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

                                    FORM 13F

                              FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: December 31, 2009

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

Institutional Investment Manager Filing this Report:

Name:          Invesco Ltd.
Address:       Two Peachtree Pointe
               1555 Peachtree Street, N.E., Suite 1800
               Atlanta, GA 30309

Form 13F File Number 028-11246

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 Brinkley
Title:     Global Assurance Officer
Phone:     404-479-2926

Signature, Place, and Date of Signing:

/s/  Lisa Brinkley        Atlanta, GA          02/10/2010
[Signature]               [City,  State]          [Date]

Report Type (Check only one):

[x] 13F HOLDINGS REPORT (Check here if all holdings of this reporting manager
are reported in this report)

[ ] 13F NOTICE (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s))

[ ] 13F COMBINATION REPORT (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s))

List of Other Managers Reporting for this Manager:

N/A



                             FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:     21

Form 13F Information Table Entry Total:      15,222
Form 13F Information Table Value Total:     $107,900,083 (thousands)

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.     Form 13F File Number     Name

A     028-11246          Invesco Ltd.
1     028-11484          Invesco Aim Advisors, Inc.
2     028-11293          Invesco Aim Capital Management, Inc.
3     028-6137           Invesco Trimark Limited
4     028-12393          Invesco Aim Private Asset Management, Inc.
5     028-12270          Invesco National Trust Company
6                        Invesco Hong Kong Limited
7                        Invesco Asset Management Deutschland GmbH
8     028-05683          Invesco Asset Management Limited
9                        Invesco Asset Management, S.A.
10                       Invesco Asset Management Oesterreich GmbH
11     028-05685         Invesco Global Asset Management (N.A.), Inc.
12                       Invesco GT Management Company S.A.
13                       Invesco Management S.A.
14     028-00255         Invesco Institutional (N.A.), Inc.
15                       Invesco Taiwan Limited
16                       Invesco Asset Management Japan Limited
17                       Invesco Asset Management Ireland Limited
18                       Invesco Kapitalanlagegesellschaft mbH
19     028-06467         Stein Roe Investment Counsel, Inc.
20     028-11936         Invesco PowerShares Capital Management LLC
21                       Invesco PowerShares Capital Management Ireland Ltd







SECURITY                         TITLE OF     CUSIP     MARKET      PAR    SH/  Put/  INVESTMENT  OTHER   VOTING   VOTING   VOTING
DESCRIPTION                        CLASS                 VALUE     VALUE   PRN  Call  DISCRETION  MGRS     SOLE    SHARED    NONE
                                                    (in thousands)
                                                                                          
