UNITED STATES
                    SECURITIES AND EXCHANGE COMMISSION
                           Washington, DC 20549

                            Form 13F Cover Page

Report for the Calendar Year or Quarter Ended March 31, 2004

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:  28-5680

     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:  Lisa J. Bernett
Title:  Assistant Vice President and Compliance Officer
Phone:  (412) 288-6399

Signature, Place, and Date of Signing:
/s/Lisa J. Bernett                        Pittsburgh, PA    May 14, 2004


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:  1228
Form 13F Information Table Value Total:   $18,062,164

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       28-1454        Federated Investment Counseling
02       28-2576        Federated Investment Management Company
04       28-2491        Passport Research, Ltd.
08                      Federated Advisory Services Company
09                      Federated Equity Management Company of Pennsylvania
10                      Passport Research II, Ltd.
21       28-6486        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    CUSIP      Value   Shrs or    SH/   Put/ Investment   Other      Sole      Shared     None
                              of
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                            Class              (x$1000)prn amt    PRN   Call discretion  managers
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1 800 FLOWERS              CL       68243Q106    8553     893690 SH           DEFINED           09    893690          0         0
COM                        A
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3COM                       COM      885535104    7241    1025614 SH           DEFINED           09   1025614          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
3M                         COM      88579Y101     188       2300 SH           DEFINED           01      2300          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
3M                         COM      88579Y101    3029      37000 SH           DEFINED           21     37000          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
A C MOORE ARTS & CRAFTS    COM      00086T103    2071      76700 SH           DEFINED           09     76700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ABBOTT                     COM      002824100    1260      30661 SH           DEFINED           01     30636          0        25
LABS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ABBOTT                     COM      002824100    4942     120240 SH           DEFINED           02    120240          0         0
LABS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ABBOTT                     COM      002824100   29473     717103 SH           DEFINED           09    717103          0         0
LABS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ABGENIX                    COM      00339B107    5283     397500 SH           DEFINED           09    397500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ACCENTURE LTD              CL       G1150G111   83623    3371900 SH           DEFINED           09   3371900          0         0
BERMUDA                    A
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----------------------------------------------------------------------------------------------------------------------------------
ACE                        ORD      G0070K103    3751      87936 SH           DEFINED           09     87936          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ACTIVISION INC             COM      004930202    4763     301050 SH           DEFINED           09    301050          0         0
NEW                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ACUSPHERE                  COM      00511R870    1563     187200 SH           DEFINED           09    187200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ADOBE SYS                  COM      00724F101     177       4500 SH           DEFINED           01      4500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ADOBE SYS                  COM      00724F101    6187     156900 SH           DEFINED           09    156900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ADOBE SYS                  COM      00724F101    2957      75000 SH           DEFINED           21     75000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ADVANCE AUTO PARTS         COM      00751Y106  305655    7515482 SH           DEFINED           09   7515482          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ADVANCED MICRO DEVICES     COM      007903107     307      18900 SH           DEFINED           01     18900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ADVANCED MICRO DEVICES     COM      007903107    1208      74400 SH           DEFINED           02     74400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ADVANCED MICRO DEVICES     COM      007903107   28015    1726100 SH           DEFINED           09   1726100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ADVANCED MICRO DEVICES     COM      007903107    1985     126200 SH           DEFINED           21    126200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
AES                        COM      00130H105     594      69600 SH           DEFINED           02     69600          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
AES                        COM      00130H105   15121    1772700 SH           DEFINED           09   1772700          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
AETNA INC                  COM      00817Y108    7303      81400 SH           DEFINED           09     81400          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
AFFILIATED COMPUTER        CL       008190100  104553    2014500 SH           DEFINED           09   2014500          0         0
SERVICES                   A
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----------------------------------------------------------------------------------------------------------------------------------
AFFILIATED MANAGERS        COM      008252108    1395      25558 SH           DEFINED           09     25558          0         0
GROUP
----------------------------------------------------------------------------------------------------------------------------------
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AGERE SYS                  CL       00845V100    3924    1222400 SH           DEFINED           09   1222400          0         0
INC                        A
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AGERE SYS                  CL       00845V100     621     227200 SH           DEFINED           21    227200          0         0
INC                        A
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AGREE REALTY               COM      008492100    3559     110500 SH           DEFINED           09    110500          0         0
CORP
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----------------------------------------------------------------------------------------------------------------------------------
AIR PRODS & CHEMS          COM      009158106    4651      92791 SH           DEFINED           01     92791          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
AIR PRODS & CHEMS          COM      009158106   35274     703800 SH           DEFINED           02    703800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
AIR PRODS & CHEMS          COM      009158106   23055     460000 SH           DEFINED           09    460000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
AIR PRODS & CHEMS          COM      009158106    3007      60000 SH           DEFINED           21     60000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
AKZO NOBEL N V ADR         COMMON   010199305   7,959    215,174 SH           DEFINED           01   206,891        339     7,944
SPONSORED
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
AKZO NOBEL                 SPONSORED010199305    1700      45800 SH           DEFINED           02     45800          0         0
NV                         ADR
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AKZO NOBEL                 SPONSORED010199305   12252     330065 SH           DEFINED           09    330065          0         0
NV                         ADR
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ALBERTSONS                 COM      013104104    1982      89470 SH           DEFINED           02     89470          0         0
INC
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ALBERTSONS                 COM      013104104    3389     153000 SH           DEFINED           09    153000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ALCAN                      COM      013716105    6916     154400 SH           DEFINED           09    154400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ALCOA                      COM      013817101    5897     169998 SH           DEFINED           01    169963          0        35
INC
----------------------------------------------------------------------------------------------------------------------------------
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ALCOA                      COM      013817101   37564    1082860 SH           DEFINED           02   1082860          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ALCOA                      COM      013817101   65049    1875142 SH           DEFINED           09   1875142          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ALCOA                      COM      013817101    2949      85000 SH           DEFINED           21     85000          0         0
INC
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----------------------------------------------------------------------------------------------------------------------------------
ALEXION PHARMACEUTICALS    COM      015351109   14341     603578 SH           DEFINED           09    603578          0         0
INC
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ALLERGAN                   COM      018490102   67092     797200 SH           DEFINED           09    797200          0         0
INC
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----------------------------------------------------------------------------------------------------------------------------------
ALLETE                     COM      018522102    5071     144500 SH           DEFINED           09    144500          0         0
INC
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ALLIANCE GAMING            COM      01859P609    6127     190700 SH           DEFINED           09    190700          0         0
CORP                       NEW
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ALLIED WASTE INDS          COM      019589308     194      14600 SH           DEFINED           01     14600          0         0
INC                        PAR$.01NEW
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ALLIED WASTE INDS          COM      019589308    4304     323400 SH           DEFINED           09    323400          0         0
INC                        PAR$.01NEW
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ALLIED WASTE INDS          COM      019589308    2995     225000 SH           DEFINED           21    225000          0         0
INC                        PAR$.01NEW
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ALLSTATE                   COM      020002101    8222     180864 SH           DEFINED           01    180813          0        51
CORP
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ALLSTATE                   COM      020002101   55939    1230520 SH           DEFINED           02   1230520          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
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ALLSTATE                   COM      020002101   77143    1696940 SH           DEFINED           09   1696940          0         0
CORP
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ALLTEL                     COM      020039103     266       5330 SH           DEFINED           02      5330          0         0
CORP
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ALLTEL                     CORP     020039822    3145      62000 SH           DEFINED           02     62000          0         0
CORP                       UNT
                           7.75%
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ALLTEL                     CORP     020039822   14886     293500 SH           DEFINED           09    293500          0         0
CORP                       UNT
                           7.75%
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ALTERA                     COM      021441100    1409      68900 SH           DEFINED           09     68900          0         0
CORP
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ALTIRIS                    COM      02148M100   20112     719818 SH           DEFINED           09    719818          0         0
INC
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ALTRIA GROUP               COM      02209S103    7523     138166 SH           DEFINED           01    138127          0        39
INC
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ALTRIA GROUP               COM      02209S103   70968    1303360 SH           DEFINED           02   1303360          0         0
INC
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ALTRIA GROUP               COM      02209S103  117941    2166050 SH           DEFINED           09   2166050          0         0
INC
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ALTRIA GROUP               COM      02209S103    1361      25000 SH           DEFINED           21     25000          0         0
INC
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ALUMINA                    SPONSORED022205108     399      24240 SH           DEFINED           02     24240          0         0
LTD                        ADR
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ALUMINA LTD ADR SPONSORED  COMMON   022205108   4,770    289,643 SH           DEFINED           01   274,851          0    14,792
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AMCOR LTD ADR NEW          COMMON   02341R302   6,772    275,188 SH           DEFINED           01   266,439        674     8,075
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AMDOCS                     ORD      G02602103    8718     313700 SH           DEFINED           09    313700          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
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AMEDISYS                   COM      023436108    2451     100400 SH           DEFINED           09    100400          0         0
INC
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AMEREN CORP COM            COMMON   023608102  10,536    228,597 SH           DEFINED           01   220,291        421     7,885
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AMERICAN ELECTRIC POWER    COMMON   025537101   4,994    151,688 SH           DEFINED           01   147,429        444     3,815
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AMERICAN EXPRESS           COM      025816109    1699      32770 SH           DEFINED           21     32770          0         0
CO
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AMERICAN FINL RLTY         COM      02607P305    2251     132800 SH           DEFINED           09    132800          0         0
TR
----------------------------------------------------------------------------------------------------------------------------------
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AMERICAN INTL GROUP        COM      026874107    9320     130620 SH           DEFINED           01    130585          0        35
INC
----------------------------------------------------------------------------------------------------------------------------------
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AMERICAN INTL GROUP        COM      026874107   56673     794300 SH           DEFINED           02    794300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
AMERICAN INTL GROUP        COM      026874107  126429    1771949 SH           DEFINED           09   1771949          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
AMERICAN INTL GROUP        COM      026874107     702      11387 SH           DEFINED           21     11387          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
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AMERICAN NATL INS CO COM   COMMON   028591105     657      7,343 SH           DEFINED           01     7,300         43         0
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AMERICAN PWR CONVERSION    COM      029066107     760      33048 SH           DEFINED           09     33048          0         0
CORP
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AMGEN                      COM      031162100    1387      23850 SH           DEFINED           01     23820          0        30
INC
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AMGEN                      COM      031162100    1274      21900 SH           DEFINED           02     21900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
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AMGEN                      COM      031162100   24281     417420 SH           DEFINED           09    417420          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
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AMKOR TECHNOLOGY           COM      031652100    9122     623500 SH           DEFINED           09    623500          0         0
INC
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AMLI RESIDENTIAL PPTYS TR  COMMON   001735109      10        371 SH           DEFINED           01       371          0         0
SH B
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AMSOUTH BANCORPORATION COM COMMON   032165102  10,654    453,165 SH           DEFINED           01   437,304        920    14,941
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AMVESCAP                   SPONSORED03235E100    2813     185890 SH           DEFINED           02    185890          0         0
PLC                        ADR
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AMVESCAP                   SPONSORED03235E100   17961    1187100 SH           DEFINED           09   1187100          0         0
PLC                        ADR
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AMVESCAP                   SPONSORED03235E100     941      62200 SH           DEFINED           21     62200          0         0
PLC                        ADR
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ANADARKO PETE              COM      032511107   32511     626900 SH           DEFINED           09    626900          0         0
CORP
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ANGIOTECH PHARMACEUTICALS  COM      034918102    4003     164000 SH           DEFINED           09    164000          0         0
IN
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ANGLO AMERN                ADR      03485P102     652      26800 SH           DEFINED           02     26800          0         0
PLC
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ANGLOGOLD                  SPONSORED035128206    9082     214858 SH           DEFINED           01    206636        303      7919
LTD                        ADR
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ANGLOGOLD                  SPONSORED035128206   16071     380200 SH           DEFINED           09    380200          0         0
LTD                        ADR
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ANIKA THERAPEUTICS         COM      035255108   12276    1480800 SH           DEFINED           09   1480800          0         0
INC
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AON                        COM      037389103    1800      64500 SH           DEFINED           01     64500          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
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AON                        COM      037389103   13997     501500 SH           DEFINED           02    501500          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
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AON                        COM      037389103    9277     332400 SH           DEFINED           09    332400          0         0
CORP
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APOLLO GROUP               CL       037604105    4805      55800 SH           DEFINED           09     55800          0         0
INC                        A
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APOLLO GROUP               COM UNV  037604204    4412      50700 SH           DEFINED           09     50700          0         0
INC                        PHOENX
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APPLE COMPUTER             COM      037833100     246       9100 SH           DEFINED           01      9100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
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APPLE COMPUTER             COM      037833100    1823      67400 SH           DEFINED           02     67400          0         0
INC
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APPLE COMPUTER             COM      037833100   29839    1103100 SH           DEFINED           09   1103100          0         0
INC
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APPLEBEES INTL             COM      037899101    7575     183200 SH           DEFINED           09    183200          0         0
INC
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APPLIED MATLS              COM      038222105     130       6100 SH           DEFINED           01      6100          0         0
INC
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APPLIED MATLS              COM      038222105    2136      99900 SH           DEFINED           09     99900          0         0
INC
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APPLIED MATLS              COM      038222105    3795     185500 SH           DEFINED           21    185500          0         0
INC
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APPLIED MICRO CIRCUITS     COM      03822W109    1232     214200 SH           DEFINED           09    214200          0         0
CORP
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ARBITRON                   COM      03875Q108    1035      25700 SH           DEFINED           09     25700          0         0
INC
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ARCHER DANIELS MIDLAND     COM      039483102    3956     234500 SH           DEFINED           09    234500          0         0
CO
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ARCHSTONE-SMITH TRUST COM  COMMON   039583109   6,893    233,590 SH           DEFINED           01   226,940        662     5,988
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ARDEN RLTY INC COM         COMMON   039793104   3,325    102,836 SH           DEFINED           01    97,596          0     5,240
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ARM HLDGS                  SPONSORED042068106    8046    1234000 SH           DEFINED           09   1234000          0         0
PLC                        ADR
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ARROW ELECTRS              COM      042735100     825      32400 SH           DEFINED           09     32400          0         0
INC
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ARROW ELECTRS              COM      042735100     967      38000 SH           DEFINED           21     38000          0         0
INC
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ASML HLDG                  N Y      N07059111    4060     221500 SH           DEFINED           09    221500          0         0
NV                         SHS
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ASPECT MED SYS             COM      045235108   47002    3154485 SH           DEFINED           09   3154485          0         0
INC
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ASSURANT                   COM      04621X108   70440    2800800 SH           DEFINED           09   2800800          0         0
INC
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ASYST TECHNOLOGY           COM      04648X107    1281     155700 SH           DEFINED           09    155700          0         0
CORP
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AT RD                      COM      04648K105    1233     100500 SH           DEFINED           09    100500          0         0
INC
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AT&T                       COM      001957505     298      15240 SH           DEFINED           01     15240          0         0
CORP                       NEW
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AT&T                       COM      001957505    5507     281380 SH           DEFINED           02    281380          0         0
CORP                       NEW
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AT&T                       COM      001957505   30829    1575328 SH           DEFINED           09   1575328          0         0
CORP                       NEW
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ATHEROS COMMUNICATIONS     COM      04743P108    2170     126800 SH           DEFINED           09    126800          0         0
INC
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ATI TECHNOLOGIES           COM      001941103   28213    1730860 SH           DEFINED           09   1730860          0         0
INC
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ATRIX LABS                 COM      04962L101   26017    1020267 SH           DEFINED           09   1020267          0         0
INC
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ATS MED                    COM      002083103    2551     503200 SH           DEFINED           09    503200          0         0
INC
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AUGUST TECHNOLOGY          COM      05106U105     548      36500 SH           DEFINED           09     36500          0         0
CORP
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AUTODESK                   COM      052769106   17650     558200 SH           DEFINED           09    558200          0         0
INC
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AVAYA                      COM      053499109   19447    1224600 SH           DEFINED           09   1224600          0         0
INC
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AVERY DENNISON             COM      053611109     792      12730 SH           DEFINED           02     12730          0         0
CORP
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AVERY DENNISON             COM      053611109    4143      66600 SH           DEFINED           09     66600          0         0
CORP
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AVIGEN                     COM      053690103   10982    2008100 SH           DEFINED           09   2008100          0         0
INC
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AXIS CAPITAL               SHS      G0692U109   51384    1738900 SH           DEFINED           09   1738900          0         0
HOLDINGS
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BANK NEW YORK              COM      064057102     984      31254 SH           DEFINED           01     31222          0        32
INC
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BANK NEW YORK              COM      064057102    2712      86110 SH           DEFINED           02     86110          0         0
INC
