21       66500       0       0
------------------------------------------------------------------------------------------------------------------------------------
NISOURCE INC                       COM            65473P105    31008    1278668 SH     DEFINED       01     1252543    1381   24744
------------------------------------------------------------------------------------------------------------------------------------
NISSAN MOTORS                      SPONSORED ADR  654744408      512      22300 SH     DEFINED       02       22300       0       0
------------------------------------------------------------------------------------------------------------------------------------
NMT MED INC                        COM            629294109    12317    1117700 SH     DEFINED       09     1117700       0       0
------------------------------------------------------------------------------------------------------------------------------------
NOBLE CORPORATION                  SHS            G65422100    13802     201600 SH     DEFINED       09      201600       0       0
------------------------------------------------------------------------------------------------------------------------------------
NOBLE ENERGY INC                   COM            655044105     5980     127500 SH     DEFINED       09      127500       0       0
------------------------------------------------------------------------------------------------------------------------------------
NOKIA CORP                         SPONSORED ADR  654902204     1343      79400 SH     DEFINED       01       79400       0       0
------------------------------------------------------------------------------------------------------------------------------------
NOKIA CORP                         SPONSORED ADR  654902204    16946    1002100 SH     DEFINED       02     1002100       0       0
------------------------------------------------------------------------------------------------------------------------------------
NOKIA CORP                         SPONSORED ADR  654902204     8810     521000 SH     DEFINED       09      521000       0       0
------------------------------------------------------------------------------------------------------------------------------------
NORDSTROM INC                      COM            655664100     1150      33500 SH     DEFINED       02       33500       0       0
------------------------------------------------------------------------------------------------------------------------------------
NORDSTROM INC                      COM            655664100    27380     797800 SH     DEFINED       09      797800       0       0
------------------------------------------------------------------------------------------------------------------------------------
NORDSTROM INC                      COM            655664100     1689      49200 SH     DEFINED       21       49200       0       0
------------------------------------------------------------------------------------------------------------------------------------
NORDSTROM INC                      COM            655664100     1054      30710 SH     DEFINED       01       30710       0       0
------------------------------------------------------------------------------------------------------------------------------------
NORSK HYDRO A S                    SPONSORED ADR  656531605     3338      30000 SH     DEFINED       02       30000       0       0
------------------------------------------------------------------------------------------------------------------------------------
NORSK HYDRO A S                    SPONSORED ADR  656531605     4194      37700 SH     DEFINED       09       37700       0       0
------------------------------------------------------------------------------------------------------------------------------------
NORTEL NETWORKS CORP NEW           COM            656568102      500     153500 SH     DEFINED       09      153500       0       0
------------------------------------------------------------------------------------------------------------------------------------
NORTHEAST UTILS                    COM            664397106      419      21000 SH     DEFINED       01       21000       0       0
------------------------------------------------------------------------------------------------------------------------------------
NORTHEAST UTILS                    COM            664397106     2027     101600 SH     DEFINED       02      101600       0       0
------------------------------------------------------------------------------------------------------------------------------------
NORTHEAST UTILS                    COM            664397106     7437     372800 SH     DEFINED       09      372800       0       0
------------------------------------------------------------------------------------------------------------------------------------
NORTHFIELD LABS INC                COM            666135108      513      39800 SH     DEFINED       01       39800       0       0
------------------------------------------------------------------------------------------------------------------------------------
NORTHFIELD LABS INC                COM            666135108    11855     919000 SH     DEFINED       09      919000       0       0
------------------------------------------------------------------------------------------------------------------------------------
NORTHROP GRUMMAN CORP              COM            666807102     9946     182990 SH     DEFINED       01      182990       0       0
------------------------------------------------------------------------------------------------------------------------------------
NORTHROP GRUMMAN CORP              COM            666807102    44152     812368 SH     DEFINED       02      812368       0       0
------------------------------------------------------------------------------------------------------------------------------------
NORTHROP GRUMMAN CORP              COM            666807102    53886     991470 SH     DEFINED       09      991470       0       0
------------------------------------------------------------------------------------------------------------------------------------
NOVARTIS A G                       SPONSORED ADR  66987V109     9333     183000 SH     DEFINED       09      183000       0       0
------------------------------------------------------------------------------------------------------------------------------------
NSTAR                              COM            67019E107     1064      36800 SH     DEFINED       01       36800       0       0
------------------------------------------------------------------------------------------------------------------------------------
NTL INC DEL                        COM            62940M104      185       2765 SH     DEFINED       01        2765       0       0
------------------------------------------------------------------------------------------------------------------------------------
NTL INC DEL                        COM            62940M104     2940      44017 SH     DEFINED       02       44017       0       0
------------------------------------------------------------------------------------------------------------------------------------
NTL INC DEL                        COM            62940M104     3795      59500 SH     DEFINED       21       59500       0       0
------------------------------------------------------------------------------------------------------------------------------------
NUCO2 INC                          COM            629428103     4161     161600 SH     DEFINED       01      161600       0       0
------------------------------------------------------------------------------------------------------------------------------------
NUCO2 INC                          COM            629428103    38937    1512100 SH     DEFINED       09     1512100       0       0
------------------------------------------------------------------------------------------------------------------------------------
NUVEEN INVTS INC                   CL             67090F106   115255    2926000 SH     DEFINED       09     2926000       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
NVR INC                            COM            62944T105     4513       5100 SH     DEFINED       09        5100       0       0
------------------------------------------------------------------------------------------------------------------------------------
O REILLY AUTOMOTIVE INC            COM            686091109     5546     196800 SH     DEFINED       09      196800       0       0
------------------------------------------------------------------------------------------------------------------------------------
OCEANEERING INTL INC               COM            675232102    10762     201500 SH     DEFINED       09      201500       0       0
------------------------------------------------------------------------------------------------------------------------------------
OGE ENERGY CORP                    COM            670837103     1230      43760 SH     DEFINED       09       43760       0       0
------------------------------------------------------------------------------------------------------------------------------------
OGE ENERGY CORP                    COM            670837103    21946     780990 SH     DEFINED       01      751987     893   28110
------------------------------------------------------------------------------------------------------------------------------------
OIL STS INTL INC                   COM            678026105     3656     100700 SH     DEFINED       09      100700       0       0
------------------------------------------------------------------------------------------------------------------------------------
ONEOK INC NEW                      COM            682680103      871      25600 SH     DEFINED       02       25600       0       0
------------------------------------------------------------------------------------------------------------------------------------
ONLINE RES CORP                    COM            68273G101     2864     270659 SH     DEFINED       01      270659       0       0
------------------------------------------------------------------------------------------------------------------------------------
ONLINE RES CORP                    COM            68273G101    23309    2203159 SH     DEFINED       09     2203159       0       0
------------------------------------------------------------------------------------------------------------------------------------
ONVIA INC                          COM            68338T403      961     184132 SH     DEFINED       01      184132       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
ONVIA INC                          COM            68338T403     1442     276300 SH     DEFINED       09      276300       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
ONYX PHARMACEUTICALS INC           COM            683399109     5038     201700 SH     DEFINED       09      201700       0       0
------------------------------------------------------------------------------------------------------------------------------------
ORACLE CORP                        COM            68389X105     2723     219800 SH     DEFINED       02      219800       0       0
------------------------------------------------------------------------------------------------------------------------------------
ORACLE CORP                        COM            68389X105    79605    6424941 SH     DEFINED       09     6424941       0       0
------------------------------------------------------------------------------------------------------------------------------------
ORACLE CORP                        COM            68389X105     4089     330000 SH     DEFINED       21      330000       0       0
------------------------------------------------------------------------------------------------------------------------------------
ORACLE CORP                        COM            68389X105     3758     303243 SH     DEFINED       01      302374       0     869
------------------------------------------------------------------------------------------------------------------------------------
ORCKIT COMMUNICATIONS LTD          SHS            M7531S206     2435      97300 SH     DEFINED       01       97300       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
ORCKIT COMMUNICATIONS LTD          SHS            M7531S206     3552     141900 SH     DEFINED       09      141900       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
ORIENT-EXPRESS HOTELS LTD          CL             G67743107     1500      52793 SH     DEFINED       01       52793       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
ORIENT-EXPRESS HOTELS LTD          CL             G67743107    30850    1085506 SH     DEFINED       09     1085506       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
ORTHOFIX INTL N V                  COM            N6748L102     8150     186934 SH     DEFINED       01      186934       0       0
------------------------------------------------------------------------------------------------------------------------------------
ORTHOFIX INTL N V                  COM            N6748L102    11161     255981 SH     DEFINED       09      255981       0       0
------------------------------------------------------------------------------------------------------------------------------------
OSI PHARMACEUTICALS INC            COM            671040103     2336      79900 SH     DEFINED       01       79900       0       0
------------------------------------------------------------------------------------------------------------------------------------