1-800-FLOWERS.COM INC-CL A        COMMON    68243Q106     108      43013   SH          DEFINED     20     43013       0        0
1ST SOURCE CORP                   COMMON    336901103     638      41900   SH          DEFINED     14     27600       0      14300
1ST SOURCE CORP                   COMMON    336901103     50       3285    SH          DEFINED     20      3285       0        0
1ST SOURCE CORP                   COMMON    336901103     79       5200    SH          DEFINED    5,14     5200       0        0
3COM CORP                         COMMON    885535104      4        500    SH          DEFINED     19       0         0       500
3COM CORP                         COMMON    885535104     298      39538   SH          DEFINED     20     39538       0        0
3D SYSTEMS CORPORATION            COMMON    88554D205      2        174    SH          DEFINED     20      174        0        0
3M CO                             COMMON    88579Y101   116898    1416949  SH          DEFINED      1    1416949      0        0
3M CO                             COMMON    88579Y101    1172      14200   SH          DEFINED    1,14    14200       0        0
3M CO                             COMMON    88579Y101     305      3700    SH          DEFINED     10      3700       0        0
3M CO                             COMMON    88579Y101     941      11400   SH          DEFINED    10,14   11400       0        0
3M CO                             COMMON    88579Y101    35438    429555   SH          DEFINED     11     98627       0     330928
3M CO                             COMMON    88579Y101    41096    498135   SH          DEFINED     14     371785      0     111850
3M CO                             COMMON    88579Y101     759      9200    SH          DEFINED    14,13     0         0      9200
3M CO                             COMMON    88579Y101    6113      74100   SH          DEFINED    14,7      0         0      74100
3M CO                             COMMON    88579Y101     40        484    SH          DEFINED    16,11    484        0        0
3M CO                             COMMON    88579Y101    4970      60246   SH          DEFINED    16,14   50931       0      9315
3M CO                             COMMON    88579Y101     231      2800    SH          DEFINED    17,14     0         0        0
3M CO                             COMMON    88579Y101     116      1400    SH          DEFINED     18      1400       0        0
3M CO                             COMMON    88579Y101    5204      63082   SH          DEFINED     19      8125       0      54957
3M CO                             COMMON    88579Y101    23696    287229   SH          DEFINED     20     287229      0        0
3M CO                             COMMON    88579Y101     647      7846    SH          DEFINED     21      7846       0        0
3M CO                             COMMON    88579Y101     744      9023    SH          DEFINED      3      9023       0        0
3M CO                             COMMON    88579Y101      9        105    SH          DEFINED      4      105        0        0
3M CO                             COMMON    88579Y101    2323      28155   SH          DEFINED      5     23253       0      4902
3M CO                             COMMON    88579Y101    1691      20500   SH          DEFINED    5,14    20500       0        0
3M CO                             COMMON    88579Y101    1160      14066   SH          DEFINED      6     14066       0        0
3M CO                             COMMON    88579Y101    1640      19874   SH          DEFINED      7     19874       0        0
3M CO                             COMMON    88579Y101    3893      47186   SH          DEFINED      8     47186       0        0
3M CO                             COMMON    88579Y101    4224      51200   SH          DEFINED    8,14    51200       0        0
3M CO                             COMMON    88579Y101     355      4300    SH          DEFINED    9,14      0         0      4300
3M COMPANY CVT(MMM) 0.0 11-21-    CONVERT   88579YAB7      4       4000    SH          DEFINED     19       0         0      4000
3PAR INC                          COMMON    88580F109    1127      86900   SH          DEFINED      3     86900       0        0
3SBIO INC-ADR                     COMMON    88575Y105     617      45092   SH          DEFINED     20     45092       0        0
4KIDS ENTERTAINMENT INC           COMMON    350865101     29       18025   SH          DEFINED     20     18025       0        0
51JOB INC-ADR                     COMMON    316827104    1048      58928   SH          DEFINED     20     58928       0        0
99 CENTS ONLY STORES              COMMON    65440K106     106      7906    SH          DEFINED     20      7906       0        0
A123 SYSTEM INC AONE              COMMON    03739T108    25456    1136949  SH          DEFINED     20    1136949      0        0
A123 SYSTEM INC AONE              COMMON    03739T108     146      6511    SH          DEFINED     21      6511       0        0
A123 SYSTEM INC AONE              COMMON    03739T108     163      7270    SH          DEFINED      5      7270       0        0
AAON INC                          COMMON    000360206     285      14700   SH          DEFINED     14      2900       0      11800
AAON INC                          COMMON    000360206     118      6095    SH          DEFINED     20      6095       0        0
AAON INC                          COMMON    000360206     218      11250   SH          DEFINED      5     11250       0        0
AAON INC                          COMMON    000360206     25       1300    SH          DEFINED    5,14     1300       0        0
AAON INC                          COMMON    000360206     62       3200    SH          DEFINED      8      3200       0        0
AAON INC                          COMMON    000360206     17        900    SH          DEFINED    8,17     900        0        0
AAR CORP                          COMMON    000361105    7844     323727   SH          DEFINED      1     323727      0        0
AAR CORP                          COMMON    000361105    3545     146311   SH          DEFINED      2     61988       0      84323
AAR CORP                          COMMON    000361105    2039      84150   SH          DEFINED     20     84150       0        0
AARON'S INC                       COMMON    002535201     177      6351    SH          DEFINED     20      6351       0        0
AARON'S INC                       COMMON    002535201     40       1441    SH          DEFINED      5      1441       0        0
AARON'S INC-CL A                  COMMON    002535300     115      5130    SH          DEFINED      5      5130       0        0
ABAXIS INC                        COMMON    002567105      4        169    SH          DEFINED     20      169        0        0
ABB LTD-SPON ADR                  COMMON    000375204    2601     131550   SH          DEFINED     19     19230       0     112320
ABB LTD-SPON ADR                  COMMON    000375204    1682      85075   SH          DEFINED     20     85075       0        0
ABB LTD-SPON ADR                  COMMON    000375204    29343    1484200  SH          DEFINED      3    1484200      0        0
ABB LTD-SPON ADR                  COMMON    000375204     25       1289    SH          DEFINED      4      1289       0        0
ABB LTD-SPON ADR                  COMMON    000375204    3742     189262   SH          DEFINED      5     159289      0      29973
ABBOTT LABORATORIES               COMMON    002824100   121358    2246541  SH          DEFINED      1    2246541      0        0
ABBOTT LABORATORIES               COMMON    002824100     319      5900    SH          DEFINED    10,14    5900       0        0
ABBOTT LABORATORIES               COMMON    002824100      2        30     SH          DEFINED     11       30        0        0
ABBOTT LABORATORIES               COMMON    002824100     124      2300    SH          DEFINED     13      2300       0        0
ABBOTT LABORATORIES               COMMON    002824100    12721    235495   SH          DEFINED     14     186805      0      11190
ABBOTT LABORATORIES               COMMON    002824100    4662      86300   SH          DEFINED    14,7      0         0      86300
ABBOTT LABORATORIES               COMMON    002824100     513      9500    SH          DEFINED     15      9500       0        0
ABBOTT LABORATORIES               COMMON    002824100    6575     121715   SH          DEFINED    17,1      0         0     121715
ABBOTT LABORATORIES               COMMON    002824100     216      4000    SH          DEFINED    17,14     0         0        0
ABBOTT LABORATORIES               COMMON    002824100    1208      22360   SH          DEFINED     18     22360       0        0
ABBOTT LABORATORIES               COMMON    002824100    45127    835377   SH          DEFINED     19     90203       0     745174
ABBOTT LABORATORIES               COMMON    002824100    8612     159417   SH          DEFINED      2     159417      0        0
ABBOTT LABORATORIES               COMMON    002824100    8365     154842   SH          DEFINED     20     154842      0        0
ABBOTT LABORATORIES               COMMON    002824100      9        170    SH          DEFINED    20,14    170        0        0
ABBOTT LABORATORIES               COMMON    002824100     67       1238    SH          DEFINED     21      1238       0        0
ABBOTT LABORATORIES               COMMON    002824100     735      13600   SH          DEFINED      3     13600       0        0
ABBOTT LABORATORIES               COMMON    002824100    22123    409526   SH          DEFINED      5     360110      0      49416
ABBOTT LABORATORIES               COMMON    002824100    1611      29820   SH          DEFINED      7     29820       0        0
ABBOTT LABORATORIES               COMMON    002824100    9589     177510   SH          DEFINED      8     177510      0        0
ABBOTT LABORATORIES               COMMON    002824100    1469      27200   SH          DEFINED    8,14    27200       0        0
ABBOTT LABORATORIES               COMMON    002824100     138      2562    SH          DEFINED     8,2     2562       0        0
ABERCROMBIE & FITCH CO CL A       COMMON    002896207    11435    322486   SH          DEFINED      1     322486      0        0
ABERCROMBIE & FITCH CO CL A       COMMON    002896207     584      16482   SH          DEFINED    13,2      0         0      16482
ABERCROMBIE & FITCH CO CL A       COMMON    002896207     187      5265    SH          DEFINED     20      5265       0        0
ABERCROMBIE & FITCH CO CL A       COMMON    002896207      8        225    SH          DEFINED     21      225        0        0
ABERCROMBIE & FITCH CO CL A       COMMON    002896207      3        88     SH          DEFINED      5       0         0       88
ABINGTON BANCORP INC              COMMON    00350L109     103      15410   SH          DEFINED     20     15410       0        0
ABIOMED INC                       COMMON    003654100      2        288    SH          DEFINED     20      288        0        0
ABM INDUSTRIES INC                COMMON    000957100    8302     395889   SH          DEFINED      1     395889      0        0
ABM INDUSTRIES INC                COMMON    000957100     21       1000    SH          DEFINED     19       0         0      1000
ABM INDUSTRIES INC                COMMON    000957100    3766     179578   SH          DEFINED      2     76169       0     103409
ABM INDUSTRIES INC                COMMON    000957100     328      15652   SH          DEFINED     20     15652       0        0
ABM INDUSTRIES INC                COMMON    000957100      9        440    SH          DEFINED      5      440        0        0
ABOVENET INC                      COMMON    00374N107     859      12909   SH          DEFINED     20     12909       0        0
ABRAXIS BIOSCIENCE INC            COMMON    00383Y102    1799      43361   SH          DEFINED     20     43361       0        0
AC MOORE ARTS & CRAFTS INC        COMMON    00086T103     132      37508   SH          DEFINED     20     37508       0        0
ACACIA RESEARCH - ACACIA TEC      COMMON    003881307      2        245    SH          DEFINED     20      245        0        0
ACADIA REALTY TRUST               COMMON    004239109    1538      91242   SH          DEFINED    1,11      0         0      91242
ACADIA REALTY TRUST               COMMON    004239109    16235    962936   SH          DEFINED    1,14    962936      0        0
ACADIA REALTY TRUST               COMMON    004239109     38       2265    SH          DEFINED     11      2265       0        0
ACADIA REALTY TRUST               COMMON    004239109    35078    2080557  SH          DEFINED     14    1031830      0     950568
ACADIA REALTY TRUST               COMMON    004239109     704      41785   SH          DEFINED    16,14   41785       0        0
ACADIA REALTY TRUST               COMMON    004239109    1374      81474   SH          DEFINED    2,14    81474       0        0
ACADIA REALTY TRUST               COMMON    004239109     77       4562    SH          DEFINED     20      4562       0        0
ACADIA REALTY TRUST               COMMON    004239109     40       2400    SH          DEFINED    20,14    2400       0        0
ACADIA REALTY TRUST               COMMON    004239109     106      6300    SH          DEFINED    3,14     6300       0        0
ACADIA REALTY TRUST               COMMON    004239109    2852     169143   SH          DEFINED    5,14    169143      0        0
ACADIA REALTY TRUST               COMMON    004239109     38       2265    SH          DEFINED    6,14     2265       0        0
ACADIA REALTY TRUST               COMMON    004239109     853      50579   SH          DEFINED    8,14      0       50579      0
ACCELRYS INC                      COMMON    00430U103    2822     489138   SH          DEFINED     20     489138      0        0
ACCENTURE PLC - CL A              COMMON    G1151C101    35695    843246   SH          DEFINED      1     843246      0        0
ACCENTURE PLC - CL A              COMMON    G1151C101     519      12263   SH          DEFINED     1,3    12263       0        0
ACCENTURE PLC - CL A              COMMON    G1151C101      1        14     SH          DEFINED     11       14        0        0
ACCENTURE PLC - CL A              COMMON    G1151C101     244      5760    SH          DEFINED     14      5760       0        0
ACCENTURE PLC - CL A              COMMON    G1151C101    1883      44482   SH          DEFINED    16,3    44482       0        0
ACCENTURE PLC - CL A              COMMON    G1151C101    1290      30475   SH          DEFINED    17,3    30475       0        0
ACCENTURE PLC - CL A              COMMON    G1151C101    30378    717638   SH          DEFINED     19     82799       0     634839
ACCENTURE PLC - CL A              COMMON    G1151C101    18526    437656   SH          DEFINED      2     437656      0        0
ACCENTURE PLC - CL A              COMMON    G1151C101     506      11957   SH          DEFINED     20     11957       0        0
ACCENTURE PLC - CL A              COMMON    G1151C101     34        805    SH          DEFINED     21      805        0        0
ACCENTURE PLC - CL A              COMMON    G1151C101   219884    5194528  SH          DEFINED      3    5194528      0        0
ACCENTURE PLC - CL A              COMMON    G1151C101     45       1060    SH          DEFINED      4      1060       0        0
ACCENTURE PLC - CL A              COMMON    G1151C101    13652    322512   SH          DEFINED      5     286905      0      35607
ACCENTURE PLC - CL A              COMMON    G1151C101     392      9250    SH          DEFINED      7      9250       0        0
ACCENTURE PLC - CL A              COMMON    G1151C101    31063    733818   SH          DEFINED      8     669327    64491      0
ACCO BRANDS CORP                  COMMON    00081T108    1930     251289   SH          DEFINED     20     251289      0        0
ACCURAY INC                       COMMON    004397105      0        35     SH          DEFINED     19       0         0       35
ACCURAY INC                       COMMON    004397105      3        443    SH          DEFINED     20      443        0        0
ACE LTD                           COMMON    H0023R105    42022    872554   SH          DEFINED      1     872554      0        0
ACE LTD                           COMMON    H0023R105     486      10100   SH          DEFINED    1,14    10100       0        0
ACE LTD                           COMMON    H0023R105     144      3000    SH          DEFINED    10,14    3000       0        0
ACE LTD                           COMMON    H0023R105    22249    461986   SH          DEFINED     11     107250      0     354736
ACE LTD                           COMMON    H0023R105     499      10366   SH          DEFINED     14     10366       0        0
ACE LTD                           COMMON    H0023R105     29        601    SH          DEFINED    16,11    601        0        0
ACE LTD                           COMMON    H0023R105    2955      61364   SH          DEFINED    16,14   51126       0      10238
ACE LTD                           COMMON    H0023R105      2        40     SH          DEFINED     19       15        0       25
ACE LTD                           COMMON    H0023R105    1687      35021   SH          DEFINED      2     35021       0        0
ACE LTD                           COMMON    H0023R105    9228     191608   SH          DEFINED     20     191608      0        0
ACE LTD                           COMMON    H0023R105    6595     136947   SH          DEFINED      3     136947      0        0
ACE LTD                           COMMON    H0023R105     186      3858    SH          DEFINED      5      3639       0       219
ACE LTD                           COMMON    H0023R105     231      4792    SH          DEFINED      7      4792       0        0
ACE LTD                           COMMON    H0023R105    7812     162213   SH          DEFINED      8     162213      0        0
ACE LTD                           COMMON    H0023R105     896      18600   SH          DEFINED    8,14    18600       0        0
ACE LTD                           COMMON    H0023R105     112      2330    SH          DEFINED     8,2     2330       0        0
ACERGY SA-SPON ADR                COMMON    00443E104     21       1376    SH          DEFINED     20      1376       0        0
ACETO CORP                        COMMON    004446100     22       4145    SH          DEFINED     20      4145       0        0
ACI WORLDWIDE INC                 COMMON    004498101     780      45600   SH          DEFINED     14      8800       0      36800
ACI WORLDWIDE INC                 COMMON    004498101     101      5913    SH          DEFINED     20      5913       0        0
ACI WORLDWIDE INC                 COMMON    004498101      5        321    SH          DEFINED     21      321        0        0
ACI WORLDWIDE INC                 COMMON    004498101     84       4900    SH          DEFINED    5,14     4900       0        0
ACI WORLDWIDE INC                 COMMON    004498101     67       3900    SH          DEFINED      8      3900       0        0
ACI WORLDWIDE INC                 COMMON    004498101     19       1100    SH          DEFINED    8,17     1100       0        0
ACME PACKET INC                   COMMON    004764106    2853     255154   SH          DEFINED     20     255154      0        0
ACME PACKET INC                   COMMON    004764106    2006     179400   SH          DEFINED      3     179400      0        0
ACORDA THERAPEUTICS INC           COMMON    00484M106    9378     360960   SH          DEFINED      1     360960      0        0
ACORDA THERAPEUTICS INC           COMMON    00484M106     36       1380    SH          DEFINED     19       0         0      1380
ACORDA THERAPEUTICS INC           COMMON    00484M106    8748     336705   SH          DEFINED      2     336705      0        0
ACORDA THERAPEUTICS INC           COMMON    00484M106     38       1463    SH          DEFINED     20      1463       0        0
ACORN INTERNATIONAL INC-ADR       COMMON    004854105     291      61460   SH          DEFINED     20     61460       0        0
ACTEL CORP                        COMMON    004934105     157      13201   SH          DEFINED     20     13201       0        0
ACTIONS SEMICONDUCTOR CO-ADR      COMMON    00507E107     388     160934   SH          DEFINED     20     160934      0        0
ACTIVISION BLIZZARD INC           COMMON    00507V109    1023      90400   SH          DEFINED     15     90400       0        0
ACTIVISION BLIZZARD INC           COMMON    00507V109     30       2608    SH          DEFINED     19       0         0      2608
ACTIVISION BLIZZARD INC           COMMON    00507V109   139344    1.2E+07  SH          DEFINED     20    12309539     0        0
ACTIVISION BLIZZARD INC           COMMON    00507V109    5221     461178   SH          DEFINED     21     461178      0        0
ACTIVISION BLIZZARD INC           COMMON    00507V109    2412     213050   SH          DEFINED      3     213050      0        0
ACTIVISION BLIZZARD INC           COMMON    00507V109     962      84956   SH          DEFINED      5       0         0      84956
ACTIVISION BLIZZARD INC           COMMON    00507V109     72       6322    SH          DEFINED      7      6322       0        0
ACTIVISION BLIZZARD INC           COMMON    00507V109    18045    1594058  SH          DEFINED      8    1594058      0        0
ACTUANT CORP CL A                 COMMON    00508X203    4616     243312   SH          DEFINED      1     243312      0        0
ACTUANT CORP CL A                 COMMON    00508X203     230      12139   SH          DEFINED     20     12139       0        0
ACTUANT CORP CL A                 COMMON    00508X203     107      5626    SH          DEFINED      5      5626       0        0
ACTUATE CORPORATION               COMMON    00508B102     582     126200   SH          DEFINED     14     40700       0      85500
ACTUATE CORPORATION               COMMON    00508B102      2        350    SH          DEFINED     20      350        0        0
ACTUATE CORPORATION               COMMON    00508B102     62       13500   SH          DEFINED    5,14    13500       0        0
ACTUATE CORPORATION               COMMON    00508B102     39       8400    SH          DEFINED      8      8400       0        0
ACTUATE CORPORATION               COMMON    00508B102     10       2200    SH          DEFINED    8,17     2200       0        0
ACUITY BRANDS INC                 COMMON    00508Y102     69       1886    SH          DEFINED     20      1886       0        0
ACUITY BRANDS INC                 COMMON    00508Y102      4        108    SH          DEFINED     21      108        0        0
ACUITY BRANDS INC                 COMMON    00508Y102     421      11582   SH          DEFINED      5     11582       0        0
ACXIOM CORP                       COMMON    005125109    6975     509100   SH          DEFINED     14     286600      0     201100
ACXIOM CORP                       COMMON    005125109     318      23242   SH          DEFINED     20     23242       0        0
ACXIOM CORP                       COMMON    005125109     404      29500   SH          DEFINED    5,14    29500       0        0
ACXIOM CORP                       COMMON    005125109    1021      74500   SH          DEFINED      8     74500       0        0
ACXIOM CORP                       COMMON    005125109     126      9200    SH          DEFINED    8,17     9200       0        0
ADAMS RESOURCES & ENERGY INC      COMMON    006351308     62       2828    SH          DEFINED     20      2828       0        0
ADAPTEC INC                       COMMON    00651F108     182      53704   SH          DEFINED     20     53704       0        0
ADC TELECOMMUNICATIONS INC        COMMON    000886309     345      51845   SH          DEFINED     20     51845       0        0
ADMINISTAFF INC                   COMMON    007094105     95       3950    SH          DEFINED     20      3950       0        0
ADOBE SYSTEMS INC                 COMMON    00724F101    61057    1619538  SH          DEFINED      1    1619538      0        0
ADOBE SYSTEMS INC                 COMMON    00724F101     543      14400   SH          DEFINED     14     11300       0      1600
ADOBE SYSTEMS INC                 COMMON    00724F101     313      8300    SH          DEFINED    14,7      0         0      8300
ADOBE SYSTEMS INC                 COMMON    00724F101    1697      45000   SH          DEFINED     15     45000       0        0
ADOBE SYSTEMS INC                 COMMON    00724F101     364      9646    SH          DEFINED    17,1     9646       0        0
ADOBE SYSTEMS INC                 COMMON    00724F101    2299      60971   SH          DEFINED     19     12400       0      48571
ADOBE SYSTEMS INC                 COMMON    00724F101    3057      81083   SH          DEFINED      2     31559       0      49524
ADOBE SYSTEMS INC                 COMMON    00724F101   215156    5707045  SH          DEFINED     20    5707045      0        0
ADOBE SYSTEMS INC                 COMMON    00724F101    7893     209356   SH          DEFINED     21     209356      0        0
ADOBE SYSTEMS INC                 COMMON    00724F101    6659     176643   SH          DEFINED      3     176643      0        0
ADOBE SYSTEMS INC                 COMMON    00724F101    1356      35966   SH          DEFINED      5     10130       0      25836
ADOBE SYSTEMS INC                 COMMON    00724F101     355      9426    SH          DEFINED      7      9426       0        0
ADOBE SYSTEMS INC                 COMMON    00724F101     593      15737   SH          DEFINED      8     15737       0        0
ADOBE SYSTEMS INC                 COMMON    00724F101     61       1627    SH          DEFINED     8,2     1627       0        0
ADTRAN INC                        COMMON    00738A106     922      40121   SH          DEFINED     20     40121       0        0
ADVANCE AMERICA CASH ADVANCE      COMMON    00739W107    2712     488700   SH          DEFINED     14     239300      0     249400
ADVANCE AMERICA CASH ADVANCE      COMMON    00739W107     589     106174   SH          DEFINED     20     106174      0        0
ADVANCE AMERICA CASH ADVANCE      COMMON    00739W107     259      46600   SH          DEFINED    5,14    46600       0        0
ADVANCE AMERICA CASH ADVANCE      COMMON    00739W107     431      77600   SH          DEFINED      8     77600       0        0
ADVANCE AMERICA CASH ADVANCE      COMMON    00739W107     123      22100   SH          DEFINED    8,17    22100       0        0
ADVANCE AUTO PARTS                COMMON    00751Y106    7191     179149   SH          DEFINED      1     179149      0        0
ADVANCE AUTO PARTS                COMMON    00751Y106      4        100    SH          DEFINED     13      100        0        0
ADVANCE AUTO PARTS                COMMON    00751Y106    2521      62800   SH          DEFINED     14     42000       0      2600
ADVANCE AUTO PARTS                COMMON    00751Y106     502      12500   SH          DEFINED    14,7      0         0      12500
ADVANCE AUTO PARTS                COMMON    00751Y106      4        100    SH          DEFINED    17,14     0         0       100
ADVANCE AUTO PARTS                COMMON    00751Y106    7668     191042   SH          DEFINED     19     27567       0     163475
ADVANCE AUTO PARTS                COMMON    00751Y106     123      3053    SH          DEFINED     20      3053       0        0
ADVANCE AUTO PARTS                COMMON    00751Y106      2        56     SH          DEFINED     21       56        0        0
ADVANCE AUTO PARTS                COMMON    00751Y106    10229    254830   SH          DEFINED      5     212962      0      41868
ADVANCE AUTO PARTS                COMMON    00751Y106     88       2194    SH          DEFINED      7      2194       0        0
ADVANCE AUTO PARTS                COMMON    00751Y106     490      12200   SH          DEFINED    8,14    12200       0        0
ADVANCED ANALOGIC TECHNOLOGI      COMMON    00752J108    8938     2352200  SH          DEFINED     1,3   2352200      0        0
ADVANCED ANALOGIC TECHNOLOGI      COMMON    00752J108     270      71000   SH          DEFINED    16,3    71000       0        0
ADVANCED ANALOGIC TECHNOLOGI      COMMON    00752J108     114      29947   SH          DEFINED     20     29947       0        0
ADVANCED ANALOGIC TECHNOLOGI      COMMON    00752J108    3903     1027000  SH          DEFINED      3    1027000      0        0
ADVANCED BATTERY TECHNOLOGIE      COMMON    00752H102    19679    4452179  SH          DEFINED     20    4452179      0        0
ADVANCED ENERGY INDUSTRIES        COMMON    007973100    12099    767688   SH          DEFINED      1     767688      0        0
ADVANCED ENERGY INDUSTRIES        COMMON    007973100    11784    747741   SH          DEFINED      2     747741      0        0
ADVANCED ENERGY INDUSTRIES        COMMON    007973100     108      6860    SH          DEFINED     20      6860       0        0
ADVANCED MICRO DEVICES            COMMON    007903107    1668     171785   SH          DEFINED     20     171785      0        0
ADVANCED MICRO DEVICES            COMMON    007903107     32       3339    SH          DEFINED     21      3339       0        0
ADVANCED MICRO DEVICES            COMMON    007903107     198      20384   SH          DEFINED      5     20000       0       384
ADVANCED SEMICONDUCTOR ADR        COMMON    00756M404    2143     483711   SH          DEFINED     20     483711      0        0
ADVANTAGE OIL & GAS LTD           COMMON    00765F101     51       10000   SH          DEFINED     19       0         0      10000
ADVANTAGE OIL & GAS LTD           COMMON    00765F101     930     131832   SH          DEFINED     11       0         0     131832
ADVANTEST CORP-ADR                COMMON    00762U200     84       3222    SH          DEFINED     20      3222       0        0
ADVENT SOFTWARE INC               COMMON    007974108     33        793    SH          DEFINED     20      793        0        0
ADVISORY BOARD CO/ THE            COMMON    00762W107     952      30075   SH          DEFINED     20     30075       0        0
AECOM TECHNOLOGY CORP             COMMON    00766T100    67756    2380750  SH          DEFINED     20    2380750      0        0
AECOM TECHNOLOGY CORP             COMMON    00766T100      6        202    SH          DEFINED     21      202        0        0
AECOM TECHNOLOGY CORP             COMMON    00766T100     143      5024    SH          DEFINED      5       24        0      5000
AEGON NV AMER REG SHR             COMMON    007924103     11       1598    SH          DEFINED     19       0         0      1598
AEGON NV AMER REG SHR             COMMON    007924103     280      40750   SH          DEFINED     20     40750       0        0
AEGON NV AMER REG SHR             COMMON    007924103     55       8036    SH          DEFINED      5      8036       0        0
AEP INDUSTRIES INC                COMMON    001031103     646      16200   SH          DEFINED     14      7700       0      8500
AEP INDUSTRIES INC                COMMON    001031103     226      5675    SH          DEFINED     20      5675       0        0
AEP INDUSTRIES INC                COMMON    001031103     64       1600    SH          DEFINED    5,14     1600       0        0
AEP INDUSTRIES INC                COMMON    001031103     100      2500    SH          DEFINED      8      2500       0        0
AEP INDUSTRIES INC                COMMON    001031103     28        700    SH          DEFINED    8,17     700        0        0
AERCAP HOLDINGS NV                COMMON    N00985106     485      50000   SH          DEFINED    8,17    50000       0        0
AERCAP HOLDINGS NV                COMMON    N00985106     243      25000   SH          DEFINED     8,7    25000       0        0
AEROPOSTALE INC                   COMMON    007865108    6843     200262   SH          DEFINED      1     200262      0        0
AEROPOSTALE INC                   COMMON    007865108     72       2109    SH          DEFINED     11      2109       0        0
AEROPOSTALE INC                   COMMON    007865108     485      14200   SH          DEFINED     13     14200       0        0
AEROPOSTALE INC                   COMMON    007865108    1271      37200   SH          DEFINED     18     37200       0        0
AEROPOSTALE INC                   COMMON    007865108     367      10731   SH          DEFINED      2     10731       0        0
AEROPOSTALE INC                   COMMON    007865108     152      4461    SH          DEFINED     20      4461       0        0
AEROPOSTALE INC                   COMMON    007865108     152      4438    SH          DEFINED      7      4438       0        0
AEROPOSTALE INC                   COMMON    007865108    20092    588008   SH          DEFINED      8     588008      0        0
AEROPOSTALE INC                   COMMON    007865108     24        713    SH          DEFINED     8,2     713        0        0
AEROPOSTALE INC                   COMMON    007865108     713      20878   SH          DEFINED      9     20878       0        0
AEROVIRONMENT INC                 COMMON    008073108    4404     151854   SH          DEFINED      1     151854      0        0
AEROVIRONMENT INC                 COMMON    008073108    2100      72408   SH          DEFINED      2     30194       0      42214
AEROVIRONMENT INC                 COMMON    008073108     442      15235   SH          DEFINED     20     15235       0        0
AES CORPORATION                   COMMON    00130H105      8        600    SH          DEFINED     13      600        0        0
AES CORPORATION                   COMMON    00130H105    1998     147680   SH          DEFINED     14     130980      0      7900
AES CORPORATION                   COMMON    00130H105     390      28800   SH          DEFINED    14,7      0         0      28800
AES CORPORATION                   COMMON    00130H105      8        600    SH          DEFINED    17,14     0         0       600
AES CORPORATION                   COMMON    00130H105     48       3550    SH          DEFINED     19       0         0      3550
AES CORPORATION                   COMMON    00130H105    12149    897966   SH          DEFINED     20     897966      0        0
AES CORPORATION                   COMMON    00130H105     758      55999   SH          DEFINED     21     55999       0        0
AES CORPORATION                   COMMON    00130H105     618      45658   SH          DEFINED      5       0         0      45658
AES CORPORATION                   COMMON    00130H105     124      9131    SH          DEFINED      7      9131       0        0
AES CORPORATION                   COMMON    00130H105     181      13400   SH          DEFINED    8,14    13400       0        0
AETNA US HEALTHCARE INC -NEW      COMMON    00817Y108   104398    3209295  SH          DEFINED      1    3209295      0        0
AETNA US HEALTHCARE INC -NEW      COMMON    00817Y108      1        21     SH          DEFINED     11       21        0        0
AETNA US HEALTHCARE INC -NEW      COMMON    00817Y108     341      10495   SH          DEFINED     14     10495       0        0
AETNA US HEALTHCARE INC -NEW      COMMON    00817Y108    2954      90794   SH          DEFINED    17,1      0         0      90794
AETNA US HEALTHCARE INC -NEW      COMMON    00817Y108    10566    324806   SH          DEFINED     19     42846       0     281960
AETNA US HEALTHCARE INC -NEW      COMMON    00817Y108     266      8179    SH          DEFINED      2      8179       0        0
AETNA US HEALTHCARE INC -NEW      COMMON    00817Y108    1006      30922   SH          DEFINED     20     30922       0        0
AETNA US HEALTHCARE INC -NEW      COMMON    00817Y108     41       1264    SH          DEFINED     21      1264       0        0
AETNA US HEALTHCARE INC -NEW      COMMON    00817Y108    1882      57849   SH          DEFINED      4     57849       0        0
AETNA US HEALTHCARE INC -NEW      COMMON    00817Y108    13253    407395   SH          DEFINED      5     349130      0      58265
AETNA US HEALTHCARE INC -NEW      COMMON    00817Y108     248      7610    SH          DEFINED      7      7610       0        0
AETNA US HEALTHCARE INC -NEW      COMMON    00817Y108     717      22030   SH          DEFINED      8     22030       0        0
AFC ENTERPRISES                   COMMON    00104Q107     510      62600   SH          DEFINED     14     11800       0      50800
AFC ENTERPRISES                   COMMON    00104Q107      6        701    SH          DEFINED     20      701        0        0
AFC ENTERPRISES                   COMMON    00104Q107     64       7800    SH          DEFINED    5,14     7800       0        0
AFFILIATED COMPUTER SVCS CL A     COMMON    008190100     272      4482    SH          DEFINED     20      4482       0        0
AFFILIATED COMPUTER SVCS CL A     COMMON    008190100     12        202    SH          DEFINED     21      202        0        0
AFFILIATED COMPUTER SVCS CL A     COMMON    008190100     16        270    SH          DEFINED      5      168        0       102
AFFILIATED MANAGERS GROUP         COMMON    008252108    50019    720427   SH          DEFINED      1     720427      0        0
AFFILIATED MANAGERS GROUP         COMMON    008252108     396      5700    SH          DEFINED     14      5000       0        0
AFFILIATED MANAGERS GROUP         COMMON    008252108    15815    227785   SH          DEFINED      2     174777      0      53008
AFFILIATED MANAGERS GROUP         COMMON    008252108     102      1469    SH          DEFINED     20      1469       0        0
AFFILIATED MANAGERS GROUP         COMMON    008252108      6        83     SH          DEFINED     21       83        0        0
AFFIRMATIVE INSURANCE HOLDINGS    COMMON    008272106     61       14928   SH          DEFINED     20     14928       0        0
AFFLIATED MANAGERS GRP 3.95 CV    CONVERT   008252AL2    26268    2.7E+07  SH          DEFINED     14       0         0     2.2E+07
AFFYMAX INC                       COMMON    00826A109    5754     229147   SH          DEFINED     20     229147      0        0
AFFYMETRIX INC                    COMMON    00826T108    4144     696400   SH          DEFINED     14     430100      0     197600
AFFYMETRIX INC                    COMMON    00826T108    6200     1042091  SH          DEFINED     20    1042091      0        0
AFFYMETRIX INC                    COMMON    00826T108     123      20700   SH          DEFINED    5,14    20700       0        0
AFLAC INC                         COMMON    001055102    27104    553705   SH          DEFINED      1     553705      0        0
AFLAC INC                         COMMON    001055102    2149      43900   SH          DEFINED    1,14    43900       0        0
AFLAC INC                         COMMON    001055102    1082      22100   SH          DEFINED     1,8    22100       0        0
AFLAC INC                         COMMON    001055102    22069    450839   SH          DEFINED     11     109005      0     341834
AFLAC INC                         COMMON    001055102    2270      46382   SH          DEFINED     14     39882       0      3700
AFLAC INC                         COMMON    001055102     999      20400   SH          DEFINED    14,7      0         0      20400
AFLAC INC                         COMMON    001055102     27        543    SH          DEFINED    16,11    543        0        0
AFLAC INC                         COMMON    001055102    2958      60428   SH          DEFINED    16,14   50548       0      9880
AFLAC INC                         COMMON    001055102    2530      51681   SH          DEFINED     19      5643       0      46038
AFLAC INC                         COMMON    001055102    2336      47720   SH          DEFINED      2      5970       0      41750
AFLAC INC                         COMMON    001055102    10866    221974   SH          DEFINED     20     221974      0        0
AFLAC INC                         COMMON    001055102     60       1216    SH          DEFINED    20,14    1216       0        0
AFLAC INC                         COMMON    001055102     494      10101   SH          DEFINED     21     10101       0        0
AFLAC INC                         COMMON    001055102     129      2635    SH          DEFINED      3      2635       0        0
AFLAC INC                         COMMON    001055102    4721      96436   SH          DEFINED      5     79160       0      17276
AFLAC INC                         COMMON    001055102    1084      22135   SH          DEFINED      7     22135       0        0
AFLAC INC                         COMMON    001055102    6638     135600   SH          DEFINED      8     135600      0        0
AFLAC INC                         COMMON    001055102    1175      24000   SH          DEFINED    8,14    24000       0        0
AFLAC INC                         COMMON    001055102     788      16100   SH          DEFINED      9     16100       0        0
AGCO CORP                         COMMON    001084102     212      6408    SH          DEFINED     20      6408       0        0
AGCO CORP                         COMMON    001084102     13        383    SH          DEFINED     21      383        0        0
AGCO CORP                         COMMON    001084102      7        200    SH          DEFINED      5      200        0        0
AGFEED INDUSTRIES INC             COMMON    00846L101     488      91823   SH          DEFINED     20     91823       0        0
AGILENT TECHNOLOGIES INC          COMMON    00846U101   193072    6236177  SH          DEFINED      1    6236177      0        0
AGILENT TECHNOLOGIES INC          COMMON    00846U101     345      11134   SH          DEFINED     19      1734       0      9400
AGILENT TECHNOLOGIES INC          COMMON    00846U101     467      15095   SH          DEFINED     20     15095       0        0
AGILENT TECHNOLOGIES INC          COMMON    00846U101     18        583    SH          DEFINED     21      583        0        0
AGILENT TECHNOLOGIES INC          COMMON    00846U101     11        358    SH          DEFINED      4      358        0        0
AGILENT TECHNOLOGIES INC          COMMON    00846U101     332      10738   SH          DEFINED      5       0         0      10738
AGILENT TECHNOLOGIES INC          COMMON    00846U101     252      8144    SH          DEFINED      7      8144       0        0
AGILYSYS INC                      COMMON    00847J105    2143     219100   SH          DEFINED     14     111600      0     107500
AGILYSYS INC                      COMMON    00847J105     46       4700    SH          DEFINED     19      4700       0        0
AGILYSYS INC                      COMMON    00847J105     164      16724   SH          DEFINED     20     16724       0        0
AGILYSYS INC                      COMMON    00847J105     215      22000   SH          DEFINED    5,14    22000       0        0
AGILYSYS INC                      COMMON    00847J105     98       10000   SH          DEFINED      8     10000       0        0
AGILYSYS INC                      COMMON    00847J105     27       2800    SH          DEFINED    8,17     2800       0        0
AGL RESOURCES INC                 COMMON    001204106    10125    279147   SH          DEFINED      1     279147      0        0
AGL RESOURCES INC                 COMMON    001204106    1271      35053   SH          DEFINED     20     35053       0        0
AGL RESOURCES INC                 COMMON    001204106      6        175    SH          DEFINED     21      175        0        0
AGL RESOURCES INC                 COMMON    001204106     85       2355    SH          DEFINED      5      600        0      1755
AGNICO-EAGLE MINES                COMMON    008474108    1302      23180   SH          DEFINED     20     23180       0        0
AGNICO-EAGLE MINES                COMMON    008474108     182      3232    SH          DEFINED      7      3232       0        0
AGNICO-EAGLE MINES LTD            COMMON    008474108    17924    315000   SH          DEFINED      1     315000      0        0
AGNICO-EAGLE MINES LTD            COMMON    008474108     401      7050    SH          DEFINED     19      1500       0      5550
AGNICO-EAGLE MINES LTD            COMMON    008474108     40        700    SH          DEFINED      5       0         0       700
AGREE REALTY CORP                 COMMON    008492100    1452      61600   SH          DEFINED     14     41800       0      19800
AGREE REALTY CORP                 COMMON    008492100     51       2148    SH          DEFINED     20      2148       0        0
AGREE REALTY CORP                 COMMON    008492100     12        491    SH          DEFINED    20,14    491        0        0
AGREE REALTY CORP                 COMMON    008492100     160      6800    SH          DEFINED    5,14     6800       0        0
AGREE REALTY CORP                 COMMON    008492100     104      4400    SH          DEFINED      8      4400       0        0
AGREE REALTY CORP                 COMMON    008492100     31       1300    SH          DEFINED    8,17     1300       0        0
AGRIA CORP - ADR                  COMMON    00850H103     414     132116   SH          DEFINED     20     132116      0        0
AGRIUM INC                        COMMON    008916108    6231      96664   SH          DEFINED    1,11    96664       0        0
AGRIUM INC                        COMMON    008916108   135120    2118862  SH          DEFINED     11    1414661      0     704201
AGRIUM INC                        COMMON    008916108    4338      67557   SH          DEFINED     14     13601       0      53956
AGRIUM INC                        COMMON    008916108     30        468    SH          DEFINED    16,11    468        0        0
AGRIUM INC                        COMMON    008916108    2791      43291   SH          DEFINED    16,14   34548       0      8743
AGRIUM INC                        COMMON    008916108     267      4145    SH          DEFINED    18,14    4145       0        0
AGRIUM INC                        COMMON    008916108    2134      33107   SH          DEFINED     20     33107       0        0
AGRIUM INC                        COMMON    008916108     150      2324    SH          DEFINED      3      2324       0        0
AGRIUM INC                        COMMON    008916108     10        161    SH          DEFINED     3,1     161        0        0
AGRIUM INC                        COMMON    008916108      1        18     SH          DEFINED      5       18        0        0
AGRIUM INC                        COMMON    008916108    11354    176132   SH          DEFINED    5,11    176132      0        0
AGRIUM INC                        COMMON    008916108     380      5894    SH          DEFINED      7      5894       0        0
AH BELO CORP-A                    COMMON    001282102     520      87623   SH          DEFINED     20     87623       0        0
AIR METHODS CORP                  COMMON    009128307    1852      52716   SH          DEFINED     20     52716       0        0
AIR METHODS CORP                  COMMON    009128307    1191      33900   SH          DEFINED      3     33900       0        0
AIR PRODUCTS & CHEMICALS INC      COMMON    009158106   105882    1283888  SH          DEFINED      1    1283888      0        0
AIR PRODUCTS & CHEMICALS INC      COMMON    009158106     488      5916    SH          DEFINED     19      348        0      5568
AIR PRODUCTS & CHEMICALS INC      COMMON    009158106    23103    280139   SH          DEFINED     20     280139      0        0
AIR PRODUCTS & CHEMICALS INC      COMMON    009158106     33        395    SH          DEFINED     21      395        0        0
AIR PRODUCTS & CHEMICALS INC      COMMON    009158106    15257    185000   SH          DEFINED      3     185000      0        0
AIR PRODUCTS & CHEMICALS INC      COMMON    009158106    11982    145284   SH          DEFINED      4     145284      0        0
AIR PRODUCTS & CHEMICALS INC      COMMON    009158106    1052      12759   SH          DEFINED      5      6258       0      6501
AIR PRODUCTS & CHEMICALS INC      COMMON    009158106     359      4359    SH          DEFINED      7      4359       0        0
AIR TRANSPORT SERVICES GROUP      COMMON    00922R105     967     369200   SH          DEFINED     14     161800      0     207400
AIR TRANSPORT SERVICES GROUP      COMMON    00922R105    1295     494376   SH          DEFINED     20     494376      0        0
AIR TRANSPORT SERVICES GROUP      COMMON    00922R105     106      40300   SH          DEFINED    5,14    40300       0        0
AIR TRANSPORT SERVICES GROUP      COMMON    00922R105     70       26800   SH          DEFINED      8     26800       0        0
AIR TRANSPORT SERVICES GROUP      COMMON    00922R105     20       7600    SH          DEFINED    8,17     7600       0        0
AIRCASTLE LTD                     COMMON    G0129K104     346      34217   SH          DEFINED     20     34217       0        0
AIRCASTLE LTD                     COMMON    G0129K104      7        677    SH          DEFINED     21      677        0        0
AIRGAS INC                        COMMON    009363102     131      2709    SH          DEFINED     19      654        0      2055
AIRGAS INC                        COMMON    009363102    3791      78609   SH          DEFINED     20     78609       0        0
AIRGAS INC                        COMMON    009363102      4        92     SH          DEFINED     21       92        0        0
AIRGAS INC                        COMMON    009363102    1775      36812   SH          DEFINED      5     31046       0      5766
AIRMEDIA GROUP INC-ADR            COMMON    009411109    1056     140638   SH          DEFINED     20     140638      0        0
AIRTRAN HOLDINGS INC              COMMON    00949P108     186      35084   SH          DEFINED     20     35084       0        0
AIRVANA INC                       COMMON    00950V101     19       2453    SH          DEFINED     20      2453       0        0
AIXTRON AG-SPONSORED ADR          COMMON    009606104    19209    572902   SH          DEFINED     20     572902      0        0
AK STEEL HOLDING CORP             COMMON    001547108      5        215    SH          DEFINED     19       45        0       170
AK STEEL HOLDING CORP             COMMON    001547108     520      22656   SH          DEFINED     20     22656       0        0
AK STEEL HOLDING CORP             COMMON    001547108     25       1092    SH          DEFINED     21      1092       0        0
AK STEEL HOLDING CORP             COMMON    001547108      5        200    SH          DEFINED      5      200        0        0
AKAMAI TECHNOLOGIES               COMMON    00971T101     94       3520    SH          DEFINED     19       0         0      3520
AKAMAI TECHNOLOGIES               COMMON    00971T101     848      31777   SH          DEFINED     20     31777       0        0
AKAMAI TECHNOLOGIES               COMMON    00971T101     20        767    SH          DEFINED      5      290        0       477
AKAMAI TECHNOLOGIES               COMMON    00971T101     131      4900    SH          DEFINED      7      4900       0        0
AKAMAI TECHNOLOGIES               COMMON    00971T101    12883    482685   SH          DEFINED      8     482685      0        0
AKORN INC                         COMMON    009728106      1        522    SH          DEFINED     20      522        0        0
AKORN INC                         COMMON    009728106    1602     880454   SH          DEFINED      3     880454      0        0
AKORN INC                         COMMON    009728106     31       16900   SH          DEFINED      5       0         0      16900
ALAMO GROUP INC                   COMMON    011311107     35       2006    SH          DEFINED     20      2006       0        0
ALASKA AIR GROUP INC              COMMON    011659109    1192      32400   SH          DEFINED     14     22600       0      4800
ALASKA AIR GROUP INC              COMMON    011659109     735      19980   SH          DEFINED     20     19980       0        0
ALASKA AIR GROUP INC              COMMON    011659109      5        129    SH          DEFINED     21      129        0        0
ALASKA COMM SYSTEMS GROUP         COMMON    01167P101    5719     694870   SH          DEFINED      1     694870      0        0
ALASKA COMM SYSTEMS GROUP         COMMON    01167P101    1306     158640   SH          DEFINED    17,1    158640      0        0
ALASKA COMM SYSTEMS GROUP         COMMON    01167P101    2537     308231   SH          DEFINED      2     134623      0     173608
ALASKA COMM SYSTEMS GROUP         COMMON    01167P101     178      21658   SH          DEFINED     20     21658       0        0
ALASKA COMM SYSTEMS GROUP         COMMON    01167P101      8       1000    SH          DEFINED      5       0         0      1000
ALBANY INTL CORP CL A             COMMON    012348108     264      11566   SH          DEFINED     20     11566       0        0
ALBANY MOLECULAR RESEARCH         COMMON    012423109     529      57800   SH          DEFINED     14     11100       0      46700
ALBANY MOLECULAR RESEARCH         COMMON    012423109     34       3684    SH          DEFINED     20      3684       0        0
ALBANY MOLECULAR RESEARCH         COMMON    012423109     34       3700    SH          DEFINED      5       0         0      3700
ALBANY MOLECULAR RESEARCH         COMMON    012423109     64       7000    SH          DEFINED    5,14     7000       0        0
ALBEMARLE CORP                    COMMON    012653101    23475    617446   SH          DEFINED      1     617446      0        0
ALBEMARLE CORP                    COMMON    012653101    2164      56911   SH          DEFINED      2      7401       0      49510
ALBEMARLE CORP                    COMMON    012653101    1000      26312   SH          DEFINED     20     26312       0        0
ALBEMARLE CORP                    COMMON    012653101      4        116    SH          DEFINED     21      116        0        0
ALBEMARLE CORP                    COMMON    012653101     15        400    SH          DEFINED      5      400        0        0
ALBERTO-CULVER CO                 COMMON    013078100    1348      45463   SH          DEFINED     20     45463       0        0
ALBERTO-CULVER CO                 COMMON    013078100      3        109    SH          DEFINED     21      109        0        0
ALBERTO-CULVER CO                 COMMON    013078100     93       3150    SH          DEFINED      5      3150       0        0
ALCATEL-LUCENT ADR                COMMON    013904305     28       7540    SH          DEFINED     19       0         0      7540
ALCATEL-LUCENT ADR                COMMON    013904305     225      61045   SH          DEFINED     20     61045       0        0
ALCATEL-LUCENT ADR                COMMON    013904305      1        373    SH          DEFINED      5      280        0       93
ALCOA INC                         COMMON    013817101      6        400    SH          DEFINED     14      400        0        0
ALCOA INC                         COMMON    013817101     426      26389   SH          DEFINED    16,14   26389       0        0
ALCOA INC                         COMMON    013817101     17       1070    SH          DEFINED     19       0         0      1070
ALCOA INC                         COMMON    013817101    3801     235645   SH          DEFINED     20     235645      0        0
ALCOA INC                         COMMON    013817101     135      8396    SH          DEFINED     21      8396       0        0
ALCOA INC                         COMMON    013817101     27       1688    SH          DEFINED      5      1420       0       268
ALCOA INC                         COMMON    013817101     249      15452   SH          DEFINED      7     15452       0        0
ALCOA INC                         COMMON    013817101     310      19200   SH          DEFINED      8     19200       0        0
ALCON INC                         COMMON    H01301102   108834    695604   SH          DEFINED      1     695604      0        0
ALCON INC                         COMMON    H01301102    3887      24845   SH          DEFINED    17,1      0         0      24845
ALCON INC                         COMMON    H01301102     20        125    SH          DEFINED     19       30        0       95
ALCON INC                         COMMON    H01301102    4420      28250   SH          DEFINED     20     28250       0        0
ALCON INC                         COMMON    H01301102     41        265    SH          DEFINED     21      265        0        0
ALCON INC                         COMMON    H01301102     11        70     SH          DEFINED      4       70        0        0
ALCON INC                         COMMON    H01301102     52        330    SH          DEFINED      5      330        0        0
ALEXANDER & BALDWIN INC           COMMON    014482103      4        100    SH          DEFINED     14      100        0        0
ALEXANDER & BALDWIN INC           COMMON    014482103     89       2489    SH          DEFINED     20      2489       0        0
ALEXANDER & BALDWIN INC           COMMON    014482103      5        144    SH          DEFINED     21      144        0        0
ALEXANDER'S INC                   COMMON    014752109     20        67     SH          DEFINED     20       67        0        0
ALEXANDRIA REAL EST EQUITIES      COMMON    015271109    5796      92179   SH          DEFINED      1     92179       0        0
ALEXANDRIA REAL EST EQUITIES      COMMON    015271109    1930      30700   SH          DEFINED    1,11      0         0      30700
ALEXANDRIA REAL EST EQUITIES      COMMON    015271109    21902    348312   SH          DEFINED    1,14    348312      0        0
ALEXANDRIA REAL EST EQUITIES      COMMON    015271109     44        700    SH          DEFINED     11      700        0        0
ALEXANDRIA REAL EST EQUITIES      COMMON    015271109    60914    968736   SH          DEFINED     14     505230      0     426806
ALEXANDRIA REAL EST EQUITIES      COMMON    015271109     956      15200   SH          DEFINED    16,14   15200       0        0
ALEXANDRIA REAL EST EQUITIES      COMMON    015271109    2674      42525   SH          DEFINED      2     18162       0      24363
ALEXANDRIA REAL EST EQUITIES      COMMON    015271109    1937      30800   SH          DEFINED    2,14    30800       0        0
ALEXANDRIA REAL EST EQUITIES      COMMON    015271109     164      2602    SH          DEFINED     20      2602       0        0
ALEXANDRIA REAL EST EQUITIES      COMMON    015271109     162      2570    SH          DEFINED    20,14    2570       0        0
ALEXANDRIA REAL EST EQUITIES      COMMON    015271109      5        76     SH          DEFINED     21       76        0        0
ALEXANDRIA REAL EST EQUITIES      COMMON    015271109     145      2300    SH          DEFINED    3,14     2300       0        0
ALEXANDRIA REAL EST EQUITIES      COMMON    015271109    5550      88256   SH          DEFINED    5,14    88256       0        0
ALEXANDRIA REAL EST EQUITIES      COMMON    015271109     44        700    SH          DEFINED    6,14     700        0        0
ALEXANDRIA REAL EST EQUITIES      COMMON    015271109    1207      19200   SH          DEFINED    8,14      0       19200      0
ALEXION PHARMACEUTICALS INC       COMMON    015351109    9610     202052   SH          DEFINED     20     202052      0        0
ALEXION PHARMACEUTICALS INC       COMMON    015351109     62       1310    SH          DEFINED      5       0         0      1310
ALICO INC                         COMMON    016230104      1        43     SH          DEFINED     20       43        0        0
ALIGN TECHNOLOGY INC              COMMON    016255101    1155      64149   SH          DEFINED     20     64149       0        0
ALIGN TECHNOLOGY INC              COMMON    016255101     180      10000   SH          DEFINED      5     10000       0        0
ALKERMES INC                      COMMON    01642T108     516      53300   SH          DEFINED     14     10200       0      43100
ALKERMES INC                      COMMON    01642T108    5486     566192   SH          DEFINED     20     566192      0        0
ALKERMES INC                      COMMON    01642T108     59       6100    SH          DEFINED    5,14     6100       0        0
ALLEGHANY CORP                    COMMON    017175100     55        201    SH          DEFINED     20      201        0        0
ALLEGHANY CORP                    COMMON    017175100      9        34     SH          DEFINED      5       0         0       34
ALLEGHENY ENERGY INC              COMMON    017361106     46       1990    SH          DEFINED     14      1690       0       300
ALLEGHENY ENERGY INC              COMMON    017361106      3        140    SH          DEFINED     19      140        0        0
ALLEGHENY ENERGY INC              COMMON    017361106     155      6712    SH          DEFINED     20      6712       0        0
ALLEGHENY ENERGY INC              COMMON    017361106      6        239    SH          DEFINED     21      239        0        0
ALLEGHENY ENERGY INC              COMMON    017361106     214      9243    SH          DEFINED      5       0         0      9243
ALLEGHENY ENERGY INC              COMMON    017361106     50       2183    SH          DEFINED      7      2183       0        0
ALLEGHENY TECHNOLOGIES 4.25 06    CONVERT   01741RAD4    4309     3000000  SH          DEFINED     14       0         0     2550000
ALLEGHENY TECHNOLOGIES INC        COMMON    01741R102     546      11417   SH          DEFINED     20     11417       0        0
ALLEGHENY TECHNOLOGIES INC        COMMON    01741R102     25        525    SH          DEFINED     21      525        0        0
ALLEGHENY TECHNOLOGIES INC        COMMON    01741R102     456      9545    SH          DEFINED      5       0         0      9545
ALLEGIANT TRAVEL CO               COMMON    01748X102    6401     128839   SH          DEFINED      1     128839      0        0
ALLEGIANT TRAVEL CO               COMMON    01748X102    1644      33100   SH          DEFINED     14      6500       0      26600
ALLEGIANT TRAVEL CO               COMMON    01748X102    2903      58428   SH          DEFINED      2     24710       0      33718
ALLEGIANT TRAVEL CO               COMMON    01748X102     132      2653    SH          DEFINED     20      2653       0        0
ALLEGIANT TRAVEL CO               COMMON    01748X102     149      3000    SH          DEFINED    5,14     3000       0        0
ALLEGIANT TRAVEL CO               COMMON    01748X102     283      5700    SH          DEFINED      8      5700       0        0
ALLEGIANT TRAVEL CO               COMMON    01748X102     79       1600    SH          DEFINED    8,17     1600       0        0
ALLERGAN INC                      COMMON    018490102   161881    2575677  SH          DEFINED      1    2575677      0        0
ALLERGAN INC                      COMMON    018490102     336      5342    SH          DEFINED     1,3     5342       0        0
ALLERGAN INC                      COMMON    018490102     310      4930    SH          DEFINED     15      4930       0        0
ALLERGAN INC                      COMMON    018490102    1230      19570   SH          DEFINED    16,3    19570       0        0
ALLERGAN INC                      COMMON    018490102    3089      49147   SH          DEFINED    17,1      0         0      49147
ALLERGAN INC                      COMMON    018490102     832      13243   SH          DEFINED    17,3    13243       0        0
ALLERGAN INC                      COMMON    018490102    6290     100076   SH          DEFINED     19     17361       0      82715
ALLERGAN INC                      COMMON    018490102    8898     141569   SH          DEFINED     20     141569      0        0
ALLERGAN INC                      COMMON    018490102     10        153    SH          DEFINED     21      153        0        0
ALLERGAN INC                      COMMON    018490102    91868    1461705  SH          DEFINED      3    1461705      0        0
ALLERGAN INC                      COMMON    018490102    9247     147127   SH          DEFINED      4     147127      0        0
ALLERGAN INC                      COMMON    018490102    1533      24394   SH          DEFINED      5      2790       0      21604
ALLERGAN INC                      COMMON    018490102     458      7295    SH          DEFINED      7      7295       0        0
ALLERGAN INC CVT 1.5 04-01-26     CONVERT   018490AL6      2       2000    SH          DEFINED      5      2000       0        0
ALLETE INC                        COMMON    018522300     189      5811    SH          DEFINED     20      5811       0        0
ALLIANCE DATA SYSTEMS CORP        COMMON    018581108   172780    2617085  SH          DEFINED      1    2617085      0        0
ALLIANCE DATA SYSTEMS CORP        COMMON    018581108     660      10000   SH          DEFINED     15     10000       0        0
ALLIANCE DATA SYSTEMS CORP        COMMON    018581108    1915      29003   SH          DEFINED    17,1    29003       0        0
ALLIANCE DATA SYSTEMS CORP        COMMON    018581108     434      6580    SH          DEFINED     19      1503       0      5077
ALLIANCE DATA SYSTEMS CORP        COMMON    018581108    13634    206511   SH          DEFINED      2     172731      0      33780
ALLIANCE DATA SYSTEMS CORP        COMMON    018581108    1611      24401   SH          DEFINED     20     24401       0        0
ALLIANCE DATA SYSTEMS CORP        COMMON    018581108      6        95     SH          DEFINED     21       95        0        0
ALLIANCE DATA SYSTEMS CORP        COMMON    018581108    1602      24269   SH          DEFINED      4     24269       0        0
ALLIANCE DATA SYSTEMS CORP        COMMON    018581108    5581      84536   SH          DEFINED      5     70688       0      13848
ALLIANCE DATA SYSTEMS CORP        COMMON    018581108     74       1115    SH          DEFINED     8,2     1115       0        0
ALLIANCE FINANCIAL CORP           COMMON    019205103     201      7523    SH          DEFINED     20      7523       0        0
ALLIANCE HEALTHCARE SERVICES I    COMMON    018606202     20       3633    SH          DEFINED     20      3633       0        0
ALLIANCE HOLDINGS GP LP           COMMON    01861G100     279      10180   SH          DEFINED     19       0         0      10180
ALLIANCE HOLDINGS GP LP           COMMON    01861G100    2366      86329   SH          DEFINED     20     86329       0        0
ALLIANCE HOLDINGS GP LP           COMMON    01861G100    16318    595335   SH          DEFINED      5     572531      0      22804
ALLIANCE NEW YORK MUNI INC CF     COMMON    018714105     10        800    SH          DEFINED     19       0         0       800
ALLIANCE ONE INTERNATIONAL INC    COMMON    018772103    1327     232035   SH          DEFINED     20     232035      0        0
ALLIANCE ONE INTERNATIONAL INC    COMMON    018772103     86       15000   SH          DEFINED      5       0         0      15000
ALLIANCE RESOURCE PARTERNS        COMMON    01877R108     215      4946    SH          DEFINED     20      4946       0        0
ALLIANCEBERNSTEIN HOLDING LP      COMMON    01881G106      3        100    SH          DEFINED      5       0         0       100
ALLIANT ENERGY CORP               COMMON    018802108     69       2213    SH          DEFINED     19       0         0      2213
ALLIANT ENERGY CORP               COMMON    018802108     164      5279    SH          DEFINED     20      5279       0        0
ALLIANT ENERGY CORP               COMMON    018802108     10        306    SH          DEFINED     21      306        0        0
ALLIANT ENERGY CORP               COMMON    018802108      5        151    SH          DEFINED      5       0         0       151
ALLIANT TECHSYSTEMS INC           COMMON    018804104     18        200    SH          DEFINED     14      200        0        0
ALLIANT TECHSYSTEMS INC           COMMON    018804104    2061      23165   SH          DEFINED     20     23165       0        0
ALLIANT TECHSYSTEMS INC           COMMON    018804104      5        58     SH          DEFINED     21       58        0        0
ALLIANZ SE ADR                    COMMON    018805101      3        230    SH          DEFINED      4      230        0        0
ALLIANZ SE ADR                    COMMON    018805101      1        95     SH          DEFINED      5       95        0        0
ALLIED CAPITAL CORP               COMMON    01903Q108    2447     614925   SH          DEFINED     20     614925      0        0
ALLIED CAPITAL CORP               COMMON    01903Q108     46       11590   SH          DEFINED     21     11590       0        0
ALLIED HEALTHCARE INTL INC        COMMON    01923A109     121      42050   SH          DEFINED     20     42050       0        0
ALLIED IRISH BANKS ADR            COMMON    019228402     10       2806    SH          DEFINED     20      2806       0        0
ALLIED WORLD ASSURANCE HOLD       COMMON    G0219G203     385      8400    SH          DEFINED     1,8     8400       0        0
ALLIED WORLD ASSURANCE HOLD       COMMON    G0219G203     87       1900    SH          DEFINED     11      1900       0        0
ALLIED WORLD ASSURANCE HOLD       COMMON    G0219G203     73       1600    SH          DEFINED     13      1600       0        0
ALLIED WORLD ASSURANCE HOLD       COMMON    G0219G203    3984      86900   SH          DEFINED     14     51600       0      30500
ALLIED WORLD ASSURANCE HOLD       COMMON    G0219G203     371      8100    SH          DEFINED    14,7      0         0      8100
ALLIED WORLD ASSURANCE HOLD       COMMON    G0219G203     279      6093    SH          DEFINED     16      6093       0        0
ALLIED WORLD ASSURANCE HOLD       COMMON    G0219G203     335      7300    SH          DEFINED     18      7300       0        0
ALLIED WORLD ASSURANCE HOLD       COMMON    G0219G203     114      2486    SH          DEFINED     20      2486       0        0
ALLIED WORLD ASSURANCE HOLD       COMMON    G0219G203      7        144    SH          DEFINED     21      144        0        0
ALLIED WORLD ASSURANCE HOLD       COMMON    G0219G203     326      7100    SH          DEFINED    5,14     7100       0        0
ALLIED WORLD ASSURANCE HOLD       COMMON    G0219G203     190      4148    SH          DEFINED      7      4148       0        0
ALLIED WORLD ASSURANCE HOLD       COMMON    G0219G203    5330     116243   SH          DEFINED      8     116243      0        0
ALLIED WORLD ASSURANCE HOLD       COMMON    G0219G203     358      7800    SH          DEFINED      9      7800       0        0
ALLION HEALTHCARE INC             COMMON    019615103     132      20170   SH          DEFINED     20     20170       0        0
ALLIS-CHALMERS ENERGY INC         COMMON    019645506     161      39259   SH          DEFINED     20     39259       0        0
ALLOS THERAPEUTICS INC            COMMON    019777101      4        598    SH          DEFINED     20      598        0        0
ALLSCRIPTS-MYSIS HEALTHCARE SO    COMMON    01988P108    9321     467687   SH          DEFINED      1     467687      0        0
ALLSCRIPTS-MYSIS HEALTHCARE SO    COMMON    01988P108    1487      74602   SH          DEFINED    17,1      0         0      74602
ALLSCRIPTS-MYSIS HEALTHCARE SO    COMMON    01988P108     782      39250   SH          DEFINED     20     39250       0        0
ALLSCRIPTS-MYSIS HEALTHCARE SO    COMMON    01988P108      3        150    SH          DEFINED      5      150        0        0
ALLSTATE CORP                     COMMON    020002101     974      31513   SH          DEFINED      1     31513       0        0
ALLSTATE CORP                     COMMON    020002101    1582      51170   SH          DEFINED     14     41270       0      7700
ALLSTATE CORP                     COMMON    020002101     887      28700   SH          DEFINED    14,7      0         0      28700
ALLSTATE CORP                     COMMON    020002101     284      9203    SH          DEFINED     19       40        0      9163
ALLSTATE CORP                     COMMON    020002101    4053     131114   SH          DEFINED     20     131114      0        0
ALLSTATE CORP                     COMMON    020002101     95       3060    SH          DEFINED     21      3060       0        0
ALLSTATE CORP                     COMMON    020002101     306      9907    SH          DEFINED      5      9152       0       755
ALLSTATE CORP                     COMMON    020002101     361      11681   SH          DEFINED      7     11681       0        0
ALLSTATE CORP                     COMMON    020002101     324      10488   SH          DEFINED      8     10488       0        0
ALMOST FAMILY INC                 COMMON    020409108     113      2785    SH          DEFINED     20      2785       0        0
ALNYLAM PHARMACEUTICALS INC       COMMON    02043Q107     213      11800   SH          DEFINED     14      2300       0      9500
ALNYLAM PHARMACEUTICALS INC       COMMON    02043Q107     23       1285    SH          DEFINED     20      1285       0        0
ALNYLAM PHARMACEUTICALS INC       COMMON    02043Q107     25       1400    SH          DEFINED    5,14     1400       0        0
ALON USA ENERGY INC.              COMMON    020520102    1694     231703   SH          DEFINED     20     231703      0        0
ALON USA ENERGY INC.              COMMON    020520102      1        82     SH          DEFINED     21       82        0        0
ALPHA NATURAL RESOURCES INC       COMMON    02076X102    1031      21359   SH          DEFINED     20     21359       0        0
ALPHA NATURAL RESOURCES INC       COMMON    02076X102     15        305    SH          DEFINED     21      305        0        0
ALPHA NATURAL RESOURCES INC       COMMON    02076X102      6        133    SH          DEFINED      5       0         0       133
ALPHATEC HOLDINGS INC             COMMON    02081G102      2        302    SH          DEFINED     20      302        0        0
ALPINE TOTAL DYNAMIC DIVIDEN C    COMMON    021060108     36       4000    SH          DEFINED     19       0         0      4000
ALTAIR NANOTECHNOLOGIES INC       COMMON    021373105    2853     3241573  SH          DEFINED     20    3241573      0        0
ALTERA CORPORATION                COMMON    021441100    87214    3838649  SH          DEFINED      1    3838649      0        0
ALTERA CORPORATION                COMMON    021441100     239      10500   SH          DEFINED     1,3    10500       0        0
ALTERA CORPORATION                COMMON    021441100     863      38000   SH          DEFINED    16,3    38000       0        0
ALTERA CORPORATION                COMMON    021441100     584      25700   SH          DEFINED    17,3    25700       0        0
ALTERA CORPORATION                COMMON    021441100     295      13000   SH          DEFINED     19      3008       0      9992
ALTERA CORPORATION                COMMON    021441100    4948     217779   SH          DEFINED      2     99315       0     118464
ALTERA CORPORATION                COMMON    021441100   104344    4592617  SH          DEFINED     20    4592617      0        0
ALTERA CORPORATION                COMMON    021441100    3846     169277   SH          DEFINED     21     169277      0        0
ALTERA CORPORATION                COMMON    021441100    60229    2650906  SH          DEFINED      3    2650906      0        0
ALTERA CORPORATION                COMMON    021441100    3693     162540   SH          DEFINED      5     135760      0      26780
ALTERA CORPORATION                COMMON    021441100     105      4600    SH          DEFINED      7      4600       0        0
ALTERA CORPORATION                COMMON    021441100    18791    827086   SH          DEFINED      8     827086      0        0
ALTERA CORPORATION                COMMON    021441100     129      5686    SH          DEFINED     8,2     5686       0        0
ALTISOURCE PORTFOLIO SOLUTIONS    COMMON    L0175J104     71       3389    SH          DEFINED     20      3389       0        0
ALTRA HOLDINGS INC                COMMON    02208R106     160      13000   SH          DEFINED     14     13000       0        0
ALTRA HOLDINGS INC                COMMON    02208R106     91       7398    SH          DEFINED     20      7398       0        0
ALTRA HOLDINGS INC                COMMON    02208R106     16       1300    SH          DEFINED    5,14     1300       0        0
ALTRIA GROUP INC                  COMMON    02209S103    16036    809899   SH          DEFINED      1     809899      0        0
ALTRIA GROUP INC                  COMMON    02209S103      1        50     SH          DEFINED     11       50        0        0
ALTRIA GROUP INC                  COMMON    02209S103    4245     214400   SH          DEFINED     14     105700      0      9900
ALTRIA GROUP INC                  COMMON    02209S103    1156      58400   SH          DEFINED    14,7      0         0      58400
ALTRIA GROUP INC                  COMMON    02209S103     433      21849   SH          DEFINED     16     21849       0        0
ALTRIA GROUP INC                  COMMON    02209S103     66       3348    SH          DEFINED     18      3348       0        0
ALTRIA GROUP INC                  COMMON    02209S103     735      37136   SH          DEFINED     19      3165       0      33971
ALTRIA GROUP INC                  COMMON    02209S103    16198    818068   SH          DEFINED     20     818068      0        0
ALTRIA GROUP INC                  COMMON    02209S103     195      9863    SH          DEFINED     21      9863       0        0
ALTRIA GROUP INC                  COMMON    02209S103    8421     425300   SH          DEFINED      3     425300      0        0
ALTRIA GROUP INC                  COMMON    02209S103     535      27030   SH          DEFINED      5     21030       0      6000
ALTRIA GROUP INC                  COMMON    02209S103    1296      65467   SH          DEFINED      7     65467       0        0
ALTRIA GROUP INC                  COMMON    02209S103   814828    4.1E+07  SH          DEFINED      8    41054109   98842      0
ALTRIA GROUP INC                  COMMON    02209S103     184      9300    SH          DEFINED    8,14     9300       0        0
ALTRIA GROUP INC                  COMMON    02209S103     311      15720   SH          DEFINED      9     15720       0        0
ALUMINA LTD- SPONSORED ADR        COMMON    022205108     81       12412   SH          DEFINED     20     12412       0        0
ALUMINUM CORP OF CHINA-ADR        COMMON    022276109    21093    774056   SH          DEFINED     20     774056      0        0
ALVARION LIMITED                  COMMON    M0861T100      2        447    SH          DEFINED     20      447        0        0
ALVARION LIMITED                  COMMON    M0861T100     49       13095   SH          DEFINED      5       0         0      13095
AMAG PHARMACEUTICALS INC          COMMON    00163U106    14365    361669   SH          DEFINED      1     361669      0        0
AMAG PHARMACEUTICALS INC          COMMON    00163U106     919      23127   SH          DEFINED    17,1      0         0      23127
AMAG PHARMACEUTICALS INC          COMMON    00163U106    8117     204356   SH          DEFINED      2     204356      0        0
AMAG PHARMACEUTICALS INC          COMMON    00163U106      5        131    SH          DEFINED     20      131        0        0
AMAZON.COM INC                    COMMON    023135106    78020    579254   SH          DEFINED      1     579254      0        0
AMAZON.COM INC                    COMMON    023135106     728      5407    SH          DEFINED    13,2      0         0      5407
AMAZON.COM INC                    COMMON    023135106     954      7081    SH          DEFINED    17,1     7081       0        0
AMAZON.COM INC                    COMMON    023135106     228      1693    SH          DEFINED     19       7         0      1686
AMAZON.COM INC                    COMMON    023135106    2260      16778   SH          DEFINED      2     16778       0        0
AMAZON.COM INC                    COMMON    023135106   431745    3205474  SH          DEFINED     20    3205474      0        0
AMAZON.COM INC                    COMMON    023135106    15784    117188   SH          DEFINED     21     117188      0        0
AMAZON.COM INC                    COMMON    023135106    1668      12381   SH          DEFINED      5      4805       0      7576
AMAZON.COM INC                    COMMON    023135106     967      7176    SH          DEFINED      7      7176       0        0
AMAZON.COM INC                    COMMON    023135106    1010      7500    SH          DEFINED      8      7500       0        0
AMAZON.COM INC                    COMMON    023135106     150      1116    SH          DEFINED     8,2     1116       0        0
AMB PROPERTY CORP                 COMMON    00163T109    2077      80700   SH          DEFINED    1,11      0         0      80700
AMB PROPERTY CORP                 COMMON    00163T109    22425    871200   SH          DEFINED    1,14    871200      0        0
AMB PROPERTY CORP                 COMMON    00163T109     39       1500    SH          DEFINED     11      1500       0        0
AMB PROPERTY CORP                 COMMON    00163T109    52202    2028053  SH          DEFINED     14    1050414      0     889139
AMB PROPERTY CORP                 COMMON    00163T109     947      36800   SH          DEFINED    16,14   36800       0        0
AMB PROPERTY CORP                 COMMON    00163T109    1915      74400   SH          DEFINED    2,14    74400       0        0
AMB PROPERTY CORP                 COMMON    00163T109     239      9271    SH          DEFINED     20      9271       0        0
AMB PROPERTY CORP                 COMMON    00163T109     222      8630    SH          DEFINED    20,14    8630       0        0
AMB PROPERTY CORP                 COMMON    00163T109     14        558    SH          DEFINED     21      558        0        0
AMB PROPERTY CORP                 COMMON    00163T109     144      5600    SH          DEFINED    3,14     5600       0        0
AMB PROPERTY CORP                 COMMON    00163T109     10        370    SH          DEFINED      4      370        0        0
AMB PROPERTY CORP                 COMMON    00163T109    4526     175845   SH          DEFINED    5,14    175845      0        0
AMB PROPERTY CORP                 COMMON    00163T109     39       1500    SH          DEFINED    6,14     1500       0        0
AMB PROPERTY CORP                 COMMON    00163T109    1192      46300   SH          DEFINED    8,14      0       46300      0
AMBAC FINANCIAL GROUP INC         COMMON    023139108     208     259524   SH          DEFINED     20     259524      0        0
AMBASSADORS GROUP INC             COMMON    023177108     136      10177   SH          DEFINED     20     10177       0        0
AMBASSADORS GROUP INC             COMMON    023177108     29       2175    SH          DEFINED      5       0         0      2175
AMCOL INTERNATIONAL CORP          COMMON    02341W103     78       2678    SH          DEFINED     20      2678       0        0
AMCORE FINANCIAL INC              COMMON    023912108     43       30794   SH          DEFINED     20     30794       0        0
AMDOCS LIMITED (DOX) CVT 0.5 0    CONVERT   02342TAD1      2       2000    SH          DEFINED     19       0         0      2000
AMDOCS LTD                        COMMON    G02602103    76487    2661352  SH          DEFINED      1    2661352      0        0
AMDOCS LTD                        COMMON    G02602103    1380      48000   SH          DEFINED     15     48000       0        0
AMDOCS LTD                        COMMON    G02602103     786      27341   SH          DEFINED    17,1    27341       0        0
AMDOCS LTD                        COMMON    G02602103     10        350    SH          DEFINED     19       0         0       350
AMDOCS LTD                        COMMON    G02602103    1134      39467   SH          DEFINED      2     39467       0        0
AMDOCS LTD                        COMMON    G02602103     298      10365   SH          DEFINED     20     10365       0        0
AMDOCS LTD                        COMMON    G02602103    9246     321701   SH          DEFINED      4     321701      0        0
AMDOCS LTD                        COMMON    G02602103     11        375    SH          DEFINED      5       0         0       375
AMDOCS LTD                        COMMON    G02602103     75       2625    SH          DEFINED     8,2     2625       0        0
AMEDISYS INC                      COMMON    023436108    2576      49572   SH          DEFINED     20     49572       0        0
AMER NATL BANKSHARES/DANVILLE     COMMON    027745108     118      5415    SH          DEFINED     20      5415       0        0
AMERCO INC                        COMMON    023586100    2090      42859   SH          DEFINED     20     42859       0        0
AMERCO INC                        COMMON    023586100     84       1729    SH          DEFINED     21      1729       0        0
AMEREN CORPORATION                COMMON    023608102     739      26720   SH          DEFINED     14     23120       0      2300
AMEREN CORPORATION                COMMON    023608102     86       3100    SH          DEFINED    14,7      0         0      3100
AMEREN CORPORATION                COMMON    023608102     10        354    SH          DEFINED     19       0         0       354
AMEREN CORPORATION                COMMON    023608102     518      18717   SH          DEFINED     20     18717       0        0
AMEREN CORPORATION                COMMON    023608102     28        998    SH          DEFINED     21      998        0        0
AMEREN CORPORATION                COMMON    023608102      6        215    SH          DEFINED      5       49        0       166
AMEREN CORPORATION                COMMON    023608102     116      4179    SH          DEFINED      7      4179       0        0
AMERICA MOVIL SAB DE CV           COMMON    02364W105   179909    3687407  SH          DEFINED      1    3687407      0        0
AMERICA MOVIL SAB DE CV           COMMON    02364W105     439      9000    SH          DEFINED     1,3     9000       0        0
AMERICA MOVIL SAB DE CV           COMMON    02364W105    8570     175648   SH          DEFINED     11     175648      0        0
AMERICA MOVIL SAB DE CV           COMMON    02364W105     65       1331    SH          DEFINED     13      1331       0        0
AMERICA MOVIL SAB DE CV           COMMON    02364W105     65       1331    SH          DEFINED    13,2     1331       0        0
AMERICA MOVIL SAB DE CV           COMMON    02364W105     255      5224    SH          DEFINED     14      5224       0        0
AMERICA MOVIL SAB DE CV           COMMON    02364W105    1610      33000   SH          DEFINED    16,3    33000       0        0
AMERICA MOVIL SAB DE CV           COMMON    02364W105    1073      22000   SH          DEFINED    17,3    22000       0        0
AMERICA MOVIL SAB DE CV           COMMON    02364W105    2049      41988   SH          DEFINED     19      6883       0      35105
AMERICA MOVIL SAB DE CV           COMMON    02364W105    29417    602927   SH          DEFINED      2     602927      0        0
AMERICA MOVIL SAB DE CV           COMMON    02364W105    31604    647761   SH          DEFINED     20     647761      0        0
AMERICA MOVIL SAB DE CV           COMMON    02364W105   174188    3570150  SH          DEFINED      3    3570150      0        0
AMERICA MOVIL SAB DE CV           COMMON    02364W105    39810    815952   SH          DEFINED     3,1    815952      0        0
AMERICA MOVIL SAB DE CV           COMMON    02364W105    26416    541420   SH          DEFINED      4     541420      0        0
AMERICA MOVIL SAB DE CV           COMMON    02364W105    3951      80974   SH          DEFINED      5     56915       0      24059
AMERICA MOVIL SAB DE CV           COMMON    02364W105    48338    990740   SH          DEFINED      8     990740      0        0
AMERICA MOVIL SAB DE CV           COMMON    02364W105    1422      29150   SH          DEFINED    8,14    29150       0        0
AMERICA MOVIL SAB DE CV           COMMON    02364W105    2181      44700   SH          DEFINED    8,17    44700       0        0
AMERICA SERVICE GROUP INC         COMMON    02364L109     564      34200   SH          DEFINED     14      9100       0      25100
AMERICA SERVICE GROUP INC         COMMON    02364L109     160      9674    SH          DEFINED     20      9674       0        0
AMERICA SERVICE GROUP INC         COMMON    02364L109     53       3200    SH          DEFINED    5,14     3200       0        0
AMERICA SERVICE GROUP INC         COMMON    02364L109     78       4700    SH          DEFINED      8      4700       0        0
AMERICA SERVICE GROUP INC         COMMON    02364L109     20       1200    SH          DEFINED    8,17     1200       0        0
AMERICAN AXLE & MFG HOLDINGS      COMMON    024061103     633      66765   SH          DEFINED     20     66765       0        0
AMERICAN AXLE & MFG HOLDINGS      COMMON    024061103     27       2798    SH          DEFINED     21      2798       0        0
AMERICAN CAMPUS COMMUNITIES       COMMON    024835100    1533      56900   SH          DEFINED    1,11      0         0      56900
AMERICAN CAMPUS COMMUNITIES       COMMON    024835100    14178    526100   SH          DEFINED    1,14    526100      0        0
AMERICAN CAMPUS COMMUNITIES       COMMON    024835100     13        500    SH          DEFINED     11      500        0        0
AMERICAN CAMPUS COMMUNITIES       COMMON    024835100    33021    1225270  SH          DEFINED     14     628892      0     570978
AMERICAN CAMPUS COMMUNITIES       COMMON    024835100     280      10400   SH          DEFINED    16,14   10400       0        0
AMERICAN CAMPUS COMMUNITIES       COMMON    024835100     569      21100   SH          DEFINED    2,14    21100       0        0
AMERICAN CAMPUS COMMUNITIES       COMMON    024835100     91       3371    SH          DEFINED     20      3371       0        0
AMERICAN CAMPUS COMMUNITIES       COMMON    024835100     43       1600    SH          DEFINED    3,14     1600       0        0
AMERICAN CAMPUS COMMUNITIES       COMMON    024835100     94       3480    SH          DEFINED      5       0         0      3480
AMERICAN CAMPUS COMMUNITIES       COMMON    024835100    3250     120600   SH          DEFINED    5,14    120600      0        0
AMERICAN CAMPUS COMMUNITIES       COMMON    024835100     13        500    SH          DEFINED    6,14     500        0        0
AMERICAN CAMPUS COMMUNITIES       COMMON    024835100     356      13200   SH          DEFINED    8,14      0       13200      0
AMERICAN CAPITAL AGENCY CORP      COMMON    02503X105    2100      78900   SH          DEFINED     14     38800       0      40100
AMERICAN CAPITAL AGENCY CORP      COMMON    02503X105     114      4287    SH          DEFINED     20      4287       0        0
AMERICAN CAPITAL AGENCY CORP      COMMON    02503X105     218      8200    SH          DEFINED    5,14     8200       0        0
AMERICAN CAPITAL AGENCY CORP      COMMON    02503X105     194      7300    SH          DEFINED      8      7300       0        0
AMERICAN CAPITAL AGENCY CORP      COMMON    02503X105     56       2100    SH          DEFINED    8,17     2100       0        0
AMERICAN CAPITAL LTD              COMMON    02503Y103    2701     1050862  SH          DEFINED     20    1050862      0        0
AMERICAN CAPITAL LTD              COMMON    02503Y103     71       27566   SH          DEFINED     21     27566       0        0
AMERICAN COMMERCIAL LINES         COMMON    025195405     30       1635    SH          DEFINED     20      1635       0        0
AMERICAN COMMERCIAL LINES         COMMON    025195405     29       1587    SH          DEFINED      5       0         0      1587
AMERICAN DAIRY INC                COMMON    025334103    1143      49050   SH          DEFINED      1     49050       0        0
AMERICAN DAIRY INC                COMMON    025334103    1124      48246   SH          DEFINED     20     48246       0        0
AMERICAN DENTAL PARTNERS INC      COMMON    025353103     249      19599   SH          DEFINED     20     19599       0        0
AMERICAN EAGLE OUTFITTERS         COMMON    02553E106    59514    3383428  SH          DEFINED      1    3383428      0        0
AMERICAN EAGLE OUTFITTERS         COMMON    02553E106     688      39091   SH          DEFINED    13,2      0         0      39091
AMERICAN EAGLE OUTFITTERS         COMMON    02553E106    3841     218356   SH          DEFINED      2     52928       0     165428
AMERICAN EAGLE OUTFITTERS         COMMON    02553E106     121      6881    SH          DEFINED     20      6881       0        0
AMERICAN EAGLE OUTFITTERS         COMMON    02553E106      7        417    SH          DEFINED     21      417        0        0
AMERICAN EAGLE OUTFITTERS         COMMON    02553E106     27       1516    SH          DEFINED     8,2     1516       0        0
AMERICAN ECOLOGY CORP             COMMON    025533407      2        106    SH          DEFINED     20      106        0        0
AMERICAN ELECTRIC POWER           COMMON    025537101    40554    1174108  SH          DEFINED      1    1174108      0        0
AMERICAN ELECTRIC POWER           COMMON    025537101    2039      59030   SH          DEFINED     14     50230       0      5500
AMERICAN ELECTRIC POWER           COMMON    025537101     632      18300   SH          DEFINED    14,7      0         0      18300
AMERICAN ELECTRIC POWER           COMMON    025537101     49       1415    SH          DEFINED     19       0         0      1415
AMERICAN ELECTRIC POWER           COMMON    025537101     773      22383   SH          DEFINED     20     22383       0        0
AMERICAN ELECTRIC POWER           COMMON    025537101     35       1007    SH          DEFINED     21      1007       0        0
AMERICAN ELECTRIC POWER           COMMON    025537101     847      24525   SH          DEFINED      5     10712       0      13813
AMERICAN ELECTRIC POWER           COMMON    025537101     250      7249    SH          DEFINED      7      7249       0        0
AMERICAN ELECTRIC POWER           COMMON    025537101     954      27619   SH          DEFINED      8     27619       0        0
AMERICAN EQUITY INVT LIFE HL      COMMON    025676206    5861     784600   SH          DEFINED     14     443400      0     341200
AMERICAN EQUITY INVT LIFE HL      COMMON    025676206     317      42405   SH          DEFINED     20     42405       0        0
AMERICAN EQUITY INVT LIFE HL      COMMON    025676206     585      78300   SH          DEFINED    5,14    78300       0        0
AMERICAN EQUITY INVT LIFE HL      COMMON    025676206     610      81600   SH          DEFINED      8     81600       0        0
AMERICAN EQUITY INVT LIFE HL      COMMON    025676206     173      23200   SH          DEFINED    8,17    23200       0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109   300978    7371489  SH          DEFINED      1    7371489      0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109    3307      81000   SH          DEFINED    1,14    81000       0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109    1797      44000   SH          DEFINED     1,8    44000       0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109    1196      29300   SH          DEFINED     10     29300       0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109    1605      39300   SH          DEFINED    10,14   39300       0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109     218      5334    SH          DEFINED     11      5334       0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109     29        700    SH          DEFINED     13      700        0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109   108433    2655730  SH          DEFINED     14    1847580      0     734850
AMERICAN EXPRESS COMPANY          COMMON    025816109    2936      71900   SH          DEFINED    14,13     0         0      71900
AMERICAN EXPRESS COMPANY          COMMON    025816109    8795     215400   SH          DEFINED    14,7      0         0     215400
AMERICAN EXPRESS COMPANY          COMMON    025816109     578      14161   SH          DEFINED     16     14161       0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109     800      19600   SH          DEFINED    17,14     0         0       700
AMERICAN EXPRESS COMPANY          COMMON    025816109     347      8500    SH          DEFINED     18      8500       0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109    7366     180403   SH          DEFINED     19     41309       0     139094
AMERICAN EXPRESS COMPANY          COMMON    025816109     879      21534   SH          DEFINED      2     21534       0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109    18011    441133   SH          DEFINED     20     441133      0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109     163      3980    SH          DEFINED    20,14    3980       0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109     569      13937   SH          DEFINED     21     13937       0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109    37143    909700   SH          DEFINED      3     909700      0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109    2842      69614   SH          DEFINED      4     69614       0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109    2238      54824   SH          DEFINED      5     52959       0      1865
AMERICAN EXPRESS COMPANY          COMMON    025816109    6586     161300   SH          DEFINED    5,14    161300      0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109    3475      85116   SH          DEFINED      7     85116       0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109    13731    336293   SH          DEFINED      8     336293      0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109    7080     173400   SH          DEFINED    8,14    173400      0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109     58       1431    SH          DEFINED     8,2     1431       0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109    1307      32000   SH          DEFINED      9     32000       0        0
AMERICAN EXPRESS COMPANY          COMMON    025816109    1376      33700   SH          DEFINED    9,14      0         0      33700
AMERICAN FINANCIAL GROUP INC      COMMON    025932104     267      10500   SH          DEFINED     14      9100       0       600
AMERICAN FINANCIAL GROUP INC      COMMON    025932104    2279      89599   SH          DEFINED     20     89599       0        0
AMERICAN FINANCIAL GROUP INC      COMMON    025932104     88       3476    SH          DEFINED     21      3476       0        0
AMERICAN GREETINGS CORP CL A      COMMON    026375105     99       4600    SH          DEFINED      1      4600       0        0
AMERICAN GREETINGS CORP CL A      COMMON    026375105     289      13400   SH          DEFINED    1,14    13400       0        0
AMERICAN GREETINGS CORP CL A      COMMON    026375105    8539     395703   SH          DEFINED     14     311603      0      53700
AMERICAN GREETINGS CORP CL A      COMMON    026375105     613      28400   SH          DEFINED    14,7      0         0      28400
AMERICAN GREETINGS CORP CL A      COMMON    026375105    3154     146142   SH          DEFINED     20     146142      0        0
AMERICAN INCOME FUND INC CEF      COMMON    02672T109     11       1500    SH          DEFINED     19       0         0      1500
AMERICAN INTERNATIONAL GROUP      COMMON    026874784     674      22970   SH          DEFINED     14     21130       0      1140
AMERICAN INTERNATIONAL GROUP      COMMON    026874784     214      7300    SH          DEFINED    14,7      0         0      7300
AMERICAN INTERNATIONAL GROUP      COMMON    026874784     21        710    SH          DEFINED     19      710        0        0
AMERICAN INTERNATIONAL GROUP      COMMON    026874784    2552      86996   SH          DEFINED     20     86996       0        0
AMERICAN INTERNATIONAL GROUP      COMMON    026874784     166      5663    SH          DEFINED     21      5663       0        0
AMERICAN INTERNATIONAL GROUP      COMMON    026874784     13        446    SH          DEFINED      5      352        0       94
AMERICAN INTERNATIONAL GROUP      COMMON    026874784      8        265    SH          DEFINED      6      265        0        0
AMERICAN INTERNATIONAL GROUP      COMMON    026874784     118      4039    SH          DEFINED      7      4039       0        0
AMERICAN INTERNATIONAL GROUP      COMMON    026874784     155      5300    SH          DEFINED    8,14     5300       0        0
AMERICAN INTL GP (LEH) CVT 0.2    CONVERT   524908K58    1900      1E+07   SH          DEFINED     14       0         0     8475000
AMERICAN INTL GRP CVT(AIG) 0.0    CONVERT   026874AP2    18105    1.8E+07  SH          DEFINED     14       0         0        0
AMERICAN ITALIAN PASTA CO CL A    COMMON    027070101     363      10400   SH          DEFINED     14      2300       0      8100
AMERICAN ITALIAN PASTA CO CL A    COMMON    027070101     258      7393    SH          DEFINED     20      7393       0        0
AMERICAN ITALIAN PASTA CO CL A    COMMON    027070101     283      8100    SH          DEFINED      8      8100       0        0
AMERICAN ITALIAN PASTA CO CL A    COMMON    027070101     80       2300    SH          DEFINED    8,17     2300       0        0
AMERICAN LORAIN CORP              COMMON    027297100     195      69486   SH          DEFINED     20     69486       0        0
AMERICAN MEDICAL SYS HLDGS        COMMON    02744M108    43236    2179210  SH          DEFINED      1    2179210      0        0
AMERICAN MEDICAL SYS HLDGS        COMMON    02744M108    5518     278100   SH          DEFINED     14     104900      0     173200
AMERICAN MEDICAL SYS HLDGS        COMMON    02744M108    13435    677174   SH          DEFINED      2     572801      0     104373
AMERICAN MEDICAL SYS HLDGS        COMMON    02744M108    2616     131865   SH          DEFINED     20     131865      0        0
AMERICAN MEDICAL SYS HLDGS        COMMON    02744M108     415      20900   SH          DEFINED    5,14    20900       0        0
AMERICAN MEDICAL SYS HLDGS        COMMON    02744M108    1075      54200   SH          DEFINED      8     54200       0        0
AMERICAN MEDICAL SYS HLDGS        COMMON    02744M108     306      15400   SH          DEFINED    8,17    15400       0        0
AMERICAN NATIONAL INSURANCE       COMMON    028591105     53        440    SH          DEFINED     14      340        0       100
AMERICAN NATIONAL INSURANCE       COMMON    028591105     102       847    SH          DEFINED     20      847        0        0
AMERICAN NATIONAL INSURANCE       COMMON    028591105      6        50     SH          DEFINED     21       50        0        0
AMERICAN NATIONAL INSURANCE       COMMON    028591105      5        43     SH          DEFINED      5       0         0       43
AMERICAN ORIENTAL BIOENGINEER     COMMON    028731107     774     163727   SH          DEFINED     20     163727      0        0
AMERICAN PHYSICIANS CAP INC       COMMON    028884104     810      27300   SH          DEFINED     14     20800       0      6500
AMERICAN PHYSICIANS CAP INC       COMMON    028884104     329      11074   SH          DEFINED     20     11074       0        0
AMERICAN PHYSICIANS CAP INC       COMMON    028884104     95       3200    SH          DEFINED    5,14     3200       0        0
AMERICAN PHYSICIANS SVC GP        COMMON    028882108     116      5153    SH          DEFINED     20      5153       0        0
AMERICAN PUBLIC EDUCATION         COMMON    02913V103      5        140    SH          DEFINED     20      140        0        0
AMERICAN RAILCAR INDUSTRIES       COMMON    02916P103     32       2809    SH          DEFINED     20      2809       0        0
AMERICAN REPROGRAPHICS CO         COMMON    029263100     94       12805   SH          DEFINED     20     12805       0        0
AMERICAN SAFETY INS HOLDINGS      COMMON    G02995101     148      10300   SH          DEFINED     20     10300       0        0
AMERICAN SCIENCE & ENGINEERING    COMMON    029429107     581      7520    SH          DEFINED     20      7520       0        0
AMERICAN SCIENCE & ENGINEERING    COMMON    029429107     50        650    SH          DEFINED      5       0         0       650
AMERICAN SELECT PORTFOLIO CEF     COMMON    029570108      9        800    SH          DEFINED     19       0         0       800
AMERICAN SOFTWARE INC             COMMON    029683109      1        174    SH          DEFINED     20      174        0        0
AMERICAN STATES WATER CO          COMMON    029899101    19583    553188   SH          DEFINED     20     553188      0        0
AMERICAN STATES WATER CO          COMMON    029899101     73       2050    SH          DEFINED      5       0         0      2050
AMERICAN STRATEGIC INCOME II C    COMMON    030099105      4        400    SH          DEFINED     19       0         0       400
AMERICAN SUPERCONDUCTOR CORP      COMMON    030111108     43       1000    SH          DEFINED     19       0         0      1000
AMERICAN SUPERCONDUCTOR CORP      COMMON    030111108    26233    616947   SH          DEFINED     20     616947      0        0
AMERICAN SUPERCONDUCTOR CORP      COMMON    030111108     191      4487    SH          DEFINED     21      4487       0        0
AMERICAN TOWER CORP CL A          COMMON    029912201    24867    562857   SH          DEFINED      1     562857      0        0
AMERICAN TOWER CORP CL A          COMMON    029912201    2424      54872   SH          DEFINED    17,1    54872       0        0
AMERICAN TOWER CORP CL A          COMMON    029912201     205      4649    SH          DEFINED     19      1122       0      3527
AMERICAN TOWER CORP CL A          COMMON    029912201     387      8762    SH          DEFINED      2      8762       0        0
AMERICAN TOWER CORP CL A          COMMON    029912201     425      9627    SH          DEFINED     20      9627       0        0
AMERICAN TOWER CORP CL A          COMMON    029912201      9        199    SH          DEFINED     21      199        0        0
AMERICAN TOWER CORP CL A          COMMON    029912201    2828      64020   SH          DEFINED      5     51099       0      12921
AMERICAN TOWER CORP CL A          COMMON    029912201     276      6253    SH          DEFINED      7      6253       0        0
AMERICAN WATER WORKS CO INC       COMMON    030420103    26381    1153002  SH          DEFINED     20    1153002      0        0
AMERICAN WATER WORKS CO INC       COMMON    030420103     144      6301    SH          DEFINED     21      6301       0        0
AMERICAN WOODMARK CORP            COMMON    030506109     54       2773    SH          DEFINED     20      2773       0        0
AMERICANWEST BANCORPORATION       COMMON    03058P109     24       56878   SH          DEFINED     20     56878       0        0
AMERICA'S CAR MART INC            COMMON    03062T105     280      11024   SH          DEFINED     20     11024       0        0
AMERICREDIT CORP                  COMMON    03060R101     804      42117   SH          DEFINED      1     42117       0        0
AMERICREDIT CORP                  COMMON    03060R101    5219     273370   SH          DEFINED     14     210270      0      43300
AMERICREDIT CORP                  COMMON    03060R101     729      38200   SH          DEFINED    14,7      0         0      38200
AMERICREDIT CORP                  COMMON    03060R101     285      14941   SH          DEFINED     20     14941       0        0
AMERICREDIT CORP                  COMMON    03060R101     17        893    SH          DEFINED     21      893        0        0
AMERIGON INC                      COMMON    03070L300    4068     459677   SH          DEFINED     20     459677      0        0
AMERIGROUP CORP                   COMMON    03073T102    26513    967968   SH          DEFINED      1     967968      0        0
AMERIGROUP CORP                   COMMON    03073T102    2151      78538   SH          DEFINED    17,1      0         0      78538
AMERIGROUP CORP                   COMMON    03073T102    2096      76523   SH          DEFINED      2       0         0      76523