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BANK NEW YORK              COM      064057102   45993    1460086 SH           DEFINED           09   1460086          0         0
INC
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BANK OF AMERICA            COM      060505104   10845     133919 SH           DEFINED           01    133884          0        35
CORPORATION
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BANK OF AMERICA            COM      060505104   70679     872800 SH           DEFINED           02    872800          0         0
CORPORATION
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BANK OF AMERICA            COM      060505104  112778    1392668 SH           DEFINED           09   1392668          0         0
CORPORATION
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BANK OF AMERICA            COM      060505104    4308      55400 SH           DEFINED           21     55400          0         0
CORPORATION
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BANKRATE                   COM      06646V108   19959    1002464 SH           DEFINED           09   1002464          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BARCLAYS                   ADR      06738E204    2533      70100 SH           DEFINED           02     70100          0         0
PLC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BARCLAYS                   ADR      06738E204    3694     102200 SH           DEFINED           09    102200          0         0
PLC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BARRICK GOLD               COM      067901108     250      10521 SH           DEFINED           01     10521          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BARRICK GOLD               COM      067901108   12123     509800 SH           DEFINED           09    509800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BAXTER INTL                COM      071813109     349      11300 SH           DEFINED           01     11300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BAXTER INTL                COM      071813109    1832      59300 SH           DEFINED           02     59300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BAXTER INTL                COM      071813109   33664    1089802 SH           DEFINED           09   1089802          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BB&T                       COM      054937107     883      25000 SH           DEFINED           02     25000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BB&T                       COM      054937107    3608     102200 SH           DEFINED           09    102200          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BCE INC                    COMMON   05534B109   9,507    452,085 SH           DEFINED           01   435,487        828    15,770
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BCE                        COM      05534B109    1498      71230 SH           DEFINED           02     71230          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BCE                        COM      05534B109    7081     336700 SH           DEFINED           09    336700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BEAR STEARNS COS           COM      073902108    4781      54525 SH           DEFINED           01     54525          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BEAR STEARNS COS           COM      073902108   37080     422900 SH           DEFINED           02    422900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BEAR STEARNS COS           COM      073902108   24242     276488 SH           DEFINED           09    276488          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BEARINGPOINT               COM      074002106     927      86500 SH           DEFINED           09     86500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BED BATH & BEYOND          COM      075896100   25156     602400 SH           DEFINED           09    602400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BELLSOUTH                  COM      079860102    3327     120156 SH           DEFINED           01    120102          0        54
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BELLSOUTH                  COM      079860102   21477     775640 SH           DEFINED           02    775640          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BELLSOUTH                  COM      079860102   68793    2484400 SH           DEFINED           09   2484400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BEST BUY                   COM      086516101     269       5200 SH           DEFINED           01      5200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BEST BUY                   COM      086516101    6982     135000 SH           DEFINED           21    135000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BINDVIEW DEV               COM      090327107    2453     721400 SH           DEFINED           09    721400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BIOGEN IDEC                COM      09062X103     234       4200 SH           DEFINED           01      4200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BIOGEN IDEC                COM      09062X103    1743      31350 SH           DEFINED           02     31350          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BIOGEN IDEC                COM      09062X103   27151     488334 SH           DEFINED           09    488334          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BIOSITE                    COM      090945106    3210     100400 SH           DEFINED           09    100400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BIOVAIL                    COM      09067J109     480      30800 SH           DEFINED           09     30800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BJ SVCS                    COM      055482103    7979     184400 SH           DEFINED           09    184400          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BLACK & DECKER             COM      091797100    2699      47400 SH           DEFINED           02     47400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BLACK & DECKER             COM      091797100    7875     138300 SH           DEFINED           09    138300          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BLACKROCK                  CL       09247X101    4123      67400 SH           DEFINED           09     67400          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BLOCK H & R                COM      093671105    3639      71300 SH           DEFINED           01     71300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BLOCK H & R                COM      093671105   28582     560100 SH           DEFINED           02    560100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BLOCK H & R                COM      093671105   18723     366900 SH           DEFINED           09    366900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BMC SOFTWARE               COM      055921100    2794     142900 SH           DEFINED           01    142900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BMC SOFTWARE               COM      055921100   22434    1147500 SH           DEFINED           02   1147500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BMC SOFTWARE               COM      055921100   17472     893700 SH           DEFINED           09    893700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BOB EVANS FARMS            COM      096761101    3257     100400 SH           DEFINED           09    100400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BOISE CASCADE              COM      097383103    1043      30100 SH           DEFINED           21     30100          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BOOTS GROUP PLC UNSPON ADR COMMON   099482101   9,617    422,344 SH           DEFINED           01   407,108        797    14,439
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BOSTON SCIENTIFIC          COM      101137107     407       9600 SH           DEFINED           01      9600          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BOSTON SCIENTIFIC          COM      101137107    2030      47900 SH           DEFINED           02     47900          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BOSTON SCIENTIFIC          COM      101137107   49309    1163500 SH           DEFINED           09   1163500          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BOSTON SCIENTIFIC          COM      101137107    1271      30000 SH           DEFINED           21     30000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BP                         SPONSORED055622104    5494     107315 SH           DEFINED           01    107315          0         0
PLC                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BP                         SPONSORED055622104   53226    1039580 SH           DEFINED           02   1039580          0         0
PLC                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BP                         SPONSORED055622104   56760    1108600 SH           DEFINED           09   1108600          0         0
PLC                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BRILLIAN                   COM      10949P107    6800     787900 SH           DEFINED           09    787900          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BRISTOL MYERS SQUIBB       COM      110122108     286      11800 SH           DEFINED           01     11800          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BRISTOL MYERS SQUIBB       COM      110122108    3239     133690 SH           DEFINED           02    133690          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BRISTOL MYERS SQUIBB       COM      110122108   26466    1092280 SH           DEFINED           09   1092280          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BROADCOM                   CL       111320107    7865     200800 SH           DEFINED           09    200800          0         0
CORP                       A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BUFFALO WILD WINGS         COM      119848109    2099      73300 SH           DEFINED           09     73300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
BUSINESS OBJECTS S         SPONSORED12328X107     518      18192 SH           DEFINED           09     18192          0         0
A                          ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
C D W                      COM      12512N105   23664     350000 SH           DEFINED           09    350000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CABOT MICROELECTRONICS     COM      12709P103    1270      30060 SH           DEFINED           09     30060          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CACHE                      COM      127150308    1850      56100 SH           DEFINED           09     56100          0         0
INC                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CADBURY SCHWEPPES          ADR      127209302    5276     164100 SH           DEFINED           09    164100          0         0
PLC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CADBURY SCHWEPPES PLC ADR  COMMON   127209302       1         36 SH           DEFINED           01        36          0         0
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CADENCE DESIGN SYSTEM      COM      127387108    7803     529400 SH           DEFINED           09    529400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CADENCE DESIGN SYSTEM      COM      127387108     826      64900 SH           DEFINED           21     64900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CAESARS ENTMT              COM      127687101    1136      87100 SH           DEFINED           21     87100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CAMDEN PPTY TR SH BEN INT  COMMON   133131102   3,675     81,749 SH           DEFINED           01    77,583          0     4,166
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CANADIAN PAC RY            COM      13645T100    3721     153900 SH           DEFINED           09    153900          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINL           COM      14040H105    4443      58900 SH           DEFINED           01     58900          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINL           COM      14040H105   36139     479100 SH           DEFINED           02    479100          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINL           COM      14040H105  129212    1713000 SH           DEFINED           09   1713000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CAREMARK RX                COM      141705103      77       2322 SH           DEFINED           01      2322          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CAREMARK RX                COM      141705103   74099    2228550 SH           DEFINED           09   2228550          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CAREMARK RX                COM      141705103    1930      58050 SH           DEFINED           21     58050          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CARMAX                     COM      143130102   19631     672300 SH           DEFINED           09    672300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CARNIVAL                   PAIRED   143658300   14609     325300 SH           DEFINED           09    325300          0         0
CORP                       CTF
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CARRAMERICA RLTY CORP COM  COMMON   144418100   6,429    189,659 SH           DEFINED           01   183,968        509     5,182
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CATERPILLAR INC            COM      149123101     221       2800 SH           DEFINED           01      2800          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CATERPILLAR INC            COM      149123101    1558      19700 SH           DEFINED           02     19700          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CATERPILLAR INC            COM      149123101   23520     297456 SH           DEFINED           09    297456          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CELESTICA                  SUB VTG  15101Q108    1932     117800 SH           DEFINED           09    117800          0         0
INC                        SHS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CELESTICA                  SUB VTG  15101Q108    8108     494370 SH           DEFINED           21    494370          0         0
INC                        SHS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CEMEX S                    SPON     151290889     276       9250 SH           DEFINED           02      9250          0         0
A                          ADR 5
                           ORD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CEMEX S                    SPON     151290889   11425     383136 SH           DEFINED           09    383136          0         0
A                          ADR 5
                           ORD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CEMEX S A ADR SPSRD NEW    COMMON   151290889   11295    378,785 SH           DEFINED           01   366,195        859    11,731
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CENDANT                    COM      151313103   10976     450011 SH           DEFINED           01    450011          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CENDANT                    COM      151313103   80281    3291557 SH           DEFINED           02   3291557          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CENDANT                    COM      151313103  231773    9502793 SH           DEFINED           09   9502793          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CENTEX                     COM      152312104     173       3200 SH           DEFINED           01      3200          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CENTEX                     COM      152312104   22581     417700 SH           DEFINED           09    417700          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CENTEX                     COM      152312104    2703      50000 SH           DEFINED           21     50000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CENTRAL EUROPEAN MEDIA     CL A     G20045202   43275    2317900 SH           DEFINED           09   2317900          0         0
ENTRP                      NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CEPHEID                    COM      15670R107    9347    1004000 SH           DEFINED           09   1004000          0         0
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CEVA                       COM      157210105    1647     175122 SH           DEFINED           09    175122          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CHECK POINT SOFTWARE TECH  ORD      M22465104    1619      71100 SH           DEFINED           09     71100          0         0
LT
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CHECK POINT SOFTWARE TECH  ORD      M22465104    4020     176550 SH           DEFINED           21    176550          0         0
LT
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CHEESECAKE FACTORY         COM      163072101   22511     487980 SH           DEFINED           09    487980          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CHEROKEE INTL              COM      164450108    1129      78400 SH           DEFINED           09     78400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CHEVRONTEXACO              COM      166764100    8629      98303 SH           DEFINED           01     98291          0        12
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CHEVRONTEXACO              COM      166764100   67107     764490 SH           DEFINED           02    764490          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CHEVRONTEXACO              COM      166764100   85884     978398 SH           DEFINED           09    978398          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CHICOS FAS                 COM      168615102    6969     150200 SH           DEFINED           09    150200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CHINA MOBILE HONG KONG     SPONSORED16941M109     595      40500 SH           DEFINED           02     40500          0         0
LTD                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CHINA MOBILE HONG KONG     SPONSORED16941M109    3464     235800 SH           DEFINED           09    235800          0         0
LTD                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CHINDEX INTERNATIONAL      COM      169467107    1810     222000 SH           DEFINED           09    222000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CHIRON                     COM      170040109     768      20500 SH           DEFINED           21     20500          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CHOICE HOTELS INTL         COM      169905106    4523     101100 SH           DEFINED           09    101100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CHUNGHWA TELECOM CO        SPONSORED17133Q205   12574     710000 SH           DEFINED           09    710000          0         0
LTD                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CIBA SPECIALTY CHEMICALS   SPONSORED17162W206    1878      54600 SH           DEFINED           02     54600          0         0
HLD                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CIGNA                      COM      125509109    5571      94400 SH           DEFINED           09     94400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CINCINNATI FINL            COM      172062101     269       6200 SH           DEFINED           02      6200          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CINCINNATI FINL            COM      172062101    4275      98400 SH           DEFINED           09     98400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CISCO SYS                  COM      17275R102    2257      95854 SH           DEFINED           01     95789          0        65
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CISCO SYS                  COM      17275R102    3829     162800 SH           DEFINED           02    162800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CISCO SYS                  COM      17275R102   63918    2717623 SH           DEFINED           09   2717623          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CISCO SYS                  COM      17275R102   15530     684300 SH           DEFINED           21    684300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CITADEL BROADCASTING       COM      17285T106   17993    1031100 SH           DEFINED           09   1031100          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CITIGROUP                  COM      172967101   17076     330293 SH           DEFINED           01    330242          0        51
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CITIGROUP                  COM      172967101  131963    2552470 SH           DEFINED           02   2552470          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CITIGROUP                  COM      172967101  229594    4440883 SH           DEFINED           09   4440883          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CITIGROUP                  COM      172967101     129       2500 SH           DEFINED           21      2500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CITRIX SYS                 COM      177376100    5993     277200 SH           DEFINED           09    277200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CLEAR CHANNEL              COM      184502102     347       8200 SH           DEFINED           01      8200          0         0
COMMUNICATIONS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CLEAR CHANNEL              COM      184502102    1592      37600 SH           DEFINED           02     37600          0         0
COMMUNICATIONS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CLEAR CHANNEL              COM      184502102   86987    2054000 SH           DEFINED           09   2054000          0         0
COMMUNICATIONS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CLEAR CHANNEL              COM      184502102    5745     143100 SH           DEFINED           21    143100          0         0
COMMUNICATIONS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COACH                      COM      189754104    5140     125400 SH           DEFINED           09    125400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COACHMEN INDS              COM      189873102    6529     391400 SH           DEFINED           09    391400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COCA COLA                  COM      191216100    1672      33232 SH           DEFINED           01     33206          0        26
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COCA COLA                  COM      191216100    5860     116500 SH           DEFINED           02    116500          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COCA COLA                  COM      191216100   65946    1311050 SH           DEFINED           09   1311050          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COCA COLA                  COM      191216100    4315      90300 SH           DEFINED           21     90300          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COGNOS                     COM      19244C109    9543     307252 SH           DEFINED           09    307252          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COGNOS                     COM      19244C109   11628     374360 SH           DEFINED           21    374360          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COLGATE PALMOLIVE          COM      194162103     264       4800 SH           DEFINED           01      4800          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COLGATE PALMOLIVE          COM      194162103    8970     162800 SH           DEFINED           09    162800          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COLGATE PALMOLIVE          COM      194162103    4684      85000 SH           DEFINED           21     85000          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COMCAST CORP               CL       20030N101     167       5800 SH           DEFINED           01      5800          0         0
NEW                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COMCAST CORP               CL       20030N101    2874     100000 SH           DEFINED           21    100000          0         0
NEW                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COMCAST CORP               CL A     20030N200    1160      41600 SH           DEFINED           09     41600          0         0
NEW                        SPL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COMCAST CORP               CL A     20030N200     721      30200 SH           DEFINED           21     30200          0         0
NEW                        SPL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COMERICA                   COM      200340107    3449      63490 SH           DEFINED           02     63490          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL FEDERAL         COM      201647104    3502     126900 SH           DEFINED           09    126900          0         0
CORPORATI
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COMMUNITY HEALTH SYS INC   COM      203668108     907      32600 SH           DEFINED           09     32600          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COMPANHIA DE BEBIDAS DAS   SPON     20441W203     104       5220 SH           DEFINED           02      5220          0         0
AME                        ADR
                           PFD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COMPANHIA DE BEBIDAS DAS   SPON     20441W203    1000      50000 SH           DEFINED           09     50000          0         0
AME                        ADR
                           PFD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COMPUTER ASSOC INTL        COM      204912109    1448      53900 SH           DEFINED           09     53900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COMPUTER SCIENCES          COM      205363104    2121      52580 SH           DEFINED           01     52580          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COMPUTER SCIENCES          COM      205363104   16882     418600 SH           DEFINED           02    418600          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COMPUTER SCIENCES          COM      205363104   12938     320800 SH           DEFINED           09    320800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COMVERSE TECHNOLOGY        COM PAR  205862402    1306      72000 SH           DEFINED           09     72000          0         0
INC                        $0.10
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CONAGRA INC                COMMON   205887102    4531    168,203 SH           DEFINED           01   162,776        403     5,024
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CONCEPTUS                  COM      206016107   32135    2695914 SH           DEFINED           09   2695914          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CONCORDE CAREER COLLEGES   COM      20651H201    6411     267140 SH           DEFINED           09    267140          0         0