OSI PHARMACEUTICALS INC            COM            671040103    32705    1118500 SH     DEFINED       09     1118500       0       0
------------------------------------------------------------------------------------------------------------------------------------
P T TELEKOMUNIKASI INDONESIA       SPONSORED ADR  715684106      418      20100 SH     DEFINED       09       20100       0       0
------------------------------------------------------------------------------------------------------------------------------------
PACKAGING CORP AMER                COM            695156109     2254     116133 SH     DEFINED       09      116133       0       0
------------------------------------------------------------------------------------------------------------------------------------
PACKAGING CORP AMER                COM            695156109    29405    1514955 SH     DEFINED       01     1472852    2225   39878
------------------------------------------------------------------------------------------------------------------------------------
PARTNERRE LTD                      COM            G6852T105     3113      48600 SH     DEFINED       02       48600       0       0
------------------------------------------------------------------------------------------------------------------------------------
PARTNERRE LTD                      COM            G6852T105     9588     149700 SH     DEFINED       09      149700       0       0
------------------------------------------------------------------------------------------------------------------------------------
PATTERSON UTI ENERGY INC           COM            703481101     6354     176100 SH     DEFINED       09      176100       0       0
------------------------------------------------------------------------------------------------------------------------------------
PAYCHEX INC                        COM            704326107     1109      29900 SH     DEFINED       01       29900       0       0
------------------------------------------------------------------------------------------------------------------------------------
PAYCHEX INC                        COM            704326107     1231      33200 SH     DEFINED       02       33200       0       0
------------------------------------------------------------------------------------------------------------------------------------
PAYCHEX INC                        COM            704326107    23401     631100 SH     DEFINED       09      631100       0       0
------------------------------------------------------------------------------------------------------------------------------------
PC MALL INC                        COM            69323K100      550      96200 SH     DEFINED       01       96200       0       0
------------------------------------------------------------------------------------------------------------------------------------
PC MALL INC                        COM            69323K100      788     137700 SH     DEFINED       09      137700       0       0
------------------------------------------------------------------------------------------------------------------------------------
PEABODY ENERGY CORP                COM            704549104    53798     637800 SH     DEFINED       09      637800       0       0
------------------------------------------------------------------------------------------------------------------------------------
PEARSON PLC                        SPONSORED ADR  705015105     6518     555700 SH     DEFINED       02      555700       0       0
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PEARSON PLC                        SPONSORED ADR  705015105    24624    2099200 SH     DEFINED       09     2099200       0       0
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PENWEST PHARMACEUTICALS CO         COM            709754105     3282     187200 SH     DEFINED       01      187200       0       0
------------------------------------------------------------------------------------------------------------------------------------
PENWEST PHARMACEUTICALS CO         COM            709754105     4640     264700 SH     DEFINED       09      264700       0       0
------------------------------------------------------------------------------------------------------------------------------------
PEOPLES ENERGY CORP                COM            711030106     2035      51667 SH     DEFINED       09       51667       0       0
------------------------------------------------------------------------------------------------------------------------------------
PEOPLES ENERGY CORP                COM            711030106    26951     684389 SH     DEFINED       01      667272    1020   16097
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PEPCO HOLDINGS INC                 COM            713291102    23883    1026332 SH     DEFINED       01      988489    1167   36676
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PEPCO HOLDINGS INC                 COM            713291102     1293      55558 SH     DEFINED       09       55558       0       0
------------------------------------------------------------------------------------------------------------------------------------
PEPSICO INC                        COM            713448108     4298      75789 SH     DEFINED       01       75394       0     395
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PEPSICO INC                        COM            713448108     2614      46100 SH     DEFINED       02       46100       0       0
------------------------------------------------------------------------------------------------------------------------------------
PEPSICO INC                        COM            713448108    46641     822442 SH     DEFINED       09      822442       0       0
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PEPSICO INC                        COM            713448108     1996      35200 SH     DEFINED       21       35200       0       0
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PERVASIVE SOFTWARE INC             COM            715710109      784     186744 SH     DEFINED       01      186744       0       0
------------------------------------------------------------------------------------------------------------------------------------
PERVASIVE SOFTWARE INC             COM            715710109     1121     266880 SH     DEFINED       09      266880       0       0
------------------------------------------------------------------------------------------------------------------------------------
PETCO ANIMAL SUPPLIES              COM            716016209    10880     514200 SH     DEFINED       01      514200       0       0
                                   NEW
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PETCO ANIMAL SUPPLIES              COM            716016209    50715    2396760 SH     DEFINED       09     2396760       0       0
                                   NEW
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PETROLEO BRASILEIRO SA PETRO       SPONSORED ADR  71654V101     7491     117500 SH     DEFINED       21      117500       0       0
------------------------------------------------------------------------------------------------------------------------------------
PETROLEO BRASILEIRO SA PETRO       SPONSORED ADR  71654V408     2162      30240 SH     DEFINED       21       30240       0       0
------------------------------------------------------------------------------------------------------------------------------------
PETSMART INC                       COM            716768106       61       2800 SH     DEFINED       01        2800       0       0
------------------------------------------------------------------------------------------------------------------------------------
PETSMART INC                       COM            716768106   189207    8687200 SH     DEFINED       09     8687200       0       0
------------------------------------------------------------------------------------------------------------------------------------
PFIZER INC                         COM            717081103    14325     573696 SH     DEFINED       01      573559       0     137
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PFIZER INC                         COM            717081103    36706    1470000 SH     DEFINED       02     1470000       0       0
------------------------------------------------------------------------------------------------------------------------------------
PFIZER INC                         COM            717081103   101489    4064421 SH     DEFINED       09     4064421       0       0
------------------------------------------------------------------------------------------------------------------------------------
PFIZER INC                         COM            717081103     2864     121700 SH     DEFINED       21      121700       0       0
------------------------------------------------------------------------------------------------------------------------------------
PHARMACYCLICS INC                  COM            716933106    23235    2575900 SH     DEFINED       09     2575900       0       0
------------------------------------------------------------------------------------------------------------------------------------
PHELPS DODGE CORP                  COM            717265102     4768      36700 SH     DEFINED       09       36700       0       0
------------------------------------------------------------------------------------------------------------------------------------
PHILADELPHIA CONS HLDG CORP        COM            717528103     1632      19224 SH     DEFINED       01       19224       0       0
------------------------------------------------------------------------------------------------------------------------------------
PHILADELPHIA CONS HLDG CORP        COM            717528103    75714     891800 SH     DEFINED       09      891800       0       0
------------------------------------------------------------------------------------------------------------------------------------
PINNACLE WEST CAP CORP             COM            723484101     4624     104900 SH     DEFINED       02      104900       0       0
------------------------------------------------------------------------------------------------------------------------------------
PINNACLE WEST CAP CORP             COM            723484101     9152     207632 SH     DEFINED       09      207632       0       0
------------------------------------------------------------------------------------------------------------------------------------
PINNACLE WEST CAP CORP             COM            723484101    40763     924744 SH     DEFINED       01      902424    1237   21083
------------------------------------------------------------------------------------------------------------------------------------
PITNEY BOWES INC                   COM            724479100     3719      89100 SH     DEFINED       01       89100       0       0
------------------------------------------------------------------------------------------------------------------------------------
PITNEY BOWES INC                   COM            724479100    13303     318710 SH     DEFINED       09      318710       0       0
------------------------------------------------------------------------------------------------------------------------------------
PLACER DOME INC                    COM            725906101    47272    2756400 SH     DEFINED       09     2756400       0       0
------------------------------------------------------------------------------------------------------------------------------------
PLACER DOME INC                    COM            725906101    12329     718900 SH     DEFINED       21      718900       0       0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINL SVCS GROUP INC            COM            693475105    41132     708931 SH     DEFINED       01      688986    1033   18912
------------------------------------------------------------------------------------------------------------------------------------
PNC FINL SVCS GROUP INC            COM            693475105     2162      37267 SH     DEFINED       09       37267       0       0
------------------------------------------------------------------------------------------------------------------------------------
POINT THERAPEUTICS INC             COM            730694106     2267     533300 SH     DEFINED       01      533300       0       0
------------------------------------------------------------------------------------------------------------------------------------
POINT THERAPEUTICS INC             COM            730694106     6351    1494396 SH     DEFINED       09     1494396       0       0
------------------------------------------------------------------------------------------------------------------------------------
PORTALPLAYER INC                   COM            736187204    25323     923200 SH     DEFINED       09      923200       0       0
------------------------------------------------------------------------------------------------------------------------------------
PORTUGAL TELECOM SGPS S A          SPONSORED ADR  737273102      174      19100 SH     DEFINED       01       19100       0       0
------------------------------------------------------------------------------------------------------------------------------------
POSCO                              SPONSORED ADR  693483109     1295      22900 SH     DEFINED       02       22900       0       0
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POSCO                              SPONSORED ADR  693483109    14660     259200 SH     DEFINED       09      259200       0       0