AMERIGROUP CORP                   COMMON    03073T102     59       2159    SH          DEFINED     20      2159       0        0
AMERIGROUP CORP                   COMMON    03073T102      3        115    SH          DEFINED     21      115        0        0
AMERIGROUP CORP                   COMMON    03073T102     49       1800    SH          DEFINED      5       0         0      1800
AMERIPRISE FINANCIAL INC          COMMON    03076C106      1        21     SH          DEFINED     11       21        0        0
AMERIPRISE FINANCIAL INC          COMMON    03076C106     300      7350    SH          DEFINED     14      5450       0      1300
AMERIPRISE FINANCIAL INC          COMMON    03076C106     269      6600    SH          DEFINED    14,7      0         0      6600
AMERIPRISE FINANCIAL INC          COMMON    03076C106     16        397    SH          DEFINED     19       30        0       367
AMERIPRISE FINANCIAL INC          COMMON    03076C106    6550     160512   SH          DEFINED     20     160512      0        0
AMERIPRISE FINANCIAL INC          COMMON    03076C106     430      10548   SH          DEFINED     21     10548       0        0
AMERIPRISE FINANCIAL INC          COMMON    03076C106     80       1954    SH          DEFINED      5      1834       0       120
AMERIPRISE FINANCIAL INC          COMMON    03076C106     250      6117    SH          DEFINED      7      6117       0        0
AMERIPRISE FINANCIAL INC          COMMON    03076C106     486      11900   SH          DEFINED      8     11900       0        0
AMERIS BANCORP                    COMMON    03076K108     94       12697   SH          DEFINED     14     12697       0        0
AMERIS BANCORP                    COMMON    03076K108      1        105    SH          DEFINED     20      105        0        0
AMERIS BANCORP                    COMMON    03076K108     12       1613    SH          DEFINED    5,14     1613       0        0
AMERISAFE INC                     COMMON    03071H100     514      29400   SH          DEFINED     14     29400       0        0
AMERISAFE INC                     COMMON    03071H100     243      13884   SH          DEFINED     20     13884       0        0
AMERISAFE INC                     COMMON    03071H100     61       3500    SH          DEFINED    5,14     3500       0        0
AMERISOURCEBERGEN CORP            COMMON    03073E105    22806    862574   SH          DEFINED      1     862574      0        0
AMERISOURCEBERGEN CORP            COMMON    03073E105     249      9424    SH          DEFINED     11      9424       0        0
AMERISOURCEBERGEN CORP            COMMON    03073E105     304      11492   SH          DEFINED     13     11492       0        0
AMERISOURCEBERGEN CORP            COMMON    03073E105     389      14700   SH          DEFINED     14       0         0        0
AMERISOURCEBERGEN CORP            COMMON    03073E105     978      37000   SH          DEFINED     18     37000       0        0
AMERISOURCEBERGEN CORP            COMMON    03073E105    2401      90800   SH          DEFINED     19     13440       0      77360
AMERISOURCEBERGEN CORP            COMMON    03073E105    13972    528443   SH          DEFINED      2     528443      0        0
AMERISOURCEBERGEN CORP            COMMON    03073E105    3641     137721   SH          DEFINED     20     137721      0        0
AMERISOURCEBERGEN CORP            COMMON    03073E105     64       2429    SH          DEFINED     21      2429       0        0
AMERISOURCEBERGEN CORP            COMMON    03073E105     32       1227    SH          DEFINED      4      1227       0        0
AMERISOURCEBERGEN CORP            COMMON    03073E105    3045     115159   SH          DEFINED      5     102477      0      12682
AMERISOURCEBERGEN CORP            COMMON    03073E105    2830     107034   SH          DEFINED      7     107034      0        0
AMERISOURCEBERGEN CORP            COMMON    03073E105    30583    1156676  SH          DEFINED      8    1156676      0        0
AMERISOURCEBERGEN CORP            COMMON    03073E105    3417     129248   SH          DEFINED      9     129248      0        0
AMERISTAR CASINOS INC             COMMON    03070Q101     71       4661    SH          DEFINED     20      4661       0        0
AMERON INTERNATIONAL CORP         COMMON    030710107    59015    909049   SH          DEFINED     20     909049      0        0
AMETEK INC                        COMMON    031100100     132      3436    SH          DEFINED     19      1101       0      2335
AMETEK INC                        COMMON    031100100     506      13173   SH          DEFINED     20     13173       0        0
AMETEK INC                        COMMON    031100100      4        100    SH          DEFINED     21      100        0        0
AMETEK INC                        COMMON    031100100    5843     152050   SH          DEFINED      3     152050      0        0
AMETEK INC                        COMMON    031100100    2383      62007   SH          DEFINED      5     52280       0      9727
AMEX CONSUMER STAPLES SPDR ETF    COMMON    81369Y308     75       2842    SH          DEFINED     19       0         0      2842
AMGEN INC                         COMMON    031162100   165660    2895140  SH          DEFINED      1    2895140      0        0
AMGEN INC                         COMMON    031162100    5711      99800   SH          DEFINED    1,14    99800       0        0
AMGEN INC                         COMMON    031162100    1768      30900   SH          DEFINED     1,8    30900       0        0
AMGEN INC                         COMMON    031162100    1282      22400   SH          DEFINED     10     22400       0        0
AMGEN INC                         COMMON    031162100    1791      31300   SH          DEFINED    10,14   31300       0        0
AMGEN INC                         COMMON    031162100     425      7436    SH          DEFINED     11      7436       0        0
AMGEN INC                         COMMON    031162100     612      10700   SH          DEFINED     13     10700       0        0
AMGEN INC                         COMMON    031162100   137955    2410957  SH          DEFINED     14    1685257      0     603700
AMGEN INC                         COMMON    031162100    3153      55100   SH          DEFINED    14,13     0         0      55100
AMGEN INC                         COMMON    031162100    10340    180700   SH          DEFINED    14,7      0         0     180700
AMGEN INC                         COMMON    031162100     629      11000   SH          DEFINED     15     11000       0        0
AMGEN INC                         COMMON    031162100     878      15352   SH          DEFINED     16     15352       0        0
AMGEN INC                         COMMON    031162100    7421     129692   SH          DEFINED    17,1      0         0     129692
AMGEN INC                         COMMON    031162100     887      15500   SH          DEFINED    17,14     0         0      1400
AMGEN INC                         COMMON    031162100    2724      47600   SH          DEFINED     18     47600       0        0
AMGEN INC                         COMMON    031162100    13293    232319   SH          DEFINED     19     52048       0     180271
AMGEN INC                         COMMON    031162100    26489    462937   SH          DEFINED      2     462937      0        0
AMGEN INC                         COMMON    031162100   311066    5436310  SH          DEFINED     20    5436310      0        0
AMGEN INC                         COMMON    031162100     119      2076    SH          DEFINED    20,14    2076       0        0
AMGEN INC                         COMMON    031162100    11058    193260   SH          DEFINED     21     193260      0        0
AMGEN INC                         COMMON    031162100    13581    237354   SH          DEFINED     3,1    237354      0        0
AMGEN INC                         COMMON    031162100     54        946    SH          DEFINED      4      946        0        0
AMGEN INC                         COMMON    031162100    7031     122870   SH          DEFINED      5     100864      0      22006
AMGEN INC                         COMMON    031162100    7067     123500   SH          DEFINED    5,14    123500      0        0
AMGEN INC                         COMMON    031162100    1004      17550   SH          DEFINED      6     17550       0        0
AMGEN INC                         COMMON    031162100    4398      76869   SH          DEFINED      7     76869       0        0
AMGEN INC                         COMMON    031162100    46135    806270   SH          DEFINED      8     806270      0        0
AMGEN INC                         COMMON    031162100    7547     131900   SH          DEFINED    8,14    131900      0        0
AMGEN INC                         COMMON    031162100     163      2847    SH          DEFINED     8,2     2847       0        0
AMGEN INC                         COMMON    031162100    2129      37200   SH          DEFINED      9     37200       0        0
AMGEN INC                         COMMON    031162100    1476      25800   SH          DEFINED    9,14      0         0      25800
AMGEN INC (AMGN) CVT 0.125 02-    CONVERT   031162AN0      2       2000    SH          DEFINED      5      2000       0        0
AMGEN INC (AMGN) CVT 0.375 02-    CONVERT   031162AQ3    25313    2.5E+07  SH          DEFINED     14       0         0     2.1E+07
AMGEN INC CVT (AMGN) 0.0 03-01    CONVERT   031162AE0   652205    1.4E+07  SH          DEFINED     14       0         0        0
AMKOR TECHNOLOGY INC              COMMON    031652100     662      90600   SH          DEFINED      1     90600       0        0
AMKOR TECHNOLOGY INC              COMMON    031652100     532      72800   SH          DEFINED    1,14    72800       0        0
AMKOR TECHNOLOGY INC              COMMON    031652100     92       12644   SH          DEFINED     11     12644       0        0
AMKOR TECHNOLOGY INC              COMMON    031652100    6654     910198   SH          DEFINED     14     514398      0     356100
AMKOR TECHNOLOGY INC              COMMON    031652100    3319     454059   SH          DEFINED     20     454059      0        0
AMKOR TECHNOLOGY INC              COMMON    031652100     12       1602    SH          DEFINED     21      1602       0        0
AMKOR TECHNOLOGY INC              COMMON    031652100     403      55100   SH          DEFINED    5,14    55100       0        0
AMKOR TECHNOLOGY INC              COMMON    031652100     222      30400   SH          DEFINED      8     30400       0        0
AMKOR TECHNOLOGY INC              COMMON    031652100     64       8700    SH          DEFINED    8,17     8700       0        0
AMN HEALTHCARE SERVICE            COMMON    001744101     678      72900   SH          DEFINED     14     31300       0      41600
AMN HEALTHCARE SERVICE            COMMON    001744101     98       10536   SH          DEFINED     20     10536       0        0
AMN HEALTHCARE SERVICE            COMMON    001744101     73       7800    SH          DEFINED    5,14     7800       0        0
AMN HEALTHCARE SERVICE            COMMON    001744101     59       6300    SH          DEFINED      8      6300       0        0
AMN HEALTHCARE SERVICE            COMMON    001744101     16       1700    SH          DEFINED    8,17     1700       0        0
AMPAL-AMERICAN ISRAEL CORP-A      COMMON    032015109     10       3500    SH          DEFINED     19       0         0      3500
AMPCO-PITTSBURGH CORP             COMMON    032037103     56       1787    SH          DEFINED     20      1787       0        0
AMPCO-PITTSBURGH CORP             COMMON    032037103     78       2465    SH          DEFINED      5       0         0      2465
AMPHENOL CORP CL A                COMMON    032095101    39866    886306   SH          DEFINED      1     886306      0        0
AMPHENOL CORP CL A                COMMON    032095101    2472      54958   SH          DEFINED      2      7490       0      47468
AMPHENOL CORP CL A                COMMON    032095101    5858     130232   SH          DEFINED     20     130232      0        0
AMPHENOL CORP CL A                COMMON    032095101      6        137    SH          DEFINED     21      137        0        0
AMPHENOL CORP CL A                COMMON    032095101     773      17182   SH          DEFINED      5      9532       0      7650
AMPHENOL CORP CL A                COMMON    032095101     99       2200    SH          DEFINED      7      2200       0        0
AMR CORP/DEL                      COMMON    001765106     735      87870   SH          DEFINED     20     87870       0        0
AMR CORP/DEL                      COMMON    001765106     49       5828    SH          DEFINED     21      5828       0        0
AMR CORP/DEL                      COMMON    001765106      2        204    SH          DEFINED      5       0         0       204
AMREP CORP                        COMMON    032159105      6        458    SH          DEFINED     20      458        0        0
AMSURG CORP                       COMMON    03232P405    3344     153200   SH          DEFINED     20     153200      0        0
AMSURG CORP                       COMMON    03232P405     71       3237    SH          DEFINED     21      3237       0        0
AMTRUST FINANCIAL SERVICES        COMMON    032359309     123      10400   SH          DEFINED     14      1900       0      8500
AMTRUST FINANCIAL SERVICES        COMMON    032359309     120      10178   SH          DEFINED     20     10178       0        0
AMTRUST FINANCIAL SERVICES        COMMON    032359309     13       1100    SH          DEFINED    5,14     1100       0        0
AMYLIN PHARMACEUTICALS INC        COMMON    032346108    5161     353764   SH          DEFINED     20     353764      0        0
ANADARKO PETROLEUM CORP           COMMON    032511107    57278    860545   SH          DEFINED      1     860545      0        0
ANADARKO PETROLEUM CORP           COMMON    032511107     67       1000    SH          DEFINED    10,14    1000       0        0
ANADARKO PETROLEUM CORP           COMMON    032511107      1        10     SH          DEFINED     11       10        0        0
ANADARKO PETROLEUM CORP           COMMON    032511107     27        400    SH          DEFINED     13      400        0        0
ANADARKO PETROLEUM CORP           COMMON    032511107    11781    177000   SH          DEFINED    13,2      0         0     177000
ANADARKO PETROLEUM CORP           COMMON    032511107    5599      84125   SH          DEFINED     14     72625       0      6800
ANADARKO PETROLEUM CORP           COMMON    032511107    1964      29500   SH          DEFINED    14,7      0         0      29500
ANADARKO PETROLEUM CORP           COMMON    032511107     27        400    SH          DEFINED    17,14     0         0       400
ANADARKO PETROLEUM CORP           COMMON    032511107     746      11203   SH          DEFINED     18     11203       0        0
ANADARKO PETROLEUM CORP           COMMON    032511107    9890     148593   SH          DEFINED     19     19825       0     128768
ANADARKO PETROLEUM CORP           COMMON    032511107    2249      33787   SH          DEFINED     20     33787       0        0
ANADARKO PETROLEUM CORP           COMMON    032511107     78       1174    SH          DEFINED     21      1174       0        0
ANADARKO PETROLEUM CORP           COMMON    032511107    11315    169990   SH          DEFINED      5     132210      0      37780
ANADARKO PETROLEUM CORP           COMMON    032511107     852      12801   SH          DEFINED      7     12801       0        0
ANADARKO PETROLEUM CORP           COMMON    032511107    27637    415217   SH          DEFINED      8     362217    53000      0
ANADIGICS INC                     COMMON    032515108     110      25483   SH          DEFINED     20     25483       0        0
ANALOG DEVICES INC                COMMON    032654105     474      15000   SH          DEFINED     14     11900       0      1600
ANALOG DEVICES INC                COMMON    032654105     360      11400   SH          DEFINED    14,7      0         0      11400
ANALOG DEVICES INC                COMMON    032654105     647      20474   SH          DEFINED     19      250        0      20224
ANALOG DEVICES INC                COMMON    032654105     347      10978   SH          DEFINED     20     10978       0        0
ANALOG DEVICES INC                COMMON    032654105     12        386    SH          DEFINED     21      386        0        0
ANALOG DEVICES INC                COMMON    032654105    7609     240650   SH          DEFINED      3     240650      0        0
ANALOG DEVICES INC                COMMON    032654105     737      23304   SH          DEFINED      5     11202       0      12102
ANALOG DEVICES INC                COMMON    032654105    1186      37504   SH          DEFINED      7     37504       0        0
ANALOG DEVICES INC                COMMON    032654105    1778      56242   SH          DEFINED      8     56242       0        0
ANALOGIC CORP                     COMMON    032657207     46       1169    SH          DEFINED     20      1169       0        0
ANAREN INC                        COMMON    032744104     289      19389   SH          DEFINED     20     19389       0        0
ANCESTRY.COM INC                  COMMON    032803108    3920     279818   SH          DEFINED      1     279818      0        0
ANCESTRY.COM INC                  COMMON    032803108    1801     128552   SH          DEFINED      2     54481       0      74071
ANCHOR BANCORP WISCONSIN INC      COMMON    032839102     51       80368   SH          DEFINED     20     80368       0        0
ANDERSONS INC - THE               COMMON    034164103     791      30100   SH          DEFINED     14      8500       0      21600
ANDERSONS INC - THE               COMMON    034164103     172      6535    SH          DEFINED     20      6535       0        0
ANDERSONS INC - THE               COMMON    034164103     92       3500    SH          DEFINED    5,14     3500       0        0
ANDERSONS INC - THE               COMMON    034164103     39       1500    SH          DEFINED      8      1500       0        0
ANDERSONS INC - THE               COMMON    034164103     11        400    SH          DEFINED    8,17     400        0        0
ANGIODYNAMICS INC                 COMMON    03475V101     182      11373   SH          DEFINED     20     11373       0        0
ANGLOGOLD ASHANTI LTD ADR         COMMON    035128206    9007     210346   SH          DEFINED      1     210346      0        0
ANGLOGOLD ASHANTI LTD ADR         COMMON    035128206    1141      26654   SH          DEFINED      2     26654       0        0
ANGLOGOLD ASHANTI LTD ADR         COMMON    035128206    12163    284045   SH          DEFINED     20     284045      0        0
ANGLOGOLD ASHANTI LTD ADR         COMMON    035128206    14050    328111   SH          DEFINED     3,1    328111      0        0
ANHEUSER-BUSCH INBEV SPN ADR      COMMON    03524A108     951      18278   SH          DEFINED     20     18278       0        0
ANHEUSER-BUSCH INBEV SPN ADR      COMMON    03524A108      1        25     SH          DEFINED      5       25        0        0
ANIKA THERAPEUTICS INC            COMMON    035255108      7        911    SH          DEFINED      5       0         0       911
ANIMAL HEALTH INTERNATIONAL       COMMON    03525N109     54       23970   SH          DEFINED     20     23970       0        0
ANIXTER INTERNATIONAL INC         COMMON    035290105    22819    469236   SH          DEFINED      1     469236      0        0
ANIXTER INTERNATIONAL INC         COMMON    035290105    1271      26129   SH          DEFINED    17,1    26129       0        0
ANIXTER INTERNATIONAL INC         COMMON    035290105    3716      76421   SH          DEFINED      2     32850       0      43571
ANIXTER INTERNATIONAL INC         COMMON    035290105     154      3164    SH          DEFINED     20      3164       0        0
ANIXTER INTERNATIONAL INC         COMMON    035290105      7        134    SH          DEFINED     21      134        0        0
ANNALY CAPITAL MANAGEMENT INC     COMMON    035710409     446      25600   SH          DEFINED    1,14    25600       0        0
ANNALY CAPITAL MANAGEMENT INC     COMMON    035710409     286      16400   SH          DEFINED     10     16400       0        0
ANNALY CAPITAL MANAGEMENT INC     COMMON    035710409     617      35400   SH          DEFINED    10,14   35400       0        0
ANNALY CAPITAL MANAGEMENT INC     COMMON    035710409      5        300    SH          DEFINED     13      300        0        0
ANNALY CAPITAL MANAGEMENT INC     COMMON    035710409    22690    1302510  SH          DEFINED     14     872510      0     402300
ANNALY CAPITAL MANAGEMENT INC     COMMON    035710409     699      40100   SH          DEFINED    14,13     0         0      40100
ANNALY CAPITAL MANAGEMENT INC     COMMON    035710409    2019     115900   SH          DEFINED    14,7      0         0     115900
ANNALY CAPITAL MANAGEMENT INC     COMMON    035710409      5        300    SH          DEFINED    17,14     0         0       300
ANNALY CAPITAL MANAGEMENT INC     COMMON    035710409      9        525    SH          DEFINED     19       0         0       525
ANNALY CAPITAL MANAGEMENT INC     COMMON    035710409     166      9509    SH          DEFINED     20      9509       0        0
ANNALY CAPITAL MANAGEMENT INC     COMMON    035710409     10        557    SH          DEFINED     21      557        0        0
ANNALY CAPITAL MANAGEMENT INC     COMMON    035710409     22       1264    SH          DEFINED      5      176        0      1088
ANNALY CAPITAL MANAGEMENT INC     COMMON    035710409    1571      90200   SH          DEFINED    5,14    90200       0        0
ANNALY CAPITAL MANAGEMENT INC     COMMON    035710409    2590     148700   SH          DEFINED    8,14    148700      0        0
ANNALY CAPITAL MANAGEMENT INC     COMMON    035710409     327      18800   SH          DEFINED    9,14      0         0      18800
ANNTAYLOR STORES CORP             COMMON    036115103     118      9066    SH          DEFINED     20      9066       0        0
ANNTAYLOR STORES CORP             COMMON    036115103      6        464    SH          DEFINED     21      464        0        0
ANSYS INC                         COMMON    03662Q105    10799    247451   SH          DEFINED      1     247451      0        0
ANSYS INC                         COMMON    03662Q105     314      7184    SH          DEFINED     19      1678       0      5506
ANSYS INC                         COMMON    03662Q105    10415    238665   SH          DEFINED      2     238665      0        0
ANSYS INC                         COMMON    03662Q105    5144     117876   SH          DEFINED     20     117876      0        0
ANSYS INC                         COMMON    03662Q105    4450     101966   SH          DEFINED      5     84916       0      17050
ANTARES PHARMA INC                COMMON    036642106     314     275000   SH          DEFINED     19       0         0     275000
ANWORTH MORTGAGE ASSET CORP       COMMON    037347101    4353     619200   SH          DEFINED     14     441400      0     177800
ANWORTH MORTGAGE ASSET CORP       COMMON    037347101     71       10093   SH          DEFINED     20     10093       0        0
ANWORTH MORTGAGE ASSET CORP       COMMON    037347101     494      70300   SH          DEFINED    5,14    70300       0        0
ANWORTH MORTGAGE ASSET CORP       COMMON    037347101     196      27900   SH          DEFINED      8     27900       0        0
ANWORTH MORTGAGE ASSET CORP       COMMON    037347101     56       7900    SH          DEFINED    8,17     7900       0        0
AOL INC                           COMMON    00184X105     181      7363    SH          DEFINED      1      7363       0        0
AOL INC                           COMMON    00184X105     214      8680    SH          DEFINED    1,14     8680       0        0
AOL INC                           COMMON    00184X105     80       3263    SH          DEFINED     10      3263       0        0
AOL INC                           COMMON    00184X105     78       3182    SH          DEFINED    10,14    3182       0        0
AOL INC                           COMMON    00184X105      5        201    SH          DEFINED     11      201        0        0
AOL INC                           COMMON    00184X105      4        145    SH          DEFINED     13      145        0        0
AOL INC                           COMMON    00184X105      0         1     SH          DEFINED    13,2      0         0        1
AOL INC                           COMMON    00184X105    6445     261551   SH          DEFINED     14     179868      0      77548
AOL INC                           COMMON    00184X105     197      7991    SH          DEFINED    14,13     0         0      7991
AOL INC                           COMMON    00184X105     371      15046   SH          DEFINED    14,7      0         0      15046
AOL INC                           COMMON    00184X105     16        646    SH          DEFINED    17,14     0         0       145
AOL INC                           COMMON    00184X105     22        874    SH          DEFINED     19      704        0       170
AOL INC                           COMMON    00184X105     175      7108    SH          DEFINED     20      7108       0        0
AOL INC                           COMMON    00184X105      4        180    SH          DEFINED    20,14    180        0        0
AOL INC                           COMMON    00184X105     12        467    SH          DEFINED     21      467        0        0
AOL INC                           COMMON    00184X105      0         1     SH          DEFINED      3       1         0        0
AOL INC                           COMMON    00184X105     129      5223    SH          DEFINED      5      555        0      4668
AOL INC                           COMMON    00184X105     446      18090   SH          DEFINED    5,14    18090       0        0
AOL INC                           COMMON    00184X105     57       2316    SH          DEFINED      6      2316       0        0
AOL INC                           COMMON    00184X105     14        572    SH          DEFINED      7      572        0        0
AOL INC                           COMMON    00184X105    1148      46577   SH          DEFINED      8     46577       0        0
AOL INC                           COMMON    00184X105     388      15727   SH          DEFINED    8,14    15727       0        0
AOL INC                           COMMON    00184X105     94       3818    SH          DEFINED    9,14      0         0      3818
AON CORP                          COMMON    037389103     245      6500    SH          DEFINED     14      4800       0      1200
AON CORP                          COMMON    037389103     260      6900    SH          DEFINED    14,7      0         0      6900
AON CORP                          COMMON    037389103     13        350    SH          DEFINED     19       0         0       350
AON CORP                          COMMON    037389103     622      16492   SH          DEFINED     20     16492       0        0
AON CORP                          COMMON    037389103     16        412    SH          DEFINED     21      412        0        0
AON CORP                          COMMON    037389103     872      23134   SH          DEFINED      5     11785       0      11349
AON CORP                          COMMON    037389103     216      5720    SH          DEFINED      7      5720       0        0
APAC CUSTOMER SERVICES INC        COMMON    00185E106     194      33086   SH          DEFINED     20     33086       0        0
APACHE CORP                       COMMON    037411105   184743    1724638  SH          DEFINED      1    1724638      0        0
APACHE CORP                       COMMON    037411105    20750    193709   SH          DEFINED     11     44209       0     149500
APACHE CORP                       COMMON    037411105    12854    120000   SH          DEFINED    13,2      0         0     120000
APACHE CORP                       COMMON    037411105    5647      52713   SH          DEFINED     14     45213       0      4300
APACHE CORP                       COMMON    037411105    2528      23600   SH          DEFINED    14,7      0         0      23600
APACHE CORP                       COMMON    037411105     18        170    SH          DEFINED    16,11    170        0        0
APACHE CORP                       COMMON    037411105    2668      24910   SH          DEFINED    16,14   20179       0      4731
APACHE CORP                       COMMON    037411105     268      2500    SH          DEFINED     18      2500       0        0
APACHE CORP                       COMMON    037411105    18403    171797   SH          DEFINED     19     21642       0     150155
APACHE CORP                       COMMON    037411105    1285      11998   SH          DEFINED      2     11998       0        0
APACHE CORP                       COMMON    037411105    4474      41766   SH          DEFINED     20     41766       0        0
APACHE CORP                       COMMON    037411105     70        649    SH          DEFINED     21      649        0        0
APACHE CORP                       COMMON    037411105     133      1237    SH          DEFINED      3      1237       0        0
APACHE CORP                       COMMON    037411105      7        67     SH          DEFINED      4       67        0        0
APACHE CORP                       COMMON    037411105    2791      26054   SH          DEFINED      5     21794       0      4260
APACHE CORP                       COMMON    037411105    1143      10669   SH          DEFINED      7     10669       0        0
APACHE CORP                       COMMON    037411105    1473      13748   SH          DEFINED      8     13748       0        0
APACHE CORP                       COMMON    037411105     85        798    SH          DEFINED     8,2     798        0        0
APARTMENT INVT & MGMT CO CL A     COMMON    03748R101     406      24817   SH          DEFINED     20     24817       0        0
APARTMENT INVT & MGMT CO CL A     COMMON    03748R101     20       1222    SH          DEFINED     21      1222       0        0
APARTMENT INVT & MGMT CO CL A     COMMON    03748R101      4        267    SH          DEFINED      5       0         0       267
APOGEE ENTERPRISES INC            COMMON    037598109     92       6400    SH          DEFINED     14      1200       0      5200
APOGEE ENTERPRISES INC            COMMON    037598109    2605     180395   SH          DEFINED     20     180395      0        0
APOGEE ENTERPRISES INC            COMMON    037598109     61       4200    SH          DEFINED      5       0         0      4200
APOGEE ENTERPRISES INC            COMMON    037598109     12        800    SH          DEFINED    5,14     800        0        0
APOLLO GROUP INC CL A             COMMON    037604105   115902    1876961  SH          DEFINED      1    1876961      0        0
APOLLO GROUP INC CL A             COMMON    037604105    1575      25500   SH          DEFINED    1,14    25500       0        0
APOLLO GROUP INC CL A             COMMON    037604105     827      13400   SH          DEFINED     10     13400       0        0
APOLLO GROUP INC CL A             COMMON    037604105     945      15300   SH          DEFINED    10,14   15300       0        0
APOLLO GROUP INC CL A             COMMON    037604105    19490    315635   SH          DEFINED     11     72911       0     242724
APOLLO GROUP INC CL A             COMMON    037604105     598      9678    SH          DEFINED     13      9678       0        0
APOLLO GROUP INC CL A             COMMON    037604105     30        478    SH          DEFINED    13,2     478        0        0
APOLLO GROUP INC CL A             COMMON    037604105    63966    1035893  SH          DEFINED     14     667643      0     317950
APOLLO GROUP INC CL A             COMMON    037604105    2044      33100   SH          DEFINED    14,13     0         0      33100
APOLLO GROUP INC CL A             COMMON    037604105    3044      49300   SH          DEFINED    14,7      0         0      49300
APOLLO GROUP INC CL A             COMMON    037604105     25        402    SH          DEFINED    16,11    402        0        0
APOLLO GROUP INC CL A             COMMON    037604105    2385      38618   SH          DEFINED    16,14   31723       0      6895
APOLLO GROUP INC CL A             COMMON    037604105     68       1100    SH          DEFINED    17,14     0         0       600
APOLLO GROUP INC CL A             COMMON    037604105    1815      29400   SH          DEFINED     18     29400       0        0
APOLLO GROUP INC CL A             COMMON    037604105    2592      41973   SH          DEFINED     19      5801       0      36172
APOLLO GROUP INC CL A             COMMON    037604105    14372    232746   SH          DEFINED      2     232746      0        0
APOLLO GROUP INC CL A             COMMON    037604105   105297    1705217  SH          DEFINED     20    1705217      0        0
APOLLO GROUP INC CL A             COMMON    037604105    3938      63777   SH          DEFINED     21     63777       0        0
APOLLO GROUP INC CL A             COMMON    037604105     118      1903    SH          DEFINED      3      1903       0        0
APOLLO GROUP INC CL A             COMMON    037604105     845      13683   SH          DEFINED     3,1    13683       0        0
APOLLO GROUP INC CL A             COMMON    037604105    11765    190526   SH          DEFINED      4     190526      0        0
APOLLO GROUP INC CL A             COMMON    037604105    4517      73147   SH          DEFINED      5     63962       0      9185
APOLLO GROUP INC CL A             COMMON    037604105    4576      74100   SH          DEFINED    5,14    74100       0        0
APOLLO GROUP INC CL A             COMMON    037604105     935      15134   SH          DEFINED      7     15134       0        0
APOLLO GROUP INC CL A             COMMON    037604105    19229    311400   SH          DEFINED      8     311400      0        0
APOLLO GROUP INC CL A             COMMON    037604105    3829      62000   SH          DEFINED    8,14    62000       0        0
APOLLO GROUP INC CL A             COMMON    037604105     73       1178    SH          DEFINED     8,2     1178       0        0
APOLLO GROUP INC CL A             COMMON    037604105     957      15500   SH          DEFINED    9,14      0         0      15500
APOLLO INVESTMENT CORP CF         COMMON    03761U106    5434     518464   SH          DEFINED     20     518464      0        0
APOLLO INVESTMENT CORP CF         COMMON    03761U106     139      13247   SH          DEFINED     21     13247       0        0
APOLLO INVESTMENT CORP CF         COMMON    03761U106     112      10650   SH          DEFINED      5       0         0      10650
A-POWER ENERGY GENERATION         COMMON    G04136100    2990     154218   SH          DEFINED     20     154218      0        0
APPLE INC                         COMMON    037833100   270024    1259559  SH          DEFINED      1    1259559      0        0
APPLE INC                         COMMON    037833100    2573      12000   SH          DEFINED    1,14    12000       0        0
APPLE INC                         COMMON    037833100     429      2000    SH          DEFINED     1,8     2000       0        0
APPLE INC                         COMMON    037833100     182       850    SH          DEFINED     10      850        0        0
APPLE INC                         COMMON    037833100     632      2950    SH          DEFINED    10,14    2950       0        0
APPLE INC                         COMMON    037833100     294      1372    SH          DEFINED     11      1372       0        0
APPLE INC                         COMMON    037833100     147       687    SH          DEFINED     13      687        0        0
APPLE INC                         COMMON    037833100     147       687    SH          DEFINED    13,2     687        0        0
APPLE INC                         COMMON    037833100    33058    154204   SH          DEFINED     14     115754      0      32400
APPLE INC                         COMMON    037833100     450      2100    SH          DEFINED    14,13     0         0      2100
APPLE INC                         COMMON    037833100    5810      27100   SH          DEFINED    14,7      0         0      27100
APPLE INC                         COMMON    037833100    5360      25000   SH          DEFINED     15     25000       0        0
APPLE INC                         COMMON    037833100     710      3314    SH          DEFINED     16      3314       0        0
APPLE INC                         COMMON    037833100    6797      31705   SH          DEFINED    17,1    31705       0        0
APPLE INC                         COMMON    037833100     439      2050    SH          DEFINED    17,14     0         0        0
APPLE INC                         COMMON    037833100   104673    488257   SH          DEFINED     19     228972      0     259285
APPLE INC                         COMMON    037833100    52044    242763   SH          DEFINED      2     242763      0        0
APPLE INC                         COMMON    037833100   2949738   1.4E+07  SH          DEFINED     20    13759390     0        0
APPLE INC                         COMMON    037833100      8        35     SH          DEFINED    20,14     35        0        0
APPLE INC                         COMMON    037833100   109743    511911   SH          DEFINED     21     511911      0        0
APPLE INC                         COMMON    037833100    4209      19632   SH          DEFINED     3,1    19632       0        0
APPLE INC                         COMMON    037833100     95        445    SH          DEFINED      4      445        0        0
APPLE INC                         COMMON    037833100    26010    121326   SH          DEFINED      5     85692       0      35634
APPLE INC                         COMMON    037833100    1018      4750    SH          DEFINED    5,14     4750       0        0
APPLE INC                         COMMON    037833100    2568      11977   SH          DEFINED      6     11977       0        0
APPLE INC                         COMMON    037833100    5525      25774   SH          DEFINED      7     25774       0        0
APPLE INC                         COMMON    037833100    9435      44011   SH          DEFINED      8     44011       0        0
APPLE INC                         COMMON    037833100    1994      9300    SH          DEFINED    8,14     9300       0        0
APPLE INC                         COMMON    037833100     324      1510    SH          DEFINED     8,2     1510       0        0
APPLE INC                         COMMON    037833100     214      1000    SH          DEFINED    9,14      0         0      1000
APPLIED INDUSTRIAL TECH INC       COMMON    03820C105     175      7528    SH          DEFINED     20      7528       0        0
APPLIED MATERIALS INC             COMMON    038222105    31167    2196387  SH          DEFINED      1    2196387      0        0
APPLIED MATERIALS INC             COMMON    038222105      1        46     SH          DEFINED     11       46        0        0
APPLIED MATERIALS INC             COMMON    038222105    1987     140000   SH          DEFINED     15     140000      0        0
APPLIED MATERIALS INC             COMMON    038222105    1178      83028   SH          DEFINED    17,1    83028       0        0
APPLIED MATERIALS INC             COMMON    038222105    1559     109890   SH          DEFINED     19     55754       0      54136
APPLIED MATERIALS INC             COMMON    038222105     739      52076   SH          DEFINED      2     52076       0        0
APPLIED MATERIALS INC             COMMON    038222105   125822    8866923  SH          DEFINED     20    8866923      0        0
APPLIED MATERIALS INC             COMMON    038222105    4015     282964   SH          DEFINED     21     282964      0        0
APPLIED MATERIALS INC             COMMON    038222105     172      12122   SH          DEFINED      5      9125       0      2997
APPLIED MATERIALS INC             COMMON    038222105     230      16175   SH          DEFINED      7     16175       0        0
APPLIED MATERIALS INC             COMMON    038222105    21015    1480949  SH          DEFINED      8    1480949      0        0
APPLIED MATERIALS INC             COMMON    038222105     49       3468    SH          DEFINED     8,2     3468       0        0
APPLIED MICRO CIRCUITS CORP       COMMON    03822W406     99       13287   SH          DEFINED     20     13287       0        0
APPLIED SIGNAL TECHNOLOGY         COMMON    038237103    1834      96100   SH          DEFINED     14     35300       0      60800
APPLIED SIGNAL TECHNOLOGY         COMMON    038237103     10        500    SH          DEFINED     19       0         0       500
APPLIED SIGNAL TECHNOLOGY         COMMON    038237103     269      14082   SH          DEFINED     20     14082       0        0
APPLIED SIGNAL TECHNOLOGY         COMMON    038237103     174      9100    SH          DEFINED    5,14     9100       0        0
APPLIED SIGNAL TECHNOLOGY         COMMON    038237103     261      13700   SH          DEFINED      8     13700       0        0
APPLIED SIGNAL TECHNOLOGY         COMMON    038237103     74       3900    SH          DEFINED    8,17     3900       0        0
APPROACH RESOURCES INC            COMMON    03834A103     20       2574    SH          DEFINED     20      2574       0        0
APTARGROUP INC                    COMMON    038336103    6098     168452   SH          DEFINED      1     168452      0        0
APTARGROUP INC                    COMMON    038336103     149      4120    SH          DEFINED     19      4120       0        0
APTARGROUP INC                    COMMON    038336103    2761      76264   SH          DEFINED      2     32431       0      43833
APTARGROUP INC                    COMMON    038336103    1491      41185   SH          DEFINED     20     41185       0        0
AQUA AMERICA INC                  COMMON    03836W103    25568    1458528  SH          DEFINED     20    1458528      0        0
AQUA AMERICA INC                  COMMON    03836W103     133      7599    SH          DEFINED     21      7599       0        0
ARBITRON INC                      COMMON    03875Q108    7592     292807   SH          DEFINED     1,3    292807      0        0
ARBITRON INC                      COMMON    03875Q108     174      6713    SH          DEFINED    16,3     6713       0        0
ARBITRON INC                      COMMON    03875Q108     92       3558    SH          DEFINED     20      3558       0        0
ARBITRON INC                      COMMON    03875Q108    2519      97151   SH          DEFINED      3     97151       0        0
ARBOR REALTY TRUST INC            COMMON    038923108     194     100959   SH          DEFINED     20     100959      0        0
ARCELORMITTAL NY REGISTERED       COMMON    03938L104      5        115    SH          DEFINED     19       50        0       65
ARCELORMITTAL NY REGISTERED       COMMON    03938L104    1153      24333   SH          DEFINED     20     24333       0        0
ARCH CAPITAL GROUP LTD            COMMON    G0450A105    2323      32390   SH          DEFINED     1,8    32390       0        0
ARCH CAPITAL GROUP LTD            COMMON    G0450A105     917      12783   SH          DEFINED     20     12783       0        0
ARCH CAPITAL GROUP LTD            COMMON    G0450A105      7        101    SH          DEFINED     21      101        0        0
ARCH CHEMICALS INC                COMMON    03937R102     265      8440    SH          DEFINED     20      8440       0        0
ARCH COAL INC                     COMMON    039380100    24707    1006000  SH          DEFINED      1    1006000      0        0
ARCH COAL INC                     COMMON    039380100    5403     220000   SH          DEFINED    13,2      0         0     220000
ARCH COAL INC                     COMMON    039380100     61       2500    SH          DEFINED     19       0         0      2500
ARCH COAL INC                     COMMON    039380100     649      26406   SH          DEFINED     20     26406       0        0
ARCH COAL INC                     COMMON    039380100      6        264    SH          DEFINED     21      264        0        0
ARCH COAL INC                     COMMON    039380100      4        158    SH          DEFINED      5       0         0       158
ARCH COAL INC                     COMMON    039380100     67       2709    SH          DEFINED      7      2709       0        0
ARCHER DANIELS 0.875 02-15-14     CONVERT   039483AW2    25290    2.4E+07  SH          DEFINED     14       0         0      2E+07
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102    2886      91200   SH          DEFINED      1     91200       0        0
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102    3224     101900   SH          DEFINED    1,14    101900      0        0
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102     405      12800   SH          DEFINED     10     12800       0        0
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102     497      15700   SH          DEFINED    10,14   15700       0        0
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102     165      5206    SH          DEFINED     11      5206       0        0
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102      6        200    SH          DEFINED     13      200        0        0
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102    37438    1183260  SH          DEFINED     14     810160      0     319600
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102    1000      31600   SH          DEFINED    14,13     0         0      31600
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102    2601      82200   SH          DEFINED    14,7      0         0      82200
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102      6        200    SH          DEFINED    17,14     0         0       200
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102     20        647    SH          DEFINED     19       60        0       587
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102    10519    332468   SH          DEFINED     20     332468      0        0
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102     15        475    SH          DEFINED    20,14    475        0        0
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102     62       1961    SH          DEFINED     21      1961       0        0
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102      9        280    SH          DEFINED      5       0         0       280
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102    2240      70800   SH          DEFINED    5,14    70800       0        0
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102     701      22153   SH          DEFINED      7     22153       0        0
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102     253      8000    SH          DEFINED      8      8000       0        0
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102    1996      63100   SH          DEFINED    8,14    63100       0        0
ARCHER-DANIELS-MIDLAND CO         COMMON    039483102     468      14800   SH          DEFINED    9,14      0         0      14800
ARCSIGHT INC                      COMMON    039666102     102      3596    SH          DEFINED     20      3596       0        0
ARCTIC CAT INC                    COMMON    039670104     94       10900   SH          DEFINED     14     10900       0        0
ARCTIC CAT INC                    COMMON    039670104     112      12965   SH          DEFINED     20     12965       0        0
ARCTIC CAT INC                    COMMON    039670104     11       1300    SH          DEFINED    5,14     1300       0        0
ARDEA BIOSCIENCES INC             COMMON    03969P107      2        142    SH          DEFINED     20      142        0        0
ARDEN GROUP INC  -CL A            COMMON    039762109     33        343    SH          DEFINED     20      343        0        0
ARENA PHARMACEUTICALS INC         COMMON    040047102      3        714    SH          DEFINED     20      714        0        0
ARENA RESOURCES INC               COMMON    040049108    19991    446029   SH          DEFINED      1     446029      0        0
ARENA RESOURCES INC               COMMON    040049108    2496      55700   SH          DEFINED     14     37500       0      10200
ARENA RESOURCES INC               COMMON    040049108    15377    343093   SH          DEFINED      2     298991      0      44102
ARENA RESOURCES INC               COMMON    040049108     56       1259    SH          DEFINED     20      1259       0        0
ARES CAPITAL CORP                 COMMON    04010L103    4292     321260   SH          DEFINED     20     321260      0        0
ARES CAPITAL CORP                 COMMON    04010L103     81       6055    SH          DEFINED     21      6055       0        0
ARES CAPITAL CORP                 COMMON    04010L103     106      7950    SH          DEFINED      5       0         0      7950
ARGO GROUP INTERNATIONAL HOLDI    COMMON    G0464B107     89       3038    SH          DEFINED     20      3038       0        0
ARGO GROUP INTERNATIONAL HOLDI    COMMON    G0464B107     120      4106    SH          DEFINED      5       0         0      4106
ARGON ST INC                      COMMON    040149106     358      16530   SH          DEFINED     20     16530       0        0
ARIAD PHARMACEUTICALS INC         COMMON    04033A100      2        839    SH          DEFINED     20      839        0        0
ARIBA INC                         COMMON    04033V203    25272    1848718  SH          DEFINED      1    1848718      0        0
ARIBA INC                         COMMON    04033V203    1314      96097   SH          DEFINED    17,1    96097       0        0
ARIBA INC                         COMMON    04033V203    4506     329626   SH          DEFINED      2     140270      0     189356
ARIBA INC                         COMMON    04033V203     297      21760   SH          DEFINED     20     21760       0        0
ARKANSAS BEST CORP                COMMON    040790107     325      11438   SH          DEFINED     20     11438       0        0
ARM HOLDINGS PLC ADR              COMMON    042068106     105      11781   SH          DEFINED     20     11781       0        0
ARMSTRONG WORLD INDUSTRIES        COMMON    04247X102    2071      52515   SH          DEFINED     20     52515       0        0
ARMSTRONG WORLD INDUSTRIES        COMMON    04247X102      7        179    SH          DEFINED     21      179        0        0
ARQULE INC                        COMMON    04269E107     345      93700   SH          DEFINED     14     26600       0      67100
ARQULE INC                        COMMON    04269E107      1        344    SH          DEFINED     20      344        0        0
ARQULE INC                        COMMON    04269E107     184      50000   SH          DEFINED      5     50000       0        0
ARQULE INC                        COMMON    04269E107     32       8600    SH          DEFINED    5,14     8600       0        0
ARQULE INC                        COMMON    04269E107     37       10100   SH          DEFINED      8     10100       0        0
ARQULE INC                        COMMON    04269E107     10       2600    SH          DEFINED    8,17     2600       0        0
ARRAY BIOPHARMA INC               COMMON    04269X105      1        380    SH          DEFINED     20      380        0        0
ARRIS GROUP INC                   COMMON    04269Q100    8089     717781   SH          DEFINED      1     717781      0        0
ARRIS GROUP INC                   COMMON    04269Q100     50       4400    SH          DEFINED    1,14     4400       0        0
ARRIS GROUP INC                   COMMON    04269Q100    10155    901030   SH          DEFINED     14     669630      0     156100
ARRIS GROUP INC                   COMMON    04269Q100     574      50900   SH          DEFINED    14,7      0         0      50900
ARRIS GROUP INC                   COMMON    04269Q100    3657     324532   SH          DEFINED      2     137975      0     186557
ARRIS GROUP INC                   COMMON    04269Q100    3416     303127   SH          DEFINED     20     303127      0        0
ARRIS GROUP INC                   COMMON    04269Q100     84       7415    SH          DEFINED      5       0         0      7415
ARRIS GROUP INC                   COMMON    04269Q100     54       4800    SH          DEFINED    5,14     4800       0        0
ARRIS GROUP INC                   COMMON    04269Q100     172      15300   SH          DEFINED      8     15300       0        0
ARRIS GROUP INC                   COMMON    04269Q100     50       4400    SH          DEFINED    8,17     4400       0        0
ARROW ELECTRONICS INC             COMMON    042735100     36       1200    SH          DEFINED     14       0         0        0
ARROW ELECTRONICS INC             COMMON    042735100     386      12865   SH          DEFINED     20     12865       0        0
ARROW ELECTRONICS INC             COMMON    042735100     35       1179    SH          DEFINED     21      1179       0        0
ARROW ELECTRONICS INC             COMMON    042735100      5        163    SH          DEFINED      5       0         0       163
ARROW FINANCIAL CORP              COMMON    042744102     118      4826    SH          DEFINED     20      4826       0        0
ART TECHNOLOGY GROUP INC          COMMON    04289L107    2701     574579   SH          DEFINED     20     574579      0        0
ART TECHNOLOGY GROUP INC          COMMON    04289L107     95       20174   SH          DEFINED      5     20174       0        0
ARTIO GLOBAL INVESTORS INC        COMMON    04315B107      5        202    SH          DEFINED      5       0         0       202
ARUBA NETWORKS INC                COMMON    043176106    1071     101282   SH          DEFINED     20     101282      0        0
ARVINMERITOR INC.                 COMMON    043353101    1566     132807   SH          DEFINED     20     132807      0        0
ARVINMERITOR INC.                 COMMON    043353101     95       8066    SH          DEFINED     21      8066       0        0
ASBURY AUTOMOTIVE GROUP           COMMON    043436104    3772     304400   SH          DEFINED     14     156300      0     148100
ASBURY AUTOMOTIVE GROUP           COMMON    043436104    1492     120445   SH          DEFINED     20     120445      0        0
ASBURY AUTOMOTIVE GROUP           COMMON    043436104     16       1281    SH          DEFINED     21      1281       0        0
ASBURY AUTOMOTIVE GROUP           COMMON    043436104     75       6045    SH          DEFINED      5       0         0      6045
ASBURY AUTOMOTIVE GROUP           COMMON    043436104     390      31500   SH          DEFINED    5,14    31500       0        0
ASBURY AUTOMOTIVE GROUP           COMMON    043436104     416      33600   SH          DEFINED      8     33600       0        0
ASBURY AUTOMOTIVE GROUP           COMMON    043436104     119      9600    SH          DEFINED    8,17     9600       0        0
ASCENT MEDIA CORP-A-W/I           COMMON    043632108     10        381    SH          DEFINED     19      381        0        0
ASCENT MEDIA CORP-A-W/I           COMMON    043632108      3        103    SH          DEFINED     20      103        0        0
ASCENT MEDIA CORP-A-W/I           COMMON    043632108     23        928    SH          DEFINED      5      928        0        0
ASCENT SOLAR TECHNOLOGIES         COMMON    043635101    3962     717803   SH          DEFINED     20     717803      0        0
ASHFORD HOSPITALITY TRUST         COMMON    044103109     883     177600   SH          DEFINED     14     131100      0      46500
ASHFORD HOSPITALITY TRUST         COMMON    044103109     648     130453   SH          DEFINED     20     130453      0        0
ASHFORD HOSPITALITY TRUST         COMMON    044103109     107      21600   SH          DEFINED    5,14    21600       0        0
ASHLAND INC                       COMMON    044209104     311      7600    SH          DEFINED    1,14     7600       0        0
ASHLAND INC                       COMMON    044209104    19874    485690   SH          DEFINED     14     380290      0      69600
ASHLAND INC                       COMMON    044209104    1588      38800   SH          DEFINED    14,7      0         0      38800
ASHLAND INC                       COMMON    044209104     41       1000    SH          DEFINED     18      1000       0        0
ASHLAND INC                       COMMON    044209104    2848      69609   SH          DEFINED     20     69609       0        0
ASHLAND INC                       COMMON    044209104     77       1886    SH          DEFINED     21      1886       0        0
ASHLAND INC                       COMMON    044209104      8        203    SH          DEFINED      5      128        0       75
ASHLAND INC                       COMMON    044209104     352      8600    SH          DEFINED      8      8600       0        0
ASIAINFO HOLDINGS INC             COMMON    04518A104    3617     125240   SH          DEFINED     20     125240      0        0
ASM INTERNATIONAL                 COMMON    N07045102    12749    493200   SH          DEFINED     1,3    493200      0        0
ASM INTERNATIONAL                 COMMON    N07045102     72       2800    SH          DEFINED     16      2800       0        0
ASM INTERNATIONAL                 COMMON    N07045102     456      17650   SH          DEFINED     17     17650       0        0
ASM INTERNATIONAL                 COMMON    N07045102     57       2222    SH          DEFINED     20      2222       0        0
ASM INTERNATIONAL                 COMMON    N07045102     20        768    SH          DEFINED     21      768        0        0
ASM INTERNATIONAL                 COMMON    N07045102    9714     375396   SH          DEFINED      3     375396      0        0
ASM INTERNATIONAL                 COMMON    N07045102     158      6094    SH          DEFINED      7      6094       0        0
ASM INTERNATIONAL                 COMMON    N07045102    15760    609706   SH          DEFINED      8     609706      0        0
ASM INTERNATIONAL                 COMMON    N07045102    13042    504566   SH          DEFINED    8,13    504566      0        0
ASM INTERNATIONAL                 COMMON    N07045102    3466     134085   SH          DEFINED    8,17    134085      0        0
ASM INTERNATIONAL                 COMMON    N07045102    2169      83895   SH          DEFINED     8,7    83895       0        0
ASM INTERNATIONAL                 COMMON    N07045102     793      30668   SH          DEFINED      9     30668       0        0
ASM INTERNATIONAL                 COMMON    N07045102    1717      66425   SH          DEFINED     9,8    66425       0        0
ASM INTERNATIONAL N.V. ADR        COMMON    N07045102     355      13700   SH          DEFINED    16,3    13700       0        0
ASML HOLDING NV-NY REG SHS ADR    COMMON    N07059186    30768    880834   SH          DEFINED      1     880834      0        0
ASML HOLDING NV-NY REG SHS ADR    COMMON    N07059186    1406      40242   SH          DEFINED    17,1    40242       0        0
ASML HOLDING NV-NY REG SHS ADR    COMMON    N07059186     369      10577   SH          DEFINED     19       0         0      10577
ASML HOLDING NV-NY REG SHS ADR    COMMON    N07059186     559      15994   SH          DEFINED     20     15994       0        0
ASML HOLDING NV-NY REG SHS ADR    COMMON    N07059186    3983     114030   SH          DEFINED      4     114030      0        0
ASPEN INSURANCE HOLDINGS LTD      COMMON    G05384105    2369      92400   SH          DEFINED      1     92400       0        0
ASPEN INSURANCE HOLDINGS LTD      COMMON    G05384105    4123     160800   SH          DEFINED     14     81900       0      78900
ASPEN INSURANCE HOLDINGS LTD      COMMON    G05384105     82       3211    SH          DEFINED     20      3211       0        0
ASPEN INSURANCE HOLDINGS LTD      COMMON    G05384105      5        181    SH          DEFINED     21      181        0        0
ASPEN INSURANCE HOLDINGS LTD      COMMON    G05384105     410      16000   SH          DEFINED    5,14    16000       0        0
ASPEN INSURANCE HOLDINGS LTD      COMMON    G05384105     428      16700   SH          DEFINED      8     16700       0        0
ASPEN INSURANCE HOLDINGS LTD      COMMON    G05384105     123      4800    SH          DEFINED    8,17     4800       0        0
ASSET ACCEPTANCE CAPITAL CORP     COMMON    04543P100     111      15203   SH          DEFINED     20     15203       0        0
ASSISTED LIVING CONCEPTS I-A      COMMON    04544X300    5861     228400   SH          DEFINED      1     228400      0        0
ASSISTED LIVING CONCEPTS I-A      COMMON    04544X300     772      30099   SH          DEFINED    17,1      0         0      30099
ASSISTED LIVING CONCEPTS I-A      COMMON    04544X300     41       1616    SH          DEFINED     20      1616       0        0
ASSOCIATED BANC CORP              COMMON    045487105     993      85933   SH          DEFINED     20     85933       0        0
ASSOCIATED BANC CORP              COMMON    045487105      3        235    SH          DEFINED     21      235        0        0
ASSOCIATED BANC CORP              COMMON    045487105      3        219    SH          DEFINED      5       0         0       219
ASSOCIATED ESTATES REALTY CORP    COMMON    045604105     553      49300   SH          DEFINED     14     38300       0      11000
ASSOCIATED ESTATES REALTY CORP    COMMON    045604105     46       4088    SH          DEFINED     20      4088       0        0
ASSOCIATED ESTATES REALTY CORP    COMMON    045604105     63       5600    SH          DEFINED    5,14     5600       0        0
ASSURANT INC                      COMMON    04621X108     22        700    SH          DEFINED     14      700        0        0
ASSURANT INC                      COMMON    04621X108     986      31756   SH          DEFINED     20     31756       0        0
ASSURANT INC                      COMMON    04621X108     16        510    SH          DEFINED     21      510        0        0
ASSURANT INC                      COMMON    04621X108     322      10361   SH          DEFINED      5       0         0      10361
ASSURANT INC                      COMMON    04621X108     90       2900    SH          DEFINED      7      2900       0        0
ASSURED GUARANTY LTD              COMMON    G0585R106     45       2000    SH          DEFINED     19       0         0      2000
ASSURED GUARANTY LTD              COMMON    G0585R106    1292      57360   SH          DEFINED     20     57360       0        0
ASSURED GUARANTY LTD              COMMON    G0585R106     92       4065    SH          DEFINED      5       0         0      4065
ASTA FUNDING INC                  COMMON    046220109     114      16376   SH          DEFINED     20     16376       0        0
ASTEC INDUSTRIES INC              COMMON    046224101     82       2990    SH          DEFINED     20      2990       0        0
ASTORIA FINANCIAL CORP            COMMON    046265104     496      39800   SH          DEFINED     14     39800       0        0
ASTORIA FINANCIAL CORP            COMMON    046265104     101      8130    SH          DEFINED     20      8130       0        0
ASTORIA FINANCIAL CORP            COMMON    046265104      6        472    SH          DEFINED     21      472        0        0
ASTORIA FINANCIAL CORP            COMMON    046265104      1        65     SH          DEFINED      5       65        0        0
ASTORIA FINANCIAL CORP            COMMON    046265104     62       5000    SH          DEFINED    5,14     5000       0        0
ASTRAZENECA PLC ADR               COMMON    046353108    23759    511496   SH          DEFINED     11     511496      0        0
ASTRAZENECA PLC ADR               COMMON    046353108     271      5831    SH          DEFINED     14      5831       0        0
ASTRAZENECA PLC ADR               COMMON    046353108     289      6220    SH          DEFINED     19       0         0      6220
ASTRAZENECA PLC ADR               COMMON    046353108    7847     168930   SH          DEFINED     20     168930      0        0
ASTRAZENECA PLC ADR               COMMON    046353108     236      5081    SH          DEFINED      5      5081       0        0
AT&T INC                          COMMON    00206R102    72747    2557920  SH          DEFINED      1    2557920      0        0
AT&T INC                          COMMON    00206R102    7557     265700   SH          DEFINED    1,14    265700      0        0
AT&T INC                          COMMON    00206R102    2002      70400   SH          DEFINED     10     70400       0        0
AT&T INC                          COMMON    00206R102    2861     100600   SH          DEFINED    10,14   100600      0        0
AT&T INC                          COMMON    00206R102     611      21478   SH          DEFINED     11     21478       0        0
AT&T INC                          COMMON    00206R102     11        400    SH          DEFINED     13      400        0        0
AT&T INC                          COMMON    00206R102   183168    6440506  SH          DEFINED     14    4507256      0     1680750
AT&T INC                          COMMON    00206R102    4926     173200   SH          DEFINED    14,13     0         0     173200
AT&T INC                          COMMON    00206R102    16447    578300   SH          DEFINED    14,7      0         0     578300
AT&T INC                          COMMON    00206R102    4675     164370   SH          DEFINED    17,1    164370      0        0
AT&T INC                          COMMON    00206R102    1473      51800   SH          DEFINED    17,14     0         0       400
AT&T INC                          COMMON    00206R102    17220    605501   SH          DEFINED     19     29922       0     575579
AT&T INC                          COMMON    00206R102    37836    1330382  SH          DEFINED     20    1330382      0        0
AT&T INC                          COMMON    00206R102     125      4410    SH          DEFINED    20,14    4410       0        0
AT&T INC                          COMMON    00206R102     848      29814   SH          DEFINED     21     29814       0        0
AT&T INC                          COMMON    00206R102      5        182    SH          DEFINED      4      182        0        0
AT&T INC                          COMMON    00206R102    9552     335861   SH          DEFINED      5     270421      0      65440
AT&T INC                          COMMON    00206R102    11060    388900   SH          DEFINED    5,14    388900      0        0
AT&T INC                          COMMON    00206R102    1038      36502   SH          DEFINED      6     36502       0        0
AT&T INC                          COMMON    00206R102    7291     256381   SH          DEFINED      7     256381      0        0
AT&T INC                          COMMON    00206R102    28737    1010458  SH          DEFINED      8     954832    55626      0
AT&T INC                          COMMON    00206R102    11968    420800   SH          DEFINED    8,14    420800      0        0
AT&T INC                          COMMON    00206R102    2312      81300   SH          DEFINED    9,14      0         0      81300
ATA INC-ADR                       COMMON    00211V106     203      45340   SH          DEFINED     20     45340       0        0
ATC TECHNOLOGY CORP               COMMON    00211W104     580      24800   SH          DEFINED     14     17600       0      7200
ATC TECHNOLOGY CORP               COMMON    00211W104     869      37149   SH          DEFINED     20     37149       0        0
ATC TECHNOLOGY CORP               COMMON    00211W104     61       2600    SH          DEFINED    5,14     2600       0        0
ATC TECHNOLOGY CORP               COMMON    00211W104     73       3100    SH          DEFINED      8      3100       0        0
ATC TECHNOLOGY CORP               COMMON    00211W104     21        900    SH          DEFINED    8,17     900        0        0
ATHENAHEALTH INC                  COMMON    04685W103    3656      77949   SH          DEFINED      1     77949       0        0
ATHENAHEALTH INC                  COMMON    04685W103     441      9400    SH          DEFINED     19       0         0      9400
ATHENAHEALTH INC                  COMMON    04685W103    1666      35532   SH          DEFINED      2     15169       0      20363
ATHEROS COMMUNICATIONS            COMMON    04743P108    1624      45300   SH          DEFINED     14     34100       0      6300
ATHEROS COMMUNICATIONS            COMMON    04743P108    1928      53770   SH          DEFINED     20     53770       0        0
ATHEROS COMMUNICATIONS            COMMON    04743P108     71       1976    SH          DEFINED      5      1976       0        0
ATLANTIC AMERICAN CORP            COMMON    048209100      6       5025    SH          DEFINED     19      5025       0        0
ATLANTIC AMERICAN CORP            COMMON    048209100     17       13221   SH          DEFINED      5     13221       0        0
ATLANTIC TELE-NETWORK INC         COMMON    049079205    2049      36546   SH          DEFINED     20     36546       0        0
ATLANTIC TELE-NETWORK INC         COMMON    049079205     68       1212    SH          DEFINED     21      1212       0        0
ATLAS AIR WORLDWIDE HOLDINGS      COMMON    049164205    1431      35490   SH          DEFINED     20     35490       0        0
ATLAS ENERGY INC                  COMMON    049298102    12182    383792   SH          DEFINED      1     383792      0        0
ATLAS ENERGY INC                  COMMON    049298102    2254      71004   SH          DEFINED      2      8779       0      62225
ATLAS ENERGY INC                  COMMON    049298102    2764      87093   SH          DEFINED     20     87093       0        0
ATLAS ENERGY INC                  COMMON    049298102     347      10939   SH          DEFINED      5       0         0      10939
ATLAS PIPELINE PARTNERS-UTS.      COMMON    049392103      5        500    SH          DEFINED     19       0         0       500
ATMEL CORP                        COMMON    049513104     65       13156   SH          DEFINED     20     13156       0        0
ATMEL CORP                        COMMON    049513104      4        740    SH          DEFINED     21      740        0        0
ATMEL CORP                        COMMON    049513104     226      45380   SH          DEFINED      5       0         0      45380
ATMI INC                          COMMON    00207R101    6011     313879   SH          DEFINED      1     313879      0        0
ATMI INC                          COMMON    00207R101    2703     141161   SH          DEFINED      2     59801       0      81360
ATMI INC                          COMMON    00207R101     79       4133    SH          DEFINED     20      4133       0        0
ATMOS ENERGY CORP                 COMMON    049560105     102      3500    SH          DEFINED     14      800        0      2700
ATMOS ENERGY CORP                 COMMON    049560105    2841      97259   SH          DEFINED     20     97259       0        0
ATMOS ENERGY CORP                 COMMON    049560105      9        316    SH          DEFINED     21      316        0        0
ATMOS ENERGY CORP                 COMMON    049560105     137      4695    SH          DEFINED      5       0         0      4695
ATMOS ENERGY CORP                 COMMON    049560105     79       2700    SH          DEFINED      8      2700       0        0
ATMOS ENERGY CORP                 COMMON    049560105     23        800    SH          DEFINED    8,17     800        0        0
ATP OIL & GAS CORPORATION         COMMON    00208J108    2368     118900   SH          DEFINED     20     118900      0        0
ATRION CORPORATION                COMMON    049904105      2        15     SH          DEFINED     20       15        0        0
ATS MEDICAL INC                   COMMON    002083103      1        416    SH          DEFINED     20      416        0        0
ATWOOD OCEANICS INC               COMMON    050095108    1748      46463   SH          DEFINED     20     46463       0        0
ATWOOD OCEANICS INC               COMMON    050095108     44       1160    SH          DEFINED      5       0         0      1160
AU OPTRONICS CORP ADR             COMMON    002255107     634      49638   SH          DEFINED    1,11    49638       0        0
AU OPTRONICS CORP ADR             COMMON    002255107    21869    1711213  SH          DEFINED     11    1093957      0     617257
AU OPTRONICS CORP ADR             COMMON    002255107    3271     255985   SH          DEFINED     14     255985      0        0
AU OPTRONICS CORP ADR             COMMON    002255107    11574    905652   SH          DEFINED     20     905652      0        0
AU OPTRONICS CORP ADR             COMMON    002255107     20       1541    SH          DEFINED      3      1541       0        0
AU OPTRONICS CORP ADR             COMMON    002255107    6106     477799   SH          DEFINED    5,11    477799      0        0
AUDIOVOX CORP CL A                COMMON    050757103     67       9600    SH          DEFINED     14      9600       0        0
AUDIOVOX CORP CL A                COMMON    050757103     242      34827   SH          DEFINED     20     34827       0        0
AUDIOVOX CORP CL A                COMMON    050757103      8       1100    SH          DEFINED    5,14     1100       0        0
AURIZON MINES LTD                 COMMON    05155P106    5677     1213000  SH          DEFINED      1    1213000      0        0
AURIZON MINES LTD                 COMMON    05155P106     102      23207   SH          DEFINED     20     23207       0        0
AUTOCHINA INTL LTD                COMMON    G06750106     538      22400   SH          DEFINED     20     22400       0        0
AUTODESK INC                      COMMON    052769106    42345    1675041  SH          DEFINED      1    1675041      0        0
AUTODESK INC                      COMMON    052769106     703      27815   SH          DEFINED    17,1    27815       0        0
AUTODESK INC                      COMMON    052769106     638      25250   SH          DEFINED     19      3000       0      22250
AUTODESK INC                      COMMON    052769106    3005     118874   SH          DEFINED      2     12095       0     106779
AUTODESK INC                      COMMON    052769106    69290    2740917  SH          DEFINED     20    2740917      0        0
AUTODESK INC                      COMMON    052769106    2469      97649   SH          DEFINED     21     97649       0        0
AUTODESK INC                      COMMON    052769106      7        271    SH          DEFINED      5       78        0       193
AUTODESK INC                      COMMON    052769106     134      5310    SH          DEFINED      7      5310       0        0
AUTOLIV INC                       COMMON    052800109    14175    316608   SH          DEFINED      1     316608      0        0
AUTOLIV INC                       COMMON    052800109     760      16967   SH          DEFINED      2     16967       0        0
AUTOLIV INC                       COMMON    052800109     467      10426   SH          DEFINED     20     10426       0        0
AUTOLIV INC                       COMMON    052800109     23        512    SH          DEFINED     21      512        0        0
AUTOLIV INC                       COMMON    052800109     65       1451    SH          DEFINED      5      1028       0       423
AUTOLIV INC                       COMMON    052800109     51       1128    SH          DEFINED     8,2     1128       0        0
AUTOMATIC DATA PROCESSING         COMMON    053015103   163306    3833469  SH          DEFINED      1    3833469      0        0
AUTOMATIC DATA PROCESSING         COMMON    053015103    2054      48210   SH          DEFINED     14     43310       0      2700
AUTOMATIC DATA PROCESSING         COMMON    053015103     554      13000   SH          DEFINED    14,7      0         0      13000
AUTOMATIC DATA PROCESSING         COMMON    053015103    27541    646505   SH          DEFINED     19     256760      0     389745
AUTOMATIC DATA PROCESSING         COMMON    053015103   171402    4023513  SH          DEFINED     20    4023513      0        0
AUTOMATIC DATA PROCESSING         COMMON    053015103    6210     145767   SH          DEFINED     21     145767      0        0
AUTOMATIC DATA PROCESSING         COMMON    053015103     520      12200   SH          DEFINED      3     12200       0        0
AUTOMATIC DATA PROCESSING         COMMON    053015103      9        201    SH          DEFINED      4      201        0        0
AUTOMATIC DATA PROCESSING         COMMON    053015103    15495    363726   SH          DEFINED      5     301894      0      61832
AUTOMATIC DATA PROCESSING         COMMON    053015103     268      6289    SH          DEFINED      7      6289       0        0
AUTOMATIC DATA PROCESSING         COMMON    053015103     644      15109   SH          DEFINED      8     15109       0        0
AUTONATION INC                    COMMON    05329W102    2440     124700   SH          DEFINED      1     124700      0        0
AUTONATION INC                    COMMON    05329W102    2362     120700   SH          DEFINED    1,14    120700      0        0
AUTONATION INC                    COMMON    05329W102     399      20400   SH          DEFINED     10     20400       0        0
AUTONATION INC                    COMMON    05329W102     595      30400   SH          DEFINED    10,14   30400       0        0
AUTONATION INC                    COMMON    05329W102     32       1625    SH          DEFINED     11      1625       0        0
AUTONATION INC                    COMMON    05329W102     25       1300    SH          DEFINED     13      1300       0        0
AUTONATION INC                    COMMON    05329W102    44461    2271918  SH          DEFINED     14    1536568      0     605350
AUTONATION INC                    COMMON    05329W102     977      49900   SH          DEFINED    14,13     0         0      49900
AUTONATION INC                    COMMON    05329W102    1998     102100   SH          DEFINED    14,7      0         0     102100
AUTONATION INC                    COMMON    05329W102     88       4500    SH          DEFINED    17,14     0         0      1300
AUTONATION INC                    COMMON    05329W102     352      17967   SH          DEFINED     20     17967       0        0
AUTONATION INC                    COMMON    05329W102     22       1118    SH          DEFINED     21      1118       0        0
AUTONATION INC                    COMMON    05329W102    2243     114600   SH          DEFINED    5,14    114600      0        0
AUTONATION INC                    COMMON    05329W102     711      36309   SH          DEFINED      7     36309       0        0
AUTONATION INC                    COMMON    05329W102     789      40300   SH          DEFINED      8     40300       0        0
AUTONATION INC                    COMMON    05329W102    2350     120100   SH          DEFINED    8,14    120100      0        0
AUTONATION INC                    COMMON    05329W102     462      23600   SH          DEFINED    9,14      0         0      23600
AUTOZONE INC                      COMMON    053332102    26445    168751   SH          DEFINED      1     168751      0        0
AUTOZONE INC                      COMMON    053332102      0         3     SH          DEFINED     11       3         0        0
AUTOZONE INC                      COMMON    053332102     588      3750    SH          DEFINED     14      2850       0       750
AUTOZONE INC                      COMMON    053332102     595      3800    SH          DEFINED    14,7      0         0      3800
AUTOZONE INC                      COMMON    053332102     683      4357    SH          DEFINED     19      530        0      3827
AUTOZONE INC                      COMMON    053332102     770      4912    SH          DEFINED      2      4912       0        0
AUTOZONE INC                      COMMON    053332102     331      2113    SH          DEFINED     20      2113       0        0
AUTOZONE INC                      COMMON    053332102      6        36     SH          DEFINED     21       36        0        0
AUTOZONE INC                      COMMON    053332102    4749      30304   SH          DEFINED      5     24637       0      5667
AUTOZONE INC                      COMMON    053332102     51        324    SH          DEFINED     8,2     324        0        0
AUXILIUM PHARMACEUTICALS INC      COMMON    05334D107    2465      80272   SH          DEFINED      1     80272       0        0
AUXILIUM PHARMACEUTICALS INC      COMMON    05334D107     391      12747   SH          DEFINED    17,1      0         0      12747
AVAGO TECHNOLOGIES LTD            COMMON    Y0486S104    45591    2399529  SH          DEFINED      1    2399529      0        0
AVAGO TECHNOLOGIES LTD            COMMON    Y0486S104    1148      60420   SH          DEFINED    17,1    60420       0        0
AVAGO TECHNOLOGIES LTD            COMMON    Y0486S104    2950     155273   SH          DEFINED      2       0         0     155273
AVALONBAY COMMUNITIES INC         COMMON    053484101    3950      49016   SH          DEFINED    1,11      0         0      49016
AVALONBAY COMMUNITIES INC         COMMON    053484101    41258    511955   SH          DEFINED    1,14    511955      0        0
AVALONBAY COMMUNITIES INC         COMMON    053484101     83       1034    SH          DEFINED     11      1034       0        0
AVALONBAY COMMUNITIES INC         COMMON    053484101    99189    1230782  SH          DEFINED     14     626521      0     550120
AVALONBAY COMMUNITIES INC         COMMON    053484101    1812      22490   SH          DEFINED    16,14   22490       0        0
AVALONBAY COMMUNITIES INC         COMMON    053484101    3663      45449   SH          DEFINED    2,14    45449       0        0
AVALONBAY COMMUNITIES INC         COMMON    053484101     307      3806    SH          DEFINED     20      3806       0        0
AVALONBAY COMMUNITIES INC         COMMON    053484101     162      2010    SH          DEFINED    20,14    2010       0        0
AVALONBAY COMMUNITIES INC         COMMON    053484101     13        157    SH          DEFINED     21      157        0        0
AVALONBAY COMMUNITIES INC         COMMON    053484101     274      3400    SH          DEFINED    3,14     3400       0        0
AVALONBAY COMMUNITIES INC         COMMON    053484101     248      3077    SH          DEFINED      5      2619       0       458
AVALONBAY COMMUNITIES INC         COMMON    053484101    8421     104498   SH          DEFINED    5,14    104498      0        0
AVALONBAY COMMUNITIES INC         COMMON    053484101     83       1034    SH          DEFINED    6,14     1034       0        0
AVALONBAY COMMUNITIES INC         COMMON    053484101    2286      28364   SH          DEFINED    8,14      0       28364      0
AVATAR HOLDINGS INC               COMMON    053494100     65       3858    SH          DEFINED     20      3858       0        0
AVERY DENNISON CORP               COMMON    053611109     163      4400    SH          DEFINED    10,14    4400       0        0
AVERY DENNISON CORP               COMMON    053611109     45       1200    SH          DEFINED     13      1200       0        0
AVERY DENNISON CORP               COMMON    053611109    8452     227890   SH          DEFINED     14     184890      0      24400
AVERY DENNISON CORP               COMMON    053611109    1869      50400   SH          DEFINED    14,7      0         0      50400
AVERY DENNISON CORP               COMMON    053611109     45       1200    SH          DEFINED    17,14     0         0      1200
AVERY DENNISON CORP               COMMON    053611109     30        818    SH          DEFINED     19       0         0       818
AVERY DENNISON CORP               COMMON    053611109    1704      45933   SH          DEFINED     20     45933       0        0
AVERY DENNISON CORP               COMMON    053611109     15        400    SH          DEFINED     21      400        0        0
AVERY DENNISON CORP               COMMON    053611109      8        227    SH          DEFINED      5       0         0       227
AVERY DENNISON CORP               COMMON    053611109     760      20500   SH          DEFINED    8,14    20500       0        0
AVERY DENNISON CVP                CONVERT   053611307      2        50     SH          DEFINED      5       50        0        0
AVID TECHNOLOGY INC               COMMON    05367P100     83       6402    SH          DEFINED     20      6402       0        0
AVIS BUDGET GROUP INC             COMMON    053774105    2741     208100   SH          DEFINED      1     208100      0        0
AVIS BUDGET GROUP INC             COMMON    053774105     332      25175   SH          DEFINED     11     25175       0        0
AVIS BUDGET GROUP INC             COMMON    053774105    22067    1675525  SH          DEFINED     14    1221425      0     345000
AVIS BUDGET GROUP INC             COMMON    053774105    2353     178700   SH          DEFINED    14,7      0         0     178700
AVIS BUDGET GROUP INC             COMMON    053774105    1151      87414   SH          DEFINED     16     87414       0        0
AVIS BUDGET GROUP INC             COMMON    053774105     652      49500   SH          DEFINED     18     49500       0        0
AVIS BUDGET GROUP INC             COMMON    053774105    7695     584270   SH          DEFINED     20     584270      0        0
AVIS BUDGET GROUP INC             COMMON    053774105     512      38885   SH          DEFINED     21     38885       0        0
AVIS BUDGET GROUP INC             COMMON    053774105     490      37200   SH          DEFINED    5,14    37200       0        0
AVIS BUDGET GROUP INC             COMMON    053774105    1358     103100   SH          DEFINED      7     103100      0        0
AVIS BUDGET GROUP INC             COMMON    053774105    18441    1400200  SH          DEFINED      8    1400200      0        0
AVIS BUDGET GROUP INC             COMMON    053774105     128      9700    SH          DEFINED    8,17     9700       0        0
AVIS BUDGET GROUP INC             COMMON    053774105    1443     109600   SH          DEFINED      9     109600      0        0
AVISTA CORP                       COMMON    05379B107      7        310    SH          DEFINED     19      310        0        0
AVISTA CORP                       COMMON    05379B107     937      44281   SH          DEFINED     20     44281       0        0
AVISTA CORP                       COMMON    05379B107     156      7355    SH          DEFINED      5       0         0      7355
AVIVA PLC - SPON ADR              COMMON    05382A104      1        42     SH          DEFINED     11       42        0        0
AVIVA PLC - SPON ADR              COMMON    05382A104     471      36073   SH          DEFINED     20     36073       0        0
AVNET INC                         COMMON    053807103    6575     219179   SH          DEFINED      1     219179      0        0
AVNET INC                         COMMON    053807103     54       1800    SH          DEFINED    1,14     1800       0        0
AVNET INC                         COMMON    053807103     179      5950    SH          DEFINED     14      1050       0       200
AVNET INC                         COMMON    053807103     425      14163   SH          DEFINED     20     14163       0        0
AVNET INC                         COMMON    053807103     28        927    SH          DEFINED     21      927        0        0
AVNET INC                         COMMON    053807103     230      7650    SH          DEFINED      5       0         0      7650
AVON PRODUCTS INC                 COMMON    054303102    88726    2751201  SH          DEFINED      1    2751201      0        0
AVON PRODUCTS INC                 COMMON    054303102    19384    601055   SH          DEFINED     11     139829      0     461226
AVON PRODUCTS INC                 COMMON    054303102     402      12478   SH          DEFINED     14     12478       0        0
AVON PRODUCTS INC                 COMMON    054303102     23        714    SH          DEFINED    16,11    714        0        0
AVON PRODUCTS INC                 COMMON    054303102    2637      81752   SH          DEFINED    16,14   68214       0      13538
AVON PRODUCTS INC                 COMMON    054303102     545      16905   SH          DEFINED     19      5100       0      11805
AVON PRODUCTS INC                 COMMON    054303102    5568     172647   SH          DEFINED     20     172647      0        0
AVON PRODUCTS INC                 COMMON    054303102     23        713    SH          DEFINED     21      713        0        0
AVON PRODUCTS INC                 COMMON    054303102     117      3638    SH          DEFINED      3      3638       0        0
AVON PRODUCTS INC                 COMMON    054303102      7        219    SH          DEFINED      4      219        0        0
AVON PRODUCTS INC                 COMMON    054303102     229      7098    SH          DEFINED      5      5278       0      1820
AVON PRODUCTS INC                 COMMON    054303102     274      8511    SH          DEFINED      7      8511       0        0
AVX CORP                          COMMON    002444107    2324     181673   SH          DEFINED     20     181673      0        0
AVX CORP                          COMMON    002444107     110      8568    SH          DEFINED     21      8568       0        0
AVX CORP                          COMMON    002444107      5        366    SH          DEFINED      5       0         0       366
AXA ADR                           COMMON    054536107      1        35     SH          DEFINED     11       35        0        0
AXA ADR                           COMMON    054536107    3750     152141   SH          DEFINED     20     152141      0        0
AXA ADR                           COMMON    054536107      1        60     SH          DEFINED      4       60        0        0
AXA ADR                           COMMON    054536107     19        790    SH          DEFINED      5      465        0       325
AXCELIS TECHNOLOGIES              COMMON    054540109      1        468    SH          DEFINED     19       0         0       468
AXCELIS TECHNOLOGIES              COMMON    054540109     244     170584   SH          DEFINED     20     170584      0        0
AXIS CAPITAL HOLDINGS LTD         COMMON    G0692U109    22857    808809   SH          DEFINED      1     808809      0        0
AXIS CAPITAL HOLDINGS LTD         COMMON    G0692U109     147      5200    SH          DEFINED    1,14     5200       0        0
AXIS CAPITAL HOLDINGS LTD         COMMON    G0692U109     484      17130   SH          DEFINED     14     14930       0       800
AXIS CAPITAL HOLDINGS LTD         COMMON    G0692U109    4073     144110   SH          DEFINED     20     144110      0        0
AXIS CAPITAL HOLDINGS LTD         COMMON    G0692U109      9        334    SH          DEFINED     21      334        0        0
AXIS CAPITAL HOLDINGS LTD         COMMON    G0692U109    10573    374143   SH          DEFINED      4     374143      0        0
AXIS CAPITAL HOLDINGS LTD         COMMON    G0692U109      1        22     SH          DEFINED      5       22        0        0
AXIS CAPITAL HOLDINGS LTD         COMMON    G0692U109     338      11961   SH          DEFINED      8     11961       0        0
AZZ INC                           COMMON    002474104     838      25134   SH          DEFINED     20     25134       0        0
B&G FOODS INC-CLASS A             COMMON    05508R106     310      32701   SH          DEFINED     20     32701       0        0
BADGER METER INC                  COMMON    056525108    57412    1371522  SH          DEFINED     20    1371522      0        0
BAIDU INC                         COMMON    056752108   144427    355818   SH          DEFINED     20     355818      0        0
BAIDU INC                         COMMON    056752108    4463      10996   SH          DEFINED     21     10996       0        0
BAIDU INC                         COMMON    056752108      2         6     SH          DEFINED      5       6         0        0
BAKER (MICHAEL) CORP              COMMON    057149106    1518      37156   SH          DEFINED     20     37156       0        0
BAKER HUGHES INC                  COMMON    057224107   122747    2811418  SH          DEFINED      1    2811418      0        0
BAKER HUGHES INC                  COMMON    057224107    9780     224000   SH          DEFINED    13,2      0         0     224000
BAKER HUGHES INC                  COMMON    057224107     620      14200   SH          DEFINED     14     13100       0      1100
BAKER HUGHES INC                  COMMON    057224107     39        900    SH          DEFINED    17,14     0         0        0
BAKER HUGHES INC                  COMMON    057224107     160      3675    SH          DEFINED     19      225        0      3450
BAKER HUGHES INC                  COMMON    057224107    1013      23198   SH          DEFINED      2     23198       0        0
BAKER HUGHES INC                  COMMON    057224107    10141    232269   SH          DEFINED     20     232269      0        0
BAKER HUGHES INC                  COMMON    057224107     27        621    SH          DEFINED     21      621        0        0
BAKER HUGHES INC                  COMMON    057224107      6        137    SH          DEFINED      4      137        0        0
BAKER HUGHES INC                  COMMON    057224107     558      12779   SH          DEFINED      5      3875       0      8904
BAKER HUGHES INC                  COMMON    057224107     284      6503    SH          DEFINED      7      6503       0        0
BAKER HUGHES INC                  COMMON    057224107     293      6700    SH          DEFINED      8      6700       0        0
BAKER HUGHES INC                  COMMON    057224107     55       1271    SH          DEFINED     8,2     1271       0        0
BALCHEM CORP                      COMMON    057665200     671      20512   SH          DEFINED     20     20512       0        0
BALDOR ELECTRIC                   COMMON    057741100    23674    788333   SH          DEFINED      1     788333      0        0
BALDOR ELECTRIC                   COMMON    057741100    5484     182605   SH          DEFINED      2     51644       0     130961
BALDOR ELECTRIC                   COMMON    057741100    6524     217247   SH          DEFINED     20     217247      0        0
BALDOR ELECTRIC                   COMMON    057741100     143      4759    SH          DEFINED     21      4759       0        0
BALDOR ELECTRIC                   COMMON    057741100     230      7675    SH          DEFINED      5       0         0      7675
BALDWIN & LYONS INC -CL B         COMMON    057755209     334      13674   SH          DEFINED     20     13674       0        0
BALDWIN & LYONS INC -CL B         COMMON    057755209     14        568    SH          DEFINED     21      568        0        0
BALL CORP                         COMMON    058498106     21        400    SH          DEFINED     13      400        0        0
BALL CORP                         COMMON    058498106    2742      52830   SH          DEFINED     14     45530       0      4700
BALL CORP                         COMMON    058498106    1573      30300   SH          DEFINED    14,7      0         0      30300
BALL CORP                         COMMON    058498106     21        400    SH          DEFINED    17,14     0         0       400
BALL CORP                         COMMON    058498106     78       1500    SH          DEFINED     19       0         0      1500
BALL CORP                         COMMON    058498106    7302     140692   SH          DEFINED     20     140692      0        0
BALL CORP                         COMMON    058498106      8        161    SH          DEFINED     21      161        0        0
BALL CORP                         COMMON    058498106     641      12358   SH          DEFINED      5      1580       0      10778
BALL CORP                         COMMON    058498106     820      15800   SH          DEFINED    8,14    15800       0        0
BALLARD POWER SYSTEMS INC         COMMON    058586108    4063     2149932  SH          DEFINED     20    2149932      0        0
BALLY TECHNOLOGIES INC            COMMON    05874B107    7722     175511   SH          DEFINED      1     175511      0        0
BALLY TECHNOLOGIES INC            COMMON    05874B107    3527      80149   SH          DEFINED      2     34218       0      45931
BALLY TECHNOLOGIES INC            COMMON    05874B107    2682      60965   SH          DEFINED     20     60965       0        0
BALLY TECHNOLOGIES INC            COMMON    05874B107     76       1728    SH          DEFINED     21      1728       0        0
BANCFIRST CORP                    COMMON    05945F103    3933     108588   SH          DEFINED      1     108588      0        0
BANCFIRST CORP                    COMMON    05945F103    1812      50035   SH          DEFINED      2     21305       0      28730
BANCFIRST CORP                    COMMON    05945F103     115      3182    SH          DEFINED     20      3182       0        0
BANCO BILBAO VIZCAYA-SP ADR       COMMON    05946K101    7096     378245   SH          DEFINED     20     378245      0        0
BANCO BILBAO VIZCAYA-SP ADR       COMMON    05946K101      2        111    SH          DEFINED      5      111        0        0
BANCO BRADESCO SA ADR REP1 PRF    COMMON    059460303    36911    1688510  SH          DEFINED      1    1688510      0        0
BANCO BRADESCO SA ADR REP1 PRF    COMMON    059460303    29710    1359123  SH          DEFINED     20    1359123      0        0
BANCO BRADESCO SA ADR REP1 PRF    COMMON    059460303    27756    1269700  SH          DEFINED      8    1269700      0        0
BANCO BRADESCO SA ADR REP1 PRF    COMMON    059460303     982      44926   SH          DEFINED    8,14    44926       0        0
BANCO BRADESCO SA ADR REP1 PRF    COMMON    059460303    1547      70750   SH          DEFINED    8,17    70750       0        0
BANCO DE CHILE ADR W-I            COMMON    059520106     150      2792    SH          DEFINED     20      2792       0        0
BANCO LATINOAMERICANO DE COMER    COMMON    P16994132    2401     172600   SH          DEFINED     14     107500      0      65100
BANCO LATINOAMERICANO DE COMER    COMMON    P16994132     271      19488   SH          DEFINED     20     19488       0        0
BANCO LATINOAMERICANO DE COMER    COMMON    P16994132     253      18200   SH          DEFINED    5,14    18200       0        0
BANCO LATINOAMERICANO DE COMER    COMMON    P16994132     234      16800   SH          DEFINED      8     16800       0        0
BANCO LATINOAMERICANO DE COMER    COMMON    P16994132     67       4800    SH          DEFINED    8,17     4800       0        0
BANCO MACRO SA-ADR                COMMON    05961W105    4613     155000   SH          DEFINED      8     155000      0        0
BANCO SANTANDER BRASIL SA         COMMON    05967A107    15750    1120981  SH          DEFINED     11     760595      0     360386
BANCO SANTANDER BRASIL SA         COMMON    05967A107     258      18384   SH          DEFINED     14     18384       0        0
BANCO SANTANDER BRASIL SA         COMMON    05967A107    6200     441246   SH          DEFINED     20     441246      0        0
BANCO SANTANDER CHILE ADR         COMMON    05965X109     150      2274    SH          DEFINED     20      2274       0        0
BANCO SANTANDER P R SAN JUAN      COMMON    802809103    1350     110200   SH          DEFINED     14     74700       0      35500
BANCO SANTANDER P R SAN JUAN      COMMON    802809103     176      14333   SH          DEFINED     20     14333       0        0
BANCO SANTANDER P R SAN JUAN      COMMON    802809103     113      9200    SH          DEFINED    5,14     9200       0        0
BANCO SANTANDER P R SAN JUAN      COMMON    802809103     89       7300    SH          DEFINED      8      7300       0        0
BANCO SANTANDER P R SAN JUAN      COMMON    802809103     26       2100    SH          DEFINED    8,17     2100       0        0
BANCO SANTANDER SA                COMMON    05964H105    56155    3276261  SH          DEFINED     11    3276261      0        0
BANCO SANTANDER SA                COMMON    05964H105     552      32204   SH          DEFINED     14     32204       0        0
BANCO SANTANDER SA                COMMON    05964H105     12        700    SH          DEFINED     19       0         0       700
BANCO SANTANDER SA                COMMON    05964H105    9564     558008   SH          DEFINED     20     558008      0        0
BANCO SANTANDER SA                COMMON    05964H105     50       2935    SH          DEFINED      5      2935       0        0
BANCORP INC/THE                   COMMON    05969A105     854     119600   SH          DEFINED     14     75000       0      44600
BANCORP INC/THE                   COMMON    05969A105     147      20589   SH          DEFINED     20     20589       0        0
BANCORP INC/THE                   COMMON    05969A105     89       12400   SH          DEFINED    5,14    12400       0        0
BANCORP INC/THE                   COMMON    05969A105     99       13800   SH          DEFINED      8     13800       0        0
BANCORP INC/THE                   COMMON    05969A105     28       3900    SH          DEFINED    8,17     3900       0        0
BANCORP RHODE ISLAND INC          COMMON    059690107      1        35     SH          DEFINED     20       35        0        0
BANCORPSOUTH INC                  COMMON    059692103     362      15600   SH          DEFINED     14     15600       0        0
BANCORPSOUTH INC                  COMMON    059692103     144      6200    SH          DEFINED    14,7      0         0      6200
BANCORPSOUTH INC                  COMMON    059692103     12        499    SH          DEFINED     19       0         0       499
BANCORPSOUTH INC                  COMMON    059692103     694      29926   SH          DEFINED     20     29926       0        0
BANCORPSOUTH INC                  COMMON    059692103      3        149    SH          DEFINED     21      149        0        0
BANCTRUST FINANCIAL GROUP IN      COMMON    05978R107     12       4171    SH          DEFINED     20      4171       0        0
BANCTRUST FINANCIAL GROUP IN      COMMON    05978R107      1        200    SH          DEFINED      5      200        0        0
BANK MUTUAL CORP                  COMMON    063750103     120      17475   SH          DEFINED     20     17475       0        0
BANK OF AMERICA CORP              COMMON    060505104   109407    6753498  SH          DEFINED      1    6753498      0        0
BANK OF AMERICA CORP              COMMON    060505104     732      45200   SH          DEFINED    1,14    45200       0        0
BANK OF AMERICA CORP              COMMON    060505104     32       2000    SH          DEFINED     10      2000       0        0
BANK OF AMERICA CORP              COMMON    060505104     314      19400   SH          DEFINED    10,14   19400       0        0
BANK OF AMERICA CORP              COMMON    060505104    19073    1177320  SH          DEFINED     11     197839      0     979481
BANK OF AMERICA CORP              COMMON    060505104      6        400    SH          DEFINED     13      400        0        0
BANK OF AMERICA CORP              COMMON    060505104    23189    1431442  SH          DEFINED     14    1250022      0     130519
BANK OF AMERICA CORP              COMMON    060505104     79       4900    SH          DEFINED    14,13     0         0      4900
BANK OF AMERICA CORP              COMMON    060505104    6768     417801   SH          DEFINED    14,7      0         0     417801
BANK OF AMERICA CORP              COMMON    060505104     179      11035   SH          DEFINED     16     11035       0        0
BANK OF AMERICA CORP              COMMON    060505104     24       1498    SH          DEFINED    16,11    1498       0        0
BANK OF AMERICA CORP              COMMON    060505104    2921     180283   SH          DEFINED    16,14   149451      0      30832
BANK OF AMERICA CORP              COMMON    060505104     499      30800   SH          DEFINED    17,14     0         0       400
BANK OF AMERICA CORP              COMMON    060505104     62       3800    SH          DEFINED     18      3800       0        0
BANK OF AMERICA CORP              COMMON    060505104    18614    1148994  SH          DEFINED     19     189062      0     959933
BANK OF AMERICA CORP              COMMON    060505104    24404    1506390  SH          DEFINED     20    1506390      0        0
BANK OF AMERICA CORP              COMMON    060505104    1451      89566   SH          DEFINED     21     89566       0        0
BANK OF AMERICA CORP              COMMON    060505104     134      8241    SH          DEFINED      3      8241       0        0
BANK OF AMERICA CORP              COMMON    060505104    1244      76773   SH          DEFINED      4     76773       0        0
BANK OF AMERICA CORP              COMMON    060505104    16301    1006241  SH          DEFINED      5     880859      0     125382
BANK OF AMERICA CORP              COMMON    060505104     177      10900   SH          DEFINED    5,14    10900       0        0
BANK OF AMERICA CORP              COMMON    060505104     610      37626   SH          DEFINED      6     37626       0        0
BANK OF AMERICA CORP              COMMON    060505104    3572     220473   SH          DEFINED      7     220473      0        0
BANK OF AMERICA CORP              COMMON    060505104    26679    1646823  SH          DEFINED      8    1646823      0        0
BANK OF AMERICA CORP              COMMON    060505104     695      42900   SH          DEFINED    8,14    42900       0        0
BANK OF AMERICA CORP              COMMON    060505104     389      24000   SH          DEFINED      9     24000       0        0
BANK OF AMERICA CORP              COMMON    060505104     37       2300    SH          DEFINED    9,14      0         0      2300
BANK OF GRANITE CORP              COMMON    062401104      7       10545   SH          DEFINED     20     10545       0        0
BANK OF HAWAII CORP               COMMON    062540109    8212     174910   SH          DEFINED     14     108310      0      60400
BANK OF HAWAII CORP               COMMON    062540109    1089      23200   SH          DEFINED    14,7      0         0      23200
BANK OF HAWAII CORP               COMMON    062540109     33        700    SH          DEFINED     19       0         0       700
BANK OF HAWAII CORP               COMMON    062540109     730      15547   SH          DEFINED     20     15547       0        0
BANK OF HAWAII CORP               COMMON    062540109      4        84     SH          DEFINED     21       84        0        0
BANK OF HAWAII CORP               COMMON    062540109     225      4796    SH          DEFINED      5       0         0      4796
BANK OF HAWAII CORP               COMMON    062540109     441      9400    SH          DEFINED    5,14     9400       0        0
BANK OF HAWAII CORP               COMMON    062540109     667      14200   SH          DEFINED      8     14200       0        0
BANK OF HAWAII CORP               COMMON    062540109     188      4000    SH          DEFINED    8,17     4000       0        0
BANK OF IRELAND ADR               COMMON    46267Q103      0        15     SH          DEFINED     11       15        0        0
BANK OF IRELAND ADR               COMMON    46267Q103     12       1568    SH          DEFINED     20      1568       0        0
BANK OF IRELAND ADR               COMMON    46267Q103      2        200    SH          DEFINED      5      200        0        0
BANK OF MONTREAL                  COMMON    063671101     82       1556    SH          DEFINED     11      1556       0        0
BANK OF MONTREAL                  COMMON    063671101     253      4782    SH          DEFINED     13      4782       0        0