INC                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CONEXANT SYSTEMS           COM      207142100   10370    1683468 SH           DEFINED           09   1683468          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CONOCOPHILLIPS             COM      20825C104    7439     106568 SH           DEFINED           01    106547          0        21
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CONOCOPHILLIPS             COM      20825C104   51694     740500 SH           DEFINED           02    740500          0         0
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CONOCOPHILLIPS             COM      20825C104   69954    1002060 SH           DEFINED           09   1002060          0         0
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED WATER CO      ORD      G23773107    3324     177400 SH           DEFINED           09    177400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COOPER CAMERON             COM      216640102    5775     131100 SH           DEFINED           09    131100          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COOPER CAMERON             COM      216640102    1065      28400 SH           DEFINED           21     28400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CORIXA                     COM      21887F100     141      22000 SH           DEFINED           09     22000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CORNING                    COM      219350105    8218     735100 SH           DEFINED           09    735100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CORNING                    COM      219350105    1089     114500 SH           DEFINED           21    114500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CORPORATE EXECUTIVE BRD    COM      21988R102    4014      85400 SH           DEFINED           09     85400          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COST PLUS INC              COM      221485105   21841     523145 SH           DEFINED           09    523145          0         0
CALIF
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COSTAR GROUP               COM      22160N109   28895     783282 SH           DEFINED           09    783282          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COUNTRYWIDE FINANCIAL      COM      222372104    7749      80799 SH           DEFINED           09     80799          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
COVENTRY HEALTH CARE       COM      222862104    5061     119550 SH           DEFINED           09    119550          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CREE                       COM      225447101   23646    1060352 SH           DEFINED           09   1060352          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CSX                        COM      126408103     182       6000 SH           DEFINED           01      6000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CSX                        COM      126408103    2726      90000 SH           DEFINED           21     90000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CTRIP COM INTL             ADR      22943F100    2147      75600 SH           DEFINED           09     75600          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CUBIST PHARMACEUTICALS     COM      229678107    9237    1004000 SH           DEFINED           09   1004000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CUMMINS                    COM      231021106    7780     133100 SH           DEFINED           09    133100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CURON MED                  COM      231292103    7045    2534230 SH           DEFINED           09   2534230          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CV THERAPEUTICS            COM      126667104     786      51938 SH           DEFINED           09     51938          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CYMER                      COM      232572107    5347     138500 SH           DEFINED           09    138500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CYMER                      COM      232572107    1271      38800 SH           DEFINED           21     38800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
CYTYC                      COM      232946103   92965    4178180 SH           DEFINED           09   4178180          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
D R HORTON                 COM      23331A109     117       3300 SH           DEFINED           01      3300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
D R HORTON                 COM      23331A109    2657      75000 SH           DEFINED           21     75000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DANAHER CORP               COM      235851102    1234      13215 SH           DEFINED           01     13201          0        14
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DANAHER CORP               COM      235851102    2232      23900 SH           DEFINED           02     23900          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DANAHER CORP               COM      235851102   33060     354080 SH           DEFINED           09    354080          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DDI                        COM PAR  233162304     458      44400 SH           DEFINED           09     44400          0         0
CORP                       $ .001
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----------------------------------------------------------------------------------------------------------------------------------
DEAN FOODS CO              COM      242370104   50300    1506000 SH           DEFINED           09   1506000          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DEERE &                    COM      244199105      69       1000 SH           DEFINED           01      1000          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DEERE &                    COM      244199105    1338      19300 SH           DEFINED           02     19300          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DEERE &                    COM      244199105   25294     364943 SH           DEFINED           09    364943          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DEERE &                    COM      244199105    1386      20000 SH           DEFINED           21     20000          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DELL                       COM      24702R101    2497      74279 SH           DEFINED           01     74200          0        79
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DELL                       COM      24702R101    2115      62900 SH           DEFINED           02     62900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DELL                       COM      24702R101   34882    1037525 SH           DEFINED           09   1037525          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DELL                       COM      24702R101    7102     216700 SH           DEFINED           21    216700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DELPHI                     COM      247126105    2070     207820 SH           DEFINED           02    207820          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DELPHI                     COM      247126105    4032     404800 SH           DEFINED           09    404800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DICKS SPORTING GOODS       COM      253393102    8344     143509 SH           DEFINED           09    143509          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DIGITAL IMPACT INC         COM      25385G106    7714    2921850 SH           DEFINED           09   2921850          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DIGITAL THEATER SYS        COM      25389G102   32066    1251100 SH           DEFINED           09   1251100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DIGITALNET HLDGS           COM      25389B103   17677     866500 SH           DEFINED           09    866500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DISNEY WALT                COM      254687106    7765     310752 SH           DEFINED           01    310635          0       117
CO                         DISNEY
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DISNEY WALT                COM      254687106   42965    1719300 SH           DEFINED           02   1719300          0         0
CO                         DISNEY
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DISNEY WALT                COM      254687106   66443    2658800 SH           DEFINED           09   2658800          0         0
CO                         DISNEY
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DISNEY WALT                COM      254687106    4178     167200 SH           DEFINED           21    167200          0         0
CO                         DISNEY
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DJ ORTHOPEDICS             COM      23325G104   46128    1784468 SH           DEFINED           09   1784468          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DOLLAR GEN                 COM      256669102   14458     753000 SH           DEFINED           09    753000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DOLLAR THRIFTY AUTOMOTIVE  COM      256743105    1630      64520 SH           DEFINED           09     64520          0         0
GP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DOLLAR TREE STORES         COM      256747106   43419    1405600 SH           DEFINED           09   1405600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DOMINION RES INC VA NEW    COMMON   25746U109    7661    119,138 SH           DEFINED           01   115,180        270     3,688
COM
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DOMTAR                     COM      257561100    4313     359100 SH           DEFINED           09    359100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DONNELLEY R R & SONS       COM      257867101     268       8870 SH           DEFINED           02      8870          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DOV PHARMACEUTICAL         COM      259858108   15104     973225 SH           DEFINED           09    973225          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DOVER                      COM      260003108    5288     136400 SH           DEFINED           09    136400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DOW JONES & CO             COM      260561105    4254      88800 SH           DEFINED           09     88800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DPL                        COM      233293109    3097     165190 SH           DEFINED           02    165190          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DPL                        COM      233293109   16170     862400 SH           DEFINED           09    862400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DR REDDYS LABS             ADR      256135203    2146      89600 SH           DEFINED           09     89600          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DRS TECHNOLOGIES           COM      23330X100   18734     669540 SH           DEFINED           09    669540          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DU PONT E I DE NEMOURS &   COM      263534109    4517     106985 SH           DEFINED           01    106960          0        25
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DU PONT E I DE NEMOURS &   COM      263534109   35263     835220 SH           DEFINED           02    835220          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DU PONT E I DE NEMOURS &   COM      263534109   79551    1884200 SH           DEFINED           09   1884200          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DUKE ENERGY                COM      264399106    1687      74660 SH           DEFINED           02     74660          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DUKE-WEEKS REALTY CORP     COMMON   264411505    3837    110,518 SH           DEFINED           01   104,891          0     5,627
COM NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DYAX                       COM      26746E103   35133    3414281 SH           DEFINED           09   3414281          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
DYNAVAX TECHNOLOGIES       COM      268158102    3638     480000 SH           DEFINED           09    480000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
E M C CORP                 COM      268648102     109       8000 SH           DEFINED           01      8000          0         0
MASS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
E M C CORP                 COM      268648102    5790     425400 SH           DEFINED           09    425400          0         0
MASS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
E M C CORP                 COM      268648102    1837     135000 SH           DEFINED           21    135000          0         0
MASS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
E ON                       SPONSORED268780103    7612     115300 SH           DEFINED           09    115300          0         0
AG                         ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EATON                      COM      278058102    5012      89200 SH           DEFINED           09     89200          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EATON CORP COM             COMMON   278058102    1287     22,900 SH           DEFINED           01    22,868          0        32
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EBAY                       COM      278642103     208       3000 SH           DEFINED           01      3000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EBAY                       COM      278642103    1733      25000 SH           DEFINED           09     25000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EBAY                       COM      278642103    3674      53000 SH           DEFINED           21     53000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ECOLLEGE                   COM      27887E100   11988     574149 SH           DEFINED           09    574149          0         0
COM
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EGL                        COM      268484102   26627    1482586 SH           DEFINED           09   1482586          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC ARTS            COM      285512109     194       3600 SH           DEFINED           01      3600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC ARTS            COM      285512109   11353     210400 SH           DEFINED           09    210400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC ARTS            COM      285512109    3507      65000 SH           DEFINED           21     65000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC DATA SYS        COM      285661104      89       4600 SH           DEFINED           01      4600          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC DATA SYS        COM      285661104     237      12240 SH           DEFINED           02     12240          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EMBRAER-EMPRESA            SP ADR   29081M102    3223     100400 SH           DEFINED           09    100400          0         0
BRASILEIRA D               PFD
                           SHS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENCANA                     COM      292505104     185       4300 SH           DEFINED           01      4300          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENCANA                     COM      292505104   54008    1252500 SH           DEFINED           09   1252500          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENCORE ACQUISITION         COM      29255W100     759      27400 SH           DEFINED           09     27400          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENDESA S                   SPONSORED29258N107     656      36000 SH           DEFINED           02     36000          0         0
A                          ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENDO PHARMACEUTICALS       COM      29264F205    5868     240300 SH           DEFINED           09    240300          0         0
HLDGS I
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENDOCARDIAL SOLUTIONS      COM      292962107    5858     674900 SH           DEFINED           09    674900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENDOLOGIX                  COM      29266S106   27811    5011006 SH           DEFINED           09   5011006          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENDURANCE SPECIALTY HLDGS  SHS      G30397106   36411    1024500 SH           DEFINED           09   1024500          0         0
LT
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENEL SOCIETA PER           ADR      29265W108    8595     210200 SH           DEFINED           09    210200          0         0
AZIONI
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENI S P                    SPONSORED26874R108     707       7000 SH           DEFINED           02      7000          0         0
A                          ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENSCO INTL                 COM      26874Q100    3107     110310 SH           DEFINED           01    110310          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENSCO INTL                 COM      26874Q100   24294     862400 SH           DEFINED           02    862400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENSCO INTL                 COM      26874Q100   21435     760900 SH           DEFINED           09    760900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENTEGRIS                   COM      29362U104     755      59600 SH           DEFINED           09     59600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENTERASYS NETWORKS         COM      293637104     716     332400 SH           DEFINED           21    332400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENTERCOM COMMUNICATIONS    CL       293639100     140       3100 SH           DEFINED           01      3100          0         0
CORP                       A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENTERCOM COMMUNICATIONS    CL       293639100   10714     236670 SH           DEFINED           09    236670          0         0
CORP                       A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ENTERCOM COMMUNICATIONS    CL       293639100    3504      80300 SH           DEFINED           21     80300          0         0
CORP                       A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EON LABS                   COM      29412E100     612       9130 SH           DEFINED           09      9130          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EPICOR SOFTWARE            COM      29426L108    8259     622400 SH           DEFINED           09    622400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EQUITABLE RES              COM      294549100     535      12050 SH           DEFINED           02     12050          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EQUITABLE RES              COM      294549100    5659     127400 SH           DEFINED           09    127400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EQUITY OFFICE PPTYS TR COM COMMON   294741103    8587    297,234 SH           DEFINED           01   284,222        263    12,749
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EQUITY OFFICE PROPERTIES   COM      294741103   11669     403900 SH           DEFINED           09    403900          0         0
TRU
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ERICSSON L M TEL           ADR B    294821608    1079      38900 SH           DEFINED           09     38900          0         0
CO                         SEK
                           10
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ERICSSON L M TEL           ADR B    294821608     219       8900 SH           DEFINED           21      8900          0         0
CO                         SEK
                           10
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ESS TECHNOLOGY             COM      269151106   15428    1052400 SH           DEFINED           09   1052400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EXELIXIS                   COM      30161Q104     241      28175 SH           DEFINED           09     28175          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EXELON                     COM      30161N101    5831      84660 SH           DEFINED           02     84660          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EXELON                     COM      30161N101   12273     178200 SH           DEFINED           09    178200          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EXPEDITORS INTL WASH       COM      302130109   46472    1176804 SH           DEFINED           09   1176804          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EXPONENT                   COM      30214U102    8663     384666 SH           DEFINED           09    384666          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EXTREME NETWORKS           COM      30226D106     971     134700 SH           DEFINED           09    134700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EXULT INC                  COM      302284104     785     126036 SH           DEFINED           09    126036          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EXXON MOBIL                COM      30231G102    9440     226989 SH           DEFINED           01    226932          0        57
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EXXON MOBIL                COM      30231G102   64555    1552180 SH           DEFINED           02   1552180          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
EXXON MOBIL                COM      30231G102  192383    4625709 SH           DEFINED           09   4625709          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FAIR ISAAC                 COM      303250104   20071     556292 SH           DEFINED           09    556292          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FAIRCHILD SEMICONDUCTOR    COM      303726103     714      29700 SH           DEFINED           09     29700          0         0
INTL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FAMILY DLR STORES          COM      307000109   40470    1125740 SH           DEFINED           09   1125740          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FEDERAL AGRIC MTG          CL       313148306   24988     953369 SH           DEFINED           09    953369          0         0
CORP                       C
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FEDERAL HOME LN MTG        COM      313400301    1713      29000 SH           DEFINED           01     29000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FEDERAL HOME LN MTG        COM      313400301   13379     226540 SH           DEFINED           02    226540          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FEDERAL HOME LN MTG        COM      313400301   17068     289000 SH           DEFINED           09    289000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FEDERAL NATL MTG           COM      313586109    4218      56736 SH           DEFINED           01     56736          0         0
ASSN
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FEDERAL NATL MTG           COM      313586109   33077     444880 SH           DEFINED           02    444880          0         0
ASSN
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FEDERAL NATL MTG           COM      313586109   61742     830422 SH           DEFINED           09    830422          0         0
ASSN
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FEDERAL NATL MTG           COM      313586109    5335      73800 SH           DEFINED           21     73800          0         0
ASSN
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FEDERATED DEPT STORES INC  COM      31410H101    2638      48806 SH           DEFINED           01     48806          0         0
DE
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FEDERATED DEPT STORES INC  COM      31410H101   20209     373900 SH           DEFINED           02    373900          0         0
DE
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FEDERATED DEPT STORES INC  COM      31410H101   13388     247700 SH           DEFINED           09    247700          0         0
DE
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FEDERATED DEPT STORES INC  COM      31410H101     600      11100 SH           DEFINED           21     11100          0         0
DE
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FEDEX                      COM      31428X106     256       3400 SH           DEFINED           01      3400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FEDEX                      COM      31428X106    1706      22700 SH           DEFINED           02     22700          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FEDEX                      COM      31428X106  100406    1335900 SH           DEFINED           09   1335900          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FILENET                    COM      316869106   29066    1090652 SH           DEFINED           09   1090652          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FIRST DATA                 COM      319963104    3954      93768 SH           DEFINED           01     93768          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FIRST DATA                 COM      319963104   33542     795600 SH           DEFINED           02    795600          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FIRST DATA                 COM      319963104   57924    1373910 SH           DEFINED           09   1373910          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FIRST INDL RLTY TR INC COM COMMON   32054K103  12,130    307,085 SH           DEFINED           01   296,110        589    10,386
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FIRST POTOMAC RLTY         COM      33610F109    1568      75000 SH           DEFINED           09     75000          0         0
TR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FIRST TENN NATL            COM      337162101    3826      80200 SH           DEFINED           09     80200          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FIRSTENERGY                COM      337932107    2380      60900 SH           DEFINED           01     60900          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FIRSTENERGY                COM      337932107   18891     483400 SH           DEFINED           02    483400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FIRSTENERGY                COM      337932107   12463     318900 SH           DEFINED           09    318900          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FLEETBOSTON FINL           COM      339030108    5273     117440 SH           DEFINED           02    117440          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FLEETBOSTON FINL           COM      339030108    7880     175500 SH           DEFINED           09    175500          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FLORIDA EAST COAST         COM      340632108     956      26700 SH           DEFINED           21     26700          0         0