------------------------------------------------------------------------------------------------------------------------------------
POTASH CORP SASK INC               COM            73755L107     7363      78900 SH     DEFINED       09       78900       0       0
------------------------------------------------------------------------------------------------------------------------------------
POWERDSINE LTD                     SHS            M41415106     2661     241500 SH     DEFINED       01      241500       0       0
------------------------------------------------------------------------------------------------------------------------------------
POWERDSINE LTD                     SHS            M41415106    17103    1552000 SH     DEFINED       09     1552000       0       0
------------------------------------------------------------------------------------------------------------------------------------
PPG INDS INC                       COM            693506107    26209     442800 SH     DEFINED       02      442800       0       0
------------------------------------------------------------------------------------------------------------------------------------
PPG INDS INC                       COM            693506107     8718     147290 SH     DEFINED       09      147290       0       0
------------------------------------------------------------------------------------------------------------------------------------
PPG INDS INC                       COM            693506107     4979      84113 SH     DEFINED       01       84113       0       0
------------------------------------------------------------------------------------------------------------------------------------
PPL CORP                           COM            69351T106      284       8780 SH     DEFINED       01        8780       0       0
------------------------------------------------------------------------------------------------------------------------------------
PRAXAIR INC                        COM            74005P104     1078      22500 SH     DEFINED       01       22500       0       0
------------------------------------------------------------------------------------------------------------------------------------
PRAXAIR INC                        COM            74005P104     1261      26300 SH     DEFINED       02       26300       0       0
------------------------------------------------------------------------------------------------------------------------------------
PRAXAIR INC                        COM            74005P104    20907     436200 SH     DEFINED       09      436200       0       0
------------------------------------------------------------------------------------------------------------------------------------
PRECISION CASTPARTS CORP           COM            740189105     7354     138500 SH     DEFINED       09      138500       0       0
------------------------------------------------------------------------------------------------------------------------------------
PRECISION DRILLING CORP            COM            74022D100     2465      50100 SH     DEFINED       21       50100       0       0
------------------------------------------------------------------------------------------------------------------------------------
PRICE T ROWE GROUP INC             COM            74144T108     4865      74500 SH     DEFINED       09       74500       0       0
------------------------------------------------------------------------------------------------------------------------------------
PROCTER & GAMBLE CO                COM            742718109     2378      40000 SH     DEFINED       21       40000       0       0
------------------------------------------------------------------------------------------------------------------------------------
PROCTER & GAMBLE CO                COM            742718109     1859      31268 SH     DEFINED       01       31018       0     250
------------------------------------------------------------------------------------------------------------------------------------
PROGENICS PHARMACEUTICALS IN       COM            743187106     2546     107400 SH     DEFINED       01      107400       0       0
------------------------------------------------------------------------------------------------------------------------------------
PROGENICS PHARMACEUTICALS IN       COM            743187106    22757     959800 SH     DEFINED       09      959800       0       0
------------------------------------------------------------------------------------------------------------------------------------
PROGRESS ENERGY INC                COM            743263105      720      16100 SH     DEFINED       02       16100       0       0
------------------------------------------------------------------------------------------------------------------------------------
PROGRESS ENERGY INC                COM            743263105     7863     175700 SH     DEFINED       09      175700       0       0
------------------------------------------------------------------------------------------------------------------------------------
PROGRESS ENERGY INC                COM            743263105    28328     633033 SH     DEFINED       01      616563     964   15506
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PROTEIN DESIGN LABS INC            COM            74369L103     8876     317000 SH     DEFINED       09      317000       0       0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDE COMM INC                   COM            74373W103     2252      92800 SH     DEFINED       01       92800       0       0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDE COMM INC                   COM            74373W103     3238     133400 SH     DEFINED       09      133400       0       0
------------------------------------------------------------------------------------------------------------------------------------
PSYCHIATRIC SOLUTIONS INC          COM            74439H108     1508      27800 SH     DEFINED       01       27800       0       0
------------------------------------------------------------------------------------------------------------------------------------
PSYCHIATRIC SOLUTIONS INC          COM            74439H108    11296     208300 SH     DEFINED       09      208300       0       0
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PUBLIC SVC ENTERPRISES             COMMON         744573106       88      1,371 SH     DEFINED       01       1,371       0       0
------------------------------------------------------------------------------------------------------------------------------------
PUGET ENERGY INC NEW               COM            745310102      275      11700 SH     DEFINED       01       11700       0       0
------------------------------------------------------------------------------------------------------------------------------------
QC HLDGS INC                       COM            74729T101     3051     234000 SH     DEFINED       01      234000       0       0
------------------------------------------------------------------------------------------------------------------------------------
QC HLDGS INC                       COM            74729T101     4959     380300 SH     DEFINED       09      380300       0       0
------------------------------------------------------------------------------------------------------------------------------------
QUALCOMM INC                       COM            747525103      327       7300 SH     DEFINED       09        7300       0       0
------------------------------------------------------------------------------------------------------------------------------------
QUALCOMM INC                       COM            747525103    26850     600000 SH     DEFINED                               
------------------------------------------------------------------------------------------------------------------------------------
QUALITY DISTR INC FLA              COM            74756M102     3717     465200 SH     DEFINED       01      465200       0       0
------------------------------------------------------------------------------------------------------------------------------------
QUALITY DISTR INC FLA              COM            74756M102     5337     667900 SH     DEFINED       09      667900       0       0
------------------------------------------------------------------------------------------------------------------------------------
QUEBECOR WORLD INC                 COM            748203106      911      48400 SH     DEFINED       02       48400       0       0
                                   NON-VTG
------------------------------------------------------------------------------------------------------------------------------------
QUEBECOR WORLD INC                 COM            748203106     5923     314700 SH     DEFINED       09      314700       0       0
                                   NON-VTG
------------------------------------------------------------------------------------------------------------------------------------
QUEST DIAGNOSTICS INC              COM            74834L100     6307     124800 SH     DEFINED       09      124800       0       0
------------------------------------------------------------------------------------------------------------------------------------
QUEST SOFTWARE INC                 COM            74834T103     1912     126900 SH     DEFINED       01      126900       0       0
------------------------------------------------------------------------------------------------------------------------------------
QUEST SOFTWARE INC                 COM            74834T103    26347    1748300 SH     DEFINED       09     1748300       0       0
------------------------------------------------------------------------------------------------------------------------------------
QUICKSILVER RESOURCES INC          COM            74837R104     6225     130248 SH     DEFINED       09      130248       0       0
------------------------------------------------------------------------------------------------------------------------------------
RBC BEARINGS INC                   COM            75524B104     5981     375000 SH     DEFINED       09      375000       0       0
------------------------------------------------------------------------------------------------------------------------------------
REFCO INC                          COM            75866G109     7068     250000 SH     DEFINED       09      250000       0       0
------------------------------------------------------------------------------------------------------------------------------------
REGAL ENTMT GROUP                  CL             758766109      230      11500 SH     DEFINED       02       11500       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
REGENCY CTRS CORP                  COM            758849103     4131      71900 SH     DEFINED       09       71900       0       0
------------------------------------------------------------------------------------------------------------------------------------
REGENERON PHARMACEUTICALS          COM            75886F107     1332     140400 SH     DEFINED       01      140400       0       0
------------------------------------------------------------------------------------------------------------------------------------
REGENERON PHARMACEUTICALS          COM            75886F107     1827     192500 SH     DEFINED       09      192500       0       0
------------------------------------------------------------------------------------------------------------------------------------
REGIONS FINANCIAL CORP NEW         COM            7591EP100      579      18600 SH     DEFINED       02       18600       0       0
------------------------------------------------------------------------------------------------------------------------------------
RENAISSANCERE HOLDINGS LTD         COM            G7496G103     2541      58100 SH     DEFINED       01       58100       0       0
------------------------------------------------------------------------------------------------------------------------------------
RENAISSANCERE HOLDINGS LTD         COM            G7496G103    30624     700300 SH     DEFINED       02      700300       0       0
------------------------------------------------------------------------------------------------------------------------------------
RENAISSANCERE HOLDINGS LTD         COM            G7496G103     6634     151700 SH     DEFINED       09      151700       0       0
------------------------------------------------------------------------------------------------------------------------------------
RESEARCH IN MOTION LTD             COM            760975102      978      14300 SH     DEFINED       09       14300       0       0
------------------------------------------------------------------------------------------------------------------------------------
REYNOLDS AMERICAN INC              COM            761713106    37180     447848 SH     DEFINED       01      435101     649   12098
------------------------------------------------------------------------------------------------------------------------------------
REYNOLDS AMERICAN INC              COM            761713106     6416      77283 SH     DEFINED       09       77283       0       0
------------------------------------------------------------------------------------------------------------------------------------
RIO TINTO PLC                      SPONSORED ADR  767204100     1331       8100 SH     DEFINED       02        8100       0       0
------------------------------------------------------------------------------------------------------------------------------------