BANK OF MONTREAL                  COMMON    063671101     180      3393    SH          DEFINED     16      3393       0        0
BANK OF MONTREAL                  COMMON    063671101    1000      18900   SH          DEFINED     18     18900       0        0
BANK OF MONTREAL                  COMMON    063671101    8058     151846   SH          DEFINED     20     151846      0        0
BANK OF MONTREAL                  COMMON    063671101     20        371    SH          DEFINED     21      371        0        0
BANK OF MONTREAL                  COMMON    063671101    17873    337700   SH          DEFINED      3     337700      0        0
BANK OF MONTREAL                  COMMON    063671101     256      4841    SH          DEFINED     3,1     4841       0        0
BANK OF MONTREAL                  COMMON    063671101    1428      26979   SH          DEFINED      7     26979       0        0
BANK OF MONTREAL                  COMMON    063671101    17385    328489   SH          DEFINED      8     328489      0        0
BANK OF MONTREAL                  COMMON    063671101    1651      31100   SH          DEFINED    8,14    31100       0        0
BANK OF MONTREAL                  COMMON    063671101    1254      23700   SH          DEFINED      9     23700       0        0
BANK OF NEW YORK MELLON CORP      COMMON    064058100    5010     175229   SH          DEFINED      1     175229      0        0
BANK OF NEW YORK MELLON CORP      COMMON    064058100     366      12800   SH          DEFINED    1,14    12800       0        0
BANK OF NEW YORK MELLON CORP      COMMON    064058100     672      23489   SH          DEFINED     1,8    23489       0        0
BANK OF NEW YORK MELLON CORP      COMMON    064058100    1149      40200   SH          DEFINED     10     40200       0        0
BANK OF NEW YORK MELLON CORP      COMMON    064058100    1221      42700   SH          DEFINED    10,14   42700       0        0
BANK OF NEW YORK MELLON CORP      COMMON    064058100    23043    805986   SH          DEFINED     11     190186      0     615800
BANK OF NEW YORK MELLON CORP      COMMON    064058100     60       2100    SH          DEFINED     13      2100       0        0
BANK OF NEW YORK MELLON CORP      COMMON    064058100    89612    3134373  SH          DEFINED     14    2082073      0     955600
BANK OF NEW YORK MELLON CORP      COMMON    064058100    2828      98900   SH          DEFINED    14,13     0         0      98900
BANK OF NEW YORK MELLON CORP      COMMON    064058100    6135     214600   SH          DEFINED    14,7      0         0     214600
BANK OF NEW YORK MELLON CORP      COMMON    064058100     28        969    SH          DEFINED    16,11    969        0        0
BANK OF NEW YORK MELLON CORP      COMMON    064058100    3071     107415   SH          DEFINED    16,14   89617       0      17798
BANK OF NEW YORK MELLON CORP      COMMON    064058100     469      16400   SH          DEFINED    17,14     0         0      2100
BANK OF NEW YORK MELLON CORP      COMMON    064058100    21567    754368   SH          DEFINED     19     297597      0     456771
BANK OF NEW YORK MELLON CORP      COMMON    064058100    1474      51546   SH          DEFINED     20     51546       0        0
BANK OF NEW YORK MELLON CORP      COMMON    064058100     63       2194    SH          DEFINED     21      2194       0        0
BANK OF NEW YORK MELLON CORP      COMMON    064058100     139      4873    SH          DEFINED      3      4873       0        0
BANK OF NEW YORK MELLON CORP      COMMON    064058100    15852    554449   SH          DEFINED      5     444011      0     110438
BANK OF NEW YORK MELLON CORP      COMMON    064058100    6344     221900   SH          DEFINED    5,14    221900      0        0
BANK OF NEW YORK MELLON CORP      COMMON    064058100    1750      61227   SH          DEFINED      7     61227       0        0
BANK OF NEW YORK MELLON CORP      COMMON    064058100    15816    553194   SH          DEFINED      8     553194      0        0
BANK OF NEW YORK MELLON CORP      COMMON    064058100    4849     169600   SH          DEFINED    8,14    169600      0        0
BANK OF NEW YORK MELLON CORP      COMMON    064058100    1329      46500   SH          DEFINED    9,14      0         0      46500
BANK OF NOVA SCOTIA               COMMON    064149107     90       1948    SH          DEFINED     11      1948       0        0
BANK OF NOVA SCOTIA               COMMON    064149107     619      13462   SH          DEFINED     16     13462       0        0
BANK OF NOVA SCOTIA               COMMON    064149107    1214      26390   SH          DEFINED     18     26390       0        0
BANK OF NOVA SCOTIA               COMMON    064149107    6111     130880   SH          DEFINED     20     130880      0        0
BANK OF NOVA SCOTIA               COMMON    064149107     10        219    SH          DEFINED     21      219        0        0
BANK OF NOVA SCOTIA               COMMON    064149107   156148    3393350  SH          DEFINED      3    3393350      0        0
BANK OF NOVA SCOTIA               COMMON    064149107     364      7900    SH          DEFINED     3,1     7900       0        0
BANK OF NOVA SCOTIA               COMMON    064149107    1992      43291   SH          DEFINED      7     43291       0        0
BANK OF NOVA SCOTIA               COMMON    064149107    5350     116273   SH          DEFINED      8     116273      0        0
BANK OF NOVA SCOTIA               COMMON    064149107    2519      53900   SH          DEFINED    8,14    53900       0        0
BANK OF NOVA SCOTIA               COMMON    064149107     488      10600   SH          DEFINED      9     10600       0        0
BANK OF SOUTH CAROLINA            COMMON    065066102     162      16250   SH          DEFINED      5     16250       0        0
BANK OF THE OZARKS                COMMON    063904106     147      5030    SH          DEFINED     20      5030       0        0
BANKATLANTIC BANCORP INC-A        COMMON    065908600     320     252300   SH          DEFINED     20     252300      0        0
BANKFINANCIAL CORP                COMMON    06643P104     32       3182    SH          DEFINED     20      3182       0        0
BANNER CORPORATION                COMMON    06652V109     41       15133   SH          DEFINED     20     15133       0        0
BARCLAYS BANK PLC                PREFERRED  06739F390    10815    531987   SH          DEFINED     20     531987      0        0
BARCLAYS BANK PLC                PREFERRED  06739H511    9998     441433   SH          DEFINED     20     441433      0        0
BARCLAYS BANK PLC PFD 8.125      PREFERRED  06739H362   116939    4703898  SH          DEFINED     20    4703898      0        0
BARCLAYS BANK PLC PFD 8.125      PREFERRED  06739H362    55780    2243781  SH          DEFINED     21    2243781      0        0
BARCLAYS PLC ADR                  COMMON    06738E204     14        730    SH          DEFINED     19       0         0       730
BARCLAYS PLC ADR                  COMMON    06738E204    1453      75140   SH          DEFINED     20     75140       0        0
BARCLAYS PLC ADR                  COMMON    06738E204      2        85     SH          DEFINED      5       85        0        0
BARD (C.R.) INC                   COMMON    067383109     103      1300    SH          DEFINED     14       0         0        0
BARD (C.R.) INC                   COMMON    067383109     926      11670   SH          DEFINED     19      3800       0      7870
BARD (C.R.) INC                   COMMON    067383109    4094      51597   SH          DEFINED     20     51597       0        0
BARD (C.R.) INC                   COMMON    067383109      3        35     SH          DEFINED     21       35        0        0
BARD (C.R.) INC                   COMMON    067383109     621      7829    SH          DEFINED      5      336        0      7493
BARD (C.R.) INC                   COMMON    067383109     177      2232    SH          DEFINED      7      2232       0        0
BARE ESCENTUALS INC               COMMON    067511105    2332     184782   SH          DEFINED      1     184782      0        0
BARE ESCENTUALS INC               COMMON    067511105    1317     104347   SH          DEFINED     20     104347      0        0
BARE ESCENTUALS INC               COMMON    067511105     11        835    SH          DEFINED     21      835        0        0
BARE ESCENTUALS INC               COMMON    067511105     13       1000    SH          DEFINED      5       0         0      1000
BARNES & NOBLE INC                COMMON    067774109    2245     116500   SH          DEFINED     14     77900       0      21800
BARNES & NOBLE INC                COMMON    067774109     91       4732    SH          DEFINED     20      4732       0        0
BARNES & NOBLE INC                COMMON    067774109      4        203    SH          DEFINED     21      203        0        0
BARNES & NOBLE INC                COMMON    067774109      4        220    SH          DEFINED      5      200        0       20
BARNES GROUP INC                  COMMON    067806109     153      9106    SH          DEFINED     20      9106       0        0
BARNES GROUP INC                  COMMON    067806109     84       4975    SH          DEFINED      5       0         0      4975
BARRETT BUSINESS SVCS INC         COMMON    068463108      1        61     SH          DEFINED     20       61        0        0
BARRICK GOLD CORP                 COMMON    067901108    17828    436000   SH          DEFINED      1     436000      0        0
BARRICK GOLD CORP                 COMMON    067901108     138      3500    SH          DEFINED     18      3500       0        0
BARRICK GOLD CORP                 COMMON    067901108    2984      72985   SH          DEFINED     19      1400       0      71585
BARRICK GOLD CORP                 COMMON    067901108    3090      78111   SH          DEFINED     20     78111       0        0
BARRICK GOLD CORP                 COMMON    067901108      3        66     SH          DEFINED     21       66        0        0
BARRICK GOLD CORP                 COMMON    067901108   124713    3152100  SH          DEFINED      3    3152100      0        0
BARRICK GOLD CORP                 COMMON    067901108     31        773    SH          DEFINED     3,1     773        0        0
BARRICK GOLD CORP                 COMMON    067901108     135      3300    SH          DEFINED      5      3300       0        0
BARRICK GOLD CORP                 COMMON    067901108     798      19504   SH          DEFINED      6     19504       0        0
BARRICK GOLD CORP                 COMMON    067901108    1061      26805   SH          DEFINED      7     26805       0        0
BARRICK GOLD CORP                 COMMON    067901108    1396      35288   SH          DEFINED      8     35288       0        0
BARRICK GOLD CORP                 COMMON    067901108    1055      25800   SH          DEFINED    8,14    25800       0        0
BARRY (R.G.)                      COMMON    068798107     191      22221   SH          DEFINED     19     22221       0        0
BASIC ENERGY SERVICES INC         COMMON    06985P100     18       1900    SH          DEFINED     14      1900       0        0
BASIC ENERGY SERVICES INC         COMMON    06985P100     133      13818   SH          DEFINED     20     13818       0        0
BASSETT FURNITURE INDS            COMMON    070203104     266      76057   SH          DEFINED     20     76057       0        0
BAXTER INTERNATIONAL INC          COMMON    071813109   167988    2901841  SH          DEFINED      1    2901841      0        0
BAXTER INTERNATIONAL INC          COMMON    071813109     107      1841    SH          DEFINED     13      1841       0        0
BAXTER INTERNATIONAL INC          COMMON    071813109     107      1841    SH          DEFINED    13,2     1841       0        0
BAXTER INTERNATIONAL INC          COMMON    071813109     700      12100   SH          DEFINED     14      9500       0      1000
BAXTER INTERNATIONAL INC          COMMON    071813109     365      6300    SH          DEFINED    14,7      0         0      6300
BAXTER INTERNATIONAL INC          COMMON    071813109     405      7000    SH          DEFINED     15      7000       0        0
BAXTER INTERNATIONAL INC          COMMON    071813109    4757      82177   SH          DEFINED    17,1      0         0      82177
BAXTER INTERNATIONAL INC          COMMON    071813109     708      12232   SH          DEFINED     18     12232       0        0
BAXTER INTERNATIONAL INC          COMMON    071813109    1645      28423   SH          DEFINED     19      685        0      27738
BAXTER INTERNATIONAL INC          COMMON    071813109    2741      47342   SH          DEFINED      2     47342       0        0
BAXTER INTERNATIONAL INC          COMMON    071813109    2546      43972   SH          DEFINED     20     43972       0        0
BAXTER INTERNATIONAL INC          COMMON    071813109     27        463    SH          DEFINED     21      463        0        0
BAXTER INTERNATIONAL INC          COMMON    071813109    2130      36800   SH          DEFINED      3     36800       0        0
BAXTER INTERNATIONAL INC          COMMON    071813109    3042      52548   SH          DEFINED     3,1    52548       0        0
BAXTER INTERNATIONAL INC          COMMON    071813109      4        62     SH          DEFINED      4       62        0        0
BAXTER INTERNATIONAL INC          COMMON    071813109     959      16566   SH          DEFINED      5      6962       0      9604
BAXTER INTERNATIONAL INC          COMMON    071813109    1271      21949   SH          DEFINED      7     21949       0        0
BAXTER INTERNATIONAL INC          COMMON    071813109    1814      31334   SH          DEFINED      8     31334       0        0
BAXTER INTERNATIONAL INC          COMMON    071813109     180      3113    SH          DEFINED     8,2     3113       0        0
BB&T CORPORATION                  COMMON    054937107     587      22420   SH          DEFINED     14     16720       0      3200
BB&T CORPORATION                  COMMON    054937107     107      4100    SH          DEFINED    14,7      0         0      4100
BB&T CORPORATION                  COMMON    054937107      3        110    SH          DEFINED     19       45        0       65
BB&T CORPORATION                  COMMON    054937107    4420     168832   SH          DEFINED     20     168832      0        0
BB&T CORPORATION                  COMMON    054937107     80       3037    SH          DEFINED     21      3037       0        0
BB&T CORPORATION                  COMMON    054937107    5083     194150   SH          DEFINED      3     194150      0        0
BB&T CORPORATION                  COMMON    054937107    8288     316572   SH          DEFINED      5     295538      0      21034
BB&T CORPORATION                  COMMON    054937107     277      10595   SH          DEFINED      7     10595       0        0
BB&T CORPORATION                  COMMON    054937107     450      17200   SH          DEFINED      8     17200       0        0
BBVA BANCO FRANCES SA ADR         COMMON    07329M100     78       12374   SH          DEFINED     20     12374       0        0
BCE INC                           COMMON    05534B760    1041      37700   SH          DEFINED    8,14    37700       0        0
BCE INC                           COMMON    05534B760     602      22000   SH          DEFINED     13     22000       0        0
BCE INC                           COMMON    05534B760    1749      63900   SH          DEFINED     18     63900       0        0
BCE INC                           COMMON    05534B760     84       3052    SH          DEFINED     20      3052       0        0
BCE INC                           COMMON    05534B760     12        445    SH          DEFINED     21      445        0        0
BCE INC                           COMMON    05534B760   160463    5860881  SH          DEFINED      3    5860881      0        0
BCE INC                           COMMON    05534B760     22        795    SH          DEFINED     3,1     795        0        0
BCE INC                           COMMON    05534B760     796      29078   SH          DEFINED      7     29078       0        0
BCE INC                           COMMON    05534B760    22522    822600   SH          DEFINED      8     822600      0        0
BE AEROSPACE INC                  COMMON    073302101    18076    699522   SH          DEFINED      1     699522      0        0
BE AEROSPACE INC                  COMMON    073302101     29       1107    SH          DEFINED     19       0         0      1107
BE AEROSPACE INC                  COMMON    073302101    2178      84297   SH          DEFINED      2       0         0      84297
BE AEROSPACE INC                  COMMON    073302101     133      5143    SH          DEFINED     20      5143       0        0
BE AEROSPACE INC                  COMMON    073302101      8        320    SH          DEFINED     21      320        0        0
BE AEROSPACE INC                  COMMON    073302101     29       1127    SH          DEFINED      5       0         0      1127
BEACON POWER CORPORATION          COMMON    073677106    3989     8065944  SH          DEFINED     20    8065944      0        0
BEACON ROOFING SUPPLY INC         COMMON    073685109    6680     401196   SH          DEFINED      1     401196      0        0
BEACON ROOFING SUPPLY INC         COMMON    073685109    3090     185605   SH          DEFINED      2     79213       0     106392
BEACON ROOFING SUPPLY INC         COMMON    073685109     376      22605   SH          DEFINED     20     22605       0        0
BEAZER HOMES USA INC              COMMON    07556Q105     641     118300   SH          DEFINED     14     118300      0        0
BEAZER HOMES USA INC              COMMON    07556Q105     598     110363   SH          DEFINED     20     110363      0        0
BEAZER HOMES USA INC              COMMON    07556Q105     36       6635    SH          DEFINED     21      6635       0        0
BEAZER HOMES USA INC              COMMON    07556Q105     79       14500   SH          DEFINED    5,14    14500       0        0
BEBE STORES INC                   COMMON    075571109     38       5993    SH          DEFINED     20      5993       0        0
BECKMAN COULTER INC               COMMON    075811109     45        670    SH          DEFINED     19      370        0       300
BECKMAN COULTER INC               COMMON    075811109     252      3731    SH          DEFINED     20      3731       0        0
BECKMAN COULTER INC               COMMON    075811109      6        95     SH          DEFINED     21       95        0        0
BECKMAN COULTER INC               COMMON    075811109     90       1335    SH          DEFINED      5       35        0      1300
BECKMAN COULTER INC               COMMON    075811109     196      2900    SH          DEFINED      7      2900       0        0
BECKMAN COULTER INC 144A 2.5 1    CONVERT   075811AC3    32248    2.8E+07  SH          DEFINED     14       0         0     2.4E+07
BECKMAN COULTER INC CVT 2.5 12    CONVERT   075811AD1    1740     1500000  SH          DEFINED     14       0         0     1275000
BECKMAN COULTER INC CVT 2.5 12    CONVERT   075811AD1      3       3000    SH          DEFINED      5      3000       0        0
BECTON DICKINSON & CO             COMMON    075887109    13268    170382   SH          DEFINED      1     170382      0        0
BECTON DICKINSON & CO             COMMON    075887109     553      7100    SH          DEFINED     14      5800       0        0
BECTON DICKINSON & CO             COMMON    075887109     117      1500    SH          DEFINED     15      1500       0        0
BECTON DICKINSON & CO             COMMON    075887109    2114      27147   SH          DEFINED    17,1      0         0      27147
BECTON DICKINSON & CO             COMMON    075887109    7785      99970   SH          DEFINED     19     99120       0       850
BECTON DICKINSON & CO             COMMON    075887109    1152      14800   SH          DEFINED     20     14800       0        0
BECTON DICKINSON & CO             COMMON    075887109     18        234    SH          DEFINED     21      234        0        0
BECTON DICKINSON & CO             COMMON    075887109    1371      17600   SH          DEFINED      3     17600       0        0
BECTON DICKINSON & CO             COMMON    075887109     929      11933   SH          DEFINED      5     10078       0      1855
BECTON DICKINSON & CO             COMMON    075887109     368      4722    SH          DEFINED      7      4722       0        0
BECTON DICKINSON & CO             COMMON    075887109     998      12816   SH          DEFINED      8     12816       0        0
BED BATH & BEYOND INC             COMMON    075896100    28558    738509   SH          DEFINED      1     738509      0        0
BED BATH & BEYOND INC             COMMON    075896100     159      4100    SH          DEFINED     14      2600       0       700
BED BATH & BEYOND INC             COMMON    075896100     189      4900    SH          DEFINED    14,7      0         0      4900
BED BATH & BEYOND INC             COMMON    075896100     261      6743    SH          DEFINED     19      1827       0      4916
BED BATH & BEYOND INC             COMMON    075896100     833      21540   SH          DEFINED      2     21540       0        0
BED BATH & BEYOND INC             COMMON    075896100   155462    4020218  SH          DEFINED     20    4020218      0        0
BED BATH & BEYOND INC             COMMON    075896100    5579     144281   SH          DEFINED     21     144281      0        0
BED BATH & BEYOND INC             COMMON    075896100    3145      81319   SH          DEFINED      5     67767       0      13552
BED BATH & BEYOND INC             COMMON    075896100     211      5458    SH          DEFINED      7      5458       0        0
BED BATH & BEYOND INC             COMMON    075896100     55       1432    SH          DEFINED     8,2     1432       0        0
BEL FUSE INC-CL A                 COMMON    077347201      0        17     SH          DEFINED     20       17        0        0
BEL FUSE INC-CL B                 COMMON    077347300     66       3053    SH          DEFINED     20      3053       0        0
BELDEN INC                        COMMON    077454106    5965     232919   SH          DEFINED      1     232919      0        0
BELDEN INC                        COMMON    077454106    2704     105585   SH          DEFINED      2     44779       0      60806
BELDEN INC                        COMMON    077454106     469      18317   SH          DEFINED     20     18317       0        0
BELDEN INC                        COMMON    077454106     456      17803   SH          DEFINED      5     17803       0        0
BELO CORPORATION                  COMMON    080555105     116      18846   SH          DEFINED     19       0         0      18846
BELO CORPORATION                  COMMON    080555105     427      69476   SH          DEFINED     20     69476       0        0
BELO CORPORATION                  COMMON    080555105     26       4162    SH          DEFINED     21      4162       0        0
BEMIS COMPANY                     COMMON    081437105    1048      35206   SH          DEFINED     20     35206       0        0
BEMIS COMPANY                     COMMON    081437105      8        283    SH          DEFINED     21      283        0        0
BENCHMARK ELECTRONICS INC         COMMON    08160H101    9905     513210   SH          DEFINED     14     281710      0     214200
BENCHMARK ELECTRONICS INC         COMMON    08160H101     341      17664   SH          DEFINED     20     17664       0        0
BENCHMARK ELECTRONICS INC         COMMON    08160H101      6        319    SH          DEFINED     21      319        0        0
BENCHMARK ELECTRONICS INC         COMMON    08160H101     577      29900   SH          DEFINED    5,14    29900       0        0
BENCHMARK ELECTRONICS INC         COMMON    08160H101    1455      75400   SH          DEFINED      8     75400       0        0
BENCHMARK ELECTRONICS INC         COMMON    08160H101     415      21500   SH          DEFINED    8,17    21500       0        0
BENEFICIAL MUTUAL BANCORP IN      COMMON    08173R104     72       7353    SH          DEFINED     14      1253       0      6100
BENEFICIAL MUTUAL BANCORP IN      COMMON    08173R104     18       1814    SH          DEFINED     20      1814       0        0
BENEFICIAL MUTUAL BANCORP IN      COMMON    08173R104     10       1000    SH          DEFINED    5,14     1000       0        0
BENIHANA INC                      COMMON    082047101     14       3348    SH          DEFINED     20      3348       0        0
BENIHANA INC - CL A               COMMON    082047200     116      30480   SH          DEFINED     20     30480       0        0
BERKLEY (WR) CORP                 COMMON    084423102      7        300    SH          DEFINED     14      300        0        0
BERKLEY (WR) CORP                 COMMON    084423102     353      14439   SH          DEFINED     19      815        0      13624
BERKLEY (WR) CORP                 COMMON    084423102     233      9534    SH          DEFINED     20      9534       0        0
BERKLEY (WR) CORP                 COMMON    084423102     19        770    SH          DEFINED     21      770        0        0
BERKLEY (WR) CORP                 COMMON    084423102    1209      49503   SH          DEFINED      5     41546       0      7957
BERKSHIRE HATHAWAY INC CL A       COMMON    084670108   130122     1305    SH          DEFINED      1      1305       0        0
BERKSHIRE HATHAWAY INC CL A       COMMON    084670108    5783       58     SH          DEFINED     19       58        0        0
BERKSHIRE HATHAWAY INC CL A       COMMON    084670108    2293       23     SH          DEFINED      5       23        0        0
BERKSHIRE HATHAWAY INC CLASS B    COMMON    084670207     566       170    SH          DEFINED    10,14    170        0        0
BERKSHIRE HATHAWAY INC CLASS B    COMMON    084670207     466       140    SH          DEFINED     14      105        0       35
BERKSHIRE HATHAWAY INC CLASS B    COMMON    084670207     130       39     SH          DEFINED     16       39        0        0
BERKSHIRE HATHAWAY INC CLASS B    COMMON    084670207    14416     4333    SH          DEFINED     19      3558       0       775
BERKSHIRE HATHAWAY INC CLASS B    COMMON    084670207    3636      1093    SH          DEFINED     20      1093       0        0
BERKSHIRE HATHAWAY INC CLASS B    COMMON    084670207     120       36     SH          DEFINED     21       36        0        0
BERKSHIRE HATHAWAY INC CLASS B    COMMON    084670207    19962     6000    SH          DEFINED      3      6000       0        0
BERKSHIRE HATHAWAY INC CLASS B    COMMON    084670207    3976      1195    SH          DEFINED      5      1032       0       163
BERKSHIRE HATHAWAY INC CLASS B    COMMON    084670207     452       136    SH          DEFINED      7      136        0        0
BERKSHIRE HATHAWAY INC CLASS B    COMMON    084670207     100       30     SH          DEFINED      8       30        0        0
BERKSHIRE HATHAWAY INC CLASS B    COMMON    084670207    4658      1400    SH          DEFINED    8,14     1400       0        0
BERKSHIRE HILLS BANCORP INC       COMMON    084680107     143      7386    SH          DEFINED     20      7386       0        0
BERRY PETROLEUM CO CL A           COMMON    085789105    4105     134410   SH          DEFINED     14     100110      0      18800
BERRY PETROLEUM CO CL A           COMMON    085789105    2788      91299   SH          DEFINED     20     91299       0        0
BERRY PETROLEUM CO CL A           COMMON    085789105     89       2900    SH          DEFINED    5,14     2900       0        0
BEST BUY COMPANY INC              COMMON    086516101    17887    434043   SH          DEFINED      1     434043      0        0
BEST BUY COMPANY INC              COMMON    086516101    17210    417627   SH          DEFINED     11     100331      0     317296
BEST BUY COMPANY INC              COMMON    086516101     573      13910   SH          DEFINED     14     13510       0       400
BEST BUY COMPANY INC              COMMON    086516101     103      2500    SH          DEFINED    14,7      0         0      2500
BEST BUY COMPANY INC              COMMON    086516101     29        697    SH          DEFINED    16,11    697        0        0
BEST BUY COMPANY INC              COMMON    086516101    3081      74765   SH          DEFINED    16,14   64768       0      9997
BEST BUY COMPANY INC              COMMON    086516101    3667      88983   SH          DEFINED     19      7056       0      81927
BEST BUY COMPANY INC              COMMON    086516101     668      16218   SH          DEFINED      2     16218       0        0
BEST BUY COMPANY INC              COMMON    086516101     829      20122   SH          DEFINED     20     20122       0        0
BEST BUY COMPANY INC              COMMON    086516101     51       1237    SH          DEFINED     21      1237       0        0
BEST BUY COMPANY INC              COMMON    086516101     110      2674    SH          DEFINED      3      2674       0        0
BEST BUY COMPANY INC              COMMON    086516101    1570      38100   SH          DEFINED      5     13014       0      25086
BEST BUY COMPANY INC              COMMON    086516101     320      7753    SH          DEFINED      7      7753       0        0
BEST BUY COMPANY INC              COMMON    086516101    19173    465248   SH          DEFINED      8     465248      0        0
BEST BUY COMPANY INC              COMMON    086516101     44       1079    SH          DEFINED     8,2     1079       0        0
BGC PARTNERS INC-CL A             COMMON    05541T101     942     193800   SH          DEFINED     14     146700      0      47100
BGC PARTNERS INC-CL A             COMMON    05541T101     157      32317   SH          DEFINED     20     32317       0        0
BGC PARTNERS INC-CL A             COMMON    05541T101     102      21000   SH          DEFINED    5,14    21000       0        0
BHP BILLITON PLC-ADR              COMMON    05545E209    6297      98614   SH          DEFINED     20     98614       0        0
BHP BILLITON PLC-ADR              COMMON    05545E209      3        40     SH          DEFINED      5       40        0        0
BHP LTD-ADR                       COMMON    088606108    78581    987447   SH          DEFINED      1     987447      0        0
BHP LTD-ADR                       COMMON    088606108    49610    623401   SH          DEFINED     11     623401      0        0
BHP LTD-ADR                       COMMON    088606108     562      7057    SH          DEFINED     14      7057       0        0
BHP LTD-ADR                       COMMON    088606108    20020    251575   SH          DEFINED     19     44131       0     207444
BHP LTD-ADR                       COMMON    088606108    36428    457750   SH          DEFINED      2     457750      0        0
BHP LTD-ADR                       COMMON    088606108    13383    168172   SH          DEFINED     20     168172      0        0
BHP LTD-ADR                       COMMON    088606108    42164    529827   SH          DEFINED      4     529827      0        0
BHP LTD-ADR                       COMMON    088606108    9660     121382   SH          DEFINED      5     109491      0      11891
BIG 5 SPORTING GOODS CORP         COMMON    08915P101    2667     152687   SH          DEFINED     20     152687      0        0
BIG 5 SPORTING GOODS CORP         COMMON    08915P101     80       4590    SH          DEFINED     21      4590       0        0
BIG LOTS INC                      COMMON    089302103    11105    383447   SH          DEFINED      1     383447      0        0
BIG LOTS INC                      COMMON    089302103     269      9300    SH          DEFINED     14      7500       0      1800
BIG LOTS INC                      COMMON    089302103     226      7800    SH          DEFINED    14,7      0         0      7800
BIG LOTS INC                      COMMON    089302103    10688    369068   SH          DEFINED      2     369068      0        0
BIG LOTS INC                      COMMON    089302103     667      23040   SH          DEFINED     20     23040       0        0
BIG LOTS INC                      COMMON    089302103      8        269    SH          DEFINED     21      269        0        0
BIG LOTS INC                      COMMON    089302103     517      17851   SH          DEFINED      8     17851       0        0
BIGBAND NETWORKS INC              COMMON    089750509     106      29736   SH          DEFINED     20     29736       0        0
BILL BARRETT CORP                 COMMON    06846N104    20618    610717   SH          DEFINED      1     610717      0        0
BILL BARRETT CORP                 COMMON    06846N104    2363      70000   SH          DEFINED    13,2      0         0      70000
BILL BARRETT CORP                 COMMON    06846N104    9507     281611   SH          DEFINED      2     281611      0        0
BILL BARRETT CORP                 COMMON    06846N104     83       2470    SH          DEFINED     20      2470       0        0
BIO RAD LABORATORIES CL A         COMMON    090572207     50        500    SH          DEFINED     19       0         0       500
BIO RAD LABORATORIES CL A         COMMON    090572207    1421      14272   SH          DEFINED     20     14272       0        0
BIO RAD LABORATORIES CL A         COMMON    090572207      3        32     SH          DEFINED     21       32        0        0
BIO RAD LABORATORIES CL A         COMMON    090572207      2        22     SH          DEFINED      5       22        0        0
BIOCRYST PHARMACEUTICALS INC      COMMON    09058V103      2        338    SH          DEFINED     20      338        0        0
BIOCRYST PHARMACEUTICALS INC      COMMON    09058V103     116      15796   SH          DEFINED      5     15796       0        0
BIODELIVERY SCIENCES INTERNATI    COMMON    09060J106    2849     726913   SH          DEFINED     20     726913      0        0
BIOGEN IDEC INC                   COMMON    09062X103    20070    375982   SH          DEFINED      1     375982      0        0
BIOGEN IDEC INC                   COMMON    09062X103     582      10900   SH          DEFINED     10     10900       0        0
BIOGEN IDEC INC                   COMMON    09062X103     523      9800    SH          DEFINED    10,14    9800       0        0
BIOGEN IDEC INC                   COMMON    09062X103     75       1400    SH          DEFINED     11      1400       0        0
BIOGEN IDEC INC                   COMMON    09062X103     336      6302    SH          DEFINED     13      6302       0        0
BIOGEN IDEC INC                   COMMON    09062X103    55825    1045800  SH          DEFINED     14     657100      0     308800
BIOGEN IDEC INC                   COMMON    09062X103    1420      26600   SH          DEFINED    14,13     0         0      26600
BIOGEN IDEC INC                   COMMON    09062X103    1628      30500   SH          DEFINED    14,7      0         0      30500
BIOGEN IDEC INC                   COMMON    09062X103     53       1000    SH          DEFINED     15      1000       0        0
BIOGEN IDEC INC                   COMMON    09062X103    1844      34550   SH          DEFINED    17,1      0         0      34550
BIOGEN IDEC INC                   COMMON    09062X103     37        700    SH          DEFINED    17,14     0         0       700
BIOGEN IDEC INC                   COMMON    09062X103     806      15100   SH          DEFINED     18     15100       0        0
BIOGEN IDEC INC                   COMMON    09062X103     124      2325    SH          DEFINED     19       0         0      2325
BIOGEN IDEC INC                   COMMON    09062X103   194700    3647439  SH          DEFINED     20    3647439      0        0
BIOGEN IDEC INC                   COMMON    09062X103    6843     128185   SH          DEFINED     21     128185      0        0
BIOGEN IDEC INC                   COMMON    09062X103     250      4680    SH          DEFINED      5       0         0      4680
BIOGEN IDEC INC                   COMMON    09062X103    3187      59700   SH          DEFINED    5,14    59700       0        0
BIOGEN IDEC INC                   COMMON    09062X103     512      9600    SH          DEFINED      6      9600       0        0
BIOGEN IDEC INC                   COMMON    09062X103    1053      19734   SH          DEFINED      7     19734       0        0
BIOGEN IDEC INC                   COMMON    09062X103    11545    216287   SH          DEFINED      8     216287      0        0
BIOGEN IDEC INC                   COMMON    09062X103    2183      40900   SH          DEFINED    8,14    40900       0        0
BIOGEN IDEC INC                   COMMON    09062X103     667      12500   SH          DEFINED    9,14      0         0      12500
BIOMARIN PHARMACEUTICAL INC       COMMON    09061G101    30493    1592311  SH          DEFINED      1    1592311      0        0
BIOMARIN PHARMACEUTICAL INC       COMMON    09061G101     655      34200   SH          DEFINED     14      6500       0      27700
BIOMARIN PHARMACEUTICAL INC       COMMON    09061G101     115      6000    SH          DEFINED     15      6000       0        0
BIOMARIN PHARMACEUTICAL INC       COMMON    09061G101    2822     147351   SH          DEFINED    17,1      0         0     147351
BIOMARIN PHARMACEUTICAL INC       COMMON    09061G101    9911     517551   SH          DEFINED      2     517551      0        0
BIOMARIN PHARMACEUTICAL INC       COMMON    09061G101     59       3087    SH          DEFINED     20      3087       0        0
BIOMARIN PHARMACEUTICAL INC       COMMON    09061G101    4519     236000   SH          DEFINED      3     236000      0        0
BIOMARIN PHARMACEUTICAL INC       COMMON    09061G101      3        171    SH          DEFINED      5       0         0       171
BIOMARIN PHARMACEUTICAL INC       COMMON    09061G101     79       4100    SH          DEFINED    5,14     4100       0        0
BIOMED REALTY TRUST INC           COMMON    09063H107    8887     587387   SH          DEFINED      1     587387      0        0
BIOMED REALTY TRUST INC           COMMON    09063H107    8474     560092   SH          DEFINED      2     560092      0        0
BIOMED REALTY TRUST INC           COMMON    09063H107     251      16587   SH          DEFINED     20     16587       0        0
BIOMED REALTY TRUST INC           COMMON    09063H107     87       5730    SH          DEFINED    20,14    5730       0        0
BIOMIMETIC THERAPEUTICS INC       COMMON    09064X101      2        126    SH          DEFINED     20      126        0        0
BIONOVO INC                       COMMON    090643107      5       10000   SH          DEFINED      5     10000       0        0
BIO-REFERENCE LABS INC            COMMON    09057G602    2254      56418   SH          DEFINED     20     56418       0        0
BIOSCRIP INC                      COMMON    09069N108     555      64503   SH          DEFINED     20     64503       0        0
BIOSPECIFICS TECHNOLOGIES CORP    COMMON    090931106      1        35     SH          DEFINED     20       35        0        0
BIOVAIL CORP                      COMMON    09067J109    16644    1118552  SH          DEFINED      1    1118552      0        0
BIOVAIL CORP                      COMMON    09067J109    14437    971808   SH          DEFINED      2     849687      0     122121
BIOVAIL CORPORATION               COMMON    09067J109     445      30300   SH          DEFINED     1,8    30300       0        0
BIOVAIL CORPORATION               COMMON    09067J109     76       5200    SH          DEFINED     11      5200       0        0
BIOVAIL CORPORATION               COMMON    09067J109     273      18574   SH          DEFINED     20     18574       0        0
BIOVAIL CORPORATION               COMMON    09067J109     10        700    SH          DEFINED     21      700        0        0
BIOVAIL CORPORATION               COMMON    09067J109    22901    1558295  SH          DEFINED     3,1   1558295      0        0
BIOVAIL CORPORATION               COMMON    09067J109     310      21093   SH          DEFINED      7     21093       0        0
BIOVAIL CORPORATION               COMMON    09067J109    1971     134100   SH          DEFINED      8     134100      0        0
BJ SERVICES CO                    COMMON    055482103   133468    6690137  SH          DEFINED      1    6690137      0        0
BJ SERVICES CO                    COMMON    055482103     361      18072   SH          DEFINED     20     18072       0        0
BJ SERVICES CO                    COMMON    055482103     16        804    SH          DEFINED     21      804        0        0
BJ SERVICES CO                    COMMON    055482103    16930    848636   SH          DEFINED      4     848636      0        0
BJ SERVICES CO                    COMMON    055482103     13        645    SH          DEFINED      5       0         0       645
BJ SERVICES CO                    COMMON    055482103     124      6212    SH          DEFINED      7      6212       0        0
BJ'S RESTAURANTS INC              COMMON    09180C106     196      10340   SH          DEFINED     20     10340       0        0
BJS WHOLESALE CLUB INC            COMMON    05548J106     662      20340   SH          DEFINED     20     20340       0        0
BJS WHOLESALE CLUB INC            COMMON    05548J106      7        210    SH          DEFINED     21      210        0        0
BJS WHOLESALE CLUB INC            COMMON    05548J106     126      3875    SH          DEFINED      5      3875       0        0
BLACK & DECKER CORP               COMMON    091797100      2        35     SH          DEFINED     19       15        0       20
BLACK & DECKER CORP               COMMON    091797100     398      5899    SH          DEFINED     20      5899       0        0
BLACK & DECKER CORP               COMMON    091797100     20        298    SH          DEFINED     21      298        0        0
BLACK & DECKER CORP               COMMON    091797100      8        112    SH          DEFINED      5       31        0       81
BLACK & DECKER CORP               COMMON    091797100     128      1900    SH          DEFINED      7      1900       0        0
BLACK BOX CORPORATION             COMMON    091826107    1027      36000   SH          DEFINED     14     21300       0      14700
BLACK BOX CORPORATION             COMMON    091826107     243      8528    SH          DEFINED     20      8528       0        0
BLACK BOX CORPORATION             COMMON    091826107     87       3050    SH          DEFINED      5       0         0      3050
BLACK BOX CORPORATION             COMMON    091826107     106      3700    SH          DEFINED    5,14     3700       0        0
BLACK BOX CORPORATION             COMMON    091826107     128      4500    SH          DEFINED      8      4500       0        0
BLACK BOX CORPORATION             COMMON    091826107     37       1300    SH          DEFINED    8,17     1300       0        0
BLACK HILLS CORP                  COMMON    092113109    3298     126182   SH          DEFINED     20     126182      0        0
BLACK HILLS CORP                  COMMON    092113109      4        134    SH          DEFINED     21      134        0        0
BLACKBAUD INC                     COMMON    09227Q100    3983     166045   SH          DEFINED      1     166045      0        0
BLACKBAUD INC                     COMMON    09227Q100    1829      76255   SH          DEFINED      2     32840       0      43415
BLACKBAUD INC                     COMMON    09227Q100    2761     115083   SH          DEFINED     20     115083      0        0
BLACKBAUD INC                     COMMON    09227Q100     116      4825    SH          DEFINED      5       0         0      4825
BLACKBOARD INC                    COMMON    091935502    11543    251380   SH          DEFINED      1     251380      0        0
BLACKBOARD INC                    COMMON    091935502    11185    243565   SH          DEFINED      2     243565      0        0
BLACKBOARD INC                    COMMON    091935502     33        711    SH          DEFINED     20      711        0        0
BLACKBOARD INC                    COMMON    091935502     115      2500    SH          DEFINED      5       0         0      2500
BLACKROCK FLOAT RT INCOME ST C    COMMON    09255X100     544      38244   SH          DEFINED      5     38244       0        0
BLACKROCK INC                     COMMON    09247X101    31985    133487   SH          DEFINED      1     133487      0        0
BLACKROCK INC                     COMMON    09247X101    2275      9493    SH          DEFINED     19      1389       0      8104
BLACKROCK INC                     COMMON    09247X101    10309     43024   SH          DEFINED      2     43024       0        0
BLACKROCK INC                     COMMON    09247X101    6150      25665   SH          DEFINED     20     25665       0        0
BLACKROCK INC                     COMMON    09247X101     22        93     SH          DEFINED      4       93        0        0
BLACKROCK INC                     COMMON    09247X101    2381      9938    SH          DEFINED      5      8926       0      1012
BLACKROCK INC                     COMMON    09247X101     54        224    SH          DEFINED     8,2     224        0        0
BLACKROCK INC CVT (BLK) 2.625     CONVERT   09247XAB7    12038    5000000  SH          DEFINED     14       0         0     4250000
BLACKROCK KELSO CAPITAL CORP      COMMON    092533108     639      74500   SH          DEFINED     14     60500       0      14000
BLACKROCK KELSO CAPITAL CORP      COMMON    092533108    1830     213320   SH          DEFINED     20     213320      0        0
BLACKROCK KELSO CAPITAL CORP      COMMON    092533108     35       4021    SH          DEFINED     21      4021       0        0
BLACKROCK KELSO CAPITAL CORP      COMMON    092533108     72       8400    SH          DEFINED    5,14     8400       0        0
BLACKROCK MUNICIPAL INC TRST C    COMMON    09248F109      0         5     SH          DEFINED      5       5         0        0
BLACKROCK MUNIYIELD FLORIDA CE    COMMON    09254T100     40       3100    SH          DEFINED     19       0         0      3100
BLACKROCK MUNIYIELD QUAL II CE    COMMON    09254G108      0        28     SH          DEFINED     19       0         0       28
BLACKSTONE GROUP LP/THE           COMMON    09253U108    11163    809495   SH          DEFINED      1     809495      0        0
BLACKSTONE GROUP LP/THE           COMMON    09253U108     469      34000   SH          DEFINED     19     32000       0      2000
BLACKSTONE GROUP LP/THE           COMMON    09253U108    7531     546126   SH          DEFINED     20     546126      0        0
BLACKSTONE GROUP LP/THE           COMMON    09253U108     159      11555   SH          DEFINED     21     11555       0        0
BLDRS ASIA 50 ADR INDEX FUND E    COMMON    09348R102     203      7905    SH          DEFINED     19       0         0      7905
BLDRS EMER MKTS 50 ADR INDEX E    COMMON    09348R300     124      2800    SH          DEFINED     19       0         0      2800
BLOCK H & R INC                   COMMON    093671105    50657    2267530  SH          DEFINED      1    2267530      0        0
BLOCK H & R INC                   COMMON    093671105      1        30     SH          DEFINED     11       30        0        0
BLOCK H & R INC                   COMMON    093671105     342      15300   SH          DEFINED     14     13400       0       900
BLOCK H & R INC                   COMMON    093671105     103      4600    SH          DEFINED    14,7      0         0      4600
BLOCK H & R INC                   COMMON    093671105     499      22333   SH          DEFINED     20     22333       0        0
BLOCK H & R INC                   COMMON    093671105      8        374    SH          DEFINED     21      374        0        0
BLOCK H & R INC                   COMMON    093671105    10417    466314   SH          DEFINED      4     466314      0        0
BLOCK H & R INC                   COMMON    093671105      9        393    SH          DEFINED      5       32        0       361
BLOCK H & R INC                   COMMON    093671105     156      7004    SH          DEFINED      7      7004       0        0
BLOCKBUSTER INC CL A              COMMON    093679108     81      112934   SH          DEFINED     20     112934      0        0
BLOCKBUSTER INC CL A              COMMON    093679108      5       6679    SH          DEFINED     21      6679       0        0
BLONDER TONGUE LABORATORIES       COMMON    93698108       9       8000    SH          DEFINED     19       0         0      8000
BLOUNT INTERNATIONAL INC          COMMON    095180105     67       6513    SH          DEFINED     20      6513       0        0
BLUE COAT SYSTEMS INC             COMMON    09534T508    1005      33626   SH          DEFINED     20     33626       0        0
BLUE COAT SYSTEMS INC             COMMON    09534T508     87       2925    SH          DEFINED      5       0         0      2925
BLUE NILE INC                     COMMON    09578R103     70       1115    SH          DEFINED     19       0         0      1115
BLUE NILE INC                     COMMON    09578R103     130      2058    SH          DEFINED     20      2058       0        0
BLUEGREEN CORP                    COMMON    096231105     111      46248   SH          DEFINED     20     46248       0        0
BLUELINX HOLDINGS INC             COMMON    09624H109     363     120600   SH          DEFINED     14     64300       0      56300
BLUELINX HOLDINGS INC             COMMON    09624H109     86       28648   SH          DEFINED     20     28648       0        0
BLUELINX HOLDINGS INC             COMMON    09624H109      5       1645    SH          DEFINED     21      1645       0        0
BLUELINX HOLDINGS INC             COMMON    09624H109     38       12600   SH          DEFINED    5,14    12600       0        0
BLUELINX HOLDINGS INC             COMMON    09624H109     48       15900   SH          DEFINED      8     15900       0        0
BLUELINX HOLDINGS INC             COMMON    09624H109     12       4100    SH          DEFINED    8,17     4100       0        0
BLYTH INC                         COMMON    09643P207    5311     164215   SH          DEFINED     14     111540      0      47475
BLYTH INC                         COMMON    09643P207     281      8700    SH          DEFINED    14,7      0         0      8700
BLYTH INC                         COMMON    09643P207     118      3644    SH          DEFINED     20      3644       0        0
BLYTH INC                         COMMON    09643P207     281      8700    SH          DEFINED    5,14     8700       0        0
BLYTH INC                         COMMON    09643P207     285      8800    SH          DEFINED      8      8800       0        0
BLYTH INC                         COMMON    09643P207     81       2500    SH          DEFINED    8,17     2500       0        0
BMC SOFTWARE INC                  COMMON    055921100    20970    518172   SH          DEFINED      1     518172      0        0
BMC SOFTWARE INC                  COMMON    055921100     316      7800    SH          DEFINED     14      1800       0       400
BMC SOFTWARE INC                  COMMON    055921100     89       2200    SH          DEFINED    14,7      0         0      2200
BMC SOFTWARE INC                  COMMON    055921100    3954      97708   SH          DEFINED     19      8034       0      89674
BMC SOFTWARE INC                  COMMON    055921100    12884    318363   SH          DEFINED      2     318363      0        0
BMC SOFTWARE INC                  COMMON    055921100   101384    2505154  SH          DEFINED     20    2505154      0        0
BMC SOFTWARE INC                  COMMON    055921100    3517      86898   SH          DEFINED     21     86898       0        0
BMC SOFTWARE INC                  COMMON    055921100     39        967    SH          DEFINED      4      967        0        0
BMC SOFTWARE INC                  COMMON    055921100    3562      88009   SH          DEFINED      5     67681       0      20328
BMC SOFTWARE INC                  COMMON    055921100    1321      32636   SH          DEFINED      7     32636       0        0
BMC SOFTWARE INC                  COMMON    055921100     864      21360   SH          DEFINED      8     21360       0        0
BMP SUNSTONE CORP                 COMMON    05569C105     497      87120   SH          DEFINED     20     87120       0        0
BOARDWALK PIPELINE PARTNERS       COMMON    096627104     92       3000    SH          DEFINED     19       0         0      3000
BOARDWALK PIPELINE PARTNERS       COMMON    096627104    11633    380670   SH          DEFINED      5     354370      0      26300
BOB EVANS FARMS                   COMMON    096761101     272      9400    SH          DEFINED     14      2100       0      7300
BOB EVANS FARMS                   COMMON    096761101    1031      35664   SH          DEFINED     20     35664       0        0
BOB EVANS FARMS                   COMMON    096761101     211      7300    SH          DEFINED      8      7300       0        0
BOB EVANS FARMS                   COMMON    096761101     61       2100    SH          DEFINED    8,17     2100       0        0
BOEING CO                         COMMON    097023105     772      13310   SH          DEFINED     14      9760       0      1850
BOEING CO                         COMMON    097023105     191      3300    SH          DEFINED    14,7      0         0      3300
BOEING CO                         COMMON    097023105    1229      21190   SH          DEFINED     19      4458       0      16732
BOEING CO                         COMMON    097023105    12130    209060   SH          DEFINED     20     209060      0        0
BOEING CO                         COMMON    097023105     106      1835    SH          DEFINED     21      1835       0        0
BOEING CO                         COMMON    097023105    2129      36686   SH          DEFINED      5     20986       0      15700
BOEING CO                         COMMON    097023105     598      10310   SH          DEFINED      7     10310       0        0
BOEING CO                         COMMON    097023105    1380      23781   SH          DEFINED      8     23781       0        0
BOISE INC                         COMMON    09746Y105    1932     354466   SH          DEFINED     20     354466      0        0
BOISE INC                         COMMON    09746Y105     64       11822   SH          DEFINED     21     11822       0        0
BOK FINANCIAL CORPORATION         COMMON    05561Q201     194      4100    SH          DEFINED     14      3700       0        0
BOK FINANCIAL CORPORATION         COMMON    05561Q201    1104      23323   SH          DEFINED     20     23323       0        0
BOK FINANCIAL CORPORATION         COMMON    05561Q201      2        34     SH          DEFINED     21       34        0        0
BOLT TECHNOLOGY CORP              COMMON    097698104     104      8700    SH          DEFINED     14      1700       0      7000
BOLT TECHNOLOGY CORP              COMMON    097698104     12       1000    SH          DEFINED    5,14     1000       0        0
BON-TON STORES                    COMMON    09776J101     605      59953   SH          DEFINED     20     59953       0        0
BOOKS-A-MILLION INC               COMMON    098570104     85       12484   SH          DEFINED     20     12484       0        0
BOOTS & COOTS INC                 COMMON    099469504      3       2050    SH          DEFINED      5       0         0      2050
BORDERS GROUP INC                 COMMON    099709107    1325     1077300  SH          DEFINED     14     617600      0     459700
BORDERS GROUP INC                 COMMON    099709107     113      92085   SH          DEFINED     20     92085       0        0
BORDERS GROUP INC                 COMMON    099709107      7       5520    SH          DEFINED     21      5520       0        0
BORDERS GROUP INC                 COMMON    099709107     144     116700   SH          DEFINED    5,14    116700      0        0
BORDERS GROUP INC                 COMMON    099709107     111      90400   SH          DEFINED      8     90400       0        0
BORDERS GROUP INC                 COMMON    099709107     32       25700   SH          DEFINED    8,17    25700       0        0
BORG WARNER INC                   COMMON    099724106    8292     234306   SH          DEFINED      1     234306      0        0
BORG WARNER INC                   COMMON    099724106     32        900    SH          DEFINED     19       0         0       900
BORG WARNER INC                   COMMON    099724106     444      12556   SH          DEFINED      2     12556       0        0
BORG WARNER INC                   COMMON    099724106     187      5297    SH          DEFINED     20      5297       0        0
BORG WARNER INC                   COMMON    099724106     11        316    SH          DEFINED     21      316        0        0
BORG WARNER INC                   COMMON    099724106      8        219    SH          DEFINED      5       59        0       160
BORG WARNER INC                   COMMON    099724106     30        834    SH          DEFINED     8,2     834        0        0
BOSTON BEER COMPANY INC CL A      COMMON    100557107    2695      56386   SH          DEFINED     20     56386       0        0
BOSTON PRIVATE FINANCIAL HOLDI    COMMON    101119105     175      31355   SH          DEFINED     20     31355       0        0
BOSTON PRIVATE FINANCIAL HOLDI    COMMON    101119105     11       2000    SH          DEFINED      5       0         0      2000
BOSTON PROPERTIES INC             COMMON    101121101    6619      97160   SH          DEFINED    1,11      0         0      97160
BOSTON PROPERTIES INC             COMMON    101121101    71675    1052190  SH          DEFINED    1,14   1052190      0        0
BOSTON PROPERTIES INC             COMMON    101121101     136      2000    SH          DEFINED     11      2000       0        0
BOSTON PROPERTIES INC             COMMON    101121101   180834    2654636  SH          DEFINED     14    1324810      0     1219126
BOSTON PROPERTIES INC             COMMON    101121101    3140      46100   SH          DEFINED    16,14   46100       0        0
BOSTON PROPERTIES INC             COMMON    101121101     68       1000    SH          DEFINED     19       0         0      1000
BOSTON PROPERTIES INC             COMMON    101121101    6345      93150   SH          DEFINED    2,14    93150       0        0
BOSTON PROPERTIES INC             COMMON    101121101     612      8978    SH          DEFINED     20      8978       0        0
BOSTON PROPERTIES INC             COMMON    101121101     567      8320    SH          DEFINED    20,14    8320       0        0
BOSTON PROPERTIES INC             COMMON    101121101     31        454    SH          DEFINED     21      454        0        0
BOSTON PROPERTIES INC             COMMON    101121101     477      7000    SH          DEFINED    3,14     7000       0        0
BOSTON PROPERTIES INC             COMMON    101121101     335      4914    SH          DEFINED      5      2967       0      1947
BOSTON PROPERTIES INC             COMMON    101121101    15216    223367   SH          DEFINED    5,14    223367      0        0
BOSTON PROPERTIES INC             COMMON    101121101     136      2000    SH          DEFINED    6,14     2000       0        0
BOSTON PROPERTIES INC             COMMON    101121101    3962      58160   SH          DEFINED    8,14      0       58160      0
BOSTON PROPERTIES LP 3.75 05-1    CONVERT   10112RAG9    12859    1.3E+07  SH          DEFINED     14       0         0     1.1E+07
BOSTON SCIENTIFIC CORP            COMMON    101137107   137835    1.5E+07  SH          DEFINED      1    15247182     0        0
BOSTON SCIENTIFIC CORP            COMMON    101137107     337      37298   SH          DEFINED     1,3    37298       0        0
BOSTON SCIENTIFIC CORP            COMMON    101137107     202      22300   SH          DEFINED    10,14   22300       0        0
BOSTON SCIENTIFIC CORP            COMMON    101137107     36       4000    SH          DEFINED     13      4000       0        0
BOSTON SCIENTIFIC CORP            COMMON    101137107    13618    1506440  SH          DEFINED     14    1136840      0     209200
BOSTON SCIENTIFIC CORP            COMMON    101137107    2206     244000   SH          DEFINED    14,7      0         0     244000
BOSTON SCIENTIFIC CORP            COMMON    101137107    1271     140562   SH          DEFINED    16,3    140562      0        0
BOSTON SCIENTIFIC CORP            COMMON    101137107    4981     551030   SH          DEFINED    17,1      0         0     551030
BOSTON SCIENTIFIC CORP            COMMON    101137107     37       4100    SH          DEFINED    17,14     0         0      4000
BOSTON SCIENTIFIC CORP            COMMON    101137107     816      90223   SH          DEFINED    17,3    90223       0        0
BOSTON SCIENTIFIC CORP            COMMON    101137107      4        415    SH          DEFINED     19       50        0       365
BOSTON SCIENTIFIC CORP            COMMON    101137107     740      81888   SH          DEFINED     20     81888       0        0
BOSTON SCIENTIFIC CORP            COMMON    101137107     35       3892    SH          DEFINED     21      3892       0        0
BOSTON SCIENTIFIC CORP            COMMON    101137107   146238    1.6E+07  SH          DEFINED      3    16176820     0        0
BOSTON SCIENTIFIC CORP            COMMON    101137107    11245    1243927  SH          DEFINED      4    1243927      0        0
BOSTON SCIENTIFIC CORP            COMMON    101137107     254      28064   SH          DEFINED      5     14311       0      13753
BOSTON SCIENTIFIC CORP            COMMON    101137107     522      57780   SH          DEFINED      6     57780       0        0
BOSTON SCIENTIFIC CORP            COMMON    101137107     301      33296   SH          DEFINED      7     33296       0        0
BOSTON SCIENTIFIC CORP            COMMON    101137107     266      29400   SH          DEFINED      8     29400       0        0
BOSTON SCIENTIFIC CORP            COMMON    101137107     938     103800   SH          DEFINED    8,14    103800      0        0
BOTTOMLINE TECHNOLOGIES INC       COMMON    101388106    3014     163897   SH          DEFINED     20     163897      0        0
BOWNE & CO INC                    COMMON    103043105      0         0     SH          DEFINED     14       0         0        0
BOWNE & CO INC                    COMMON    103043105     354      49390   SH          DEFINED     20     49390       0        0
BOYD GAMING CORP                  COMMON    103304101     93       10795   SH          DEFINED     20     10795       0        0
BOYD GAMING CORP                  COMMON    103304101      5        634    SH          DEFINED     21      634        0        0
BP PLC ADR                        COMMON    055622104    34491    579000   SH          DEFINED      1     579000      0        0
BP PLC ADR                        COMMON    055622104    36139    606672   SH          DEFINED     11     606672      0        0
BP PLC ADR                        COMMON    055622104    6851     115000   SH          DEFINED    13,2      0         0     115000
BP PLC ADR                        COMMON    055622104     409      6866    SH          DEFINED     14      6866       0        0
BP PLC ADR                        COMMON    055622104     278      4666    SH          DEFINED    18,14    4666       0        0
BP PLC ADR                        COMMON    055622104    14662    246129   SH          DEFINED     19     56021       0     190108
BP PLC ADR                        COMMON    055622104    1156      19400   SH          DEFINED      2     19400       0        0
BP PLC ADR                        COMMON    055622104    13311    223458   SH          DEFINED     20     223458      0        0
BP PLC ADR                        COMMON    055622104    20185    338837   SH          DEFINED      4     338837      0        0
BP PLC ADR                        COMMON    055622104    6649     111620   SH          DEFINED      5     93891       0      17729
BPW ACQUISITION CORP              COMMON    055637102     127      12070   SH          DEFINED     20     12070       0        0
BRADY CORP- CL A                  COMMON    104674106    2608      85150   SH          DEFINED     14     54150       0      26600
BRADY CORP- CL A                  COMMON    104674106     992      32375   SH          DEFINED     20     32375       0        0
BRADY CORP- CL A                  COMMON    104674106     126      4100    SH          DEFINED    5,14     4100       0        0
BRADY CORP- CL A                  COMMON    104674106     420      13700   SH          DEFINED      8     13700       0        0
BRADY CORP- CL A                  COMMON    104674106     119      3900    SH          DEFINED    8,17     3900       0        0
BRANDYWINE REALTY TRUST           COMMON    105368203    1164     102534   SH          DEFINED     14       2         0     102532
BRANDYWINE REALTY TRUST           COMMON    105368203     919      80950   SH          DEFINED     20     80950       0        0
BRANDYWINE REALTY TRUST           COMMON    105368203     87       7673    SH          DEFINED    20,14    7673       0        0
BRANDYWINE REALTY TRUST           COMMON    105368203     12       1043    SH          DEFINED     21      1043       0        0
BRANDYWINE REALTY TRUST           COMMON    105368203      2        167    SH          DEFINED      5       0         0       167
BRASIL TELECOM SA- ADR            COMMON    10553M101      0        15     SH          DEFINED     19       0         0       15
BRASIL TELECOM SA- ADR            COMMON    10553M101     579      19880   SH          DEFINED     20     19880       0        0
BRASIL TELECOM SA-ADR             COMMON    10553M200      0         8     SH          DEFINED     19       0         0        8
BRE PROPERTIES INC                COMMON    05564E106    5075     155141   SH          DEFINED     14     68541       0      86600
BRE PROPERTIES INC                COMMON    05564E106     68       2086    SH          DEFINED     20      2086       0        0
BRE PROPERTIES INC                COMMON    05564E106      4        132    SH          DEFINED     21      132        0        0
BRE PROPERTIES INC                COMMON    05564E106     360      10992   SH          DEFINED      5     10992       0        0
BREITBURN ENERGY PARTNERS LP      COMMON    106776107    1933     182550   SH          DEFINED     20     182550      0        0
BRF - BRASIL FOODS SA-ADR         COMMON    10552T107    7181     131475   SH          DEFINED     20     131475      0        0
BRIDGEPOINT EDUCATION INC         COMMON    10807M105     72       4833    SH          DEFINED     20      4833       0        0
BRIGGS & STRATTON                 COMMON    109043109    6388     342500   SH          DEFINED     14     179800      0     162700
BRIGGS & STRATTON                 COMMON    109043109     73       3912    SH          DEFINED     20      3912       0        0
BRIGGS & STRATTON                 COMMON    109043109      4        229    SH          DEFINED     21      229        0        0
BRIGGS & STRATTON                 COMMON    109043109     591      31700   SH          DEFINED    5,14    31700       0        0
BRIGGS & STRATTON                 COMMON    109043109     977      52400   SH          DEFINED      8     52400       0        0
BRIGGS & STRATTON                 COMMON    109043109     278      14900   SH          DEFINED    8,17    14900       0        0
BRIGHAM EXPLORATION CO            COMMON    109178103     908      62936   SH          DEFINED     20     62936       0        0
BRIGHAM EXPLORATION CO            COMMON    109178103    2128     147500   SH          DEFINED      5     147500      0        0
BRIGHTPOINT INC                   COMMON    109473405    15305    2224538  SH          DEFINED     1,3   2224538      0        0
BRIGHTPOINT INC                   COMMON    109473405     898     130500   SH          DEFINED     14     24900       0     105600
BRIGHTPOINT INC                   COMMON    109473405     460      66900   SH          DEFINED    16,3    66900       0        0
BRIGHTPOINT INC                   COMMON    109473405     59       8523    SH          DEFINED     20      8523       0        0
BRIGHTPOINT INC                   COMMON    109473405      3        433    SH          DEFINED     21      433        0        0
BRIGHTPOINT INC                   COMMON    109473405    5944     864000   SH          DEFINED      3     864000      0        0
BRIGHTPOINT INC                   COMMON    109473405     107      15600   SH          DEFINED    5,14    15600       0        0
BRINKER INTERNATIONAL INC         COMMON    109641100    34738    2419093  SH          DEFINED      1    2419093      0        0
BRINKER INTERNATIONAL INC         COMMON    109641100     269      18700   SH          DEFINED     1,8    18700       0        0
BRINKER INTERNATIONAL INC         COMMON    109641100     47       3300    SH          DEFINED     11      3300       0        0
BRINKER INTERNATIONAL INC         COMMON    109641100     544      37864   SH          DEFINED    13,2      0         0      37864
BRINKER INTERNATIONAL INC         COMMON    109641100    2869     199759   SH          DEFINED     14     141059      0      32000
BRINKER INTERNATIONAL INC         COMMON    109641100     19       1300    SH          DEFINED     18      1300       0        0
BRINKER INTERNATIONAL INC         COMMON    109641100    10488    730352   SH          DEFINED      2     640620      0      89732
BRINKER INTERNATIONAL INC         COMMON    109641100    2267     157903   SH          DEFINED     20     157903      0        0
BRINKER INTERNATIONAL INC         COMMON    109641100      5        365    SH          DEFINED     21      365        0        0
BRINKER INTERNATIONAL INC         COMMON    109641100      1        62     SH          DEFINED      5       62        0        0
BRINKER INTERNATIONAL INC         COMMON    109641100     127      8846    SH          DEFINED      7      8846       0        0
BRINKER INTERNATIONAL INC         COMMON    109641100     280      19500   SH          DEFINED      8     19500       0        0
BRINKS HOME SECURITY HOLDING      COMMON    109699108     112      3383    SH          DEFINED     20      3383       0        0
BRINKS HOME SECURITY HOLDING      COMMON    109699108      3        92     SH          DEFINED      5       0         0       92
BRISTOL-MYERS SQUIBB CO           COMMON    110122108    16609    658319   SH          DEFINED      1     658319      0        0
BRISTOL-MYERS SQUIBB CO           COMMON    110122108     40       1600    SH          DEFINED    10,14    1600       0        0
BRISTOL-MYERS SQUIBB CO           COMMON    110122108    2858     113290   SH          DEFINED     14     71290       0      9900
BRISTOL-MYERS SQUIBB CO           COMMON    110122108    1118      44300   SH          DEFINED    14,7      0         0      44300
BRISTOL-MYERS SQUIBB CO           COMMON    110122108    12763    505880   SH          DEFINED     19     428605      0      77275
BRISTOL-MYERS SQUIBB CO           COMMON    110122108    19528    773993   SH          DEFINED     20     773993      0        0
BRISTOL-MYERS SQUIBB CO           COMMON    110122108     71       2812    SH          DEFINED     21      2812       0        0
BRISTOL-MYERS SQUIBB CO           COMMON    110122108    2440      96700   SH          DEFINED      3     96700       0        0
BRISTOL-MYERS SQUIBB CO           COMMON    110122108    2699     106974   SH          DEFINED      5     88434       0      18540
BRISTOL-MYERS SQUIBB CO           COMMON    110122108    2411      95553   SH          DEFINED      7     95553       0        0
BRISTOL-MYERS SQUIBB CO           COMMON    110122108    2111      83662   SH          DEFINED      8     83662       0        0
BRISTOW GROUP INC                 COMMON    110394103    6264     157973   SH          DEFINED     20     157973      0        0
BRISTOW GROUP INC                 COMMON    110394103     48       1220    SH          DEFINED      5       0         0      1220
BRITISH AMERN TOB PLC ADR         COMMON    110448107    7628     117103   SH          DEFINED     20     117103      0        0
BRITISH AMERN TOB PLC ADR         COMMON    110448107    8869     136147   SH          DEFINED      4     136147      0        0
BRITISH AMERN TOB PLC ADR         COMMON    110448107      2        28     SH          DEFINED      5       28        0        0
BRITISH SKY BROADCAST-SP ADR      COMMON    111013108      1        21     SH          DEFINED     11       21        0        0
BRITISH SKY BROADCAST-SP ADR      COMMON    111013108     13        355    SH          DEFINED     19       0         0       355
BRITISH SKY BROADCAST-SP ADR      COMMON    111013108     254      7025    SH          DEFINED     20      7025       0        0
BROADCOM CORP CL A                COMMON    111320107    11373    357407   SH          DEFINED      1     357407      0        0
BROADCOM CORP CL A                COMMON    111320107     522      16400   SH          DEFINED     14      200        0       200
BROADCOM CORP CL A                COMMON    111320107     102      3200    SH          DEFINED    14,7      0         0      3200
BROADCOM CORP CL A                COMMON    111320107    1327      41700   SH          DEFINED     15     41700       0        0
BROADCOM CORP CL A                COMMON    111320107     74       2330    SH          DEFINED     19      1580       0       750
BROADCOM CORP CL A                COMMON    111320107    1970      61917   SH          DEFINED      2      8149       0      53768
BROADCOM CORP CL A                COMMON    111320107   141361    4442511  SH          DEFINED     20    4442511      0        0
BROADCOM CORP CL A                COMMON    111320107    5171     162519   SH          DEFINED     21     162519      0        0
BROADCOM CORP CL A                COMMON    111320107     114      3582    SH          DEFINED      5       0         0      3582
BROADCOM CORP CL A                COMMON    111320107     194      6112    SH          DEFINED      7      6112       0        0
BROADPOINT GELACHER SECURITIES    COMMON    11134A103     59       13000   SH          DEFINED     20     13000       0        0
BROADRIDGE FINANCIAL SOL          COMMON    11133T103     289      12800   SH          DEFINED      1     12800       0        0
BROADRIDGE FINANCIAL SOL          COMMON    11133T103     531      23500   SH          DEFINED    1,14    23500       0        0
BROADRIDGE FINANCIAL SOL          COMMON    11133T103     353      15600   SH          DEFINED     10     15600       0        0
BROADRIDGE FINANCIAL SOL          COMMON    11133T103     556      24600   SH          DEFINED    10,14   24600       0        0
BROADRIDGE FINANCIAL SOL          COMMON    11133T103     29       1300    SH          DEFINED     13      1300       0        0
BROADRIDGE FINANCIAL SOL          COMMON    11133T103    38712    1712920  SH          DEFINED     14    1179520      0     440700
BROADRIDGE FINANCIAL SOL          COMMON    11133T103     857      37900   SH          DEFINED    14,13     0         0      37900
BROADRIDGE FINANCIAL SOL          COMMON    11133T103    2529     111900   SH          DEFINED    14,7      0         0     111900
BROADRIDGE FINANCIAL SOL          COMMON    11133T103     29       1300    SH          DEFINED    17,14     0         0      1300
BROADRIDGE FINANCIAL SOL          COMMON    11133T103     186      8230    SH          DEFINED     19      2130       0      6100
BROADRIDGE FINANCIAL SOL          COMMON    11133T103     871      38556   SH          DEFINED     20     38556       0        0
BROADRIDGE FINANCIAL SOL          COMMON    11133T103      5        201    SH          DEFINED     21      201        0        0
BROADRIDGE FINANCIAL SOL          COMMON    11133T103     122      5383    SH          DEFINED      5       0         0      5383
BROADRIDGE FINANCIAL SOL          COMMON    11133T103    1939      85800   SH          DEFINED    5,14    85800       0        0
BROADRIDGE FINANCIAL SOL          COMMON    11133T103     357      15800   SH          DEFINED      7     15800       0        0
BROADRIDGE FINANCIAL SOL          COMMON    11133T103    2545     112600   SH          DEFINED    8,14    112600      0        0
BROADRIDGE FINANCIAL SOL          COMMON    11133T103     405      17900   SH          DEFINED    9,14      0         0      17900
BROADWIND ENERGY INC              COMMON    11161T108    20794    2570361  SH          DEFINED     20    2570361      0        0
BROADWIND ENERGY INC              COMMON    11161T108     45       5616    SH          DEFINED     21      5616       0        0
BROCADE COMMUNICATIONS SYS        COMMON    111621306    23156    2938518  SH          DEFINED      1    2938518      0        0
BROCADE COMMUNICATIONS SYS        COMMON    111621306     496      62984   SH          DEFINED    17,1    62984       0        0
BROCADE COMMUNICATIONS SYS        COMMON    111621306    1584     201069   SH          DEFINED      2     24861       0     176208
BROCADE COMMUNICATIONS SYS        COMMON    111621306     171      21678   SH          DEFINED     20     21678       0        0
BROCADE COMMUNICATIONS SYS        COMMON    111621306      8       1000    SH          DEFINED     21      1000       0        0
BROCADE COMMUNICATIONS SYS        COMMON    111621306     436      55325   SH          DEFINED      5       0         0      55325
BRONCO DRILLING CO INC            COMMON    112211107     29       5237    SH          DEFINED     20      5237       0        0
BROOKDALE SENIOR LIVING INC       COMMON    112463104    1385      73742   SH          DEFINED     20     73742       0        0
BROOKDALE SENIOR LIVING INC       COMMON    112463104     16        872    SH          DEFINED     21      872        0        0
BROOKFIELD ASSET MANAGE-CL A      COMMON    112585104    3241     143110   SH          DEFINED     20     143110      0        0
BROOKFIELD ASSET MANAGE-CL A      COMMON    112585104   330450    1.5E+07  SH          DEFINED      3    14675809     0        0
BROOKFIELD ASSET MANAGE-CL A      COMMON    112585104      2        70     SH          DEFINED      4       70        0        0
BROOKFIELD ASSET MANAGE-CL A      COMMON    112585104     246      10857   SH          DEFINED      5     10237       0       620
BROOKFIELD ASSET MANAGEMENT IN    COMMON    112585104    1021      45400   SH          DEFINED     1,8    45400       0        0
BROOKFIELD ASSET MANAGEMENT IN    COMMON    112585104      3        120    SH          DEFINED     21      120        0        0
BROOKFIELD ASSET MANAGEMENT IN    COMMON    112585104     30       1350    SH          DEFINED     3,1     1350       0        0
BROOKFIELD ASSET MANAGEMENT IN    COMMON    112585104     973      43249   SH          DEFINED      8     43249       0        0
BROOKFIELD HOMES CORP             COMMON    112723101     181      25114   SH          DEFINED     20     25114       0        0
BROOKFIELD INFRASTRUCTURE PA      COMMON    G16252101     121      7160    SH          DEFINED     20      7160       0        0
BROOKFIELD INFRASTRUCTURE PA      COMMON    G16252101    53711    3170652  SH          DEFINED      3    3170652      0        0
BROOKFIELD INFRASTRUCTURE PA      COMMON    G16252101      8        479    SH          DEFINED      5      479        0        0
BROOKFIELD INFRASTRUCTURE PART    COMMON     B2NR6V4      848      53000   SH          DEFINED      3     53000       0        0
BROOKFIELD PROPERTIES CORP        COMMON    112900105    2402     196610   SH          DEFINED    1,14    196610      0        0
BROOKFIELD PROPERTIES CORP        COMMON    112900105     25       2012    SH          DEFINED     11      2012       0        0
BROOKFIELD PROPERTIES CORP        COMMON    112900105    7573     619992   SH          DEFINED     14     244728      0     268704
BROOKFIELD PROPERTIES CORP        COMMON    112900105     540      44209   SH          DEFINED    16,14   44209       0        0
BROOKFIELD PROPERTIES CORP        COMMON    112900105     44       3600    SH          DEFINED     18      3600       0        0
BROOKFIELD PROPERTIES CORP        COMMON    112900105    1094      89535   SH          DEFINED    2,14    89535       0        0
BROOKFIELD PROPERTIES CORP        COMMON    112900105    7921     633312   SH          DEFINED     20     633312      0        0
BROOKFIELD PROPERTIES CORP        COMMON    112900105   109608    8764471  SH          DEFINED      3    8764471      0        0
BROOKFIELD PROPERTIES CORP        COMMON    112900105     44       3583    SH          DEFINED     3,1     3583       0        0
BROOKFIELD PROPERTIES CORP        COMMON    112900105     82       6737    SH          DEFINED    3,14     6737       0        0
BROOKFIELD PROPERTIES CORP        COMMON    112900105     25       2012    SH          DEFINED    6,14     2012       0        0
BROOKFIELD PROPERTIES CORP        COMMON    112900105     838      68637   SH          DEFINED      7     68637       0        0
BROOKFIELD PROPERTIES CORP        COMMON    112900105     680      55648   SH          DEFINED    8,14      0       55648      0
BROOKFIELD PROPERTIES CVP         CONVERT   112900873    2096      95200   SH          DEFINED      3     95200       0        0
BROOKLINE BANCORP INC             COMMON    11373M107     56       5800    SH          DEFINED     14      5800       0        0
BROOKLINE BANCORP INC             COMMON    11373M107     792      82466   SH          DEFINED     20     82466       0        0
BROOKS AUTOMATION INC             COMMON    114340102    2394     259620   SH          DEFINED      1     259620      0        0
BROOKS AUTOMATION INC             COMMON    114340102     171      18529   SH          DEFINED     20     18529       0        0
BROWN & BROWN INC                 COMMON    115236101    6438     360075   SH          DEFINED      1     360075      0        0
BROWN & BROWN INC                 COMMON    115236101    5982     334554   SH          DEFINED      2     334554      0        0
BROWN & BROWN INC                 COMMON    115236101     239      13390   SH          DEFINED     20     13390       0        0
BROWN & BROWN INC                 COMMON    115236101      5        255    SH          DEFINED      5       0         0       255
BROWN FORMAN CORP CL B            COMMON    115637209     75       1400    SH          DEFINED     14      600        0        0
BROWN FORMAN CORP CL B            COMMON    115637209     102      1913    SH          DEFINED     19      432        0      1481
BROWN FORMAN CORP CL B            COMMON    115637209    2573      48322   SH          DEFINED     20     48322       0        0
BROWN FORMAN CORP CL B            COMMON    115637209      7        125    SH          DEFINED     21      125        0        0
BROWN FORMAN CORP CL B            COMMON    115637209    1259      23643   SH          DEFINED      5     20018       0      3625
BROWN FORMAN CORP CL B            COMMON    115637209     144      2700    SH          DEFINED      7      2700       0        0
BROWN SHOE COMPANY INC            COMMON    115736100     444      43297   SH          DEFINED     20     43297       0        0
BRT REALTY TRUST                  COMMON    055645303     34       6857    SH          DEFINED     20      6857       0        0
BRUKER CORP                       COMMON    116794108    9387     752159   SH          DEFINED     20     752159      0        0
BRUKER CORP                       COMMON    116794108     73       5838    SH          DEFINED     21      5838       0        0
BRUNSWICK CORP                    COMMON    117043109     368      27028   SH          DEFINED     20     27028       0        0
BRUNSWICK CORP                    COMMON    117043109     22       1617    SH          DEFINED     21      1617       0        0
BRUSH ENGINEERED MATERIALS        COMMON    117421107     102      5069    SH          DEFINED     20      5069       0        0
BRUSH ENGINEERED MATERIALS        COMMON    117421107     58       2875    SH          DEFINED      5       0         0      2875
BT GROUP PLC-ADS                  COMMON    05577E101     486      21477   SH          DEFINED     20     21477       0        0
BUCKEYE GP HOLDINGS LP            COMMON    118167105     132      4625    SH          DEFINED      5      4150       0       475
BUCKEYE PARTNERS LP               COMMON    118230101     88       1616    SH          DEFINED     20      1616       0        0
BUCKEYE PARTNERS LP               COMMON    118230101     120      2200    SH          DEFINED      5      2200       0        0
BUCKEYE TECHNOLOGIES INC          COMMON    118255108    1966     190500   SH          DEFINED     14     128800      0      61700
BUCKEYE TECHNOLOGIES INC          COMMON    118255108    1482     143564   SH          DEFINED     20     143564      0        0
BUCKEYE TECHNOLOGIES INC          COMMON    118255108     214      20700   SH          DEFINED    5,14    20700       0        0
BUCKEYE TECHNOLOGIES INC          COMMON    118255108     169      16400   SH          DEFINED      8     16400       0        0
BUCKEYE TECHNOLOGIES INC          COMMON    118255108     49       4700    SH          DEFINED    8,17     4700       0        0
BUCYRUS INTERNATIONAL INC         COMMON    118759109    29702    458926   SH          DEFINED      1     458926      0        0
BUCYRUS INTERNATIONAL INC         COMMON    118759109    11978    185080   SH          DEFINED     14     144180      0      22600
BUCYRUS INTERNATIONAL INC         COMMON    118759109     777      12000   SH          DEFINED    14,7      0         0      12000
BUCYRUS INTERNATIONAL INC         COMMON    118759109     129      2000    SH          DEFINED     19       0         0      2000
BUCYRUS INTERNATIONAL INC         COMMON    118759109    16116    249018   SH          DEFINED      2     231394      0      17624
BUCYRUS INTERNATIONAL INC         COMMON    118759109    2355      36382   SH          DEFINED     20     36382       0        0
BUCYRUS INTERNATIONAL INC         COMMON    118759109     113      1748    SH          DEFINED      5      481        0      1267
BUFFALO WILD WINGS INC            COMMON    119848109    7725     192798   SH          DEFINED      1     192798      0        0
BUFFALO WILD WINGS INC            COMMON    119848109    7558     188625   SH          DEFINED      2     188625      0        0
BUFFALO WILD WINGS INC            COMMON    119848109     30        752    SH          DEFINED     20      752        0        0
BUILD-A-BEAR WORKSHOP INC         COMMON    120076104     181      36315   SH          DEFINED     20     36315       0        0
BUILD-A-BEAR WORKSHOP INC         COMMON    120076104     51       10235   SH          DEFINED      5       0         0      10235
BUILDERS FIRSTSOURCE INC          COMMON    12008R107     235      65514   SH          DEFINED     20     65514       0        0
BUNGE LIMITED                     COMMON    G16962105     30        443    SH          DEFINED     19       18        0       425
BUNGE LIMITED                     COMMON    G16962105    4133      61790   SH          DEFINED     20     61790       0        0
BUNGE LIMITED                     COMMON    G16962105     36        538    SH          DEFINED     21      538        0        0
BUNGE LIMITED                     COMMON    G16962105     157      2342    SH          DEFINED      7      2342       0        0
BUNGE LTD CVT PFD 4.875           CONVERT   G16962204      1        14     SH          DEFINED      5       14        0        0
BURGER KING HOLDINGS INC          COMMON    121208201     48       2558    SH          DEFINED     20      2558       0        0
BURGER KING HOLDINGS INC          COMMON    121208201      3        147    SH          DEFINED     21      147        0        0
BURLINGTON NORTHERN SANTA FE      COMMON    12189T104     336      3400    SH          DEFINED    10,14    3400       0        0
BURLINGTON NORTHERN SANTA FE      COMMON    12189T104    5372      54370   SH          DEFINED     14     50270       0      2500
BURLINGTON NORTHERN SANTA FE      COMMON    12189T104    1650      16700   SH          DEFINED    14,7      0         0      16700
BURLINGTON NORTHERN SANTA FE      COMMON    12189T104     109      1100    SH          DEFINED    17,14     0         0        0
BURLINGTON NORTHERN SANTA FE      COMMON    12189T104     239      2420    SH          DEFINED     19       0         0      2420
BURLINGTON NORTHERN SANTA FE      COMMON    12189T104    1243      12580   SH          DEFINED     20     12580       0        0
BURLINGTON NORTHERN SANTA FE      COMMON    12189T104     57        572    SH          DEFINED     21      572        0        0
BURLINGTON NORTHERN SANTA FE      COMMON    12189T104    1006      10183   SH          DEFINED      5      9052       0      1131
BURLINGTON NORTHERN SANTA FE      COMMON    12189T104     639      6470    SH          DEFINED      7      6470       0        0
BURLINGTON NORTHERN SANTA FE      COMMON    12189T104    1591      16100   SH          DEFINED      8     16100       0        0
BURLINGTON NORTHERN SANTA FE      COMMON    12189T104    1334      13500   SH          DEFINED    8,14    13500       0        0
BWAY HOLDING CO                   COMMON    12429T104    1008      51700   SH          DEFINED     14     21300       0      30400
BWAY HOLDING CO                   COMMON    12429T104     947      48594   SH          DEFINED     20     48594       0        0
BWAY HOLDING CO                   COMMON    12429T104     105      5400    SH          DEFINED    5,14     5400       0        0
BWAY HOLDING CO                   COMMON    12429T104     107      5500    SH          DEFINED      8      5500       0        0
BWAY HOLDING CO                   COMMON    12429T104     31       1600    SH          DEFINED    8,17     1600       0        0
C.H. ROBINSON WORLDWIDE INC       COMMON    12541W209    10505    180776   SH          DEFINED      1     180776      0        0
C.H. ROBINSON WORLDWIDE INC       COMMON    12541W209     412      7087    SH          DEFINED     19      1278       0      5809
C.H. ROBINSON WORLDWIDE INC       COMMON    12541W209     214      3691    SH          DEFINED      2      3691       0        0
C.H. ROBINSON WORLDWIDE INC       COMMON    12541W209   112653    1938622  SH          DEFINED     20    1938622      0        0
C.H. ROBINSON WORLDWIDE INC       COMMON    12541W209    3930      67636   SH          DEFINED     21     67636       0        0
C.H. ROBINSON WORLDWIDE INC       COMMON    12541W209    4531      77970   SH          DEFINED      5     65631       0      12339
C.H. ROBINSON WORLDWIDE INC       COMMON    12541W209     112      1923    SH          DEFINED      7      1923       0        0
CA INC                            COMMON    12673P105    33524    1463289  SH          DEFINED      1    1463289      0        0
CA INC                            COMMON    12673P105     284      12400   SH          DEFINED     10     12400       0        0
CA INC                            COMMON    12673P105     392      17100   SH          DEFINED    10,14   17100       0        0
CA INC                            COMMON    12673P105     27       1200    SH          DEFINED     13      1200       0        0
CA INC                            COMMON    12673P105    26913    1174730  SH          DEFINED     14     783280      0     324450
CA INC                            COMMON    12673P105     694      30300   SH          DEFINED    14,13     0         0      30300
CA INC                            COMMON    12673P105    2449     106900   SH          DEFINED    14,7      0         0     106900
CA INC                            COMMON    12673P105     82       3600    SH          DEFINED    17,14     0         0      1200
CA INC                            COMMON    12673P105     32       1379    SH          DEFINED     19       13        0      1366
CA INC                            COMMON    12673P105   130338    5689114  SH          DEFINED     20    5689114      0        0
CA INC                            COMMON    12673P105    4691     204757   SH          DEFINED     21     204757      0        0
CA INC                            COMMON    12673P105     733      31976   SH          DEFINED      4     31976       0        0
CA INC                            COMMON    12673P105     208      9063    SH          DEFINED      5       55        0      9008
CA INC                            COMMON    12673P105    1567      68400   SH          DEFINED    5,14    68400       0        0
CA INC                            COMMON    12673P105     633      27648   SH          DEFINED      7     27648       0        0
CA INC                            COMMON    12673P105     734      32047   SH          DEFINED      8     32047       0        0
CA INC                            COMMON    12673P105    1329      58000   SH          DEFINED    8,14    58000       0        0
CA INC                            COMMON    12673P105     328      14300   SH          DEFINED    9,14      0         0      14300
CABELAS INC- CL A                 COMMON    126804301    1102      75009   SH          DEFINED     20     75009       0        0
CABELAS INC- CL A                 COMMON    126804301      3        220    SH          DEFINED     21      220        0        0
CABELAS INC- CL A                 COMMON    126804301      3        200    SH          DEFINED      5       0         0       200
CABLEVISION SYSTEMS CL A          COMMON    12686C109    2620      99331   SH          DEFINED     20     99331       0        0
CABLEVISION SYSTEMS CL A          COMMON    12686C109      8        308    SH          DEFINED     21      308        0        0
CABLEVISION SYSTEMS CL A          COMMON    12686C109     113      4300    SH          DEFINED      7      4300       0        0
CABOT CORP                        COMMON    127055101    8053     292830   SH          DEFINED     14     208230      0      47200
CABOT CORP                        COMMON    127055101     155      5651    SH          DEFINED     20      5651       0        0
CABOT CORP                        COMMON    127055101      9        322    SH          DEFINED     21      322        0        0
CABOT CORP                        COMMON    127055101     217      7905    SH          DEFINED      5      5705       0      2200
CABOT MICROELECTRONICS CORP       COMMON    12709P103    9338     280259   SH          DEFINED      1     280259      0        0
CABOT MICROELECTRONICS CORP       COMMON    12709P103    8476     254380   SH          DEFINED      2     254380      0        0
CABOT MICROELECTRONICS CORP       COMMON    12709P103     230      6894    SH          DEFINED     20      6894       0        0
CABOT MICROELECTRONICS CORP       COMMON    12709P103     50       1494    SH          DEFINED      5      1494       0        0
CABOT OIL & GAS CORP CL A         COMMON    127097103    35252    763530   SH          DEFINED      1     763530      0        0
CABOT OIL & GAS CORP CL A         COMMON    127097103    4432      96000   SH          DEFINED    13,2      0         0      96000
CABOT OIL & GAS CORP CL A         COMMON    127097103     283      6123    SH          DEFINED      2      6123       0        0
CABOT OIL & GAS CORP CL A         COMMON    127097103    2680      58043   SH          DEFINED     20     58043       0        0
CABOT OIL & GAS CORP CL A         COMMON    127097103     168      3629    SH          DEFINED      5       0         0      3629
CABOT OIL & GAS CORP CL A         COMMON    127097103     81       1757    SH          DEFINED      7      1757       0        0
CACHE INC                         COMMON    127150308     64       13881   SH          DEFINED     20     13881       0        0
CACI INTERNATIONAL INC CL A       COMMON    127190304    6856     141035   SH          DEFINED      1     141035      0        0
CACI INTERNATIONAL INC CL A       COMMON    127190304      4        85     SH          DEFINED     14       0         0       85
CACI INTERNATIONAL INC CL A       COMMON    127190304    3148      64769   SH          DEFINED      2     27893       0      36876
CACI INTERNATIONAL INC CL A       COMMON    127190304    1604      32999   SH          DEFINED     20     32999       0        0
CACI INTERNATIONAL INC CL A       COMMON    127190304      3        61     SH          DEFINED     21       61        0        0
CACI INTERNATIONAL INC CL A       COMMON    127190304     15        300    SH          DEFINED      5       0         0       300
CADBURY PLC-SPONS ADR             COMMON    12721E102      1        15     SH          DEFINED     11       15        0        0
CADBURY PLC-SPONS ADR             COMMON    12721E102     21        427    SH          DEFINED     19       0         0       427
CADBURY PLC-SPONS ADR             COMMON    12721E102    2940      59126   SH          DEFINED     20     59126       0        0
CADBURY PLC-SPONS ADR             COMMON    12721E102    13774    276971   SH          DEFINED      4     276971      0        0
CADBURY PLC-SPONS ADR             COMMON    12721E102     28        561    SH          DEFINED      5       0         0       561
CADENCE DESIGN SYS INC            COMMON    127387108     101      16699   SH          DEFINED     20     16699       0        0
CADENCE DESIGN SYS INC            COMMON    127387108      6       1011    SH          DEFINED     21      1011       0        0
CADENCE DESIGN SYS INC            COMMON    127387108     582      96100   SH          DEFINED      3     96100       0        0
CADENCE PHARMACEUTICALS INC       COMMON    12738T100     305      30020   SH          DEFINED      1     30020       0        0
CADENCE PHARMACEUTICALS INC       COMMON    12738T100     44       4329    SH          DEFINED    17,1      0         0      4329
CADENCE PHARMACEUTICALS INC       COMMON    12738T100      3        291    SH          DEFINED     20      291        0        0
CADIZ INC                         COMMON    127537207      1        102    SH          DEFINED     20      102        0        0
CAE INC                           COMMON    124765108     23       2785    SH          DEFINED     20      2785       0        0
CAE INC                           COMMON    124765108    49357    6007100  SH          DEFINED      3    6007100      0        0
CAI INTERNATIONAL INC             COMMON    12477X106     56       6058    SH          DEFINED     20      6058       0        0
CAL DIVE INTERNATIONAL INC        COMMON    12802T101    4637     578950   SH          DEFINED     14     441450      0      76500
CAL DIVE INTERNATIONAL INC        COMMON    12802T101     141      17600   SH          DEFINED    14,7      0         0      17600
CAL DIVE INTERNATIONAL INC        COMMON    12802T101    5879     733934   SH          DEFINED     20     733934      0        0
CAL DIVE INTERNATIONAL INC        COMMON    12802T101     12       1500    SH          DEFINED    5,14     1500       0        0
CALAMOS ASSET MANAGEMENT-A        COMMON    12811R104     744      60100   SH          DEFINED     14     28100       0      32000
CALAMOS ASSET MANAGEMENT-A        COMMON    12811R104     458      36973   SH          DEFINED     20     36973       0        0
CALAMOS ASSET MANAGEMENT-A        COMMON    12811R104     89       7200    SH          DEFINED    5,14     7200       0        0
CALAVO GROWERS INC                COMMON    128246105     76       4734    SH          DEFINED     20      4734       0        0
CALGON CARBON CORP                COMMON    129603106    7320     504838   SH          DEFINED      1     504838      0        0
CALGON CARBON CORP                COMMON    129603106    6827     470820   SH          DEFINED      2     470820      0        0
CALGON CARBON CORP                COMMON    129603106    43062    2969797  SH          DEFINED     20    2969797      0        0
CALGON CARBON CORP                COMMON    129603106     145      10000   SH          DEFINED      5     10000       0        0
CALIFORNIA PIZZA KITCHEN INC      COMMON    13054D109     620      45818   SH          DEFINED     20     45818       0        0
CALIFORNIA WATER SERVICE GRP      COMMON    130788102     81       2264    SH          DEFINED     20      2264       0        0
CALLAWAY GOLF COMPANY             COMMON    131193104      1        100    SH          DEFINED     19       0         0       100
CALLAWAY GOLF COMPANY             COMMON    131193104     226      29013   SH          DEFINED     20     29013       0        0
CALLAWAY GOLF COMPANY             COMMON    131193104     74       9450    SH          DEFINED      5       0         0      9450
CALLON PETROLEUM CORP             COMMON    13123X102     67       43155   SH          DEFINED     20     43155       0        0
CAL-MAINE FOODS INC               COMMON    128030202     66       1980    SH          DEFINED     20      1980       0        0
CALPINE CORP-W/I                  COMMON    131347304      6        526    SH          DEFINED     19       0         0       526
CALPINE CORP-W/I                  COMMON    131347304    14530    1241892  SH          DEFINED     20    1241892      0        0
CALPINE CORP-W/I                  COMMON    131347304      7        598    SH          DEFINED     21      598        0        0
CALPINE CORP-W/I                  COMMON    131347304     11        935    SH          DEFINED      5       0         0       935
CALUMET SPECIALTY PRODUCTS LP     COMMON    131476103     240      12640   SH          DEFINED     20     12640       0        0
CALUMET SPECIALTY PRODUCTS LP     COMMON    131476103    1900     100000   SH          DEFINED      5     100000      0        0
CAMBREX CORP                      COMMON    132011107     572      98814   SH          DEFINED     20     98814       0        0
CAMDEN NATIONAL CORP              COMMON    133034108      2        59     SH          DEFINED     20       59        0        0
CAMDEN PROPERTY TRUST             COMMON    133131102    2465      59552   SH          DEFINED    1,11      0         0      59552
CAMDEN PROPERTY TRUST             COMMON    133131102    29972    723960   SH          DEFINED    1,14    723960      0        0
CAMDEN PROPERTY TRUST             COMMON    133131102     58       1400    SH          DEFINED     11      1400       0        0
CAMDEN PROPERTY TRUST             COMMON    133131102    77755    1878139  SH          DEFINED     14     876220      0     926861
CAMDEN PROPERTY TRUST             COMMON    133131102    1293      31220   SH          DEFINED    16,14   31220       0        0
CAMDEN PROPERTY TRUST             COMMON    133131102    2611      63078   SH          DEFINED    2,14    63078       0        0
CAMDEN PROPERTY TRUST             COMMON    133131102     141      3415    SH          DEFINED     20      3415       0        0
CAMDEN PROPERTY TRUST             COMMON    133131102     158      3810    SH          DEFINED    20,14    3810       0        0
CAMDEN PROPERTY TRUST             COMMON    133131102     10        230    SH          DEFINED     21      230        0        0
CAMDEN PROPERTY TRUST             COMMON    133131102     196      4732    SH          DEFINED    3,14     4732       0        0
CAMDEN PROPERTY TRUST             COMMON    133131102    6283     151755   SH          DEFINED    5,14    151755      0        0
CAMDEN PROPERTY TRUST             COMMON    133131102     58       1400    SH          DEFINED    6,14     1400       0        0
CAMDEN PROPERTY TRUST             COMMON    133131102    1627      39304   SH          DEFINED    8,14      0       39304      0
CAMECO CORP                       COMMON    13321L108    11146    339000   SH          DEFINED      1     339000      0        0
CAMECO CORP                       COMMON    13321L108    5239     160516   SH          DEFINED     20     160516      0        0
CAMECO CORP                       COMMON    13321L108    31741    980300   SH          DEFINED      3     980300      0        0
CAMECO CORP                       COMMON    13321L108      4        130    SH          DEFINED      5       0         0       130
CAMECO CORP                       COMMON    13321L108     220      6800    SH          DEFINED      7      6800       0        0
CAMERON INTERNATIONAL CORP        COMMON    13342B105    94040    2139210  SH          DEFINED      1    2139210      0        0
CAMERON INTERNATIONAL CORP        COMMON    13342B105     46       1039    SH          DEFINED     13      1039       0        0
CAMERON INTERNATIONAL CORP        COMMON    13342B105    11475    261039   SH          DEFINED    13,2     1039       0     260000
CAMERON INTERNATIONAL CORP        COMMON    13342B105    1070      24350   SH          DEFINED     14     20750       0      1700
CAMERON INTERNATIONAL CORP        COMMON    13342B105     413      9400    SH          DEFINED    14,7      0         0      9400
CAMERON INTERNATIONAL CORP        COMMON    13342B105     68       1556    SH          DEFINED     19       45        0      1511
CAMERON INTERNATIONAL CORP        COMMON    13342B105    1478      33627   SH          DEFINED      2     33627       0        0
CAMERON INTERNATIONAL CORP        COMMON    13342B105    11683    265759   SH          DEFINED     20     265759      0        0
CAMERON INTERNATIONAL CORP        COMMON    13342B105     14        320    SH          DEFINED     21      320        0        0
CAMERON INTERNATIONAL CORP        COMMON    13342B105    1305      29683   SH          DEFINED     3,1    29683       0        0
CAMERON INTERNATIONAL CORP        COMMON    13342B105     40        904    SH          DEFINED      5       80        0       824
CAMERON INTERNATIONAL CORP        COMMON    13342B105     215      4880    SH          DEFINED      7      4880       0        0
CAMERON INTERNATIONAL CORP        COMMON    13342B105     254      5780    SH          DEFINED      8      5780       0        0
CAMERON INTERNATIONAL CORP        COMMON    13342B105     98       2236    SH          DEFINED     8,2     2236       0        0
CAMERON INTL CORP (CAM) CVT 2.    CONVERT   13342BAB1    9393     6900000  SH          DEFINED     14       0         0     5975000
CAMERON INTL CORP144A(CAM)CVT     CONVERT   13342BAA3    24094    1.8E+07  SH          DEFINED     14       0         0     1.5E+07
CAMPBELL SOUP CO                  COMMON    134429109     309      9100    SH          DEFINED     14      500        0        0
CAMPBELL SOUP CO                  COMMON    134429109     716      21088   SH          DEFINED     19      9418       0      11670
CAMPBELL SOUP CO                  COMMON    134429109    1070      31540   SH          DEFINED     20     31540       0        0
CAMPBELL SOUP CO                  COMMON    134429109     12        356    SH          DEFINED     21      356        0        0
CAMPBELL SOUP CO                  COMMON    134429109     20        600    SH          DEFINED      5       0         0       600
CAMPBELL SOUP CO                  COMMON    134429109     143      4208    SH          DEFINED      7      4208       0        0
CAN IMPERIAL BK OF COMMERCE       COMMON    136069101     414      6449    SH          DEFINED     18      6449       0        0
CAN IMPERIAL BK OF COMMERCE       COMMON    136069101    8040     124472   SH          DEFINED     20     124472      0        0
CAN IMPERIAL BK OF COMMERCE       COMMON    136069101     16        243    SH          DEFINED     21      243        0        0
CAN IMPERIAL BK OF COMMERCE       COMMON    136069101    21476    334400   SH          DEFINED      3     334400      0        0
CAN IMPERIAL BK OF COMMERCE       COMMON    136069101     196      3046    SH          DEFINED     3,1     3046       0        0
CAN IMPERIAL BK OF COMMERCE       COMMON    136069101     623      9703    SH          DEFINED      7      9703       0        0