INDS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FLUOR CORP                 COM      343412102      93       2400 SH           DEFINED           01      2400          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FLUOR CORP                 COM      343412102    1548      40000 SH           DEFINED           21     40000          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FMC TECHNOLOGIES           COM      30249U101     822      30400 SH           DEFINED           09     30400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FOOT LOCKER                COM      344849104    6249     242200 SH           DEFINED           09    242200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FORD MTR CO                COM PAR  345370860    3971     292608 SH           DEFINED           01    292608          0         0
DEL                        $0.01
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FORD MTR CO                COM PAR  345370860   30891    2276439 SH           DEFINED           02   2276439          0         0
DEL                        $0.01
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FORD MTR CO                COM PAR  345370860   20432    1505705 SH           DEFINED           09   1505705          0         0
DEL                        $0.01
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FOREST LABS                COM      345838106     437       6100 SH           DEFINED           01      6100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FOREST LABS                COM      345838106    2521      35200 SH           DEFINED           02     35200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FOREST LABS                COM      345838106   43939     613500 SH           DEFINED           09    613500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FOREST LABS                COM      345838106    2865      40000 SH           DEFINED           21     40000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FORWARD AIR                COM      349853101    1941      59060 SH           DEFINED           09     59060          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FOUNDRY NETWORKS           COM      35063R100    4333     252372 SH           DEFINED           09    252372          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FPL GROUP                  COM      302571104    3058      45744 SH           DEFINED           01     45744          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FPL GROUP                  COM      302571104   24086     360300 SH           DEFINED           02    360300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FPL GROUP                  COM      302571104   15723     235200 SH           DEFINED           09    235200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FREEPORT-MCMORAN COPPER &  CL       35671D857     184       4700 SH           DEFINED           01      4700          0         0
GO                         B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FREEPORT-MCMORAN COPPER &  CL       35671D857     602      15400 SH           DEFINED           02     15400          0         0
GO                         B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FREEPORT-MCMORAN COPPER &  CL       35671D857    9515     243400 SH           DEFINED           09    243400          0         0
GO                         B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FREEPORT-MCMORAN COPPER &  CL       35671D857    2736      70000 SH           DEFINED           21     70000          0         0
GO                         B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FRESH DEL MONTE PRODUCE    ORD      G36738105    7470     290000 SH           DEFINED           09    290000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FRIEDMAN BILLINGS RAMSEY   CL       358434108    1884      69800 SH           DEFINED           02     69800          0         0
GRO                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FRONTLINE                  ORD      G3682E127    3999     138600 SH           DEFINED           09    138600          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
FUJI PHOTO FILM            ADR      359586302   12997     410000 SH           DEFINED           09    410000          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GAP INC                    COM      364760108    3833     174870 SH           DEFINED           01    174870          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GAP INC                    COM      364760108   29805    1359700 SH           DEFINED           02   1359700          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GAP INC                    COM      364760108   19555     892100 SH           DEFINED           09    892100          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GAP INC                    COM      364760108    1534      70000 SH           DEFINED           21     70000          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GENAERA                    COM      36867G100    1006     225100 SH           DEFINED           09    225100          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GENENTECH                  COM      368710406      63        600 SH           DEFINED           01       600          0         0
INC                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GENENTECH                  COM      368710406    7376      69700 SH           DEFINED           09     69700          0         0
INC                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GENENTECH                  COM      368710406    2116      20000 SH           DEFINED           21     20000          0         0
INC                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GENERAL ELEC               COM      369604103    3785     124006 SH           DEFINED           01    123914          0        92
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GENERAL ELEC               COM      369604103   14399     471790 SH           DEFINED           02    471790          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GENERAL ELEC               COM      369604103  413329   13542905 SH           DEFINED           09  13542905          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GENERAL ELEC               COM      369604103   17483     589600 SH           DEFINED           21    589600          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GENERAL MTRS               COM      370442105    3390      71976 SH           DEFINED           01     71976          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GENERAL MTRS               COM      370442105   28767     610762 SH           DEFINED           02    610762          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GENERAL MTRS               COM      370442105   18112     384547 SH           DEFINED           09    384547          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GENERAL MTRS               DEB SR   370442717    5100     166600 SH           DEFINED           02    166600          0         0
CORP                       CV C
                           33
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GENERAL MTRS               DEB SR   370442717   24736     808100 SH           DEFINED           09    808100          0         0
CORP                       CV C
                           33
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GEN-PROBE INC              COM      36866T103    3344     100100 SH           DEFINED           09    100100          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GENTA                      COM      37245M207     767      73000 SH           DEFINED           09     73000          0         0
INC                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GENUS                      COM      372461103     658     174105 SH           DEFINED           09    174105          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GEORGIA PAC                COM      373298108      94       2800 SH           DEFINED           01      2800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GEORGIA PAC                COM      373298108    1516      45000 SH           DEFINED           21     45000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GETTY IMAGES               COM      374276103     626      11600 SH           DEFINED           09     11600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GILEAD SCIENCES            COM      375558103      45        800 SH           DEFINED           01       800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GILEAD SCIENCES            COM      375558103   15462     277250 SH           DEFINED           09    277250          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GILEAD SCIENCES            COM      375558103    1913      36800 SH           DEFINED           21     36800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GILLETTE                   COM      375766102    1297      33156 SH           DEFINED           01     33121          0        35
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GILLETTE                   COM      375766102    2497      63850 SH           DEFINED           02     63850          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GILLETTE                   COM      375766102   36371     930205 SH           DEFINED           09    930205          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GLAMIS GOLD                COM      376775102    1333      74000 SH           DEFINED           09     74000          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GLAMIS GOLD                COM      376775102    3582     198900 SH           DEFINED           21    198900          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GLAXOSMITHKLINE            SPONSORED37733W105    1374      34400 SH           DEFINED           02     34400          0         0
PLC                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GLAXOSMITHKLINE            SPONSORED37733W105    3456      86500 SH           DEFINED           09     86500          0         0
PLC                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GLAXOSMITHKLINE            SPONSORED37733W105     643      19800 SH           DEFINED           21     19800          0         0
PLC                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GLOBALSANTAFE              SHS      G3930E101    6132     220800 SH           DEFINED           09    220800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GLOBALSANTAFE              SHS      G3930E101    1105      39800 SH           DEFINED           21     39800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
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GOLDEN STAR RES LTD        COM      38119T104     182      25400 SH           DEFINED           09     25400          0         0
CDA
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GOLDMAN SACHS GROUP        COM      38141G104    5016      48062 SH           DEFINED           01     48062          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GOLDMAN SACHS GROUP        COM      38141G104   37201     356500 SH           DEFINED           02    356500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GOLDMAN SACHS GROUP        COM      38141G104   28853     276500 SH           DEFINED           09    276500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GOLDMAN SACHS GROUP        COM      38141G104    5489      52600 SH           DEFINED           21     52600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GOODYEAR TIRE & RUBR       COM      382550101    4026     471400 SH           DEFINED           09    471400          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GRACO                      COM      384109104    1247      42825 SH           DEFINED           09     42825          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GREAT LAKES CHEM           COM      390568103     639      26800 SH           DEFINED           02     26800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GRUPO AEROPORTUARIO DEL    SPON     40051E202    1155      55400 SH           DEFINED           21     55400          0         0
SURE                       ADR SER
                           B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GRUPO TELEVISA SA DE       SP ADR   40049J206    1913      40400 SH           DEFINED           21     40400          0         0
CV                         REP
                           ORD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GTECH HLDGS                COM      400518106    8824     149200 SH           DEFINED           09    149200          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GUIDANT                    COM      401698105    1065      16804 SH           DEFINED           01     16783          0        21
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GUIDANT                    COM      401698105    9379     148000 SH           DEFINED           09    148000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
GUIDANT                    COM      401698105    1584      25000 SH           DEFINED           21     25000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HALLIBURTON                COM      406216101    5676     186758 SH           DEFINED           01    186695          0        63
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HALLIBURTON                COM      406216101   33608    1105900 SH           DEFINED           02   1105900          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HALLIBURTON                COM      406216101   59188    1947600 SH           DEFINED           09   1947600          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HARLEY DAVIDSON            COM      412822108     160       3000 SH           DEFINED           01      3000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HARLEY DAVIDSON            COM      412822108    1334      25000 SH           DEFINED           21     25000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HARMONY GOLD MNG           SPONSORED413216300     494      32000 SH           DEFINED           01     32000          0         0
LTD                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HARMONY GOLD MNG           SPONSORED413216300   27996    1814400 SH           DEFINED           09   1814400          0         0
LTD                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HARMONY GOLD MNG           SPONSORED413216300     667      43200 SH           DEFINED           21     43200          0         0
LTD                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HARRAHS ENTMT              COM      413619107    1683      30660 SH           DEFINED           02     30660          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HARRIS CORP                COM      413875105    1404      29000 SH           DEFINED           09     29000          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HARTFORD FINL SVCS GROUP   COM      416515104    4780      75040 SH           DEFINED           01     75040          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HARTFORD FINL SVCS GROUP   COM      416515104   37379     586800 SH           DEFINED           02    586800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HARTFORD FINL SVCS GROUP   COM      416515104   24333     382000 SH           DEFINED           09    382000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HEALTH CARE PPTY INVS INC  COMMON   421915109   10956    387,134 SH           DEFINED           01   372,636        674    13,824
COM
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HEALTHCARE RLTY TR COM     COMMON   421946104    9371    219,468 SH           DEFINED           01   212,038        483     6,947
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HECLA MNG                  COM      422704106     233      27700 SH           DEFINED           09     27700          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HEWLETT PACKARD            COM      428236103   10928     478456 SH           DEFINED           01    478362          0        94
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HEWLETT PACKARD            COM      428236103   71234    3118844 SH           DEFINED           02   3118844          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HEWLETT PACKARD            COM      428236103  146435    6411319 SH           DEFINED           09   6411319          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HEWLETT PACKARD            COM      428236103    4708     217600 SH           DEFINED           21    217600          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT                 COM      437076102    7137     191032 SH           DEFINED           01    190990          0        42
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT                 COM      437076102   46087    1233600 SH           DEFINED           02   1233600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT                 COM      437076102   75844    2030097 SH           DEFINED           09   2030097          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT                 COM      437076102    4745     127000 SH           DEFINED           21    127000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HOMESTORE                  COM      437852106    8240    1947925 SH           DEFINED           09   1947925          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HONEYWELL INTL             COM      438516106    1280      37800 SH           DEFINED           02     37800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HONEYWELL INTL             COM      438516106    7210     213000 SH           DEFINED           09    213000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HRPT PPTYS TR COM SH BEN   COMMON   40426W101   11403  1,009,141 SH           DEFINED           01   970,844      1,681    36,616
INT
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HSBC HLDGS                 SPON     404280406    7884     105400 SH           DEFINED           09    105400          0         0
PLC                        ADR
                           NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HUMMINGBIRD                COM      44544R101     941      41400 SH           DEFINED           09     41400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HUNT J B TRANS SVCS        COM      445658107    4189     148700 SH           DEFINED           09    148700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
HYPERION SOLUTIONS         COM      44914M104   15969     385265 SH           DEFINED           09    385265          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
I-FLOW                     COM      449520303    2413     171400 SH           DEFINED           09    171400          0         0
CORP                       NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ILLUMINA                   COM      452327109   15905    2106623 SH           DEFINED           09   2106623          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INAMED                     COM      453235103   97228    1824844 SH           DEFINED           09   1824844          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INCO                       COM      453258402     173       5000 SH           DEFINED           01      5000          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INCO                       COM      453258402    4128     119200 SH           DEFINED           09    119200          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INCO                       COM      453258402    2874      83000 SH           DEFINED           21     83000          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INDIA FD                   COM      454089103    2814     107000 SH           DEFINED           21    107000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INDUS INTL                 COM      45578L100    1001     297000 SH           DEFINED           09    297000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INDYMAC BANCORP            COM      456607100   47805    1317300 SH           DEFINED           09   1317300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INFOCROSSING               COM      45664X109   18215    1337345 SH           DEFINED           09   1337345          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INFORMATICA                COM      45666Q102    8608    1002072 SH           DEFINED           09   1002072          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INGERSOLL-RAND COMPANY     CL       G4776G101    1808      26725 SH           DEFINED           01     26697          0        28
LTD                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INGERSOLL-RAND COMPANY     CL       G4776G101    2591      38300 SH           DEFINED           02     38300          0         0
LTD                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INGERSOLL-RAND COMPANY     CL       G4776G101   37749     558000 SH           DEFINED           09    558000          0         0
LTD                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INNOVATIVE SOLUTIONS &     COM      45769N105     909      65800 SH           DEFINED           09     65800          0         0
SUPPO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTEGRATED CIRCUIT SYS     COM      45811K208    1244      49700 SH           DEFINED           09     49700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTEGRATED CIRCUIT SYS     COM      45811K208    1692      79400 SH           DEFINED           21     79400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTEGRATED DEVICE          COM      458118106    1195      79660 SH           DEFINED           09     79660          0         0
TECHNOLOGY
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTEL                      COM      458140100    3269     120199 SH           DEFINED           01    120109          0        90
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTEL                      COM      458140100    5244     192800 SH           DEFINED           02    192800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTEL                      COM      458140100   82659    3038946 SH           DEFINED           09   3038946          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTEL                      COM      458140100   15413     580900 SH           DEFINED           21    580900          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTERACTIVECORP            COM      45840Q101     101       3200 SH           DEFINED           01      3200          0         0
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTERACTIVECORP            COM      45840Q101    1580      50000 SH           DEFINED           21     50000          0         0
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTERDIGITAL               COM      45866A105    1018      68400 SH           DEFINED           21     68400          0         0
COMMUNICATIONS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTERMUNE                  COM      45884X103     865      44410 SH           DEFINED           09     44410          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL BUSINESS     COM      459200101    8299      90361 SH           DEFINED           01     90331          0        30
MACHS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL BUSINESS     COM      459200101   48831     531700 SH           DEFINED           02    531700          0         0
MACHS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL BUSINESS     COM      459200101   78961     859768 SH           DEFINED           09    859768          0         0
MACHS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL GAME         COM      459902102     112       2500 SH           DEFINED           01      2500          0         0
TECHNOLOG
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL GAME         COM      459902102   12031     267600 SH           DEFINED           09    267600          0         0
TECHNOLOG
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL GAME         COM      459902102    1798      40000 SH           DEFINED           21     40000          0         0
TECHNOLOG
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL SPEEDWAY     CL       460335201   10196     216936 SH           DEFINED           09    216936          0         0
CORP                       A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTERSIL                   CL       46069S109    1108      49700 SH           DEFINED           09     49700          0         0
CORP                       A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTERVOICE INC             COM      461142101   16934    1003800 SH           DEFINED           09   1003800          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTL PAPER                 COM      460146103    5123     121230 SH           DEFINED           01    121185          0        45
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTL PAPER                 COM      460146103   32663     772900 SH           DEFINED           02    772900          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTL PAPER                 COM      460146103   57706    1365500 SH           DEFINED           09   1365500          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTL PAPER                 COM      460146103    1521      36000 SH           DEFINED           21     36000          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTRADO                    COM      46117A100   13715     708782 SH           DEFINED           09    708782          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INTUIT                     COM      461202103    2127      47400 SH           DEFINED           09     47400          0         0
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INVERESK RESH GROUP        COM      461238107   75419    2653725 SH           DEFINED           09   2653725          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INVISION TECHNOLOGIES      COM      461851107    7480     150600 SH           DEFINED           09    150600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
INVITROGEN                 COM      46185R100    5284      73700 SH           DEFINED           09     73700          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
IRON MTN INC               COM      462846106   11052     247630 SH           DEFINED           09    247630          0         0
PA
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ISHARES                    MSCI     464286848    2496     242500 SH           DEFINED           21    242500          0         0
INC                        JAPAN
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ISIS PHARMACEUTICALS       COM      464330109   23374    3012100 SH           DEFINED           09   3012100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
J P MORGAN CHASE &         COM      46625H100   14472     344987 SH           DEFINED           01    344949          0        38
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
J P MORGAN CHASE &         COM      46625H100  110026    2622790 SH           DEFINED           02   2622790          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
J P MORGAN CHASE &         COM      46625H100  170313    4059905 SH           DEFINED           09   4059905          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
J P MORGAN CHASE &         COM      46625H100    2209      58112 SH           DEFINED           21     58112          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
JABIL CIRCUIT              COM      466313103    5280     179400 SH           DEFINED           09    179400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
JANUS CAP GROUP            COM      47102X105    4011     261520 SH           DEFINED           21    261520          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