RITA MED SYS INC DEL               COM            76774E103     1560     438087 SH     DEFINED       09      438087       0       0
------------------------------------------------------------------------------------------------------------------------------------
ROCKWELL COLLINS INC               COM            774341101     6489     134300 SH     DEFINED       09      134300       0       0
------------------------------------------------------------------------------------------------------------------------------------
ROHM & HAAS CO                     COM            775371107      856      20800 SH     DEFINED       02       20800       0       0
------------------------------------------------------------------------------------------------------------------------------------
ROHM & HAAS CO                     COM            775371107     5635     137000 SH     DEFINED       09      137000       0       0
------------------------------------------------------------------------------------------------------------------------------------
ROPER INDS INC NEW                 COM            776696106      888      22600 SH     DEFINED       01       22600       0       0
------------------------------------------------------------------------------------------------------------------------------------
ROPER INDS INC NEW                 COM            776696106     1289      32800 SH     DEFINED       09       32800       0       0
------------------------------------------------------------------------------------------------------------------------------------
ROPER INDS INC NEW                 NOTE  1.481%   776696AA4      551    1000000 PRN    DEFINED       09     1000000       0       0
                                   1/1
------------------------------------------------------------------------------------------------------------------------------------
ROYAL DUTCH SHELL PLC              SPONS ADR      780259206     8947     136300 SH     DEFINED       02      136300       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
ROYAL DUTCH SHELL PLC              SPONS ADR      780259206    61152     931625 SH     DEFINED       09      931625       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
RYANAIR HLDGS PLC                  SPONSORED ADR  783513104    34453     756700 SH     DEFINED       09      756700       0       0
------------------------------------------------------------------------------------------------------------------------------------
RYDER SYS INC                      COM            783549108     3624     105900 SH     DEFINED       01      105900       0       0
------------------------------------------------------------------------------------------------------------------------------------
RYDER SYS INC                      COM            783549108     5287     154500 SH     DEFINED       09      154500       0       0
------------------------------------------------------------------------------------------------------------------------------------
S1 CORPORATION                     COM            78463B101      488     124900 SH     DEFINED       01      124900       0       0
------------------------------------------------------------------------------------------------------------------------------------
S1 CORPORATION                     COM            78463B101     6625    1694500 SH     DEFINED       09     1694500       0       0
------------------------------------------------------------------------------------------------------------------------------------
SAFEWAY INC                        COM            786514208     2680     104700 SH     DEFINED       01      104700       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
SAFEWAY INC                        COM            786514208    30154    1177900 SH     DEFINED       02     1177900       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
SAFEWAY INC                        COM            786514208      333      13000 SH     DEFINED       09       13000       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
SALESFORCE COM INC                 COM            79466L302      832      36000 SH     DEFINED       09       36000       0       0
------------------------------------------------------------------------------------------------------------------------------------
SANDISK CORP                       COM            80004C101     8270     171400 SH     DEFINED       09      171400       0       0
------------------------------------------------------------------------------------------------------------------------------------
SANDISK CORP                       COM            80004C101    28944     600000 SH     DEFINED                               
------------------------------------------------------------------------------------------------------------------------------------
SANGAMO BIOSCIENCES INC            COM            800677106      443     100900 SH     DEFINED       09      100900       0       0
------------------------------------------------------------------------------------------------------------------------------------
SANTARUS INC                       COM            802817304    35141    5658753 SH     DEFINED       09     5658753       0       0
------------------------------------------------------------------------------------------------------------------------------------
SANTOS LIMITED                     SPONSORED ADR  803021609    23037     606400 SH     DEFINED       09      606400       0       0
------------------------------------------------------------------------------------------------------------------------------------
SAP AKTIENGESELLSCHAFT             SPONSORED      803054204     1395      32200 SH     DEFINED       09       32200       0       0
                                   ADR
------------------------------------------------------------------------------------------------------------------------------------
SARA LEE CORP                      COM            803111103     2966     156500 SH     DEFINED       02      156500       0       0
------------------------------------------------------------------------------------------------------------------------------------
SARA LEE CORP                      COM            803111103     6096     321700 SH     DEFINED       09      321700       0       0
------------------------------------------------------------------------------------------------------------------------------------
SATYAM COMPUTER SERVICES LTD       ADR            804098101    15110     500000 SH     DEFINED       09      500000       0       0
------------------------------------------------------------------------------------------------------------------------------------
SBC COMMUNICATIONS INC             COM            78387G103    68295    2849200 SH     DEFINED       02     2849200       0       0
------------------------------------------------------------------------------------------------------------------------------------
SBC COMMUNICATIONS INC             COM            78387G103   125837    5249774 SH     DEFINED       09     5249774       0       0
------------------------------------------------------------------------------------------------------------------------------------
SBC COMMUNICATIONS INC             COM            78387G103    20578     858472 SH     DEFINED       01      857031       0    1441
------------------------------------------------------------------------------------------------------------------------------------
SCANA CORP NEW COM                 COMMON         80589M102        5        120 SH     DEFINED       01         120       0       0
------------------------------------------------------------------------------------------------------------------------------------
SCHEIN HENRY INC                   COM            806407102     5029     118000 SH     DEFINED       09      118000       0       0
------------------------------------------------------------------------------------------------------------------------------------
SCHERING A G                       SPONSORED ADR  806585204      691      10900 SH     DEFINED       09       10900       0       0
------------------------------------------------------------------------------------------------------------------------------------
SCHERING PLOUGH CORP               COM            806605101     1354      64300 SH     DEFINED       01       64300       0       0
------------------------------------------------------------------------------------------------------------------------------------
SCHERING PLOUGH CORP               COM            806605101     1516      72000 SH     DEFINED       02       72000       0       0
------------------------------------------------------------------------------------------------------------------------------------
SCHERING PLOUGH CORP               COM            806605101    26582    1262800 SH     DEFINED       09     1262800       0       0
------------------------------------------------------------------------------------------------------------------------------------
SCHLUMBERGER LTD                   COM            806857108     2970      35200 SH     DEFINED       21       35200       0       0
------------------------------------------------------------------------------------------------------------------------------------
SCIENTIFIC ATLANTA INC             COM            808655104     1069      28500 SH     DEFINED       09       28500       0       0
------------------------------------------------------------------------------------------------------------------------------------
SCOTTISH PWR PLC                   SPON ADR       81013T705     1660      41242 SH     DEFINED       09       41242       0       0
                                   FINAL
------------------------------------------------------------------------------------------------------------------------------------
SCOTTISH PWR PLC                   SPON ADR       81013T705    39967     993220 SH     DEFINED       01      965702    1418   26100
                                   FINAL
------------------------------------------------------------------------------------------------------------------------------------
SEAGATE TECHNOLOGY                 SHS            G7945J104    34929    2203700 SH     DEFINED       09     2203700       0       0
------------------------------------------------------------------------------------------------------------------------------------
SEAGATE TECHNOLOGY                 SHS            G7945J104    23775    1500000 SH     DEFINED                               
------------------------------------------------------------------------------------------------------------------------------------
SEASPAN CORP                       SHS            Y75638109    38768    2003500 SH     DEFINED       09     2003500       0       0
------------------------------------------------------------------------------------------------------------------------------------
SEMPRA ENERGY                      COM            816851109      505      10728 SH     DEFINED       01       10728       0       0
------------------------------------------------------------------------------------------------------------------------------------
SEMTECH CORP                       COM            816850101      451      27400 SH     DEFINED       09       27400       0       0
------------------------------------------------------------------------------------------------------------------------------------
SENIOR HSG PPTYS TR                SH BEN         81721M109      958      50434 SH     DEFINED       09       50434       0       0
                                   INT
------------------------------------------------------------------------------------------------------------------------------------
SENIOR HSG PPTYS TR                SH BEN         81721M109    17736     933482 SH     DEFINED       01      908190    1391   23901
                                   INT
------------------------------------------------------------------------------------------------------------------------------------
SEPRACOR INC                       COM            817315104     2525      42800 SH     DEFINED       01       42800       0       0
------------------------------------------------------------------------------------------------------------------------------------
SEPRACOR INC                       COM            817315104    27330     463300 SH     DEFINED       09      463300       0       0
------------------------------------------------------------------------------------------------------------------------------------
SHIRE PHARMACEUTICALS GRP PL       SPONSORED ADR  82481R106     7624     228000 SH     DEFINED       21      228000       0       0
------------------------------------------------------------------------------------------------------------------------------------
SI INTL INC                        COM            78427V102     6866     221700 SH     DEFINED       09      221700       0       0
------------------------------------------------------------------------------------------------------------------------------------
SIEBEL SYS INC                     COM            826170102      758      73400 SH     DEFINED       01       73400       0       0
------------------------------------------------------------------------------------------------------------------------------------
SIEBEL SYS INC                     COM            826170102      836      80900 SH     DEFINED       02       80900       0       0
------------------------------------------------------------------------------------------------------------------------------------