CAN IMPERIAL BK OF COMMERCE       COMMON    136069101    1659      25839   SH          DEFINED      8     25839       0        0
CAN IMPERIAL BK OF COMMERCE       COMMON    136069101    1603      24800   SH          DEFINED    8,14    24800       0        0
CANADIAN NATL RAILWAY CO          COMMON    136375102    45475    828742   SH          DEFINED      1     828742      0        0
CANADIAN NATL RAILWAY CO          COMMON    136375102     192      3500    SH          DEFINED     18      3500       0        0
CANADIAN NATL RAILWAY CO          COMMON    136375102     136      2500    SH          DEFINED     19       0         0      2500
CANADIAN NATL RAILWAY CO          COMMON    136375102    9873     179927   SH          DEFINED      2     179927      0        0
CANADIAN NATL RAILWAY CO          COMMON    136375102    3244      59628   SH          DEFINED     20     59628       0        0
CANADIAN NATL RAILWAY CO          COMMON    136375102      3        63     SH          DEFINED     21       63        0        0
CANADIAN NATL RAILWAY CO          COMMON    136375102   134008    2442200  SH          DEFINED      3    2442200      0        0
CANADIAN NATL RAILWAY CO          COMMON    136375102    23750    432820   SH          DEFINED     3,1    432820      0        0
CANADIAN NATL RAILWAY CO          COMMON    136375102    10778    198266   SH          DEFINED      4     198266      0        0
CANADIAN NATL RAILWAY CO          COMMON    136375102     677      12450   SH          DEFINED      5     12450       0        0
CANADIAN NATL RAILWAY CO          COMMON    136375102     329      5994    SH          DEFINED      7      5994       0        0
CANADIAN NATL RAILWAY CO          COMMON    136375102    1019      18565   SH          DEFINED      8     18565       0        0
CANADIAN NATL RAILWAY CO          COMMON    136375102    2501      46000   SH          DEFINED    8,14    46000       0        0
CANADIAN NATURAL RESOURCES        COMMON    136385101    53177    727462   SH          DEFINED      1     727462      0        0
CANADIAN NATURAL RESOURCES        COMMON    136385101     259      3600    SH          DEFINED     10      3600       0        0
CANADIAN NATURAL RESOURCES        COMMON    136385101     29        400    SH          DEFINED     13      400        0        0
CANADIAN NATURAL RESOURCES        COMMON    136385101    17559    244050   SH          DEFINED     14     158650      0      80000
CANADIAN NATURAL RESOURCES        COMMON    136385101     648      9000    SH          DEFINED    14,13     0         0      9000
CANADIAN NATURAL RESOURCES        COMMON    136385101     540      7500    SH          DEFINED    14,7      0         0      7500
CANADIAN NATURAL RESOURCES        COMMON    136385101     72       1000    SH          DEFINED    17,14     0         0       400
CANADIAN NATURAL RESOURCES        COMMON    136385101     102      1389    SH          DEFINED     18      1389       0        0
CANADIAN NATURAL RESOURCES        COMMON    136385101    1151      16000   SH          DEFINED     19     16000       0        0
CANADIAN NATURAL RESOURCES        COMMON    136385101    17351    237366   SH          DEFINED      2     237366      0        0
CANADIAN NATURAL RESOURCES        COMMON    136385101    1047      14499   SH          DEFINED     20     14499       0        0
CANADIAN NATURAL RESOURCES        COMMON    136385101     16        214    SH          DEFINED     21      214        0        0
CANADIAN NATURAL RESOURCES        COMMON    136385101   109301    1495250  SH          DEFINED      3    1495250      0        0
CANADIAN NATURAL RESOURCES        COMMON    136385101    99352    1359144  SH          DEFINED     3,1   1359144      0        0
CANADIAN NATURAL RESOURCES        COMMON    136385101      3        45     SH          DEFINED      4       45        0        0
CANADIAN NATURAL RESOURCES        COMMON    136385101     129      1787    SH          DEFINED      5      1132       0       655
CANADIAN NATURAL RESOURCES        COMMON    136385101    1461      20300   SH          DEFINED    5,14    20300       0        0
CANADIAN NATURAL RESOURCES        COMMON    136385101    1076      14811   SH          DEFINED      7     14811       0        0
CANADIAN NATURAL RESOURCES        COMMON    136385101    1205      16559   SH          DEFINED      8     16559       0        0
CANADIAN NATURAL RESOURCES        COMMON    136385101    6598      91700   SH          DEFINED    8,14    91700       0        0
CANADIAN NATURAL RESOURCES        COMMON    136385101     309      4300    SH          DEFINED    9,14      0         0      4300
CANADIAN PACIFIC RAILWAY LTD      COMMON    13645T100    3350      61191   SH          DEFINED     20     61191       0        0
CANADIAN PACIFIC RAILWAY LTD      COMMON    13645T100      4        70     SH          DEFINED      4       70        0        0
CANADIAN PACIFIC RAILWAY LTD      COMMON    13645T100      1        15     SH          DEFINED      5       15        0        0
CANADIAN SOLAR INC                COMMON    136635109    2581      89540   SH          DEFINED     20     89540       0        0
CANON INC- SP ADR                 COMMON    138006309    50998    1170488  SH          DEFINED     11    1170488      0        0
CANON INC- SP ADR                 COMMON    138006309     501      11497   SH          DEFINED     14     11497       0        0
CANON INC- SP ADR                 COMMON    138006309     322      7384    SH          DEFINED    18,14    7384       0        0
CANON INC- SP ADR                 COMMON    138006309     20        470    SH          DEFINED     19       0         0       470
CANON INC- SP ADR                 COMMON    138006309    7890     181085   SH          DEFINED     20     181085      0        0
CANON INC- SP ADR                 COMMON    138006309      7        168    SH          DEFINED      5      168        0        0
CANTEL MEDICAL CORP               COMMON    138098108     520      25300   SH          DEFINED     14      5000       0      20300
CANTEL MEDICAL CORP               COMMON    138098108     300      14580   SH          DEFINED     20     14580       0        0
CANTEL MEDICAL CORP               COMMON    138098108     53       2600    SH          DEFINED    5,14     2600       0        0
CANTEL MEDICAL CORP               COMMON    138098108     60       2900    SH          DEFINED      8      2900       0        0
CANTEL MEDICAL CORP               COMMON    138098108     16        800    SH          DEFINED    8,17     800        0        0
CAPELLA EDUCATION CO              COMMON    139594105    29007    393582   SH          DEFINED      1     393582      0        0
CAPELLA EDUCATION CO              COMMON    139594105     48        657    SH          DEFINED     19       0         0       657
CAPELLA EDUCATION CO              COMMON    139594105    2931      39773   SH          DEFINED      2      3420       0      36353
CAPELLA EDUCATION CO              COMMON    139594105     24        332    SH          DEFINED     20      332        0        0
CAPELLA EDUCATION CO              COMMON    139594105     182      2475    SH          DEFINED      5       0         0      2475
CAPITAL CITY BANK GROUP INC       COMMON    139674105     43       3242    SH          DEFINED     20      3242       0        0
CAPITAL LEASE FUNDING INC         COMMON    140288101     264      59100   SH          DEFINED     14     59100       0        0
CAPITAL LEASE FUNDING INC         COMMON    140288101     105      23453   SH          DEFINED     20     23453       0        0
CAPITAL LEASE FUNDING INC         COMMON    140288101     33       7300    SH          DEFINED    5,14     7300       0        0
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105    77475    1908721  SH          DEFINED      1    1908721      0        0
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105     130      3200    SH          DEFINED    1,14     3200       0        0
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105     398      9800    SH          DEFINED     1,8     9800       0        0
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105     41       1000    SH          DEFINED     10      1000       0        0
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105     487      12000   SH          DEFINED    10,14   12000       0        0
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105     32        800    SH          DEFINED     13      800        0        0
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105    12029    296360   SH          DEFINED     14     249060      0      34200
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105     97       2400    SH          DEFINED    14,13     0         0      2400
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105    2135      52600   SH          DEFINED    14,7      0         0      52600
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105     32        800    SH          DEFINED    17,14     0         0       800
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105     32        800    SH          DEFINED     18      800        0        0
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105     24        600    SH          DEFINED     19       0         0       600
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105     936      23067   SH          DEFINED      2       0         0      23067
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105    3206      78976   SH          DEFINED     20     78976       0        0
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105      3        65     SH          DEFINED    20,14     65        0        0
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105     169      4153    SH          DEFINED     21      4153       0        0
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105     331      8150    SH          DEFINED      5      4569       0      3581
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105     223      5500    SH          DEFINED    5,14     5500       0        0
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105    1171      28838   SH          DEFINED      7     28838       0        0
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105    1011      24900   SH          DEFINED      8     24900       0        0
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105    1676      41300   SH          DEFINED    8,14    41300       0        0
CAPITAL ONE FINANCIAL CORP        COMMON    14040H105     45       1100    SH          DEFINED    9,14      0         0      1100
CAPITAL SENIOR LIVING CORP        COMMON    140475104     19       3663    SH          DEFINED     20      3663       0        0
CAPITAL SOUTHWEST CORP            COMMON    140501107    1405      17605   SH          DEFINED     20     17605       0        0
CAPITAL SOUTHWEST CORP            COMMON    140501107     26        322    SH          DEFINED     21      322        0        0
CAPITAL TRUST CL A                COMMON    14052H506     57       44485   SH          DEFINED     20     44485       0        0
CAPITALSOURCE INC                 COMMON    14055X102     347      83300   SH          DEFINED     19     11200       0      72100
CAPITALSOURCE INC                 COMMON    14055X102     248      59684   SH          DEFINED     20     59684       0        0
CAPITALSOURCE INC                 COMMON    14055X102     16       3841    SH          DEFINED     21      3841       0        0
CAPITALSOURCE INC                 COMMON    14055X102      3        778    SH          DEFINED      5      320        0       458
CAPITOL BANCORP LTD               COMMON    14056D105     16       7915    SH          DEFINED     20      7915       0        0
CAPITOL FEDERAL FINANCIAL         COMMON    14057C106     30        958    SH          DEFINED     20      958        0        0
CAPITOL FEDERAL FINANCIAL         COMMON    14057C106      3        105    SH          DEFINED      5       0         0       105
CAPSTEAD MTG CORP                 COMMON    14067E506     384      28173   SH          DEFINED     20     28173       0        0
CAPSTONE TURBINE CORP             COMMON    14067D102    1857     1345858  SH          DEFINED     20    1345858      0        0
CAPSTONE TURBINE CORP             COMMON    14067D102     73       52958   SH          DEFINED     21     52958       0        0
CARBO CERAMICS INC                COMMON    140781105      7        100    SH          DEFINED     14      100        0        0
CARBO CERAMICS INC                COMMON    140781105    5929      83562   SH          DEFINED     20     83562       0        0
CARBO CERAMICS INC                COMMON    140781105     192      2700    SH          DEFINED      5       0         0      2700
CARDIAC SCIENCE CORP              COMMON    14141A108     15       6684    SH          DEFINED     20      6684       0        0
CARDINAL FINANCIAL CORP           COMMON    14149F109     214      24706   SH          DEFINED     20     24706       0        0
CARDINAL HEALTH INC               COMMON    14149Y108     296      9190    SH          DEFINED     14      7190       0      1400
CARDINAL HEALTH INC               COMMON    14149Y108     97       3000    SH          DEFINED    14,7      0         0      3000
CARDINAL HEALTH INC               COMMON    14149Y108     59       1816    SH          DEFINED     19       0         0      1816
CARDINAL HEALTH INC               COMMON    14149Y108    9897     306988   SH          DEFINED     20     306988      0        0
CARDINAL HEALTH INC               COMMON    14149Y108     65       2017    SH          DEFINED     21      2017       0        0
CARDINAL HEALTH INC               COMMON    14149Y108     29        902    SH          DEFINED      5       63        0       839
CARDINAL HEALTH INC               COMMON    14149Y108     257      7984    SH          DEFINED      7      7984       0        0
CARDINAL HEALTH INC               COMMON    14149Y108     694      21511   SH          DEFINED      8     21511       0        0
CARDIOME PHARMA CORP              COMMON    14159U202      2        514    SH          DEFINED     20      514        0        0
CARDIONET INC                     COMMON    14159L103      1        183    SH          DEFINED     20      183        0        0
CARDTRONICS INC                   COMMON    14161H108    1711     164397   SH          DEFINED     20     164397      0        0
CARDTRONICS INC                   COMMON    14161H108     79       7575    SH          DEFINED     21      7575       0        0
CARE INVESTMENT TRUST INC         COMMON    141657106     102      13100   SH          DEFINED     14     13100       0        0
CARE INVESTMENT TRUST INC         COMMON    141657106     12       1500    SH          DEFINED    5,14     1500       0        0
CAREER EDUCATION CORP             COMMON    141665109     49       2100    SH          DEFINED    1,14     2100       0        0
CAREER EDUCATION CORP             COMMON    141665109     149      6400    SH          DEFINED     10      6400       0        0
CAREER EDUCATION CORP             COMMON    141665109     177      7600    SH          DEFINED    10,14    7600       0        0
CAREER EDUCATION CORP             COMMON    141665109     68       2900    SH          DEFINED     13      2900       0        0
CAREER EDUCATION CORP             COMMON    141665109    13547    581400   SH          DEFINED     14     369300      0     180000
CAREER EDUCATION CORP             COMMON    141665109     366      15700   SH          DEFINED    14,13     0         0      15700
CAREER EDUCATION CORP             COMMON    141665109     231      9900    SH          DEFINED    14,7      0         0      9900
CAREER EDUCATION CORP             COMMON    141665109     12        500    SH          DEFINED    17,14     0         0       500
CAREER EDUCATION CORP             COMMON    141665109     158      6800    SH          DEFINED     18      6800       0        0
CAREER EDUCATION CORP             COMMON    141665109     49       2086    SH          DEFINED     20      2086       0        0
CAREER EDUCATION CORP             COMMON    141665109      3        123    SH          DEFINED     21      123        0        0
CAREER EDUCATION CORP             COMMON    141665109     822      35300   SH          DEFINED    5,14    35300       0        0
CAREER EDUCATION CORP             COMMON    141665109     144      6200    SH          DEFINED      7      6200       0        0
CAREER EDUCATION CORP             COMMON    141665109    2127      91300   SH          DEFINED      8     91300       0        0
CAREER EDUCATION CORP             COMMON    141665109     781      33500   SH          DEFINED    8,14    33500       0        0
CAREER EDUCATION CORP             COMMON    141665109     77       3300    SH          DEFINED    8,17     3300       0        0
CAREER EDUCATION CORP             COMMON    141665109     172      7400    SH          DEFINED    9,14      0         0      7400
CAREFUSION CORP                   COMMON    14170T101    9350     379175   SH          DEFINED      1     379175      0        0
CAREFUSION CORP                   COMMON    14170T101     20        800    SH          DEFINED     1,3     800        0        0
CAREFUSION CORP                   COMMON    14170T101      5        200    SH          DEFINED     14      200        0        0
CAREFUSION CORP                   COMMON    14170T101     76       3100    SH          DEFINED    16,3     3100       0        0
CAREFUSION CORP                   COMMON    14170T101    1232      49961   SH          DEFINED    17,1      0         0      49961
CAREFUSION CORP                   COMMON    14170T101     47       1900    SH          DEFINED    17,3     1900       0        0
CAREFUSION CORP                   COMMON    14170T101     21        858    SH          DEFINED     19       0         0       858
CAREFUSION CORP                   COMMON    14170T101     457      18522   SH          DEFINED     20     18522       0        0
CAREFUSION CORP                   COMMON    14170T101     26       1041    SH          DEFINED     21      1041       0        0
CAREFUSION CORP                   COMMON    14170T101    5331     216200   SH          DEFINED      3     216200      0        0
CAREFUSION CORP                   COMMON    14170T101     74       2981    SH          DEFINED      5       17        0      2964
CAREFUSION CORP                   COMMON    14170T101     98       3992    SH          DEFINED      7      3992       0        0
CAREFUSION CORP                   COMMON    14170T101     265      10755   SH          DEFINED      8     10755       0        0
CARIBOU COFFEE CO INC             COMMON    142042209     126      16315   SH          DEFINED     20     16315       0        0
CARLISLE COS INC                  COMMON    142339100     106      3000    SH          DEFINED      1      3000       0        0
CARLISLE COS INC                  COMMON    142339100     137      3900    SH          DEFINED    1,14     3900       0        0
CARLISLE COS INC                  COMMON    142339100    13474    383100   SH          DEFINED     14     243700      0     111100
CARLISLE COS INC                  COMMON    142339100     721      20500   SH          DEFINED    14,7      0         0      20500
CARLISLE COS INC                  COMMON    142339100    2163      61505   SH          DEFINED     20     61505       0        0
CARLISLE COS INC                  COMMON    142339100     94       2683    SH          DEFINED     21      2683       0        0
CARLISLE COS INC                  COMMON    142339100     457      13000   SH          DEFINED    5,14    13000       0        0
CARLISLE COS INC                  COMMON    142339100     605      17200   SH          DEFINED      8     17200       0        0
CARLISLE COS INC                  COMMON    142339100     172      4900    SH          DEFINED    8,17     4900       0        0
CARMAX INC                        COMMON    143130102    2235      92674   SH          DEFINED     20     92674       0        0
CARMAX INC                        COMMON    143130102     16        645    SH          DEFINED     21      645        0        0
CARMAX INC                        COMMON    143130102     415      17200   SH          DEFINED      3     17200       0        0
CARMAX INC                        COMMON    143130102     934      38727   SH          DEFINED      5     16644       0      22083
CARMIKE CINEMAS INC               COMMON    143436400     136      18000   SH          DEFINED     20     18000       0        0
CARNIVAL CORP                     COMMON    143658300    44627    1378661  SH          DEFINED      1    1378661      0        0
CARNIVAL CORP                     COMMON    143658300     65       2018    SH          DEFINED     13      2018       0        0
CARNIVAL CORP                     COMMON    143658300     423      13063   SH          DEFINED    13,2     2018       0      11045
CARNIVAL CORP                     COMMON    143658300    2063      63725   SH          DEFINED      2     63725       0        0
CARNIVAL CORP                     COMMON    143658300    7875     243273   SH          DEFINED     20     243273      0        0
CARNIVAL CORP                     COMMON    143658300     55       1702    SH          DEFINED     21      1702       0        0
CARNIVAL CORP                     COMMON    143658300   128658    3974600  SH          DEFINED      3    3974600      0        0
CARNIVAL CORP                     COMMON    143658300    1866      57652   SH          DEFINED     3,1    57652       0        0
CARNIVAL CORP                     COMMON    143658300     451      13919   SH          DEFINED      5     10015       0      3904
CARNIVAL CORP                     COMMON    143658300     246      7599    SH          DEFINED      7      7599       0        0
CARNIVAL CORP                     COMMON    143658300     137      4243    SH          DEFINED     8,2     4243       0        0
CARNIVAL CORP (CCL) CVT 2.0 04    CONVERT   143658AN2    20670     2E+07   SH          DEFINED     14       0         0     1.7E+07
CARNIVAL CORP (CCL) CVT 2.0 04    CONVERT   143658AN2      2       2000    SH          DEFINED      5      2000       0        0
CARNIVAL PLC-ADR                  COMMON    14365C103     146      4335    SH          DEFINED     20      4335       0        0
CARPENTER TECHNOLOGY              COMMON    144285103    7137     242326   SH          DEFINED      1     242326      0        0
CARPENTER TECHNOLOGY              COMMON    144285103    6995     237512   SH          DEFINED      2     237512      0        0
CARPENTER TECHNOLOGY              COMMON    144285103     394      13366   SH          DEFINED     20     13366       0        0
CARPENTER TECHNOLOGY              COMMON    144285103     75       2548    SH          DEFINED      5       0         0      2548
CARRIAGE SVCS INC                 COMMON    143905107     37       9449    SH          DEFINED     20      9449       0        0
CARRIZO OIL & GAS INC             COMMON    144577103    11890    427249   SH          DEFINED      1     427249      0        0
CARRIZO OIL & GAS INC             COMMON    144577103    11393    409379   SH          DEFINED      2     409379      0        0
CARRIZO OIL & GAS INC             COMMON    144577103     94       3363    SH          DEFINED     20      3363       0        0
CARROLS RESTAURANT GROUP INC      COMMON    14574X104     63       8947    SH          DEFINED     20      8947       0        0
CARTERS INC                       COMMON    146229109    74717    2796296  SH          DEFINED      1    2796296      0        0
CARTERS INC                       COMMON    146229109     508      19016   SH          DEFINED    13,2      0         0      19016
CARTERS INC                       COMMON    146229109    5565     208264   SH          DEFINED      2     60940       0     147324
CARTERS INC                       COMMON    146229109     83       3098    SH          DEFINED     20      3098       0        0
CASCADE CORP                      COMMON    147195101     87       3008    SH          DEFINED     20      3008       0        0
CASCAL N.V.                       COMMON    N1842P109    1916     339139   SH          DEFINED      1     339139      0        0
CASCAL N.V.                       COMMON    N1842P109     865     153152   SH          DEFINED      2     65221       0      87931
CASELLA WASTE SYSTEMS INC CL A    COMMON    147448104     85       19697   SH          DEFINED     20     19697       0        0
CASEY'S GENERAL STORES INC        COMMON    147528103    1124      36335   SH          DEFINED     20     36335       0        0
CASEY'S GENERAL STORES INC        COMMON    147528103      4        132    SH          DEFINED     21      132        0        0
CASH AMERICA INTL INC             COMMON    14754D100     60       1700    SH          DEFINED     14      400        0      1300
CASH AMERICA INTL INC             COMMON    14754D100    2195      61768   SH          DEFINED     20     61768       0        0
CASH AMERICA INTL INC             COMMON    14754D100     42       1195    SH          DEFINED      5       0         0      1195
CASH AMERICA INTL INC             COMMON    14754D100     46       1300    SH          DEFINED      8      1300       0        0
CASH AMERICA INTL INC             COMMON    14754D100     14        400    SH          DEFINED    8,17     400        0        0
CASS INFORMATION SYSTEMS INC      COMMON    14808P109      2        54     SH          DEFINED     20       54        0        0
CASTLE (A.M.) & CO                COMMON    148411101     257      18632   SH          DEFINED     20     18632       0        0
CASUAL MALE RETAIL GROUP INC      COMMON    148711302     309     133587   SH          DEFINED     20     133587      0        0
CATALYST HEALTH SOLUTIONS IN      COMMON    14888B103    1902      50840   SH          DEFINED     20     50840       0        0
CATERPILLAR INC                   COMMON    149123101    15409    260072   SH          DEFINED      1     260072      0        0
CATERPILLAR INC                   COMMON    149123101    1577      26620   SH          DEFINED     14     21120       0      3100
CATERPILLAR INC                   COMMON    149123101     735      12400   SH          DEFINED    14,7      0         0      12400
CATERPILLAR INC                   COMMON    149123101    1220      20595   SH          DEFINED     19      3877       0      16718
CATERPILLAR INC                   COMMON    149123101    15594    263189   SH          DEFINED     20     263189      0        0
CATERPILLAR INC                   COMMON    149123101     133      2245    SH          DEFINED     21      2245       0        0
CATERPILLAR INC                   COMMON    149123101    1222      20617   SH          DEFINED      5     15429       0      5188
CATERPILLAR INC                   COMMON    149123101     720      12158   SH          DEFINED      7     12158       0        0
CATHAY GENERAL BANCORP            COMMON    149150104     258      31280   SH          DEFINED     20     31280       0        0
CATHAY GENERAL BANCORP            COMMON    149150104      1        150    SH          DEFINED      5       0         0       150
CATO CORP CL A                    COMMON    149205106    3168     153800   SH          DEFINED     14     65500       0      88300
CATO CORP CL A                    COMMON    149205106     762      36983   SH          DEFINED     20     36983       0        0
CATO CORP CL A                    COMMON    149205106     280      13600   SH          DEFINED    5,14    13600       0        0
CATO CORP CL A                    COMMON    149205106     641      31100   SH          DEFINED      8     31100       0        0
CATO CORP CL A                    COMMON    149205106     181      8800    SH          DEFINED    8,17     8800       0        0
CAVCO INDUSTRIES INC              COMMON    149568107      2        50     SH          DEFINED     20       50        0        0
CAVIUM NETWORKS INC               COMMON    14965A101     830      34666   SH          DEFINED     20     34666       0        0
CB RICHARD ELLIS GROUP, INC.      COMMON    12497T101    13991    988774   SH          DEFINED      1     988774      0        0
CB RICHARD ELLIS GROUP, INC.      COMMON    12497T101     27       1900    SH          DEFINED     19       0         0      1900
CB RICHARD ELLIS GROUP, INC.      COMMON    12497T101    1641     115988   SH          DEFINED     20     115988      0        0
CB RICHARD ELLIS GROUP, INC.      COMMON    12497T101     32       2258    SH          DEFINED     21      2258       0        0
CB RICHARD ELLIS GROUP, INC.      COMMON    12497T101      3        223    SH          DEFINED      5       0         0       223
CB RICHARD ELLIS GROUP, INC.      COMMON    12497T101     593      41941   SH          DEFINED      7     41941       0        0
CBEYOND INC                       COMMON    149847105     21       1295    SH          DEFINED     20      1295       0        0
CBEYOND INC                       COMMON    149847105      8        500    SH          DEFINED      5      500        0        0
CBIZ INC                          COMMON    124805102     58       7710    SH          DEFINED     20      7710       0        0
CBL & ASSOCIATES PROPERTIES       COMMON    124830100     455      43398   SH          DEFINED     20     43398       0        0
CBL & ASSOCIATES PROPERTIES       COMMON    124830100     24       2322    SH          DEFINED     21      2322       0        0
CBS CORP- CLASS B NON VOTING      COMMON    124857202     186      13140   SH          DEFINED     14      7740       0      1000
CBS CORP- CLASS B NON VOTING      COMMON    124857202     102      7200    SH          DEFINED    14,7      0         0      7200
CBS CORP- CLASS B NON VOTING      COMMON    124857202     29       2055    SH          DEFINED     19      143        0      1912
CBS CORP- CLASS B NON VOTING      COMMON    124857202    5585     393883   SH          DEFINED     20     393883      0        0
CBS CORP- CLASS B NON VOTING      COMMON    124857202     146      10285   SH          DEFINED     21     10285       0        0
CBS CORP- CLASS B NON VOTING      COMMON    124857202     466      32853   SH          DEFINED      7     32853       0        0
CBS CORP- CLASS B NON VOTING      COMMON    124857202     743      52401   SH          DEFINED      8     52401       0        0
CDC CORP-CL A                     COMMON    G2022L106     676     302927   SH          DEFINED     20     302927      0        0
CDC CORP-CL A                     COMMON    G2022L106      9       3850    SH          DEFINED      5      3850       0        0
CDI CORP                          COMMON    125071100     104      8174    SH          DEFINED     20      8174       0        0
CDI CORP                          COMMON    125071100     47       3675    SH          DEFINED      5       0         0      3675
CEC ENTERTAINMENT INC             COMMON    125137109     10        300    SH          DEFINED     14      300        0        0
CEC ENTERTAINMENT INC             COMMON    125137109     610      18643   SH          DEFINED     20     18643       0        0
CEDAR FAIR LP                     COMMON    150185106     20       1759    SH          DEFINED     20      1759       0        0
CEDAR FAIR LP                     COMMON    150185106     40       3500    SH          DEFINED      5      3000       0       500
CEDAR SHOPPING CENTERS INC        COMMON    150602209     84       12547   SH          DEFINED     20     12547       0        0
CELADON GROUP INC                 COMMON    150838100     116      10900   SH          DEFINED     14     10900       0        0
CELADON GROUP INC                 COMMON    150838100     77       7178    SH          DEFINED     20      7178       0        0
CELADON GROUP INC                 COMMON    150838100     11       1000    SH          DEFINED    5,14     1000       0        0
CELANESE CORP-SERIES A            COMMON    150870103    2089      61430   SH          DEFINED     20     61430       0        0
CELANESE CORP-SERIES A            COMMON    150870103     32        954    SH          DEFINED     21      954        0        0
CELANESE CORP-SERIES A            COMMON    150870103     493      14500   SH          DEFINED      3     14500       0        0
CELANESE CORP-SERIES A            COMMON    150870103     286      8400    SH          DEFINED      5       0         0      8400
CELANESE CORP-SERIES A            COMMON    150870103     200      5884    SH          DEFINED      7      5884       0        0
CELERA CORP                       COMMON    15100E106     151      21123   SH          DEFINED     20     21123       0        0
CELERA CORP                       COMMON    15100E106     39       5425    SH          DEFINED      5       0         0      5425
CELESTICA INC                     COMMON    15101Q108    2475     260654   SH          DEFINED      2     260654      0        0
CELESTICA INC                     COMMON    15101Q108     102      10727   SH          DEFINED     20     10727       0        0
CELESTICA INC                     COMMON    15101Q108    30495    3211604  SH          DEFINED     3,1   3211604      0        0
CELGENE CORP                      COMMON    151020104    32731    594138   SH          DEFINED      1     594138      0        0
CELGENE CORP                      COMMON    151020104     281      5100    SH          DEFINED     15      5100       0        0
CELGENE CORP                      COMMON    151020104    4493      81558   SH          DEFINED    17,1      0         0      81558
CELGENE CORP                      COMMON    151020104    2431      44134   SH          DEFINED     19      9455       0      34679
CELGENE CORP                      COMMON    151020104   275175    4995011  SH          DEFINED     20    4995011      0        0
CELGENE CORP                      COMMON    151020104    10219    185498   SH          DEFINED     21     185498      0        0
CELGENE CORP                      COMMON    151020104    2380      43207   SH          DEFINED      5     26250       0      16957
CELGENE CORP                      COMMON    151020104     395      7166    SH          DEFINED      7      7166       0        0
CELL THERAPEUTICS INC             COMMON    150934503     25       21091   SH          DEFINED     20     21091       0        0
CELLCOM ISRAEL LTD                COMMON    M2196U109     273      8618    SH          DEFINED     20      8618       0        0
CELLCOM ISRAEL LTD                COMMON    M2196U109     13        401    SH          DEFINED     20      401        0        0
CELLDEX THERAPEUTICS INC          COMMON    15117B103      1        244    SH          DEFINED     20      244        0        0
CELLDEX THERAPEUTICS INC          COMMON    15117B103      0        15     SH          DEFINED      5       15        0        0
CEMEX SAB DE CV-SPONS ADR PART    COMMON    151290889    45785    3689362  SH          DEFINED      1    3689362      0        0
CEMEX SAB DE CV-SPONS ADR PART    COMMON    151290889      0        15     SH          DEFINED     11       15        0        0
CEMEX SAB DE CV-SPONS ADR PART    COMMON    151290889     13       1030    SH          DEFINED     19       0         0      1030
CEMEX SAB DE CV-SPONS ADR PART    COMMON    151290889    9163     738376   SH          DEFINED     20     738376      0        0
CEMEX SAB DE CV-SPONS ADR PART    COMMON    151290889     951      76637   SH          DEFINED      4     76637       0        0
CEMEX SAB DE CV-SPONS ADR PART    COMMON    151290889      1        65     SH          DEFINED      5       65        0        0
CEMEX SAB DE CV-SPONS ADR PART    COMMON    151290889    9398     757275   SH          DEFINED      8     757275      0        0
CEMEX SAB DE CV-SPONS ADR PART    COMMON    151290889     491      39550   SH          DEFINED    8,14    39550       0        0
CEMEX SAB DE CV-SPONS ADR PART    COMMON    151290889     771      62100   SH          DEFINED    8,17    62100       0        0
CENOVUS ENERGY IN                 COMMON    15135U109    17019    672989   SH          DEFINED      1     672989      0        0
CENOVUS ENERGY IN                 COMMON    15135U109    3212     127019   SH          DEFINED    1,11    127019      0        0
CENOVUS ENERGY IN                 COMMON    15135U109    54681    2162248  SH          DEFINED     11    1191982      0     970266
CENOVUS ENERGY IN                 COMMON    15135U109    2056      81293   SH          DEFINED     14      8931       0      72362
CENOVUS ENERGY IN                 COMMON    15135U109     13        508    SH          DEFINED    16,11    508        0        0
CENOVUS ENERGY IN                 COMMON    15135U109    1766      69842   SH          DEFINED    16,14   58201       0      11641
CENOVUS ENERGY IN                 COMMON    15135U109     86       3400    SH          DEFINED     18      3400       0        0
CENOVUS ENERGY IN                 COMMON    15135U109    4190     165706   SH          DEFINED      2     165706      0        0
CENOVUS ENERGY IN                 COMMON    15135U109     116      4595    SH          DEFINED     20      4595       0        0
CENOVUS ENERGY IN                 COMMON    15135U109      3        106    SH          DEFINED     21      106        0        0
CENOVUS ENERGY IN                 COMMON    15135U109   140940    5573229  SH          DEFINED      3    5573229      0        0
CENOVUS ENERGY IN                 COMMON    15135U109    15097    597000   SH          DEFINED     3,1    597000      0        0
CENOVUS ENERGY IN                 COMMON    15135U109    5612     221902   SH          DEFINED    5,11    221902      0        0
CENOVUS ENERGY IN                 COMMON    15135U109     668      26424   SH          DEFINED      7     26424       0        0
CENOVUS ENERGY IN                 COMMON    15135U109     783      30980   SH          DEFINED      8     30980       0        0
CENOVUS ENERGY INC                COMMON    15135U109     229      8700    SH          DEFINED    1,14     8700       0        0
CENOVUS ENERGY INC                COMMON    15135U109    17338    657496   SH          DEFINED     11     657496      0        0
CENOVUS ENERGY INC                COMMON    15135U109     188      7133    SH          DEFINED     14      7133       0        0
CENOVUS ENERGY INC                COMMON    15135U109     138      5245    SH          DEFINED    18,14    5245       0        0
CENOVUS ENERGY INC                COMMON    15135U109    3877     147020   SH          DEFINED     19     12100       0     134920
CENOVUS ENERGY INC                COMMON    15135U109    6303     239019   SH          DEFINED      4     239019      0        0
CENOVUS ENERGY INC                COMMON    15135U109     182      6893    SH          DEFINED      5      6618       0       275
CENOVUS ENERGY INC                COMMON    15135U109     791      30000   SH          DEFINED    8,14    30000       0        0
CENTENE CORP                      COMMON    15135B101    2296     109304   SH          DEFINED     20     109304      0        0
CENTER FINANCIAL CORP             COMMON    15146E102      4        850    SH          DEFINED      5       0         0       850
CENTERPOINT ENERGY INC            COMMON    15189T107    1165      80875   SH          DEFINED     20     80875       0        0
CENTERPOINT ENERGY INC            COMMON    15189T107     30       2089    SH          DEFINED     21      2089       0        0
CENTERPOINT ENERGY INC            COMMON    15189T107     113      7814    SH          DEFINED      5      7400       0       414
CENTERPOINT ENERGY INC            COMMON    15189T107     527      36559   SH          DEFINED      8     36559       0        0
CENTERSTATE BANKS INC             COMMON    15201P109     151      14935   SH          DEFINED     20     14935       0        0
CENTRAIS ELETRICAS BRASILEIRAS    COMMON    15234Q207     19        910    SH          DEFINED     19       0         0       910
CENTRAIS ELETRICAS BRASILEIRAS    COMMON    15234Q207     760      36018   SH          DEFINED     20     36018       0        0
CENTRAL EURO DISTRIBUTION         COMMON    153435102     578      19600   SH          DEFINED     16     19600       0        0
CENTRAL EURO DISTRIBUTION         COMMON    153435102     644      21861   SH          DEFINED     20     21861       0        0
CENTRAL EURO DISTRIBUTION         COMMON    153435102    8677     294450   SH          DEFINED      8     294450      0        0
CENTRAL EURO DISTRIBUTION         COMMON    153435102     516      17500   SH          DEFINED    8,13    17500       0        0
CENTRAL EURO DISTRIBUTION         COMMON    153435102     584      19800   SH          DEFINED    8,14    19800       0        0
CENTRAL EURO DISTRIBUTION         COMMON    153435102    1173      39800   SH          DEFINED    8,17    39800       0        0
CENTRAL EURO DISTRIBUTION         COMMON    153435102     197      6700    SH          DEFINED     9,8     6700       0        0
CENTRAL EUROPE & RUSSIA FUND C    COMMON    153436100     289      8770    SH          DEFINED     20      8770       0        0
CENTRAL EUROPEAN MEDIA            COMMON    G20045202     173      6594    SH          DEFINED     20      6594       0        0
CENTRAL EUROPEAN MEDIA            COMMON    G20045202     11        400    SH          DEFINED     21      400        0        0
CENTRAL EUROPEAN MEDIA            COMMON    G20045202      5        191    SH          DEFINED      5       0         0       191
CENTRAL FUND CANADA CL A CF       COMMON    153501101    5974     425000   SH          DEFINED      3     425000      0        0
CENTRAL FUND CANADA-A CF          COMMON    153501101     47       3410    SH          DEFINED     19       0         0      3410
CENTRAL GARDEN & PET CO           COMMON    153527106    1161     113664   SH          DEFINED     20     113664      0        0
CENTRAL GARDEN AND PET CO-A       COMMON    153527205    5043     539900   SH          DEFINED     14     243600      0     296300
CENTRAL GARDEN AND PET CO-A       COMMON    153527205     213      22844   SH          DEFINED     20     22844       0        0
CENTRAL GARDEN AND PET CO-A       COMMON    153527205     477      51100   SH          DEFINED    5,14    51100       0        0
CENTRAL GARDEN AND PET CO-A       COMMON    153527205     805      86200   SH          DEFINED      8     86200       0        0
CENTRAL GARDEN AND PET CO-A       COMMON    153527205     229      24500   SH          DEFINED    8,17    24500       0        0
CENTRAL PACIFIC FINANCIAL CO      COMMON    154760102     25       19060   SH          DEFINED     20     19060       0        0
CENTRAL VERMONT PUB SERV          COMMON    155771108     41       2009    SH          DEFINED     20      2009       0        0
CENTRAL VERMONT PUB SERV          COMMON    155771108     10        500    SH          DEFINED      5      500        0        0
CENTURY ALUMINUM COMPANY          COMMON    156431108     846      50041   SH          DEFINED     20     50041       0        0
CENTURY BANCORP INC CL A          COMMON    156432106     119      5430    SH          DEFINED     20      5430       0        0
CENTURYTEL INC                    COMMON    156700106      9        241    SH          DEFINED     19      241        0        0
CENTURYTEL INC                    COMMON    156700106    9619     261950   SH          DEFINED     20     261950      0        0
CENTURYTEL INC                    COMMON    156700106     240      6549    SH          DEFINED     21      6549       0        0
CENTURYTEL INC                    COMMON    156700106     48       1305    SH          DEFINED      5      867        0       438
CENTURYTEL INC                    COMMON    156700106     260      7087    SH          DEFINED      7      7087       0        0
CENTURYTEL INC                    COMMON    156700106     699      19029   SH          DEFINED      8     19029       0        0
CENVEO INC                        COMMON    15670S105     509      57108   SH          DEFINED     20     57108       0        0
CEPHALON INC                      COMMON    156708109     299      4749    SH          DEFINED     19      1014       0      3735
CEPHALON INC                      COMMON    156708109    51754    821880   SH          DEFINED     20     821880      0        0
CEPHALON INC                      COMMON    156708109    1867      29653   SH          DEFINED     21     29653       0        0
CEPHALON INC                      COMMON    156708109    3702      58782   SH          DEFINED      5     49787       0      8995
CEPHALON INC                      COMMON    156708109     139      2200    SH          DEFINED      7      2200       0        0
CEPHEID INC                       COMMON    15670R107     24       1790    SH          DEFINED     20      1790       0        0
CERADYNE INC                      COMMON    156710105     431      22327   SH          DEFINED     20     22327       0        0
CERADYNE INC                      COMMON    156710105     74       3835    SH          DEFINED      5       0         0      3835
CERAGON NETWORKS LTD              COMMON    M22013102      3        273    SH          DEFINED     20      273        0        0
CERNER CORP                       COMMON    156782104     175      1966    SH          DEFINED     19      1000       0       966
CERNER CORP                       COMMON    156782104    79321    888747   SH          DEFINED     20     888747      0        0
CERNER CORP                       COMMON    156782104    2961      33174   SH          DEFINED     21     33174       0        0
CERNER CORP                       COMMON    156782104     84        940    SH          DEFINED      5       0         0       940
CEVA INC                          COMMON    157210105    1584     127349   SH          DEFINED     20     127349      0        0
CF INDUSTRIES HOLDINGS INC        COMMON    125269100     116      1238    SH          DEFINED     11      1238       0        0
CF INDUSTRIES HOLDINGS INC        COMMON    125269100     15        162    SH          DEFINED     19       0         0       162
CF INDUSTRIES HOLDINGS INC        COMMON    125269100    1059      11352   SH          DEFINED     20     11352       0        0
CF INDUSTRIES HOLDINGS INC        COMMON    125269100     13        144    SH          DEFINED     21      144        0        0
CF INDUSTRIES HOLDINGS INC        COMMON    125269100     684      7327    SH          DEFINED      7      7327       0        0
CF INDUSTRIES HOLDINGS INC        COMMON    125269100    1248      13369   SH          DEFINED      8     13369       0        0
CGI GROUP INC                     COMMON    39945C109    4248     316863   SH          DEFINED      2     316863      0        0
CGI GROUP INC                     COMMON    39945C109     477      35554   SH          DEFINED     20     35554       0        0
CGI GROUP INC                     COMMON    39945C109     10        727    SH          DEFINED     21      727        0        0
CGI GROUP INC                     COMMON    39945C109    52343    3903904  SH          DEFINED     3,1   3903904      0        0
CH ENERGY GROUP INC               COMMON    12541M102     108      2542    SH          DEFINED     20      2542       0        0
CHANGYOU.COM LTD                  COMMON    15911M107    3567     107421   SH          DEFINED     20     107421      0        0
CHARLES RIVER LABORATORIES        COMMON    159864107    7613     225500   SH          DEFINED     1,3    225500      0        0
CHARLES RIVER LABORATORIES        COMMON    159864107     263      7800    SH          DEFINED    16,3     7800       0        0
CHARLES RIVER LABORATORIES        COMMON    159864107     74       2194    SH          DEFINED     20      2194       0        0
CHARLES RIVER LABORATORIES        COMMON    159864107      4        124    SH          DEFINED     21      124        0        0
CHARLES RIVER LABORATORIES        COMMON    159864107    2792      82700   SH          DEFINED      3     82700       0        0
CHARLES RIVER LABORATORIES        COMMON    159864107     152      4500    SH          DEFINED      7      4500       0        0
CHARMING SHOPPES                  COMMON    161133103     624      98993   SH          DEFINED     20     98993       0        0
CHARMING SHOPPES                  COMMON    161133103     28       4477    SH          DEFINED     21      4477       0        0
CHART INDUSTRIES INC              COMMON    16115Q308    3673     207377   SH          DEFINED      1     207377      0        0
CHART INDUSTRIES INC              COMMON    16115Q308    1116      63000   SH          DEFINED     14     19100       0      43900
CHART INDUSTRIES INC              COMMON    16115Q308    1658      93605   SH          DEFINED      2     39978       0      53627
CHART INDUSTRIES INC              COMMON    16115Q308     563      31797   SH          DEFINED     20     31797       0        0
CHART INDUSTRIES INC              COMMON    16115Q308     115      6500    SH          DEFINED    5,14     6500       0        0
CHART INDUSTRIES INC              COMMON    16115Q308     135      7600    SH          DEFINED      8      7600       0        0
CHART INDUSTRIES INC              COMMON    16115Q308     39       2200    SH          DEFINED    8,17     2200       0        0
CHATTEM INC                       COMMON    162456107     286      3078    SH          DEFINED     19      723        0      2355
CHATTEM INC                       COMMON    162456107    2150      23103   SH          DEFINED     20     23103       0        0
CHATTEM INC                       COMMON    162456107    4607      49501   SH          DEFINED      5     42061       0      7440
CHECK POINT SOFTWARE TECH LTD     COMMON    M22465104   151351    4475197  SH          DEFINED      1    4475197      0        0
CHECK POINT SOFTWARE TECH LTD     COMMON    M22465104      1        38     SH          DEFINED     11       38        0        0
CHECK POINT SOFTWARE TECH LTD     COMMON    M22465104     97       2880    SH          DEFINED     14      2880       0        0
CHECK POINT SOFTWARE TECH LTD     COMMON    M22465104    2029      60000   SH          DEFINED     15     60000       0        0
CHECK POINT SOFTWARE TECH LTD     COMMON    M22465104    2277      67335   SH          DEFINED    17,1    67335       0        0
CHECK POINT SOFTWARE TECH LTD     COMMON    M22465104    3247      96016   SH          DEFINED     19     14589       0      81427
CHECK POINT SOFTWARE TECH LTD     COMMON    M22465104    5986     176984   SH          DEFINED      2     105510      0      71474
CHECK POINT SOFTWARE TECH LTD     COMMON    M22465104    75871    2243381  SH          DEFINED     20    2243381      0        0
CHECK POINT SOFTWARE TECH LTD     COMMON    M22465104    2838      83929   SH          DEFINED     21     83929       0        0
CHECK POINT SOFTWARE TECH LTD     COMMON    M22465104    5321     157341   SH          DEFINED      5     134388      0      22953
CHECK POINT SOFTWARE TECH LTD     COMMON    M22465104     238      7026    SH          DEFINED     8,2     7026       0        0
CHECKPOINT SYSTEMS INC            COMMON    162825103     309      19804   SH          DEFINED     20     19804       0        0
CHEESECAKE FACTORY (THE)          COMMON    163072101    11271    520110   SH          DEFINED     14     309510      0     181200
CHEESECAKE FACTORY (THE)          COMMON    163072101     373      17200   SH          DEFINED    14,7      0         0      17200
CHEESECAKE FACTORY (THE)          COMMON    163072101    2769     127799   SH          DEFINED     20     127799      0        0
CHEESECAKE FACTORY (THE)          COMMON    163072101     84       3896    SH          DEFINED     21      3896       0        0
CHEESECAKE FACTORY (THE)          COMMON    163072101     544      25100   SH          DEFINED    5,14    25100       0        0
CHEESECAKE FACTORY (THE)          COMMON    163072101     680      31400   SH          DEFINED      8     31400       0        0
CHEESECAKE FACTORY (THE)          COMMON    163072101     193      8900    SH          DEFINED    8,17     8900       0        0
CHEMED CORP                       COMMON    16359R103    13371    274565   SH          DEFINED      1     274565      0        0
CHEMED CORP                       COMMON    16359R103    13160    270233   SH          DEFINED      2     270233      0        0
CHEMED CORP                       COMMON    16359R103    1918      39390   SH          DEFINED     20     39390       0        0
CHEMED CORP                       COMMON    16359R103     332      6810    SH          DEFINED      5       0         0      6810
CHEMICAL FINANCIAL CORP           COMMON    163731102     227      9980    SH          DEFINED     20      9980       0        0
CHENIERE ENERGY PARTNERS LP       COMMON    16411Q101     535      41458   SH          DEFINED     20     41458       0        0
CHEROKEE INC                      COMMON    16444H102     42       2279    SH          DEFINED     20      2279       0        0
CHESAPEAKE ENERGY CORP            COMMON    165167107    86690    2992417  SH          DEFINED      1    2992417      0        0
CHESAPEAKE ENERGY CORP            COMMON    165167107    6026     208000   SH          DEFINED    13,2      0         0     208000
CHESAPEAKE ENERGY CORP            COMMON    165167107     23        800    SH          DEFINED     14      800        0        0
CHESAPEAKE ENERGY CORP            COMMON    165167107    2131      73575   SH          DEFINED     19     22750       0      50825
CHESAPEAKE ENERGY CORP            COMMON    165167107    5702     196841   SH          DEFINED     20     196841      0        0
CHESAPEAKE ENERGY CORP            COMMON    165167107     52       1791    SH          DEFINED     21      1791       0        0
CHESAPEAKE ENERGY CORP            COMMON    165167107    11279    389347   SH          DEFINED      4     389347      0        0
CHESAPEAKE ENERGY CORP            COMMON    165167107    1504      51924   SH          DEFINED      5     50594       0      1330
CHESAPEAKE ENERGY CORP            COMMON    165167107     309      10650   SH          DEFINED      7     10650       0        0
CHESAPEAKE ENERGY CORP CVP 4.5    CONVERT   165167842     600      7125    SH          DEFINED     19      500        0      6625
CHESAPEAKE UTILITIES CORP         COMMON    165303108     116      3632    SH          DEFINED     20      3632       0        0
CHEVRON CORP                      COMMON    166764100    28743    361000   SH          DEFINED      1     361000      0        0
CHEVRON CORP                      COMMON    166764100    6258      78600   SH          DEFINED    1,14    78600       0        0
CHEVRON CORP                      COMMON    166764100    4732      59434   SH          DEFINED     1,8    59434       0        0
CHEVRON CORP                      COMMON    166764100    1895      23800   SH          DEFINED     10     23800       0        0
CHEVRON CORP                      COMMON    166764100    2787      35000   SH          DEFINED    10,14   35000       0        0
CHEVRON CORP                      COMMON    166764100    43842    550635   SH          DEFINED     11     134080      0     416555
CHEVRON CORP                      COMMON    166764100    4936      62000   SH          DEFINED    13,2      0         0      62000
CHEVRON CORP                      COMMON    166764100   172291    2163914  SH          DEFINED     14    1537714      0     567200
CHEVRON CORP                      COMMON    166764100    4666      58600   SH          DEFINED    14,13     0         0      58600
CHEVRON CORP                      COMMON    166764100    15892    199600   SH          DEFINED    14,7      0         0     199600
CHEVRON CORP                      COMMON    166764100    2185      27443   SH          DEFINED     16     27443       0        0
CHEVRON CORP                      COMMON    166764100     58        727    SH          DEFINED    16,11    727        0        0
CHEVRON CORP                      COMMON    166764100    5977      75066   SH          DEFINED    16,14   63092       0      11974
CHEVRON CORP                      COMMON    166764100    1322      16600   SH          DEFINED    17,14     0         0        0
CHEVRON CORP                      COMMON    166764100     478      6000    SH          DEFINED     18      6000       0        0
CHEVRON CORP                      COMMON    166764100    11459    143926   SH          DEFINED     19     42594       0     101333
CHEVRON CORP                      COMMON    166764100    20180    253457   SH          DEFINED     20     253457      0        0
CHEVRON CORP                      COMMON    166764100     61        765    SH          DEFINED    20,14    765        0        0
CHEVRON CORP                      COMMON    166764100     610      7661    SH          DEFINED     21      7661       0        0
CHEVRON CORP                      COMMON    166764100     258      3243    SH          DEFINED      3      3243       0        0
CHEVRON CORP                      COMMON    166764100    25051    314637   SH          DEFINED      5     299047      0      15589
CHEVRON CORP                      COMMON    166764100    10462    131400   SH          DEFINED    5,14    131400      0        0
CHEVRON CORP                      COMMON    166764100     995      12500   SH          DEFINED      6     12500       0        0
CHEVRON CORP                      COMMON    166764100    8990     112908   SH          DEFINED      7     112908      0        0
CHEVRON CORP                      COMMON    166764100    79167    994315   SH          DEFINED      8     953362    40953      0
CHEVRON CORP                      COMMON    166764100    10860    136400   SH          DEFINED    8,14    136400      0        0
CHEVRON CORP                      COMMON    166764100    4236      53200   SH          DEFINED      9     53200       0        0
CHEVRON CORP                      COMMON    166764100    2190      27500   SH          DEFINED    9,14      0         0      27500
CHICAGO BRIDGE & IRON-NY SHR      COMMON    167250109     222      10491   SH          DEFINED     20     10491       0        0
CHICAGO BRIDGE & IRON-NY SHR      COMMON    167250109     130      6150    SH          DEFINED      5       0         0      6150
CHICO'S FAS INC                   COMMON    168615102     15       1100    SH          DEFINED     13      1100       0        0
CHICO'S FAS INC                   COMMON    168615102    3058     223700   SH          DEFINED     14     92200       0     130500
CHICO'S FAS INC                   COMMON    168615102     15       1100    SH          DEFINED    17,14     0         0      1100
CHICO'S FAS INC                   COMMON    168615102      3        200    SH          DEFINED     19       0         0       200
CHICO'S FAS INC                   COMMON    168615102    1461     106852   SH          DEFINED     20     106852      0        0
CHICO'S FAS INC                   COMMON    168615102      8        597    SH          DEFINED     21      597        0        0
CHICO'S FAS INC                   COMMON    168615102     151      11077   SH          DEFINED      5       0         0      11077
CHICO'S FAS INC                   COMMON    168615102     235      17200   SH          DEFINED    5,14    17200       0        0
CHICO'S FAS INC                   COMMON    168615102     413      30200   SH          DEFINED      8     30200       0        0
CHICO'S FAS INC                   COMMON    168615102     118      8600    SH          DEFINED    8,17     8600       0        0
CHILDREN'S PLACE                  COMMON    168905107     206      6289    SH          DEFINED     20      6289       0        0
CHIMERA INVESTMENT CORP           COMMON    16934Q109    11439    2881380  SH          DEFINED     14    1832980      0     855700
CHIMERA INVESTMENT CORP           COMMON    16934Q109      3        790    SH          DEFINED      5       0         0       790
CHIMERA INVESTMENT CORP           COMMON    16934Q109     447     112600   SH          DEFINED    5,14    112600      0        0
CHIMERA INVESTMENT CORP           COMMON    16934Q109     582     146500   SH          DEFINED      8     146500      0        0
CHIMERA INVESTMENT CORP           COMMON    16934Q109     166      41800   SH          DEFINED    8,17    41800       0        0
CHINA ADVANCED CONSTRUCTION MA    COMMON    169365103     195      26100   SH          DEFINED     20     26100       0        0
CHINA AGRITECH INC                COMMON    16937A200     715      25564   SH          DEFINED     20     25564       0        0
CHINA ARCHITECTURAL ENGINEER      COMMON    16937S102     137     111330   SH          DEFINED     20     111330      0        0
CHINA AUTO LOGISTICS INC          COMMON    16936J103     189      37872   SH          DEFINED     20     37872       0        0
CHINA AUTOMOTIVE SYSTEMS INC      COMMON    16936R105    1344      56470   SH          DEFINED     20     56470       0        0
CHINA BAK BATTERY INC             COMMON    16936Y100    5447     1911103  SH          DEFINED     20    1911103      0        0
CHINA BAK BATTERY INC             COMMON    16936Y100      6       1962    SH          DEFINED     21      1962       0        0
CHINA BIOLOGIC PRODUCTS INC       COMMON    16938C106     616      47350   SH          DEFINED     20     47350       0        0
CHINA DIGITAL TV HOLDING-ADR      COMMON    16938G107     728     119594   SH          DEFINED     20     119594      0        0
CHINA DISTANCE EDU HLDGS ADR      COMMON    16944W104     463      72534   SH          DEFINED     20     72534       0        0
CHINA EASTN AIRLS LTD ADR         COMMON    16937R104    7035     200300   SH          DEFINED     20     200300      0        0
CHINA EASTN AIRLS LTD ADR         COMMON    16937R104     10        278    SH          DEFINED      5       0         0       278
CHINA FINANCE ONLINE CO-ADR       COMMON    169379104     354      48444   SH          DEFINED     20     48444       0        0
CHINA FIRE & SECURITY GROUP       COMMON    16938R103     917      63572   SH          DEFINED     20     63572       0        0
CHINA FUND INC CEF                COMMON    169373107     44       1558    SH          DEFINED     19       0         0      1558
CHINA FUND INC CEF                COMMON    169373107     85       3000    SH          DEFINED      5      3000       0        0
CHINA GREEN AGRICULTURE INC CG    COMMON    16943W105    1144      70073   SH          DEFINED     20     70073       0        0
CHINA GRENTECH CORP LTD-ADR       COMMON    16938P107     178      50336   SH          DEFINED     20     50336       0        0
CHINA HOUSING & LAND DEVELOP      COMMON    16939V103     402      97289   SH          DEFINED     20     97289       0        0
CHINA INFORMATION SECURITY        COMMON    16944F101     760     122365   SH          DEFINED     20     122365      0        0
CHINA INFRASTRUCTURE INVESTMEN    COMMON    16944H107     549     167236   SH          DEFINED     20     167236      0        0
CHINA INTEGRATED ENERGY INC       COMMON    16948P105     517      68079   SH          DEFINED     20     68079       0        0
CHINA LIFE INSURANCE CO- ADR      COMMON    16939P106     266      3500    SH          DEFINED     19       0         0      3500
CHINA LIFE INSURANCE CO- ADR      COMMON    16939P106    59670    783684   SH          DEFINED     20     783684      0        0
CHINA LIFE INSURANCE CO- ADR      COMMON    16939P106      1        15     SH          DEFINED      5       15        0        0
CHINA MARINE FOOD GROUP LTD       COMMON    16943R106     347      48176   SH          DEFINED     20     48176       0        0
CHINA MASS MEDIA CORP             COMMON    169418100     131      49918   SH          DEFINED     20     49918       0        0
CHINA MEDIAEXPRESS HOLDINGS IN    COMMON    169442100     536      49998   SH          DEFINED     20     49998       0        0
CHINA MEDICAL TECH - SPON ADR     COMMON    169483104     946      67309   SH          DEFINED     20     67309       0        0
CHINA MOBILE LTD SP ADR           COMMON    16941M109      0         5     SH          DEFINED     11       5         0        0
CHINA MOBILE LTD SP ADR           COMMON    16941M109     87       1850    SH          DEFINED     19       0         0      1850
CHINA MOBILE LTD SP ADR           COMMON    16941M109    68541    1452448  SH          DEFINED     20    1452448      0        0
CHINA MOBILE LTD SP ADR           COMMON    16941M109      8        170    SH          DEFINED      5      170        0        0
CHINA NATURAL GAS INC             COMMON    168910206     602      54114   SH          DEFINED     20     54114       0        0
CHINA NATURAL RESOURCES INC       COMMON    G2110U109     485      41082   SH          DEFINED     20     41082       0        0
CHINA NEPSTAR CHAIN DRUG-ADR      COMMON    16943C109    1622     217713   SH          DEFINED     20     217713      0        0
CHINA NORTHEAST PETROLEUM HOLD    COMMON    16941G102     593      54043   SH          DEFINED     20     54043       0        0
CHINA NUTRIFRUIT GROUP LTD        COMMON    16944U108     313      75519   SH          DEFINED     20     75519       0        0
CHINA PETROLEUM & CHEMICAL ADR    COMMON    16941R108    33137    376259   SH          DEFINED     20     376259      0        0
CHINA PHARMA HOLDINGS INC         COMMON    16941T104     340      88382   SH          DEFINED     20     88382       0        0
CHINA PRECISION STEEL INC         COMMON    16941J106     221      97337   SH          DEFINED     20     97337       0        0
CHINA REAL ESTATE INFORMATION     COMMON    16948Q103    2778     259625   SH          DEFINED     20     259625      0        0
CHINA RITAR POWER CORP            COMMON    169423100     194      40387   SH          DEFINED     20     40387       0        0
CHINA SECURITY & SURVEILLANCE     COMMON    16942J105    1179     141861   SH          DEFINED     20     141861      0        0
CHINA SKY ONE MEDICAL INC         COMMON    16941P102     834      34925   SH          DEFINED     20     34925       0        0
CHINA SOUTHN AIRLS LTD ADR        COMMON    169409109    5160     334621   SH          DEFINED     20     334621      0        0
CHINA SOUTHN AIRLS LTD ADR        COMMON    169409109      7        465    SH          DEFINED      5       0         0       465
CHINA SUNERGY CO LTD-ADR          COMMON    16942X104     432      93510   SH          DEFINED     20     93510       0        0
CHINA TECHFAITH WIRELESS-ADR      COMMON    169424108     278      90602   SH          DEFINED     20     90602       0        0
CHINA TECHNOLOGY DEVELOPMENT      COMMON    G84384109     66       24134   SH          DEFINED     20     24134       0        0
CHINA TELECOM CORP LTD - ADR      COMMON    169426103      1        20     SH          DEFINED     11       20        0        0
CHINA TELECOM CORP LTD - ADR      COMMON    169426103    27924    674168   SH          DEFINED     20     674168      0        0
CHINA TRANSINFO TECHNOLOGY COR    COMMON    169453107     383      46936   SH          DEFINED     20     46936       0        0
CHINA UNICOM LTD ADR              COMMON    16945R104    35530    2671411  SH          DEFINED     20    2671411      0        0
CHINA VALVES TECHNOLOGY INC       COMMON    169476207     620      65627   SH          DEFINED     20     65627       0        0
CHINA XD PLASTICS CO LTD          COMMON    16948F107     686      85311   SH          DEFINED     20     85311       0        0
CHINA YUCHAI INTL LTD             COMMON    G21082105    1942     131768   SH          DEFINED     20     131768      0        0
CHINA YUCHAI INTL LTD             COMMON    G21082105     37       2482    SH          DEFINED     21      2482       0        0
CHINA-BIOTICS INC                 COMMON    16937B109     708      46849   SH          DEFINED     20     46849       0        0
CHINACAST EDUCATION CORP          COMMON    16946T109     874     109085   SH          DEFINED     20     109085      0        0
CHINAEDU CORP-ADR                 COMMON    16945L107     299      40718   SH          DEFINED     20     40718       0        0
CHINDEX INTERNATIONAL INC         COMMON    169467107     683      46185   SH          DEFINED     20     46185       0        0
CHIPMOS TECHNOLOGIES BERMUDA      COMMON    G2110R106     240     337783   SH          DEFINED     20     337783      0        0
CHIPOTLE MEXICAN GRILL INC        COMMON    169656105      7        78     SH          DEFINED     19       0         0       78
CHIPOTLE MEXICAN GRILL INC        COMMON    169656105     134      1506    SH          DEFINED     20      1506       0        0
CHIPOTLE MEXICAN GRILL INC        COMMON    169656105     285      3200    SH          DEFINED      5      3200       0        0
CHIQUITA BRANDS INTL              COMMON    170032809    2200     120240   SH          DEFINED     20     120240      0        0
CHIQUITA BRANDS INTL              COMMON    170032809     11        598    SH          DEFINED     21      598        0        0
CHOICE HOTELS INTL INC            COMMON    169905106    19897    618304   SH          DEFINED      1     618304      0        0
CHOICE HOTELS INTL INC            COMMON    169905106     568      17662   SH          DEFINED    13,2      0         0      17662
CHOICE HOTELS INTL INC            COMMON    169905106    2964      92100   SH          DEFINED     14     65500       0      14700
CHOICE HOTELS INTL INC            COMMON    169905106    9232     286899   SH          DEFINED      2     286899      0        0
CHOICE HOTELS INTL INC            COMMON    169905106     76       2348    SH          DEFINED     20      2348       0        0
CHOICE HOTELS INTL INC            COMMON    169905106     14        438    SH          DEFINED      5       0         0       438
CHRISTOPHER & BANKS CORP          COMMON    171046105     187      25028   SH          DEFINED     20     25028       0        0
CHUBB CORP                        COMMON    171232101    19470    398724   SH          DEFINED      1     398724      0        0
CHUBB CORP                        COMMON    171232101    1870      38300   SH          DEFINED    1,14    38300       0        0
CHUBB CORP                        COMMON    171232101     126      2584    SH          DEFINED     11      2584       0        0
CHUBB CORP                        COMMON    171232101     53       1078    SH          DEFINED     13      1078       0        0
CHUBB CORP                        COMMON    171232101     53       1078    SH          DEFINED    13,2     1078       0        0
CHUBB CORP                        COMMON    171232101     952      19493   SH          DEFINED     14     15943       0      2150
CHUBB CORP                        COMMON    171232101     269      5500    SH          DEFINED    14,7      0         0      5500
CHUBB CORP                        COMMON    171232101    5563     113928   SH          DEFINED     19     26300       0      87628
CHUBB CORP                        COMMON    171232101    12616    258372   SH          DEFINED     20     258372      0        0
CHUBB CORP                        COMMON    171232101     45        919    SH          DEFINED    20,14    919        0        0
CHUBB CORP                        COMMON    171232101     399      8178    SH          DEFINED     21      8178       0        0
CHUBB CORP                        COMMON    171232101    1504      30796   SH          DEFINED     3,1    30796       0        0
CHUBB CORP                        COMMON    171232101    1481      30337   SH          DEFINED      5     28779       0      1558
CHUBB CORP                        COMMON    171232101     373      7632    SH          DEFINED      7      7632       0        0
CHUBB CORP                        COMMON    171232101     180      3696    SH          DEFINED      8      3696       0        0
CHUNGHWA TELECOM LTD-ADR          COMMON    17133Q403    11895    632033   SH          DEFINED     20     632033      0        0
CHUNGHWA TELECOM LTD-ADR          COMMON    17133Q403    2922     155262   SH          DEFINED      8     155262      0        0
CHURCH & DWIGHT CO INC            COMMON    171340102    19215    317558   SH          DEFINED      1     317558      0        0
CHURCH & DWIGHT CO INC            COMMON    171340102     190      3148    SH          DEFINED     19      402        0      2746
CHURCH & DWIGHT CO INC            COMMON    171340102    12640    208888   SH          DEFINED      2     208888      0        0
CHURCH & DWIGHT CO INC            COMMON    171340102     745      12320   SH          DEFINED     20     12320       0        0
CHURCH & DWIGHT CO INC            COMMON    171340102      3        50     SH          DEFINED     21       50        0        0
CHURCH & DWIGHT CO INC            COMMON    171340102    1384      22871   SH          DEFINED      5     19054       0      3817
CHURCHILL DOWNS INC               COMMON    171484108     11        291    SH          DEFINED     19       0         0       291
CHURCHILL DOWNS INC               COMMON    171484108     134      3575    SH          DEFINED     20      3575       0        0
CIA SANEAMENTO BASICO DE-ADR      COMMON    20441A102    20017    511681   SH          DEFINED     20     511681      0        0
CIA SANEAMENTO BASICO DE-ADR      COMMON    20441A102      2        59     SH          DEFINED      5       59        0        0
CIBER INC                         COMMON    17163B102    1455     421600   SH          DEFINED     14     217900      0     203700
CIBER INC                         COMMON    17163B102     228      65991   SH          DEFINED     20     65991       0        0
CIBER INC                         COMMON    17163B102     158      45800   SH          DEFINED    5,14    45800       0        0
CIBER INC                         COMMON    17163B102     111      32200   SH          DEFINED      8     32200       0        0
CIBER INC                         COMMON    17163B102     32       9200    SH          DEFINED    8,17     9200       0        0
CIENA CORP                        COMMON    171779309     187      15737   SH          DEFINED     20     15737       0        0
CIENA CORP                        COMMON    171779309     22       1850    SH          DEFINED      5      1680       0       170
CIGNA CORP                        COMMON    125509109    10939    295818   SH          DEFINED      1     295818      0        0
CIGNA CORP                        COMMON    125509109     48       1300    SH          DEFINED    1,14     1300       0        0
CIGNA CORP                        COMMON    125509109     298      8050    SH          DEFINED     14      5950       0      1300
CIGNA CORP                        COMMON    125509109     144      3900    SH          DEFINED    14,7      0         0      3900
CIGNA CORP                        COMMON    125509109    1743      47130   SH          DEFINED    17,1      0         0      47130
CIGNA CORP                        COMMON    125509109     807      21820   SH          DEFINED     19       0         0      21820
CIGNA CORP                        COMMON    125509109     831      22461   SH          DEFINED     20     22461       0        0
CIGNA CORP                        COMMON    125509109     46       1231    SH          DEFINED     21      1231       0        0
CIGNA CORP                        COMMON    125509109     11        294    SH          DEFINED      5       0         0       294
CIGNA CORP                        COMMON    125509109     613      16577   SH          DEFINED      7     16577       0        0
CIGNA CORP                        COMMON    125509109     917      24786   SH          DEFINED      8     24786       0        0
CIMAREX ENERGY CO                 COMMON    171798101      3        60     SH          DEFINED     19       25        0       35
CIMAREX ENERGY CO                 COMMON    171798101     220      3990    SH          DEFINED     20      3990       0        0
CIMAREX ENERGY CO                 COMMON    171798101     13        239    SH          DEFINED     21      239        0        0
CIMAREX ENERGY CO                 COMMON    171798101      6        102    SH          DEFINED      5       0         0       102
CIMAREX ENERGY CO                 COMMON    171798101     253      4600    SH          DEFINED      7      4600       0        0
CINCINNATI BELL INC               COMMON    171871106    7590     2096723  SH          DEFINED      1    2096723      0        0
CINCINNATI BELL INC               COMMON    171871106    2989     825700   SH          DEFINED     14     388100      0     368800
CINCINNATI BELL INC               COMMON    171871106    3452     953634   SH          DEFINED      2     404365      0     549269
CINCINNATI BELL INC               COMMON    171871106     737     203518   SH          DEFINED     20     203518      0        0
CINCINNATI BELL INC               COMMON    171871106     146      40300   SH          DEFINED    5,14    40300       0        0
CINCINNATI FINANCIAL CORP         COMMON    172062101    3931     148298   SH          DEFINED     20     148298      0        0
CINCINNATI FINANCIAL CORP         COMMON    172062101     16        620    SH          DEFINED     21      620        0        0
CINCINNATI FINANCIAL CORP         COMMON    172062101     11        407    SH          DEFINED      5       0         0       407
CINCINNATI FINANCIAL CORP         COMMON    172062101     185      6985    SH          DEFINED      7      6985       0        0
CINEMARK HOLDINGS INC             COMMON    17243V102     26       1789    SH          DEFINED     20      1789       0        0
CINEMARK HOLDINGS INC             COMMON    17243V102      1        97     SH          DEFINED     21       97        0        0
CINTAS CORP                       COMMON    172908105     571      21660   SH          DEFINED     14     19160       0      1500
CINTAS CORP                       COMMON    172908105     145      5500    SH          DEFINED    14,7      0         0      5500
CINTAS CORP                       COMMON    172908105    53504    2030518  SH          DEFINED     20    2030518      0        0
CINTAS CORP                       COMMON    172908105    1972      74854   SH          DEFINED     21     74854       0        0
CINTAS CORP                       COMMON    172908105      5        192    SH          DEFINED      5       0         0       192
CIRCOR INTERNATIONAL INC          COMMON    17273K109     88       3464    SH          DEFINED     20      3464       0        0
CIRRUS LOGIC INC                  COMMON    172755100    3948     574600   SH          DEFINED     14     263000      0     311600
CIRRUS LOGIC INC                  COMMON    172755100    1177     171299   SH          DEFINED     20     171299      0        0
CIRRUS LOGIC INC                  COMMON    172755100     374      54400   SH          DEFINED    5,14    54400       0        0
CIRRUS LOGIC INC                  COMMON    172755100     611      88900   SH          DEFINED      8     88900       0        0
CIRRUS LOGIC INC                  COMMON    172755100     174      25300   SH          DEFINED    8,17    25300       0        0
CISCO SYSTEMS INC                 COMMON    17275R102   249359     1E+07   SH          DEFINED      1    10144786     0        0
CISCO SYSTEMS INC                 COMMON    17275R102     876      35658   SH          DEFINED     1,3    35658       0        0
CISCO SYSTEMS INC                 COMMON    17275R102     794      32300   SH          DEFINED     1,8    32300       0        0
CISCO SYSTEMS INC                 COMMON    17275R102     214      8700    SH          DEFINED    10,14    8700       0        0
CISCO SYSTEMS INC                 COMMON    17275R102     210      8562    SH          DEFINED     11      8562       0        0
CISCO SYSTEMS INC                 COMMON    17275R102     71       2903    SH          DEFINED     13      2903       0        0
CISCO SYSTEMS INC                 COMMON    17275R102     71       2903    SH          DEFINED    13,2     2903       0        0
CISCO SYSTEMS INC                 COMMON    17275R102    13308    541425   SH          DEFINED     14     442025      0      70500
CISCO SYSTEMS INC                 COMMON    17275R102    3689     150100   SH          DEFINED    14,7      0         0     150100
CISCO SYSTEMS INC                 COMMON    17275R102    2291      93200   SH          DEFINED     15     93200       0        0
CISCO SYSTEMS INC                 COMMON    17275R102    1198      48734   SH          DEFINED     16     48734       0        0
CISCO SYSTEMS INC                 COMMON    17275R102    3179     129346   SH          DEFINED    16,3    129346      0        0
CISCO SYSTEMS INC                 COMMON    17275R102    2979     121202   SH          DEFINED    17,1    121202      0        0
CISCO SYSTEMS INC                 COMMON    17275R102     202      8200    SH          DEFINED    17,14     0         0        0
CISCO SYSTEMS INC                 COMMON    17275R102    2182      88765   SH          DEFINED    17,3    88765       0        0
CISCO SYSTEMS INC                 COMMON    17275R102    1963      79857   SH          DEFINED     18     79857       0        0
CISCO SYSTEMS INC                 COMMON    17275R102    53694    2184479  SH          DEFINED     19     308261      0     1876218
CISCO SYSTEMS INC                 COMMON    17275R102    18522    753552   SH          DEFINED      2     753552      0        0
CISCO SYSTEMS INC                 COMMON    17275R102   567441    2.3E+07  SH          DEFINED     20    23085488     0        0
CISCO SYSTEMS INC                 COMMON    17275R102    20718    842863   SH          DEFINED     21     842863      0        0
CISCO SYSTEMS INC                 COMMON    17275R102   359523    1.5E+07  SH          DEFINED      3    14626668     0        0
CISCO SYSTEMS INC                 COMMON    17275R102    2037      82891   SH          DEFINED     3,1    82891       0        0
CISCO SYSTEMS INC                 COMMON    17275R102     97       3953    SH          DEFINED      4      3953       0        0
CISCO SYSTEMS INC                 COMMON    17275R102    24697    1004751  SH          DEFINED      5     811999      0     192752
CISCO SYSTEMS INC                 COMMON    17275R102     687      27950   SH          DEFINED      6     27950       0        0
CISCO SYSTEMS INC                 COMMON    17275R102    5964     242628   SH          DEFINED      7     242628      0        0
CISCO SYSTEMS INC                 COMMON    17275R102    47488    1931974  SH          DEFINED      8    1931974      0        0
CISCO SYSTEMS INC                 COMMON    17275R102     452      18400   SH          DEFINED    8,14    18400       0        0
CISCO SYSTEMS INC                 COMMON    17275R102     218      8881    SH          DEFINED     8,2     8881       0        0
CISCO SYSTEMS INC                 COMMON    17275R102    2087      84916   SH          DEFINED      9     84916       0        0
CITI TRENDS INC                   COMMON    17306X102    5833     210357   SH          DEFINED      1     210357      0        0
CITI TRENDS INC                   COMMON    17306X102    2693      97120   SH          DEFINED      2     40902       0      56218
CITI TRENDS INC                   COMMON    17306X102     166      6004    SH          DEFINED     20      6004       0        0
CITIGROUP INC                     COMMON    172967101    35508     1E+07   SH          DEFINED      1    10059039     0        0
CITIGROUP INC                     COMMON    172967101    3671     1039880  SH          DEFINED     14     872980      0      97000
CITIGROUP INC                     COMMON    172967101     946     268100   SH          DEFINED    14,7      0         0     268100
CITIGROUP INC                     COMMON    172967101     24       6800    SH          DEFINED     18      6800       0        0
CITIGROUP INC                     COMMON    172967101     231      65452   SH          DEFINED     19     10280       0      55172
CITIGROUP INC                     COMMON    172967101    20882    5915514  SH          DEFINED     20    5915514      0        0
CITIGROUP INC                     COMMON    172967101    1314     372195   SH          DEFINED     21     372195      0        0
CITIGROUP INC                     COMMON    172967101     457     129410   SH          DEFINED      4     129410      0        0
CITIGROUP INC                     COMMON    172967101     190      53873   SH          DEFINED      5     42758       0      11115
CITIGROUP INC                     COMMON    172967101    1127     319299   SH          DEFINED      7     319299      0        0
CITIGROUP INC                     COMMON    172967101    1909     540713   SH          DEFINED      8     520713    20000      0
CITIGROUP INC 7.5 12-12           CONVERT   172967416     142      1300    SH          DEFINED     19      300        0      1000
CITIGROUP INC 7.5 12-12           CONVERT   172967416    71175    650000   SH          DEFINED      8     630000    20000      0
CITIZENS INC                      COMMON    174740100     25       3732    SH          DEFINED     20      3732       0        0
CITIZENS REPUBLIC BANCORP INC     COMMON    174420109     428     629585   SH          DEFINED     20     629585      0        0
CITRIX SYSTEMS INC                COMMON    177376100      3        80     SH          DEFINED     19       0         0       80
CITRIX SYSTEMS INC                COMMON    177376100   111011    2589479  SH          DEFINED     20    2589479      0        0
CITRIX SYSTEMS INC                COMMON    177376100    3801      88660   SH          DEFINED     21     88660       0        0
CITRIX SYSTEMS INC                COMMON    177376100      6        144    SH          DEFINED      5       0         0       144
CITRIX SYSTEMS INC                COMMON    177376100     115      2673    SH          DEFINED      7      2673       0        0
CITY BANK LYNNWOOD WA             COMMON    17770A109     49       26654   SH          DEFINED     20     26654       0        0
CITY HOLDING CO                   COMMON    177835105     868      28100   SH          DEFINED     14     23100       0      5000
CITY HOLDING CO                   COMMON    177835105     598      19354   SH          DEFINED     20     19354       0        0
CITY HOLDING CO                   COMMON    177835105     53       1730    SH          DEFINED      5       0         0      1730
CITY HOLDING CO                   COMMON    177835105     102      3300    SH          DEFINED    5,14     3300       0        0
CITY NATIONAL CORP                COMMON    178566105    7789     170029   SH          DEFINED      1     170029      0        0
CITY NATIONAL CORP                COMMON    178566105    7772     169653   SH          DEFINED      2     169653      0        0
CITY NATIONAL CORP                COMMON    178566105     171      3723    SH          DEFINED     20      3723       0        0
CITY NATIONAL CORP                COMMON    178566105      6        122    SH          DEFINED     21      122        0        0
CKE RESTAURANTS INC               COMMON    12561E105    1652     193892   SH          DEFINED     20     193892      0        0
CKX INC                           COMMON    12562M106     37       6658    SH          DEFINED     20      6658       0        0
CLARCOR INC                       COMMON    179895107    2132      64743   SH          DEFINED     20     64743       0        0
CLARCOR INC                       COMMON    179895107     210      6375    SH          DEFINED      5       0         0      6375
CLAYMORE/BNY BRIC ETF             COMMON    18383M100    4012      94500   SH          DEFINED     19      4400       0      90100
CLAYTON WILLIAMS ENERGY INC       COMMON    969490101     39       1019    SH          DEFINED     20      1019       0        0
CLEAN ENERGY FUELS CORP           COMMON    184499101    1740     104483   SH          DEFINED     20     104483      0        0
CLEAN HARBORS INC                 COMMON    184496107     91       1511    SH          DEFINED     20      1511       0        0
CLEAR CHANNEL OUTDOOR CL A        COMMON    18451C109     335      31652   SH          DEFINED     20     31652       0        0
CLEAR CHANNEL OUTDOOR CL A        COMMON    18451C109     20       1894    SH          DEFINED     21      1894       0        0
CLEARWATER PAPER CORP             COMMON    18538R103     560      10100   SH          DEFINED      1     10100       0        0
CLEARWATER PAPER CORP             COMMON    18538R103     41        734    SH          DEFINED     11      734        0        0
CLEARWATER PAPER CORP             COMMON    18538R103    4285      77213   SH          DEFINED     14     57713       0      15300
CLEARWATER PAPER CORP             COMMON    18538R103     477      8600    SH          DEFINED    14,7      0         0      8600
CLEARWATER PAPER CORP             COMMON    18538R103    1576      28394   SH          DEFINED     20     28394       0        0
CLEARWATER PAPER CORP             COMMON    18538R103     183      3300    SH          DEFINED    5,14     3300       0        0
CLEARWATER PAPER CORP             COMMON    18538R103     72       1300    SH          DEFINED      8      1300       0        0
CLEARWATER PAPER CORP             COMMON    18538R103     22        400    SH          DEFINED    8,17     400        0        0
CLEARWIRE CORP-CLASS A            COMMON    18538Q105     170      22363   SH          DEFINED     20     22363       0        0
CLEARWIRE CORP-RIGHTS             COMMON    18538Q139     11       22363   SH          DEFINED     20     22363       0        0
CLECO CORPORATION                 COMMON    12561W105     202      7520    SH          DEFINED     20      7520       0        0
CLECO CORPORATION                 COMMON    12561W105     47       1755    SH          DEFINED      5       0         0      1755
CLICKSOFTWARE TECHNOLOGIES LTD    COMMON    M25082104     131      18708   SH          DEFINED     20     18708       0        0
CLIFFS NATURAL RESOURCES INC      COMMON    18683K101     421      8594    SH          DEFINED     20      8594       0        0
CLIFFS NATURAL RESOURCES INC      COMMON    18683K101      9        191    SH          DEFINED     21      191        0        0
CLIFFS NATURAL RESOURCES INC      COMMON    18683K101     64       1314    SH          DEFINED      5       0         0      1314
CLIFFS NATURAL RESOURCES INC      COMMON    18683K101     275      5615    SH          DEFINED      7      5615       0        0
CLIFTON SAVINGS BANCORP           COMMON    18712Q103      1        103    SH          DEFINED     20      103        0        0
CLINICAL DATA INC                 COMMON    18725U109      3        150    SH          DEFINED     20      150        0        0
CLOROX COMPANY                    COMMON    189054109     286      4600    SH          DEFINED     14      3700       0       500
CLOROX COMPANY                    COMMON    189054109     199      3200    SH          DEFINED    14,7      0         0      3200
CLOROX COMPANY                    COMMON    189054109     127      2050    SH          DEFINED     19       0         0      2050
CLOROX COMPANY                    COMMON    189054109     582      9380    SH          DEFINED     20      9380       0        0
CLOROX COMPANY                    COMMON    189054109     10        165    SH          DEFINED     21      165        0        0
CLOROX COMPANY                    COMMON    189054109     303      4883    SH          DEFINED      5      4800       0       83
CLOROX COMPANY                    COMMON    189054109     238      3837    SH          DEFINED      7      3837       0        0
CLOROX COMPANY                    COMMON    189054109     109      1749    SH          DEFINED      8      1749       0        0
CME GROUP INC                     COMMON    12572Q105    49575    144900   SH          DEFINED      1     144900      0        0
CME GROUP INC                     COMMON    12572Q105     34        100    SH          DEFINED     13      100        0        0
CME GROUP INC                     COMMON    12572Q105     34        100    SH          DEFINED    13,2     100        0        0
CME GROUP INC                     COMMON    12572Q105     269       785    SH          DEFINED     14      725        0        0
CME GROUP INC                     COMMON    12572Q105    7517      21970   SH          DEFINED     19      3857       0      18113
CME GROUP INC                     COMMON    12572Q105    1806      5278    SH          DEFINED      2      5278       0        0
CME GROUP INC                     COMMON    12572Q105     734      2146    SH          DEFINED     20      2146       0        0
CME GROUP INC                     COMMON    12572Q105     25        72     SH          DEFINED     21       72        0        0
CME GROUP INC                     COMMON    12572Q105     983      2874    SH          DEFINED     3,1     2874       0        0
CME GROUP INC                     COMMON    12572Q105    8244      24097   SH          DEFINED      5     16517       0      7580
CME GROUP INC                     COMMON    12572Q105     301       879    SH          DEFINED      7      879        0        0
CME GROUP INC                     COMMON    12572Q105     120       350    SH          DEFINED     8,2     350        0        0
CMS ENERGY CORP                   COMMON    125896100    14228    903950   SH          DEFINED      1     903950      0        0
CMS ENERGY CORP                   COMMON    125896100     231      14684   SH          DEFINED     20     14684       0        0
CMS ENERGY CORP                   COMMON    125896100     11        680    SH          DEFINED     21      680        0        0
CMS ENERGY CORP                   COMMON    125896100     389      24693   SH          DEFINED      5       0         0      24693
CNA FINANCIAL CORP                COMMON    126117100      2        74     SH          DEFINED     19       0         0       74
CNA FINANCIAL CORP                COMMON    126117100     912      37255   SH          DEFINED     20     37255       0        0
CNA FINANCIAL CORP                COMMON    126117100      4        182    SH          DEFINED     21      182        0        0
CNA SURETY CORPORATION            COMMON    12612L108    2426     164254   SH          DEFINED     20     164254      0        0
CNA SURETY CORPORATION            COMMON    12612L108     87       5900    SH          DEFINED     21      5900       0        0
CNH GLOBAL N.V.                   COMMON    N20935206      4        160    SH          DEFINED     20      160        0        0
CNINSURE INC-ADR                  COMMON    18976M103    2124     100389   SH          DEFINED     20     100389      0        0
CNINSURE INC-ADR                  COMMON    18976M103     119      5616    SH          DEFINED      6      5616       0        0
CNOOC LTD- ADR                    COMMON    126132109    12754     76600   SH          DEFINED      1     76600       0        0
CNOOC LTD- ADR                    COMMON    126132109     392      2353    SH          DEFINED     11      2353       0        0
CNOOC LTD- ADR                    COMMON    126132109     54        325    SH          DEFINED     19       0         0       325
CNOOC LTD- ADR                    COMMON    126132109    43216    259553   SH          DEFINED     20     259553      0        0
CNOOC LTD- ADR                    COMMON    126132109    37895    227599   SH          DEFINED      4     227599      0        0
CNOOC LTD- ADR                    COMMON    126132109      1         5     SH          DEFINED      5       5         0        0
CNX GAS CORP                      COMMON    12618H309    1701      54985   SH          DEFINED     20     54985       0        0
CNX GAS CORP                      COMMON    12618H309      1        24     SH          DEFINED     21       24        0        0
COACH INC                         COMMON    189754104    39019    1061729  SH          DEFINED      1    1061729      0        0
COACH INC                         COMMON    189754104    28516    775945   SH          DEFINED     11     181595      0     594350
COACH INC                         COMMON    189754104     870      23674   SH          DEFINED    13,2      0         0      23674
COACH INC                         COMMON    189754104     992      26997   SH          DEFINED     14     25097       0        0
COACH INC                         COMMON    189754104     28        759    SH          DEFINED    16,11    759        0        0
COACH INC                         COMMON    189754104    3744     101864   SH          DEFINED    16,14   85038       0      16826
COACH INC                         COMMON    189754104    3229      87867   SH          DEFINED     19      500        0      87367
COACH INC                         COMMON    189754104    2268      61722   SH          DEFINED      2      7741       0      53981
COACH INC                         COMMON    189754104    12108    329481   SH          DEFINED     20     329481      0        0
COACH INC                         COMMON    189754104     456      12401   SH          DEFINED     21     12401       0        0
COACH INC                         COMMON    189754104     167      4557    SH          DEFINED      3      4557       0        0
COACH INC                         COMMON    189754104     79       2140    SH          DEFINED      5       0         0      2140
COACH INC                         COMMON    189754104     273      7416    SH          DEFINED      7      7416       0        0
COACH INC                         COMMON    189754104     425      11559   SH          DEFINED      8     11559       0        0
COBIZ FINANCIAL INC               COMMON    190897108     38       8459    SH          DEFINED     20      8459       0        0
COCA COLA HELLENIC BTLNG-ADS      COMMON    1912EP104     104      4515    SH          DEFINED     20      4515       0        0
COCA COLA HELLENIC BTLNG-ADS      COMMON    1912EP104    11095    479662   SH          DEFINED      4     479662      0        0
COCA-COLA BOTTLING CO CONSOL      COMMON    191098102     303      5800    SH          DEFINED     14      5800       0        0
COCA-COLA BOTTLING CO CONSOL      COMMON    191098102    1964      37588   SH          DEFINED     20     37588       0        0
COCA-COLA BOTTLING CO CONSOL      COMMON    191098102     37        700    SH          DEFINED    5,14     700        0        0
COCA-COLA COMPANY                 COMMON    191216100    28150    499561   SH          DEFINED      1     499561      0        0
COCA-COLA COMPANY                 COMMON    191216100     34        600    SH          DEFINED     10      600        0        0
COCA-COLA COMPANY                 COMMON    191216100     580      10300   SH          DEFINED    10,14   10300       0        0
COCA-COLA COMPANY                 COMMON    191216100     73       1291    SH          DEFINED     11      1291       0        0
COCA-COLA COMPANY                 COMMON    191216100     561      9960    SH          DEFINED    13,2      0         0      9960
COCA-COLA COMPANY                 COMMON    191216100    31483    558713   SH          DEFINED     14     371663      0     154650
COCA-COLA COMPANY                 COMMON    191216100     85       1500    SH          DEFINED    14,13     0         0      1500
COCA-COLA COMPANY                 COMMON    191216100    6706     119000   SH          DEFINED    14,7      0         0     119000
COCA-COLA COMPANY                 COMMON    191216100     124      2204    SH          DEFINED     16      2204       0        0
COCA-COLA COMPANY                 COMMON    191216100     485      8600    SH          DEFINED    17,14     0         0        0
COCA-COLA COMPANY                 COMMON    191216100    13355    236998   SH          DEFINED     19     121369      0     115629
COCA-COLA COMPANY                 COMMON    191216100    11670    207090   SH          DEFINED     20     207090      0        0
COCA-COLA COMPANY                 COMMON    191216100     125      2211    SH          DEFINED     21      2211       0        0
COCA-COLA COMPANY                 COMMON    191216100    23173    411228   SH          DEFINED      5     356406      0      54822
COCA-COLA COMPANY                 COMMON    191216100     180      3200    SH          DEFINED    5,14     3200       0        0
COCA-COLA COMPANY                 COMMON    191216100    1335      23700   SH          DEFINED      6     23700       0        0
COCA-COLA COMPANY                 COMMON    191216100    5056      89733   SH          DEFINED      7     89733       0        0
COCA-COLA COMPANY                 COMMON    191216100    13944    247461   SH          DEFINED      8     247461      0        0
COCA-COLA COMPANY                 COMMON    191216100    2541      45100   SH          DEFINED    8,14    45100       0        0
COCA-COLA COMPANY                 COMMON    191216100     39        700    SH          DEFINED    9,14      0         0       700
COCA-COLA ENTERPRISES             COMMON    191219104     884      40700   SH          DEFINED     10     40700       0        0
COCA-COLA ENTERPRISES             COMMON    191219104    1162      53500   SH          DEFINED    10,14   53500       0        0
COCA-COLA ENTERPRISES             COMMON    191219104     52       2400    SH          DEFINED     13      2400       0        0
COCA-COLA ENTERPRISES             COMMON    191219104    80631    3712270  SH          DEFINED     14    2471270      0     1064200
COCA-COLA ENTERPRISES             COMMON    191219104    2170      99900   SH          DEFINED    14,13     0         0      99900
COCA-COLA ENTERPRISES             COMMON    191219104    4939     227400   SH          DEFINED    14,7      0         0     227400
COCA-COLA ENTERPRISES             COMMON    191219104     85       3900    SH          DEFINED    17,14     0         0      2400
COCA-COLA ENTERPRISES             COMMON    191219104    11386    524225   SH          DEFINED     20     524225      0        0
COCA-COLA ENTERPRISES             COMMON    191219104     156      7167    SH          DEFINED     21      7167       0        0
COCA-COLA ENTERPRISES             COMMON    191219104     523      24097   SH          DEFINED      5     23513       0       584
COCA-COLA ENTERPRISES             COMMON    191219104    4867     224100   SH          DEFINED    5,14    224100      0        0
COCA-COLA ENTERPRISES             COMMON    191219104    1279      58900   SH          DEFINED      7     58900       0        0
COCA-COLA ENTERPRISES             COMMON    191219104    1006      46300   SH          DEFINED      8     46300       0        0
COCA-COLA ENTERPRISES             COMMON    191219104    4983     229400   SH          DEFINED    8,14    229400      0        0
COCA-COLA ENTERPRISES             COMMON    191219104    1021      47000   SH          DEFINED    9,14      0         0      47000
COCA-COLA FEMSA SAB DE CV ADR     COMMON    191241108      2        24     SH          DEFINED      5       24        0        0
COEUR D ALENE MINES CORP          COMMON    192108504    4639     243500   SH          DEFINED      1     243500      0        0
COEUR D ALENE MINES CORP          COMMON    192108504      1        50     SH          DEFINED     19       0         0       50
COEUR D ALENE MINES CORP          COMMON    192108504     191      10028   SH          DEFINED     20     10028       0        0
COGDELL SPENCER INC               COMMON    19238U107     172      30400   SH          DEFINED     14     30400       0        0
COGENT COMMUNICATIONS GROUP       COMMON    19239V302    3310     329645   SH          DEFINED     1,3    329645      0        0
COGENT COMMUNICATIONS GROUP       COMMON    19239V302     124      12378   SH          DEFINED    16,3    12378       0        0
COGENT COMMUNICATIONS GROUP       COMMON    19239V302     63       6304    SH          DEFINED     20      6304       0        0
COGENT COMMUNICATIONS GROUP       COMMON    19239V302    1177     117279   SH          DEFINED      3     117279      0        0
COGENT INC                        COMMON    19239Y108    15716    1528765  SH          DEFINED      1    1528765      0        0
COGENT INC                        COMMON    19239Y108     159      15500   SH          DEFINED     14     15500       0        0
COGENT INC                        COMMON    19239Y108     601      58461   SH          DEFINED    17,1    58461       0        0
COGENT INC                        COMMON    19239Y108    9853     958484   SH          DEFINED      2     958484      0        0
COGENT INC                        COMMON    19239Y108     656      63827   SH          DEFINED     20     63827       0        0
COGNEX CORP                       COMMON    192422103     95       5359    SH          DEFINED     20      5359       0        0
COGNIZANT TECH SOLUTIONS CRP      COMMON    192446102   157768    3333365  SH          DEFINED      1    3333365      0        0
COGNIZANT TECH SOLUTIONS CRP      COMMON    192446102      1        15     SH          DEFINED     11       15        0        0
COGNIZANT TECH SOLUTIONS CRP      COMMON    192446102    2513      53100   SH          DEFINED     14     36700       0      12800
COGNIZANT TECH SOLUTIONS CRP      COMMON    192446102     275      5800    SH          DEFINED    14,7      0         0      5800
COGNIZANT TECH SOLUTIONS CRP      COMMON    192446102     947      20000   SH          DEFINED     15     20000       0        0
COGNIZANT TECH SOLUTIONS CRP      COMMON    192446102    2927      61838   SH          DEFINED    17,1    61838       0        0
COGNIZANT TECH SOLUTIONS CRP      COMMON    192446102    11763    248535   SH          DEFINED     19     27936       0     220599
COGNIZANT TECH SOLUTIONS CRP      COMMON    192446102    16817    355310   SH          DEFINED      2     296355      0      58955
COGNIZANT TECH SOLUTIONS CRP      COMMON    192446102   155181    3278694  SH          DEFINED     20    3278694      0        0
COGNIZANT TECH SOLUTIONS CRP      COMMON    192446102    5541     117073   SH          DEFINED     21     117073      0        0
COGNIZANT TECH SOLUTIONS CRP      COMMON    192446102    8560     180868   SH          DEFINED      3     180868      0        0
COGNIZANT TECH SOLUTIONS CRP      COMMON    192446102     25        522    SH          DEFINED      4      522        0        0
COGNIZANT TECH SOLUTIONS CRP      COMMON    192446102    9908     209329   SH          DEFINED      5     177018      0      32311
COGNIZANT TECH SOLUTIONS CRP      COMMON    192446102     197      4172    SH          DEFINED      7      4172       0        0
COGNIZANT TECH SOLUTIONS CRP      COMMON    192446102     184      3884    SH          DEFINED     8,2     3884       0        0
COGO GROUP INC                    COMMON    192448108     723      95790   SH          DEFINED     20     95790       0        0
COHEN & STEERS INC                COMMON    19247A100     30       1263    SH          DEFINED     20      1263       0        0
COHEN & STEERS INC                COMMON    19247A100     23       1000    SH          DEFINED      5       0         0      1000
COHEN & STEERS QUAL INC RLTY C    COMMON    19247L106    1208     196373   SH          DEFINED    1,14    196373      0        0
COHEN & STEERS QUAL INC RLTY C    COMMON    19247L106     12       2000    SH          DEFINED      5       0         0      2000
COHEN & STEERS TOT RET RLTY CF    COMMON    19247R103      5        500    SH          DEFINED     19       0         0       500
COHERENT INC                      COMMON    192479103    8468     283673   SH          DEFINED      1     283673      0        0
COHERENT INC                      COMMON    192479103    7836     262521   SH          DEFINED      2     262521      0        0