JDA SOFTWARE GROUP         COM      46612K108    5843     401600 SH           DEFINED           09    401600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
JEFFERSON PILOT            COM      475070108    3878      70500 SH           DEFINED           09     70500          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
JETBLUE AWYS               COM      477143101      81       3200 SH           DEFINED           01      3200          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
JETBLUE AWYS               COM      477143101   29201    1154649 SH           DEFINED           09   1154649          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
JOHNSON &                  COM      478160104    1781      35112 SH           DEFINED           01     35079          0        33
JOHNSON
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
JOHNSON &                  COM      478160104    3293      64925 SH           DEFINED           02     64925          0         0
JOHNSON
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
JOHNSON &                  COM      478160104   47533     937160 SH           DEFINED           09    937160          0         0
JOHNSON
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
JOHNSON &                  COM      478160104    4669      99250 SH           DEFINED           21     99250          0         0
JOHNSON
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
JOHNSON CTLS               COM      478366107    7765     131280 SH           DEFINED           01    131256          0        24
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
JOHNSON CTLS               COM      478366107   51449     869800 SH           DEFINED           02    869800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
JOHNSON CTLS               COM      478366107   63488    1073342 SH           DEFINED           09   1073342          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
JONES LANG LASALLE         COM      48020Q107    1717      66800 SH           DEFINED           21     66800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
JOURNAL COMMUNICATIONS     CL       481130102    6022     301100 SH           DEFINED           09    301100          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
JUNIPER NETWORKS           COM      48203R104    2198      84500 SH           DEFINED           09     84500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KB                         COM      48666K109    6545      81000 SH           DEFINED           09     81000          0         0
HOME
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KEMET                      COM      488360108     559      39000 SH           DEFINED           21     39000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KERR MCGEE CORP COM        COMMON   492386107   10743    208,605 SH           DEFINED           01   200,773        358     7,474
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KEY ENERGY SVCS            COM      492914106    6387     580600 SH           DEFINED           09    580600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KEYSTONE PPTY TR CORP COM  COMMON   493596100    5811    239,038 SH           DEFINED           01   228,851        252     9,935
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KIMBERLY CLARK             COM      494368103    3134      49670 SH           DEFINED           02     49670          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KIMBERLY CLARK             COM      494368103   23782     376900 SH           DEFINED           09    376900          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KINDER MORGAN INC          COM      49455P101   49874     791400 SH           DEFINED           09    791400          0         0
KANS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KINETIC CONCEPTS           COM      49460W208   23730     529100 SH           DEFINED           09    529100          0         0
INC                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KINROSS GOLD               COM      496902206     144      19700 SH           DEFINED           01     19700          0         0
CORP                       NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KINROSS GOLD               COM      496902206    8073    1101400 SH           DEFINED           09   1101400          0         0
CORP                       NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KLA-TENCOR                 COM      482480100     312       6200 SH           DEFINED           01      6200          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KLA-TENCOR                 COM      482480100    1576      31300 SH           DEFINED           02     31300          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KLA-TENCOR                 COM      482480100   25413     504732 SH           DEFINED           09    504732          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KLA-TENCOR                 COM      482480100    1511      30000 SH           DEFINED           21     30000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KNOLOGY                    COM      499183804    3101     450100 SH           DEFINED           09    450100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KOHLS                      COM      500255104      87       1800 SH           DEFINED           01      1800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KOHLS                      COM      500255104   48523    1004000 SH           DEFINED           09   1004000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KOMAG                      COM      500453204   29758    1617300 SH           DEFINED           09   1617300          0         0
INC                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KONINKLIJKE PHILIPS        NY REG   500472303    4361     150453 SH           DEFINED           01    150453          0         0
ELECTRS                    SH
                           NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KONINKLIJKE PHILIPS        NY REG   500472303   33941    1171200 SH           DEFINED           02   1171200          0         0
ELECTRS                    SH
                           NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KONINKLIJKE PHILIPS        NY REG   500472303   24824     856585 SH           DEFINED           09    856585          0         0
ELECTRS                    SH
                           NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KOREA ELECTRIC             SPONSORED500631106   10479    1015400 SH           DEFINED           09   1015400          0         0
PWR                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KOSAN BIOSCIENCES          COM      50064W107   10612    1004000 SH           DEFINED           09   1004000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KRAFT FOODS                CL       50075N104     159       4980 SH           DEFINED           02      4980          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KRAFT FOODS                CL       50075N104   11463     358100 SH           DEFINED           09    358100          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KROGER                     COM      501044101     820      49300 SH           DEFINED           01     49252          0        48
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KROGER                     COM      501044101    1824     109600 SH           DEFINED           02    109600          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KROGER                     COM      501044101   26721    1605809 SH           DEFINED           09   1605809          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KROLL                      COM      501049100   11127     414430 SH           DEFINED           09    414430          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KULICKE & SOFFA INDS       COM      501242101    5881     501800 SH           DEFINED           09    501800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
KYPHON                     COM      501577100   25580    1069834 SH           DEFINED           09   1069834          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
L-3 COMMUNICATIONS HLDGS   COM      502424104    7766     130570 SH           DEFINED           09    130570          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LA JOLLA PHARMACEUTICAL    COM      503459109    2771    1004000 SH           DEFINED           09   1004000          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LABRANCHE & CO             COM      505447102   22511    2008100 SH           DEFINED           09   2008100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LABRANCHE & CO             COM      505447102     952      84900 SH           DEFINED           21     84900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LAFARGE NORTH AMERICA      COM      505862102     634      15600 SH           DEFINED           21     15600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LAM RESEARCH               COM      512807108    1036      41100 SH           DEFINED           09     41100          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LAMAR ADVERTISING          CL       512815101   41312    1027150 SH           DEFINED           09   1027150          0         0
CO                         A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LEAPFROG ENTERPRISES       CL       52186N106   22342    1154600 SH           DEFINED           09   1154600          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LEGG MASON                 COM      524901105    4658      50200 SH           DEFINED           09     50200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROS HLDGS          COM      524908100    1431      17275 SH           DEFINED           01     17254          0        21
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROS HLDGS          COM      524908100    1923      23200 SH           DEFINED           02     23200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROS HLDGS          COM      524908100   28154     339731 SH           DEFINED           09    339731          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LENNAR                     CL       526057104     195       3600 SH           DEFINED           01      3600          0         0
CORP                       A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LENNAR                     CL       526057104    7435     137600 SH           DEFINED           09    137600          0         0
CORP                       A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LENNAR                     CL       526057104    4322      80000 SH           DEFINED           21     80000          0         0
CORP                       A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LEXAR MEDIA                COM      52886P104   21894    1322100 SH           DEFINED           09   1322100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LEXMARK INTL               CL       529771107    4996      54309 SH           DEFINED           01     54293          0        16
NEW                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LEXMARK INTL               CL       529771107   32402     352200 SH           DEFINED           02    352200          0         0
NEW                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LEXMARK INTL               CL       529771107   63292     687961 SH           DEFINED           09    687961          0         0
NEW                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LEXMARK INTL               CL       529771107    1840      20000 SH           DEFINED           21     20000          0         0
NEW                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LIBERTY PPTY TR SH BEN INT COMMON   531172104   3,406     75,685 SH           DEFINED           01    71,829          0     3,856
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LIFEPOINT HOSPITALS        COM      53219L109    1303      40306 SH           DEFINED           09     40306          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LIHIR GOLD                 SPONSORED532349107    6836     381500 SH           DEFINED           09    381500          0         0
LTD                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LILLY ELI &                COM      532457108    1494      22335 SH           DEFINED           01     22312          0        23
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LILLY ELI &                COM      532457108    1774      26510 SH           DEFINED           02     26510          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LILLY ELI &                COM      532457108   27496     411000 SH           DEFINED           09    411000          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LILLY ELI &                COM      532457108    3680      55000 SH           DEFINED           21     55000          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LIMITED BRANDS             COM      532716107    4483     224170 SH           DEFINED           02    224170          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LIMITED BRANDS             COM      532716107   23688    1184400 SH           DEFINED           09   1184400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LINCOLN NATL CORP          COM      534187109    3363      71081 SH           DEFINED           01     71081          0         0
IND
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LINCOLN NATL CORP          COM      534187109   25813     545500 SH           DEFINED           02    545500          0         0
IND
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LINCOLN NATL CORP          COM      534187109   16874     356600 SH           DEFINED           09    356600          0         0
IND
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LINEAR TECHNOLOGY          COM      535678106    1407      38000 SH           DEFINED           09     38000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LINKTONE                   ADR      535925101     121      10000 SH           DEFINED           21     10000          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LKQ                        COM      501889208    5868     335300 SH           DEFINED           09    335300          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LLOYDS TSB GROUP           SPONSORED539439109    5528     177800 SH           DEFINED           02    177800          0         0
PLC                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LLOYDS TSB GROUP           SPONSORED539439109    3973     127800 SH           DEFINED           09    127800          0         0
PLC                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LOCKHEED MARTIN            COM      539830109     278       6100 SH           DEFINED           01      6100          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LOCKHEED MARTIN            COM      539830109    2324      50910 SH           DEFINED           02     50910          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LOCKHEED MARTIN            COM      539830109   14714     322400 SH           DEFINED           09    322400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LOCKHEED MARTIN            COM      539830109    4941     115800 SH           DEFINED           21    115800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LODGENET ENTMT             COM      540211109    3918     206200 SH           DEFINED           09    206200          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LOEWS                      CAROLNA  540424207    7574     276920 SH           DEFINED           02    276920          0         0
CORP                       GP STK
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LOEWS                      CAROLNA  540424207   10439     381700 SH           DEFINED           09    381700          0         0
CORP                       GP STK
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LOEWS CORP CAROLINA GROUP  COMMON   540424207  13,082    478,311 SH           DEFINED           01   461,447        854    16,010
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LOWES COS                  COM      548661107     112       2000 SH           DEFINED           01      2000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LOWES COS                  COM      548661107    3368      60000 SH           DEFINED           21     60000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
LUCENT TECHNOLOGIES        COM      549463107    4680    1138800 SH           DEFINED           09   1138800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
M SYS FLASH DISK PIONEERS  ORD      M7061C100   37658    1847800 SH           DEFINED           09   1847800          0         0
LT
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MACK CALI RLTY CORP COM    COMMON   554489104   8,120    180,817 SH           DEFINED           01   174,818        411     5,588
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MACROMEDIA                 COM      556100105    8401     418600 SH           DEFINED           09    418600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MAGMA DESIGN               COM      559181102   64930    3105202 SH           DEFINED           09   3105202          0         0
AUTOMATION
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MANDALAY RESORT            COM      562567107    9236     161300 SH           DEFINED           09    161300          0         0
GROUP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MANOR CARE INC             COM      564055101    3737     105900 SH           DEFINED           09    105900          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MARATHON OIL               COM      565849106   15841     470465 SH           DEFINED           01    457265        667     12533
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MARATHON OIL               COM      565849106   28683     851890 SH           DEFINED           02    851890          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MARATHON OIL               COM      565849106   18906     561500 SH           DEFINED           09    561500          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MARIMBA                    COM      56781Q109    6914    1173800 SH           DEFINED           09   1173800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MARKEL                     COM      570535104   27178      94400 SH           DEFINED           09     94400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MARSH & MCLENNAN COS       COM      571748102     236       5100 SH           DEFINED           01      5100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MARSH & MCLENNAN COS       COM      571748102     265       5730 SH           DEFINED           02      5730          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MARVELL TECHNOLOGY GROUP   ORD      G5876H105    1924      42700 SH           DEFINED           09     42700          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MASCO                      COM      574599106    5013     164675 SH           DEFINED           01    164633          0        42
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MASCO                      COM      574599106   31853    1046410 SH           DEFINED           02   1046410          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MASCO                      COM      574599106   54576    1792901 SH           DEFINED           09   1792901          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MATTEL                     COM      577081102     142       7700 SH           DEFINED           01      7700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MATTEL                     COM      577081102    2512     136200 SH           DEFINED           02    136200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MATTEL                     COM      577081102   10920     592200 SH           DEFINED           09    592200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MATTSON TECHNOLOGY         COM      577223100   24017    2008100 SH           DEFINED           09   2008100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MAXIM INTEGRATED PRODS     COM      57772K101     240       5100 SH           DEFINED           01      5100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MAXIM INTEGRATED PRODS     COM      57772K101    1610      34200 SH           DEFINED           02     34200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MAXIM INTEGRATED PRODS     COM      57772K101   31310     664900 SH           DEFINED           09    664900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MAXTOR                     COM      577729205    4605     565000 SH           DEFINED           09    565000          0         0
CORP                       NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MAY DEPT STORES            COM      577778103    1737      50220 SH           DEFINED           02     50220          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MAY DEPT STORES            COM      577778103    8330     240900 SH           DEFINED           09    240900          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MAYTAG                     COM      578592107    1603      50790 SH           DEFINED           02     50790          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MAYTAG                     COM      578592107   10333     327300 SH           DEFINED           09    327300          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MBNA                       COM      55262L100    4581     165800 SH           DEFINED           01    165800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MBNA                       COM      55262L100   40102    1451410 SH           DEFINED           02   1451410          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MBNA                       COM      55262L100   72250    2614900 SH           DEFINED           09   2614900          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MCDONALDS                  COM      580135101    1806      63184 SH           DEFINED           01     63116          0        68
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MCDONALDS                  COM      580135101    2466      86300 SH           DEFINED           02     86300          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MCDONALDS                  COM      580135101   58017    2030690 SH           DEFINED           09   2030690          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MCKESSON                   COM      58155Q103    2432      80828 SH           DEFINED           01     80785          0        43
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MCKESSON                   COM      58155Q103   11512     382600 SH           DEFINED           02    382600          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MCKESSON                   COM      58155Q103   30421    1011000 SH           DEFINED           09   1011000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MEDAREX                    COM      583916101    1701     189620 SH           DEFINED           09    189620          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MEDICIS PHARMACEUTICAL     CL A     584690309    7592     189800 SH           DEFINED           09    189800          0         0
CORP                       NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MEDIMMUNE                  COM      584699102      76       3300 SH           DEFINED           01      3300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MEDIMMUNE                  COM      584699102    1710      74100 SH           DEFINED           02     74100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MEDIMMUNE                  COM      584699102   32907    1425800 SH           DEFINED           09   1425800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MEDIMMUNE                  COM      584699102    1988     101200 SH           DEFINED           21    101200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC                  COM      585055106     306       6400 SH           DEFINED           01      6400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC                  COM      585055106    1752      36700 SH           DEFINED           02     36700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC                  COM      585055106   74772    1565916 SH           DEFINED           09   1565916          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MEMC ELECTR MATLS          COM      552715104   38116    4165700 SH           DEFINED           09   4165700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MERCK & CO                 COM      589331107    1537      34780 SH           DEFINED           01     34754          0        26
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MERCK & CO                 COM      589331107    7038     159260 SH           DEFINED           02    159260          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MERCK & CO                 COM      589331107   47773    1081083 SH           DEFINED           09   1081083          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & CO         COM      590188108     435       7300 SH           DEFINED           01      7300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & CO         COM      590188108    1799      30200 SH           DEFINED           02     30200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & CO         COM      590188108   26230     440400 SH           DEFINED           09    440400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & CO         COM      590188108    5292      92300 SH           DEFINED           21     92300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
METLIFE                    COM      59156R108    2269      63600 SH           DEFINED           01     63600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
METLIFE                    COM      59156R108   21365     598800 SH           DEFINED           02    598800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
METLIFE                    COM      59156R108   14153     396667 SH           DEFINED           09    396667          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
METRON TECHNOLOGY N        ORD      N5665B105     687     233700 SH           DEFINED           09    233700          0         0
V
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MGM                        COM      552953101      91       2000 SH           DEFINED           01      2000          0         0
MIRAGE
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MGM                        COM      552953101    5668     125000 SH           DEFINED           09    125000          0         0
MIRAGE
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MGM                        COM      552953101    1587      35000 SH           DEFINED           21     35000          0         0
MIRAGE
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MICRON TECHNOLOGY          COM      595112103     100       6000 SH           DEFINED           01      6000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MICRON TECHNOLOGY          COM      595112103     881      52700 SH           DEFINED           09     52700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MICRON TECHNOLOGY          COM      595112103    2507     150000 SH           DEFINED           21    150000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MICROSOFT                  COM      594918104    4043     162049 SH           DEFINED           01    161934          0       115