SIEBEL SYS INC                     COM            826170102    14216    1376200 SH     DEFINED       09     1376200       0       0
------------------------------------------------------------------------------------------------------------------------------------
SIERRA HEALTH SVCS INC             COM            826322109     5028      73000 SH     DEFINED       09       73000       0       0
------------------------------------------------------------------------------------------------------------------------------------
SIERRA PAC RES NEW                 COM            826428104     7576     510200 SH     DEFINED       09      510200       0       0
------------------------------------------------------------------------------------------------------------------------------------
SIGMATEL INC                       COM            82661W107     1154      57000 SH     DEFINED       01       57000       0       0
------------------------------------------------------------------------------------------------------------------------------------
SIGMATEL INC                       COM            82661W107    22707    1121912 SH     DEFINED       09     1121912       0       0
------------------------------------------------------------------------------------------------------------------------------------
SIMPSON MANUFACTURING CO INC       COM            829073105     1754      44820 SH     DEFINED       01       44820       0       0
------------------------------------------------------------------------------------------------------------------------------------
SIMPSON MANUFACTURING CO INC       COM            829073105    43759    1118000 SH     DEFINED       09     1118000       0       0
------------------------------------------------------------------------------------------------------------------------------------
SIRIUS SATELLITE RADIO INC         COM            82966U103     5055     771700 SH     DEFINED       09      771700       0       0
------------------------------------------------------------------------------------------------------------------------------------
SMITHFIELD FOODS INC               COM            832248108     2354      79300 SH     DEFINED       01       79300       0       0
------------------------------------------------------------------------------------------------------------------------------------
SMITHFIELD FOODS INC               COM            832248108    26522     893600 SH     DEFINED       02      893600       0       0
------------------------------------------------------------------------------------------------------------------------------------
SMITHFIELD FOODS INC               COM            832248108      294       9900 SH     DEFINED       09        9900       0       0
------------------------------------------------------------------------------------------------------------------------------------
SMITHFIELD FOODS INC               COM            832248108     1131      45800 SH     DEFINED       21       45800       0       0
------------------------------------------------------------------------------------------------------------------------------------
SOUTHERN CO                        COM            842587107      627      17538 SH     DEFINED       09       17538       0       0
------------------------------------------------------------------------------------------------------------------------------------
SOUTHERN CO                        COM            842587107    16070     449383 SH     DEFINED       01      432820     511   16052
------------------------------------------------------------------------------------------------------------------------------------
SOUTHERN PERU COPPER CORP          COM            843611104     3279      58600 SH     DEFINED       02       58600       0       0
------------------------------------------------------------------------------------------------------------------------------------
SOUTHWESTERN ENERGY CO             COM            845467109     7245      98700 SH     DEFINED       09       98700       0       0
------------------------------------------------------------------------------------------------------------------------------------
SPECTRUM PHARMACEUTICALS INC       COM            84763A108     1064     214600 SH     DEFINED       01      214600       0       0
------------------------------------------------------------------------------------------------------------------------------------
SPECTRUM PHARMACEUTICALS INC       COM            84763A108     1535     309400 SH     DEFINED       09      309400       0       0
------------------------------------------------------------------------------------------------------------------------------------
SPEEDWAY MOTORSPORTS INC           COM            847788106     4080     112300 SH     DEFINED       01      112300       0       0
------------------------------------------------------------------------------------------------------------------------------------
SPEEDWAY MOTORSPORTS INC           COM            847788106    16537     455200 SH     DEFINED       09      455200       0       0
------------------------------------------------------------------------------------------------------------------------------------
SPRINT NEXTEL CORP                 COM            852061100     6337     266500 SH     DEFINED       01      266500       0       0
                                   FON
------------------------------------------------------------------------------------------------------------------------------------
SPRINT NEXTEL CORP                 COM            852061100    28731    1208200 SH     DEFINED       02     1208200       0       0
                                   FON
------------------------------------------------------------------------------------------------------------------------------------
SPRINT NEXTEL CORP                 COM            852061100     6816     286610 SH     DEFINED       09      286610       0       0
                                   FON
------------------------------------------------------------------------------------------------------------------------------------
SS&C TECHNOLOGIES INC              COM            85227Q100     1605      43800 SH     DEFINED       01       43800       0       0
------------------------------------------------------------------------------------------------------------------------------------
SS&C TECHNOLOGIES INC              COM            85227Q100     2532      69100 SH     DEFINED       09       69100       0       0
------------------------------------------------------------------------------------------------------------------------------------
SSA GLOBAL TECHNOLOGIES INC        COM            78465P108      788      44800 SH     DEFINED       01       44800       0       0
------------------------------------------------------------------------------------------------------------------------------------
SSA GLOBAL TECHNOLOGIES INC        COM            78465P108    17834    1013300 SH     DEFINED       09     1013300       0       0
------------------------------------------------------------------------------------------------------------------------------------
ST JOE CO                          COM            790148100    46313     741600 SH     DEFINED       09      741600       0       0
------------------------------------------------------------------------------------------------------------------------------------
ST JUDE MED INC                    COM            790849103     6098     130300 SH     DEFINED       09      130300       0       0
------------------------------------------------------------------------------------------------------------------------------------
STAMPS COM INC                     COM            852857200     6512     378400 SH     DEFINED       09      378400       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
STARWOOD HOTELS&RESORTS WRLD       PAIRED         85590A203     5117      89500 SH     DEFINED       09       89500       0       0
                                   CTF
------------------------------------------------------------------------------------------------------------------------------------
STATION CASINOS INC                COM            857689103       93       1400 SH     DEFINED       01        1400       0       0
------------------------------------------------------------------------------------------------------------------------------------
STATION CASINOS INC                COM            857689103     4220      63600 SH     DEFINED       09       63600       0       0
------------------------------------------------------------------------------------------------------------------------------------
STATION CASINOS INC                COM            857689103     1168      17600 SH     DEFINED       21       17600       0       0
------------------------------------------------------------------------------------------------------------------------------------
STORA ENSO CORP                    SPON ADR REP   86210M106     8179     591400 SH     DEFINED       09      591400       0       0
                                   R
------------------------------------------------------------------------------------------------------------------------------------
SUEZ                               SPONSORED ADR  864686100      267       9200 SH     DEFINED       01        9200       0       0
------------------------------------------------------------------------------------------------------------------------------------
SUN LIFE FINL INC                  COM            866796105     2489      66400 SH     DEFINED       02       66400       0       0
------------------------------------------------------------------------------------------------------------------------------------
SUN LIFE FINL INC                  COM            866796105    18194     485300 SH     DEFINED       09      485300       0       0
------------------------------------------------------------------------------------------------------------------------------------
SUN LIFE FINL INC                  COM            866796105     2126      56714 SH     DEFINED       21       56714       0       0
------------------------------------------------------------------------------------------------------------------------------------
SUPERVALU INC                      COM            868536103     6906     221900 SH     DEFINED       01      221900       0       0
------------------------------------------------------------------------------------------------------------------------------------
SUPERVALU INC                      COM            868536103    28338     910600 SH     DEFINED       02      910600       0       0
------------------------------------------------------------------------------------------------------------------------------------
SUPERVALU INC                      COM            868536103    13681     439630 SH     DEFINED       09      439630       0       0
------------------------------------------------------------------------------------------------------------------------------------
SUPPORTSOFT INC                    COM            868587106      424      84200 SH     DEFINED       01       84200       0       0
------------------------------------------------------------------------------------------------------------------------------------
SUPPORTSOFT INC                    COM            868587106      607     120400 SH     DEFINED       09      120400       0       0
------------------------------------------------------------------------------------------------------------------------------------
SYBASE INC                         COM            871130100     6684     285400 SH     DEFINED       09      285400       0       0
------------------------------------------------------------------------------------------------------------------------------------
SYMANTEC CORP                      COM            871503108     2039      89982 SH     DEFINED       09       89982       0       0
------------------------------------------------------------------------------------------------------------------------------------
SYMBION INC DEL                    COM            871507109     5210     201400 SH     DEFINED       09      201400       0       0
------------------------------------------------------------------------------------------------------------------------------------
SYNIVERSE HLDGS INC                COM            87163F106    19205    1247100 SH     DEFINED       09     1247100       0       0
------------------------------------------------------------------------------------------------------------------------------------
TAIWAN SEMICONDUCTOR MFG LTD       SPONSORED ADR  874039100      997     121288 SH     DEFINED       09      121288       0       0
------------------------------------------------------------------------------------------------------------------------------------
TAIWAN SEMICONDUCTOR MFG LTD       SPONSORED ADR  874039100     4168     507000 SH     DEFINED       21      507000       0       0
------------------------------------------------------------------------------------------------------------------------------------
TARGET CORP                        COM            87612E106     2591      49900 SH     DEFINED       02       49900       0       0
------------------------------------------------------------------------------------------------------------------------------------
TARGET CORP                        COM            87612E106    45867     883239 SH     DEFINED       09      883239       0       0
------------------------------------------------------------------------------------------------------------------------------------