COHERENT INC                      COMMON    192479103     171      5719    SH          DEFINED     20      5719       0        0
COHERENT INC                      COMMON    192479103     128      4300    SH          DEFINED      5       0         0      4300
COHU INC                          COMMON    192576106     274      19631   SH          DEFINED     20     19631       0        0
COINSTAR INC                      COMMON    19259P300     73       2524    SH          DEFINED     20      2524       0        0
COLDWATER CREEK INC               COMMON    193068103     155      31785   SH          DEFINED     20     31785       0        0
COLEMAN CABLE INC                 COMMON    193459302     44       12947   SH          DEFINED     20     12947       0        0
COLFAX CORP                       COMMON    194014106     51       4247    SH          DEFINED     20      4247       0        0
COLGATE-PALMOLIVE CO              COMMON    194162103    34490    412960   SH          DEFINED      1     412960      0        0
COLGATE-PALMOLIVE CO              COMMON    194162103      1         7     SH          DEFINED     11       7         0        0
COLGATE-PALMOLIVE CO              COMMON    194162103    1729      20700   SH          DEFINED     14     16400       0      2300
COLGATE-PALMOLIVE CO              COMMON    194162103     927      11100   SH          DEFINED    14,7      0         0      11100
COLGATE-PALMOLIVE CO              COMMON    194162103    16875    202046   SH          DEFINED     19     28979       0     173067
COLGATE-PALMOLIVE CO              COMMON    194162103    1122      13429   SH          DEFINED      2     13429       0        0
COLGATE-PALMOLIVE CO              COMMON    194162103    12357    147954   SH          DEFINED     20     147954      0        0
COLGATE-PALMOLIVE CO              COMMON    194162103     32        383    SH          DEFINED     21      383        0        0
COLGATE-PALMOLIVE CO              COMMON    194162103    8871     106211   SH          DEFINED      5     100826      0      5385
COLGATE-PALMOLIVE CO              COMMON    194162103     835      10002   SH          DEFINED      7     10002       0        0
COLGATE-PALMOLIVE CO              COMMON    194162103     75        893    SH          DEFINED     8,2     893        0        0
COLLECTIVE BRANDS INC             COMMON    19421W100     114      5110    SH          DEFINED     20      5110       0        0
COLLECTIVE BRANDS INC             COMMON    19421W100      7        296    SH          DEFINED     21      296        0        0
COLONIAL PROPERTIES TRUST         COMMON    195872106    1451     119600   SH          DEFINED     14     119600      0        0
COLONIAL PROPERTIES TRUST         COMMON    195872106     285      23513   SH          DEFINED     20     23513       0        0
COLONIAL PROPERTIES TRUST         COMMON    195872106     47       3900    SH          DEFINED    20,14    3900       0        0
COLONIAL PROPERTIES TRUST         COMMON    195872106     17       1429    SH          DEFINED     21      1429       0        0
COLONIAL PROPERTIES TRUST         COMMON    195872106     180      14800   SH          DEFINED    5,14    14800       0        0
COLUMBIA BANKING SYSTEM INC       COMMON    197236102     240      14874   SH          DEFINED     20     14874       0        0
COLUMBIA BANKING SYSTEM INC       COMMON    197236102     66       4120    SH          DEFINED      5       0         0      4120
COLUMBIA SPORTSWEAR CO            COMMON    198516106    1809      46124   SH          DEFINED     20     46124       0        0
COLUMBUS MCKINNON CORP/NY         COMMON    199333105     96       6642    SH          DEFINED     20      6642       0        0
COMCAST CORP  SPECIAL CL A        COMMON    20030N200     128      8000    SH          DEFINED    10,14    8000       0        0
COMCAST CORP  SPECIAL CL A        COMMON    20030N200    1626     102024   SH          DEFINED     19     21432       0      80592
COMCAST CORP  SPECIAL CL A        COMMON    20030N200     480      30093   SH          DEFINED     20     30093       0        0
COMCAST CORP  SPECIAL CL A        COMMON    20030N200     32       1989    SH          DEFINED     21      1989       0        0
COMCAST CORP  SPECIAL CL A        COMMON    20030N200     250      15660   SH          DEFINED      5      7785       0      7875
COMCAST CORP  SPECIAL CL A        COMMON    20030N200     200      12527   SH          DEFINED      7     12527       0        0
COMCAST CORP  SPECIAL CL A        COMMON    20030N200     825      51765   SH          DEFINED      8     51765       0        0
COMCAST CORP  SPECIAL CL A        COMMON    20030N200     510      32000   SH          DEFINED    8,14    32000       0        0
COMCAST CORP CL A                 COMMON    20030N101   148582    8875856  SH          DEFINED      1    8875856      0        0
COMCAST CORP CL A                 COMMON    20030N101     711      42500   SH          DEFINED    1,14    42500       0        0
COMCAST CORP CL A                 COMMON    20030N101     328      19600   SH          DEFINED    10,14   19600       0        0
COMCAST CORP CL A                 COMMON    20030N101     59       3543    SH          DEFINED     11      3543       0        0
COMCAST CORP CL A                 COMMON    20030N101     12        700    SH          DEFINED     13      700        0        0
COMCAST CORP CL A                 COMMON    20030N101    10366    619210   SH          DEFINED     14     573510      0      28400
COMCAST CORP CL A                 COMMON    20030N101    3149     188100   SH          DEFINED    14,7      0         0     188100
COMCAST CORP CL A                 COMMON    20030N101     236      14100   SH          DEFINED    17,14     0         0       700
COMCAST CORP CL A                 COMMON    20030N101    12148    725697   SH          DEFINED     19     94843       0     630854
COMCAST CORP CL A                 COMMON    20030N101   284478    1.7E+07  SH          DEFINED     20    16993889     0        0
COMCAST CORP CL A                 COMMON    20030N101    9927     592986   SH          DEFINED     21     592986      0        0
COMCAST CORP CL A                 COMMON    20030N101   159876    9550550  SH          DEFINED      3    9550550      0        0
COMCAST CORP CL A                 COMMON    20030N101     13        773    SH          DEFINED      4      773        0        0
COMCAST CORP CL A                 COMMON    20030N101    8062     481599   SH          DEFINED      5     404950      0      76649
COMCAST CORP CL A                 COMMON    20030N101     554      33114   SH          DEFINED      7     33114       0        0
COMCAST CORP CL A                 COMMON    20030N101    1040      62100   SH          DEFINED      8     62100       0        0
COMCAST CORP CL A                 COMMON    20030N101    1379      82400   SH          DEFINED    8,14    82400       0        0
COMERICA INC                      COMMON    200340107     47       1550    SH          DEFINED     14      1350       0       200
COMERICA INC                      COMMON    200340107    1070      34944   SH          DEFINED     20     34944       0        0
COMERICA INC                      COMMON    200340107     30        974    SH          DEFINED     21      974        0        0
COMERICA INC                      COMMON    200340107      2        81     SH          DEFINED      5       0         0       81
COMERICA INC                      COMMON    200340107     122      4000    SH          DEFINED      7      4000       0        0
COMFORT SYSTEMS USA INC           COMMON    199908104    2125     168900   SH          DEFINED     14     84900       0      84000
COMFORT SYSTEMS USA INC           COMMON    199908104    1718     136555   SH          DEFINED     20     136555      0        0
COMFORT SYSTEMS USA INC           COMMON    199908104     201      16000   SH          DEFINED    5,14    16000       0        0
COMFORT SYSTEMS USA INC           COMMON    199908104     297      23600   SH          DEFINED      8     23600       0        0
COMFORT SYSTEMS USA INC           COMMON    199908104     84       6700    SH          DEFINED    8,17     6700       0        0
COMMERCE BANCSHARES INC           COMMON    200525103    6587     167981   SH          DEFINED      1     167981      0        0
COMMERCE BANCSHARES INC           COMMON    200525103     39       1000    SH          DEFINED     10      1000       0        0
COMMERCE BANCSHARES INC           COMMON    200525103     118      3000    SH          DEFINED    10,14    3000       0        0
COMMERCE BANCSHARES INC           COMMON    200525103    3880      98960   SH          DEFINED     14     78415       0      18445
COMMERCE BANCSHARES INC           COMMON    200525103     74       1900    SH          DEFINED    14,13     0         0      1900
COMMERCE BANCSHARES INC           COMMON    200525103     350      8925    SH          DEFINED    14,7      0         0      8925
COMMERCE BANCSHARES INC           COMMON    200525103     96       2442    SH          DEFINED     19       0         0      2442
COMMERCE BANCSHARES INC           COMMON    200525103    3038      77479   SH          DEFINED      2     33524       0      43955
COMMERCE BANCSHARES INC           COMMON    200525103    3160      80597   SH          DEFINED     20     80597       0        0
COMMERCE BANCSHARES INC           COMMON    200525103     85       2166    SH          DEFINED     21      2166       0        0
COMMERCE BANCSHARES INC           COMMON    200525103     111      2834    SH          DEFINED      5       0         0      2834
COMMERCE BANCSHARES INC           COMMON    200525103     165      4200    SH          DEFINED    5,14     4200       0        0
COMMERCE BANCSHARES INC           COMMON    200525103     29        735    SH          DEFINED      7      735        0        0
COMMERCE BANCSHARES INC           COMMON    200525103     527      13440   SH          DEFINED    8,14    13440       0        0
COMMERCE BANCSHARES INC           COMMON    200525103     33        840    SH          DEFINED    9,14      0         0       840
COMMERCIAL METALS CO              COMMON    201723103     206      13181   SH          DEFINED     20     13181       0        0
COMMERCIAL METALS CO              COMMON    201723103     10        621    SH          DEFINED     21      621        0        0
COMMERCIAL METALS CO              COMMON    201723103     165      10540   SH          DEFINED      5       0         0      10540
COMMERCIAL VEHICLE GROUP INC      COMMON    202608105     564      96276   SH          DEFINED     20     96276       0        0
COMMSCOPE INC                     COMMON    203372107    1332      49025   SH          DEFINED     20     49025       0        0
COMMSCOPE INC                     COMMON    203372107     11        398    SH          DEFINED     21      398        0        0
COMMSCOPE INC                     COMMON    203372107     47       1722    SH          DEFINED      5       0         0      1722
COMMTOUCH SOFTWARE LTD            COMMON    M25596202     64       17738   SH          DEFINED     20     17738       0        0
COMMUNITY BANK SYSTEM INC         COMMON    203607106    5231     281700   SH          DEFINED     14     166700      0     115000
COMMUNITY BANK SYSTEM INC         COMMON    203607106     217      11663   SH          DEFINED     20     11663       0        0
COMMUNITY BANK SYSTEM INC         COMMON    203607106     516      27800   SH          DEFINED    5,14    27800       0        0
COMMUNITY BANK SYSTEM INC         COMMON    203607106     533      28700   SH          DEFINED      8     28700       0        0
COMMUNITY BANK SYSTEM INC         COMMON    203607106     152      8200    SH          DEFINED    8,17     8200       0        0
COMMUNITY HEALTH SYSTEMS          COMMON    203668108    2453      67887   SH          DEFINED     20     67887       0        0
COMMUNITY HEALTH SYSTEMS          COMMON    203668108     14        385    SH          DEFINED     21      385        0        0
COMMUNITY TRUST BANCORP INC       COMMON    204149108    4655     191946   SH          DEFINED      1     191946      0        0
COMMUNITY TRUST BANCORP INC       COMMON    204149108    2205      90924   SH          DEFINED      2     39037       0      51887
COMMUNITY TRUST BANCORP INC       COMMON    204149108     655      26994   SH          DEFINED     20     26994       0        0
COMMUNITY TRUST BANCORP INC       COMMON    204149108     27       1119    SH          DEFINED      5      1119       0        0
COMMVAULT SYSTEMS INC             COMMON    204166102    10336    431745   SH          DEFINED      1     431745      0        0
COMMVAULT SYSTEMS INC             COMMON    204166102    10003    417836   SH          DEFINED      2     417836      0        0
COMMVAULT SYSTEMS INC             COMMON    204166102    2722     113721   SH          DEFINED     20     113721      0        0
COMPAGNIE GENERAL DE GEOPHYSIQ    COMMON    204386106     21        920    SH          DEFINED     20      920        0        0
COMPANHIA BRASILEIRA DE DISTRB    COMMON    20440T201    1003      13349   SH          DEFINED     20     13349       0        0
COMPANHIA DE BEBIDAS ADR          COMMON    20441W203    14126    135790   SH          DEFINED     20     135790      0        0
COMPANHIA DE BEBIDAS ADR          COMMON    20441W203    17737    170500   SH          DEFINED      8     170500      0        0
COMPANHIA ENERGETICA DE MINAS     COMMON    204409601     794      42353   SH          DEFINED    1,11    42353       0        0
COMPANHIA ENERGETICA DE MINAS     COMMON    204409601    11264    601043   SH          DEFINED     11     40958       0     560085
COMPANHIA ENERGETICA DE MINAS     COMMON    204409601    3599     192065   SH          DEFINED     14     192065      0        0
COMPANHIA ENERGETICA DE MINAS     COMMON    204409601    6813     363566   SH          DEFINED     20     363566      0        0
COMPANHIA ENERGETICA DE MINAS     COMMON    204409601     26       1388    SH          DEFINED      3      1388       0        0
COMPANHIA ENERGETICA DE MINAS     COMMON    204409601    7640     407669   SH          DEFINED    5,11    407669      0        0
COMPANHIA PARANAENSE ENERG COP    COMMON    20441B407     822      38302   SH          DEFINED     20     38302       0        0
COMPANHIA SIDERURGICA NACIONAL    COMMON    20440W105    13350    418108   SH          DEFINED     20     418108      0        0
COMPANIA DE MINAS BUENAVENTURA    COMMON    204448104    15413    426000   SH          DEFINED      1     426000      0        0
COMPANIA DE MINAS BUENAVENTURA    COMMON    204448104    4522     124989   SH          DEFINED     20     124989      0        0
COMPASS DIVERSIFIED HOLDINGS      COMMON    20451Q104     965      74600   SH          DEFINED     14     41500       0      33100
COMPASS DIVERSIFIED HOLDINGS      COMMON    20451Q104    2020     156082   SH          DEFINED     20     156082      0        0
COMPASS DIVERSIFIED HOLDINGS      COMMON    20451Q104     34       2608    SH          DEFINED     21      2608       0        0
COMPASS DIVERSIFIED HOLDINGS      COMMON    20451Q104    1484     114700   SH          DEFINED      5     114700      0        0
COMPASS DIVERSIFIED HOLDINGS      COMMON    20451Q104     119      9200    SH          DEFINED    5,14     9200       0        0
COMPASS MINERALS INTERNATIONAL    COMMON    20451N101    7302     102836   SH          DEFINED      1     102836      0        0
COMPASS MINERALS INTERNATIONAL    COMMON    20451N101     50        700    SH          DEFINED     13      700        0        0
COMPASS MINERALS INTERNATIONAL    COMMON    20451N101     149      2100    SH          DEFINED     18      2100       0        0
COMPASS MINERALS INTERNATIONAL    COMMON    20451N101     28        400    SH          DEFINED     19       0         0       400
COMPASS MINERALS INTERNATIONAL    COMMON    20451N101    3339      47018   SH          DEFINED      2     19950       0      27068
COMPASS MINERALS INTERNATIONAL    COMMON    20451N101     85       1203    SH          DEFINED     20      1203       0        0
COMPASS MINERALS INTERNATIONAL    COMMON    20451N101     277      3900    SH          DEFINED      5      3900       0        0
COMPASS MINERALS INTERNATIONAL    COMMON    20451N101    1825      25700   SH          DEFINED      8     25700       0        0
COMPLETE PRODUCTION SERVICES      COMMON    20453E109    9817     682236   SH          DEFINED      1     682236      0        0
COMPLETE PRODUCTION SERVICES      COMMON    20453E109    4023     279600   SH          DEFINED     14     175500      0     104100
COMPLETE PRODUCTION SERVICES      COMMON    20453E109    4546     315881   SH          DEFINED      2     135138      0     180743
COMPLETE PRODUCTION SERVICES      COMMON    20453E109     128      8866    SH          DEFINED     20      8866       0        0
COMPLETE PRODUCTION SERVICES      COMMON    20453E109      8        590    SH          DEFINED     21      590        0        0
COMPLETE PRODUCTION SERVICES      COMMON    20453E109     368      25600   SH          DEFINED    5,14    25600       0        0
COMPLETE PRODUCTION SERVICES      COMMON    20453E109     524      36400   SH          DEFINED      8     36400       0        0
COMPLETE PRODUCTION SERVICES      COMMON    20453E109     150      10400   SH          DEFINED    8,17    10400       0        0
COMPUCREDIT HOLDINGS CORP         COMMON    20478T107     127      38176   SH          DEFINED     20     38176       0        0
COMPUCREDIT HOLDINGS CORP         COMMON    20478T107      3        755    SH          DEFINED     21      755        0        0
COMPUTER PROGRAMS & SYSTEMS       COMMON    205306103     300      6350    SH          DEFINED     20      6350       0        0
COMPUTER PROGRAMS & SYSTEMS       COMMON    205306103     56       1175    SH          DEFINED      5       0         0      1175
COMPUTER SCIENCES CORP            COMMON    205363104     69       1200    SH          DEFINED     10      1200       0        0
COMPUTER SCIENCES CORP            COMMON    205363104     242      4200    SH          DEFINED    10,14    4200       0        0
COMPUTER SCIENCES CORP            COMMON    205363104    10247    177530   SH          DEFINED     14     129130      0      37700
COMPUTER SCIENCES CORP            COMMON    205363104     179      3100    SH          DEFINED    14,13     0         0      3100
COMPUTER SCIENCES CORP            COMMON    205363104    1524      26400   SH          DEFINED    14,7      0         0      26400
COMPUTER SCIENCES CORP            COMMON    205363104    15643    271009   SH          DEFINED     20     271009      0        0
COMPUTER SCIENCES CORP            COMMON    205363104     607      10519   SH          DEFINED     21     10519       0        0
COMPUTER SCIENCES CORP            COMMON    205363104     312      5410    SH          DEFINED      5       0         0      5410
COMPUTER SCIENCES CORP            COMMON    205363104     398      6900    SH          DEFINED    5,14     6900       0        0
COMPUTER SCIENCES CORP            COMMON    205363104     362      6273    SH          DEFINED      7      6273       0        0
COMPUTER SCIENCES CORP            COMMON    205363104    1022      17700   SH          DEFINED    8,14    17700       0        0
COMPUTER SCIENCES CORP            COMMON    205363104     81       1400    SH          DEFINED    9,14      0         0      1400
COMPUTER TASK GROUP INC           COMMON    205477102     230      28000   SH          DEFINED     14      5400       0      22600
COMPUTER TASK GROUP INC           COMMON    205477102     28       3400    SH          DEFINED    5,14     3400       0        0
COMPUWARE CORP                    COMMON    205638109    2149     286100   SH          DEFINED     14     201500      0      39000
COMPUWARE CORP                    COMMON    205638109     363      48400   SH          DEFINED    14,7      0         0      48400
COMPUWARE CORP                    COMMON    205638109     212      28177   SH          DEFINED     16     28177       0        0
COMPUWARE CORP                    COMMON    205638109    1874     249527   SH          DEFINED     20     249527      0        0
COMPUWARE CORP                    COMMON    205638109      4        499    SH          DEFINED      5       0         0       499
COMPUWARE CORP                    COMMON    205638109     494      65768   SH          DEFINED      8     65768       0        0
COMPX INTERNATIONAL INC           COMMON    20563P101     12       1638    SH          DEFINED     20      1638       0        0
COMSCORE INC                      COMMON    20564W105     64       3618    SH          DEFINED     20      3618       0        0
COMSTOCK RESOURCES INC            COMMON    205768203    6452     147242   SH          DEFINED      1     147242      0        0
COMSTOCK RESOURCES INC            COMMON    205768203    2987      68174   SH          DEFINED      2     29166       0      39008
COMSTOCK RESOURCES INC            COMMON    205768203     194      4430    SH          DEFINED     20      4430       0        0
COMSYS IT PARTNERS INC            COMMON    20581E104     64       6993    SH          DEFINED     20      6993       0        0
COMTECH TELECOMMUNICATIONS        COMMON    205826209    6018     169581   SH          DEFINED      1     169581      0        0
COMTECH TELECOMMUNICATIONS        COMMON    205826209    2752      77532   SH          DEFINED      2     33189       0      44343
COMTECH TELECOMMUNICATIONS        COMMON    205826209     747      21037   SH          DEFINED     20     21037       0        0
COMVERGE INC                      COMMON    205859101    19382    1558012  SH          DEFINED     20    1558012      0        0
CONAGRA FOODS INC                 COMMON    205887102     99       4260    SH          DEFINED     14      3760       0       500
CONAGRA FOODS INC                 COMMON    205887102     135      5800    SH          DEFINED     19       0         0      5800
CONAGRA FOODS INC                 COMMON    205887102    8502     366311   SH          DEFINED     20     366311      0        0
CONAGRA FOODS INC                 COMMON    205887102     32       1397    SH          DEFINED     21      1397       0        0
CONAGRA FOODS INC                 COMMON    205887102     17        713    SH          DEFINED      5       0         0       713
CONAGRA FOODS INC                 COMMON    205887102     224      9635    SH          DEFINED      7      9635       0        0
CONCEPTUS INC                     COMMON    206016107      4        235    SH          DEFINED     20      235        0        0
CONCHO RESOURCES INC              COMMON    20605P101    2305      50402   SH          DEFINED     20     50402       0        0
CONCHO RESOURCES INC              COMMON    20605P101      6        139    SH          DEFINED      5       0         0       139
CONCUR TECHNOLOGIES INC           COMMON    206708109    1624      37804   SH          DEFINED     20     37804       0        0
CONEXANT SYSTEMS INC              COMMON    207142308     152      63479   SH          DEFINED     20     63479       0        0
CONMED CORP                       COMMON    207410101     134      6002    SH          DEFINED     20      6002       0        0
CONN INC                          COMMON    208242107     88       15072   SH          DEFINED     20     15072       0        0
CONNECTICUT WATER SVC INC         COMMON    207797101      7        270    SH          DEFINED     20      270        0        0
CONOCOPHILLIPS                    COMMON    20825C104    15315    291000   SH          DEFINED      1     291000      0        0
CONOCOPHILLIPS                    COMMON    20825C104    1847      35100   SH          DEFINED    1,14    35100       0        0
CONOCOPHILLIPS                    COMMON    20825C104    2462      46780   SH          DEFINED     1,8    46780       0        0
CONOCOPHILLIPS                    COMMON    20825C104     579      11000   SH          DEFINED    10,14   11000       0        0
CONOCOPHILLIPS                    COMMON    20825C104    31586    600155   SH          DEFINED     11     137655      0     462500
CONOCOPHILLIPS                    COMMON    20825C104     11        200    SH          DEFINED     13      200        0        0
CONOCOPHILLIPS                    COMMON    20825C104    3316      63000   SH          DEFINED    13,2      0         0      63000
CONOCOPHILLIPS                    COMMON    20825C104    15479    294117   SH          DEFINED     14     266117      0      17100
CONOCOPHILLIPS                    COMMON    20825C104    6458     122700   SH          DEFINED    14,7      0         0     122700
CONOCOPHILLIPS                    COMMON    20825C104     327      6222    SH          DEFINED     16      6222       0        0
CONOCOPHILLIPS                    COMMON    20825C104     42        792    SH          DEFINED    16,11    792        0        0
CONOCOPHILLIPS                    COMMON    20825C104    4318      82044   SH          DEFINED    16,14   68835       0      13209
CONOCOPHILLIPS                    COMMON    20825C104     147      2800    SH          DEFINED    17,14     0         0       200
CONOCOPHILLIPS                    COMMON    20825C104     153      2900    SH          DEFINED     18      2900       0        0
CONOCOPHILLIPS                    COMMON    20825C104    2557      48581   SH          DEFINED     19      1285       0      47296
CONOCOPHILLIPS                    COMMON    20825C104    7101     134932   SH          DEFINED     20     134932      0        0
CONOCOPHILLIPS                    COMMON    20825C104     279      5309    SH          DEFINED     21      5309       0        0
CONOCOPHILLIPS                    COMMON    20825C104     188      3578    SH          DEFINED      3      3578       0        0
CONOCOPHILLIPS                    COMMON    20825C104    1599      30377   SH          DEFINED      5     27009       0      3368
CONOCOPHILLIPS                    COMMON    20825C104    1073      20386   SH          DEFINED      6     20386       0        0
CONOCOPHILLIPS                    COMMON    20825C104    3017      57322   SH          DEFINED      7     57322       0        0
CONOCOPHILLIPS                    COMMON    20825C104    8427     160126   SH          DEFINED      8     160126      0        0
CONOCOPHILLIPS                    COMMON    20825C104     774      14700   SH          DEFINED      9     14700       0        0
CONSECO INC                       COMMON    208464883    1814     350103   SH          DEFINED     20     350103      0        0
CONSECO INC                       COMMON    208464883     47       9147    SH          DEFINED     21      9147       0        0
CONSECO INC                       COMMON    208464883     60       11675   SH          DEFINED      5       0         0      11675
CONSOL ENERGY INC                 COMMON    20854P109    32768    600911   SH          DEFINED      1     600911      0        0
CONSOL ENERGY INC                 COMMON    20854P109    2514      46105   SH          DEFINED      2      5689       0      40416
CONSOL ENERGY INC                 COMMON    20854P109    3650      66944   SH          DEFINED     20     66944       0        0
CONSOL ENERGY INC                 COMMON    20854P109     10        180    SH          DEFINED     21      180        0        0
CONSOL ENERGY INC                 COMMON    20854P109     11        196    SH          DEFINED      5       0         0       196
CONSOL ENERGY INC                 COMMON    20854P109     199      3649    SH          DEFINED      7      3649       0        0
CONSOLIDATED COMMUNICATIONS       COMMON    209034107     611      33371   SH          DEFINED     20     33371       0        0
CONSOLIDATED EDISON INC           COMMON    209115104     790      17632   SH          DEFINED     19       0         0      17632
CONSOLIDATED EDISON INC           COMMON    209115104    4387      97943   SH          DEFINED     20     97943       0        0
CONSOLIDATED EDISON INC           COMMON    209115104     27        597    SH          DEFINED     21      597        0        0
CONSOLIDATED EDISON INC           COMMON    209115104     69       1550    SH          DEFINED      5      1350       0       200
CONSOLIDATED EDISON INC           COMMON    209115104     315      7025    SH          DEFINED      7      7025       0        0
CONSOLIDATED GRAPHICS INC         COMMON    209341106     227      6369    SH          DEFINED     20      6369       0        0
CONSOLIDATED GRAPHICS INC         COMMON    209341106     52       1450    SH          DEFINED      5       0         0      1450
CONSOLIDATED WATER CO-ORD SH      COMMON    G23773107    21890    1568071  SH          DEFINED     20    1568071      0        0
CONSTANT CONTACT INC              COMMON    210313102     140      8396    SH          DEFINED     20      8396       0        0
CONSTELLATION BRANDS INC CL A     COMMON    21036P108     41       2600    SH          DEFINED    10,14    2600       0        0
CONSTELLATION BRANDS INC CL A     COMMON    21036P108      5        300    SH          DEFINED     13      300        0        0
CONSTELLATION BRANDS INC CL A     COMMON    21036P108     961      60340   SH          DEFINED     14     52540       0      4600
CONSTELLATION BRANDS INC CL A     COMMON    21036P108     266      16700   SH          DEFINED    14,7      0         0      16700
CONSTELLATION BRANDS INC CL A     COMMON    21036P108      5        300    SH          DEFINED    17,14     0         0       300
CONSTELLATION BRANDS INC CL A     COMMON    21036P108      2        95     SH          DEFINED     19       45        0       50
CONSTELLATION BRANDS INC CL A     COMMON    21036P108    1772     111304   SH          DEFINED     20     111304      0        0
CONSTELLATION BRANDS INC CL A     COMMON    21036P108     10        604    SH          DEFINED     21      604        0        0
CONSTELLATION BRANDS INC CL A     COMMON    21036P108     68       4275    SH          DEFINED      7      4275       0        0
CONSTELLATION ENERGY GROUP        COMMON    210371100    2863      82700   SH          DEFINED      1     82700       0        0
CONSTELLATION ENERGY GROUP        COMMON    210371100    1759      50800   SH          DEFINED    1,14    50800       0        0
CONSTELLATION ENERGY GROUP        COMMON    210371100     104      3000    SH          DEFINED     10      3000       0        0
CONSTELLATION ENERGY GROUP        COMMON    210371100     367      10600   SH          DEFINED    10,14   10600       0        0
CONSTELLATION ENERGY GROUP        COMMON    210371100     208      6008    SH          DEFINED     11      6008       0        0
CONSTELLATION ENERGY GROUP        COMMON    210371100     35       1000    SH          DEFINED     13      1000       0        0
CONSTELLATION ENERGY GROUP        COMMON    210371100    16578    478856   SH          DEFINED     14     366456      0      92900
CONSTELLATION ENERGY GROUP        COMMON    210371100     260      7500    SH          DEFINED    14,13     0         0      7500
CONSTELLATION ENERGY GROUP        COMMON    210371100    2825      81600   SH          DEFINED    14,7      0         0      81600
CONSTELLATION ENERGY GROUP        COMMON    210371100     59       1700    SH          DEFINED    17,14     0         0      1000
CONSTELLATION ENERGY GROUP        COMMON    210371100      8        238    SH          DEFINED     19       0         0       238
CONSTELLATION ENERGY GROUP        COMMON    210371100    3648     105366   SH          DEFINED     20     105366      0        0
CONSTELLATION ENERGY GROUP        COMMON    210371100     41       1197    SH          DEFINED     21      1197       0        0
CONSTELLATION ENERGY GROUP        COMMON    210371100     10        289    SH          DEFINED      5       3         0       286
CONSTELLATION ENERGY GROUP        COMMON    210371100     585      16900   SH          DEFINED    5,14    16900       0        0
CONSTELLATION ENERGY GROUP        COMMON    210371100     419      12100   SH          DEFINED      7     12100       0        0
CONSTELLATION ENERGY GROUP        COMMON    210371100     422      12200   SH          DEFINED      8     12200       0        0
CONSTELLATION ENERGY GROUP        COMMON    210371100    1842      53200   SH          DEFINED    8,14    53200       0        0
CONSTELLATION ENERGY GROUP        COMMON    210371100     121      3500    SH          DEFINED    9,14      0         0      3500
CONTANGO OIL & GAS                COMMON    21075N204    1702      33464   SH          DEFINED     20     33464       0        0
CONTINENTAL AIRLINES CL B         COMMON    210795308    13825    670478   SH          DEFINED      1     670478      0        0
CONTINENTAL AIRLINES CL B         COMMON    210795308     428      20743   SH          DEFINED     20     20743       0        0
CONTINENTAL AIRLINES CL B         COMMON    210795308     28       1362    SH          DEFINED     21      1362       0        0
CONTINENTAL AIRLINES CL B         COMMON    210795308      4        186    SH          DEFINED      5       0         0       186
CONTINENTAL RESOURCES INC         COMMON    212015101    95370    2096046  SH          DEFINED      1    2096046      0        0
CONTINENTAL RESOURCES INC         COMMON    212015101    9055     199000   SH          DEFINED    13,2      0         0     199000
CONTINENTAL RESOURCES INC         COMMON    212015101    4075      89563   SH          DEFINED      2     10212       0      79351
CONTINENTAL RESOURCES INC         COMMON    212015101     37        808    SH          DEFINED     20      808        0        0
CONTINENTAL RESOURCES INC         COMMON    212015101      2        42     SH          DEFINED     21       42        0        0
CONTINENTAL RESOURCES INC         COMMON    212015101     73       1604    SH          DEFINED      5       0         0      1604
CONTINUCARE CORP                  COMMON    212172100     129      29900   SH          DEFINED     14      5600       0      24300
CONTINUCARE CORP                  COMMON    212172100     169      39005   SH          DEFINED     20     39005       0        0
CONTINUCARE CORP                  COMMON    212172100     16       3600    SH          DEFINED    5,14     3600       0        0
CONVERGYS CORP                    COMMON    212485106     36       3300    SH          DEFINED    1,14     3300       0        0
CONVERGYS CORP                    COMMON    212485106      4        400    SH          DEFINED     13      400        0        0
CONVERGYS CORP                    COMMON    212485106     102      9300    SH          DEFINED     14      7600       0      1700
CONVERGYS CORP                    COMMON    212485106     95       8700    SH          DEFINED    14,7      0         0      8700
CONVERGYS CORP                    COMMON    212485106      4        400    SH          DEFINED    17,14     0         0       400
CONVERGYS CORP                    COMMON    212485106     147      13462   SH          DEFINED     20     13462       0        0
CONVERGYS CORP                    COMMON    212485106      7        635    SH          DEFINED     21      635        0        0
CON-WAY INC                       COMMON    205944101    29003    866007   SH          DEFINED      1     866007      0        0
CON-WAY INC                       COMMON    205944101    15193    453662   SH          DEFINED     1,3    453662      0        0
CON-WAY INC                       COMMON    205944101    5326     159040   SH          DEFINED     14     118340      0      23500
CON-WAY INC                       COMMON    205944101     297      8858    SH          DEFINED    16,3     8858       0        0
CON-WAY INC                       COMMON    205944101    2337      69785   SH          DEFINED      2     20765       0      49020
CON-WAY INC                       COMMON    205944101     147      4397    SH          DEFINED     20      4397       0        0
CON-WAY INC                       COMMON    205944101      9        270    SH          DEFINED     21      270        0        0
CON-WAY INC                       COMMON    205944101    12019    358880   SH          DEFINED      3     358880      0        0
CON-WAY INC                       COMMON    205944101     54       1600    SH          DEFINED      5       0         0      1600
CON-WAY INC                       COMMON    205944101     328      9800    SH          DEFINED      8      9800       0        0
CON-WAY INC                       COMMON    205944101     30        899    SH          DEFINED     8,2     899        0        0
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108   110129    2552831  SH          DEFINED      1    2552831      0        0
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108     315      7300    SH          DEFINED    10,14    7300       0        0
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108      1        16     SH          DEFINED     11       16        0        0
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108     84       1947    SH          DEFINED     13      1947       0        0
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108     58       1347    SH          DEFINED    13,2     1347       0        0
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108    2899      67200   SH          DEFINED     14     48200       0      11800
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108     466      10800   SH          DEFINED    14,7      0         0      10800
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108     26        600    SH          DEFINED    17,14     0         0       600
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108    3182      73761   SH          DEFINED     19      6405       0      67356
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108    13352    309493   SH          DEFINED      2     253705      0      55788
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108     260      6026    SH          DEFINED     20      6026       0        0
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108     16        366    SH          DEFINED     21      366        0        0
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108    1660      38487   SH          DEFINED     3,1    38487       0        0
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108     26        594    SH          DEFINED      4      594        0        0
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108    2327      53947   SH          DEFINED      5     40079       0      13868
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108     886      20537   SH          DEFINED      7     20537       0        0
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108     492      11400   SH          DEFINED      8     11400       0        0
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108    1445      33500   SH          DEFINED    8,14    33500       0        0
COOPER INDUSTRIES PLC-CL A        COMMON    G24140108     154      3566    SH          DEFINED     8,2     3566       0        0
COOPER TIRE & RUBBER              COMMON    216831107    2066     100875   SH          DEFINED     20     100875      0        0
COOPER TIRE & RUBBER              COMMON    216831107     93       4550    SH          DEFINED     21      4550       0        0
COOPER TIRE & RUBBER              COMMON    216831107     137      6690    SH          DEFINED      5       0         0      6690
COPA HOLDINGS SA-CLASS A          COMMON    P31076105     329      5800    SH          DEFINED     14      5200       0        0
COPA HOLDINGS SA-CLASS A          COMMON    P31076105     215      3800    SH          DEFINED     17      3800       0        0
COPA HOLDINGS SA-CLASS A          COMMON    P31076105     185      3259    SH          DEFINED     20      3259       0        0
COPA HOLDINGS SA-CLASS A          COMMON    P31076105    6807     120100   SH          DEFINED      8     120100      0        0
COPANO ENERGY LLC-UNITS           COMMON    217202100     458      19150   SH          DEFINED     19       0         0      19150
COPANO ENERGY LLC-UNITS           COMMON    217202100     228      9534    SH          DEFINED     20      9534       0        0
COPANO ENERGY LLC-UNITS           COMMON    217202100    6703     280340   SH          DEFINED      5     274290      0      6050
COPART INC                        COMMON    217204106    24207    665026   SH          DEFINED      1     665026      0        0
COPART INC                        COMMON    217204106    1927      52931   SH          DEFINED      2      6962       0      45969
COPART INC                        COMMON    217204106     237      6509    SH          DEFINED     20      6509       0        0
COPENE PETROQ DO NORDESTE SA A    COMMON    105532105     667      40665   SH          DEFINED     20     40665       0        0
CORE LABORATORIES N V             COMMON    N22717107    10036     80885   SH          DEFINED      1     80885       0        0
CORE LABORATORIES N V             COMMON    N22717107    8904      71760   SH          DEFINED     20     71760       0        0
CORE LABORATORIES N V             COMMON    N22717107     200      1614    SH          DEFINED     21      1614       0        0
CORE LABORATORIES N V             COMMON    N22717107      2        20     SH          DEFINED      4       20        0        0
CORE LABORATORIES N V             COMMON    N22717107     786      6334    SH          DEFINED      5      6334       0        0
CORE-MARK HOLDING CO INC          COMMON    218681104     650      19900   SH          DEFINED     14     14400       0      5500
CORE-MARK HOLDING CO INC          COMMON    218681104     579      17719   SH          DEFINED     20     17719       0        0
CORE-MARK HOLDING CO INC          COMMON    218681104      5        148    SH          DEFINED     21      148        0        0
CORE-MARK HOLDING CO INC          COMMON    218681104     69       2100    SH          DEFINED    5,14     2100       0        0
CORE-MARK HOLDING CO INC          COMMON    218681104     42       1300    SH          DEFINED      8      1300       0        0
CORE-MARK HOLDING CO INC          COMMON    218681104     13        400    SH          DEFINED    8,17     400        0        0
CORINTHIAN COLLEGES INC           COMMON    218868107     175      13000   SH          DEFINED      1     13000       0        0
CORINTHIAN COLLEGES INC           COMMON    218868107    12012    891070   SH          DEFINED     14     545170      0     286300
CORINTHIAN COLLEGES INC           COMMON    218868107     747      55400   SH          DEFINED    14,7      0         0      55400
CORINTHIAN COLLEGES INC           COMMON    218868107     824      61100   SH          DEFINED     18     61100       0        0
CORINTHIAN COLLEGES INC           COMMON    218868107     68       5037    SH          DEFINED     20      5037       0        0
CORINTHIAN COLLEGES INC           COMMON    218868107     460      34100   SH          DEFINED    5,14    34100       0        0
CORINTHIAN COLLEGES INC           COMMON    218868107    9506     705200   SH          DEFINED      8     705200      0        0
CORINTHIAN COLLEGES INC           COMMON    218868107     166      12300   SH          DEFINED    8,17    12300       0        0
CORN PRODUCTS INTL INC            COMMON    219023108     65       2166    SH          DEFINED     19      1200       0       966
CORN PRODUCTS INTL INC            COMMON    219023108     557      18466   SH          DEFINED     20     18466       0        0
CORN PRODUCTS INTL INC            COMMON    219023108      5        174    SH          DEFINED     21      174        0        0
CORN PRODUCTS INTL INC            COMMON    219023108     17        577    SH          DEFINED      5      400        0       177
CORNELL COMPANIES INC             COMMON    219141108     142      6251    SH          DEFINED     20      6251       0        0
CORNERSTONE THERAPEUTICS INC      COMMON    21924P103     107      17944   SH          DEFINED     20     17944       0        0
CORNING INC                       COMMON    219350105    62307    3174077  SH          DEFINED      1    3174077      0        0
CORNING INC                       COMMON    219350105      1        34     SH          DEFINED     11       34        0        0
CORNING INC                       COMMON    219350105     37       1885    SH          DEFINED     13      1885       0        0
CORNING INC                       COMMON    219350105     37       1885    SH          DEFINED    13,2     1885       0        0
CORNING INC                       COMMON    219350105     110      5600    SH          DEFINED     14      4400       0      1200
CORNING INC                       COMMON    219350105     149      7600    SH          DEFINED    14,7      0         0      7600
CORNING INC                       COMMON    219350105    1139      58000   SH          DEFINED     15     58000       0        0
CORNING INC                       COMMON    219350105    2080     105962   SH          DEFINED    17,1    105962      0        0
CORNING INC                       COMMON    219350105    1617      82370   SH          DEFINED     19      725        0      81645
CORNING INC                       COMMON    219350105    1805      91958   SH          DEFINED      2     91958       0        0
CORNING INC                       COMMON    219350105    6910     352033   SH          DEFINED     20     352033      0        0
CORNING INC                       COMMON    219350105     16        819    SH          DEFINED    20,14    819        0        0
CORNING INC                       COMMON    219350105     39       1964    SH          DEFINED     21      1964       0        0
CORNING INC                       COMMON    219350105    59430    3027500  SH          DEFINED      3    3027500      0        0
CORNING INC                       COMMON    219350105    1057      53868   SH          DEFINED     3,1    53868       0        0
CORNING INC                       COMMON    219350105    1470      74870   SH          DEFINED      5     30155       0      44715
CORNING INC                       COMMON    219350105     465      23712   SH          DEFINED      7     23712       0        0
CORNING INC                       COMMON    219350105     120      6123    SH          DEFINED     8,2     6123       0        0
CORPORATE EXECUTIVE BOARD CO      COMMON    21988R102    1728      75000   SH          DEFINED     1,3    75000       0        0
CORPORATE EXECUTIVE BOARD CO      COMMON    21988R102     96       4162    SH          DEFINED     20      4162       0        0
CORPORATE EXECUTIVE BOARD CO      COMMON    21988R102     456      19800   SH          DEFINED      3     19800       0        0
CORPORATE OFFICE PROPERTIES       COMMON    22002T108     875      23850   SH          DEFINED    1,14    23850       0        0
CORPORATE OFFICE PROPERTIES       COMMON    22002T108     779      21250   SH          DEFINED     14     21050       0       200
CORPORATE OFFICE PROPERTIES       COMMON    22002T108    1803      49180   SH          DEFINED     20     49180       0        0
CORPORATE OFFICE PROPERTIES       COMMON    22002T108     129      3510    SH          DEFINED    20,14    3510       0        0
CORPORATE OFFICE PROPERTIES       COMMON    22002T108     160      4375    SH          DEFINED      5       0         0      4375
CORRECTIONS CORP OF AMERICA       COMMON    22025Y407    41271    1658141  SH          DEFINED      1    1658141      0        0
CORRECTIONS CORP OF AMERICA       COMMON    22025Y407    15042    604328   SH          DEFINED      2     519928      0      84400
CORRECTIONS CORP OF AMERICA       COMMON    22025Y407    1769      71068   SH          DEFINED     20     71068       0        0
CORRECTIONS CORP OF AMERICA       COMMON    22025Y407      7        264    SH          DEFINED     21      264        0        0
CORRECTIONS CORP OF AMERICA       COMMON    22025Y407     749      30104   SH          DEFINED      5     10104       0      20000
CORUS ENTERTAINMENT INC CL B      COMMON    220874101     10        522    SH          DEFINED     20      522        0        0
CORUS ENTERTAINMENT INC CL B      COMMON    220874101      9        445    SH          DEFINED     3,1     445        0        0
CORVEL CORP                       COMMON    221006109     201      6179    SH          DEFINED     20      6179       0        0
COSAN LTD-CLASS A SHARES          COMMON    G25343107    18043    2073860  SH          DEFINED     20    2073860      0        0
COSAN LTD-CLASS A SHARES          COMMON    G25343107      6        683    SH          DEFINED     21      683        0        0
COST CVT BOND (COSTCV) 144A 1.    CONVERT   22147RAA6    34360    2.5E+07  SH          DEFINED     14       0         0     2.1E+07
COST PLUS INC/CALIFORNIA          COMMON    221485105     95       93047   SH          DEFINED     20     93047       0        0
COSTAR GROUP INC                  COMMON    22160N109    15185    357722   SH          DEFINED      1     357722      0        0
COSTAR GROUP INC                  COMMON    22160N109    14463    340710   SH          DEFINED      2     340710      0        0
COSTAR GROUP INC                  COMMON    22160N109     143      3358    SH          DEFINED     20      3358       0        0
COSTCO WHOLESALE CORP             COMMON    22160K105    71837    1212848  SH          DEFINED      1    1212848      0        0
COSTCO WHOLESALE CORP             COMMON    22160K105     38        638    SH          DEFINED     13      638        0        0
COSTCO WHOLESALE CORP             COMMON    22160K105     569      9607    SH          DEFINED    13,2     638        0      8969
COSTCO WHOLESALE CORP             COMMON    22160K105     18        300    SH          DEFINED     14      300        0        0
COSTCO WHOLESALE CORP             COMMON    22160K105    5199      87782   SH          DEFINED     19     19595       0      68187
COSTCO WHOLESALE CORP             COMMON    22160K105    2435      41110   SH          DEFINED      2     41110       0        0
COSTCO WHOLESALE CORP             COMMON    22160K105   154035    2600630  SH          DEFINED     20    2600630      0        0
COSTCO WHOLESALE CORP             COMMON    22160K105    5602      94579   SH          DEFINED     21     94579       0        0
COSTCO WHOLESALE CORP             COMMON    22160K105    11846    200000   SH          DEFINED      3     200000      0        0
COSTCO WHOLESALE CORP             COMMON    22160K105    1081      18253   SH          DEFINED     3,1    18253       0        0
COSTCO WHOLESALE CORP             COMMON    22160K105    1456      24590   SH          DEFINED      5      8630       0      15960
COSTCO WHOLESALE CORP             COMMON    22160K105     493      8328    SH          DEFINED      7      8328       0        0
COSTCO WHOLESALE CORP             COMMON    22160K105     162      2736    SH          DEFINED     8,2     2736       0        0
COSTCO WHOLESALE(COST) CVT 0.0    CONVERT   22160QAC6      1       1000    SH          DEFINED      5      1000       0        0
COTT CORPORATION                  COMMON    22163N106     131      16025   SH          DEFINED     20     16025       0        0
COTT CORPORATION                  COMMON    22163N106    7467     885200   SH          DEFINED      3     885200      0        0
COURIER CORP                      COMMON    222660102     39       2846    SH          DEFINED     20      2846       0        0
COUSINS PROPERTIES INC            COMMON    222795106     112      14072   SH          DEFINED     20     14072       0        0
COUSINS PROPERTIES INC            COMMON    222795106      7        855    SH          DEFINED     21      855        0        0
COUSINS PROPERTIES INC            COMMON    222795106     32       4008    SH          DEFINED      5      4008       0        0
COVANCE INC                       COMMON    222816100     110      2000    SH          DEFINED     19      2000       0        0
COVANCE INC                       COMMON    222816100     77       1403    SH          DEFINED     20      1403       0        0
COVANCE INC                       COMMON    222816100      4        81     SH          DEFINED     21       81        0        0
COVANCE INC                       COMMON    222816100     22        395    SH          DEFINED      5      395        0        0
COVANCE INC                       COMMON    222816100     85       1551    SH          DEFINED      7      1551       0        0
COVANTA HOLDING CORP              COMMON    22282E102    5224     279076   SH          DEFINED     20     279076      0        0
COVANTA HOLDING CORP              COMMON    22282E102     176      9390    SH          DEFINED     21      9390       0        0
COVANTA HOLDING CORP              COMMON    22282E102      4        240    SH          DEFINED      5       0         0       240
COVENANT TRANSPORTATION GROUP     COMMON    22284P105     88       21011   SH          DEFINED     20     21011       0        0
COVENTRY HEALTH CARE INC          COMMON    222862104    1043      42000   SH          DEFINED      1     42000       0        0
COVENTRY HEALTH CARE INC          COMMON    222862104     564      22700   SH          DEFINED    1,14    22700       0        0
COVENTRY HEALTH CARE INC          COMMON    222862104     325      13100   SH          DEFINED     1,8    13100       0        0
COVENTRY HEALTH CARE INC          COMMON    222862104     117      4700    SH          DEFINED     11      4700       0        0
COVENTRY HEALTH CARE INC          COMMON    222862104     20        800    SH          DEFINED     13      800        0        0
COVENTRY HEALTH CARE INC          COMMON    222862104    6087     245040   SH          DEFINED     14     183240      0      34800
COVENTRY HEALTH CARE INC          COMMON    222862104     845      34000   SH          DEFINED    14,7      0         0      34000
COVENTRY HEALTH CARE INC          COMMON    222862104     404      16249   SH          DEFINED     16     16249       0        0
COVENTRY HEALTH CARE INC          COMMON    222862104     20        800    SH          DEFINED    17,14     0         0       800
COVENTRY HEALTH CARE INC          COMMON    222862104     62       2500    SH          DEFINED     18      2500       0        0
COVENTRY HEALTH CARE INC          COMMON    222862104     424      17069   SH          DEFINED     20     17069       0        0
COVENTRY HEALTH CARE INC          COMMON    222862104     34       1359    SH          DEFINED     21      1359       0        0
COVENTRY HEALTH CARE INC          COMMON    222862104      2        96     SH          DEFINED      5       0         0       96
COVENTRY HEALTH CARE INC          COMMON    222862104     422      17000   SH          DEFINED      7     17000       0        0
COVENTRY HEALTH CARE INC          COMMON    222862104    2077      83600   SH          DEFINED      8     83600       0        0
COVIDIEN PLC                      COMMON    G2554F105   127059    2661476  SH          DEFINED      1    2661476      0        0
COVIDIEN PLC                      COMMON    G2554F105     403      8450    SH          DEFINED     15      8450       0        0
COVIDIEN PLC                      COMMON    G2554F105    4636      97112   SH          DEFINED    17,1      0         0      97112
COVIDIEN PLC                      COMMON    G2554F105      0         6     SH          DEFINED     19       0         0        6
COVIDIEN PLC                      COMMON    G2554F105     482      10103   SH          DEFINED     20     10103       0        0
COVIDIEN PLC                      COMMON    G2554F105     32        665    SH          DEFINED     21      665        0        0
COVIDIEN PLC                      COMMON    G2554F105    53641    1123600  SH          DEFINED      3    1123600      0        0
COVIDIEN PLC                      COMMON    G2554F105      9        183    SH          DEFINED      4      183        0        0
COVIDIEN PLC                      COMMON    G2554F105     230      4825    SH          DEFINED      5      3133       0      1692
COVIDIEN PLC                      COMMON    G2554F105     412      8639    SH          DEFINED      7      8639       0        0
COVIDIEN PLC                      COMMON    G2554F105    22874    479132   SH          DEFINED      8     479132      0        0
COWEN GROUP INC-CL A              COMMON    223622101     63       10585   SH          DEFINED     20     10585       0        0
CP HOLDRS                         COMMON    12616K106     148      1400    SH          DEFINED      5       0         0      1400
CP RAILWAY LIMITED                COMMON    13645T100      2        40     SH          DEFINED     21       40        0        0
CP RAILWAY LIMITED                COMMON    13645T100     24        446    SH          DEFINED     3,1     446        0        0
CP RAILWAY LIMITED                COMMON    13645T100     217      4012    SH          DEFINED      7      4012       0        0
CPFL ENERGIA SA-ADR               COMMON    126153105    13641    220795   SH          DEFINED     20     220795      0        0
CPI CORP                          COMMON    125902106     47       3571    SH          DEFINED     20      3571       0        0
CPI INTERNATIONAL INC             COMMON    12618M100     129      9500    SH          DEFINED     14      9500       0        0
CPI INTERNATIONAL INC             COMMON    12618M100     179      13169   SH          DEFINED     20     13169       0        0
CPI INTERNATIONAL INC             COMMON    12618M100     14       1000    SH          DEFINED    5,14     1000       0        0
CRA INTERNATIONAL INC             COMMON    12618T105     54       2021    SH          DEFINED     20      2021       0        0
CRACKER BARREL OLD COUNTRY        COMMON    22410J106    1560      41577   SH          DEFINED     20     41577       0        0
CRANE CO                          COMMON    224399105    1478      45800   SH          DEFINED     14     28000       0      17800
CRANE CO                          COMMON    224399105     792      24548   SH          DEFINED     20     24548       0        0
CRANE CO                          COMMON    224399105      6        172    SH          DEFINED     21      172        0        0
CRANE CO                          COMMON    224399105     27        823    SH          DEFINED      5       0         0       823
CRANE CO                          COMMON    224399105     90       2800    SH          DEFINED    5,14     2800       0        0
CRANE CO                          COMMON    224399105     574      17800   SH          DEFINED      8     17800       0        0
CRANE CO                          COMMON    224399105     165      5100    SH          DEFINED    8,17     5100       0        0
CRAWFORD & CO  -CL B              COMMON    224633107     30       7471    SH          DEFINED     20      7471       0        0
CRAY INC                          COMMON    225223304     943     141200   SH          DEFINED     14     56900       0      84300
CRAY INC                          COMMON    225223304     170      25518   SH          DEFINED     20     25518       0        0
CRAY INC                          COMMON    225223304     102      15200   SH          DEFINED    5,14    15200       0        0
CRAY INC                          COMMON    225223304     67       10000   SH          DEFINED      8     10000       0        0
CRAY INC                          COMMON    225223304     18       2700    SH          DEFINED    8,17     2700       0        0
CREDICORP LTD                     COMMON    G2519Y108    3215      41739   SH          DEFINED     20     41739       0        0
CREDICORP LTD                     COMMON    G2519Y108    8056     104600   SH          DEFINED      8     104600      0        0
CREDIT ACCEPTANCE CORP            COMMON    225310101    1495      34130   SH          DEFINED     20     34130       0        0
CREDIT SUISSE GROUP ADR           COMMON    225401108      4        85     SH          DEFINED     19       35        0       50
CREDIT SUISSE GROUP ADR           COMMON    225401108    1489      28407   SH          DEFINED     20     28407       0        0
CREDIT SUISSE GROUP ADR           COMMON    225401108     33        635    SH          DEFINED      5      335        0       300
CREDO PETROLEUM CORP              COMMON    225439207     38       3925    SH          DEFINED      5       0         0      3925
CREE INC                          COMMON    225447101    26327    466047   SH          DEFINED     20     466047      0        0
CREE INC                          COMMON    225447101     141      2496    SH          DEFINED     21      2496       0        0
CREE INC                          COMMON    225447101     128      2270    SH          DEFINED      5       0         0      2270
CRESUD SA ADR                     COMMON    226406106     99       6894    SH          DEFINED     20      6894       0        0
CRH PLC ADR                       COMMON    12626K203      0        15     SH          DEFINED     11       15        0        0
CRH PLC ADR                       COMMON    12626K203    5107     186875   SH          DEFINED     20     186875      0        0
CRH PLC ADR                       COMMON    12626K203    11667    426902   SH          DEFINED      4     426902      0        0
CROCS INC                         COMMON    227046109     312      49067   SH          DEFINED     20     49067       0        0
CROSS COUNTRY HEALTHCARE INC      COMMON    227483104     86       8869    SH          DEFINED     20      8869       0        0
CROSSTEX ENERGY INC               COMMON    22765Y104     290      45572   SH          DEFINED     20     45572       0        0
CROSSTEX ENERGY INC               COMMON    22765Y104    1401     220000   SH          DEFINED      5     220000      0        0
CROSSTEX ENERGY LP                COMMON    22765U102     440      51167   SH          DEFINED      5     51167       0        0
CROWN CASTLE INTL CORP            COMMON    228227104    11494    287434   SH          DEFINED      1     287434      0        0
CROWN CASTLE INTL CORP            COMMON    228227104    2532      63304   SH          DEFINED      2      4079       0      59225
CROWN CASTLE INTL CORP            COMMON    228227104    1018      25460   SH          DEFINED     20     25460       0        0
CROWN CASTLE INTL CORP            COMMON    228227104     11        282    SH          DEFINED     21      282        0        0
CROWN CASTLE INTL CORP            COMMON    228227104    1429      35725   SH          DEFINED      5       0         0      35725
CROWN CASTLE INTL CORP            COMMON    228227104     132      3305    SH          DEFINED      7      3305       0        0
CROWN HOLDINGS INC                COMMON    228368106    15454    579890   SH          DEFINED      1     579890      0        0
CROWN HOLDINGS INC                COMMON    228368106     117      4400    SH          DEFINED     10      4400       0        0
CROWN HOLDINGS INC                COMMON    228368106     373      14000   SH          DEFINED    10,14   14000       0        0
CROWN HOLDINGS INC                COMMON    228368106     21        800    SH          DEFINED     13      800        0        0
CROWN HOLDINGS INC                COMMON    228368106    14422    541180   SH          DEFINED     14     391280      0     129500
CROWN HOLDINGS INC                COMMON    228368106     293      11000   SH          DEFINED    14,13     0         0      11000
CROWN HOLDINGS INC                COMMON    228368106    1532      57500   SH          DEFINED    14,7      0         0      57500
CROWN HOLDINGS INC                COMMON    228368106     21        800    SH          DEFINED    17,14     0         0       800
CROWN HOLDINGS INC                COMMON    228368106    2290      85919   SH          DEFINED      2       0         0      85919
CROWN HOLDINGS INC                COMMON    228368106     924      34682   SH          DEFINED     20     34682       0        0
CROWN HOLDINGS INC                COMMON    228368106     19        723    SH          DEFINED     21      723        0        0
CROWN HOLDINGS INC                COMMON    228368106     979      36738   SH          DEFINED      5      456        0      36282
CROWN HOLDINGS INC                COMMON    228368106     658      24700   SH          DEFINED    5,14    24700       0        0
CROWN HOLDINGS INC                COMMON    228368106     211      7900    SH          DEFINED      7      7900       0        0
CROWN HOLDINGS INC                COMMON    228368106    23969    899415   SH          DEFINED      8     848117    51298      0
CROWN HOLDINGS INC                COMMON    228368106    1490      55900   SH          DEFINED    8,14    55900       0        0
CROWN HOLDINGS INC                COMMON    228368106     139      5200    SH          DEFINED    9,14      0         0      5200
CROWN MEDIA HOLDINGS -CL A        COMMON    228411104      0        114    SH          DEFINED     20      114        0        0
CRUCELL-ADR                       COMMON    228769105     10        489    SH          DEFINED     20      489        0        0
CSG SYSTEMS INTL INC              COMMON    126349109    14352    752190   SH          DEFINED     14     471890      0     251200
CSG SYSTEMS INTL INC              COMMON    126349109     914      47900   SH          DEFINED    14,7      0         0      47900
CSG SYSTEMS INTL INC              COMMON    126349109    5112     267935   SH          DEFINED     20     267935      0        0
CSG SYSTEMS INTL INC              COMMON    126349109     119      6245    SH          DEFINED     21      6245       0        0
CSG SYSTEMS INTL INC              COMMON    126349109     50       2645    SH          DEFINED      5       0         0      2645
CSG SYSTEMS INTL INC              COMMON    126349109     712      37300   SH          DEFINED    5,14    37300       0        0
CSG SYSTEMS INTL INC              COMMON    126349109    1389      72800   SH          DEFINED      8     72800       0        0
CSG SYSTEMS INTL INC              COMMON    126349109     395      20700   SH          DEFINED    8,17    20700       0        0
CSS INDUSTRIES INC                COMMON    125906107     52       2639    SH          DEFINED     20      2639       0        0
CSX CORP                          COMMON    126408103      5        100    SH          DEFINED     13      100        0        0
CSX CORP                          COMMON    126408103    2326      46380   SH          DEFINED     14     39480       0      4200
CSX CORP                          COMMON    126408103     627      12500   SH          DEFINED    14,7      0         0      12500
CSX CORP                          COMMON    126408103      5        100    SH          DEFINED    17,14     0         0       100
CSX CORP                          COMMON    126408103     628      12524   SH          DEFINED     19      8060       0      4464
CSX CORP                          COMMON    126408103    3496      69718   SH          DEFINED     20     69718       0        0
CSX CORP                          COMMON    126408103     44        878    SH          DEFINED     21      878        0        0
CSX CORP                          COMMON    126408103    4183      83409   SH          DEFINED      5     58120       0      25289
CSX CORP                          COMMON    126408103     450      8964    SH          DEFINED      7      8964       0        0
CTC MEDIA INC                     COMMON    12642X106     36       2300    SH          DEFINED    1,14     2300       0        0
CTC MEDIA INC                     COMMON    12642X106     182      11607   SH          DEFINED     20     11607       0        0
CTRIP.COM INTERNATIONAL- ADR      COMMON    22943F100    2519      32910   SH          DEFINED     1,6      0         0      32910
CTRIP.COM INTERNATIONAL- ADR      COMMON    22943F100    11441    149462   SH          DEFINED     20     149462      0        0
CTRIP.COM INTERNATIONAL- ADR      COMMON    22943F100     52        680    SH          DEFINED      5       0         0       680
CTRIP.COM INTERNATIONAL- ADR      COMMON    22943F100    3331      43518   SH          DEFINED      6      1516     42002      0
CTRIP.COM INTERNATIONAL- ADR      COMMON    22943F100    12352    161361   SH          DEFINED    6,17    161361      0        0
CTRIP.COM INTERNATIONAL- ADR      COMMON    22943F100     225      2939    SH          DEFINED     8,6     2939       0        0
CTS CORP                          COMMON    126501105    2592     252100   SH          DEFINED     14     127000      0     125100
CTS CORP                          COMMON    126501105     155      15064   SH          DEFINED     20     15064       0        0
CTS CORP                          COMMON    126501105     41       4010    SH          DEFINED      5       0         0      4010
CTS CORP                          COMMON    126501105     243      23600   SH          DEFINED    5,14    23600       0        0
CTS CORP                          COMMON    126501105     457      44500   SH          DEFINED      8     44500       0        0
CTS CORP                          COMMON    126501105     131      12700   SH          DEFINED    8,17    12700       0        0
CUBIC CORP                        COMMON    229669106    6403     154000   SH          DEFINED     14     68500       0      85500
CUBIC CORP                        COMMON    229669106    2281      54859   SH          DEFINED     20     54859       0        0
CUBIC CORP                        COMMON    229669106     507      12200   SH          DEFINED    5,14    12200       0        0
CUBIC CORP                        COMMON    229669106    1414      34000   SH          DEFINED      8     34000       0        0
CUBIC CORP                        COMMON    229669106     403      9700    SH          DEFINED    8,17     9700       0        0
CUBIST PHARMACEUTICALS INC        COMMON    229678107    4176     221300   SH          DEFINED     14     133800      0      59700
CUBIST PHARMACEUTICALS INC        COMMON    229678107    6321     334969   SH          DEFINED     20     334969      0        0
CUBIST PHARMACEUTICALS INC        COMMON    229678107     45       2400    SH          DEFINED    5,14     2400       0        0
CUBIST PHARMACEUTICALS INC        COMMON    229678107     42       2200    SH          DEFINED      8      2200       0        0
CUBIST PHARMACEUTICALS INC        COMMON    229678107     11        600    SH          DEFINED    8,17     600        0        0
CULLEN/FROST BANKERS INC          COMMON    229899109    7062     141135   SH          DEFINED      1     141135      0        0
CULLEN/FROST BANKERS INC          COMMON    229899109     542      10840   SH          DEFINED     14     10340       0       100
CULLEN/FROST BANKERS INC          COMMON    229899109    6889     137663   SH          DEFINED      2     137663      0        0
CULLEN/FROST BANKERS INC          COMMON    229899109     247      4929    SH          DEFINED     20      4929       0        0
CULP INC                          COMMON    230215105    17053    1708750  SH          DEFINED      5       0         0     1708750
CUMBERLAND PHARMACEUTICALS INC    COMMON    230770109      1        50     SH          DEFINED     20       50        0        0
CUMMINS ENGINE                    COMMON    231021106    4574      95196   SH          DEFINED     20     95196       0        0
CUMMINS ENGINE                    COMMON    231021106     26        543    SH          DEFINED     21      543        0        0
CUMMINS ENGINE                    COMMON    231021106     315      6549    SH          DEFINED      5      3115       0      3434
CUMMINS ENGINE                    COMMON    231021106     155      3226    SH          DEFINED      7      3226       0        0
CUMULUS MEDIA INC CL A            COMMON    231082108     45       19306   SH          DEFINED     20     19306       0        0
CUMULUS MEDIA INC CL A            COMMON    231082108    2783     1194352  SH          DEFINED      5       0         0     1194352
CURTISS-WRIGHT CORP               COMMON    231561101    5040     156032   SH          DEFINED      1     156032      0        0
CURTISS-WRIGHT CORP               COMMON    231561101    2286      70765   SH          DEFINED      2     30059       0      40706
CURTISS-WRIGHT CORP               COMMON    231561101     148      4568    SH          DEFINED     20      4568       0        0
CURTISS-WRIGHT CORP               COMMON    231561101     80       2481    SH          DEFINED      5      776        0      1705
CUTERA INC                        COMMON    232109108      0        50     SH          DEFINED     20       50        0        0
CVB FINANCIAL CORP                COMMON    126600105     778      89210   SH          DEFINED     20     89210       0        0
CVR ENERGY INC                    COMMON    12662P108    1954     258107   SH          DEFINED     20     258107      0        0
CVR ENERGY INC                    COMMON    12662P108      2        240    SH          DEFINED     21      240        0        0
CVS/CAREMARK CORP                 COMMON    126650100   159322    4849974  SH          DEFINED      1    4849974      0        0
CVS/CAREMARK CORP                 COMMON    126650100      1        31     SH          DEFINED     11       31        0        0
CVS/CAREMARK CORP                 COMMON    126650100    2054      62530   SH          DEFINED     14     50730       0      7200
CVS/CAREMARK CORP                 COMMON    126650100     969      29500   SH          DEFINED    14,7      0         0      29500
CVS/CAREMARK CORP                 COMMON    126650100     394      12000   SH          DEFINED     15     12000       0        0
CVS/CAREMARK CORP                 COMMON    126650100    6144     187019   SH          DEFINED    17,1      0         0     187019
CVS/CAREMARK CORP                 COMMON    126650100    31939    972263   SH          DEFINED     19     100801      0     871462
CVS/CAREMARK CORP                 COMMON    126650100    1808      55040   SH          DEFINED     20     55040       0        0
CVS/CAREMARK CORP                 COMMON    126650100     73       2234    SH          DEFINED     21      2234       0        0
CVS/CAREMARK CORP                 COMMON    126650100      7        222    SH          DEFINED      4      222        0        0
CVS/CAREMARK CORP                 COMMON    126650100    16233    494160   SH          DEFINED      5     422746      0      71414
CVS/CAREMARK CORP                 COMMON    126650100     755      22983   SH          DEFINED      7     22983       0        0
CYBERONICS                        COMMON    23251P102    1532      72600   SH          DEFINED     14     28500       0      44100
CYBERONICS                        COMMON    23251P102     124      5880    SH          DEFINED     20      5880       0        0
CYBERONICS                        COMMON    23251P102     131      6200    SH          DEFINED    5,14     6200       0        0
CYBERONICS                        COMMON    23251P102     175      8300    SH          DEFINED      8      8300       0        0
CYBERONICS                        COMMON    23251P102     51       2400    SH          DEFINED    8,17     2400       0        0
CYBERSOURCE CORP                  COMMON    23251J106    7367     375660   SH          DEFINED      1     375660      0        0
CYBERSOURCE CORP                  COMMON    23251J106     118      6000    SH          DEFINED     19       0         0      6000
CYBERSOURCE CORP                  COMMON    23251J106    3358     171235   SH          DEFINED      2     72845       0      98390
CYMER INC                         COMMON    232572107    28277    730677   SH          DEFINED      1     730677      0        0
CYMER INC                         COMMON    232572107    1194      30844   SH          DEFINED    17,1    30844       0        0
CYMER INC                         COMMON    232572107    10392    268517   SH          DEFINED      2     216624      0      51893
CYMER INC                         COMMON    232572107    1313      33931   SH          DEFINED     20     33931       0        0
CYNOSURE INC                      COMMON    232577205      1        75     SH          DEFINED     20       75        0        0
CYPRESS BIOSCIENCE INC            COMMON    232674507     88       14675   SH          DEFINED     20     14675       0        0
CYPRESS SEMICONDUCTOR CORP        COMMON    232806109    2563     236900   SH          DEFINED     14     40900       0     154200
CYPRESS SEMICONDUCTOR CORP        COMMON    232806109     757      70000   SH          DEFINED     15     70000       0        0
CYPRESS SEMICONDUCTOR CORP        COMMON    232806109      6        600    SH          DEFINED     19       0         0       600
CYPRESS SEMICONDUCTOR CORP        COMMON    232806109    3205     296178   SH          DEFINED     20     296178      0        0
CYPRESS SEMICONDUCTOR CORP        COMMON    232806109    5085     470000   SH          DEFINED      3     470000      0        0
CYPRESS SEMICONDUCTOR CORP        COMMON    232806109     98       9100    SH          DEFINED    5,14     9100       0        0
CYPRESS SEMICONDUCTOR CORP        COMMON    232806109     381      35198   SH          DEFINED      6     35198       0        0
CYPRESS SEMICONDUCTOR CORP        COMMON    232806109    1015      93800   SH          DEFINED      8     93800       0        0
CYPRESS SEMICONDUCTOR CORP        COMMON    232806109     289      26700   SH          DEFINED    8,17    26700       0        0
CYTEC INDUSTRIES INC              COMMON    232820100     109      2843    SH          DEFINED     20      2843       0        0
CYTEC INDUSTRIES INC              COMMON    232820100      6        167    SH          DEFINED     21      167        0        0
CYTEC INDUSTRIES INC              COMMON    232820100      7        171    SH          DEFINED      5      171        0        0
CYTOKINETICS INC                  COMMON    23282W100      1        469    SH          DEFINED     20      469        0        0
CYTRX CORP                        COMMON    232828301      0        250    SH          DEFINED      5      250        0        0
D.R. HORTON INC                   COMMON    23331A109    3095     267700   SH          DEFINED      1     267700      0        0
D.R. HORTON INC                   COMMON    23331A109    3569     308700   SH          DEFINED    1,14    308700      0        0
D.R. HORTON INC                   COMMON    23331A109    2014     174200   SH          DEFINED     1,8    174200      0        0
D.R. HORTON INC                   COMMON    23331A109     836      72300   SH          DEFINED     10     72300       0        0
D.R. HORTON INC                   COMMON    23331A109     874      75600   SH          DEFINED    10,14   75600       0        0
D.R. HORTON INC                   COMMON    23331A109     435      37617   SH          DEFINED     11     37617       0        0
D.R. HORTON INC                   COMMON    23331A109     539      46600   SH          DEFINED     13     46600       0        0
D.R. HORTON INC                   COMMON    23331A109    75850    6561426  SH          DEFINED     14    4439826      0     1793500
D.R. HORTON INC                   COMMON    23331A109    2052     177500   SH          DEFINED    14,13     0         0     177500
D.R. HORTON INC                   COMMON    23331A109    2622     226800   SH          DEFINED    14,7      0         0     226800
D.R. HORTON INC                   COMMON    23331A109     545      47185   SH          DEFINED     16     47185       0        0
D.R. HORTON INC                   COMMON    23331A109     243      21000   SH          DEFINED    17,14     0         0      4500
D.R. HORTON INC                   COMMON    23331A109    2222     192200   SH          DEFINED     18     192200      0        0
D.R. HORTON INC                   COMMON    23331A109      1        120    SH          DEFINED     19       50        0       70
D.R. HORTON INC                   COMMON    23331A109     344      29787   SH          DEFINED     20     29787       0        0
D.R. HORTON INC                   COMMON    23331A109     19       1681    SH          DEFINED     21      1681       0        0
D.R. HORTON INC                   COMMON    23331A109      4        371    SH          DEFINED      5      115        0       256
D.R. HORTON INC                   COMMON    23331A109    4610     398800   SH          DEFINED    5,14    398800      0        0
D.R. HORTON INC                   COMMON    23331A109    2482     214736   SH          DEFINED      7     214736      0        0
D.R. HORTON INC                   COMMON    23331A109    30873    2670700  SH          DEFINED      8    2670700      0        0
D.R. HORTON INC                   COMMON    23331A109    3876     335300   SH          DEFINED    8,14    335300      0        0
D.R. HORTON INC                   COMMON    23331A109    1957     169300   SH          DEFINED      9     169300      0        0
D.R. HORTON INC                   COMMON    23331A109     963      83300   SH          DEFINED    9,14      0         0      83300
DAIMLER AG                        COMMON    D1668R123     32        601    SH          DEFINED     19       0         0       601
DAIMLER AG                        COMMON    D1668R123    3336      62258   SH          DEFINED     20     62258       0        0
DAIMLER AG                        COMMON    D1668R123     13        250    SH          DEFINED      5      250        0        0
DAIMLER AG-REG                    COMMON    EF7105739      7        122    SH          DEFINED    10,7     122        0        0
DAIMLER AG-REG                    COMMON    EF7105739     302      5644    SH          DEFINED     13      5644       0        0
DAIMLER AG-REG                    COMMON    EF7105739     182      3398    SH          DEFINED     14      3398       0        0
DAIMLER AG-REG                    COMMON    EF7105739     832      15564   SH          DEFINED    14,7    15564       0        0
DAIMLER AG-REG                    COMMON    EF7105739    4960      92736   SH          DEFINED     18     92736       0        0
DAIMLER AG-REG                    COMMON    EF7105739     476      8902    SH          DEFINED     21      8902       0        0
DAIMLER AG-REG                    COMMON    EF7105739     655      12253   SH          DEFINED      6     12253       0        0
DAIMLER AG-REG                    COMMON    EF7105739    10384    194152   SH          DEFINED      7     148045    46107      0
DAIMLER AG-REG                    COMMON    EF7105739    2236      41814   SH          DEFINED     7,9    41814       0        0
DAIMLER AG-REG                    COMMON    EF7105739    78381    1465552  SH          DEFINED      8    1465552      0        0
DAIMLER AG-REG                    COMMON    EF7105739    11972    223855   SH          DEFINED    8,13    223855      0        0
DAIMLER AG-REG                    COMMON    EF7105739     63       1180    SH          DEFINED    8,16     1180       0        0
DAIMLER AG-REG                    COMMON    EF7105739    2720      50854   SH          DEFINED    8,17    50854       0        0
DAIMLER AG-REG                    COMMON    EF7105739    1760      32911   SH          DEFINED     8,6    32911       0        0
DAIMLER AG-REG                    COMMON    EF7105739    2200      41130   SH          DEFINED     8,7    41130       0        0
DAIMLER AG-REG                    COMMON    EF7105739    1695      31700   SH          DEFINED      9     31700       0        0
DAIMLER AG-REG                    COMMON    EF7105739    6938     129717   SH          DEFINED     9,8    129717      0        0
DAKTRONICS INC                    COMMON    234264109     44       4788    SH          DEFINED     20      4788       0        0
DANA HOLDING CORP                 COMMON    235825205     391      32624   SH          DEFINED     20     32624       0        0
DANAHER CORP                      COMMON    235851102   108427    1444541  SH          DEFINED      1    1444541      0        0
DANAHER CORP                      COMMON    235851102     326      4345    SH          DEFINED     14      3445       0       400
DANAHER CORP                      COMMON    235851102     135      1800    SH          DEFINED    14,7      0         0      1800
DANAHER CORP                      COMMON    235851102    10939    145734   SH          DEFINED     19     46192       0      99542
DANAHER CORP                      COMMON    235851102    79514    1059340  SH          DEFINED     20    1059340      0        0
DANAHER CORP                      COMMON    235851102     305      4057    SH          DEFINED     21      4057       0        0
DANAHER CORP                      COMMON    235851102      5        72     SH          DEFINED      4       72        0        0
DANAHER CORP                      COMMON    235851102    7075      94257   SH          DEFINED      5     79947       0      14310
DANAHER CORP                      COMMON    235851102     321      4278    SH          DEFINED      7      4278       0        0
DANAHER CORP                      COMMON    235851102    14424    192164   SH          DEFINED      8     192164      0        0
DANAHER CORP CNV (DHR ) 01-22-    CONVERT   235851AF9    17620    1.6E+07  SH          DEFINED     14       0         0     1.4E+07
DANAHER CORP CNV (DHR ) 01-22-    CONVERT   235851AF9      2       2000    SH          DEFINED      5      2000       0        0
DANVERS BANCORP INC               COMMON    236442109     110      8869    SH          DEFINED     20      8869       0        0
DARDEN RESTAURANTS INC            COMMON    237194105    22072    633349   SH          DEFINED      1     633349      0        0
DARDEN RESTAURANTS INC            COMMON    237194105     693      19881   SH          DEFINED    13,2      0         0      19881
DARDEN RESTAURANTS INC            COMMON    237194105     171      4905    SH          DEFINED     14      4905       0        0
DARDEN RESTAURANTS INC            COMMON    237194105    5400     154950   SH          DEFINED     19     18346       0     136604
DARDEN RESTAURANTS INC            COMMON    237194105    8544     245156   SH          DEFINED      2     245156      0        0
DARDEN RESTAURANTS INC            COMMON    237194105     679      19474   SH          DEFINED     20     19474       0        0
DARDEN RESTAURANTS INC            COMMON    237194105      8        229    SH          DEFINED     21      229        0        0
DARDEN RESTAURANTS INC            COMMON    237194105    7819     224364   SH          DEFINED      5     191849      0      32515
DARDEN RESTAURANTS INC            COMMON    237194105     112      3200    SH          DEFINED      7      3200       0        0
DARLING INTERNATIONAL INC         COMMON    237266101    2764     313705   SH          DEFINED     20     313705      0        0
DAVITA INC                        COMMON    23918K108    57473    967401   SH          DEFINED      1     967401      0        0
DAVITA INC                        COMMON    23918K108    19848    334077   SH          DEFINED     11     80496       0     253581
DAVITA INC                        COMMON    23918K108     441      7429    SH          DEFINED     14      7429       0        0
DAVITA INC                        COMMON    23918K108     98       1650    SH          DEFINED     15      1650       0        0
DAVITA INC                        COMMON    23918K108     26        439    SH          DEFINED    16,11    439        0        0
DAVITA INC                        COMMON    23918K108    1951      32836   SH          DEFINED    16,14   25011       0      7825
DAVITA INC                        COMMON    23918K108    3958      66615   SH          DEFINED    17,1      0         0      66615
DAVITA INC                        COMMON    23918K108     99       1669    SH          DEFINED     19      402        0      1267
DAVITA INC                        COMMON    23918K108     216      3643    SH          DEFINED      2      3643       0        0
DAVITA INC                        COMMON    23918K108    3369      56711   SH          DEFINED     20     56711       0        0
DAVITA INC                        COMMON    23918K108      8        130    SH          DEFINED     21      130        0        0
DAVITA INC                        COMMON    23918K108     123      2076    SH          DEFINED      3      2076       0        0
DAVITA INC                        COMMON    23918K108    1560      26266   SH          DEFINED      5     21988       0      4278
DAVITA INC                        COMMON    23918K108     101      1700    SH          DEFINED      7      1700       0        0
DAWSON GEOPHYSICAL CO             COMMON    239359102     62       2554    SH          DEFINED     20      2554       0        0
DAWSON GEOPHYSICAL CO             COMMON    239359102     25       1025    SH          DEFINED      5       0         0      1025
DCP MIDSTREAM PARTNERS LP         COMMON    23311P100     296      10000   SH          DEFINED     19       0         0      10000
DCP MIDSTREAM PARTNERS LP         COMMON    23311P100    2114      71505   SH          DEFINED      5     71505       0        0
DCT INDUSTRIAL TRUST INC          COMMON    233153105    1141     220600   SH          DEFINED    1,11      0         0     220600
DCT INDUSTRIAL TRUST INC          COMMON    233153105    14166    2740110  SH          DEFINED    1,14   2740110      0        0
DCT INDUSTRIAL TRUST INC          COMMON    233153105     24       4700    SH          DEFINED     11      4700       0        0
DCT INDUSTRIAL TRUST INC          COMMON    233153105    34189    6613038  SH          DEFINED     14    2979584      0     3395262
DCT INDUSTRIAL TRUST INC          COMMON    233153105     511      98800   SH          DEFINED    16,14   98800       0        0
DCT INDUSTRIAL TRUST INC          COMMON    233153105    1035     200100   SH          DEFINED    2,14    200100      0        0
DCT INDUSTRIAL TRUST INC          COMMON    233153105     80       15514   SH          DEFINED     20     15514       0        0
DCT INDUSTRIAL TRUST INC          COMMON    233153105      5        947    SH          DEFINED     21      947        0        0
DCT INDUSTRIAL TRUST INC          COMMON    233153105     78       15100   SH          DEFINED    3,14    15100       0        0
DCT INDUSTRIAL TRUST INC          COMMON    233153105    2567     496544   SH          DEFINED    5,14    496544      0        0
DCT INDUSTRIAL TRUST INC          COMMON    233153105     24       4700    SH          DEFINED    6,14     4700       0        0
DCT INDUSTRIAL TRUST INC          COMMON    233153105     643     124375   SH          DEFINED    8,14      0      124375      0
DEALERTRACK HOLDINGS INC          COMMON    242309102     265      13742   SH          DEFINED     20     13742       0        0
DEAN FOODS CO                     COMMON    242370104     42       2300    SH          DEFINED     14      2300       0        0
DEAN FOODS CO                     COMMON    242370104      2        85     SH          DEFINED     19       35        0       50
DEAN FOODS CO                     COMMON    242370104    1250      68067   SH          DEFINED     20     68067       0        0
DEAN FOODS CO                     COMMON    242370104     39       2106    SH          DEFINED     21      2106       0        0
DEAN FOODS CO                     COMMON    242370104     326      17765   SH          DEFINED      5       0         0      17765
DEAN FOODS CO                     COMMON    242370104     367      19981   SH          DEFINED      7     19981       0        0
DEAN FOODS CO                     COMMON    242370104     490      26700   SH          DEFINED      8     26700       0        0
DECKERS OUTDOORS CORP             COMMON    243537107    11974    111440   SH          DEFINED      1     111440      0        0
DECKERS OUTDOORS CORP             COMMON    243537107    11543    107426   SH          DEFINED      2     107426      0        0
DECKERS OUTDOORS CORP             COMMON    243537107    2090      19451   SH          DEFINED     20     19451       0        0
DECKERS OUTDOORS CORP             COMMON    243537107     90        835    SH          DEFINED      5       0         0       835
DEER CONSUMER PRODUCTS INC DEE    COMMON    24379J200     606      53625   SH          DEFINED     20     53625       0        0
DEERE & CO                        COMMON    244199105     39        700    SH          DEFINED     14      700        0        0
DEERE & CO                        COMMON    244199105    3434      61480   SH          DEFINED     19     17900       0      43580
DEERE & CO                        COMMON    244199105    2411      43167   SH          DEFINED     20     43167       0        0
DEERE & CO                        COMMON    244199105     62       1115    SH          DEFINED     21      1115       0        0
DEERE & CO                        COMMON    244199105     559      10009   SH          DEFINED      5      9380       0       629
DEERE & CO                        COMMON    244199105     489      8754    SH          DEFINED      7      8754       0        0
DEERE & CO                        COMMON    244199105    1301      23286   SH          DEFINED      8       0       23286      0
DEERFIELD CAPITAL CORP            COMMON    244331302      2        450    SH          DEFINED     19       0         0       450
DEERFIELD CAPITAL CORP            COMMON    244331302      0         9     SH          DEFINED      5       0         0        9
DEL MONTE FOODS CO                COMMON    24522P103    8787     747168   SH          DEFINED      1     747168      0        0
DEL MONTE FOODS CO                COMMON    24522P103    3605     306530   SH          DEFINED     14     176130      0     125000
DEL MONTE FOODS CO                COMMON    24522P103     215      18300   SH          DEFINED    14,7      0         0      18300
DEL MONTE FOODS CO                COMMON    24522P103     27       2326    SH          DEFINED     19      2326       0        0
DEL MONTE FOODS CO                COMMON    24522P103    2204     187391   SH          DEFINED     20     187391      0        0
DEL MONTE FOODS CO                COMMON    24522P103      7        572    SH          DEFINED     21      572        0        0
DEL MONTE FOODS CO                COMMON    24522P103    10165    864330   SH          DEFINED      4     864330      0        0
DEL MONTE FOODS CO                COMMON    24522P103      5        445    SH          DEFINED      5       9         0       436
DEL MONTE FOODS CO                COMMON    24522P103     102      8700    SH          DEFINED    5,14     8700       0        0
DEL MONTE FOODS CO                COMMON    24522P103     676      57500   SH          DEFINED      8     57500       0        0
DEL MONTE FOODS CO                COMMON    24522P103     193      16400   SH          DEFINED    8,17    16400       0        0
DELEK US HOLDINGS INC             COMMON    246647101     120      15778   SH          DEFINED     20     15778       0        0
DELEK US HOLDINGS INC             COMMON    246647101      1        120    SH          DEFINED     21      120        0        0
DELHAIZE LE LION ADR              COMMON    29759W101     203      2642    SH          DEFINED     20      2642       0        0
DELHAIZE LE LION ADR              COMMON    29759W101      1        15     SH          DEFINED      5       15        0        0
DELL INC                          COMMON    24702R101   106683    7174389  SH          DEFINED      1    7174389      0        0
DELL INC                          COMMON    24702R101    2483     167000   SH          DEFINED    1,14    167000      0        0
DELL INC                          COMMON    24702R101     674      45300   SH          DEFINED     10     45300       0        0
DELL INC                          COMMON    24702R101    1300      87400   SH          DEFINED    10,14   87400       0        0
DELL INC                          COMMON    24702R101     172      11569   SH          DEFINED     11     11569       0        0
DELL INC                          COMMON    24702R101     68       4600    SH          DEFINED     13      4600       0        0
DELL INC                          COMMON    24702R101    69886    4699819  SH          DEFINED     14    3305069      0     1218750
DELL INC                          COMMON    24702R101    1652     111100   SH          DEFINED    14,13     0         0     111100
DELL INC                          COMMON    24702R101    5274     354700   SH          DEFINED    14,7      0         0     354700
DELL INC                          COMMON    24702R101     700      47047   SH          DEFINED    17,1    47047       0        0
DELL INC                          COMMON    24702R101     369      24800   SH          DEFINED    17,14     0         0      4600
DELL INC                          COMMON    24702R101     58       3905    SH          DEFINED     19      135        0      3770
DELL INC                          COMMON    24702R101    2047     137673   SH          DEFINED      2     137673      0        0
DELL INC                          COMMON    24702R101   124206    8352798  SH          DEFINED     20    8352798      0        0
DELL INC                          COMMON    24702R101     129      8670    SH          DEFINED    20,14    8670       0        0
DELL INC                          COMMON    24702R101    4462     300036   SH          DEFINED     21     300036      0        0
DELL INC                          COMMON    24702R101    23321    1568300  SH          DEFINED      3    1568300      0        0
DELL INC                          COMMON    24702R101    13735    923659   SH          DEFINED     3,1    923659      0        0
DELL INC                          COMMON    24702R101    2091     140625   SH          DEFINED      4     140625      0        0
DELL INC                          COMMON    24702R101     364      24455   SH          DEFINED      5     17410       0      7045
DELL INC                          COMMON    24702R101    3704     249100   SH          DEFINED    5,14    249100      0        0
DELL INC                          COMMON    24702R101    1004      67500   SH          DEFINED      7     67500       0        0
DELL INC                          COMMON    24702R101    2766     185995   SH          DEFINED      8     185995      0        0
DELL INC                          COMMON    24702R101    5633     378800   SH          DEFINED    8,14    378800      0        0
DELL INC                          COMMON    24702R101     61       4078    SH          DEFINED     8,2     4078       0        0
DELL INC                          COMMON    24702R101     776      52200   SH          DEFINED    9,14      0         0      52200
DELPHI FINANCIAL GROUP CL A       COMMON    247131105     167      7300    SH          DEFINED     14      7300       0        0
DELPHI FINANCIAL GROUP CL A       COMMON    247131105    4141     180984   SH          DEFINED     20     180984      0        0
DELPHI FINANCIAL GROUP CL A       COMMON    247131105     86       3747    SH          DEFINED     21      3747       0        0
DELPHI FINANCIAL GROUP CL A       COMMON    247131105     90       3925    SH          DEFINED      5       0         0      3925
DELTA AIR LINES INC               COMMON    247361702    14519    1199933  SH          DEFINED      1    1199933      0        0
DELTA AIR LINES INC               COMMON    247361702      1        100    SH          DEFINED     14       0         0       100
DELTA AIR LINES INC               COMMON    247361702     751      62089   SH          DEFINED      2     62089       0        0
DELTA AIR LINES INC               COMMON    247361702     929      76812   SH          DEFINED     20     76812       0        0
DELTA AIR LINES INC               COMMON    247361702     62       5128    SH          DEFINED     21      5128       0        0
DELTA AIR LINES INC               COMMON    247361702      8        700    SH          DEFINED      5       0         0       700
DELTA AIR LINES INC               COMMON    247361702     54       4440    SH          DEFINED     8,2     4440       0        0
DELTA PETROLEUM CORP              COMMON    247907207     60       41647   SH          DEFINED     20     41647       0        0
DELTEK INC                        COMMON    24784L105     141      17309   SH          DEFINED     20     17309       0        0
DELTIC TIMBER CORP                COMMON    247850100     40        826    SH          DEFINED     20      826        0        0
DELUXE CORP                       COMMON    248019101     63       4000    SH          DEFINED    1,14     4000       0        0
DELUXE CORP                       COMMON    248019101    3654     233650   SH          DEFINED     14     164150      0      69100
DELUXE CORP                       COMMON    248019101      8        500    SH          DEFINED     19       0         0       500
DELUXE CORP                       COMMON    248019101    1122      71722   SH          DEFINED     20     71722       0        0
DELUXE CORP                       COMMON    248019101      5        350    SH          DEFINED     21      350        0        0
DELUXE CORP                       COMMON    248019101     48       3100    SH          DEFINED      5       0         0      3100
DELUXE CORP                       COMMON    248019101     288      18400   SH          DEFINED    5,14    18400       0        0
DELUXE CORP                       COMMON    248019101     135      8600    SH          DEFINED      8      8600       0        0
DELUXE CORP                       COMMON    248019101     38       2400    SH          DEFINED    8,17     2400       0        0
DEMANDTEC INC                     COMMON    24802R506      1        165    SH          DEFINED     20      165        0        0
DENBURY RESOURCES INC             COMMON    247916208     132      8277    SH          DEFINED     20      8277       0        0
DENBURY RESOURCES INC             COMMON    247916208      4        249    SH          DEFINED     21      249        0        0
DENBURY RESOURCES INC             COMMON    247916208     397      24950   SH          DEFINED      5       0         0      24950
DENBURY RESOURCES INC             COMMON    247916208     111      7000    SH          DEFINED      7      7000       0        0
DENDREON CORP                     COMMON    24823Q107    1664      59140   SH          DEFINED     20     59140       0        0
DENDREON CORP                     COMMON    24823Q107      9        306    SH          DEFINED      5       0         0       306
DENISON MINES CORP                COMMON    248356107     230     155637   SH          DEFINED     20     155637      0        0
DENNY'S CORPORATION               COMMON    24869P104     77       34387   SH          DEFINED     20     34387       0        0
DENTSPLY INTERNATIONAL INC        COMMON    249030107    12616    361382   SH          DEFINED      1     361382      0        0
DENTSPLY INTERNATIONAL INC        COMMON    249030107      4        110    SH          DEFINED     14       0         0       110
DENTSPLY INTERNATIONAL INC        COMMON    249030107    2012      57645   SH          DEFINED    17,1      0         0      57645
DENTSPLY INTERNATIONAL INC        COMMON    249030107      7        200    SH          DEFINED     19      200        0        0
DENTSPLY INTERNATIONAL INC        COMMON    249030107    56999    1632751  SH          DEFINED     20    1632751      0        0
DENTSPLY INTERNATIONAL INC        COMMON    249030107    2079      59547   SH          DEFINED     21     59547       0        0
DENTSPLY INTERNATIONAL INC        COMMON    249030107     10        299    SH          DEFINED      5       0         0       299
DENTSPLY INTERNATIONAL INC        COMMON    249030107     192      5500    SH          DEFINED      7      5500       0        0
DESARROLLADORA HOMEX ADR          COMMON    25030W100     218      6386    SH          DEFINED    1,11     6386       0        0
DESARROLLADORA HOMEX ADR          COMMON    25030W100    2912      85157   SH          DEFINED     11      6064       0      79093
DESARROLLADORA HOMEX ADR          COMMON    25030W100    1007      29444   SH          DEFINED     14     29444       0        0
DESARROLLADORA HOMEX ADR          COMMON    25030W100      7        219    SH          DEFINED      3      219        0        0
DESARROLLADORA HOMEX ADR          COMMON    25030W100    2146      62735   SH          DEFINED    5,11    62735       0        0
DESCARTES SYS GROUP INC           COMMON    249906108    2996     500000   SH          DEFINED      1     500000      0        0
DESCARTES SYSTEMS GROUP INC       COMMON    249906108      3        470    SH          DEFINED     20      470        0        0
DESTINATION MATERNITY CORP        COMMON    25065D100     97       5151    SH          DEFINED     20      5151       0        0
DESWELL INDUSTRIES INC            COMMON    250639101     44       10801   SH          DEFINED     20     10801       0        0
DEUTSCHE BANK AG                  COMMON                  251      3381    SH          DEFINED     1,8     3381       0        0
DEUTSCHE BANK AG                  COMMON                  93       1255    SH          DEFINED     10      1255       0        0
DEUTSCHE BANK AG                  COMMON                  15        205    SH          DEFINED    10,7     205        0        0
DEUTSCHE BANK AG                  COMMON                  80       1082    SH          DEFINED     13      1082       0        0
DEUTSCHE BANK AG                  COMMON                 1161      15635   SH          DEFINED    14,7    15635       0        0
DEUTSCHE BANK AG                  COMMON                  175      2351    SH          DEFINED     16      2351       0        0
DEUTSCHE BANK AG                  COMMON                 6155      82876   SH          DEFINED     18     82876       0        0
DEUTSCHE BANK AG                  COMMON    D18190898     11        149    SH          DEFINED     19       40        0       109
DEUTSCHE BANK AG                  COMMON                 3081      42228   SH          DEFINED     20     42228       0        0
DEUTSCHE BANK AG                  COMMON                  404      5433    SH          DEFINED     21      5433       0        0
DEUTSCHE BANK AG                  COMMON    D18190898      2        26     SH          DEFINED      5       26        0        0
DEUTSCHE BANK AG                  COMMON                 12592    169543   SH          DEFINED      7     138196    31347      0
DEUTSCHE BANK AG                  COMMON                 5482      73810   SH          DEFINED     7,9    73810       0        0
DEUTSCHE BANK AG                  COMMON                 4971      66926   SH          DEFINED      8     66926       0        0
DEUTSCHE BANK AG                  COMMON                 4671      62891   SH          DEFINED     8,7    62891       0        0
DEUTSCHE BK AG LND (AMGN) CVT     CONVERT   25152EAL6    14730    1.5E+07  SH          DEFINED     14       0         0     1.3E+07
DEUTSCHE TELEKOM AG ADR           COMMON    251566105     35       2360    SH          DEFINED     19       0         0      2360
DEUTSCHE TELEKOM AG ADR           COMMON    251566105    1180      78477   SH          DEFINED     20     78477       0        0
DEVELOPERS DIVERS REALTY CRP      COMMON    251591103     507      55292   SH          DEFINED     20     55292       0        0
DEVELOPERS DIVERS REALTY CRP      COMMON    251591103     31       3363    SH          DEFINED     21      3363       0        0