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MICROSOFT                  COM      594918104    7149     286300 SH           DEFINED           02    286300          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MICROSOFT                  COM      594918104  128334    5139509 SH           DEFINED           09   5139509          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MICROSOFT                  COM      594918104   17657     724200 SH           DEFINED           21    724200          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MICROSTRATEGY              CL A     594972408   10900     204500 SH           DEFINED           09    204500          0         0
INC                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MILLENNIUM                 COM      599902103    3392     200700 SH           DEFINED           09    200700          0         0
PHARMACEUTICALS I
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MILLER HERMAN              COM      600544100     676      25400 SH           DEFINED           21     25400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MOBILITY ELECTRONICS       COM      60741U101    6357     698600 SH           DEFINED           09    698600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MOLEX                      COM      608554101    5610     184600 SH           DEFINED           09    184600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MONRO MUFFLER BRAKE        COM      610236101    4333     173398 SH           DEFINED           09    173398          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MONSANTO CO                COM      61166W101    6949     189500 SH           DEFINED           09    189500          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MONSTER WORLDWIDE          COM      611742107    1934      73826 SH           DEFINED           09     73826          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MONTPELIER RE HOLDINGS     SHS      G62185106    2809      75440 SH           DEFINED           02     75440          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MORGAN                     COM      617446448    9667     168708 SH           DEFINED           01    168680          0        28
STANLEY                    NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MORGAN                     COM      617446448   69550    1213790 SH           DEFINED           02   1213790          0         0
STANLEY                    NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MORGAN                     COM      617446448  119756    2089982 SH           DEFINED           09   2089982          0         0
STANLEY                    NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MORGAN                     COM      617446448    5458     101095 SH           DEFINED           21    101095          0         0
STANLEY                    NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MOTOROLA                   COM      620076109    3105     176419 SH           DEFINED           01    176419          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MOTOROLA                   COM      620076109   22885    1300275 SH           DEFINED           02   1300275          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MOTOROLA                   COM      620076109   16438     934000 SH           DEFINED           09    934000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MOTOROLA                   COM      620076109    1584      90000 SH           DEFINED           21     90000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MOTOROLA                   EQTY     620076208     651      13400 SH           DEFINED           02     13400          0         0
INC                        UNIT
                           7%
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
MSC INDL DIRECT            CL       553530106    4510     150600 SH           DEFINED           09    150600          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NABORS INDUSTRIES          SHS      G6359F103    4076      89100 SH           DEFINED           09     89100          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NASDAQ 100 TR              COMMON   631100104    5734     160000 SH     P     DEFINED
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NATIONAL COMMERCE FINL     COM      63545P104     635      22200 SH           DEFINED           02     22200          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NATIONAL COMMERCE FINL     COM      63545P104    3596     125700 SH           DEFINED           09    125700          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NATIONAL FUEL GAS CO N     COM      636180101    4032     163900 SH           DEFINED           09    163900          0         0
J
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NATIONAL GRID TRANSCO      SPONSORED636274102    6525     162190 SH           DEFINED           02    162190          0         0
PLC                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NATIONAL GRID TRANSCO      SPONSORED636274102   16209     402900 SH           DEFINED           09    402900          0         0
PLC                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NATIONAL SEMICONDUCTOR     COM      637640103   11152     251000 SH           DEFINED           09    251000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NATIONAL SEMICONDUCTOR     COMMON   637640103   12885     290000 SH     P     DEFINED
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NATIONAL-OILWELL           COM      637071101     846      29900 SH           DEFINED           09     29900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NATIONWIDE FINL SVCS       CL       638612101    2567      71200 SH           DEFINED           01     71200          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NATIONWIDE FINL SVCS       CL       638612101   22517     624600 SH           DEFINED           02    624600          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NATIONWIDE FINL SVCS       CL       638612101   27744     769600 SH           DEFINED           09    769600          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NATIONWIDE HEALTH PPTYS    COMMON   638620104    8713    391,239 SH           DEFINED           01   377,168        754    13,317
INC CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NBTY                       COM      628782104   16954     456000 SH           DEFINED           09    456000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEIMAN MARCUS GROUP        CL       640204202     453       8400 SH           DEFINED           21      8400          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NETEGRITY                  COM      64110P107     613      72144 SH           DEFINED           09     72144          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NETGEAR                    COM      64111Q104     344      25000 SH           DEFINED           09     25000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NETIQ                      COM      64115P102    7841     561700 SH           DEFINED           09    561700          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NETOPIA                    COM      64114K104    1078      87900 SH           DEFINED           09     87900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NETWORKS ASSOCS            COM      640938106    8971     498400 SH           DEFINED           09    498400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEUROCHEM                  COM      64125K101    5074     237200 SH           DEFINED           09    237200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEUROCRINE BIOSCIENCES     COM      64125C109    6288     106400 SH           DEFINED           09    106400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEW YORK CMNTY BANCORP     COM      649445103    7371     215020 SH           DEFINED           09    215020          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEWELL RUBBERMAID          COM      651229106    3728     160680 SH           DEFINED           02    160680          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEWELL RUBBERMAID          COM      651229106   10449     450400 SH           DEFINED           09    450400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEWMONT MINING             COM      651639106     196       4200 SH           DEFINED           01      4200          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEWMONT MINING             COM      651639106   18727     401600 SH           DEFINED           09    401600          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEWMONT MINING             COM      651639106    3497      75000 SH           DEFINED           21     75000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEWS CORP                  ADR      652487703      94       2600 SH           DEFINED           01      2600          0         0
LTD                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEWS CORP LTD ADR NEW      COMMON   652487703      99      2,744 SH           DEFINED           01     2,744          0         0
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEWS CORP                  ADR      652487703   10301     289573 SH           DEFINED           21    289573          0         0
LTD                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEWS CORP                  SP ADR   652487802    5829     183830 SH           DEFINED           01    183830          0         0
LTD                        PFD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEWS CORP                  SP ADR   652487802   47010    1482500 SH           DEFINED           02   1482500          0         0
LTD                        PFD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEWS CORP                  SP ADR   652487802   30626     965800 SH           DEFINED           09    965800          0         0
LTD                        PFD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEXTEL COMMUNICATIONS      CL       65332V103    8611     348200 SH           DEFINED           09    348200          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NEXTEL COMMUNICATIONS      NOTE     65332VAY9    5093    5000000 PRN          DEFINED           01   5000000          0         0
INC                        5.250%
                           1/1
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NIC                        COM      62914B100   22659    3751442 SH           DEFINED           09   3751442          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NICOR                      COM      654086107     267       7580 SH           DEFINED           02      7580          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NICOR INC COM              COMMON   654086107   7,241    205,544 SH           DEFINED           01   199,328        545     5,671
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NIKE                       CL       654106103     125       1600 SH           DEFINED           01      1600          0         0
INC                        B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NIKE                       CL       654106103    2009      25800 SH           DEFINED           02     25800          0         0
INC                        B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NIKE                       CL       654106103   29239     375488 SH           DEFINED           09    375488          0         0
INC                        B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NIKE                       CL       654106103    1947      25000 SH           DEFINED           21     25000          0         0
INC                        B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NIKU                       COM      654113703    1142      85600 SH           DEFINED           09     85600          0         0
CORP                       NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NISOURCE INC COM           COMMON   65473P105   7,231    340,282 SH           DEFINED           01   328,145        666    11,471
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NMT MED                    COM      629294109    5409    1112900 SH           DEFINED           09   1112900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NOKIA                      SPONSORED654902204    5212     257000 SH           DEFINED           09    257000          0         0
CORP                       ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NOKIA                      SPONSORED654902204     671      38800 SH           DEFINED           21     38800          0         0
CORP                       ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NORSK HYDRO A S ADR        COMMON   656531605       3         49 SH           DEFINED           01        49          0         0
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NORTEL NETWORKS CORP       COM      656568102    2124     357500 SH           DEFINED           09    357500          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NORTHEAST                  COM      664397106    4394     235600 SH           DEFINED           09    235600          0         0
UTILS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NORTHERN TR                COM      665859104    3606      77400 SH           DEFINED           09     77400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NORTHERN TR                COM      665859104    1547      33200 SH           DEFINED           21     33200          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NORTHROP GRUMMAN           COM      666807102    2938      29847 SH           DEFINED           01     29847          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NORTHROP GRUMMAN           COM      666807102   26432     268560 SH           DEFINED           02    268560          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NORTHROP GRUMMAN           COM      666807102   17471     177519 SH           DEFINED           09    177519          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NOVARTIS A                 SPONSORED66987V109    1240      29100 SH           DEFINED           02     29100          0         0
G                          ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NOVARTIS A                 SPONSORED66987V109    3549      83300 SH           DEFINED           09     83300          0         0
G                          ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NOVELL                     COM      670006105    2855     250900 SH           DEFINED           09    250900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NOVELLUS SYS               COM      670008101     862      27100 SH           DEFINED           09     27100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NOVELLUS SYS               COM      670008101     464      17100 SH           DEFINED           21     17100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NTL INC                    COM      62940M104      91       1524 SH           DEFINED           01      1524          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NTL INC                    COM      62940M104    2588      43533 SH           DEFINED           02     43533          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
NUCO2                      COM      629428103    5242     281200 SH           DEFINED           09    281200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
OFFSHORE LOGISTICS         COM      676255102    1761      86300 SH           DEFINED           21     86300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
OGE ENERGY CORP COM        COMMON   670837103    6971    263,646 SH           DEFINED           01   250,209          0    13,437
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
OLD NATL BANCORP           COM      680033107    3775     167045 SH           DEFINED           09    167045          0         0
IND
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
OMNICELL                   COM      68213N109   20692    1044500 SH           DEFINED           09   1044500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
OMNICOM GROUP              COM      681919106     353       4400 SH           DEFINED           01      4400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
OMNICOM GROUP              COM      681919106    1717      21400 SH           DEFINED           02     21400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
OMNICOM GROUP              COM      681919106   25054     312200 SH           DEFINED           09    312200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
OMNICOM GROUP              COM      681919106    3210      40000 SH           DEFINED           21     40000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ON SEMICONDUCTOR           COM      682189105   21955    2911800 SH           DEFINED           09   2911800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ONLINE RES                 COM      68273G101   11367    1903959 SH           DEFINED           09   1903959          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ONYX PHARMACEUTICALS       COM      683399109    2395      59197 SH           DEFINED           09     59197          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
OPEN TEXT                  COM      683715106    5003     168000 SH           DEFINED           21    168000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
OPENTV                     CL       G67543101     345     106700 SH           DEFINED           09    106700          0         0
CORP                       A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ORACLE                     COM      68389X105    1264     105304 SH           DEFINED           01    105203          0       101
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ORACLE                     COM      68389X105    1631     135800 SH           DEFINED           02    135800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ORACLE                     COM      68389X105   59753    4975241 SH           DEFINED           09   4975241          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ORACLE                     COM      68389X105    4074     346100 SH           DEFINED           21    346100          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ORASURE TECHNOLOGIES       COM      68554V108    2505     241800 SH           DEFINED           09    241800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ORIENT-EXPRESS HOTELS      CL       G67743107   15276     853906 SH           DEFINED           09    853906          0         0
LTD                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ORTHOFIX INTL N            COM      N6748L102   56625    1145326 SH           DEFINED           09   1145326          0         0
V
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
OSI PHARMACEUTICALS        COM      671040103     411      10700 SH           DEFINED           09     10700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
OVERSEAS SHIPHOLDING       COM      690368105    9443     258700 SH           DEFINED           09    258700          0         0
GROUP I
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
P T TELEKOMUNIKASI         SPONSORED715684106     137       8160 SH           DEFINED           02      8160          0         0
INDONESIA                  ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
P T TELEKOMUNIKASI         SPONSORED715684106    4432     263000 SH           DEFINED           09    263000          0         0
INDONESIA                  ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PACIFICARE HEALTH SYS      COM      695112102    7807     197400 SH           DEFINED           09    197400          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PACKAGING CORP             COM      695156109    1388      61540 SH           DEFINED           02     61540          0         0
AMER
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PACKAGING CORP             COM      695156109    7206     319400 SH           DEFINED           09    319400          0         0
AMER
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PAN PACIFIC RETAIL PPTYS   COM      69806L104    6638     127400 SH           DEFINED           09    127400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PATTERSON UTI ENERGY       COM      703481101    6512     183900 SH           DEFINED           09    183900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PAYCHEX                    COM      704326107     100       2800 SH           DEFINED           01      2800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PAYCHEX                    COM      704326107    1602      45000 SH           DEFINED           21     45000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PEABODY ENERGY             COM      704549104   23441     504000 SH           DEFINED           09    504000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PEARSON                    SPONSORED705015105    2454     213360 SH           DEFINED           02    213360          0         0
PLC                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PEARSON                    SPONSORED705015105   15290    1329600 SH           DEFINED           09   1329600          0         0
PLC                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PEOPLESOFT                 COM      712713106    7054     381500 SH           DEFINED           09    381500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PEPCO HLDGS INC COM        COMMON   713291102    7031    343,986 SH           DEFINED           01   326,457          0    17,529
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PEPSICO                    COM      713448108    1601      29727 SH           DEFINED           01     29703          0        24
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PEPSICO                    COM      713448108    2849      52900 SH           DEFINED           02     52900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PEPSICO                    COM      713448108   42231     784242 SH           DEFINED           09    784242          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PEPSICO                    COM      713448108    4997      92790 SH           DEFINED           21     92790          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PERVASIVE SOFTWARE         COM      715710109    1001     143580 SH           DEFINED           09    143580          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PETCO ANIMAL               COM      716016209   29134    1033860 SH           DEFINED           09   1033860          0         0
SUPPLIES                   NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PETROLEO BRASILEIRO SA     SPONSORED71654V408    5263     157100 SH           DEFINED           21    157100          0         0
PETRO                      ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PETSMART                   COM      716768106  280704   10297280 SH           DEFINED           09  10297280          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PFIZER                     COM      717081103    5922     168947 SH           DEFINED           01    168875          0        72
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PFIZER                     COM      717081103   38866    1108880 SH           DEFINED           02   1108880          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PFIZER                     COM      717081103  118534    3381861 SH           DEFINED           09   3381861          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PFIZER                     COM      717081103   13029     382830 SH           DEFINED           21    382830          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PG&E                       COM      69331C108     281       9700 SH           DEFINED           01      9700          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PG&E                       COM      69331C108    1903      65700 SH           DEFINED           02     65700          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PG&E                       COM      69331C108   27753     958000 SH           DEFINED           09    958000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PHARMACYCLICS              COM      716933106   20286    1506000 SH           DEFINED           09   1506000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PHELPS DODGE               COM      717265102    4924      60300 SH           DEFINED           09     60300          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PHILADELPHIA CONS HLDG     COM      717528103   81206    1400100 SH           DEFINED           09   1400100          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PIER 1 IMPORTS             COM      720279108    3638     153500 SH           DEFINED           09    153500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PINNACLE WEST CAP          COM      723484101    3856      97980 SH           DEFINED           02     97980          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PINNACLE WEST CAP          COM      723484101    3679      93500 SH           DEFINED           09     93500          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PINNACLE WEST CAP CORP COM COMMON   723484101   13328    338,714 SH           DEFINED           01   328,229        616     9,869
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PITNEY BOWES               COM      724479100    3618      84900 SH           DEFINED           01     84900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PITNEY BOWES               COM      724479100   29535     693140 SH           DEFINED           02    693140          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PITNEY BOWES               COM      724479100   19273     452300 SH           DEFINED           09    452300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PLACER DOME                COM      725906101     410      22800 SH           DEFINED           01     22800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PLACER DOME                COM      725906101   25061    1394600 SH           DEFINED           09   1394600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PLACER DOME                COM      725906101   15688     873000 SH           DEFINED           21    873000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
POSCO                      SPONSORED693483109    9173     259200 SH           DEFINED           09    259200          0         0
                           ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
POTASH CORP SASK           COM      73755L107    4117      49500 SH           DEFINED           09     49500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
POWERWAVE TECHNOLOGIES     COM      739363109     983     126000 SH           DEFINED           09    126000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PPG INDS                   COM      693506107    4612      79118 SH           DEFINED           01     79118          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PPG INDS                   COM      693506107   37108     636500 SH           DEFINED           02    636500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PPG INDS                   COM      693506107   24439     419200 SH           DEFINED           09    419200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PRAXAIR                    COM      74005P104     664      17900 SH           DEFINED           02     17900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PRIME HOSPITALITY          COM      741917108    1920     168691 SH           DEFINED           09    168691          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PROCTER & GAMBLE           COM      742718109    1756      16741 SH           DEFINED           01     16727          0        14