TARGET CORP                        COM            87612E106     3116      60000 SH     DEFINED       21       60000       0       0
------------------------------------------------------------------------------------------------------------------------------------
TARGET CORP                        COM            87612E106     2547      49048 SH     DEFINED       01       49048       0       0
------------------------------------------------------------------------------------------------------------------------------------
TDC A/S                            SPONSORED ADR  87236N102     7144     264800 SH     DEFINED       02      264800       0       0
------------------------------------------------------------------------------------------------------------------------------------
TELECOM CORP NEW ZEALAND LTDAD     COMMON         879278208   32,023    953,065 SH     DEFINED       01     929,468   1,493  22,104
------------------------------------------------------------------------------------------------------------------------------------
TELECOM ITALIA S P A NEW           SPON ADR       87927Y102     1033      31688 SH     DEFINED       01       31688       0       0
                                   ORD
------------------------------------------------------------------------------------------------------------------------------------
TELEFONOS DE MEXICO S A            SPON ADR ORD   879403780     1225      57600 SH     DEFINED       01       57600       0       0
                                   L
------------------------------------------------------------------------------------------------------------------------------------
TELEFONOS DE MEXICO S A            SPON ADR ORD   879403780      268      12600 SH     DEFINED       02       12600       0       0
                                   L
------------------------------------------------------------------------------------------------------------------------------------
TELEFONOS DE MEXICO S A            SPON ADR ORD   879403780    11750     552400 SH     DEFINED       09      552400       0       0
                                   L
------------------------------------------------------------------------------------------------------------------------------------
TELSTRA CORP LTD                   SPON ADR       87969N204     1770     113700 SH     DEFINED       01      113700       0       0
                                   FINAL
------------------------------------------------------------------------------------------------------------------------------------
TELSTRA CORP LTD                   SPON ADR       87969N204     5487     352400 SH     DEFINED       02      352400       0       0
                                   FINAL
------------------------------------------------------------------------------------------------------------------------------------
TELSTRA CORP LTD                   SPON ADR       87969N204    19897    1277900 SH     DEFINED       09     1277900       0       0
                                   FINAL
------------------------------------------------------------------------------------------------------------------------------------
TENET HEALTHCARE CORP              COM            88033G100     3114     277300 SH     DEFINED       01      277300       0       0
------------------------------------------------------------------------------------------------------------------------------------
TENET HEALTHCARE CORP              COM            88033G100    11351    1010750 SH     DEFINED       09     1010750       0       0
------------------------------------------------------------------------------------------------------------------------------------
TESORO CORP                        COM            881609101     4586      68200 SH     DEFINED       09       68200       0       0
------------------------------------------------------------------------------------------------------------------------------------
TEXAS INSTRUMENTS                  COM            882508104    33900    1000000 SH     DEFINED                               
------------------------------------------------------------------------------------------------------------------------------------
TEXAS ROADHOUSE INC                CL             882681109     3350     224800 SH     DEFINED       01      224800       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
TEXAS ROADHOUSE INC                CL             882681109    23220    1558400 SH     DEFINED       09     1558400       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
TIDEWATER INC                      COM            886423102     2813      57800 SH     DEFINED       02       57800       0       0
------------------------------------------------------------------------------------------------------------------------------------
TIDEWATER INC                      COM            886423102     1830      37600 SH     DEFINED       21       37600       0       0
------------------------------------------------------------------------------------------------------------------------------------
TIMBERLAND CO                      CL             887100105    17042     504500 SH     DEFINED       09      504500       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
TIME WARNER INC                    COM            887317105    12557     693399 SH     DEFINED       01      693399       0       0
------------------------------------------------------------------------------------------------------------------------------------
TIME WARNER INC                    COM            887317105    60359    3332900 SH     DEFINED       02     3332900       0       0
------------------------------------------------------------------------------------------------------------------------------------
TIME WARNER INC                    COM            887317105    60751    3354570 SH     DEFINED       09     3354570       0       0
------------------------------------------------------------------------------------------------------------------------------------
TIME WARNER TELECOM INC            CL             887319101     2219     284500 SH     DEFINED       01      284500       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
TIME WARNER TELECOM INC            CL             887319101    34718    4451000 SH     DEFINED       09     4451000       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
TNS INC                            COM            872960109     1135      46800 SH     DEFINED       01       46800       0       0
------------------------------------------------------------------------------------------------------------------------------------
TNS INC                            COM            872960109    28482    1174500 SH     DEFINED       09     1174500       0       0
------------------------------------------------------------------------------------------------------------------------------------
TNT N V                            SPONSORED ADR  87260W101     1641      65400 SH     DEFINED       02       65400       0       0
------------------------------------------------------------------------------------------------------------------------------------
TNT N V                            SPONSORED ADR  87260W101    15144     603600 SH     DEFINED       09      603600       0       0
------------------------------------------------------------------------------------------------------------------------------------
TOLL BROTHERS INC                  COM            889478103     3632      81300 SH     DEFINED       09       81300       0       0
------------------------------------------------------------------------------------------------------------------------------------
TOTAL S A                          SPONSORED ADR  89151E109     3721      27400 SH     DEFINED       01       27400       0       0
------------------------------------------------------------------------------------------------------------------------------------
TOTAL S A                          SPONSORED ADR  89151E109    45853     337600 SH     DEFINED       02      337600       0       0
------------------------------------------------------------------------------------------------------------------------------------
TOTAL S A                          SPONSORED ADR  89151E109    35897     264300 SH     DEFINED       09      264300       0       0
------------------------------------------------------------------------------------------------------------------------------------
TRANSOCEAN INC                     ORD            G90078109     3010      49100 SH     DEFINED       01       49100       0       0
------------------------------------------------------------------------------------------------------------------------------------
TRANSOCEAN INC                     ORD            G90078109     3164      51600 SH     DEFINED       02       51600       0       0
------------------------------------------------------------------------------------------------------------------------------------
TRANSOCEAN INC                     ORD            G90078109    65810    1073400 SH     DEFINED       09     1073400       0       0
------------------------------------------------------------------------------------------------------------------------------------
TRANSOCEAN INC                     ORD            G90078109     6444     105100 SH     DEFINED       21      105100       0       0
------------------------------------------------------------------------------------------------------------------------------------
TREEHOUSE FOODS INC                COM            89469A104    10848     403580 SH     DEFINED       09      403580       0       0
------------------------------------------------------------------------------------------------------------------------------------
TRIZEC PROPERTIES INC              COM            89687P107     2730     118400 SH     DEFINED       02      118400       0       0
------------------------------------------------------------------------------------------------------------------------------------
TUPPERWARE CORP                    COM            899896104      585      25700 SH     DEFINED       02       25700       0       0
------------------------------------------------------------------------------------------------------------------------------------
TYCO INTL LTD NEW                  COM            902124106    53879    1934600 SH     DEFINED       02     1934600       0       0
------------------------------------------------------------------------------------------------------------------------------------
TYCO INTL LTD NEW                  COM            902124106    69305    2488520 SH     DEFINED       09     2488520       0       0
------------------------------------------------------------------------------------------------------------------------------------
TYCO INTL LTD NEW                  COM            902124106     2018      87100 SH     DEFINED       21       87100       0       0
------------------------------------------------------------------------------------------------------------------------------------
TYCO INTL LTD NEW                  COM            902124106    13438     482504 SH     DEFINED       01      482504       0       0
------------------------------------------------------------------------------------------------------------------------------------
TYSON FOODS INC                    CL             902494103     8698     481900 SH     DEFINED       01      481900       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
TYSON FOODS INC                    CL             902494103    47755    2645700 SH     DEFINED       02     2645700       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
TYSON FOODS INC                    CL             902494103    15053     833950 SH     DEFINED       09      833950       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
U STORE IT TR                      COM            91274F104      407      20100 SH     DEFINED       01       20100       0       0
------------------------------------------------------------------------------------------------------------------------------------
U STORE IT TR                      COM            91274F104     7719     380800 SH     DEFINED       09      380800       0       0
------------------------------------------------------------------------------------------------------------------------------------
UBS AG                             NAMEN          H8920M855     1984      23200 SH     DEFINED       02       23200       0       0
                                   AKT
------------------------------------------------------------------------------------------------------------------------------------
UBS AG                             NAMEN          H8920M855    27745     324500 SH     DEFINED       09      324500       0       0
                                   AKT
------------------------------------------------------------------------------------------------------------------------------------
ULTRA PETROLEUM CORP               COM            903914109     7593     133500 SH     DEFINED       09      133500       0       0
------------------------------------------------------------------------------------------------------------------------------------
ULTRATECH INC                      COM            904034105     3526     226200 SH     DEFINED       01      226200       0       0
------------------------------------------------------------------------------------------------------------------------------------
ULTRATECH INC                      COM            904034105    19096    1224900 SH     DEFINED       09     1224900       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNILEVER PLC                       SPON ADR       904767704     3758      89000 SH     DEFINED       02       89000       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