DEVON ENERGY CORPORATION          COMMON    25179M103   105972    1382546  SH          DEFINED      1    1382546      0        0
DEVON ENERGY CORPORATION          COMMON    25179M103      1        15     SH          DEFINED     11       15        0        0
DEVON ENERGY CORPORATION          COMMON    25179M103    9275     121000   SH          DEFINED    13,2      0         0     121000
DEVON ENERGY CORPORATION          COMMON    25179M103     474      6180    SH          DEFINED     14      5780       0       400
DEVON ENERGY CORPORATION          COMMON    25179M103    10325    134709   SH          DEFINED     19     15300       0     119409
DEVON ENERGY CORPORATION          COMMON    25179M103    2159      28161   SH          DEFINED      2     28161       0        0
DEVON ENERGY CORPORATION          COMMON    25179M103    1674      21846   SH          DEFINED     20     21846       0        0
DEVON ENERGY CORPORATION          COMMON    25179M103     77       1002    SH          DEFINED     21      1002       0        0
DEVON ENERGY CORPORATION          COMMON    25179M103    11440    149249   SH          DEFINED      5     114377      0      34872
DEVON ENERGY CORPORATION          COMMON    25179M103     643      8394    SH          DEFINED      7      8394       0        0
DEVON ENERGY CORPORATION          COMMON    25179M103     699      9122    SH          DEFINED      8      9122       0        0
DEVON ENERGY CORPORATION          COMMON    25179M103     144      1874    SH          DEFINED     8,2     1874       0        0
DEVRY INC                         COMMON    251893103     239      4299    SH          DEFINED     20      4299       0        0
DEVRY INC                         COMMON    251893103     136      2441    SH          DEFINED      5      2311       0       130
DEXCOM INC                        COMMON    252131107    3046     350558   SH          DEFINED      1     350558      0        0
DEXCOM INC                        COMMON    252131107     401      46176   SH          DEFINED    17,1      0         0      46176
DEXCOM INC                        COMMON    252131107    1668     191944   SH          DEFINED     20     191944      0        0
DG FASTCHANNEL INC                COMMON    23326R109      5        183    SH          DEFINED     20      183        0        0
DHT MARITIME INC                  COMMON    Y2065G105     19       4980    SH          DEFINED     20      4980       0        0
DIAGEO PLC ADR                    COMMON    25243Q205     72       1057    SH          DEFINED     19       0         0      1057
DIAGEO PLC ADR                    COMMON    25243Q205    1123      16471   SH          DEFINED     20     16471       0        0
DIAGEO PLC ADR                    COMMON    25243Q205      4        60     SH          DEFINED      4       60        0        0
DIAGEO PLC ADR                    COMMON    25243Q205     40        581    SH          DEFINED      5       10        0       571
DIAMOND FOODS INC                 COMMON    252603105     112      3300    SH          DEFINED     14      700        0      2600
DIAMOND FOODS INC                 COMMON    252603105     57       1686    SH          DEFINED     20      1686       0        0
DIAMOND FOODS INC                 COMMON    252603105     134      3950    SH          DEFINED      5       0         0      3950
DIAMOND FOODS INC                 COMMON    252603105     14        400    SH          DEFINED    5,14     400        0        0
DIAMOND HILL INVESTMENT GRP       COMMON    25264R207      1        20     SH          DEFINED     20       20        0        0
DIAMOND MANAGEMENT & TECHNOL      COMMON    25269L106    2087     289000   SH          DEFINED     14     154400      0     134600
DIAMOND MANAGEMENT & TECHNOL      COMMON    25269L106     178      24706   SH          DEFINED     20     24706       0        0
DIAMOND MANAGEMENT & TECHNOL      COMMON    25269L106     191      26500   SH          DEFINED    5,14    26500       0        0
DIAMOND MANAGEMENT & TECHNOL      COMMON    25269L106     227      31400   SH          DEFINED      8     31400       0        0
DIAMOND MANAGEMENT & TECHNOL      COMMON    25269L106     64       8900    SH          DEFINED    8,17     8900       0        0
DIAMOND OFFSHORE DRILLING         COMMON    25271C102    14519    142298   SH          DEFINED      1     142298      0        0
DIAMOND OFFSHORE DRILLING         COMMON    25271C102     265      2600    SH          DEFINED     14      1900       0        0
DIAMOND OFFSHORE DRILLING         COMMON    25271C102     102      1000    SH          DEFINED    14,7      0         0      1000
DIAMOND OFFSHORE DRILLING         COMMON    25271C102     31        300    SH          DEFINED     18      300        0        0
DIAMOND OFFSHORE DRILLING         COMMON    25271C102    1893      18551   SH          DEFINED     19      2878       0      15673
DIAMOND OFFSHORE DRILLING         COMMON    25271C102    8248      80843   SH          DEFINED      2     80843       0        0
DIAMOND OFFSHORE DRILLING         COMMON    25271C102    11014    107947   SH          DEFINED     20     107947      0        0
DIAMOND OFFSHORE DRILLING         COMMON    25271C102     16        160    SH          DEFINED     21      160        0        0
DIAMOND OFFSHORE DRILLING         COMMON    25271C102     20        192    SH          DEFINED      4      192        0        0
DIAMOND OFFSHORE DRILLING         COMMON    25271C102    2717      26633   SH          DEFINED      5     22827       0      3806
DIAMOND OFFSHORE DRILLING         COMMON    25271C102     583      5715    SH          DEFINED      7      5715       0        0
DIAMOND OFFSHORE DRILLING         COMMON    25271C102    1214      11900   SH          DEFINED      8     11900       0        0
DIAMONDROCK HOSPITALITY CO        COMMON    252784301    7314     807232   SH          DEFINED     14     422194      0     385038
DIAMONDROCK HOSPITALITY CO        COMMON    252784301     625      68970   SH          DEFINED     20     68970       0        0
DIAMONDROCK HOSPITALITY CO        COMMON    252784301     913     100800   SH          DEFINED    5,14    100800      0        0
DIAMONDS TRUST SERIES I ETF       COMMON    252787106     135      1298    SH          DEFINED     19      120        0      1178
DIANA SHIPPING INC                COMMON    Y2066G104     111      7025    SH          DEFINED     20      7025       0        0
DICE HOLDINGS INC                 COMMON    253017107     683     106500   SH          DEFINED     14     44800       0      61700
DICE HOLDINGS INC                 COMMON    253017107     51       8000    SH          DEFINED      5      8000       0        0
DICE HOLDINGS INC                 COMMON    253017107     76       11900   SH          DEFINED    5,14    11900       0        0
DICE HOLDINGS INC                 COMMON    253017107     59       9200    SH          DEFINED      8      9200       0        0
DICE HOLDINGS INC                 COMMON    253017107     16       2500    SH          DEFINED    8,17     2500       0        0
DICKS SPORTING GOODS INC          COMMON    253393102     271      10691   SH          DEFINED     19      2258       0      8433
DICKS SPORTING GOODS INC          COMMON    253393102     89       3533    SH          DEFINED     20      3533       0        0
DICKS SPORTING GOODS INC          COMMON    253393102      5        204    SH          DEFINED     21      204        0        0
DICKS SPORTING GOODS INC          COMMON    253393102    3275     129391   SH          DEFINED      5     108790      0      20601
DIEBOLD INC                       COMMON    253651103     141      4811    SH          DEFINED     20      4811       0        0
DIEBOLD INC                       COMMON    253651103      5        157    SH          DEFINED     21      157        0        0
DIEBOLD INC                       COMMON    253651103      5        174    SH          DEFINED      5       0         0       174
DIGI INTERNATIONAL INC            COMMON    253798102     258      28329   SH          DEFINED     20     28329       0        0
DIGITAL REALTY TRUST INC          COMMON    253868103    6896     136600   SH          DEFINED      1     136600      0        0
DIGITAL REALTY TRUST INC          COMMON    253868103    7057     139800   SH          DEFINED    1,11      0         0     139800
DIGITAL REALTY TRUST INC          COMMON    253868103    75592    1497465  SH          DEFINED    1,14   1497465      0        0
DIGITAL REALTY TRUST INC          COMMON    253868103     131      2600    SH          DEFINED     11      2600       0        0
DIGITAL REALTY TRUST INC          COMMON    253868103   175931    3485158  SH          DEFINED     14    1781031      0     1564227
DIGITAL REALTY TRUST INC          COMMON    253868103    2943      58300   SH          DEFINED    16,14   58300       0        0
DIGITAL REALTY TRUST INC          COMMON    253868103     72       1420    SH          DEFINED     19      443        0       977
DIGITAL REALTY TRUST INC          COMMON    253868103    3165      62700   SH          DEFINED      2     26700       0      36000
DIGITAL REALTY TRUST INC          COMMON    253868103    5948     117832   SH          DEFINED    2,14    117832      0        0
DIGITAL REALTY TRUST INC          COMMON    253868103    1147      22725   SH          DEFINED     20     22725       0        0
DIGITAL REALTY TRUST INC          COMMON    253868103     229      4540    SH          DEFINED    20,14    4540       0        0
DIGITAL REALTY TRUST INC          COMMON    253868103     444      8800    SH          DEFINED    3,14     8800       0        0
DIGITAL REALTY TRUST INC          COMMON    253868103    1198      23735   SH          DEFINED      5     21748       0      1987
DIGITAL REALTY TRUST INC          COMMON    253868103    15348    304044   SH          DEFINED    5,14    304044      0        0
DIGITAL REALTY TRUST INC          COMMON    253868103     131      2600    SH          DEFINED    6,14     2600       0        0
DIGITAL REALTY TRUST INC          COMMON    253868103    3718      73661   SH          DEFINED    8,14      0       73661      0
DIGITAL RIVER INC                 COMMON    25388B104    1562      57000   SH          DEFINED     14     37800       0      10800
DIGITAL RIVER INC                 COMMON    25388B104     181      6599    SH          DEFINED     20      6599       0        0
DIGITAL RIVER INC                 COMMON    25388B104     48       1765    SH          DEFINED      5       0         0      1765
DIGITALGLOBE INC                  COMMON    25389M877     766      30270   SH          DEFINED     20     30270       0        0
DILLARDS INC CL A                 COMMON    254067101    3549     188800   SH          DEFINED     14     122200      0      66600
DILLARDS INC CL A                 COMMON    254067101    1036      55085   SH          DEFINED     20     55085       0        0
DILLARDS INC CL A                 COMMON    254067101     35       1878    SH          DEFINED     21      1878       0        0
DILLARDS INC CL A                 COMMON    254067101     378      20100   SH          DEFINED    5,14    20100       0        0
DILLARDS INC CL A                 COMMON    254067101     297      15800   SH          DEFINED      8     15800       0        0
DILLARDS INC CL A                 COMMON    254067101     85       4500    SH          DEFINED    8,17     4500       0        0
DIME COMMUNITY BANCSHARES         COMMON    253922108    1624     141000   SH          DEFINED     14     99400       0      41600
DIME COMMUNITY BANCSHARES         COMMON    253922108    1294     112331   SH          DEFINED     20     112331      0        0
DIME COMMUNITY BANCSHARES         COMMON    253922108     250      21665   SH          DEFINED      5       0         0      21665
DIME COMMUNITY BANCSHARES         COMMON    253922108     177      15400   SH          DEFINED    5,14    15400       0        0
DIME COMMUNITY BANCSHARES         COMMON    253922108     135      11700   SH          DEFINED      8     11700       0        0
DIME COMMUNITY BANCSHARES         COMMON    253922108     38       3300    SH          DEFINED    8,17     3300       0        0
DINEEQUITY INC                    COMMON    254423106    4489     186127   SH          DEFINED      1     186127      0        0
DINEEQUITY INC                    COMMON    254423106    2110      87459   SH          DEFINED      2     36369       0      51090
DINEEQUITY INC                    COMMON    254423106     281      11652   SH          DEFINED     20     11652       0        0
DIODES INC                        COMMON    254543101    1281      62357   SH          DEFINED     20     62357       0        0
DIONEX CORP                       COMMON    254546104    7045      92965   SH          DEFINED      1     92965       0        0
DIONEX CORP                       COMMON    254546104    3243      42793   SH          DEFINED      2     18229       0      24564
DIONEX CORP                       COMMON    254546104    9328     123099   SH          DEFINED     20     123099      0        0
DIONEX CORP                       COMMON    254546104     260      3425    SH          DEFINED      5       0         0      3425
DIRECTV-CLASS A                   COMMON    25490A101      1        30     SH          DEFINED     11       30        0        0
DIRECTV-CLASS A                   COMMON    25490A101     912      26889   SH          DEFINED     19     15802       0      11087
DIRECTV-CLASS A                   COMMON    25490A101   262720    7745283  SH          DEFINED     20    7745283      0        0
DIRECTV-CLASS A                   COMMON    25490A101    9658     284718   SH          DEFINED     21     284718      0        0
DIRECTV-CLASS A                   COMMON    25490A101    7788     229611   SH          DEFINED      5     137849      0      91762
DIRECTV-CLASS A                   COMMON    25490A101     647      19062   SH          DEFINED      7     19062       0        0
DISCOVER FINANCIAL SERVICES       COMMON    254709108    5958     394589   SH          DEFINED      1     394589      0        0
DISCOVER FINANCIAL SERVICES       COMMON    254709108     955      63220   SH          DEFINED     14     53620       0      6400
DISCOVER FINANCIAL SERVICES       COMMON    254709108     408      27000   SH          DEFINED    14,7      0         0      27000
DISCOVER FINANCIAL SERVICES       COMMON    254709108     131      8649    SH          DEFINED      2      8649       0        0
DISCOVER FINANCIAL SERVICES       COMMON    254709108    5431     359688   SH          DEFINED     20     359688      0        0
DISCOVER FINANCIAL SERVICES       COMMON    254709108     48       3154    SH          DEFINED     21      3154       0        0
DISCOVER FINANCIAL SERVICES       COMMON    254709108     45       2974    SH          DEFINED      5      2207       0       767
DISCOVER FINANCIAL SERVICES       COMMON    254709108     125      8287    SH          DEFINED      7      8287       0        0
DISCOVERY COMMUNICATIONS-A        COMMON    25470F104    4158     129036   SH          DEFINED      1     129036      0        0
DISCOVERY COMMUNICATIONS-A        COMMON    25470F104     398      12356   SH          DEFINED    13,2      0         0      12356
DISCOVERY COMMUNICATIONS-A        COMMON    25470F104     129      4009    SH          DEFINED     19      4009       0        0
DISCOVERY COMMUNICATIONS-A        COMMON    25470F104    6933     215187   SH          DEFINED     20     215187      0        0
DISCOVERY COMMUNICATIONS-A        COMMON    25470F104      5        161    SH          DEFINED     21      161        0        0
DISCOVERY COMMUNICATIONS-A        COMMON    25470F104     34       1061    SH          DEFINED      5      1061       0        0
DISCOVERY COMMUNICATIONS-C        COMMON    25470F302     112      4009    SH          DEFINED     19      4009       0        0
DISCOVERY COMMUNICATIONS-C        COMMON    25470F302     83       2956    SH          DEFINED     20      2956       0        0
DISCOVERY COMMUNICATIONS-C        COMMON    25470F302      5        171    SH          DEFINED     21      171        0        0
DISCOVERY COMMUNICATIONS-C        COMMON    25470F302     41       1470    SH          DEFINED      5      1061       0       409
DISCOVERY LABORATORIES INC        COMMON    254668106      1        973    SH          DEFINED     20      973        0        0
DISH NETWORK CORP-A               COMMON    25470M109    1488      70670   SH          DEFINED     14     61870       0      3900
DISH NETWORK CORP-A               COMMON    25470M109     373      17700   SH          DEFINED    14,7      0         0      17700
DISH NETWORK CORP-A               COMMON    25470M109    52146    2477238  SH          DEFINED     20    2477238      0        0
DISH NETWORK CORP-A               COMMON    25470M109    1879      89279   SH          DEFINED     21     89279       0        0
DIVX INC                          COMMON    255413106    3547     610438   SH          DEFINED      1     610438      0        0
DIVX INC                          COMMON    255413106     436      75010   SH          DEFINED    17,1    75010       0        0
DIVX INC                          COMMON    255413106     127      21919   SH          DEFINED     20     21919       0        0
DOLAN MEDIA COMPANY               COMMON    25659P402    1812     157578   SH          DEFINED     20     157578      0        0
DOLBY LABORATORIES INC-CL A       COMMON    25659T107    8051     164148   SH          DEFINED      1     164148      0        0
DOLBY LABORATORIES INC-CL A       COMMON    25659T107     787      16039   SH          DEFINED    17,1    16039       0        0
DOLBY LABORATORIES INC-CL A       COMMON    25659T107     226      4617    SH          DEFINED     20      4617       0        0
DOLBY LABORATORIES INC-CL A       COMMON    25659T107     109      2217    SH          DEFINED      5       0         0      2217
DOLLAR FINANCIAL CORP             COMMON    256664103     778      31413   SH          DEFINED     20     31413       0        0
DOLLAR THRIFTY AUTOMOTIVE GP      COMMON    256743105    7978     296800   SH          DEFINED     14     168100      0     128700
DOLLAR THRIFTY AUTOMOTIVE GP      COMMON    256743105    2883     107245   SH          DEFINED     20     107245      0        0
DOLLAR THRIFTY AUTOMOTIVE GP      COMMON    256743105     114      4242    SH          DEFINED     21      4242       0        0
DOLLAR THRIFTY AUTOMOTIVE GP      COMMON    256743105     844      31400   SH          DEFINED    5,14    31400       0        0
DOLLAR THRIFTY AUTOMOTIVE GP      COMMON    256743105     734      27300   SH          DEFINED      8     27300       0        0
DOLLAR THRIFTY AUTOMOTIVE GP      COMMON    256743105     210      7800    SH          DEFINED    8,17     7800       0        0
DOLLAR TREE INC                   COMMON    256746108    77570    1630992  SH          DEFINED      1    1630992      0        0
DOLLAR TREE INC                   COMMON    256746108      0        10     SH          DEFINED     11       10        0        0
DOLLAR TREE INC                   COMMON    256746108     342      7200    SH          DEFINED     13      7200       0        0
DOLLAR TREE INC                   COMMON    256746108    1693      35600   SH          DEFINED     14      3200       0       700
DOLLAR TREE INC                   COMMON    256746108     143      3000    SH          DEFINED    14,7      0         0      3000
DOLLAR TREE INC                   COMMON    256746108     932      19600   SH          DEFINED     18     19600       0        0
DOLLAR TREE INC                   COMMON    256746108    1761      37034   SH          DEFINED     19      4655       0      32379
DOLLAR TREE INC                   COMMON    256746108    10646    223852   SH          DEFINED      2     223852      0        0
DOLLAR TREE INC                   COMMON    256746108     231      4866    SH          DEFINED     20      4866       0        0
DOLLAR TREE INC                   COMMON    256746108      6        118    SH          DEFINED     21      118        0        0
DOLLAR TREE INC                   COMMON    256746108     19        393    SH          DEFINED      4      393        0        0
DOLLAR TREE INC                   COMMON    256746108    5767     121253   SH          DEFINED      5     96548       0      24705
DOLLAR TREE INC                   COMMON    256746108    13229    278144   SH          DEFINED      8     278144      0        0
DOLLAR TREE INC                   COMMON    256746108     168      3530    SH          DEFINED     8,2     3530       0        0
DOMINION RESOURCES INC 2.125 1    CONVERT   25746UAT6    12650    1.1E+07  SH          DEFINED     14       0         0     9375000
DOMINION RESOURCES INC-VA         COMMON    25746U109    43639    1134080  SH          DEFINED      1    1134080      0        0
DOMINION RESOURCES INC-VA         COMMON    25746U109     181      4700    SH          DEFINED    10,14    4700       0        0
DOMINION RESOURCES INC-VA         COMMON    25746U109     51       1334    SH          DEFINED     11      1334       0        0
DOMINION RESOURCES INC-VA         COMMON    25746U109    4640     120590   SH          DEFINED     14     107590      0      7200
DOMINION RESOURCES INC-VA         COMMON    25746U109    2093      54400   SH          DEFINED    14,7      0         0      54400
DOMINION RESOURCES INC-VA         COMMON    25746U109     135      3498    SH          DEFINED     19       0         0      3498
DOMINION RESOURCES INC-VA         COMMON    25746U109     958      24898   SH          DEFINED     20     24898       0        0
DOMINION RESOURCES INC-VA         COMMON    25746U109     40       1049    SH          DEFINED     21      1049       0        0
DOMINION RESOURCES INC-VA         COMMON    25746U109     430      11179   SH          DEFINED      5      5058       0      6121
DOMINION RESOURCES INC-VA         COMMON    25746U109    1015      26390   SH          DEFINED      7     26390       0        0
DOMINION RESOURCES INC-VA         COMMON    25746U109     881      22900   SH          DEFINED      8     22900       0        0
DOMINION RESOURCES INC-VA         COMMON    25746U109     773      20100   SH          DEFINED    8,14    20100       0        0
DOMINO'S PIZZA INC                COMMON    25754A201     81       9251    SH          DEFINED     20      9251       0        0
DOMINO'S PIZZA INC                COMMON    25754A201      4        474    SH          DEFINED     21      474        0        0
DOMTAR CORP                       COMMON    257559203    3032      53000   SH          DEFINED      1     53000       0        0
DOMTAR CORP                       COMMON    257559203     286      5000    SH          DEFINED    1,14     5000       0        0
DOMTAR CORP                       COMMON    257559203     109      1911    SH          DEFINED     11      1911       0        0
DOMTAR CORP                       COMMON    257559203    15708    274611   SH          DEFINED     14     218911      0      38800
DOMTAR CORP                       COMMON    257559203     972      17000   SH          DEFINED    14,7      0         0      17000
DOMTAR CORP                       COMMON    257559203    1383      24184   SH          DEFINED     20     24184       0        0
DOMTAR CORP                       COMMON    257559203     66       1154    SH          DEFINED     21      1154       0        0
DOMTAR CORP                       COMMON    257559203      0         1     SH          DEFINED      3       1         0        0
DOMTAR CORP                       COMMON    257559203     99       1730    SH          DEFINED      5       0         0      1730
DOMTAR CORP                       COMMON    257559203     498      8700    SH          DEFINED    5,14     8700       0        0
DONALDSON CO INC                  COMMON    257651109    4147      98954   SH          DEFINED     20     98954       0        0
DONALDSON CO INC                  COMMON    257651109      4        93     SH          DEFINED     21       93        0        0
DONALDSON CO INC                  COMMON    257651109     111      2657    SH          DEFINED      5      2500       0       157
DONEGAL GROUP INC-CL A            COMMON    257701201     38       2461    SH          DEFINED     20      2461       0        0
DONNELLEY (R.R.) & SONS CO        COMMON    257867101    1260      55600   SH          DEFINED     1,8    55600       0        0
DONNELLEY (R.R.) & SONS CO        COMMON    257867101     50       2200    SH          DEFINED    10,14    2200       0        0
DONNELLEY (R.R.) & SONS CO        COMMON    257867101      9        400    SH          DEFINED     13      400        0        0
DONNELLEY (R.R.) & SONS CO        COMMON    257867101     833      36770   SH          DEFINED     14     31970       0      3500
DONNELLEY (R.R.) & SONS CO        COMMON    257867101     238      10500   SH          DEFINED    14,7      0         0      10500
DONNELLEY (R.R.) & SONS CO        COMMON    257867101     177      7800    SH          DEFINED     16      7800       0        0
DONNELLEY (R.R.) & SONS CO        COMMON    257867101      9        400    SH          DEFINED    17,14     0         0       400
DONNELLEY (R.R.) & SONS CO        COMMON    257867101     125      5500    SH          DEFINED     18      5500       0        0
DONNELLEY (R.R.) & SONS CO        COMMON    257867101     102      4500    SH          DEFINED     19       0         0      4500
DONNELLEY (R.R.) & SONS CO        COMMON    257867101    1514      66834   SH          DEFINED     20     66834       0        0
DONNELLEY (R.R.) & SONS CO        COMMON    257867101     40       1761    SH          DEFINED     21      1761       0        0
DONNELLEY (R.R.) & SONS CO        COMMON    257867101     374      16509   SH          DEFINED      5     16174       0       335
DONNELLEY (R.R.) & SONS CO        COMMON    257867101    1317      58131   SH          DEFINED      7     58131       0        0
DONNELLEY (R.R.) & SONS CO        COMMON    257867101    1851      81700   SH          DEFINED      8     81700       0        0
DONNELLEY (R.R.) & SONS CO        COMMON    257867101     340      15000   SH          DEFINED    8,14    15000       0        0
DORAL FINANCIAL CORP              COMMON    25811P886     448     113400   SH          DEFINED     14     113400      0        0
DORAL FINANCIAL CORP              COMMON    25811P886      2        512    SH          DEFINED     19       0         0       512
DORAL FINANCIAL CORP              COMMON    25811P886     59       14900   SH          DEFINED    5,14    14900       0        0
DORCHESTER MINERALS LP            COMMON    25820R105    1477      69399   SH          DEFINED     20     69399       0        0
DORMAN PRODUCTS INC               COMMON    258278100     124      7930    SH          DEFINED     20      7930       0        0
DOUBLE-TAKE SOFTWARE INC          COMMON    258598101      2        169    SH          DEFINED     20      169        0        0
DOUGLAS EMMETT INC                COMMON    25960P109     31       2150    SH          DEFINED     14      1750       0       400
DOUGLAS EMMETT INC                COMMON    25960P109     65       4538    SH          DEFINED     20      4538       0        0
DOUGLAS EMMETT INC                COMMON    25960P109     79       5560    SH          DEFINED    20,14    5560       0        0
DOUGLAS EMMETT INC                COMMON    25960P109      4        263    SH          DEFINED     21      263        0        0
DOVER CORP                        COMMON    260003108     164      3900    SH          DEFINED    10,14    3900       0        0
DOVER CORP                        COMMON    260003108     13        300    SH          DEFINED     13      300        0        0
DOVER CORP                        COMMON    260003108    1802      42750   SH          DEFINED     14     38550       0      2700
DOVER CORP                        COMMON    260003108     573      13600   SH          DEFINED    14,7      0         0      13600
DOVER CORP                        COMMON    260003108     13        300    SH          DEFINED    17,14     0         0       300
DOVER CORP                        COMMON    260003108    1223      28999   SH          DEFINED     19      835        0      28164
DOVER CORP                        COMMON    260003108    2101      49838   SH          DEFINED     20     49838       0        0
DOVER CORP                        COMMON    260003108     19        459    SH          DEFINED     21      459        0        0
DOVER CORP                        COMMON    260003108    2632      62421   SH          DEFINED      5     53619       0      8802
DOVER CORP                        COMMON    260003108     306      7264    SH          DEFINED      7      7264       0        0
DOVER CORP                        COMMON    260003108     780      18500   SH          DEFINED    8,14    18500       0        0
DOVER DOWNS GAMING & ENTERTA      COMMON    260095104     39       9712    SH          DEFINED     20      9712       0        0
DOW CHEMICAL                      COMMON    260543103     518      16980   SH          DEFINED     14     13680       0      2500
DOW CHEMICAL                      COMMON    260543103     321      10542   SH          DEFINED     19      1000       0      9542
DOW CHEMICAL                      COMMON    260543103    6481     212625   SH          DEFINED     20     212625      0        0
DOW CHEMICAL                      COMMON    260543103     395      12973   SH          DEFINED     21     12973       0        0
DOW CHEMICAL                      COMMON    260543103     56       1847    SH          DEFINED      5      1163       0       684
DOW CHEMICAL                      COMMON    260543103     769      25218   SH          DEFINED      6     25218       0        0
DOW CHEMICAL                      COMMON    260543103     681      22331   SH          DEFINED      7     22331       0        0
DOW CHEMICAL                      COMMON    260543103     708      23235   SH          DEFINED      8     23235       0        0
DPL INC                           COMMON    233293109     263      9700    SH          DEFINED     14      7100       0        0
DPL INC                           COMMON    233293109     252      9300    SH          DEFINED     19       0         0      9300
DPL INC                           COMMON    233293109     766      28265   SH          DEFINED     20     28265       0        0
DPL INC                           COMMON    233293109      4        161    SH          DEFINED     21      161        0        0
DPL INC                           COMMON    233293109     309      11391   SH          DEFINED      5       0         0      11391
DR PEPPER SNAPPLE GROUP INC       COMMON    26138E109     89       3100    SH          DEFINED    1,14     3100       0        0
DR PEPPER SNAPPLE GROUP INC       COMMON    26138E109     32       1100    SH          DEFINED     10      1100       0        0
DR PEPPER SNAPPLE GROUP INC       COMMON    26138E109     207      7200    SH          DEFINED    10,14    7200       0        0
DR PEPPER SNAPPLE GROUP INC       COMMON    26138E109    6027     209570   SH          DEFINED     14     165170      0      29800
DR PEPPER SNAPPLE GROUP INC       COMMON    26138E109     78       2700    SH          DEFINED    14,13     0         0      2700
DR PEPPER SNAPPLE GROUP INC       COMMON    26138E109     702      24400   SH          DEFINED    14,7      0         0      24400
DR PEPPER SNAPPLE GROUP INC       COMMON    26138E109    3752     130472   SH          DEFINED     20     130472      0        0
DR PEPPER SNAPPLE GROUP INC       COMMON    26138E109     28        957    SH          DEFINED     21      957        0        0
DR PEPPER SNAPPLE GROUP INC       COMMON    26138E109      7        235    SH          DEFINED      5       0         0       235
DR PEPPER SNAPPLE GROUP INC       COMMON    26138E109     170      5900    SH          DEFINED    5,14     5900       0        0
DR PEPPER SNAPPLE GROUP INC       COMMON    26138E109     308      10700   SH          DEFINED      7     10700       0        0
DR PEPPER SNAPPLE GROUP INC       COMMON    26138E109     794      27600   SH          DEFINED    8,14    27600       0        0
DR PEPPER SNAPPLE GROUP INC       COMMON    26138E109     35       1200    SH          DEFINED    9,14      0         0      1200
DRAGONWAVE INC                    COMMON    26144M103      3        280    SH          DEFINED     20      280        0        0
DRDGOLD LTD-SPONSORED ADR         COMMON    26152H301      1        177    SH          DEFINED     20      177        0        0
DREAMWORKS ANIMATION SKG-A        COMMON    26153C103    2385      59735   SH          DEFINED     20     59735       0        0
DREAMWORKS ANIMATION SKG-A        COMMON    26153C103     22        556    SH          DEFINED      5       31        0       525
DRESS BARN INC                    COMMON    261570105     932      38913   SH          DEFINED     20     38913       0        0
DRESSER-RAND GROUP INC            COMMON    261608103    25278    753674   SH          DEFINED      1     753674      0        0
DRESSER-RAND GROUP INC            COMMON    261608103     610      18200   SH          DEFINED     14     16600       0        0
DRESSER-RAND GROUP INC            COMMON    261608103    3466     103352   SH          DEFINED      2     44170       0      59182
DRESSER-RAND GROUP INC            COMMON    261608103    6475     193056   SH          DEFINED     20     193056      0        0
DRESSER-RAND GROUP INC            COMMON    261608103     600      17876   SH          DEFINED      5       26        0      17850
DREW INDUSTRIES INC               COMMON    26168L205     704      33326   SH          DEFINED     20     33326       0        0
DREW INDUSTRIES INC               COMMON    26168L205     80       3800    SH          DEFINED      5      3800       0        0
DRIL-QUIP                         COMMON    262037104    18996    326392   SH          DEFINED      1     326392      0        0
DRIL-QUIP                         COMMON    262037104    18516    318137   SH          DEFINED      2     318137      0        0
DRIL-QUIP                         COMMON    262037104    5382      92481   SH          DEFINED     20     92481       0        0
DRUGSTORE.COM INC                 COMMON    262241102     55       17907   SH          DEFINED     20     17907       0        0
DRYSHIPS INC                      COMMON    Y2109Q101    4560     709161   SH          DEFINED      1     709161      0        0
DRYSHIPS INC                      COMMON    Y2109Q101    2103     327120   SH          DEFINED      2     138183      0     188937
DRYSHIPS INC                      COMMON    Y2109Q101     249      38685   SH          DEFINED     20     38685       0        0
DSP GROUP INC                     COMMON    23332B106     682     125400   SH          DEFINED     14     79700       0      45700
DSP GROUP INC                     COMMON    23332B106     193      35526   SH          DEFINED     20     35526       0        0
DSP GROUP INC                     COMMON    23332B106     65       11900   SH          DEFINED    5,14    11900       0        0
DST SYSTEMS INC                   COMMON    233326107      0        10     SH          DEFINED     11       10        0        0
DST SYSTEMS INC                   COMMON    233326107    4091      91370   SH          DEFINED     20     91370       0        0
DST SYSTEMS INC                   COMMON    233326107     124      2762    SH          DEFINED     21      2762       0        0
DST SYSTEMS INC                   COMMON    233326107     260      5810    SH          DEFINED      5       0         0      5810
DSW INC.                          COMMON    23334L102     497      18487   SH          DEFINED     20     18487       0        0
DSW INC.                          COMMON    23334L102     13        500    SH          DEFINED      5      500        0        0
DTE ENERGY COMPANY                COMMON    233331107     525      12200   SH          DEFINED    10,14   12200       0        0
DTE ENERGY COMPANY                COMMON    233331107    22452    521528   SH          DEFINED     11     123266      0     398262
DTE ENERGY COMPANY                COMMON    233331107      4        100    SH          DEFINED     13      100        0        0
DTE ENERGY COMPANY                COMMON    233331107    6794     157822   SH          DEFINED     14     146022      0      7500
DTE ENERGY COMPANY                COMMON    233331107    2617      60800   SH          DEFINED    14,7      0         0      60800
DTE ENERGY COMPANY                COMMON    233331107     24        556    SH          DEFINED    16,11    556        0        0
DTE ENERGY COMPANY                COMMON    233331107    2750      63886   SH          DEFINED    16,14   51806       0      12080
DTE ENERGY COMPANY                COMMON    233331107      4        100    SH          DEFINED    17,14     0         0       100
DTE ENERGY COMPANY                COMMON    233331107     301      7000    SH          DEFINED     19      5700       0      1300
DTE ENERGY COMPANY                COMMON    233331107    3085      71655   SH          DEFINED     20     71655       0        0
DTE ENERGY COMPANY                COMMON    233331107     40        925    SH          DEFINED     21      925        0        0
DTE ENERGY COMPANY                COMMON    233331107     138      3213    SH          DEFINED      3      3213       0        0
DTE ENERGY COMPANY                COMMON    233331107     178      4145    SH          DEFINED      5      4000       0       145
DTE ENERGY COMPANY                COMMON    233331107     480      11150   SH          DEFINED      7     11150       0        0
DTE ENERGY COMPANY                COMMON    233331107    1227      28500   SH          DEFINED    8,14    28500       0        0
DTS INC                           COMMON    23335C101      5        134    SH          DEFINED     20      134        0        0
DU PONT (E.I.) DE NEMOURS         COMMON    263534109    24028    708159   SH          DEFINED      1     708159      0        0
DU PONT (E.I.) DE NEMOURS         COMMON    263534109      3        100    SH          DEFINED     13      100        0        0
DU PONT (E.I.) DE NEMOURS         COMMON    263534109    2488      73320   SH          DEFINED     14     60120       0      7900
DU PONT (E.I.) DE NEMOURS         COMMON    263534109    1048      30900   SH          DEFINED    14,7      0         0      30900
DU PONT (E.I.) DE NEMOURS         COMMON    263534109     176      5195    SH          DEFINED     16      5195       0        0
DU PONT (E.I.) DE NEMOURS         COMMON    263534109      3        100    SH          DEFINED    17,14     0         0       100
DU PONT (E.I.) DE NEMOURS         COMMON    263534109     463      13641   SH          DEFINED     19      5595       0      8046
DU PONT (E.I.) DE NEMOURS         COMMON    263534109    4864     143343   SH          DEFINED     20     143343      0        0
DU PONT (E.I.) DE NEMOURS         COMMON    263534109     96       2838    SH          DEFINED     21      2838       0        0
DU PONT (E.I.) DE NEMOURS         COMMON    263534109    1619      47708   SH          DEFINED      5     38931       0      8777
DU PONT (E.I.) DE NEMOURS         COMMON    263534109     564      16608   SH          DEFINED      7     16608       0        0
DU PONT (E.I.) DE NEMOURS         COMMON    263534109    1427      42065   SH          DEFINED      8     42065       0        0
DUCOMMUN INC                      COMMON    264147109     295      15941   SH          DEFINED     20     15941       0        0
DUFF & PHELPS CORP-CL A           COMMON    26433B107     14        760    SH          DEFINED     19      760        0        0
DUFF & PHELPS CORP-CL A           COMMON    26433B107     113      6140    SH          DEFINED     20      6140       0        0
DUKE ENERGY CORP                  COMMON    26441C105    9347     560045   SH          DEFINED      1     560045      0        0
DUKE ENERGY CORP                  COMMON    26441C105     408      24430   SH          DEFINED     14     20230       0      4200
DUKE ENERGY CORP                  COMMON    26441C105     232      13900   SH          DEFINED    14,7      0         0      13900
DUKE ENERGY CORP                  COMMON    26441C105     101      6048    SH          DEFINED     19      500        0      5548
DUKE ENERGY CORP                  COMMON    26441C105    2067     123850   SH          DEFINED     20     123850      0        0
DUKE ENERGY CORP                  COMMON    26441C105     71       4242    SH          DEFINED     21      4242       0        0
DUKE ENERGY CORP                  COMMON    26441C105     226      13514   SH          DEFINED      5     12071       0      1443
DUKE ENERGY CORP                  COMMON    26441C105     360      21564   SH          DEFINED      7     21564       0        0
DUKE REALTY CORP                  COMMON    264411505     291      23703   SH          DEFINED     20     23703       0        0
DUKE REALTY CORP                  COMMON    264411505     12        999    SH          DEFINED     21      999        0        0
DUKE REALTY CORP                  COMMON    264411505      2        149    SH          DEFINED      5       0         0       149
DUN & BRADSTREET CORP-NEW         COMMON    26483E100    55683    668547   SH          DEFINED      1     668547      0        0
DUN & BRADSTREET CORP-NEW         COMMON    26483E100     92       1100    SH          DEFINED     19       0         0      1100
DUN & BRADSTREET CORP-NEW         COMMON    26483E100     217      2601    SH          DEFINED     20      2601       0        0
DUN & BRADSTREET CORP-NEW         COMMON    26483E100      3        35     SH          DEFINED     21       35        0        0
DUN & BRADSTREET CORP-NEW         COMMON    26483E100    22230    266900   SH          DEFINED      3     266900      0        0
DUN & BRADSTREET CORP-NEW         COMMON    26483E100    11377    136595   SH          DEFINED      4     136595      0        0
DUN & BRADSTREET CORP-NEW         COMMON    26483E100     493      5924    SH          DEFINED      5      2500       0      3424
DUN & BRADSTREET CORP-NEW         COMMON    26483E100     75        900    SH          DEFINED      7      900        0        0
DUNCAN ENERGY PARTNERS LP         COMMON    265026104     689      29000   SH          DEFINED      5     29000       0        0
DUPONT FABROS TECHNOLOGY          COMMON    26613Q106     154      8830    SH          DEFINED     20      8830       0        0
DURECT CORP                       COMMON    266605104      2        669    SH          DEFINED     20      669        0        0
DXP ENTERPRISES INC               COMMON    233377407     20       1504    SH          DEFINED     20      1504       0        0
DYAX CORP                         COMMON    26746E103      2        600    SH          DEFINED     20      600        0        0
DYCOM INDUSTRIES INC              COMMON    267475101     72       8700    SH          DEFINED    1,14     8700       0        0
DYCOM INDUSTRIES INC              COMMON    267475101    3096     373470   SH          DEFINED     14     310270      0      37000
DYCOM INDUSTRIES INC              COMMON    267475101     419      50600   SH          DEFINED    14,7      0         0      50600
DYCOM INDUSTRIES INC              COMMON    267475101    2429     293012   SH          DEFINED     20     293012      0        0
DYNAMEX INC                       COMMON    26784F103     521      28900   SH          DEFINED     14     14800       0      14100
DYNAMEX INC                       COMMON    26784F103     45       2478    SH          DEFINED     20      2478       0        0
DYNAMEX INC                       COMMON    26784F103     54       3000    SH          DEFINED    5,14     3000       0        0
DYNAMEX INC                       COMMON    26784F103     41       2300    SH          DEFINED      8      2300       0        0
DYNAMEX INC                       COMMON    26784F103     13        700    SH          DEFINED    8,17     700        0        0
DYNAMIC MATERIALS CORP            COMMON    267888105      2        99     SH          DEFINED     20       99        0        0
DYNAMICS RESEARCH CORP            COMMON    268057106     122      11994   SH          DEFINED     20     11994       0        0
DYNCORP INTERNATIONAL INC-A       COMMON    26817C101     58       4000    SH          DEFINED     19       0         0      4000
DYNCORP INTERNATIONAL INC-A       COMMON    26817C101     737      50914   SH          DEFINED     20     50914       0        0
DYNCORP INTERNATIONAL INC-A       COMMON    26817C101     199      13755   SH          DEFINED      5       0         0      13755
DYNEGY INC-CL A                   COMMON    26817G102     184      97162   SH          DEFINED     20     97162       0        0
DYNEGY INC-CL A                   COMMON    26817G102     11       5836    SH          DEFINED     21      5836       0        0
DYNEGY INC-CL A                   COMMON    26817G102      0        57     SH          DEFINED      5       57        0        0
DYNEX CAPITAL INC                 COMMON    26817Q506     124      13985   SH          DEFINED     20     13985       0        0
E*TRADE FINANCIAL CORPORATION     COMMON    269246104      7       4000    SH          DEFINED     19       0         0      4000
E*TRADE FINANCIAL CORPORATION     COMMON    269246104     726     403404   SH          DEFINED     20     403404      0        0
E*TRADE FINANCIAL CORPORATION     COMMON    269246104     42       23083   SH          DEFINED     21     23083       0        0
E*TRADE FINANCIAL CORPORATION     COMMON    269246104     48       26750   SH          DEFINED      5       0         0      26750
EAGLE BANCORP INC                 COMMON    268948106     129      12324   SH          DEFINED     20     12324       0        0
EAGLE BULK SHIPPING INC           COMMON    Y2187A101     214      38741   SH          DEFINED     20     38741       0        0
EAGLE BULK SHIPPING INC           COMMON    Y2187A101     34       6075    SH          DEFINED      5       0         0      6075
EAGLE MATERIALS INC               COMMON    26969P108      0        15     SH          DEFINED     19       0         0       15
EAGLE MATERIALS INC               COMMON    26969P108     161      6370    SH          DEFINED     20      6370       0        0
EAGLE MATERIALS INC               COMMON    26969P108     49       1930    SH          DEFINED      5       0         0      1930
EAGLE ROCK ENERGY PARTNERS LP     COMMON    26985R104     682     117837   SH          DEFINED     20     117837      0        0
EAGLE ROCK ENERGY PARTNERS LP     COMMON    26985R104    1440     248766   SH          DEFINED      5     248766      0        0
EARTHLINK INC                     COMMON    270321102     102      11900   SH          DEFINED      1     11900       0        0
EARTHLINK INC                     COMMON    270321102    19590    2293900  SH          DEFINED     14    1669900      0     498800
EARTHLINK INC                     COMMON    270321102    1709     200100   SH          DEFINED    14,7      0         0     200100
EARTHLINK INC                     COMMON    270321102    1715     200844   SH          DEFINED     20     200844      0        0
EARTHLINK INC                     COMMON    270321102     155      18108   SH          DEFINED      5      8343       0      9765
EARTHLINK INC                     COMMON    270321102     705      82500   SH          DEFINED    5,14    82500       0        0
EARTHLINK INC                     COMMON    270321102     623      72900   SH          DEFINED      8     72900       0        0
EARTHLINK INC                     COMMON    270321102     177      20700   SH          DEFINED    8,17    20700       0        0
EAST WEST BANCORP INC             COMMON    27579R104     673      42644   SH          DEFINED     20     42644       0        0
EAST WEST BANCORP INC             COMMON    27579R104      5        322    SH          DEFINED      5       0         0       322
EASTGROUP PROPERTIES              COMMON    277276101    1398      37400   SH          DEFINED    1,11      0         0      37400
EASTGROUP PROPERTIES              COMMON    277276101    17222    460600   SH          DEFINED    1,14    460600      0        0
EASTGROUP PROPERTIES              COMMON    277276101     37       1000    SH          DEFINED     11      1000       0        0
EASTGROUP PROPERTIES              COMMON    277276101    38336    1025299  SH          DEFINED     14     504792      0     477453
EASTGROUP PROPERTIES              COMMON    277276101     666      17800   SH          DEFINED    16,14   17800       0        0
EASTGROUP PROPERTIES              COMMON    277276101    1354      36200   SH          DEFINED    2,14    36200       0        0
EASTGROUP PROPERTIES              COMMON    277276101     145      3872    SH          DEFINED     20      3872       0        0
EASTGROUP PROPERTIES              COMMON    277276101     57       1530    SH          DEFINED    20,14    1530       0        0
EASTGROUP PROPERTIES              COMMON    277276101     101      2700    SH          DEFINED    3,14     2700       0        0
EASTGROUP PROPERTIES              COMMON    277276101    3163      84600   SH          DEFINED    5,14    84600       0        0
EASTGROUP PROPERTIES              COMMON    277276101     37       1000    SH          DEFINED    6,14     1000       0        0
EASTGROUP PROPERTIES              COMMON    277276101     841      22500   SH          DEFINED    8,14      0       22500      0
EASTMAN CHEMICAL COMPANY          COMMON    277432100      6        100    SH          DEFINED     13      100        0        0
EASTMAN CHEMICAL COMPANY          COMMON    277432100     914      14990   SH          DEFINED     14     12390       0      1600
EASTMAN CHEMICAL COMPANY          COMMON    277432100     354      5800    SH          DEFINED    14,7      0         0      5800
EASTMAN CHEMICAL COMPANY          COMMON    277432100      6        100    SH          DEFINED    17,14     0         0       100
EASTMAN CHEMICAL COMPANY          COMMON    277432100      5        78     SH          DEFINED     19       0         0       78
EASTMAN CHEMICAL COMPANY          COMMON    277432100    1499      24585   SH          DEFINED     20     24585       0        0
EASTMAN CHEMICAL COMPANY          COMMON    277432100     31        510    SH          DEFINED     21      510        0        0
EASTMAN CHEMICAL COMPANY          COMMON    277432100     394      6465    SH          DEFINED      5       25        0      6440
EASTMAN CHEMICAL COMPANY          COMMON    277432100     762      12500   SH          DEFINED      7     12500       0        0
EASTMAN CHEMICAL COMPANY          COMMON    277432100    1305      21400   SH          DEFINED      8     21400       0        0
EASTMAN KODAK CO                  COMMON    277461109      1        315    SH          DEFINED     19       0         0       315
EASTMAN KODAK CO                  COMMON    277461109     330      71170   SH          DEFINED     20     71170       0        0
EASTMAN KODAK CO                  COMMON    277461109     19       4051    SH          DEFINED     21      4051       0        0
EATON CORP                        COMMON    278058102    20986    328207   SH          DEFINED      1     328207      0        0
EATON CORP                        COMMON    278058102      1         9     SH          DEFINED     11       9         0        0
EATON CORP                        COMMON    278058102      6        100    SH          DEFINED     14      100        0        0
EATON CORP                        COMMON    278058102     930      14551   SH          DEFINED     19      6050       0      8501
EATON CORP                        COMMON    278058102    7477     116945   SH          DEFINED     20     116945      0        0
EATON CORP                        COMMON    278058102     34        529    SH          DEFINED     21      529        0        0
EATON CORP                        COMMON    278058102     365      5712    SH          DEFINED      5      5331       0       381
EATON CORP                        COMMON    278058102     172      2688    SH          DEFINED      7      2688       0        0
EATON CORP                        COMMON    278058102     161      2516    SH          DEFINED      8      2516       0        0
EATON VANCE CORP                  COMMON    278265103     152      4930    SH          DEFINED     19       0         0      4930
EATON VANCE CORP                  COMMON    278265103     376      12220   SH          DEFINED     20     12220       0        0
EATON VANCE CORP                  COMMON    278265103     12        378    SH          DEFINED      5       78        0       300
EATON VANCE ENHANCED EQ INCM C    COMMON    278274105     65       4600    SH          DEFINED      5      4600       0        0
EATON VANCE MUNICIPAL INCOME C    COMMON    27826U108     52       4500    SH          DEFINED     19       0         0      4500
EATON VANCE SHORT DUR DIV IN      COMMON    27828V104      9        584    SH          DEFINED     19       0         0       584
EATON VANCE TAX-MANAGED DIVE C    COMMON    27828N102     37       2788    SH          DEFINED     19       0         0      2788
EATON VANCE T-M BUY-WRITE OP C    COMMON    27828Y108     38       2500    SH          DEFINED      5      2500       0        0
EBAY INC                          COMMON    278642103    6843     289354   SH          DEFINED      1     289354      0        0
EBAY INC                          COMMON    278642103    2831     119700   SH          DEFINED    1,14    119700      0        0
EBAY INC                          COMMON    278642103    5321     225000   SH          DEFINED     1,3    225000      0        0
EBAY INC                          COMMON    278642103     187      7900    SH          DEFINED     10      7900       0        0
EBAY INC                          COMMON    278642103     572      24200   SH          DEFINED    10,14   24200       0        0
EBAY INC                          COMMON    278642103     67       2825    SH          DEFINED     11      2825       0        0
EBAY INC                          COMMON    278642103     38       1600    SH          DEFINED     13      1600       0        0
EBAY INC                          COMMON    278642103    22402    947210   SH          DEFINED     14     684810      0     230400
EBAY INC                          COMMON    278642103     459      19400   SH          DEFINED    14,13     0         0      19400
EBAY INC                          COMMON    278642103    3427     144900   SH          DEFINED    14,7      0         0     144900
EBAY INC                          COMMON    278642103     744      31449   SH          DEFINED    17,1    31449       0        0
EBAY INC                          COMMON    278642103     38       1600    SH          DEFINED    17,14     0         0      1600
EBAY INC                          COMMON    278642103    1009      42645   SH          DEFINED     18     42645       0        0
EBAY INC                          COMMON    278642103     137      5800    SH          DEFINED     19       0         0      5800
EBAY INC                          COMMON    278642103   255437    1.1E+07  SH          DEFINED     20    10800698     0        0
EBAY INC                          COMMON    278642103    9337     394806   SH          DEFINED     21     394806      0        0
EBAY INC                          COMMON    278642103    20103    850000   SH          DEFINED      3     850000      0        0
EBAY INC                          COMMON    278642103     47       2006    SH          DEFINED      5      192        0      1814
EBAY INC                          COMMON    278642103    1045      44200   SH          DEFINED    5,14    44200       0        0
EBAY INC                          COMMON    278642103    1119      47314   SH          DEFINED      7     47314       0        0
EBAY INC                          COMMON    278642103    1916      81021   SH          DEFINED      8     81021       0        0
EBAY INC                          COMMON    278642103    2296      97100   SH          DEFINED    8,14    97100       0        0
EBAY INC                          COMMON    278642103     218      9200    SH          DEFINED    9,14      0         0      9200
EBIX INC                          COMMON    278715206     28       1565    SH          DEFINED     20      1565       0        0
ECHELON CORP                      COMMON    27874N105    18342    1579818  SH          DEFINED     20    1579818      0        0
ECHELON CORP                      COMMON    27874N105     38       3284    SH          DEFINED     21      3284       0        0
ECHO GLOBAL LOGISTICS INC         COMMON    27875T101      1        50     SH          DEFINED     20       50        0        0
ECHOSTAR CORP-A                   COMMON    278768106     137      6823    SH          DEFINED     20      6823       0        0
ECLIPSYS CORP                     COMMON    278856109    12091    620713   SH          DEFINED      1     620713      0        0
ECLIPSYS CORP                     COMMON    278856109    11542    592499   SH          DEFINED      2     592499      0        0
ECLIPSYS CORP                     COMMON    278856109     93       4777    SH          DEFINED     20      4777       0        0
ECLIPSYS CORP                     COMMON    278856109    3886     199500   SH          DEFINED      5     199500      0        0
ECOLAB INC                        COMMON    278865100    15702    352377   SH          DEFINED      1     352377      0        0
ECOLAB INC                        COMMON    278865100    11460    257188   SH          DEFINED     19     38008       0     219180
ECOLAB INC                        COMMON    278865100    12947    290563   SH          DEFINED     20     290563      0        0
ECOLAB INC                        COMMON    278865100     605      13586   SH          DEFINED     21     13586       0        0
ECOLAB INC                        COMMON    278865100    1434      32175   SH          DEFINED      5     32100       0       75
ECOLAB INC                        COMMON    278865100     183      4105    SH          DEFINED      7      4105       0        0
ECOLAB INC                        COMMON    278865100    24290    545104   SH          DEFINED      8     545104      0        0
ECOPETROL SA-SPONSORED ADR        COMMON    279158109    3900     160768   SH          DEFINED     20     160768      0        0
EDISON INTERNATIONAL              COMMON    281020107    12596    365520   SH          DEFINED      1     365520      0        0
EDISON INTERNATIONAL              COMMON    281020107      7        200    SH          DEFINED     13      200        0        0
EDISON INTERNATIONAL              COMMON    281020107    1365      39620   SH          DEFINED     14     32520       0      3700
EDISON INTERNATIONAL              COMMON    281020107     455      13200   SH          DEFINED    14,7      0         0      13200
EDISON INTERNATIONAL              COMMON    281020107      7        200    SH          DEFINED    17,14     0         0       200
EDISON INTERNATIONAL              COMMON    281020107     54       1559    SH          DEFINED     19       0         0      1559
EDISON INTERNATIONAL              COMMON    281020107    7276     211140   SH          DEFINED     20     211140      0        0
EDISON INTERNATIONAL              COMMON    281020107     43       1250    SH          DEFINED     21      1250       0        0
EDISON INTERNATIONAL              COMMON    281020107     122      3527    SH          DEFINED      5      800        0      2727
EDISON INTERNATIONAL              COMMON    281020107     210      6092    SH          DEFINED      7      6092       0        0
EDISON INTERNATIONAL              COMMON    281020107     645      18731   SH          DEFINED      8     18731       0        0
EDUCATION REALTY TRUST INC        COMMON    28140H104     563     116100   SH          DEFINED     14     80400       0      35700
EDUCATION REALTY TRUST INC        COMMON    28140H104     197      40570   SH          DEFINED     20     40570       0        0
EDUCATION REALTY TRUST INC        COMMON    28140H104     15       3140    SH          DEFINED    20,14    3140       0        0
EDUCATION REALTY TRUST INC        COMMON    28140H104      2        500    SH          DEFINED      5      500        0        0
EDUCATION REALTY TRUST INC        COMMON    28140H104     62       12700   SH          DEFINED    5,14    12700       0        0
EDUCATION REALTY TRUST INC        COMMON    28140H104     34       7000    SH          DEFINED      8      7000       0        0
EDUCATION REALTY TRUST INC        COMMON    28140H104      9       1800    SH          DEFINED    8,17     1800       0        0
EDWARDS LIFESCIENCES CORP         COMMON    28176E108      7        80     SH          DEFINED     19       0         0       80
EDWARDS LIFESCIENCES CORP         COMMON    28176E108    2212      25112   SH          DEFINED     20     25112       0        0
EDWARDS LIFESCIENCES CORP         COMMON    28176E108     97       1100    SH          DEFINED      5       0         0      1100
EHEALTH INC                       COMMON    28238P109    5068     297957   SH          DEFINED      1     297957      0        0
EHEALTH INC                       COMMON    28238P109    2356     138514   SH          DEFINED      2     58897       0      79617
EHEALTH INC                       COMMON    28238P109     265      15565   SH          DEFINED     20     15565       0        0
EHEALTH INC                       COMMON    28238P109     129      7600    SH          DEFINED      5       0         0      7600
E-HOUSE CHINA HOLDINGS-ADR        COMMON    26852W103    3022     166754   SH          DEFINED     20     166754      0        0
E-HOUSE CHINA HOLDINGS-ADR        COMMON    26852W103    7217     398309   SH          DEFINED      8     398309      0        0
EINSTEIN NOAH RESTAURANT GRO      COMMON    28257U104     20       2067    SH          DEFINED     20      2067       0        0
EL PASO CORPORATION               COMMON    28336L109    3837     362351   SH          DEFINED      1     362351      0        0
EL PASO CORPORATION               COMMON    28336L109    2289     216160   SH          DEFINED     14     149360      0      37000
EL PASO CORPORATION               COMMON    28336L109     123      11600   SH          DEFINED    14,7      0         0      11600
EL PASO CORPORATION               COMMON    28336L109      1        111    SH          DEFINED     19       0         0       111
EL PASO CORPORATION               COMMON    28336L109     453      42764   SH          DEFINED     20     42764       0        0
EL PASO CORPORATION               COMMON    28336L109     22       2112    SH          DEFINED     21      2112       0        0
EL PASO CORPORATION               COMMON    28336L109     69       6488    SH          DEFINED      5      5961       0       527
EL PASO CORPORATION               COMMON    28336L109     129      12175   SH          DEFINED      7     12175       0        0
EL PASO ELECTRIC COMPANY          COMMON    283677854    6751     329500   SH          DEFINED     14     226500      0     103000
EL PASO ELECTRIC COMPANY          COMMON    283677854     989      48248   SH          DEFINED     20     48248       0        0
EL PASO ELECTRIC COMPANY          COMMON    283677854     613      29900   SH          DEFINED    5,14    29900       0        0
EL PASO ELECTRIC COMPANY          COMMON    283677854     652      31800   SH          DEFINED      8     31800       0        0
EL PASO ELECTRIC COMPANY          COMMON    283677854     184      9000    SH          DEFINED    8,17     9000       0        0
EL PASO ENER CAP TRUST I CVT P    CONVERT   283678209     40       1100    SH          DEFINED     19       0         0      1100
EL PASO PIPELINE PARTNERS LP      COMMON    283702108     313      12065   SH          DEFINED     19       0         0      12065
EL PASO PIPELINE PARTNERS LP      COMMON    283702108    10347    398588   SH          DEFINED      5     369988      0      28600
ELAN CORP PLC ADR                 COMMON    284131208    3308     471154   SH          DEFINED     20     471154      0        0
ELBIT IMAGING LTD                 COMMON    M37605108     10        460    SH          DEFINED     20      460        0        0
ELBIT SYSTEMS LTD                 COMMON                  11        174    SH          DEFINED     20      174        0        0
ELBIT SYSTEMS LTD                 COMMON    M3760D101    1846      28378   SH          DEFINED     20     28378       0        0
ELDORADO GOLD CORP                COMMON    284902103    22603    1538000  SH          DEFINED      1    1538000      0        0
ELDORADO GOLD CORP                COMMON    284902103     857      58332   SH          DEFINED     20     58332       0        0
ELDORADO GOLD CORP                COMMON    284902103    7692     523400   SH          DEFINED      3     523400      0        0
ELDORADO GOLD CORP                COMMON    284902103     158      10732   SH          DEFINED      7     10732       0        0
ELECTRO RENT CORP                 COMMON    285218103     40       3389    SH          DEFINED     20      3389       0        0
ELECTRO SCIENTIFIC INDS INC       COMMON    285229100     186      17248   SH          DEFINED     20     17248       0        0
ELECTRONIC ARTS INC               COMMON    285512109     37       1991    SH          DEFINED     19       0         0      1991
ELECTRONIC ARTS INC               COMMON    285512109    66776    3578563  SH          DEFINED     20    3578563      0        0
ELECTRONIC ARTS INC               COMMON    285512109    2501     134039   SH          DEFINED     21     134039      0        0
ELECTRONIC ARTS INC               COMMON    285512109     528      28298   SH          DEFINED      5      510        0      27788
ELECTRONIC ARTS INC               COMMON    285512109     101      5421    SH          DEFINED      7      5421       0        0
ELECTRONICS FOR IMAGING           COMMON    286082102     212      15937   SH          DEFINED     20     15937       0        0
ELECTRO-OPTICAL SCIENCES INC      COMMON    285192100     11       1000    SH          DEFINED     19      1000       0        0
ELIZABETH ARDEN INC               COMMON    28660G106     223      15728   SH          DEFINED     20     15728       0        0
ELIZABETH ARDEN INC               COMMON    28660G106     57       3990    SH          DEFINED      5       0         0      3990
ELONG INC-SPONSORED ADR           COMMON    290138205     272      24596   SH          DEFINED     20     24596       0        0
ELOYALTY CORP CVP 7.0 SER B       CONVERT   290151208      0        39     SH          DEFINED     19       0         0       39
EMBRAER AIRCRAFT CORP ADR         COMMON    29081M102      0        10     SH          DEFINED     11       10        0        0
EMBRAER AIRCRAFT CORP ADR         COMMON    29081M102     109      4800    SH          DEFINED     14      4800       0        0
EMBRAER AIRCRAFT CORP ADR         COMMON    29081M102     13        550    SH          DEFINED     19       0         0       550
EMBRAER AIRCRAFT CORP ADR         COMMON    29081M102     411      18058   SH          DEFINED     20     18058       0        0
EMC CORP (EMC) CVT 1.75 12-01-    CONVERT   268648AM4    7635     6000000  SH          DEFINED     14       0         0     5100000
EMC CORP 1.75 12-01-11            CONVERT   268648AK8      4       3000    SH          DEFINED      5      3000       0        0
EMC CORP CVT(EMC) 144A 1.75 12    CONVERT   268648AL6    24337    1.9E+07  SH          DEFINED     14       0         0     1.6E+07
EMC CORP/MASS                     COMMON    268648102   147428    8163208  SH          DEFINED      1    8163208      0        0
EMC CORP/MASS                     COMMON    268648102    1544      85500   SH          DEFINED    1,14    85500       0        0
EMC CORP/MASS                     COMMON    268648102     759      42000   SH          DEFINED     1,8    42000       0        0
EMC CORP/MASS                     COMMON    268648102     659      36500   SH          DEFINED     10     36500       0        0
EMC CORP/MASS                     COMMON    268648102     917      50800   SH          DEFINED    10,14   50800       0        0
EMC CORP/MASS                     COMMON    268648102     93       5132    SH          DEFINED     11      5132       0        0
EMC CORP/MASS                     COMMON    268648102     31       1700    SH          DEFINED     13      1700       0        0
EMC CORP/MASS                     COMMON    268648102    59113    3273150  SH          DEFINED     14    2196550      0     927000
EMC CORP/MASS                     COMMON    268648102    1616      89500   SH          DEFINED    14,13     0         0      89500
EMC CORP/MASS                     COMMON    268648102    3449     191000   SH          DEFINED    14,7      0         0     191000
EMC CORP/MASS                     COMMON    268648102    2053     113700   SH          DEFINED     15     113700      0        0
EMC CORP/MASS                     COMMON    268648102     233      12928   SH          DEFINED     16     12928       0        0
EMC CORP/MASS                     COMMON    268648102    1850     102460   SH          DEFINED    17,1    102460      0        0
EMC CORP/MASS                     COMMON    268648102     195      10800   SH          DEFINED    17,14     0         0      1700
EMC CORP/MASS                     COMMON    268648102    16128    893032   SH          DEFINED     19     147502      0     745530
EMC CORP/MASS                     COMMON    268648102    18255    1010800  SH          DEFINED      2    1010800      0        0
EMC CORP/MASS                     COMMON    268648102    13609    753550   SH          DEFINED     20     753550      0        0
EMC CORP/MASS                     COMMON    268648102     22       1240    SH          DEFINED    20,14    1240       0        0
EMC CORP/MASS                     COMMON    268648102     618      34218   SH          DEFINED     21     34218       0        0
EMC CORP/MASS                     COMMON    268648102     50       2747    SH          DEFINED      4      2747       0        0
EMC CORP/MASS                     COMMON    268648102    6029     333825   SH          DEFINED      5     283357      0      50468
EMC CORP/MASS                     COMMON    268648102    3623     200600   SH          DEFINED    5,14    200600      0        0
EMC CORP/MASS                     COMMON    268648102     541      29943   SH          DEFINED      6     29943       0        0
EMC CORP/MASS                     COMMON    268648102    2345     129821   SH          DEFINED      7     129821      0        0
EMC CORP/MASS                     COMMON    268648102    20380    1128462  SH          DEFINED      8    1128462      0        0
EMC CORP/MASS                     COMMON    268648102    3850     213200   SH          DEFINED    8,14    213200      0        0
EMC CORP/MASS                     COMMON    268648102     972      53800   SH          DEFINED      9     53800       0        0
EMC CORP/MASS                     COMMON    268648102     764      42300   SH          DEFINED    9,14      0         0      42300
EMC INS GROUP INC                 COMMON    268664109     133      6101    SH          DEFINED     20      6101       0        0
EMCOR GROUP INC                   COMMON    29084Q100    5693     208400   SH          DEFINED     14     141300      0      40400
EMCOR GROUP INC                   COMMON    29084Q100     153      5600    SH          DEFINED    14,7      0         0      5600
EMCOR GROUP INC                   COMMON    29084Q100    3775     138190   SH          DEFINED     20     138190      0        0
EMCOR GROUP INC                   COMMON    29084Q100     100      3673    SH          DEFINED     21      3673       0        0
EMCOR GROUP INC                   COMMON    29084Q100     115      4200    SH          DEFINED      8      4200       0        0
EMCOR GROUP INC                   COMMON    29084Q100     33       1200    SH          DEFINED    8,17     1200       0        0
EMCORE CORP                       COMMON    290846104    3819     3536549  SH          DEFINED     20    3536549      0        0
EMDEON INC                        COMMON    29084T104    6380     408451   SH          DEFINED      1     408451      0        0
EMDEON INC                        COMMON    29084T104    2876     184142   SH          DEFINED      2     78687       0     105455
EMERGENCY MEDICAL SERVICES-A      COMMON    29100P102     171      3200    SH          DEFINED      1      3200       0        0
EMERGENCY MEDICAL SERVICES-A      COMMON    29100P102     59       1100    SH          DEFINED    1,14     1100       0        0
EMERGENCY MEDICAL SERVICES-A      COMMON    29100P102     189      3552    SH          DEFINED     19      892        0      2660
EMERGENCY MEDICAL SERVICES-A      COMMON    29100P102    3156      59215   SH          DEFINED     20     59215       0        0
EMERGENCY MEDICAL SERVICES-A      COMMON    29100P102    2810      52732   SH          DEFINED      5     43105       0      9627
EMERGENT BIOSOLUTIONS INC         COMMON    29089Q105    4841     351536   SH          DEFINED     20     351536      0        0
EMERITUS CORP                     COMMON    291005106     122      6501    SH          DEFINED     20      6501       0        0
EMERSON ELECTRIC CO               COMMON    291011104    27226    627045   SH          DEFINED      1     627045      0        0
EMERSON ELECTRIC CO               COMMON    291011104    2874      66200   SH          DEFINED     14     57600       0      5000
EMERSON ELECTRIC CO               COMMON    291011104    1237      28500   SH          DEFINED    14,7      0         0      28500
EMERSON ELECTRIC CO               COMMON    291011104    24558    565601   SH          DEFINED     19     143163      0     422438
EMERSON ELECTRIC CO               COMMON    291011104    6033     138938   SH          DEFINED     20     138938      0        0
EMERSON ELECTRIC CO               COMMON    291011104     62       1437    SH          DEFINED     21      1437       0        0
EMERSON ELECTRIC CO               COMMON    291011104    43077    992100   SH          DEFINED      3     992100      0        0
EMERSON ELECTRIC CO               COMMON    291011104    13576    312656   SH          DEFINED      5     307421      0      5235
EMERSON ELECTRIC CO               COMMON    291011104     555      12773   SH          DEFINED      7     12773       0        0
EMERSON ELECTRIC CO               COMMON    291011104    28531    657105   SH          DEFINED      8     578194    78911      0
EMERSON ELECTRIC CO               COMMON    291011104     274      6300    SH          DEFINED    8,14     6300       0        0
EMMIS COMMUNICATIONS CL A         COMMON    291525103      7       6000    SH          DEFINED     19       0         0      6000
EMMIS COMMUNICATIONS CL A         COMMON    291525103     185     151409   SH          DEFINED     20     151409      0        0
EMMIS COMMUNICATIONS CL A         COMMON    291525103     11       8838    SH          DEFINED     21      8838       0        0
EMMIS COMMUNICATIONS CL A         COMMON    291525103     24       20000   SH          DEFINED      5     20000       0        0
EMPIRE DISTRICT ELECTRIC CO       COMMON    291641108     248      13408   SH          DEFINED     20     13408       0        0
EMPLOYERS HOLDINGS INC            COMMON    292218104     178      11900   SH          DEFINED     14     11900       0        0
EMPLOYERS HOLDINGS INC            COMMON    292218104     104      6942    SH          DEFINED     20      6942       0        0
EMPLOYERS HOLDINGS INC            COMMON    292218104     24       1600    SH          DEFINED    5,14     1600       0        0
EMPRESA NAC ELEC-CHIL ADR         COMMON    29244T101    4623      91970   SH          DEFINED     20     91970       0        0
EMS TECHNOLOGIES INC              COMMON    26873N108     250      17701   SH          DEFINED     20     17701       0        0
EMULEX CORP                       COMMON    292475209     972      86698   SH          DEFINED     20     86698       0        0
ENBRIDGE ENERGY MANAGEMENT L      COMMON    29250X103     225      4143    SH          DEFINED     19       0         0      4143
ENBRIDGE ENERGY MANAGEMENT L      COMMON    29250X103     648      11949   SH          DEFINED     20     11949       0        0
ENBRIDGE ENERGY MANAGEMENT L      COMMON    29250X103    6837     126114   SH          DEFINED      5     116563      0      9552
ENBRIDGE ENERGY PARTNERS LP       COMMON    29250R106     579      10500   SH          DEFINED     19      500        0      10000
ENBRIDGE ENERGY PARTNERS LP       COMMON    29250R106     372      6750    SH          DEFINED      5      6750       0        0
ENBRIDGE INC                      COMMON    29250N105     294      6349    SH          DEFINED     13      6349       0        0
ENBRIDGE INC                      COMMON    29250N105     810      17500   SH          DEFINED     18     17500       0        0
ENBRIDGE INC                      COMMON    29250N105    5506     119120   SH          DEFINED     20     119120      0        0
ENBRIDGE INC                      COMMON    29250N105      2        51     SH          DEFINED     21       51        0        0
ENBRIDGE INC                      COMMON    29250N105     112      2416    SH          DEFINED     3,1     2416       0        0
ENBRIDGE INC                      COMMON    29250N105     245      5286    SH          DEFINED      7      5286       0        0
ENBRIDGE INC                      COMMON    29250N105    10569    228359   SH          DEFINED      8     228359      0        0
ENCANA CORP                       COMMON    292505104    95782    2787521  SH          DEFINED     11    1817255      0     970266
ENCANA CORP                       COMMON    292505104     17        500    SH          DEFINED     13      500        0        0
ENCANA CORP                       COMMON    292505104    3034      88426   SH          DEFINED     14     16064       0      72362
ENCANA CORP                       COMMON    292505104     17        500    SH          DEFINED    17,14     0         0       500
ENCANA CORP                       COMMON    292505104     181      5245    SH          DEFINED    18,14    5245       0        0
ENCANA CORP                       COMMON    292505104    5149     148820   SH          DEFINED     19     12100       0     136720
ENCANA CORP                       COMMON    292505104    4512     130514   SH          DEFINED     20     130514      0        0
ENCANA CORP                       COMMON    292505104    8284     239408   SH          DEFINED      4     239408      0        0
ENCANA CORP                       COMMON    292505104     232      6718    SH          DEFINED      5      6443       0       275
ENCANA CORP                       COMMON    292505104    2464      71200   SH          DEFINED    8,14    71200       0        0
ENCANA CORPORATION                COMMON    292505104    23075    672989   SH          DEFINED      1     672989      0        0
ENCANA CORPORATION                COMMON    292505104    4204     122612   SH          DEFINED    1,11    122612      0        0
ENCANA CORPORATION                COMMON    292505104     17        508    SH          DEFINED    16,11    508        0        0
ENCANA CORPORATION                COMMON    292505104    2112      61590   SH          DEFINED    16,14   49949       0      11641
ENCANA CORPORATION                COMMON    292505104     117      3400    SH          DEFINED     18      3400       0        0
ENCANA CORPORATION                COMMON    292505104    5679     165632   SH          DEFINED      2     165632      0        0
ENCANA CORPORATION                COMMON    292505104     14        406    SH          DEFINED     21      406        0        0
ENCANA CORPORATION                COMMON    292505104   181266    5286629  SH          DEFINED      3    5286629      0        0
ENCANA CORPORATION                COMMON    292505104    20470    597013   SH          DEFINED     3,1    597013      0        0
ENCANA CORPORATION                COMMON    292505104    7609     221902   SH          DEFINED    5,11    221902      0        0
ENCANA CORPORATION                COMMON    292505104     906      26424   SH          DEFINED      7     26424       0        0
ENCANA CORPORATION                COMMON    292505104    1154      33654   SH          DEFINED      8     33654       0        0
ENCORE ACQUISITION CO             COMMON    29255W100     282      5734    SH          DEFINED     20      5734       0        0
ENCORE ACQUISITION CO             COMMON    29255W100      8        170    SH          DEFINED      5       0         0       170
ENCORE CAPITAL GROUP INC          COMMON    292554102     753      43300   SH          DEFINED     14     20000       0      23300
ENCORE CAPITAL GROUP INC          COMMON    292554102    1982     113890   SH          DEFINED     20     113890      0        0
ENCORE CAPITAL GROUP INC          COMMON    292554102     91       5224    SH          DEFINED     21      5224       0        0
ENCORE CAPITAL GROUP INC          COMMON    292554102     68       3900    SH          DEFINED    5,14     3900       0        0
ENCORE CAPITAL GROUP INC          COMMON    292554102     139      8000    SH          DEFINED      8      8000       0        0
ENCORE CAPITAL GROUP INC          COMMON    292554102     40       2300    SH          DEFINED    8,17     2300       0        0
ENCORE WIRE CORP                  COMMON    292562105    1724      82600   SH          DEFINED     14     36600       0      46000
ENCORE WIRE CORP                  COMMON    292562105     183      8758    SH          DEFINED     20      8758       0        0
ENCORE WIRE CORP                  COMMON    292562105     171      8200    SH          DEFINED    5,14     8200       0        0
ENCORE WIRE CORP                  COMMON    292562105     242      11600   SH          DEFINED      8     11600       0        0
ENCORE WIRE CORP                  COMMON    292562105     69       3300    SH          DEFINED    8,17     3300       0        0
ENDO PHARMACEUTICAL HOLDINGS I    COMMON    29264F205    6924     331600   SH          DEFINED     1,3    331600      0        0
ENDO PHARMACEUTICAL HOLDINGS I    COMMON    29264F205     205      9800    SH          DEFINED    16,3     9800       0        0
ENDO PHARMACEUTICAL HOLDINGS I    COMMON    29264F205    2603     124687   SH          DEFINED     20     124687      0        0
ENDO PHARMACEUTICAL HOLDINGS I    COMMON    29264F205      3        136    SH          DEFINED     21      136        0        0
ENDO PHARMACEUTICAL HOLDINGS I    COMMON    29264F205    3195     153000   SH          DEFINED      3     153000      0        0
ENDO PHARMACEUTICAL HOLDINGS I    COMMON    29264F205      1        38     SH          DEFINED      5       38        0        0
ENDURANCE SPECIALTY HOLDINGS      COMMON    G30397106     99       2700    SH          DEFINED     13      2700       0        0
ENDURANCE SPECIALTY HOLDINGS      COMMON    G30397106    6528     178600   SH          DEFINED     14     101700      0      66400
ENDURANCE SPECIALTY HOLDINGS      COMMON    G30397106     442      12100   SH          DEFINED    14,7      0         0      12100
ENDURANCE SPECIALTY HOLDINGS      COMMON    G30397106     296      8100    SH          DEFINED     18      8100       0        0
ENDURANCE SPECIALTY HOLDINGS      COMMON    G30397106     10        275    SH          DEFINED     19       0         0       275
ENDURANCE SPECIALTY HOLDINGS      COMMON    G30397106     119      3245    SH          DEFINED     20      3245       0        0
ENDURANCE SPECIALTY HOLDINGS      COMMON    G30397106      7        187    SH          DEFINED     21      187        0        0
ENDURANCE SPECIALTY HOLDINGS      COMMON    G30397106     471      12900   SH          DEFINED    5,14    12900       0        0
ENDURANCE SPECIALTY HOLDINGS      COMMON    G30397106    3651      99900   SH          DEFINED      8     99900       0        0
ENER1 INC                         COMMON    29267A203    20427    3137765  SH          DEFINED     20    3137765      0        0
ENER1 INC                         COMMON    29267A203     38       5850    SH          DEFINED     21      5850       0        0
ENERGEN CORP                      COMMON    29265N108    5309     110377   SH          DEFINED      1     110377      0        0
ENERGEN CORP                      COMMON    29265N108    21633    449751   SH          DEFINED     11     103471      0     346280
ENERGEN CORP                      COMMON    29265N108     403      8375    SH          DEFINED     14      8375       0        0
ENERGEN CORP                      COMMON    29265N108     23        484    SH          DEFINED    16,11    484        0        0
ENERGEN CORP                      COMMON    29265N108    2890      60082   SH          DEFINED    16,14   49527       0      10555
ENERGEN CORP                      COMMON    29265N108     241      5001    SH          DEFINED     19      3000       0      2001
ENERGEN CORP                      COMMON    29265N108    2409      50079   SH          DEFINED      2     21345       0      28734
ENERGEN CORP                      COMMON    29265N108    6640     138055   SH          DEFINED     20     138055      0        0
ENERGEN CORP                      COMMON    29265N108     160      3331    SH          DEFINED     21      3331       0        0
ENERGEN CORP                      COMMON    29265N108     133      2769    SH          DEFINED      3      2769       0        0
ENERGIZER HOLDINGS INC            COMMON    29266R108    50457    802684   SH          DEFINED      1     802684      0        0
ENERGIZER HOLDINGS INC            COMMON    29266R108     524      8334    SH          DEFINED     19       0         0      8334
ENERGIZER HOLDINGS INC            COMMON    29266R108    1859      29579   SH          DEFINED      2      3703       0      25876
ENERGIZER HOLDINGS INC            COMMON    29266R108    1666      26511   SH          DEFINED     20     26511       0        0
ENERGIZER HOLDINGS INC            COMMON    29266R108      9        145    SH          DEFINED     21      145        0        0
ENERGIZER HOLDINGS INC            COMMON    29266R108    9267     147427   SH          DEFINED      4     147427      0        0
ENERGIZER HOLDINGS INC            COMMON    29266R108      6        100    SH          DEFINED      5      100        0        0
ENERGIZER HOLDINGS INC            COMMON    29266R108     163      2600    SH          DEFINED      7      2600       0        0
ENERGY CONVERSION DEVICES         COMMON    292659109    22921    1960774  SH          DEFINED     20    1960774      0        0
ENERGY CONVERSION DEVICES         COMMON    292659109     47       4030    SH          DEFINED     21      4030       0        0
ENERGY RECOVERY INC               COMMON    29270J100     767     107306   SH          DEFINED     20     107306      0        0
ENERGY SELECT SPDR ETF            COMMON    81369Y506     166      2910    SH          DEFINED     19       0         0      2910
ENERGY SELECT SPDR ETF            COMMON    81369Y506     114      2000    SH          DEFINED      5      1900       0       100
ENERGY TRANSFER EQUITY LP         COMMON    29273V100     164      5350    SH          DEFINED     19       0         0      5350
ENERGY TRANSFER EQUITY LP         COMMON    29273V100     788      25753   SH          DEFINED     20     25753       0        0
ENERGY TRANSFER EQUITY LP         COMMON    29273V100    20083    656730   SH          DEFINED      5     635655      0      21075
ENERGY TRANSFER PARTNERS LP       COMMON    29273R109     71       1585    SH          DEFINED     19      635        0       950
ENERGY TRANSFER PARTNERS LP       COMMON    29273R109     262      5828    SH          DEFINED     20      5828       0        0
ENERGY TRANSFER PARTNERS LP       COMMON    29273R109    2506      55728   SH          DEFINED      5     54178       0      1550
ENERGY XXI BERMUDA                COMMON    G10082108      5       1926    SH          DEFINED     20      1926       0        0
ENERGYSOLUTIONS INC               COMMON    292756202    9615     1083937  SH          DEFINED      1    1083937      0        0
ENERGYSOLUTIONS INC               COMMON    292756202    1171     132000   SH          DEFINED     14     97600       0      34400
ENERGYSOLUTIONS INC               COMMON    292756202    9351     1054197  SH          DEFINED      2    1054197      0        0
ENERGYSOLUTIONS INC               COMMON    292756202    3154     355541   SH          DEFINED     20     355541      0        0
ENERGYSOLUTIONS INC               COMMON    292756202     18       2000    SH          DEFINED      5       0         0      2000
ENERGYSOLUTIONS INC               COMMON    292756202     123      13900   SH          DEFINED    5,14    13900       0        0
ENERNOC INC                       COMMON    292764107    4169     124747   SH          DEFINED      1     124747      0        0
ENERNOC INC                       COMMON    292764107    1906      57031   SH          DEFINED      2     24242       0      32789
ENERNOC INC                       COMMON    292764107    3150      94256   SH          DEFINED     20     94256       0        0
ENERNOC INC                       COMMON    292764107     41       1234    SH          DEFINED     21      1234       0        0
ENERPLUS RES FD                   COMMON    29274D604     167      7128    SH          DEFINED      7      7128       0        0
ENERPLUS RESOURCES FUND           COMMON    29274D604     213      9000    SH          DEFINED     19       0         0      9000
ENERPLUS RESOURCES FUND           COMMON    29274D604     347      14675   SH          DEFINED      5     14675       0        0
ENERSIS SA ADR                    COMMON    29274F104    6412     279135   SH          DEFINED     20     279135      0        0
ENERSYS INC                       COMMON    29275Y102     188      8300    SH          DEFINED     14      3600       0      4700
ENERSYS INC                       COMMON    29275Y102    4175     184588   SH          DEFINED     20     184588      0        0
ENERSYS INC                       COMMON    29275Y102     14        600    SH          DEFINED    5,14     600        0        0
ENI SPA ADR                       COMMON    26874R108    7316     139404   SH          DEFINED    1,11    139404      0        0
ENI SPA ADR                       COMMON    26874R108    79403    1513020  SH          DEFINED     11    1402716      0     110304
ENI SPA ADR                       COMMON    26874R108    5927     112938   SH          DEFINED     14      3903       0     109035
ENI SPA ADR                       COMMON    26874R108     313      5972    SH          DEFINED    18,14    5972       0        0
ENI SPA ADR                       COMMON    26874R108     10        200    SH          DEFINED     19       0         0       200
ENI SPA ADR                       COMMON    26874R108    1684      32095   SH          DEFINED     20     32095       0        0
ENI SPA ADR                       COMMON    26874R108    24549    467782   SH          DEFINED      4     467782      0        0
ENI SPA ADR                       COMMON    26874R108      2        32     SH          DEFINED      5       32        0        0
ENNIS BUSINESS FORMS              COMMON    293389102     413      24800   SH          DEFINED     14      5100       0      19700
ENNIS BUSINESS FORMS              COMMON    293389102     602      36154   SH          DEFINED     20     36154       0        0
ENNIS BUSINESS FORMS              COMMON    293389102     38       2300    SH          DEFINED    5,14     2300       0        0
ENNIS BUSINESS FORMS              COMMON    293389102     92       5500    SH          DEFINED      8      5500       0        0
ENNIS BUSINESS FORMS              COMMON    293389102     27       1600    SH          DEFINED    8,17     1600       0        0
ENPRO INDUSTRIES INC              COMMON    29355X107    1234      45200   SH          DEFINED     14     24100       0      21100
ENPRO INDUSTRIES INC              COMMON    29355X107     167      6125    SH          DEFINED     20      6125       0        0
ENPRO INDUSTRIES INC              COMMON    29355X107     67       2455    SH          DEFINED      5       0         0      2455
ENPRO INDUSTRIES INC              COMMON    29355X107     139      5100    SH          DEFINED    5,14     5100       0        0
ENPRO INDUSTRIES INC              COMMON    29355X107     52       1900    SH          DEFINED      8      1900       0        0
ENPRO INDUSTRIES INC              COMMON    29355X107     14        500    SH          DEFINED    8,17     500        0        0
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109    57681    1339860  SH          DEFINED      1    1339860      0        0
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109    1124      26100   SH          DEFINED     1,8    26100       0        0
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109     99       2300    SH          DEFINED     11      2300       0        0
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109      4        100    SH          DEFINED     13      100        0        0
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109    8309     193000   SH          DEFINED    13,2      0         0     193000
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109     517      12000   SH          DEFINED     14      9400       0      2600
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109     641      14900   SH          DEFINED    14,7      0         0      14900
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109     574      13338   SH          DEFINED     16     13338       0        0
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109      4        100    SH          DEFINED    17,14     0         0       100
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109     168      3900    SH          DEFINED     18      3900       0        0
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109    2066      47990   SH          DEFINED     19      4937       0      43053
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109    8564     198921   SH          DEFINED      2     198921      0        0
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109    5380     124962   SH          DEFINED     20     124962      0        0
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109     35        824    SH          DEFINED      4      824        0        0
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109    2207      51260   SH          DEFINED      5     46250       0      5010
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109    1073      24925   SH          DEFINED      7     24925       0        0
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109    8538     198336   SH          DEFINED      8     198336      0        0
ENSCO INTERNATIONAL PLC- SPON     COMMON    29358Q109    1386      32200   SH          DEFINED      9     32200       0        0
ENSIGN GROUP INC/THE              COMMON    29358P101     17       1107    SH          DEFINED     20      1107       0        0
ENSTAR GROUP LTD                  COMMON    G3075P101     73       1006    SH          DEFINED     20      1006       0        0
ENTEGRIS INC                      COMMON    29362U104    2009     380503   SH          DEFINED     20     380503      0        0
ENTERCOM COMMUNICATIONS CORP      COMMON    293639100     556      77800   SH          DEFINED     14     77800       0        0
ENTERCOM COMMUNICATIONS CORP      COMMON    293639100     51       7100    SH          DEFINED    5,14     7100       0        0
ENTERGY CORP                      COMMON    29364G103    29339    362921   SH          DEFINED      1     362921      0        0
ENTERGY CORP                      COMMON    29364G103      1         8     SH          DEFINED     11       8         0        0
ENTERGY CORP                      COMMON    29364G103     358      4430    SH          DEFINED     14      3030       0       600
ENTERGY CORP                      COMMON    29364G103     89       1100    SH          DEFINED    14,7      0         0      1100
ENTERGY CORP                      COMMON    29364G103      7        90     SH          DEFINED     19       0         0       90
ENTERGY CORP                      COMMON    29364G103    1042      12884   SH          DEFINED     20     12884       0        0
ENTERGY CORP                      COMMON    29364G103     31        389    SH          DEFINED     21      389        0        0
ENTERGY CORP                      COMMON    29364G103     394      4871    SH          DEFINED      5      200        0      4671
ENTERGY CORP                      COMMON    29364G103     327      4045    SH          DEFINED      7      4045       0        0
ENTERGY CORP                      COMMON    29364G103    13953    172604   SH          DEFINED      8     172604      0        0
ENTERPRISE FINANCIAL SERVICE      COMMON    293712105      1        99     SH          DEFINED     20       99        0        0
ENTERPRISE GP HOLDINGS LP         COMMON    293716106     748      19184   SH          DEFINED     19      334        0      18850
ENTERPRISE GP HOLDINGS LP         COMMON    293716106     729      18695   SH          DEFINED      5     15300       0      3395
ENTERPRISE PRODUCTS PARTNERS      COMMON    293792107    2136      64701   SH          DEFINED     19      1873       0      62828
ENTERPRISE PRODUCTS PARTNERS      COMMON    293792107     635      19216   SH          DEFINED     20     19216       0        0
ENTERPRISE PRODUCTS PARTNERS      COMMON    293792107    36365    1101312  SH          DEFINED      5    1047165      0      54147
ENTERTAINMENT PROPERTIES TR       COMMON    29380T105     445      12654   SH          DEFINED     20     12654       0        0
ENTERTAINMENT PROPERTIES TR       COMMON    29380T105     88       2500    SH          DEFINED      5      2500       0        0
ENTRAVISION COMMUNICATIONS        COMMON    29382R107     645     193708   SH          DEFINED     20     193708      0        0
ENZON PHARMACEUTICALS INC         COMMON    293904108    2197     204000   SH          DEFINED     14     50500       0     153500
ENZON PHARMACEUTICALS INC         COMMON    293904108     47       4343    SH          DEFINED     20      4343       0        0
ENZON PHARMACEUTICALS INC         COMMON    293904108     224      20800   SH          DEFINED    5,14    20800       0        0
ENZON PHARMACEUTICALS INC         COMMON    293904108     225      20900   SH          DEFINED      8     20900       0        0
ENZON PHARMACEUTICALS INC         COMMON    293904108     64       5900    SH          DEFINED    8,17     5900       0        0
EOG RESOURCES INC                 COMMON    26875P101   147892    1491600  SH          DEFINED      1    1491600      0        0
EOG RESOURCES INC                 COMMON    26875P101      1         7     SH          DEFINED     11       7         0        0
EOG RESOURCES INC                 COMMON    26875P101    12096    122000   SH          DEFINED    13,2      0         0     122000
EOG RESOURCES INC                 COMMON    26875P101     291      2930    SH          DEFINED     14      2030       0       400
EOG RESOURCES INC                 COMMON    26875P101    2149      21677   SH          DEFINED     19       7         0      21670
EOG RESOURCES INC                 COMMON    26875P101     811      8184    SH          DEFINED     20      8184       0        0
EOG RESOURCES INC                 COMMON    26875P101     28        285    SH          DEFINED     21      285        0        0
EOG RESOURCES INC                 COMMON    26875P101      7        73     SH          DEFINED      4       73        0        0
EOG RESOURCES INC                 COMMON    26875P101    1468      14809   SH          DEFINED      5      2813       0      11996
EOG RESOURCES INC                 COMMON    26875P101     432      4356    SH          DEFINED      7      4356       0        0
EOG RESOURCES INC                 COMMON    26875P101    20407    205823   SH          DEFINED      8     205823      0        0
EPICOR SOFTWARE CORP              COMMON    29426L108    2854     355809   SH          DEFINED     20     355809      0        0
EPIQ SYSTEMS INC                  COMMON    26882D109     147      10647   SH          DEFINED     20     10647       0        0
EPOCH HOLDING CORP                COMMON    29428R103      1        86     SH          DEFINED     20       86        0        0
EQT CORP                          COMMON    26884L109    61461    1362769  SH          DEFINED      1    1362769      0        0
EQT CORP                          COMMON    26884L109    6585     146000   SH          DEFINED    13,2      0         0     146000
EQT CORP                          COMMON    26884L109     318      7055    SH          DEFINED     14      7055       0        0
EQT CORP                          COMMON    26884L109    9312     206479   SH          DEFINED     19     37221       0     169258
EQT CORP                          COMMON    26884L109     841      18648   SH          DEFINED      2     18648       0        0
EQT CORP                          COMMON    26884L109     172      3820    SH          DEFINED     20      3820       0        0
EQT CORP                          COMMON    26884L109      5        104    SH          DEFINED     21      104        0        0
EQT CORP                          COMMON    26884L109    11961    265219   SH          DEFINED      5     237640      0      27579
EQT CORP                          COMMON    26884L109     56       1239    SH          DEFINED     8,2     1239       0        0
EQUIFAX INC                       COMMON    294429105    11799    375051   SH          DEFINED      1     375051      0        0
EQUIFAX INC                       COMMON    294429105     233      7422    SH          DEFINED      2      7422       0        0
EQUIFAX INC                       COMMON    294429105    1057      33586   SH          DEFINED     20     33586       0        0
EQUIFAX INC                       COMMON    294429105      5        152    SH          DEFINED     21      152        0        0
EQUIFAX INC                       COMMON    294429105     280      8889    SH          DEFINED      5      8889       0        0
EQUINIX INC                       COMMON    29444U502     203      1872    SH          DEFINED     19      509        0      1363
EQUINIX INC                       COMMON    29444U502    1063      9798    SH          DEFINED     20      9798       0        0
EQUINIX INC                       COMMON    29444U502    4438      40890   SH          DEFINED      5     24297       0      16593
EQUINIX INC 2.5 04-15-12          CONVERT   29444UAF3      2       2000    SH          DEFINED      5      2000       0        0
EQUITY LIFESTYLE PROPERTIES       COMMON    29472R108    1709      33900   SH          DEFINED     14     33900       0        0
EQUITY LIFESTYLE PROPERTIES       COMMON    29472R108     74       1473    SH          DEFINED     20      1473       0        0
EQUITY LIFESTYLE PROPERTIES       COMMON    29472R108     91       1800    SH          DEFINED    20,14    1800       0        0
EQUITY ONE INC                    COMMON    294752100     737      45700   SH          DEFINED    1,14    45700       0        0
EQUITY ONE INC                    COMMON    294752100    6036     374460   SH          DEFINED     14     279260      0      83100
EQUITY ONE INC                    COMMON    294752100     35       2167    SH          DEFINED     20      2167       0        0
EQUITY ONE INC                    COMMON    294752100      2        119    SH          DEFINED     21      119        0        0
EQUITY ONE INC                    COMMON    294752100     447      27700   SH          DEFINED    5,14    27700       0        0
EQUITY ONE INC                    COMMON    294752100     592      36700   SH          DEFINED      8     36700       0        0
EQUITY ONE INC                    COMMON    294752100     168      10400   SH          DEFINED    8,17    10400       0        0
EQUITY RESIDENTIAL                COMMON    29476L107    7048     211846   SH          DEFINED    1,11      0         0     211846
EQUITY RESIDENTIAL                COMMON    29476L107    76613    2302759  SH          DEFINED    1,14   2302759      0        0
EQUITY RESIDENTIAL                COMMON    29476L107     160      4800    SH          DEFINED     11      4800       0        0
EQUITY RESIDENTIAL                COMMON    29476L107   208591    6269639  SH          DEFINED     14    3181467      0     2835125
EQUITY RESIDENTIAL                COMMON    29476L107    3505     105341   SH          DEFINED    16,14   105341      0        0
EQUITY RESIDENTIAL                COMMON    29476L107     56       1684    SH          DEFINED     19       0         0      1684
EQUITY RESIDENTIAL                COMMON    29476L107    7085     212941   SH          DEFINED    2,14    212941      0        0
EQUITY RESIDENTIAL                COMMON    29476L107     556      16699   SH          DEFINED     20     16699       0        0
EQUITY RESIDENTIAL                COMMON    29476L107     552      16580   SH          DEFINED    20,14   16580       0        0
EQUITY RESIDENTIAL                COMMON    29476L107     28        835    SH          DEFINED     21      835        0        0
EQUITY RESIDENTIAL                COMMON    29476L107     532      16000   SH          DEFINED    3,14    16000       0        0
EQUITY RESIDENTIAL                COMMON    29476L107     31        940    SH          DEFINED      5       0         0       940
EQUITY RESIDENTIAL                COMMON    29476L107    18046    542419   SH          DEFINED    5,14    542419      0        0
EQUITY RESIDENTIAL                COMMON    29476L107     160      4800    SH          DEFINED    6,14     4800       0        0
EQUITY RESIDENTIAL                COMMON    29476L107    4424     132984   SH          DEFINED    8,14      0      132984      0
EQUUS TOTAL RETURN INC            COMMON    294766100      5       1591    SH          DEFINED     19       0         0      1591
ERESEARCH TECHNOLOGY INC          COMMON    29481V108    2926     475721   SH          DEFINED      1     475721      0        0
ERESEARCH TECHNOLOGY INC          COMMON    29481V108    1331     216390   SH          DEFINED      2     91733       0     124657
ERESEARCH TECHNOLOGY INC          COMMON    29481V108      2        374    SH          DEFINED     20      374        0        0
ERICSSON (LM) TEL ADR             COMMON    294821608    18307    1901069  SH          DEFINED     11    1901069      0        0
ERICSSON (LM) TEL ADR             COMMON    294821608     220      22820   SH          DEFINED     14     22820       0        0
ERICSSON (LM) TEL ADR             COMMON    294821608     27       2800    SH          DEFINED     19       0         0      2800
ERICSSON (LM) TEL ADR             COMMON    294821608     789      81888   SH          DEFINED     20     81888       0        0
ERICSSON (LM) TEL ADR             COMMON    294821608     465      48245   SH          DEFINED      5     46565       0      1680
ERIE INDEMNITY COMPANY CL A       COMMON    29530P102    1583      40824   SH          DEFINED     20     40824       0        0