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PROCTER & GAMBLE           COM      742718109    1846      17600 SH           DEFINED           02     17600          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PROCTER & GAMBLE           COM      742718109   26979     257240 SH           DEFINED           09    257240          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PROCTER & GAMBLE           COM      742718109    4866      46400 SH           DEFINED           21     46400          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PROGRESS ENERGY INC COM    COMMON   743263105    9754    207,177 SH           DEFINED           01   199,410        357     7,410
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PROTECTIVE LIFE            COM      743674103    3824     102100 SH           DEFINED           09    102100          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PROTEIN DESIGN LABS        COM      74369L103    7877     330700 SH           DEFINED           09    330700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FINL             COM      74406A102    3801     290140 SH           DEFINED           09    290140          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PROVINCE HEALTHCARE        COM      743977100     926      58234 SH           DEFINED           09     58234          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PUBLIC SVC ENTERPRISE      COM      744573106   10508     223666 SH           DEFINED           01    218532        315      4819
GROUP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PUBLIC SVC ENTERPRISE      COM      744573106   26863     571800 SH           DEFINED           02    571800          0         0
GROUP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PUBLIC SVC ENTERPRISE      COM      744573106   17575     374100 SH           DEFINED           09    374100          0         0
GROUP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PULTE HOMES                COM      745867101     145       2600 SH           DEFINED           01      2600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PULTE HOMES                COM      745867101    7917     142400 SH           DEFINED           09    142400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
PULTE HOMES                COM      745867101    2780      50000 SH           DEFINED           21     50000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
QAD                        COM      74727D108    8205     618300 SH           DEFINED           09    618300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
QLOGIC                     COM      747277101      56       1700 SH           DEFINED           01      1700          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
QLOGIC                     COM      747277101     673      20400 SH           DEFINED           09     20400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
QLOGIC                     COM      747277101    3017      95100 SH           DEFINED           21     95100          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
QUALCOMM                   COM      747525103     113       1700 SH           DEFINED           01      1700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
QUALCOMM                   COM      747525103   10807     162700 SH           DEFINED           09    162700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
QUALCOMM                   COM      747525103    3095      46600 SH           DEFINED           21     46600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
QUALITY DISTR INC          COM      74756M102    6857     486300 SH           DEFINED           09    486300          0         0
FLA
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
QUEBECOR WORLD             COM      748203106     759      41250 SH           DEFINED           02     41250          0         0
INC                        NON-VTG
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
QUEBECOR WORLD             COM      748203106    6744     366300 SH           DEFINED           09    366300          0         0
INC                        NON-VTG
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
RADVISION                  ORD      M81869105    2459     192830 SH           DEFINED           09    192830          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
RAYTHEON                   COM      755111507    1016      32421 SH           DEFINED           01     32387          0        34
CO                         NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
RAYTHEON                   COM      755111507    1642      52400 SH           DEFINED           02     52400          0         0
CO                         NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
RAYTHEON                   COM      755111507   24486     781300 SH           DEFINED           09    781300          0         0
CO                         NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
RAYTHEON                   COM      755111507     680      25300 SH           DEFINED           21     25300          0         0
CO                         NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
REDWOOD TR                 COM      758075402    4097      65900 SH           DEFINED           09     65900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
REGAL ENTMT                CL       758766109    1094      49760 SH           DEFINED           02     49760          0         0
GROUP                      A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
REGENCY CTRS               COM      758849103     126       2700 SH           DEFINED           01      2700          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
REGENCY CTRS               COM      758849103   12168     260400 SH           DEFINED           09    260400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
REGIONS FINL               COM      758940100     415      11376 SH           DEFINED           01     11376          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
RESEARCH IN MOTION         COM      760975102   19838     212600 SH           DEFINED           09    212600          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
RESEARCH IN MOTION         COM      760975102    6872      73650 SH           DEFINED           21     73650          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
REYNOLDS R J TOB HLDGS     COMMON   76182K105    8264    136,588 SH           DEFINED           01   130,944        121     5,523
INC COM
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
RITA MED SYS INC           COM      76774E103    2616     470587 SH           DEFINED           09    470587          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
RITE AID                   COM      767754104      84      15500 SH           DEFINED           01     15500          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
RITE AID                   COM      767754104    5658    1040000 SH           DEFINED           09   1040000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
RITE AID                   COM      767754104    1360     250000 SH           DEFINED           21    250000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ROPER INDS INC             NOTE     776696AA4     432    1000000 PRN          DEFINED           09   1000000          0         0
NEW                        1.481%
                           1/1
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ROSS STORES                COM      778296103    6854     223900 SH           DEFINED           09    223900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ROYAL DUTCH PETE           NY REG   780257804     614      12900 SH           DEFINED           02     12900          0         0
CO                         EUR
                           .56
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
RSA SEC                    COM      749719100    6353     338100 SH           DEFINED           09    338100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
RUBY TUESDAY               COM      781182100    6144     191100 SH           DEFINED           09    191100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
RYANAIR HLDGS              SPONSORED783513104   34327    1004000 SH           DEFINED           09   1004000          0         0
PLC                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SAFEGUARD SCIENTIFICS      NOTE     786449AE8    2337    2325000 PRN          DEFINED           09   2325000          0         0
INC                        5.000%
                           6/1
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SANDISK                    COM      80004C101   13848     488110 SH           DEFINED           09    488110          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SANTOS                     SPONSORED803021609     544      29000 SH           DEFINED           01     29000          0         0
LIMITED                    ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SANTOS                     SPONSORED803021609   23615    1258800 SH           DEFINED           09   1258800          0         0
LIMITED                    ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SAP                        SPONSORED803054204    7650     194600 SH           DEFINED           09    194600          0         0
AKTIENGESELLSCHAFT         ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SARA LEE                   COM      803111103     269      12300 SH           DEFINED           01     12300          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SARA LEE                   COM      803111103    4244     194140 SH           DEFINED           02    194140          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SARA LEE                   COM      803111103   36900    1688000 SH           DEFINED           09   1688000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SBC COMMUNICATIONS         COM      78387G103    4748     193449 SH           DEFINED           01    193367          0        82
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SBC COMMUNICATIONS         COM      78387G103   32938    1342220 SH           DEFINED           02   1342220          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SBC COMMUNICATIONS         COM      78387G103   91105    3712524 SH           DEFINED           09   3712524          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SBS BROADCASTING           ORD      L8137F102    1290      36000 SH           DEFINED           21     36000          0         0
SA
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SCANA CORP NEW COM         COMMON   80589M102    7132    201,759 SH           DEFINED           01   194,981        448     6,330
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SCHERING PLOUGH            COM      806605101     681      41986 SH           DEFINED           01     41945          0        41
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SCHERING PLOUGH            COM      806605101    1572      96900 SH           DEFINED           02     96900          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SCHERING PLOUGH            COM      806605101   23432    1444606 SH           DEFINED           09   1444606          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SCHLUMBERGER               COMMON   806857108    1550     24,271 SH           DEFINED           01    24,237          0        34
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SCIENTIFIC ATLANTA         COM      808655104    1413      43700 SH           DEFINED           09     43700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SCOTTISH PWR PLC ADR       COMMON   81013T705   10829    381,051 SH           DEFINED           01   368,174        830    12,047
SPONS FIN
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SCRIPPS E W CO             CL       811054204   34408     340300 SH           DEFINED           09    340300          0         0
OHIO                       A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SEAGATE                    SHS      G7945J104  138733    8600900 SH           DEFINED           09   8600900          0         0
TECHNOLOGY
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SEAGATE                    SHS      G7945J104    1487     108300 SH           DEFINED           21    108300          0         0
TECHNOLOGY
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SEARS ROEBUCK &            COM      812387108    1549      36052 SH           DEFINED           01     36052          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SEARS ROEBUCK &            COM      812387108   12665     294800 SH           DEFINED           02    294800          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SEARS ROEBUCK &            COM      812387108   11707     272500 SH           DEFINED           09    272500          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SELECT COMFORT             COM      81616X103    1959      71000 SH           DEFINED           09     71000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SELECT MEDICAL             COM      816196109   34103    2042100 SH           DEFINED           09   2042100          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SENIOR HSG PPTYS TR SH     COMMON   81721M109   11435    586,402 SH           DEFINED           01   567,205      1,373    17,824
BEN INT
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SERVICEMASTER              COM      81760N109     803      66880 SH           DEFINED           02     66880          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SHIRE PHARMACEUTICALS GRP  SPONSORED82481R106   16955     576126 SH           DEFINED           09    576126          0         0
PL                         ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SIEBEL SYS                 COM      826170102    6356     552200 SH           DEFINED           09    552200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SIGMATEL                   COM      82661W107   17805     793112 SH           DEFINED           09    793112          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SILICON IMAGE              COM      82705T102     610      59200 SH           DEFINED           09     59200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SILICON STORAGE            COM      827057100    5805     448600 SH           DEFINED           09    448600          0         0
TECHNOLOGY I
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SIMPSON MANUFACTURING CO   COM      829073105   20089     410400 SH           DEFINED           09    410400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SMITH INTL                 COM      832110100    5897     110200 SH           DEFINED           09    110200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SOLECTRON                  COM      834182107     729     131800 SH           DEFINED           09    131800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SONIC                      COM      835460106    6050     319100 SH           DEFINED           09    319100          0         0
SOLUTIONS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SPECTRUM PHARMACEUTICALS   COM      84763A108    1045     125000 SH           DEFINED           09    125000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SPEEDWAY MOTORSPORTS       COM      847788106    8456     279000 SH           DEFINED           09    279000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SPRINT                     COM FON  852061100    2905     157600 SH           DEFINED           01    157600          0         0
CORP                       GROUP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SPRINT                     COM FON  852061100   27267    1479500 SH           DEFINED           02   1479500          0         0
CORP                       GROUP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SPRINT                     COM FON  852061100   25225    1368700 SH           DEFINED           09   1368700          0         0
CORP                       GROUP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SPX                        COM      784635104    1301      28600 SH           DEFINED           02     28600          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ST JOE                     COM      790148100   48633    1195200 SH           DEFINED           09   1195200          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ST JUDE MED                COM      790849103   17588     243940 SH           DEFINED           09    243940          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STAKTEK HLDGS              COM      85256P106   25335    2068200 SH           DEFINED           09   2068200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STAMPS COM                 COM      852857101    1701     283900 SH           DEFINED           09    283900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STANLEY                    COM      854616109     261       6110 SH           DEFINED           02      6110          0         0
WKS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STAPLES                    COM      855030102    5840     230000 SH           DEFINED           09    230000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STARBUCKS                  COM      855244109    8176     216580 SH           DEFINED           09    216580          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STATION CASINOS            COM      857689103     110       2500 SH           DEFINED           01      2500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STATION CASINOS            COM      857689103   10239     231800 SH           DEFINED           09    231800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STATION CASINOS            COM      857689103    1767      40000 SH           DEFINED           21     40000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STATOIL                    SPONSORED85771P102      84       6800 SH           DEFINED           01      6800          0         0
ASA                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STATOIL                    SPONSORED85771P102   13047    1057300 SH           DEFINED           09   1057300          0         0
ASA                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STEELCASE                  CL       858155203    1083      83300 SH           DEFINED           21     83300          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STMICROELECTRONICS N       NY       861012102    3059     129600 SH           DEFINED           09    129600          0         0
V                          REGISTRY
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STMICROELECTRONICS N       NY       861012102    1562      66200 SH           DEFINED           21     66200          0         0
V                          REGISTRY
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STORA ENSO                 SPON     86210M106     916      72400 SH           DEFINED           02     72400          0         0
CORP                       ADR REP
                           R
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STORA ENSO                 SPON     86210M106    7481     591400 SH           DEFINED           09    591400          0         0
CORP                       ADR REP
                           R
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STORAGE TECHNOLOGY         COM PAR  862111200    4487     161240 SH           DEFINED           01    161240          0         0
CORP                       $0.10
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STORAGE TECHNOLOGY         COM PAR  862111200   36109    1297500 SH           DEFINED           02   1297500          0         0
CORP                       $0.10
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STORAGE TECHNOLOGY         COM PAR  862111200   24798     891060 SH           DEFINED           09    891060          0         0
CORP                       $0.10
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
STRYKER                    COM      863667101   17777     200800 SH           DEFINED           09    200800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SUEZ                       SPONSORED864686100     592      28800 SH           DEFINED           02     28800          0         0
                           ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SUEZ                       SPONSORED864686100   11318     550200 SH           DEFINED           09    550200          0         0
                           ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SUMMIT PPTYS INC COM       COMMON   866239106    2823    118,383 SH           DEFINED           01   112,294          0     6,089
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SUN LIFE FINL              COM      866796105    2297      85510 SH           DEFINED           02     85510          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SUN LIFE FINL              COM      866796105   10709     398700 SH           DEFINED           09    398700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SUN LIFE FINL              COM      866796105    1967      73214 SH           DEFINED           21     73214          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SUNGARD DATA SYS           COM      867363103    2456      89637 SH           DEFINED           01     89637          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SUNGARD DATA SYS           COM      867363103   18755     684500 SH           DEFINED           02    684500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SUNGARD DATA SYS           COM      867363103   14235     519540 SH           DEFINED           09    519540          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SYMANTEC                   COM      871503108     130       2800 SH           DEFINED           01      2800          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SYMANTEC                   COM      871503108   10857     234500 SH           DEFINED           09    234500          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SYMANTEC                   COM      871503108    3241      70000 SH           DEFINED           21     70000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SYMBION INC                COM      871507109    1725      95000 SH           DEFINED           09     95000          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SYNAPTICS                  COM      87157D109   18703    1066291 SH           DEFINED           09   1066291          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SYNOPSYS                   COM      871607107    1121      38700 SH           DEFINED           09     38700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SYSCO                      COM      871829107     215       5500 SH           DEFINED           01      5500          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
SYSCO                      COM      871829107    1953      50000 SH           DEFINED           21     50000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TAIWAN SEMICONDUCTOR MFG   SPONSORED874039100    7886     755405 SH           DEFINED           09    755405          0         0
LTD                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TAIWAN SEMICONDUCTOR MFG   SPONSORED874039100    8483     831543 SH           DEFINED           21    831543          0         0
LTD                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TALK AMERICA HLDGS         COM      87426R202    1236     145900 SH           DEFINED           09    145900          0         0
INC                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TARGET                     COM      87612E106    1937      42997 SH           DEFINED           01     42954          0        43
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TARGET                     COM      87612E106    2486      55200 SH           DEFINED           02     55200          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TARGET                     COM      87612E106   37025     822039 SH           DEFINED           09    822039          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TARGET                     COM      87612E106    2477      55000 SH           DEFINED           21     55000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TASER INTL                 COM      87651B104   15723     200780 SH           DEFINED           09    200780          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TDC                        SPONSORED87236N102    2562     139250 SH           DEFINED           02    139250          0         0
A/S                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TDC                        SPONSORED87236N102    6863     373000 SH           DEFINED           09    373000          0         0
A/S                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TEKTRONIX                  COM      879131100     965      29500 SH           DEFINED           21     29500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TELECOMUNICACOES DE SAO    SPON     87929A102     274      16160 SH           DEFINED           02     16160          0         0
PAUL                       ADR
                           PFD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TELECOMUNICACOES DE SAO    SPON     87929A102    3988     235300 SH           DEFINED           09    235300          0         0
PAUL                       ADR
                           PFD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TELEFONICA MOVILES S       SPONSORED87938V105     642      60600 SH           DEFINED           02     60600          0         0
A                          ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TELEFONOS DE MEXICO S      SPON     879403780     775      22210 SH           DEFINED           02     22210          0         0
A                          ADR ORD
                           L
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TELEFONOS DE MEXICO S      SPON     879403780    9642     276200 SH           DEFINED           09    276200          0         0
A                          ADR ORD
                           L
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TELEFONOS DE MEXICO S      SPON     879403780     649      18600 SH           DEFINED           21     18600          0         0
A                          ADR ORD
                           L
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TELSTRA CORP               SPON     87969N204     206      11800 SH           DEFINED           01     11800          0         0
LTD                        ADR
                           FINAL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TELSTRA CORP               SPON     87969N204    3491     199610 SH           DEFINED           02    199610          0         0
LTD                        ADR