UNILEVER PLC                       SPON ADR       904767704     2306      54624 SH     DEFINED       09       54624       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
UNION PAC CORP                     COM            907818108      954      13300 SH     DEFINED       02       13300       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNISYS CORP                        COM            909214108     1639     246900 SH     DEFINED       01      246900       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNISYS CORP                        COM            909214108     9222    1388900 SH     DEFINED       02     1388900       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNISYS CORP                        COM            909214108     4177     629100 SH     DEFINED       09      629100       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNITED PARCEL SERVICE INC          CL             911312106     3235      46800 SH     DEFINED       02       46800       0       0
                                   B
------------------------------------------------------------------------------------------------------------------------------------
UNITED PARCEL SERVICE INC          CL             911312106   117141    1694500 SH     DEFINED       09     1694500       0       0
                                   B
------------------------------------------------------------------------------------------------------------------------------------
UNITED PARCEL SERVICE INC          CL             911312106     3042      44000 SH     DEFINED       21       44000       0       0
                                   B
------------------------------------------------------------------------------------------------------------------------------------
UNITED PARCEL SERVICE INC          CL             911312106     3213      46481 SH     DEFINED       01       46481       0       0
                                   B
------------------------------------------------------------------------------------------------------------------------------------
UNITED STATES STL CORP NEW         COM            912909108    15898     375400 SH     DEFINED       02      375400       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNITED STATES STL CORP NEW         COM            912909108      174       4100 SH     DEFINED       09        4100       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNITED STATES STL CORP NEW         COM            912909108     2118      50000 SH     DEFINED       21       50000       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNITED STATES STL CORP NEW         COM            912909108     1552      36637 SH     DEFINED       01       36637       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNITED SURGICAL PARTNERS INT       COM            913016309     2880      73635 SH     DEFINED       01       73635       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNITED SURGICAL PARTNERS INT       COM            913016309   122819    3140339 SH     DEFINED       09     3140339       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNITED TECHNOLOGIES CORP           COM            913017109     2763      53300 SH     DEFINED       01       53300       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNITED TECHNOLOGIES CORP           COM            913017109    29979     578300 SH     DEFINED       02      578300       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNITED TECHNOLOGIES CORP           COM            913017109     6501     125400 SH     DEFINED       09      125400       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNITED TECHNOLOGIES CORP           COM            913017109     2931      64400 SH     DEFINED       21       64400       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNITED UTILS PLC                   SPONSORED ADR  91311Q105      473      20200 SH     DEFINED       02       20200       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNITED UTILS PLC                   SPONSORED ADR  91311Q105     2333      99585 SH     DEFINED       09       99585       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNITED UTILS PLC                   SPONSORED ADR  91311Q105    29559    1261603 SH     DEFINED       01     1228264    1911   31428
------------------------------------------------------------------------------------------------------------------------------------
UNITEDHEALTH GROUP INC             COM            91324P102    28325     504000 SH     DEFINED       09      504000       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNITEDHEALTH GROUP INC             COM            91324P102     3125      55600 SH     DEFINED       21       55600       0       0
------------------------------------------------------------------------------------------------------------------------------------
UNITEDHEALTH GROUP INC             COM            91324P102      283       5028 SH     DEFINED       01        5028       0       0
------------------------------------------------------------------------------------------------------------------------------------
UPM KYMMENE CORP                   SPONSORED ADR  915436109     4233     210400 SH     DEFINED       02      210400       0       0
------------------------------------------------------------------------------------------------------------------------------------
UPM KYMMENE CORP                   SPONSORED ADR  915436109     1393      69248 SH     DEFINED       09       69248       0       0
------------------------------------------------------------------------------------------------------------------------------------
UPM KYMMENE CORP                   SPONSORED ADR  915436109    23442    1165096 SH     DEFINED       01     1131684    1679   31733
------------------------------------------------------------------------------------------------------------------------------------
URBAN OUTFITTERS INC               COM            917047102     4804     163400 SH     DEFINED       09      163400       0       0
------------------------------------------------------------------------------------------------------------------------------------
US BANCORP DEL                     COM            902973304     6781     241500 SH     DEFINED       02      241500       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
US BANCORP DEL                     COM            902973304    18793     669250 SH     DEFINED       09      669250       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
US BANCORP DEL                     COM            902973304     2139      76169 SH     DEFINED       01       76169       0       0
                                   NEW
------------------------------------------------------------------------------------------------------------------------------------
UST INC                            COM            902911106    19013     454200 SH     DEFINED       02      454200       0       0
------------------------------------------------------------------------------------------------------------------------------------
UST INC                            COM            902911106     2231      53287 SH     DEFINED       09       53287       0       0
------------------------------------------------------------------------------------------------------------------------------------
UST INC                            COM            902911106    26475     632474 SH     DEFINED       01      616266     881   15327
------------------------------------------------------------------------------------------------------------------------------------
UTI WORLDWIDE INC                  ORD            G87210103     5066      65200 SH     DEFINED       09       65200       0       0
------------------------------------------------------------------------------------------------------------------------------------
VALERO ENERGY CORP NEW             COM            91913Y100      197       1746 SH     DEFINED       01        1746       0       0
------------------------------------------------------------------------------------------------------------------------------------
VALERO ENERGY CORP NEW             COM            91913Y100     4873      43100 SH     DEFINED       09       43100       0       0
------------------------------------------------------------------------------------------------------------------------------------
VALERO ENERGY CORP NEW             COM            91913Y100     2261      20000 SH     DEFINED       21       20000       0       0
------------------------------------------------------------------------------------------------------------------------------------
VALUECLICK INC                     COM            92046N102     1664      97340 SH     DEFINED       01       97340       0       0
------------------------------------------------------------------------------------------------------------------------------------
VALUECLICK INC                     COM            92046N102     9362     547828 SH     DEFINED       09      547828       0       0
------------------------------------------------------------------------------------------------------------------------------------
VASOGEN INC                        COM            92232F103     2126    1007800 SH     DEFINED       09     1007800       0       0
------------------------------------------------------------------------------------------------------------------------------------
VCA ANTECH INC                     COM            918194101     8866     347400 SH     DEFINED       09      347400       0       0
------------------------------------------------------------------------------------------------------------------------------------
VEOLIA ENVIRONNEMENT               SPONSORED ADR  92334N103      408       9600 SH     DEFINED       01        9600       0       0
------------------------------------------------------------------------------------------------------------------------------------
VERIZON COMMUNICATIONS             COM            92343V104    13982     427726 SH     DEFINED       01      427726       0       0
------------------------------------------------------------------------------------------------------------------------------------
VERIZON COMMUNICATIONS             COM            92343V104    64378    1969348 SH     DEFINED       02     1969348       0       0
------------------------------------------------------------------------------------------------------------------------------------
VERIZON COMMUNICATIONS             COM            92343V104    84061    2571467 SH     DEFINED       09     2571467       0       0
------------------------------------------------------------------------------------------------------------------------------------
VIACOM INC                         CL             925524308     2869      86900 SH     DEFINED       02       86900       0       0
                                   B
------------------------------------------------------------------------------------------------------------------------------------
VIACOM INC                         CL             925524308    47847    1449474 SH     DEFINED       09     1449474       0       0
                                   B
------------------------------------------------------------------------------------------------------------------------------------
VIACOM INC                         CL             925524308     2179      66000 SH     DEFINED       21       66000       0       0
                                   B
------------------------------------------------------------------------------------------------------------------------------------
VIACOM INC                         CL             925524308     4716     142873 SH     DEFINED       01      142328       0     545
                                   B
------------------------------------------------------------------------------------------------------------------------------------
VICAL INC                          COM            925602104     1440     292700 SH     DEFINED       01      292700       0       0
------------------------------------------------------------------------------------------------------------------------------------
VICAL INC                          COM            925602104     8275    1682000 SH     DEFINED       09     1682000       0       0
------------------------------------------------------------------------------------------------------------------------------------
VICOR CORP                         COM            925815102     1949     128656 SH     DEFINED       01      128656       0       0
------------------------------------------------------------------------------------------------------------------------------------
VICOR CORP                         COM            925815102    11273     744088 SH     DEFINED       09      744088       0       0
------------------------------------------------------------------------------------------------------------------------------------
VISUAL NETWORKS INC                COM            928444108      357     260380 SH     DEFINED       01      260380       0       0
------------------------------------------------------------------------------------------------------------------------------------
VISUAL NETWORKS INC                COM            928444108     1995    1455950 SH     DEFINED       09     1455950       0       0
------------------------------------------------------------------------------------------------------------------------------------
VODAFONE GROUP PLC NEW             SPONSORED ADR  92857W100     5352     206100 SH     DEFINED       01      206100       0       0