                           FINAL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TELSTRA CORP               SPON     87969N204   22461    1284200 SH           DEFINED           09   1284200          0         0
LTD                        ADR
                           FINAL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TENARIS S                  SPONSORED88031M109     136       4140 SH           DEFINED           02      4140          0         0
A                          ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TENARIS S                  SPONSORED88031M109    3686     112400 SH           DEFINED           09    112400          0         0
A                          ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TENET HEALTHCARE           COM      88033G100    1478     132400 SH           DEFINED           01    132400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TENET HEALTHCARE           COM      88033G100   12131    1087000 SH           DEFINED           02   1087000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TENET HEALTHCARE           COM      88033G100    7959     713200 SH           DEFINED           09    713200          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TENET HEALTHCARE           COM      88033G100    2790     250000 SH           DEFINED           21    250000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TERADYNE                   COM      880770102    3872     162500 SH           DEFINED           09    162500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TEVA PHARMACEUTICAL INDS   ADR      881624209   11467     180840 SH           DEFINED           21    180840          0         0
LTD
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TEXAS GENCO HLDGS          COM      882443104    3979     111300 SH           DEFINED           09    111300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TEXTRON                    COM      883203101    4232      79640 SH           DEFINED           01     79598          0        42
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TEXTRON                    COM      883203101   19144     360190 SH           DEFINED           02    360190          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TEXTRON                    COM      883203101   41494     780693 SH           DEFINED           09    780693          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TIDEWATER                  COM      886423102    1058      37600 SH           DEFINED           21     37600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TIFFANY & CO               COM      886547108      92       2400 SH           DEFINED           01      2400          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TIFFANY & CO               COM      886547108    1527      40000 SH           DEFINED           21     40000          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TIMBERLAND                 CL       887100105   35724     600900 SH           DEFINED           09    600900          0         0
CO                         A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TIME WARNER                COM      887317105    2923     173384 SH           DEFINED           01    173384          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TIME WARNER                COM      887317105   26238    1556200 SH           DEFINED           02   1556200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TIME WARNER                COM      887317105   17145    1016900 SH           DEFINED           09   1016900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TIME WARNER                COM      887317105     531      31500 SH           DEFINED           21     31500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TIME WARNER TELECOM        CL       887319101    6555    1003800 SH           DEFINED           09   1003800          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TLC VISION                 COM      872549100   13749    1199700 SH           DEFINED           09   1199700          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TOM ONLINE                 ADR REG  889728200     988      81300 SH           DEFINED           09     81300          0         0
INC                        S
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TOTAL S                    SPONSORED89151E109    1895      20600 SH           DEFINED           02     20600          0         0
A                          ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TOTAL S                    SPONSORED89151E109    3643      39600 SH           DEFINED           09     39600          0         0
A                          ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TOTAL S                    SPONSORED89151E109     239       3200 SH           DEFINED           21      3200          0         0
A                          ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TPG N                      SPONSORED892339102    3200     151000 SH           DEFINED           09    151000          0         0
V                          ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TRACTOR SUPPLY             COM      892356106    6300     162700 SH           DEFINED           09    162700          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TRANSALTA                  COM      89346D107     519      38390 SH           DEFINED           02     38390          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TRANSKARYOTIC THERAPIES    COM      893735100     697      40600 SH           DEFINED           09     40600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TRANSOCEAN                 ORD      G90078109    1651      59200 SH           DEFINED           02     59200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TRANSOCEAN                 ORD      G90078109   24518     879100 SH           DEFINED           09    879100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TRANSOCEAN                 ORD      G90078109    1545      55400 SH           DEFINED           21     55400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TRAVELERS PPTY CAS CORP    CL       89420G406     395      22880 SH           DEFINED           02     22880          0         0
NEW                        B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TRAVELERS PPTY CAS CORP    CL       89420G406   13982     809600 SH           DEFINED           09    809600          0         0
NEW                        B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TRIAD HOSPITALS            COM      89579K109    2210      71700 SH           DEFINED           09     71700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TRIZEC PROPERTIES          COM      89687P107    1307      76200 SH           DEFINED           02     76200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TRIZEC PROPERTIES          COM      89687P107    7608     443600 SH           DEFINED           09    443600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TUPPERWARE                 COM      899896104    1320      74100 SH           DEFINED           02     74100          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TYCO INTL LTD              COM      902124106    9095     317452 SH           DEFINED           01    317452          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TYCO INTL LTD              COM      902124106   76593    2673400 SH           DEFINED           02   2673400          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TYCO INTL LTD              COM      902124106   92880    3241900 SH           DEFINED           09   3241900          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UBS                        NAMEN    H8920M855   27055     363200 SH           DEFINED           09    363200          0         0
AG                         AKT
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
ULTRATECH                  COM      904034105    7681     329500 SH           DEFINED           09    329500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNILEVER N                 N Y SHS  904784709    4687      67500 SH           DEFINED           09     67500          0         0
V                          NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNILEVER                   SPON     904767704    1249      31000 SH           DEFINED           02     31000          0         0
PLC                        ADR
                           NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNION PAC                  COM      907818108    4046      67642 SH           DEFINED           01     67642          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNION PAC                  COM      907818108   34187     571490 SH           DEFINED           02    571490          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNION PAC                  COM      907818108   28450     475600 SH           DEFINED           09    475600          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNION PAC                  COM      907818108    1496      25000 SH           DEFINED           21     25000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNISYS                     COM      909214108    9558     669300 SH           DEFINED           09    669300          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNITED PARCEL SERVICE      CL       911312106    1879      26900 SH           DEFINED           02     26900          0         0
INC                        B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNITED PARCEL SERVICE      CL       911312106   46325     663300 SH           DEFINED           09    663300          0         0
INC                        B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNITED STATIONERS          COM      913004107     442      10500 SH           DEFINED           21     10500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNITED SURGICAL PARTNERS   COM      913016309   71391    2103460 SH           DEFINED           09   2103460          0         0
INT
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNITED TECHNOLOGIES        COM      913017109      86       1000 SH           DEFINED           01      1000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNITED TECHNOLOGIES        COM      913017109   13584     157400 SH           DEFINED           09    157400          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNITED TECHNOLOGIES        COM      913017109     863      10000 SH           DEFINED           21     10000          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNITED UTILS               SPONSORED91311Q105    1455      74640 SH           DEFINED           02     74640          0         0
PLC                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNITED UTILS               SPONSORED91311Q105    4138     212200 SH           DEFINED           09    212200          0         0
PLC                        ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNITEDHEALTH GROUP         COM      91324P102    1772      27500 SH           DEFINED           01     27500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNITEDHEALTH GROUP         COM      91324P102   15401     239000 SH           DEFINED           02    239000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNITEDHEALTH GROUP         COM      91324P102   86324    1339600 SH           DEFINED           09   1339600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNITEDHEALTH GROUP         COM      91324P102    2036      31600 SH           DEFINED           21     31600          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNITRIN                    COM      913275103     539      12570 SH           DEFINED           02     12570          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL CORP             COM      913456109    5377     105800 SH           DEFINED           09    105800          0         0
VA
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL CORP VA COM      COMMON   913456109    1468     28,890 SH           DEFINED           01    28,890          0         0
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL TECHNICAL INST   COM      913915104    7678     191700 SH           DEFINED           09    191700          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UNIVISION COMMUNICATIONS   CL       914906102    1027      36400 SH           DEFINED           21     36400          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UPM KYMMENE                SPONSORED915436109     892      48260 SH           DEFINED           02     48260          0         0
CORP                       ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UPM-KYMMENE CORP ADR       COMMON   915436109   7,808    422,495 SH           DEFINED           01   406,652        719    15,124
SPONSORED
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
URBAN OUTFITTERS           COM      917047102    6733     140100 SH           DEFINED           09    140100          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
US BANCORP                 COM      902973304    4762     172248 SH           DEFINED           01    172248          0         0
DEL                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
US BANCORP                 COM      902973304   49284    1782440 SH           DEFINED           02   1782440          0         0
DEL                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
US BANCORP                 COM      902973304   47541    1719400 SH           DEFINED           09   1719400          0         0
DEL                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
US BANCORP                 COM      902973304    2551      99900 SH           DEFINED           21     99900          0         0
DEL                        NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UST                        COM      902911106   11969     331566 SH           DEFINED           01    321618        534      9414
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UST                        COM      902911106   17888     495500 SH           DEFINED           02    495500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UST                        COM      902911106   11769     326000 SH           DEFINED           09    326000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UTI WORLDWIDE              ORD      G87210103   17455     390584 SH           DEFINED           09    390584          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UTSTARCOM                  COM      918076100   32901    1144000 SH           DEFINED           09   1144000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
UTSTARCOM                  COM      918076100     308      13000 SH           DEFINED           21     13000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VALUECLICK                 COM      92046N102    1948     180328 SH           DEFINED           09    180328          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VARIAN MED SYS             COM      92220P105    8674     100500 SH           DEFINED           09    100500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VASTERA                    COM      92239N109     583     150300 SH           DEFINED           09    150300          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VCA ANTECH                 COM      918194101   44524    1249630 SH           DEFINED           09   1249630          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VERITAS SOFTWARE           COM      923436109      70       2600 SH           DEFINED           01      2600          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VERITAS SOFTWARE           COM      923436109   11507     427600 SH           DEFINED           09    427600          0         0
CO
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VERIZON                    COM      92343V104    6710     183643 SH           DEFINED           01    183603          0        40
COMMUNICATIONS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VERIZON                    COM      92343V104   49818    1363392 SH           DEFINED           02   1363392          0         0
COMMUNICATIONS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VERIZON                    COM      92343V104  110655    3028333 SH           DEFINED           09   3028333          0         0
COMMUNICATIONS
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VERTEX PHARMACEUTICALS     COM      92532F100     721      76500 SH           DEFINED           09     76500          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VIACOM                     CL       925524100     214       5400 SH           DEFINED           01      5400          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VIACOM                     CL       925524100    8019     202800 SH           DEFINED           09    202800          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VIACOM                     CL       925524100     878      22200 SH           DEFINED           21     22200          0         0
INC                        A
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VIACOM                     CL       925524308    6079     155030 SH           DEFINED           01    154997          0        33
INC                        B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VIACOM                     CL       925524308   42211    1076548 SH           DEFINED           02   1076548          0         0
INC                        B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VIACOM                     CL       925524308  103020    2627387 SH           DEFINED           09   2627387          0         0
INC                        B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VIACOM                     CL       925524308   10252     280950 SH           DEFINED           21    280950          0         0
INC                        B
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VICAL                      COM      925602104    7625    1250000 SH           DEFINED           09   1250000          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VICOR                      COM      925815102    1496     121888 SH           DEFINED           09    121888          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VICURON PHARMACEUTICALS    COM      926471103    1112      48900 SH           DEFINED           09     48900          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VISUAL NETWORKS            COM      928444108    4106    1233050 SH           DEFINED           09   1233050          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VISX INC                   COM      92844S105    9799     502010 SH           DEFINED           09    502010          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VITESSE SEMICONDUCTOR      COM      928497106     557      78592 SH           DEFINED           09     78592          0         0
CORP
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
VOTORANTIM CELULOSE E      SPONSORED92906P106    3347      96200 SH           DEFINED           21     96200          0         0
PAPEL                      ADR
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP 2ND          COM      929903102    8564     182211 SH           DEFINED           01    182181          0        30
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP 2ND          COM      929903102   60423    1285600 SH           DEFINED           02   1285600          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP 2ND          COM      929903102   73334    1560300 SH           DEFINED           09   1560300          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP 2ND          COM      929903102     683      17100 SH           DEFINED           21     17100          0         0
NEW
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
WAL MART STORES            COM      931142103    4160      69689 SH           DEFINED           01     69624          0        65
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
WAL MART STORES            COM      931142103    7175     120200 SH           DEFINED           02    120200          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
WAL MART STORES            COM      931142103  121683    2038590 SH           DEFINED           09   2038590          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
WAL MART STORES            COM      931142103    6001     104800 SH           DEFINED           21    104800          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUT             COM      939322103    5057     118385 SH           DEFINED           01    118385          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUT             COM      939322103   37933     888160 SH           DEFINED           02    888160          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUT             COM      939322103   31911     747145 SH           DEFINED           09    747145          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUT             COM      939322103    4758     111400 SH           DEFINED           21    111400          0         0
INC
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
WASTE MGMT INC             COM      94106L109    5331     176629 SH           DEFINED           01    176590          0        39
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
WASTE MGMT INC             COM      94106L109   38952    1290640 SH           DEFINED           02   1290640          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
WASTE MGMT INC             COM      94106L109   56021    1856218 SH           DEFINED           09   1856218          0         0
DEL
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
WASTE MGMT INC             COM      94106L109    1447      56500 SH           DEFINED           21     56500          0         0
DEL
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WATSON PHARMACEUTICALS     COM      942683103    6650     155400 SH           DEFINED           09    155400          0         0
INC
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WELLCHOICE                 COM      949475107   10116     274140 SH           DEFINED           09    274140          0         0
INC
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WELLPOINT HEALTH NETWORK   COM      94973H108     102        900 SH           DEFINED           01       900          0         0
NEW
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WELLPOINT HEALTH NETWORK   COM      94973H108    1706      15000 SH           DEFINED           21     15000          0         0
NEW
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WELLS FARGO & CO           COM      949746101    8130     143458 SH           DEFINED           01    143417          0        41
NEW
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WELLS FARGO & CO           COM      949746101   55648     981960 SH           DEFINED           02    981960          0         0
NEW
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WELLS FARGO & CO           COM      949746101   87702    1547600 SH           DEFINED           09   1547600          0         0
NEW
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WENDYS INTL                COM      950590109      98       2400 SH           DEFINED           01      2400          0         0
INC
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WENDYS INTL                COM      950590109    1424      35000 SH           DEFINED           21     35000          0         0
INC
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WESTERN DIGITAL            COM      958102105   13908    1238500 SH           DEFINED           09   1238500          0         0
CORP
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WESTERN WIRELESS           CL       95988E204     837      35800 SH           DEFINED           09     35800          0         0
CORP                       A
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W-H ENERGY SVCS            COM      92925E108     784      54200 SH           DEFINED           09     54200          0         0
INC
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WHIRLPOOL                  COM      963320106     193       2800 SH           DEFINED           01      2800          0         0
CORP
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WHIRLPOOL                  COM      963320106    3099      45000 SH           DEFINED           21     45000          0         0
CORP
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WHOLE FOODS MKT            COM      966837106   22785     304000 SH           DEFINED           09    304000          0         0
INC
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WILLIAMS SONOMA            COM      969904101   20602     602400 SH           DEFINED           09    602400          0         0
INC
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WILLIS GROUP HOLDINGS      SHS      G96655108  106239    2855900 SH           DEFINED           09   2855900          0         0
LTD
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WINNEBAGO INDS             COM      974637100   70541    2263100 SH           DEFINED           09   2263100          0         0
INC
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WIRELESS FACILITIES        COM      97653A103     316      35300 SH           DEFINED           21     35300          0         0
INC
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WYETH                      COM      983024100    1643      43737 SH           DEFINED           01     43689          0        48
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WYETH                      COM      983024100    2227      59310 SH           DEFINED           02     59310          0         0
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WYETH                      COM      983024100   30850     821576 SH           DEFINED           09    821576          0         0
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WYETH                      COM      983024100    2334      73000 SH           DEFINED           21     73000          0         0
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XCYTE THERAPIES            COM      98389F309    3745     500000 SH           DEFINED           09    500000          0         0
INC
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XEROX                      COM      984121103    1090      74800 SH           DEFINED           09     74800          0         0
CORP
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XICOR                      COM      984903104   31994    2102100 SH           DEFINED           09   2102100          0         0
INC
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YAHOO                      COM      984332106    8241     169600 SH           DEFINED           09    169600          0         0
INC
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YUM BRANDS                 COM      988498101    6656     175200 SH           DEFINED           09    175200          0         0
INC
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ZIMMER HLDGS               COM      98956P102    9835     133300 SH           DEFINED           09    133300          0         0
INC
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ZIONS                      COM      989701107    3238      56600 SH           DEFINED           09     56600          0         0
BANCORPORATION
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ZOLL MED                   COM      989922109     264       6600 SH           DEFINED           09      6600          0         0
CORP
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