------------------------------------------------------------------------------------------------------------------------------------
VODAFONE GROUP PLC NEW             SPONSORED ADR  92857W100    22467     865100 SH     DEFINED       02      865100       0       0
------------------------------------------------------------------------------------------------------------------------------------
VODAFONE GROUP PLC NEW             SPONSORED ADR  92857W100    19462     749410 SH     DEFINED       09      749410       0       0
------------------------------------------------------------------------------------------------------------------------------------
VOLCOM INC                         COM            92864N101      969      34600 SH     DEFINED       01       34600       0       0
------------------------------------------------------------------------------------------------------------------------------------
VOLCOM INC                         COM            92864N101     1401      50000 SH     DEFINED       09       50000       0       0
------------------------------------------------------------------------------------------------------------------------------------
VULCAN MATLS CO                    COM            929160109     5143      69300 SH     DEFINED       09       69300       0       0
------------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP 2ND NEW              COM            929903102    57888    1216400 SH     DEFINED       02     1216400       0       0
------------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP 2ND NEW              COM            929903102    24494     514690 SH     DEFINED       09      514690       0       0
------------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP 2ND NEW              COM            929903102    10539     221447 SH     DEFINED       01      220909       0     538
------------------------------------------------------------------------------------------------------------------------------------
WAL MART STORES INC                COM            931142103     3567      81395 SH     DEFINED       01       80827       0     568
------------------------------------------------------------------------------------------------------------------------------------
WAL MART STORES INC                COM            931142103     1021      23300 SH     DEFINED       02       23300       0       0
------------------------------------------------------------------------------------------------------------------------------------
WAL MART STORES INC                COM            931142103    16524     377090 SH     DEFINED       09      377090       0       0
------------------------------------------------------------------------------------------------------------------------------------
WAL MART STORES INC                COM            931142103     1546      42400 SH     DEFINED       21       42400       0       0
------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUT INC                 COM            939322103      312       7950 SH     DEFINED       02        7950       0       0
------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUT INC                 COM            939322103     2043      52083 SH     DEFINED       09       52083       0       0
------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON POST CO                 CL             939640108     8105      10100 SH     DEFINED       09       10100       0       0
                                   B
------------------------------------------------------------------------------------------------------------------------------------
WASTE MGMT INC DEL                 COM            94106L109    14845     518890 SH     DEFINED       02      518890       0       0
------------------------------------------------------------------------------------------------------------------------------------
WASTE MGMT INC DEL                 COM            94106L109     7092     247900 SH     DEFINED       09      247900       0       0
------------------------------------------------------------------------------------------------------------------------------------
WASTE MGMT INC DEL                 COM            94106L109     2136      74673 SH     DEFINED       01       74339       0     334
------------------------------------------------------------------------------------------------------------------------------------
WEBSIDESTORY INC                   COM            947685103      868      49000 SH     DEFINED       01       49000       0       0
------------------------------------------------------------------------------------------------------------------------------------
WEBSIDESTORY INC                   COM            947685103     1249      70500 SH     DEFINED       09       70500       0       0
------------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO NEW               COM            949746101    80399    1372700 SH     DEFINED       02     1372700       0       0
------------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO NEW               COM            949746101   103368    1764860 SH     DEFINED       09     1764860       0       0
------------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO NEW               COM            949746101     2588      53100 SH     DEFINED       21       53100       0       0
------------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO NEW               COM            949746101    17897     305566 SH     DEFINED       01      305172       0     394
------------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO CAP IV PFD GTD CP      PREFERR        94976Y207       10        400 SH     DEFINED       01         400       0       0
------------------------------------------------------------------------------------------------------------------------------------
WHITE MTNS INS GROUP LTD           COM            G9618E107    67648     112000 SH     DEFINED       09      112000       0       0
------------------------------------------------------------------------------------------------------------------------------------
WHOLE FOODS MKT INC                COM            966837106    25761     191600 SH     DEFINED       09      191600       0       0
------------------------------------------------------------------------------------------------------------------------------------
WILLBROS GROUP INC                 COM            969199108     3292     207700 SH     DEFINED       09      207700       0       0
------------------------------------------------------------------------------------------------------------------------------------
WILLIAMS SONOMA INC                COM            969904101    34822     908000 SH     DEFINED       09      908000       0       0
------------------------------------------------------------------------------------------------------------------------------------
WILLIS GROUP HOLDINGS LTD          SHS            G96655108    73301    1952100 SH     DEFINED       09     1952100       0       0
------------------------------------------------------------------------------------------------------------------------------------
WORTHINGTON INDS INC               COM            981811102     1300      61800 SH     DEFINED       02       61800       0       0
------------------------------------------------------------------------------------------------------------------------------------
WORTHINGTON INDS INC               COM            981811102     8446     401600 SH     DEFINED       09      401600       0       0
------------------------------------------------------------------------------------------------------------------------------------
WPS RESOURCES CORP                 COM            92931B106      272       4700 SH     DEFINED       01        4700       0       0
------------------------------------------------------------------------------------------------------------------------------------
WYETH                              COM            983024100     7517     162451 SH     DEFINED       01      161686       0     765
------------------------------------------------------------------------------------------------------------------------------------
WYETH                              COM            983024100    10212     220700 SH     DEFINED       02      220700       0       0
------------------------------------------------------------------------------------------------------------------------------------
WYETH                              COM            983024100    80134    1731876 SH     DEFINED       09     1731876       0       0
------------------------------------------------------------------------------------------------------------------------------------
WYETH                              COM            983024100     2647      57200 SH     DEFINED       21       57200       0       0
------------------------------------------------------------------------------------------------------------------------------------
XCEL ENERGY INC                    COM            98389B100      465      23700 SH     DEFINED       01       23700       0       0
------------------------------------------------------------------------------------------------------------------------------------
XCEL ENERGY INC                    COM            98389B100      814      41510 SH     DEFINED       09       41510       0       0
------------------------------------------------------------------------------------------------------------------------------------
XILINX INC                         COM            983919101     1899      68200 SH     DEFINED       09       68200       0       0
------------------------------------------------------------------------------------------------------------------------------------
XILINX INC                         COM            983919101     1114      40000 SH     DEFINED       21       40000       0       0
------------------------------------------------------------------------------------------------------------------------------------
XL CAP LTD                         CL             G98255105      844      12400 SH     DEFINED       02       12400       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
XL CAP LTD                         CL             G98255105     5796      85200 SH     DEFINED       09       85200       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
XL CAPITAL LTD CL A                COMMON         G98255105        5         67 SH     DEFINED       01          67       0       0
------------------------------------------------------------------------------------------------------------------------------------
XM SATELLITE RADIO HLDGS INC       CL             983759101      190       5300 SH     DEFINED       01        5300       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
XM SATELLITE RADIO HLDGS INC       CL             983759101    11010     306600 SH     DEFINED       09      306600       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
XM SATELLITE RADIO HLDGS INC       CL             983759101     2155      60000 SH     DEFINED       21       60000       0       0
                                   A
------------------------------------------------------------------------------------------------------------------------------------
XYRATEX LTD                        COM            G98268108      210      14300 SH     DEFINED       01       14300       0       0
------------------------------------------------------------------------------------------------------------------------------------
XYRATEX LTD                        COM            G98268108     8775     596500 SH     DEFINED       09      596500       0       0
------------------------------------------------------------------------------------------------------------------------------------
YAHOO INC                          COM            984332106     1316      38900 SH     DEFINED       09       38900       0       0
------------------------------------------------------------------------------------------------------------------------------------
YORK INTL CORP NEW                 COM            986670107      392       7000 SH     DEFINED       02        7000       0       0
------------------------------------------------------------------------------------------------------------------------------------
ZIMMER HLDGS INC                   COM            98956P102     2067      30000 SH     DEFINED       21       30000       0       0
------------------------------------------------------------------------------------------------------------------------------------
ZIMMER HLDGS INC                   COM            98956P102      177       2572 SH     DEFINED       01        2572       0       0
------------------------------------------------------------------------------------------------------------------------------------
ZOLL MED CORP                      COM            989922109      163       6200 SH     DEFINED       01        6200       0       0
------------------------------------------------------------------------------------------------------------------------------------
ZOLL MED CORP                      COM            989922109      171       6500 SH     DEFINED       09        6500       0       0
------------------------------------------------------------------------------------------------------------------------------------
ZUMIEZ INC                         COM            989817101     1142      35000 SH     DEFINED       09       35000       0       0
------------------------------------------------------------------------------------------------------------------------------------