ERIE INDEMNITY COMPANY CL A       COMMON    29530P102      3        72     SH          DEFINED     21       72        0        0
ESCO ELECTRONICS CORP             COMMON    296315104    2708      75619   SH          DEFINED     20     75619       0        0
ESCO ELECTRONICS CORP             COMMON    296315104     366      10225   SH          DEFINED      5      9550       0       675
ESSA BANCORP INC                  COMMON    29667D104     105      8945    SH          DEFINED     20      8945       0        0
ESSEX PROPERTY TRUST INC          COMMON    297178105    4422      53200   SH          DEFINED    1,11      0         0      53200
ESSEX PROPERTY TRUST INC          COMMON    297178105    53370    642083   SH          DEFINED    1,14    642083      0        0
ESSEX PROPERTY TRUST INC          COMMON    297178105     83       1000    SH          DEFINED     11      1000       0        0
ESSEX PROPERTY TRUST INC          COMMON    297178105   102315    1230935  SH          DEFINED     14     612309      0     567326
ESSEX PROPERTY TRUST INC          COMMON    297178105    1779      21400   SH          DEFINED    16,14   21400       0        0
ESSEX PROPERTY TRUST INC          COMMON    297178105    3595      43256   SH          DEFINED    2,14    43256       0        0
ESSEX PROPERTY TRUST INC          COMMON    297178105     308      3705    SH          DEFINED     20      3705       0        0
ESSEX PROPERTY TRUST INC          COMMON    297178105     143      1720    SH          DEFINED    20,14    1720       0        0
ESSEX PROPERTY TRUST INC          COMMON    297178105     266      3200    SH          DEFINED    3,14     3200       0        0
ESSEX PROPERTY TRUST INC          COMMON    297178105    8668     104283   SH          DEFINED    5,14    104283      0        0
ESSEX PROPERTY TRUST INC          COMMON    297178105     83       1000    SH          DEFINED    6,14     1000       0        0
ESSEX PROPERTY TRUST INC          COMMON    297178105    2247      27028   SH          DEFINED    8,14      0       27028      0
ESTEE LAUDER COMPANIES CL A       COMMON    518439104    46719    966274   SH          DEFINED      1     966274      0        0
ESTEE LAUDER COMPANIES CL A       COMMON    518439104    1702      35196   SH          DEFINED     19      5755       0      29441
ESTEE LAUDER COMPANIES CL A       COMMON    518439104    11512    238091   SH          DEFINED      2     182596      0      55495
ESTEE LAUDER COMPANIES CL A       COMMON    518439104    4844     100181   SH          DEFINED     20     100181      0        0
ESTEE LAUDER COMPANIES CL A       COMMON    518439104     17        352    SH          DEFINED     21      352        0        0
ESTEE LAUDER COMPANIES CL A       COMMON    518439104    9439     195219   SH          DEFINED      4     195219      0        0
ESTEE LAUDER COMPANIES CL A       COMMON    518439104    1878      38843   SH          DEFINED      5     34069       0      4774
ESTEE LAUDER COMPANIES CL A       COMMON    518439104     218      4500    SH          DEFINED      7      4500       0        0
ESTEE LAUDER COMPANIES CL A       COMMON    518439104    15230    314991   SH          DEFINED      8     281123    33868      0
ESTERLINE TECHNOLOGIES CORP       COMMON    297425100    1802      43890   SH          DEFINED     20     43890       0        0
ESTERLINE TECHNOLOGIES CORP       COMMON    297425100     90       2200    SH          DEFINED      5       0         0      2200
ETHAN ALLEN INTERIORS INC         COMMON    297602104    5503     408872   SH          DEFINED      1     408872      0        0
ETHAN ALLEN INTERIORS INC         COMMON    297602104    2555     189785   SH          DEFINED      2     81259       0     108526
ETHAN ALLEN INTERIORS INC         COMMON    297602104     164      12156   SH          DEFINED     20     12156       0        0
EURAND NV-ORDINARY SHRS           COMMON    N31010106      2        148    SH          DEFINED     20      148        0        0
EURONET WORLDWIDE INC             COMMON    298736109    1615      71720   SH          DEFINED     20     71720       0        0
EUROSEAS LTD                      COMMON    Y23592200      1        178    SH          DEFINED     20      178        0        0
EV ENERGY PARTNER LP              COMMON    26926V107    2392      79132   SH          DEFINED     20     79132       0        0
EV3 INC                           COMMON    26928A200    6770     515214   SH          DEFINED      1     515214      0        0
EV3 INC                           COMMON    26928A200    3143     239177   SH          DEFINED      2     103233      0     135944
EV3 INC                           COMMON    26928A200    2398     182476   SH          DEFINED     20     182476      0        0
EV3 INC                           COMMON    26928A200    2112     160700   SH          DEFINED      3     160700      0        0
EVERCORE PARTNERS INC-CL A        COMMON    29977A105     214      6862    SH          DEFINED     20      6862       0        0
EVEREST RE GROUP LTD              COMMON    G3223R108    1598      18980   SH          DEFINED     14     17580       0       600
EVEREST RE GROUP LTD              COMMON    G3223R108     539      6400    SH          DEFINED    14,7      0         0      6400
EVEREST RE GROUP LTD              COMMON    G3223R108     185      2193    SH          DEFINED     20      2193       0        0
EVEREST RE GROUP LTD              COMMON    G3223R108     12        141    SH          DEFINED     21      141        0        0
EVEREST RE GROUP LTD              COMMON    G3223R108      6        67     SH          DEFINED      5       0         0       67
EVEREST RE GROUP LTD              COMMON    G3223R108     84       1000    SH          DEFINED      7      1000       0        0
EVERGREEN SOLAR INC               COMMON    30033R108      0        200    SH          DEFINED     19       0         0       200
EVERGREEN SOLAR INC               COMMON    30033R108    19391    1.2E+07  SH          DEFINED     20    11752241     0        0
EVERGREEN SOLAR INC               COMMON    30033R108     25       15000   SH          DEFINED      5     15000       0        0
EW SCRIPPS CO-CL A                COMMON    811054402     651      88755   SH          DEFINED     20     88755       0        0
EW SCRIPPS CO-CL A                COMMON    811054402     27       3687    SH          DEFINED     21      3687       0        0
EW SCRIPPS CO-CL A                COMMON    811054402     17       2330    SH          DEFINED      5       0         0      2330
EXACTECH INC                      COMMON    30064E109      1        74     SH          DEFINED     20       74        0        0
EXAR CORP                         COMMON    300645108     239      33821   SH          DEFINED     20     33821       0        0
EXCEED COMPANY LTD                COMMON    G32335104      1        143    SH          DEFINED     20      143        0        0
EXCEL MARITIME CARRIERS LTD       COMMON    V3267N107     386      62601   SH          DEFINED     20     62601       0        0
EXCO RESOURCES INC                COMMON    269279402    20275    919918   SH          DEFINED      1     919918      0        0
EXCO RESOURCES INC                COMMON    269279402    2836     128672   SH          DEFINED      2     15926       0     112746
EXCO RESOURCES INC                COMMON    269279402    1091      49484   SH          DEFINED     20     49484       0        0
EXELIXIS INC                      COMMON    30161Q104     97       13100   SH          DEFINED     14      2500       0      10600
EXELIXIS INC                      COMMON    30161Q104    6856     929007   SH          DEFINED     20     929007      0        0
EXELIXIS INC                      COMMON    30161Q104    2444     331150   SH          DEFINED      3     331150      0        0
EXELIXIS INC                      COMMON    30161Q104     10       1400    SH          DEFINED    5,14     1400       0        0
EXELON CORPORATION                COMMON    30161N101    17493    363822   SH          DEFINED      1     363822      0        0
EXELON CORPORATION                COMMON    30161N101     745      15500   SH          DEFINED    1,14    15500       0        0
EXELON CORPORATION                COMMON    30161N101     413      8600    SH          DEFINED     10      8600       0        0
EXELON CORPORATION                COMMON    30161N101     697      14500   SH          DEFINED    10,14   14500       0        0
EXELON CORPORATION                COMMON    30161N101     34        700    SH          DEFINED     13      700        0        0
EXELON CORPORATION                COMMON    30161N101    41419    861465   SH          DEFINED     14     628265      0     206500
EXELON CORPORATION                COMMON    30161N101    1010      21000   SH          DEFINED    14,13     0         0      21000
EXELON CORPORATION                COMMON    30161N101    5611     116700   SH          DEFINED    14,7      0         0     116700
EXELON CORPORATION                COMMON    30161N101     34        700    SH          DEFINED    17,14     0         0       700
EXELON CORPORATION                COMMON    30161N101    10821    225073   SH          DEFINED     19     26101       0     198971
EXELON CORPORATION                COMMON    30161N101    3414      71001   SH          DEFINED     20     71001       0        0
EXELON CORPORATION                COMMON    30161N101     44        914    SH          DEFINED     21      914        0        0
EXELON CORPORATION                COMMON    30161N101    7129     148273   SH          DEFINED      5     121062      0      27211
EXELON CORPORATION                COMMON    30161N101    2279      47400   SH          DEFINED    5,14    47400       0        0
EXELON CORPORATION                COMMON    30161N101     962      20006   SH          DEFINED      7     20006       0        0
EXELON CORPORATION                COMMON    30161N101     416      8652    SH          DEFINED      8      8652       0        0
EXELON CORPORATION                COMMON    30161N101    3063      63700   SH          DEFINED    8,14    63700       0        0
EXELON CORPORATION                COMMON    30161N101     476      9900    SH          DEFINED    9,14      0         0      9900
EXFO ELECTRO-OPTICAL ENGINEE      COMMON    302043104     129      33634   SH          DEFINED     20     33634       0        0
EXIDE TECHNOLOGIES                COMMON    302051206    1715     222982   SH          DEFINED     20     222982      0        0
EXIDE TECHNOLOGIES                COMMON    302051206      7        878    SH          DEFINED     21      878        0        0
EXLSERVICE HOLDINGS INC           COMMON    302081104     307      16517   SH          DEFINED     20     16517       0        0
EXPEDIA INC                       COMMON    30212P105     316      12200   SH          DEFINED     10     12200       0        0
EXPEDIA INC                       COMMON    30212P105     537      20700   SH          DEFINED    10,14   20700       0        0
EXPEDIA INC                       COMMON    30212P105     29       1100    SH          DEFINED     13      1100       0        0
EXPEDIA INC                       COMMON    30212P105    36938    1424510  SH          DEFINED     14     955210      0     359800
EXPEDIA INC                       COMMON    30212P105     773      29800   SH          DEFINED    14,13     0         0      29800
EXPEDIA INC                       COMMON    30212P105    2056      79300   SH          DEFINED    14,7      0         0      79300
EXPEDIA INC                       COMMON    30212P105     49       1900    SH          DEFINED    17,14     0         0      1100
EXPEDIA INC                       COMMON    30212P105    86269    3326990  SH          DEFINED     20    3326990      0        0
EXPEDIA INC                       COMMON    30212P105    3030     116850   SH          DEFINED     21     116850      0        0
EXPEDIA INC                       COMMON    30212P105      4        156    SH          DEFINED      5       0         0       156
EXPEDIA INC                       COMMON    30212P105    1748      67400   SH          DEFINED    5,14    67400       0        0
EXPEDIA INC                       COMMON    30212P105     399      15400   SH          DEFINED      7     15400       0        0
EXPEDIA INC                       COMMON    30212P105     634      24435   SH          DEFINED      8     24435       0        0
EXPEDIA INC                       COMMON    30212P105    2212      85300   SH          DEFINED    8,14    85300       0        0
EXPEDIA INC                       COMMON    30212P105     368      14200   SH          DEFINED    9,14      0         0      14200
EXPEDITORS INTL WASH INC          COMMON    302130109    27123    767926   SH          DEFINED      1     767926      0        0
EXPEDITORS INTL WASH INC          COMMON    302130109     21        600    SH          DEFINED     14       0         0        0
EXPEDITORS INTL WASH INC          COMMON    302130109    1024      28998   SH          DEFINED      2     28998       0        0
EXPEDITORS INTL WASH INC          COMMON    302130109    80345    2274762  SH          DEFINED     20    2274762      0        0
EXPEDITORS INTL WASH INC          COMMON    302130109    2998      84890   SH          DEFINED     21     84890       0        0
EXPEDITORS INTL WASH INC          COMMON    302130109     839      23766   SH          DEFINED      5       0         0      23766
EXPEDITORS INTL WASH INC          COMMON    302130109     80       2252    SH          DEFINED      7      2252       0        0
EXPEDITORS INTL WASH INC          COMMON    302130109     300      8500    SH          DEFINED      8      8500       0        0
EXPEDITORS INTL WASH INC          COMMON    302130109     68       1929    SH          DEFINED     8,2     1929       0        0
EXPONENT INC                      COMMON    30214U102     127      4585    SH          DEFINED     20      4585       0        0
EXPRESS SCRIPTS INC -COMMON       COMMON    302182100   156442    1799843  SH          DEFINED      1    1799843      0        0
EXPRESS SCRIPTS INC -COMMON       COMMON    302182100     415      4775    SH          DEFINED     14      4775       0        0
EXPRESS SCRIPTS INC -COMMON       COMMON    302182100     304      3500    SH          DEFINED     15      3500       0        0
EXPRESS SCRIPTS INC -COMMON       COMMON    302182100    4539      52216   SH          DEFINED    17,1      0         0      52216
EXPRESS SCRIPTS INC -COMMON       COMMON    302182100    55954    643746   SH          DEFINED     19     62648       0     581098
EXPRESS SCRIPTS INC -COMMON       COMMON    302182100    15017    172771   SH          DEFINED      2     152644      0      20127
EXPRESS SCRIPTS INC -COMMON       COMMON    302182100   233271    2683745  SH          DEFINED     20    2683745      0        0
EXPRESS SCRIPTS INC -COMMON       COMMON    302182100    8701     100108   SH          DEFINED     21     100108      0        0
EXPRESS SCRIPTS INC -COMMON       COMMON    302182100     24        277    SH          DEFINED      4      277        0        0
EXPRESS SCRIPTS INC -COMMON       COMMON    302182100    28334    325982   SH          DEFINED      5     254873      0      71109
EXPRESS SCRIPTS INC -COMMON       COMMON    302182100     429      4932    SH          DEFINED      7      4932       0        0
EXPRESS SCRIPTS INC -COMMON       COMMON    302182100     186      2142    SH          DEFINED     8,2     2142       0        0
EXTERRAN HOLDINGS INC             COMMON    30225X103     137      6052    SH          DEFINED     20      6052       0        0
EXTERRAN HOLDINGS INC             COMMON    30225X103      8        356    SH          DEFINED     21      356        0        0
EXTERRAN HOLDINGS INC             COMMON    30225X103      2        68     SH          DEFINED      5       0         0       68
EXTRA SPACE STORAGE INC           COMMON    30225T102     142      12034   SH          DEFINED     20     12034       0        0
EXTRA SPACE STORAGE INC           COMMON    30225T102     62       5280    SH          DEFINED    20,14    5280       0        0
EXTREME NETWORKS INC              COMMON    30226D106     77       27330   SH          DEFINED     20     27330       0        0
EXXON MOBIL CORPORATION           COMMON    30231G102   117131    1687280  SH          DEFINED      1    1687280      0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    13391    192900   SH          DEFINED    1,14    192900      0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    7460     107465   SH          DEFINED     1,8    107465      0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    3054      44000   SH          DEFINED     10     44000       0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    4443      64000   SH          DEFINED    10,14   64000       0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    1242      17894   SH          DEFINED     11     17894       0        0
EXXON MOBIL CORPORATION           COMMON    30231G102     360      5189    SH          DEFINED     13      5189       0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    9753     140489   SH          DEFINED    13,2     489        0     140000
EXXON MOBIL CORPORATION           COMMON    30231G102   299973    4321133  SH          DEFINED     14    3070323      0     1103310
EXXON MOBIL CORPORATION           COMMON    30231G102    7463     107500   SH          DEFINED    14,13     0         0     107500
EXXON MOBIL CORPORATION           COMMON    30231G102    28185    406000   SH          DEFINED    14,7      0         0     406000
EXXON MOBIL CORPORATION           COMMON    30231G102    2995      43148   SH          DEFINED     16     43148       0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    2444      35200   SH          DEFINED    17,14     0         0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    1888      27200   SH          DEFINED     18     27200       0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    59219    853047   SH          DEFINED     19     220347      0     632701
EXXON MOBIL CORPORATION           COMMON    30231G102    2232      32152   SH          DEFINED      2     32152       0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    42043    605629   SH          DEFINED     20     605629      0        0
EXXON MOBIL CORPORATION           COMMON    30231G102     297      4280    SH          DEFINED    20,14    4280       0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    1008      14519   SH          DEFINED     21     14519       0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    4925      70950   SH          DEFINED      3     70950       0        0
EXXON MOBIL CORPORATION           COMMON    30231G102     970      13980   SH          DEFINED     3,1    13980       0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    28350    408388   SH          DEFINED      5     368706      0      39682
EXXON MOBIL CORPORATION           COMMON    30231G102    16737    241100   SH          DEFINED    5,14    241100      0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    1923      27700   SH          DEFINED      6     27700       0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    16030    230907   SH          DEFINED      7     230907      0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    87742    1263926  SH          DEFINED      8    1263926      0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    18299    263600   SH          DEFINED    8,14    263600      0        0
EXXON MOBIL CORPORATION           COMMON    30231G102     149      2141    SH          DEFINED     8,2     2141       0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    5930      85427   SH          DEFINED      9     85427       0        0
EXXON MOBIL CORPORATION           COMMON    30231G102    3506      50500   SH          DEFINED    9,14      0         0      50500
EZCHIP SEMICONDUCTOR LTD          COMMON    M4146Y108     88       7114    SH          DEFINED     20      7114       0        0
EZCORP INC                        COMMON    302301106     284      16850   SH          DEFINED     20     16850       0        0
F5 NETWORKS INC                   COMMON    315616102    13935    265325   SH          DEFINED      1     265325      0        0
F5 NETWORKS INC                   COMMON    315616102    13190    251148   SH          DEFINED      2     251148      0        0
F5 NETWORKS INC                   COMMON    315616102    6548     124671   SH          DEFINED     20     124671      0        0
F5 NETWORKS INC                   COMMON    315616102     148      2826    SH          DEFINED      5       0         0      2826
FACET BIOTECH CORP                COMMON    30303Q103      3        189    SH          DEFINED     20      189        0        0
FACTSET RESEARCH SYSTEMS INC      COMMON    303075105    2694      40020   SH          DEFINED     20     40020       0        0
FACTSET RESEARCH SYSTEMS INC      COMMON    303075105      1        14     SH          DEFINED      5       14        0        0
FAIR ISAAC CORP                   COMMON    303250104    5095     237412   SH          DEFINED      1     237412      0        0
FAIR ISAAC CORP                   COMMON    303250104    6509     303290   SH          DEFINED     14     175490      0     111700
FAIR ISAAC CORP                   COMMON    303250104     271      12625   SH          DEFINED     20     12625       0        0
FAIR ISAAC CORP                   COMMON    303250104     343      16000   SH          DEFINED    5,14    16000       0        0
FAIR ISAAC CORP                   COMMON    303250104     575      26800   SH          DEFINED      8     26800       0        0
FAIR ISAAC CORP                   COMMON    303250104     163      7600    SH          DEFINED    8,17     7600       0        0
FAIRCHILD SEMICON INTL CL A       COMMON    303726103    2228     227800   SH          DEFINED     14     153100      0      42400
FAIRCHILD SEMICON INTL CL A       COMMON    303726103    1376     140744   SH          DEFINED     20     140744      0        0
FAIRCHILD SEMICON INTL CL A       COMMON    303726103      6        605    SH          DEFINED     21      605        0        0
FAIRCHILD SEMICON INTL CL A       COMMON    303726103     137      14006   SH          DEFINED      5       0         0      14006
FAIRFAX FINANCIAL HLDGS LTD       COMMON    303901102    33271     85771   SH          DEFINED      1     85771       0        0
FAIRFAX FINANCIAL HLDGS LTD       COMMON    303901102     384       991    SH          DEFINED     13      991        0        0
FAIRFAX FINANCIAL HLDGS LTD       COMMON    303901102     247       636    SH          DEFINED     16      636        0        0
FAIRFAX FINANCIAL HLDGS LTD       COMMON    303901102    1009      2600    SH          DEFINED     18      2600       0        0
FAIRFAX FINANCIAL HLDGS LTD       COMMON    303901102    6394      16484   SH          DEFINED      2     16484       0        0
FAIRFAX FINANCIAL HLDGS LTD       COMMON    303901102     412      1062    SH          DEFINED     20      1062       0        0
FAIRFAX FINANCIAL HLDGS LTD       COMMON    303901102    23671     61023   SH          DEFINED     3,1    61023       0        0
FAIRFAX FINANCIAL HLDGS LTD       COMMON    303901102     19        50     SH          DEFINED      5       0         0       50
FAIRFAX FINANCIAL HLDGS LTD       COMMON    303901102     396      1021    SH          DEFINED      7      1021       0        0
FAIRFAX FINANCIAL HLDGS LTD       COMMON    303901102    16089     41475   SH          DEFINED      8     41475       0        0
FAIRFAX FINANCIAL HLDGS LTD       COMMON    303901102     465      1200    SH          DEFINED      9      1200       0        0
FAIRPOINT COMMUNICATIONS INC      COMMON    305560104      0        904    SH          DEFINED     19       10        0       894
FAIRPOINT COMMUNICATIONS INC      COMMON    305560104      0        269    SH          DEFINED      5      102        0       167
FALCONSTOR SOFTWARE INC           COMMON    306137100      5       1238    SH          DEFINED     20      1238       0        0
FAMILY DOLLAR STORES              COMMON    307000109     517      18800   SH          DEFINED     13     18800       0        0
FAMILY DOLLAR STORES              COMMON    307000109     863      31400   SH          DEFINED     14      200        0        0
FAMILY DOLLAR STORES              COMMON    307000109    1597      58100   SH          DEFINED     18     58100       0        0
FAMILY DOLLAR STORES              COMMON    307000109     283      10300   SH          DEFINED     20     10300       0        0
FAMILY DOLLAR STORES              COMMON    307000109      6        214    SH          DEFINED     21      214        0        0
FAMILY DOLLAR STORES              COMMON    307000109      8        278    SH          DEFINED      5       0         0       278
FAMILY DOLLAR STORES              COMMON    307000109     396      14399   SH          DEFINED      7     14399       0        0
FAMILY DOLLAR STORES              COMMON    307000109    19749    718400   SH          DEFINED      8     718400      0        0
FANNIE MAE                        COMMON    313586109      0        92     SH          DEFINED     14       0         0       92
FARMER BROS CO                    COMMON    307675108     17        862    SH          DEFINED     20      862        0        0
FARMERS CAPITAL BANK CORP         COMMON    309562106     19       1975    SH          DEFINED     20      1975       0        0
FARO TECHNOLOGIES INC             COMMON    311642102     39       1881    SH          DEFINED     20      1881       0        0
FASTENAL CO                       COMMON    311900104    10872    253426   SH          DEFINED      1     253426      0        0
FASTENAL CO                       COMMON    311900104     17        400    SH          DEFINED     19       0         0       400
FASTENAL CO                       COMMON    311900104    1601      37328   SH          DEFINED      2       0         0      37328
FASTENAL CO                       COMMON    311900104    66478    1549594  SH          DEFINED     20    1549594      0        0
FASTENAL CO                       COMMON    311900104    2481      57836   SH          DEFINED     21     57836       0        0
FASTENAL CO                       COMMON    311900104      6        131    SH          DEFINED      5       0         0       131
FASTENAL CO                       COMMON    311900104     116      2701    SH          DEFINED      7      2701       0        0
FBL FINANCIAL GROUP INC CL A      COMMON    30239F106     436      23027   SH          DEFINED     20     23027       0        0
FBR CAPITAL MARKETS CORP          COMMON    30247C301    13164    2009721  SH          DEFINED      1    2009721      0        0
FBR CAPITAL MARKETS CORP          COMMON    30247C301     651      99444   SH          DEFINED     20     99444       0        0
FEDERAL AGRIC MTG CORP CL C       COMMON    313148306     56       7927    SH          DEFINED     20      7927       0        0
FEDERAL MOGUL CORP-CL A           COMMON    313549404     249      13986   SH          DEFINED     20     13986       0        0
FEDERAL MOGUL CORP-CL A           COMMON    313549404      7        380    SH          DEFINED     21      380        0        0
FEDERAL REALTY INVS TRUST         COMMON    313747206    1393      20809   SH          DEFINED    1,11      0         0      20809
FEDERAL REALTY INVS TRUST         COMMON    313747206    15733    235001   SH          DEFINED    1,14    235001      0        0
FEDERAL REALTY INVS TRUST         COMMON    313747206     20        300    SH          DEFINED     11      300        0        0
FEDERAL REALTY INVS TRUST         COMMON    313747206    45506    679707   SH          DEFINED     14     334330      0     318877
FEDERAL REALTY INVS TRUST         COMMON    313747206     736      11000   SH          DEFINED    16,14   11000       0        0
FEDERAL REALTY INVS TRUST         COMMON    313747206    1493      22300   SH          DEFINED    2,14    22300       0        0
FEDERAL REALTY INVS TRUST         COMMON    313747206     215      3205    SH          DEFINED     20      3205       0        0
FEDERAL REALTY INVS TRUST         COMMON    313747206     248      3700    SH          DEFINED    20,14    3700       0        0
FEDERAL REALTY INVS TRUST         COMMON    313747206      5        77     SH          DEFINED     21       77        0        0
FEDERAL REALTY INVS TRUST         COMMON    313747206     114      1700    SH          DEFINED    3,14     1700       0        0
FEDERAL REALTY INVS TRUST         COMMON    313747206     10        145    SH          DEFINED      4      145        0        0
FEDERAL REALTY INVS TRUST         COMMON    313747206    3968      59267   SH          DEFINED    5,14    59267       0        0
FEDERAL REALTY INVS TRUST         COMMON    313747206     20        300    SH          DEFINED    6,14     300        0        0
FEDERAL REALTY INVS TRUST         COMMON    313747206     926      13837   SH          DEFINED    8,14      0       13837      0
FEDERAL SIGNAL CORP               COMMON    313855108     212      32782   SH          DEFINED     20     32782       0        0
FEDERATED INVESTORS INC CL B      COMMON    314211103    44456    1587130  SH          DEFINED      1    1587130      0        0
FEDERATED INVESTORS INC CL B      COMMON    314211103     81       2900    SH          DEFINED    10,14    2900       0        0
FEDERATED INVESTORS INC CL B      COMMON    314211103    2241      80000   SH          DEFINED     14     74800       0      2800
FEDERATED INVESTORS INC CL B      COMMON    314211103     370      13200   SH          DEFINED    14,7      0         0      13200
FEDERATED INVESTORS INC CL B      COMMON    314211103     48       1700    SH          DEFINED     18      1700       0        0
FEDERATED INVESTORS INC CL B      COMMON    314211103    10150    362361   SH          DEFINED      2     362361      0        0
FEDERATED INVESTORS INC CL B      COMMON    314211103    2272      81097   SH          DEFINED     20     81097       0        0
FEDERATED INVESTORS INC CL B      COMMON    314211103      5        190    SH          DEFINED     21      190        0        0
FEDERATED INVESTORS INC CL B      COMMON    314211103     200      7137    SH          DEFINED      7      7137       0        0
FEDERATED INVESTORS INC CL B      COMMON    314211103    4718     168439   SH          DEFINED      8     168439      0        0
FEDERATED INVESTORS INC CL B      COMMON    314211103     202      7200    SH          DEFINED    8,14     7200       0        0
FEDERATED INVESTORS INC CL B      COMMON    314211103     956      34117   SH          DEFINED      9     34117       0        0
FEDEX CORPORATION                 COMMON    31428X106      2        21     SH          DEFINED     11       21        0        0
FEDEX CORPORATION                 COMMON    31428X106     687      8130    SH          DEFINED     14      6580       0      1250
FEDEX CORPORATION                 COMMON    31428X106     254      3000    SH          DEFINED    14,7      0         0      3000
FEDEX CORPORATION                 COMMON    31428X106     190      2251    SH          DEFINED     19      399        0      1852
FEDEX CORPORATION                 COMMON    31428X106    1636      19347   SH          DEFINED     20     19347       0        0
FEDEX CORPORATION                 COMMON    31428X106     82        966    SH          DEFINED     21      966        0        0
FEDEX CORPORATION                 COMMON    31428X106    30663    362700   SH          DEFINED      3     362700      0        0
FEDEX CORPORATION                 COMMON    31428X106    1326      15682   SH          DEFINED      5      1919       0      13763
FEDEX CORPORATION                 COMMON    31428X106     316      3740    SH          DEFINED      7      3740       0        0
FEI COMPANY                       COMMON    30241L109    3157     132649   SH          DEFINED     20     132649      0        0
FELCOR LODGING TRUST INC          COMMON    31430F101     614     175903   SH          DEFINED     20     175903      0        0
FELCOR LODGING TRUST INC          COMMON    31430F101      2        500    SH          DEFINED      5      500        0        0
FEMALE HEALTH COMPANY             COMMON    314462102      1        159    SH          DEFINED     20      159        0        0
FERRO CORP                        COMMON    315405100    1447     167470   SH          DEFINED     20     167470      0        0
FGX INTERNATIONAL HOLDINGS        COMMON    G3396L102      3        128    SH          DEFINED     20      128        0        0
FIBRIA CELULOSE SA-SPON ADR       COMMON    31573A109    1480      61592   SH          DEFINED     20     61592       0        0
FIBRIA CELULOSE SA-SPON ADR       COMMON    31573A109      0        20     SH          DEFINED      4       20        0        0
FIBRIA CELULOSE SA-SPON ADR       COMMON    31573A109      0        20     SH          DEFINED      5       20        0        0
FIBRIA CELULOSE SA-SPON ADR       COMMON    31573A109    12243    509500   SH          DEFINED      8     509500      0        0
FIBRIA CELULOSE SA-SPON ADR       COMMON    31573A109     463      19250   SH          DEFINED    8,14    19250       0        0
FIBRIA CELULOSE SA-SPON ADR       COMMON    31573A109     780      32475   SH          DEFINED    8,17    32475       0        0
FIDELITY NATIONAL FINANCIAL IN    COMMON    31620R105     244      18649   SH          DEFINED     20     18649       0        0
FIDELITY NATIONAL FINANCIAL IN    COMMON    31620R105     16       1228    SH          DEFINED     21      1228       0        0
FIDELITY NATIONAL FINANCIAL IN    COMMON    31620R105      4        337    SH          DEFINED      5       0         0       337
FIDELITY NATIONAL FINANCIAL IN    COMMON    31620R105     63       4800    SH          DEFINED      7      4800       0        0
FIDELITY NATIONAL INFORMATIO      COMMON    31620M106    2951     118798   SH          DEFINED      1     118798      0        0
FIDELITY NATIONAL INFORMATIO      COMMON    31620M106     415      16700   SH          DEFINED     13     16700       0        0
FIDELITY NATIONAL INFORMATIO      COMMON    31620M106     291      11705   SH          DEFINED     14     11705       0        0
FIDELITY NATIONAL INFORMATIO      COMMON    31620M106    1215      48900   SH          DEFINED     18     48900       0        0
FIDELITY NATIONAL INFORMATIO      COMMON    31620M106    8628     347355   SH          DEFINED     19     53556       0     293799
FIDELITY NATIONAL INFORMATIO      COMMON    31620M106     392      15779   SH          DEFINED     20     15779       0        0
FIDELITY NATIONAL INFORMATIO      COMMON    31620M106     16        653    SH          DEFINED     21      653        0        0
FIDELITY NATIONAL INFORMATIO      COMMON    31620M106    12755    513503   SH          DEFINED      5     440222      0      73281
FIDELITY NATIONAL INFORMATIO      COMMON    31620M106     539      21700   SH          DEFINED      7     21700       0        0
FIDELITY NATIONAL INFORMATIO      COMMON    31620M106    15438    621500   SH          DEFINED      8     621500      0        0
FIFTH STREET FINANCE CORP         COMMON    31678A103     256      22900   SH          DEFINED     14      4300       0      18600
FIFTH STREET FINANCE CORP         COMMON    31678A103    1997     178903   SH          DEFINED     20     178903      0        0
FIFTH STREET FINANCE CORP         COMMON    31678A103     35       3168    SH          DEFINED     21      3168       0        0
FIFTH STREET FINANCE CORP         COMMON    31678A103     31       2800    SH          DEFINED    5,14     2800       0        0
FIFTH THIRD BANCORP               COMMON    316773100    93680    9016362  SH          DEFINED      1    9016362      0        0
FIFTH THIRD BANCORP               COMMON    316773100    4365     420130   SH          DEFINED     20     420130      0        0
FIFTH THIRD BANCORP               COMMON    316773100     207      19903   SH          DEFINED     21     19903       0        0
FIFTH THIRD BANCORP               COMMON    316773100     906      87162   SH          DEFINED      4     87162       0        0
FIFTH THIRD BANCORP               COMMON    316773100     569      54742   SH          DEFINED      5      9267       0      45475
FIFTH THIRD BANCORP               COMMON    316773100     109      10500   SH          DEFINED      7     10500       0        0
FINANCIAL FEDERAL CORP            COMMON    317492106     206      7437    SH          DEFINED     20      7437       0        0
FINANCIAL INSTITUTIONS INC        COMMON    317585404     168      14800   SH          DEFINED     14     14800       0        0
FINANCIAL INSTITUTIONS INC        COMMON    317585404     62       5422    SH          DEFINED     20      5422       0        0
FINANCIAL INSTITUTIONS INC        COMMON    317585404     20       1800    SH          DEFINED    5,14     1800       0        0
FINANCIAL SELECT SECTOR SPDR E    COMMON    81369Y605     636      44139   SH          DEFINED     19       0         0      44139
FINANCIAL SELECT SECTOR SPDR E    COMMON    81369Y605     145      10090   SH          DEFINED      5      485        0      9605
FINISAR CORPORATION               COMMON    31787A507     115      12895   SH          DEFINED     20     12895       0        0
FINISAR CORPORATION               COMMON    31787A507     40       4443    SH          DEFINED      5       0         0      4443
FIRST ACCEPTANCE CORP             COMMON    318457108      9       4521    SH          DEFINED     20      4521       0        0
FIRST AMERICAN CORPORATION        COMMON    318522307     107      3425    SH          DEFINED     19       0         0      3425
FIRST AMERICAN CORPORATION        COMMON    318522307     197      6313    SH          DEFINED     20      6313       0        0
FIRST AMERICAN CORPORATION        COMMON    318522307     14        448    SH          DEFINED     21      448        0        0
FIRST AMERICAN CORPORATION        COMMON    318522307      4        125    SH          DEFINED      5       0         0       125
FIRST BANCORP/NC                  COMMON    318910106     92       6661    SH          DEFINED     20      6661       0        0
FIRST BANCORP/PUERTO RICO         COMMON    318672102     69       32576   SH          DEFINED     20     32576       0        0
FIRST BUSEY CORP                  COMMON    319383105     38       10371   SH          DEFINED     20     10371       0        0
FIRST CASH FINL SVCS IN           COMMON    31942D107    1910      87341   SH          DEFINED     20     87341       0        0
FIRST CASH FINL SVCS IN           COMMON    31942D107     91       4168    SH          DEFINED     21      4168       0        0
FIRST CITIZENS BCSHS  -CL A       COMMON    31946M103     776      4450    SH          DEFINED     14      4450       0        0
FIRST CITIZENS BCSHS  -CL A       COMMON    31946M103     840      4818    SH          DEFINED     20      4818       0        0
FIRST CITIZENS BCSHS  -CL A       COMMON    31946M103     96        550    SH          DEFINED    5,14     550        0        0
FIRST COMMONWEALTH FINL CORP      COMMON    319829107     54       12450   SH          DEFINED     20     12450       0        0
FIRST COMMUNITY BANCSHARES        COMMON    31983A103     60       4884    SH          DEFINED     20      4884       0        0
FIRST DEFIANCE FINL CORP          COMMON    32006W106     98       8500    SH          DEFINED     14      8500       0        0
FIRST DEFIANCE FINL CORP          COMMON    32006W106     91       7895    SH          DEFINED     20      7895       0        0
FIRST DEFIANCE FINL CORP          COMMON    32006W106     13       1100    SH          DEFINED    5,14     1100       0        0
FIRST FINANCIAL BANCORP           COMMON    320209109     76       5494    SH          DEFINED     20      5494       0        0
FIRST FINANCIAL CORP/INDIANA      COMMON    320218100     434      14600   SH          DEFINED     14     14600       0        0
FIRST FINANCIAL CORP/INDIANA      COMMON    320218100     29        986    SH          DEFINED     20      986        0        0
FIRST FINANCIAL CORP/INDIANA      COMMON    320218100     53       1800    SH          DEFINED    5,14     1800       0        0
FIRST FINANCIAL HOLDINGS INC      COMMON    320239106     352      26600   SH          DEFINED     14     19200       0      7400
FIRST FINANCIAL HOLDINGS INC      COMMON    320239106     881      66608   SH          DEFINED     20     66608       0        0
FIRST FINANCIAL HOLDINGS INC      COMMON    320239106     41       3100    SH          DEFINED    5,14     3100       0        0
FIRST FINANCIAL NORTHWEST         COMMON    32022K102     26       3809    SH          DEFINED     20      3809       0        0
FIRST FINL BANKSHARES INC         COMMON    32020R109    5131      95274   SH          DEFINED      1     95274       0        0
FIRST FINL BANKSHARES INC         COMMON    32020R109    2375      44100   SH          DEFINED     14     28600       0      15500
FIRST FINL BANKSHARES INC         COMMON    32020R109    2405      44664   SH          DEFINED      2     18651       0      26013
FIRST FINL BANKSHARES INC         COMMON    32020R109    1181      21929   SH          DEFINED     20     21929       0        0
FIRST FINL BANKSHARES INC         COMMON    32020R109     232      4300    SH          DEFINED    5,14     4300       0        0
FIRST FINL BANKSHARES INC         COMMON    32020R109     377      7000    SH          DEFINED      8      7000       0        0
FIRST FINL BANKSHARES INC         COMMON    32020R109     108      2000    SH          DEFINED    8,17     2000       0        0
FIRST HORIZON NATIONAL CORP       COMMON    320517105     590      43824   SH          DEFINED      1     43824       0        0
FIRST HORIZON NATIONAL CORP       COMMON    320517105     303      22487   SH          DEFINED     14     17920       0      4567
FIRST HORIZON NATIONAL CORP       COMMON    320517105      0         1     SH          DEFINED    14,13     0         0        1
FIRST HORIZON NATIONAL CORP       COMMON    320517105     320      23750   SH          DEFINED    14,7      0         0      23750
FIRST HORIZON NATIONAL CORP       COMMON    320517105     198      14693   SH          DEFINED     20     14693       0        0
FIRST HORIZON NATIONAL CORP       COMMON    320517105      9        651    SH          DEFINED     21      651        0        0
FIRST HORIZON NATIONAL CORP       COMMON    320517105      0        17     SH          DEFINED      4       17        0        0
FIRST HORIZON NATIONAL CORP       COMMON    320517105      8        629    SH          DEFINED      5      174        0       454
FIRST HORIZON NATIONAL CORP       COMMON    320517105      0         0     SH          DEFINED    5,14      0         0        0
FIRST INDUSTRIAL REALTY TR        COMMON    32054K103     153      27399   SH          DEFINED     20     27399       0        0
FIRST INDUSTRIAL REALTY TR        COMMON    32054K103      9       1665    SH          DEFINED     21      1665       0        0
FIRST MARBLEHEAD CORP             COMMON    320771108     136      63463   SH          DEFINED     20     63463       0        0
FIRST MERCHANTS CORP              COMMON    320817109     27       5029    SH          DEFINED     20      5029       0        0
FIRST MERCURY FINANCIAL CORP      COMMON    320841109     149      10904   SH          DEFINED     20     10904       0        0
FIRST MIDWEST BANCORP INC/IL      COMMON    320867104     215      20414   SH          DEFINED     20     20414       0        0
FIRST NATIONAL BANCSHARES         COMMON    32111B104      1        886    SH          DEFINED      5      886        0        0
FIRST NIAGARA FINANCIAL           COMMON    33582V108     355      24800   SH          DEFINED     14     14400       0      10400
FIRST NIAGARA FINANCIAL           COMMON    33582V108     224      15636   SH          DEFINED     20     15636       0        0
FIRST NIAGARA FINANCIAL           COMMON    33582V108     68       4770    SH          DEFINED      5       0         0      4770
FIRST NIAGARA FINANCIAL           COMMON    33582V108     44       3100    SH          DEFINED    5,14     3100       0        0
FIRST OF LONG ISLAND CORP         COMMON    320734106     86       3432    SH          DEFINED     20      3432       0        0
FIRST OPPORTUNITY FUND INC CEF    COMMON    33587T108     86       14254   SH          DEFINED     19       0         0      14254
FIRST PLACE FINANCIAL /OHIO       COMMON    33610T109     115      42100   SH          DEFINED     14     42100       0        0
FIRST PLACE FINANCIAL /OHIO       COMMON    33610T109     47       17226   SH          DEFINED     20     17226       0        0
FIRST PLACE FINANCIAL /OHIO       COMMON    33610T109     12       4200    SH          DEFINED    5,14     4200       0        0
FIRST POTOMAC REALTY TRUST        COMMON    33610F109     889      70400   SH          DEFINED     14     47100       0      23300
FIRST POTOMAC REALTY TRUST        COMMON    33610F109     208      16499   SH          DEFINED     20     16499       0        0
FIRST POTOMAC REALTY TRUST        COMMON    33610F109     22       1710    SH          DEFINED    20,14    1710       0        0
FIRST POTOMAC REALTY TRUST        COMMON    33610F109     76       6000    SH          DEFINED    5,14     6000       0        0
FIRST POTOMAC REALTY TRUST        COMMON    33610F109     66       5200    SH          DEFINED      8      5200       0        0
FIRST POTOMAC REALTY TRUST        COMMON    33610F109     18       1400    SH          DEFINED    8,17     1400       0        0
FIRST REGIONAL BANCORP/CAL        COMMON    33615C101     12       29903   SH          DEFINED     20     29903       0        0
FIRST SOLAR INC                   COMMON    336433107     238      1730    SH          DEFINED     19      900        0       830
FIRST SOLAR INC                   COMMON    336433107   138602    1008745  SH          DEFINED     20    1008745      0        0
FIRST SOLAR INC                   COMMON    336433107    4321      31447   SH          DEFINED     21     31447       0        0
FIRST SOLAR INC                   COMMON    336433107     42        305    SH          DEFINED      5      240        0       65
FIRST SOLAR INC                   COMMON    336433107     67        489    SH          DEFINED      7      489        0        0
FIRST SOUTH BANCORP INC /VA       COMMON    33646W100      1        76     SH          DEFINED     20       76        0        0
FIRST STATE BANCORPORATION        COMMON    336453105     13       34313   SH          DEFINED     20     34313       0        0
FIRST TRUST VALUE LINE 100 ETF    COMMON    33735G107     42       4000    SH          DEFINED     19       0         0      4000
FIRSTENERGY CORP                  COMMON    337932107    13412    289992   SH          DEFINED      1     289992      0        0
FIRSTENERGY CORP                  COMMON    337932107     713      15410   SH          DEFINED     14     13110       0      1400
FIRSTENERGY CORP                  COMMON    337932107     97       2100    SH          DEFINED    14,7      0         0      2100
FIRSTENERGY CORP                  COMMON    337932107     165      3563    SH          DEFINED     19       0         0      3563
FIRSTENERGY CORP                  COMMON    337932107    1258      27195   SH          DEFINED     20     27195       0        0
FIRSTENERGY CORP                  COMMON    337932107     36        782    SH          DEFINED     21      782        0        0
FIRSTENERGY CORP                  COMMON    337932107     16        345    SH          DEFINED      5       0         0       345
FIRSTENERGY CORP                  COMMON    337932107     249      5384    SH          DEFINED      7      5384       0        0
FIRSTENERGY CORP                  COMMON    337932107     355      7667    SH          DEFINED      8      7667       0        0
FIRSTMERIT CORPORATION            COMMON    337915102    5259     256912   SH          DEFINED      1     256912      0        0
FIRSTMERIT CORPORATION            COMMON    337915102      0         1     SH          DEFINED     14       1         0        0
FIRSTMERIT CORPORATION            COMMON    337915102      0         1     SH          DEFINED    14,7      0         0        1
FIRSTMERIT CORPORATION            COMMON    337915102     93       4565    SH          DEFINED     19       0         0      4565
FIRSTMERIT CORPORATION            COMMON    337915102    2439     119143   SH          DEFINED      2     53425       0      65718
FIRSTMERIT CORPORATION            COMMON    337915102     70       3444    SH          DEFINED     20      3444       0        0
FIRSTMERIT CORPORATION            COMMON    337915102      4        204    SH          DEFINED     21      204        0        0
FIRSTMERIT CORPORATION            COMMON    337915102     82       4019    SH          DEFINED      5       0         0      4019
FIRSTSERVICE CORP                 COMMON    33761N109    17909    906600   SH          DEFINED     1,3    906600      0        0
FIRSTSERVICE CORP                 COMMON    33761N109     610      30900   SH          DEFINED    16,3    30900       0        0
FIRSTSERVICE CORP                 COMMON    33761N109     12        748    SH          DEFINED     20      748        0        0
FIRSTSERVICE CORP                 COMMON    33761N109    13043    660300   SH          DEFINED      3     660300      0        0
FISERV INC                        COMMON    337738108    2893      58277   SH          DEFINED      1     58277       0        0
FISERV INC                        COMMON    337738108    7007     141157   SH          DEFINED     19     13991       0     127166
FISERV INC                        COMMON    337738108   109883    2213602  SH          DEFINED     20    2213602      0        0
FISERV INC                        COMMON    337738108    3911      78788   SH          DEFINED     21     78788       0        0
FISERV INC                        COMMON    337738108    14698    296087   SH          DEFINED      5     252599      0      43488
FISERV INC                        COMMON    337738108     197      3972    SH          DEFINED      7      3972       0        0
FISHER COMMUNICATIONS INC         COMMON    337756209     37       2274    SH          DEFINED     20      2274       0        0
FISHER SCI INTL (FSH) CVT 3.25    CONVERT   338032AX3    19950    1.5E+07  SH          DEFINED     14       0         0     1.3E+07
FISHER SCI INTL (FSH) CVT 3.25    CONVERT   338032AX3      4       3000    SH          DEFINED      5      3000       0        0
FIVE STAR QUALITY CARE INC        COMMON    33832D106      0        17     SH          DEFINED     19       0         0       17
FIVE STAR QUALITY CARE INC        COMMON    33832D106     223      61671   SH          DEFINED     20     61671       0        0
FLAGSTAR BANCORP INC              COMMON    337930101     503     750579   SH          DEFINED     20     750579      0        0
FLAGSTAR BANCORP INC RTS          COMMON    RT3379301      0      1022879  SH          DEFINED     20    1022879      0        0
FLAMEL TECHNOLOGIES ADR           COMMON    338488109    2173     293614   SH          DEFINED     20     293614      0        0
FLANDERS CORPORATION              COMMON    338494107     18       4000    SH          DEFINED     19       0         0      4000
FLANDERS CORPORATION              COMMON    338494107      1        151    SH          DEFINED     20      151        0        0
FLEXTRONICS INTL CVT(FLEX) 1.0    CONVERT   33938EAL1      1       1000    SH          DEFINED      5      1000       0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102   113712    1.6E+07  SH          DEFINED      1    15555699     0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102     868     118800   SH          DEFINED    1,14    118800      0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102     465      63600   SH          DEFINED     10     63600       0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102    1192     163000   SH          DEFINED    10,14   163000      0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102      1        90     SH          DEFINED     11       90        0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102     35       4800    SH          DEFINED     13      4800       0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102    27552    3769150  SH          DEFINED     14    2320650      0     1387500
FLEXTRONICS INTL LTD              COMMON    Y2573F102    1140     155900   SH          DEFINED    14,13     0         0     155900
FLEXTRONICS INTL LTD              COMMON    Y2573F102    1184     162000   SH          DEFINED    14,7      0         0     162000
FLEXTRONICS INTL LTD              COMMON    Y2573F102    4000     547230   SH          DEFINED    17,1    547230      0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102     273      37300   SH          DEFINED    17,14     0         0      4800
FLEXTRONICS INTL LTD              COMMON    Y2573F102    1608     219980   SH          DEFINED     19     23756       0     196224
FLEXTRONICS INTL LTD              COMMON    Y2573F102    9553     1306836  SH          DEFINED      2    1306836      0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102    69998    9575592  SH          DEFINED     20    9575592      0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102    2622     358702   SH          DEFINED     21     358702      0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102    1440     196926   SH          DEFINED      4     196926      0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102    1791     245015   SH          DEFINED      5     219185      0      25830
FLEXTRONICS INTL LTD              COMMON    Y2573F102    2556     349600   SH          DEFINED    5,14    349600      0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102     556      76100   SH          DEFINED      7     76100       0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102     798     109200   SH          DEFINED      8     109200      0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102    4749     649700   SH          DEFINED    8,14    649700      0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102     112      15371   SH          DEFINED     8,2    15371       0        0
FLEXTRONICS INTL LTD              COMMON    Y2573F102     535      73200   SH          DEFINED    9,14      0         0      73200
FLIR SYSTEMS INC                  COMMON    302445101    60144    1838153  SH          DEFINED     20    1838153      0        0
FLIR SYSTEMS INC                  COMMON    302445101    2116      64659   SH          DEFINED     21     64659       0        0
FLIR SYSTEMS INC                  COMMON    302445101     96       2940    SH          DEFINED      5       0         0      2940
FLIR SYSTEMS INC                  COMMON    302445101     82       2500    SH          DEFINED      7      2500       0        0
FLOWERS FOODS INC                 COMMON    343498101    4607     190353   SH          DEFINED      1     190353      0        0
FLOWERS FOODS INC                 COMMON    343498101    2151      88895   SH          DEFINED      2     37649       0      51246
FLOWERS FOODS INC                 COMMON    343498101     150      6219    SH          DEFINED     20      6219       0        0
FLOWSERVE CORPORATION             COMMON    34354P105    20061    204521   SH          DEFINED      1     204521      0        0
FLOWSERVE CORPORATION             COMMON    34354P105      1         9     SH          DEFINED     11       9         0        0
FLOWSERVE CORPORATION             COMMON    34354P105     20        200    SH          DEFINED     19       0         0       200
FLOWSERVE CORPORATION             COMMON    34354P105    1924      19611   SH          DEFINED      2      1184       0      18427
FLOWSERVE CORPORATION             COMMON    34354P105    62145    633555   SH          DEFINED     20     633555      0        0
FLOWSERVE CORPORATION             COMMON    34354P105      7        68     SH          DEFINED     21       68        0        0
FLOWSERVE CORPORATION             COMMON    34354P105      1        13     SH          DEFINED      5       13        0        0
FLOWSERVE CORPORATION             COMMON    34354P105     177      1800    SH          DEFINED      7      1800       0        0
FLUOR CORP                        COMMON    343412102    59095    1285232  SH          DEFINED      1    1285232      0        0
FLUOR CORP                        COMMON    343412102      0        10     SH          DEFINED     11       10        0        0
FLUOR CORP                        COMMON    343412102    2207      48000   SH          DEFINED    13,2      0         0      48000
FLUOR CORP                        COMMON    343412102    12439    270526   SH          DEFINED     19     33954       0     236572
FLUOR CORP                        COMMON    343412102    13688    297699   SH          DEFINED      2     297699      0        0
FLUOR CORP                        COMMON    343412102    5437     118257   SH          DEFINED     20     118257      0        0
FLUOR CORP                        COMMON    343412102     14        310    SH          DEFINED     21      310        0        0
FLUOR CORP                        COMMON    343412102     35        754    SH          DEFINED      4      754        0        0
FLUOR CORP                        COMMON    343412102    5949     129391   SH          DEFINED      5     110297      0      19094
FLUOR CORP                        COMMON    343412102     216      4690    SH          DEFINED      7      4690       0        0
FLUOR CORP                        COMMON    343412102     71       1543    SH          DEFINED     8,2     1543       0        0
FLUOR CORP (FLR) CVT 1.5 02-15    CONVERT   343412AA0    20641    1.3E+07  SH          DEFINED     14       0         0     1.1E+07
FLUSHING FINANCIAL CORP           COMMON    343873105     840      73438   SH          DEFINED     20     73438       0        0
FLUSHING FINANCIAL CORP           COMMON    343873105     62       5380    SH          DEFINED      5       0         0      5380
FMC CORP                          COMMON    302491303    6246     110290   SH          DEFINED      1     110290      0        0
FMC CORP                          COMMON    302491303     11        200    SH          DEFINED     19      200        0        0
FMC CORP                          COMMON    302491303    2833      50035   SH          DEFINED      2     21326       0      28709
FMC CORP                          COMMON    302491303     141      2494    SH          DEFINED     20      2494       0        0
FMC CORP                          COMMON    302491303      5        82     SH          DEFINED     21       82        0        0
FMC CORP                          COMMON    302491303     402      7100    SH          DEFINED      5       0         0      7100
FMC TECHNOLOGIES COM              COMMON    30249U101    36464    605209   SH          DEFINED      1     605209      0        0
FMC TECHNOLOGIES COM              COMMON    30249U101     416      6900    SH          DEFINED     14      5900       0       100
FMC TECHNOLOGIES COM              COMMON    30249U101     121      2000    SH          DEFINED    14,7      0         0      2000
FMC TECHNOLOGIES COM              COMMON    30249U101    2309      38326   SH          DEFINED     19      5436       0      32890
FMC TECHNOLOGIES COM              COMMON    30249U101    26742    443849   SH          DEFINED      2     443849      0        0
FMC TECHNOLOGIES COM              COMMON    30249U101    13655    226647   SH          DEFINED     20     226647      0        0
FMC TECHNOLOGIES COM              COMMON    30249U101     201      3329    SH          DEFINED     21      3329       0        0
FMC TECHNOLOGIES COM              COMMON    30249U101     30        506    SH          DEFINED      4      506        0        0
FMC TECHNOLOGIES COM              COMMON    30249U101    2880      47803   SH          DEFINED      5     42454       0      5349
FMC TECHNOLOGIES COM              COMMON    30249U101     145      2400    SH          DEFINED      7      2400       0        0
FNB CORP/PA                       COMMON    302520101    3692     536630   SH          DEFINED     20     536630      0        0
FNB CORP/PA                       COMMON    302520101     60       8650    SH          DEFINED      5       0         0      8650
FOCUS MEDIA HOLDING-ADR           COMMON    34415V109    4683     270714   SH          DEFINED     20     270714      0        0
FOMENTO ECONOMICO MEX SAB ADR     COMMON    344419106    8964     184024   SH          DEFINED     20     184024      0        0
FOMENTO ECONOMICO MEX SAB ADR     COMMON    344419106     30        615    SH          DEFINED      5      615        0        0
FOMENTO ECONOMICO MEX SAB ADR     COMMON    344419106    12458    255750   SH          DEFINED      8     255750      0        0
FOOT LOCKER INC                   COMMON    344849104    1625     141700   SH          DEFINED     14     94800       0      26300
FOOT LOCKER INC                   COMMON    344849104     145      12657   SH          DEFINED     20     12657       0        0
FOOT LOCKER INC                   COMMON    344849104      8        724    SH          DEFINED     21      724        0        0
FOOT LOCKER INC                   COMMON    344849104      2        212    SH          DEFINED      5       0         0       212
FORBES MEDI-TECH INC              COMMON    345155105      0        461    SH          DEFINED      5      461        0        0
FORCE PROTECTION INC              COMMON    345203202     369      74243   SH          DEFINED     20     74243       0        0
FORD MOTOR CO F 4 1/4 11/15/16    CONVERT   345370CN8    3390     2490000  SH          DEFINED      1    2490000      0        0
FORD MOTOR CO F 4 1/4 11/15/16    CONVERT   345370CN8    32003    2.4E+07  SH          DEFINED     14       0         0     2.3E+07
FORD MOTOR CO F 4 1/4 11/15/16    CONVERT   345370CN8    36754    2.7E+07  SH          DEFINED      8    23800000  3200000     0
FORD MOTOR COMPANY                COMMON    345370860    5149     469800   SH          DEFINED      1     469800      0        0
FORD MOTOR COMPANY                COMMON    345370860    5169     471600   SH          DEFINED    1,14    471600      0        0
FORD MOTOR COMPANY                COMMON    345370860    1479     134900   SH          DEFINED     10     134900      0        0
FORD MOTOR COMPANY                COMMON    345370860    1568     143100   SH          DEFINED    10,14   143100      0        0
FORD MOTOR COMPANY                COMMON    345370860     322      29425   SH          DEFINED     11     29425       0        0
FORD MOTOR COMPANY                COMMON    345370860     80       7300    SH          DEFINED     13      7300       0        0
FORD MOTOR COMPANY                COMMON    345370860   129697    1.2E+07  SH          DEFINED     14    8104019      0     3308850
FORD MOTOR COMPANY                COMMON    345370860    3640     332100   SH          DEFINED    14,13     0         0     332100
FORD MOTOR COMPANY                COMMON    345370860    5330     486300   SH          DEFINED    14,7      0         0     486300
FORD MOTOR COMPANY                COMMON    345370860     727      66300   SH          DEFINED    17,14     0         0      7300
FORD MOTOR COMPANY                COMMON    345370860     46       4200    SH          DEFINED     19      200        0      4000
FORD MOTOR COMPANY                COMMON    345370860    18117    1653054  SH          DEFINED     20    1653054      0        0
FORD MOTOR COMPANY                COMMON    345370860     139      12717   SH          DEFINED    20,14   12717       0        0
FORD MOTOR COMPANY                COMMON    345370860     795      72529   SH          DEFINED     21     72529       0        0
FORD MOTOR COMPANY                COMMON    345370860     195      17763   SH          DEFINED      5     11757       0      6006
FORD MOTOR COMPANY                COMMON    345370860    8177     746100   SH          DEFINED    5,14    746100      0        0
FORD MOTOR COMPANY                COMMON    345370860     974      88904   SH          DEFINED      6     88904       0        0
FORD MOTOR COMPANY                COMMON    345370860    2273     207348   SH          DEFINED      7     207348      0        0
FORD MOTOR COMPANY                COMMON    345370860    3861     352300   SH          DEFINED      8     352300      0        0
FORD MOTOR COMPANY                COMMON    345370860    6932     632500   SH          DEFINED    8,14    632500      0        0
FORD MOTOR COMPANY                COMMON    345370860    1709     155900   SH          DEFINED    9,14      0         0     155900
FOREST CITY ENTERPRISES CL A      COMMON    345550107     653      52955   SH          DEFINED     20     52955       0        0
FOREST CITY ENTERPRISES CL A      COMMON    345550107      1        110    SH          DEFINED      5       0         0       110
FOREST LABORATORIES INC           COMMON    345838106    2239      70400   SH          DEFINED      1     70400       0        0
FOREST LABORATORIES INC           COMMON    345838106    2907      91400   SH          DEFINED    1,14    91400       0        0
FOREST LABORATORIES INC           COMMON    345838106     614      19300   SH          DEFINED     10     19300       0        0
FOREST LABORATORIES INC           COMMON    345838106     674      21200   SH          DEFINED    10,14   21200       0        0
FOREST LABORATORIES INC           COMMON    345838106     300      9423    SH          DEFINED     11      9423       0        0
FOREST LABORATORIES INC           COMMON    345838106     51       1600    SH          DEFINED     13      1600       0        0
FOREST LABORATORIES INC           COMMON    345838106    59587    1873208  SH          DEFINED     14    1247508      0     516700
FOREST LABORATORIES INC           COMMON    345838106    1521      47800   SH          DEFINED    14,13     0         0      47800
FOREST LABORATORIES INC           COMMON    345838106    3025      95100   SH          DEFINED    14,7      0         0      95100
FOREST LABORATORIES INC           COMMON    345838106     73       2300    SH          DEFINED    17,14     0         0      1600
FOREST LABORATORIES INC           COMMON    345838106     148      4663    SH          DEFINED     19      1083       0      3580
FOREST LABORATORIES INC           COMMON    345838106    5968     187613   SH          DEFINED     20     187613      0        0
FOREST LABORATORIES INC           COMMON    345838106     24        765    SH          DEFINED     21      765        0        0
FOREST LABORATORIES INC           COMMON    345838106      7        210    SH          DEFINED      5       0         0       210
FOREST LABORATORIES INC           COMMON    345838106    3416     107400   SH          DEFINED    5,14    107400      0        0
FOREST LABORATORIES INC           COMMON    345838106    1703      53531   SH          DEFINED      7     53531       0        0
FOREST LABORATORIES INC           COMMON    345838106    3194     100396   SH          DEFINED      8     100396      0        0
FOREST LABORATORIES INC           COMMON    345838106    3038      95500   SH          DEFINED    8,14    95500       0        0
FOREST LABORATORIES INC           COMMON    345838106     401      12600   SH          DEFINED      9     12600       0        0
FOREST LABORATORIES INC           COMMON    345838106     716      22500   SH          DEFINED    9,14      0         0      22500
FOREST OIL CORP                   COMMON    346091705    7726     322574   SH          DEFINED      1     322574      0        0
FOREST OIL CORP                   COMMON    346091705    3577     149355   SH          DEFINED      2     63896       0      85459
FOREST OIL CORP                   COMMON    346091705     173      7211    SH          DEFINED     20      7211       0        0
FOREST OIL CORP                   COMMON    346091705     10        417    SH          DEFINED     21      417        0        0
FOREST OIL CORP                   COMMON    346091705    5988     250000   SH          DEFINED      3     250000      0        0
FOREST OIL CORP                   COMMON    346091705     36       1500    SH          DEFINED      5      1500       0        0
FORESTAR GROUP INC                COMMON    346233109     902      40600   SH          DEFINED     14      7900       0      32700
FORESTAR GROUP INC                COMMON    346233109    2390     107579   SH          DEFINED     20     107579      0        0
FORESTAR GROUP INC                COMMON    346233109     100      4500    SH          DEFINED    5,14     4500       0        0
FORESTAR GROUP INC                COMMON    346233109     53       2400    SH          DEFINED      8      2400       0        0
FORESTAR GROUP INC                COMMON    346233109     16        700    SH          DEFINED    8,17     700        0        0
FORMFACTOR INC                    COMMON    346375108     103      4762    SH          DEFINED     20      4762       0        0
FORRESTER RESEARCH INC            COMMON    346563109     168      6494    SH          DEFINED     20      6494       0        0
FORTRESS INVESTMENT GRP-CL A      COMMON    34958B106    4497     874955   SH          DEFINED     20     874955      0        0
FORTRESS INVESTMENT GRP-CL A      COMMON    34958B106     85       16491   SH          DEFINED     21     16491       0        0
FORTUNE BRANDS INC                COMMON    349631101      4        100    SH          DEFINED     13      100        0        0
FORTUNE BRANDS INC                COMMON    349631101    1526      34880   SH          DEFINED     14     28980       0      2400
FORTUNE BRANDS INC                COMMON    349631101     131      3000    SH          DEFINED    14,7      0         0      3000
FORTUNE BRANDS INC                COMMON    349631101      4        100    SH          DEFINED    17,14     0         0       100
FORTUNE BRANDS INC                COMMON    349631101     108      2477    SH          DEFINED     19      134        0      2343
FORTUNE BRANDS INC                COMMON    349631101     730      16672   SH          DEFINED     20     16672       0        0
FORTUNE BRANDS INC                COMMON    349631101     28        633    SH          DEFINED     21      633        0        0
FORTUNE BRANDS INC                COMMON    349631101     33        750    SH          DEFINED      5      750        0        0
FORTUNE BRANDS INC                COMMON    349631101     133      3041    SH          DEFINED      7      3041       0        0
FORWARD AIR CORP                  COMMON    349853101    9904     388069   SH          DEFINED      1     388069      0        0
FORWARD AIR CORP                  COMMON    349853101    9806     384264   SH          DEFINED      2     384264      0        0
FORWARD AIR CORP                  COMMON    349853101     58       2290    SH          DEFINED     20      2290       0        0
FOSSIL INC                        COMMON    349882100     992      29200   SH          DEFINED     14     20900       0      4200
FOSSIL INC                        COMMON    349882100    4277     125913   SH          DEFINED     20     125913      0        0
FOSSIL INC                        COMMON    349882100     78       2308    SH          DEFINED     21      2308       0        0
FOSSIL INC                        COMMON    349882100     68       2003    SH          DEFINED      5       0         0      2003
FOSTER (LB) CO -CL A              COMMON    350060109     137      4645    SH          DEFINED     20      4645       0        0
FOSTER WHEELER AG                 COMMON    H27178104     28        862    SH          DEFINED     19       0         0       862
FOSTER WHEELER AG                 COMMON    H27178104    59086    1812461  SH          DEFINED     20    1812461      0        0
FOSTER WHEELER AG                 COMMON    H27178104    1768      54236   SH          DEFINED     21     54236       0        0
FOSTER WHEELER AG                 COMMON    H27178104     333      10225   SH          DEFINED      5      8700       0      1525
FOX CHASE BANCORP INC             COMMON    35137P106      1        53     SH          DEFINED     20       53        0        0
FPIC INSURANCE GROUP INC          COMMON    302563101    6575     167739   SH          DEFINED      1     167739      0        0
FPIC INSURANCE GROUP INC          COMMON    302563101     623      15900   SH          DEFINED     14     15900       0        0
FPIC INSURANCE GROUP INC          COMMON    302563101    3042      77595   SH          DEFINED      2     33204       0      44391
FPIC INSURANCE GROUP INC          COMMON    302563101     48       1220    SH          DEFINED     20      1220       0        0
FPIC INSURANCE GROUP INC          COMMON    302563101     78       2000    SH          DEFINED    5,14     2000       0        0
FPL GROUP INC                     COMMON    302571104    26338    499481   SH          DEFINED      1     499481      0        0
FPL GROUP INC                     COMMON    302571104    3533      67000   SH          DEFINED    13,2      0         0      67000
FPL GROUP INC                     COMMON    302571104    1516      28755   SH          DEFINED     14     25655       0      1700
FPL GROUP INC                     COMMON    302571104     253      4800    SH          DEFINED    14,7      0         0      4800
FPL GROUP INC                     COMMON    302571104    11133    211139   SH          DEFINED     19     26891       0     184248
FPL GROUP INC                     COMMON    302571104    4618      87580   SH          DEFINED     20     87580       0        0
FPL GROUP INC                     COMMON    302571104     39        734    SH          DEFINED     21      734        0        0
FPL GROUP INC                     COMMON    302571104    9629     182609   SH          DEFINED      5     149275      0      33334
FPL GROUP INC                     COMMON    302571104     331      6276    SH          DEFINED      7      6276       0        0
FPL GROUP INC                     COMMON    302571104     532      10087   SH          DEFINED      8     10087       0        0
FRANCE TELECOM SA ADR             COMMON    35177Q105      1        35     SH          DEFINED     11       35        0        0
FRANCE TELECOM SA ADR             COMMON    35177Q105     22        855    SH          DEFINED     19       0         0       855
FRANCE TELECOM SA ADR             COMMON    35177Q105    1320      51119   SH          DEFINED     20     51119       0        0
FRANCE TELECOM SA ADR             COMMON    35177Q105      1        34     SH          DEFINED      5       34        0        0
FRANKLIN COVEY CO                 COMMON    353469109     35       5577    SH          DEFINED     20      5577       0        0
FRANKLIN ELECTRIC CO INC          COMMON    353514102     12        400    SH          DEFINED     14      400        0        0
FRANKLIN ELECTRIC CO INC          COMMON    353514102    41691    1425819  SH          DEFINED     20    1425819      0        0
FRANKLIN RESOURCES INC            COMMON    354613101     294      2700    SH          DEFINED     1,8     2700       0        0
FRANKLIN RESOURCES INC            COMMON    354613101     261      2400    SH          DEFINED    10,14    2400       0        0
FRANKLIN RESOURCES INC            COMMON    354613101     77        705    SH          DEFINED     11      705        0        0
FRANKLIN RESOURCES INC            COMMON    354613101    6449      59250   SH          DEFINED     14     52550       0      2600
FRANKLIN RESOURCES INC            COMMON    354613101    1524      14000   SH          DEFINED    14,7      0         0      14000
FRANKLIN RESOURCES INC            COMMON    354613101     492      4520    SH          DEFINED     16      4520       0        0
FRANKLIN RESOURCES INC            COMMON    354613101     131      1200    SH          DEFINED     18      1200       0        0
FRANKLIN RESOURCES INC            COMMON    354613101     144      1323    SH          DEFINED     19      1016       0       307
FRANKLIN RESOURCES INC            COMMON    354613101    6003      55154   SH          DEFINED     20     55154       0        0
FRANKLIN RESOURCES INC            COMMON    354613101     31        285    SH          DEFINED     21      285        0        0
FRANKLIN RESOURCES INC            COMMON    354613101    5105      46900   SH          DEFINED      3     46900       0        0
FRANKLIN RESOURCES INC            COMMON    354613101     31        288    SH          DEFINED      5       0         0       288
FRANKLIN RESOURCES INC            COMMON    354613101    1552      14263   SH          DEFINED      7     14263       0        0
FRANKLIN RESOURCES INC            COMMON    354613101    4484      41202   SH          DEFINED      8     41202       0        0
FRANKLIN RESOURCES INC            COMMON    354613101     882      8100    SH          DEFINED    8,14     8100       0        0
FRANKLIN RESOURCES INC            COMMON    354613101     675      6200    SH          DEFINED      9      6200       0        0
FRANKLIN STREET PROPERTIES C      COMMON    35471R106     787      54268   SH          DEFINED     19     54268       0        0
FRANKLIN STREET PROPERTIES C      COMMON    35471R106     185      12756   SH          DEFINED     20     12756       0        0
FREDDIE MAC                       COMMON    313400301      0        75     SH          DEFINED     14       0         0       75
FRED'S INC                        COMMON    356108100     185      18376   SH          DEFINED     20     18376       0        0
FREEPORT-MCMORAN C & G CVP(FCX    CONVERT   35671D782    3623      30480   SH          DEFINED     19      1500       0      28980
FREEPORT-MCMORAN COPPER           COMMON    35671D857   100974    1202643  SH          DEFINED      1    1202643      0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857    4030      48000   SH          DEFINED    1,14    48000       0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857     680      8100    SH          DEFINED     10      8100       0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857    1184      14100   SH          DEFINED    10,14   14100       0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857     165      1963    SH          DEFINED     11      1963       0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857     150      1788    SH          DEFINED     13      1788       0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857     83        988    SH          DEFINED    13,2     988        0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857    75968    904807   SH          DEFINED     14     630557      0     234650
FREEPORT-MCMORAN COPPER           COMMON    35671D857    1654      19700   SH          DEFINED    14,13     0         0      19700
FREEPORT-MCMORAN COPPER           COMMON    35671D857    4223      50300   SH          DEFINED    14,7      0         0      50300
FREEPORT-MCMORAN COPPER           COMMON    35671D857     369      4400    SH          DEFINED    17,14     0         0       800
FREEPORT-MCMORAN COPPER           COMMON    35671D857    4973      59234   SH          DEFINED     19      1979       0      57255
FREEPORT-MCMORAN COPPER           COMMON    35671D857    3665      43656   SH          DEFINED      2     26579       0      17077
FREEPORT-MCMORAN COPPER           COMMON    35671D857    3932      46827   SH          DEFINED     20     46827       0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857     54        640    SH          DEFINED    20,14    640        0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857     82        981    SH          DEFINED     21      981        0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857    2373      28267   SH          DEFINED     3,1    28267       0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857    1704      20290   SH          DEFINED      5      6727       0      13563
FREEPORT-MCMORAN COPPER           COMMON    35671D857    3711      44200   SH          DEFINED    5,14    44200       0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857     753      8970    SH          DEFINED      6      8970       0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857    1933      23019   SH          DEFINED      7     23019       0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857    2484      29587   SH          DEFINED      8     29587       0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857    4316      51400   SH          DEFINED    8,14    51400       0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857     135      1609    SH          DEFINED     8,2     1609       0        0
FREEPORT-MCMORAN COPPER           COMMON    35671D857     772      9200    SH          DEFINED    9,14      0         0      9200
FREESEAS INC                      COMMON    Y26496102     81       59425   SH          DEFINED     20     59425       0        0
FREIGHTCAR AMERICA INC            COMMON    357023100     132      6584    SH          DEFINED     20      6584       0        0
FRESENIUS MEDICAL AG CARE & CO    COMMON    358029106    7820     147774   SH          DEFINED      1     147774      0        0
FRESENIUS MEDICAL AG CARE & CO    COMMON    358029106    1831      34602   SH          DEFINED     20     34602       0        0
FRESENIUS MEDICAL AG CARE & CO    COMMON    358029106    6513     123079   SH          DEFINED      4     123079      0        0
FRESH DEL MONTE PRODUCE INC       COMMON    G36738105    2301     103372   SH          DEFINED     20     103372      0        0
FRESH DEL MONTE PRODUCE INC       COMMON    G36738105      3        133    SH          DEFINED     21      133        0        0
FRISCH'S RESTAURANTS INC          COMMON    358748101     108      4546    SH          DEFINED     20      4546       0        0
FRONTEER DEVELOPMENT GROUP        COMMON    35903Q106     12       3180    SH          DEFINED     19       0         0      3180
FRONTIER COMMUNICATIONS CORP      COMMON    35906A108     299      37842   SH          DEFINED     20     37842       0        0
FRONTIER COMMUNICATIONS CORP      COMMON    35906A108     14       1719    SH          DEFINED     21      1719       0        0
FRONTIER COMMUNICATIONS CORP      COMMON    35906A108     22       2789    SH          DEFINED      5      2200       0       589
FRONTIER FINANCIAL CORP           COMMON    35907K204     10       2775    SH          DEFINED     20      2775       0        0
FRONTIER OIL CORP                 COMMON    35914P105     52       3912    SH          DEFINED     20      3912       0        0
FRONTIER OIL CORP                 COMMON    35914P105      3        218    SH          DEFINED     21      218        0        0
FRONTIER OIL CORP                 COMMON    35914P105    14619    1100000  SH          DEFINED      3    1100000      0        0
FRONTIER OIL CORP                 COMMON    35914P105      2        141    SH          DEFINED      5       0         0       141
FRONTLINE LTD                     COMMON    G3682E127     10        350    SH          DEFINED     10      350        0        0
FRONTLINE LTD                     COMMON    G3682E127      1        42     SH          DEFINED    10,7      42        0        0
FRONTLINE LTD                     COMMON    G3682E127     132      4450    SH          DEFINED     13      4450       0        0
FRONTLINE LTD                     COMMON    G3682E127     132      4450    SH          DEFINED     14      4450       0        0
FRONTLINE LTD                     COMMON    G3682E127     44       1482    SH          DEFINED    14,7     1482       0        0
FRONTLINE LTD                     COMMON    G3682E127     138      4657    SH          DEFINED     18      4657       0        0
FRONTLINE LTD                     COMMON    G3682E127     35       1170    SH          DEFINED     20      1170       0        0
FRONTLINE LTD                     COMMON    G3682E127      6        191    SH          DEFINED     21      191        0        0
FRONTLINE LTD                     COMMON    G3682E127     614      20673   SH          DEFINED      7     20673       0        0
FRONTLINE LTD                     COMMON    G3682E127    6511     219307   SH          DEFINED    7,13    219307      0        0
FRONTLINE LTD                     COMMON    G3682E127     571      19237   SH          DEFINED     7,9    19237       0        0
FRONTLINE LTD                     COMMON    G3682E127     781      26320   SH          DEFINED      8     26320       0        0
FRONTLINE LTD                     COMMON    G3682E127     575      19355   SH          DEFINED     8,7    19355       0        0
FTI CONSULTING INC                COMMON    302941109     163      3402    SH          DEFINED     20      3402       0        0
FTI CONSULTING INC                COMMON    302941109     10        202    SH          DEFINED      5       12        0       190
FUEL SYSTEMS SOLUTIONS INC        COMMON    35952W103    25768    532725   SH          DEFINED     20     532725      0        0
FUEL SYSTEMS SOLUTIONS INC        COMMON    35952W103     75       1555    SH          DEFINED     21      1555       0        0
FUEL TECH INC                     COMMON    359523107    4752     583809   SH          DEFINED      1     583809      0        0
FUEL TECH INC                     COMMON    359523107      8       1000    SH          DEFINED     19       0         0      1000
FUEL TECH INC                     COMMON    359523107    4237     520459   SH          DEFINED      2     520459      0        0
FUEL TECH INC                     COMMON    359523107     837     102802   SH          DEFINED     20     102802      0        0
FUEL TECH INC                     COMMON    359523107     21       2550    SH          DEFINED      5       0         0      2550
FUELCELL ENERGY INC               COMMON    35952H106    23624    6011316  SH          DEFINED     20    6011316      0        0
FUELCELL ENERGY INC               COMMON    35952H106     86       21919   SH          DEFINED     21     21919       0        0
FULTON FIN CORP                   COMMON    360271100    3820     441670   SH          DEFINED     14     348970      0      63000
FULTON FIN CORP                   COMMON    360271100    1620     187303   SH          DEFINED     20     187303      0        0
FULTON FIN CORP                   COMMON    360271100      5        607    SH          DEFINED     21      607        0        0
FULTON FIN CORP                   COMMON    360271100     158      18300   SH          DEFINED    5,14    18300       0        0
FULTON FIN CORP                   COMMON    360271100     194      22400   SH          DEFINED      8     22400       0        0
FULTON FIN CORP                   COMMON    360271100     55       6400    SH          DEFINED    8,17     6400       0        0
FUNDTECH LTD                      COMMON    M47095100      1        49     SH          DEFINED     20       49        0        0
FUQI INTERNATIONAL INC            COMMON    36102A207    1177      57916   SH          DEFINED     20     57916       0        0
FURMANITE CORP                    COMMON    361086101      0        32     SH          DEFINED      5       32        0        0
FURNITURE BRANDS INTL INC         COMMON    360921100     262      51521   SH          DEFINED     20     51521       0        0
FURNITURE BRANDS INTL INC         COMMON    360921100      9       1762    SH          DEFINED     21      1762       0        0
FUSHI COPPERWELD INC.             COMMON    36113E107     810      76190   SH          DEFINED     20     76190       0        0
FX ENERGY INC                     COMMON    302695101      1        327    SH          DEFINED     20      327        0        0
G & K SERVICES INC CL A           COMMON    361268105     254      10140   SH          DEFINED     20     10140       0        0
GABELLI DIVIDEND & INCOME TR C    COMMON    36242H104      4        275    SH          DEFINED     19      275        0        0
GABELLI EQUITY TRUST CEF          COMMON    362397101      1        102    SH          DEFINED     19       0         0       102
GAIAM INC                         COMMON    36268Q103     39       5249    SH          DEFINED     20      5249       0        0
GALLAGHER (ARTHUR J.) & CO        COMMON    363576109    5553     250027   SH          DEFINED      1     250027      0        0
GALLAGHER (ARTHUR J.) & CO        COMMON    363576109    2517     113343   SH          DEFINED      2     48506       0      64837
GALLAGHER (ARTHUR J.) & CO        COMMON    363576109    2978     134087   SH          DEFINED     20     134087      0        0
GALLAGHER (ARTHUR J.) & CO        COMMON    363576109      5        203    SH          DEFINED     21      203        0        0
GAMCO INVESTORS INC-A             COMMON    361438104    4751      98176   SH          DEFINED      1     98176       0        0
GAMCO INVESTORS INC-A             COMMON    361438104    2222      45923   SH          DEFINED      2     19764       0      26159
GAMCO INVESTORS INC-A             COMMON    361438104    1286      26569   SH          DEFINED     20     26569       0        0
GAMESTOP CORP-CLASS A             COMMON    36467W109    25299    1075652  SH          DEFINED     11     251129      0     824523
GAMESTOP CORP-CLASS A             COMMON    36467W109     435      18479   SH          DEFINED     14     18479       0        0
GAMESTOP CORP-CLASS A             COMMON    36467W109     25       1070    SH          DEFINED    16,11    1070       0        0
GAMESTOP CORP-CLASS A             COMMON    36467W109    2625     111597   SH          DEFINED    16,14   87619       0      23978
GAMESTOP CORP-CLASS A             COMMON    36467W109     152      6446    SH          DEFINED     19      1192       0      5254
GAMESTOP CORP-CLASS A             COMMON    36467W109     139      5929    SH          DEFINED     20      5929       0        0
GAMESTOP CORP-CLASS A             COMMON    36467W109      5        195    SH          DEFINED     21      195        0        0
GAMESTOP CORP-CLASS A             COMMON    36467W109     154      6550    SH          DEFINED      3      6550       0        0
GAMESTOP CORP-CLASS A             COMMON    36467W109    1678      71356   SH          DEFINED      5     58616       0      12740
GAMESTOP CORP-CLASS A             COMMON    36467W109     67       2866    SH          DEFINED      7      2866       0        0
GAMMON GOLD INC                   COMMON    36467T106     226      20024   SH          DEFINED     20     20024       0        0
GANDER MOUNTAIN CO                COMMON    36471P108     43       8427    SH          DEFINED     20      8427       0        0
GANNETT CO                        COMMON    364730101    3501     215600   SH          DEFINED      1     215600      0        0
GANNETT CO                        COMMON    364730101    3090     190300   SH          DEFINED    1,14    190300      0        0
GANNETT CO                        COMMON    364730101    1302      80200   SH          DEFINED     10     80200       0        0
GANNETT CO                        COMMON    364730101    1007      62000   SH          DEFINED    10,14   62000       0        0
GANNETT CO                        COMMON    364730101     285      17549   SH          DEFINED     11     17549       0        0
GANNETT CO                        COMMON    364730101     84       5200    SH          DEFINED     13      5200       0        0
GANNETT CO                        COMMON    364730101   131736    8111824  SH          DEFINED     14    5619074      0     2185050
GANNETT CO                        COMMON    364730101    3203     197200   SH          DEFINED    14,13     0         0     197200
GANNETT CO                        COMMON    364730101    6459     397700   SH          DEFINED    14,7      0         0     397700
GANNETT CO                        COMMON    364730101     534      32876   SH          DEFINED     16     32876       0        0
GANNETT CO                        COMMON    364730101     390      24000   SH          DEFINED    17,14     0         0      5200
GANNETT CO                        COMMON    364730101     65       4000    SH          DEFINED     18      4000       0        0
GANNETT CO                        COMMON    364730101    6778     417372   SH          DEFINED     20     417372      0        0
GANNETT CO                        COMMON    364730101     112      6906    SH          DEFINED     21      6906       0        0
GANNETT CO                        COMMON    364730101     90       5550    SH          DEFINED      5      5550       0        0
GANNETT CO                        COMMON    364730101    7815     481200   SH          DEFINED    5,14    481200      0        0
GANNETT CO                        COMMON    364730101    1468      90400   SH          DEFINED      7     90400       0        0
GANNETT CO                        COMMON    364730101    3008     185200   SH          DEFINED      8     185200      0        0
GANNETT CO                        COMMON    364730101    6481     399100   SH          DEFINED    8,14    399100      0        0
GANNETT CO                        COMMON    364730101    1504      92600   SH          DEFINED    9,14      0         0      92600
GAP INC                           COMMON    364760108    68596    3299472  SH          DEFINED      1    3299472      0        0
GAP INC                           COMMON    364760108    5590     268900   SH          DEFINED    1,14    268900      0        0
GAP INC                           COMMON    364760108    5026     241728   SH          DEFINED     1,8    241728      0        0
GAP INC                           COMMON    364760108     620      29800   SH          DEFINED     10     29800       0        0
GAP INC                           COMMON    364760108     921      44300   SH          DEFINED    10,14   44300       0        0
GAP INC                           COMMON    364760108     436      20957   SH          DEFINED     11     20957       0        0
GAP INC                           COMMON    364760108     65       3131    SH          DEFINED     13      3131       0        0
GAP INC                           COMMON    364760108     38       1831    SH          DEFINED    13,2     1831       0        0
GAP INC                           COMMON    364760108    56071    2696998  SH          DEFINED     14    1812198      0     778400
GAP INC                           COMMON    364760108    1520      73100   SH          DEFINED    14,13     0         0      73100
GAP INC                           COMMON    364760108    3249     156300   SH          DEFINED    14,7      0         0     156300
GAP INC                           COMMON    364760108    1633      78559   SH          DEFINED     16     78559       0        0
GAP INC                           COMMON    364760108     158      7600    SH          DEFINED    17,14     0         0      1300
GAP INC                           COMMON    364760108    1604      77152   SH          DEFINED     18     77152       0        0
GAP INC                           COMMON    364760108    1410      67838   SH          DEFINED     19      9304       0      58534
GAP INC                           COMMON    364760108    10274    494174   SH          DEFINED      2     494174      0        0
GAP INC                           COMMON    364760108    3583     172359   SH          DEFINED     20     172359      0        0
GAP INC                           COMMON    364760108     97       4678    SH          DEFINED    20,14    4678       0        0
GAP INC                           COMMON    364760108     39       1868    SH          DEFINED     21      1868       0        0
GAP INC                           COMMON    364760108    1087      52296   SH          DEFINED     3,1    52296       0        0
GAP INC                           COMMON    364760108     20        946    SH          DEFINED      4      946        0        0
GAP INC                           COMMON    364760108    2092     100611   SH          DEFINED      5     85222       0      15389
GAP INC                           COMMON    364760108    3412     164100   SH          DEFINED    5,14    164100      0        0
GAP INC                           COMMON    364760108     840      40408   SH          DEFINED      6     40408       0        0
GAP INC                           COMMON    364760108    3979     191393   SH          DEFINED      7     191393      0        0
GAP INC                           COMMON    364760108    26631    1280941  SH          DEFINED      8    1280941      0        0
GAP INC                           COMMON    364760108    3906     187900   SH          DEFINED    8,14    187900      0        0
GAP INC                           COMMON    364760108     162      7801    SH          DEFINED     8,2     7801       0        0
GAP INC                           COMMON    364760108    3387     162916   SH          DEFINED      9     162916      0        0
GAP INC                           COMMON    364760108     713      34300   SH          DEFINED    9,14      0         0      34300
GARDNER DENVER INC                COMMON    365558105     933      22104   SH          DEFINED      1     22104       0        0
GARDNER DENVER INC                COMMON    365558105     428      10136   SH          DEFINED      2      4312       0      5824
GARDNER DENVER INC                COMMON    365558105    1196      28331   SH          DEFINED     20     28331       0        0
GARDNER DENVER INC                COMMON    365558105      6        132    SH          DEFINED     21      132        0        0
GARMIN LTD                        COMMON    G37260109    3271     101400   SH          DEFINED      1     101400      0        0
GARMIN LTD                        COMMON    G37260109    2178      67500   SH          DEFINED    1,14    67500       0        0
GARMIN LTD                        COMMON    G37260109     221      6853    SH          DEFINED     11      6853       0        0
GARMIN LTD                        COMMON    G37260109    22241    689420   SH          DEFINED     14     516120      0     114800
GARMIN LTD                        COMMON    G37260109    4039     125200   SH          DEFINED    14,7      0         0     125200
GARMIN LTD                        COMMON    G37260109     14        430    SH          DEFINED     19       0         0       430
GARMIN LTD                        COMMON    G37260109    69233    2146108  SH          DEFINED     20    2146108      0        0
GARMIN LTD                        COMMON    G37260109    2451      75974   SH          DEFINED     21     75974       0        0
GARMIN LTD                        COMMON    G37260109      8        247    SH          DEFINED      5       0         0       247
GARMIN LTD                        COMMON    G37260109     116      3600    SH          DEFINED      7      3600       0        0
GARMIN LTD                        COMMON    G37260109    5052     156600   SH          DEFINED    8,14    156600      0        0
GARTNER GROUP INC                 COMMON    366651107     110      5856    SH          DEFINED     20      5856       0        0
GASCO ENERGY INC                  COMMON    367220100      0        300    SH          DEFINED     19      300        0        0
GATX CORP                         COMMON    361448103     75       2572    SH          DEFINED     20      2572       0        0
GATX CORP                         COMMON    361448103      4        145    SH          DEFINED     21      145        0        0
GATX CORP                         COMMON    361448103      1        48     SH          DEFINED      5       48        0        0
GAYLORD ENTERTAINMENT CO          COMMON    367905106     400      19424   SH          DEFINED     20     19424       0        0
GEN PROBE INC                     COMMON    36866T103    7977     182913   SH          DEFINED      1     182913      0        0
GEN PROBE INC                     COMMON    36866T103     22        500    SH          DEFINED     19       0         0       500
GEN PROBE INC                     COMMON    36866T103    8330     191004   SH          DEFINED      2     191004      0        0
GEN PROBE INC                     COMMON    36866T103     82       1886    SH          DEFINED     20      1886       0        0
GEN PROBE INC                     COMMON    36866T103     151      3469    SH          DEFINED      5      1769       0      1700
GENCO SHIPPING & TRADING LTD      COMMON    Y2685T107    6373     251704   SH          DEFINED      1     251704      0        0
GENCO SHIPPING & TRADING LTD      COMMON    Y2685T107     125      4934    SH          DEFINED      2      4934       0        0
GENCO SHIPPING & TRADING LTD      COMMON    Y2685T107     207      8190    SH          DEFINED     20      8190       0        0
GENCORP INC                       COMMON    368682100     794     109700   SH          DEFINED     14     66900       0      42800
GENCORP INC                       COMMON    368682100    1533     211738   SH          DEFINED     20     211738      0        0
GENCORP INC                       COMMON    368682100     49       6700    SH          DEFINED     21      6700       0        0
GENCORP INC                       COMMON    368682100      6        800    SH          DEFINED      5       0         0       800
GENCORP INC                       COMMON    368682100     63       8700    SH          DEFINED    5,14     8700       0        0
GENCORP INC                       COMMON    368682100     164      22700   SH          DEFINED      8     22700       0        0
GENCORP INC                       COMMON    368682100     47       6500    SH          DEFINED    8,17     6500       0        0
GENERAL AMERICAN INVESTORS CF     COMMON    368802104     14        609    SH          DEFINED     19      609        0        0
GENERAL AMERICAN INVESTORS CF     COMMON    368802104     11        459    SH          DEFINED      5      459        0        0
GENERAL CABLE CORP                COMMON    369300108    14208    467367   SH          DEFINED      1     467367      0        0
GENERAL CABLE CORP                COMMON    369300108    1583      52082   SH          DEFINED     19      2983       0      49099
GENERAL CABLE CORP                COMMON    369300108    11418    375580   SH          DEFINED      2     338708      0      36872
GENERAL CABLE CORP                COMMON    369300108    2532      83293   SH          DEFINED     20     83293       0        0
GENERAL CABLE CORP                COMMON    369300108      6        199    SH          DEFINED     21      199        0        0
GENERAL CABLE CORP                COMMON    369300108    2974      97835   SH          DEFINED      5     79160       0      18675
GENERAL COMMUNICATION CL A        COMMON    369385109     69       10465   SH          DEFINED     20     10465       0        0
GENERAL DYNAMICS CORP             COMMON    369550108    30607    441660   SH          DEFINED      1     441660      0        0
GENERAL DYNAMICS CORP             COMMON    369550108     35        500    SH          DEFINED     10      500        0        0
GENERAL DYNAMICS CORP             COMMON    369550108     97       1400    SH          DEFINED    10,14    1400       0        0
GENERAL DYNAMICS CORP             COMMON    369550108      1         8     SH          DEFINED     11       8         0        0
GENERAL DYNAMICS CORP             COMMON    369550108    7236     104410   SH          DEFINED     14     89510       0      11300
GENERAL DYNAMICS CORP             COMMON    369550108     83       1200    SH          DEFINED    14,13     0         0      1200
GENERAL DYNAMICS CORP             COMMON    369550108    2121      30600   SH          DEFINED    14,7      0         0      30600
GENERAL DYNAMICS CORP             COMMON    369550108     665      9600    SH          DEFINED     16      9600       0        0
GENERAL DYNAMICS CORP             COMMON    369550108    9334     134686   SH          DEFINED     19     35288       0      99398
GENERAL DYNAMICS CORP             COMMON    369550108    1014      14629   SH          DEFINED      2     14629       0        0
GENERAL DYNAMICS CORP             COMMON    369550108    9291     134076   SH          DEFINED     20     134076      0        0
GENERAL DYNAMICS CORP             COMMON    369550108     52        751    SH          DEFINED     21      751        0        0
GENERAL DYNAMICS CORP             COMMON    369550108    9218     133012   SH          DEFINED      5     107814      0      25198
GENERAL DYNAMICS CORP             COMMON    369550108     187      2700    SH          DEFINED    5,14     2700       0        0
GENERAL DYNAMICS CORP             COMMON    369550108     407      5868    SH          DEFINED      7      5868       0        0
GENERAL DYNAMICS CORP             COMMON    369550108     956      13795   SH          DEFINED      8     13795       0        0
GENERAL DYNAMICS CORP             COMMON    369550108     67        972    SH          DEFINED     8,2     972        0        0
GENERAL DYNAMICS CORP             COMMON    369550108     35        500    SH          DEFINED    9,14      0         0       500
GENERAL ELECTRIC CO               COMMON    369604103    5008     322451   SH          DEFINED      1     322451      0        0
GENERAL ELECTRIC CO               COMMON    369604103    1687     108600   SH          DEFINED    1,14    108600      0        0
GENERAL ELECTRIC CO               COMMON    369604103     938      60400   SH          DEFINED     1,8    60400       0        0
GENERAL ELECTRIC CO               COMMON    369604103     124      8000    SH          DEFINED     10      8000       0        0
GENERAL ELECTRIC CO               COMMON    369604103     514      33100   SH          DEFINED    10,14   33100       0        0
GENERAL ELECTRIC CO               COMMON    369604103     287      18487   SH          DEFINED     11     18487       0        0
GENERAL ELECTRIC CO               COMMON    369604103    24218    1559460  SH          DEFINED     14    1259110      0     250150
GENERAL ELECTRIC CO               COMMON    369604103     306      19700   SH          DEFINED    14,13     0         0      19700
GENERAL ELECTRIC CO               COMMON    369604103    4529     291600   SH          DEFINED    14,7      0         0     291600
GENERAL ELECTRIC CO               COMMON    369604103     690      44451   SH          DEFINED     16     44451       0        0
GENERAL ELECTRIC CO               COMMON    369604103     360      23200   SH          DEFINED    17,14     0         0        0
GENERAL ELECTRIC CO               COMMON    369604103     445      28662   SH          DEFINED     18     28662       0        0
GENERAL ELECTRIC CO               COMMON    369604103    52134    3356957  SH          DEFINED     19     754791      0     2602166
GENERAL ELECTRIC CO               COMMON    369604103    24051    1548661  SH          DEFINED     20    1548661      0        0
GENERAL ELECTRIC CO               COMMON    369604103     39       2522    SH          DEFINED    20,14    2522       0        0
GENERAL ELECTRIC CO               COMMON    369604103     748      48157   SH          DEFINED     21     48157       0        0
GENERAL ELECTRIC CO               COMMON    369604103    30518    1965129  SH          DEFINED      5    1717864      0     247265
GENERAL ELECTRIC CO               COMMON    369604103     686      44200   SH          DEFINED    5,14    44200       0        0
GENERAL ELECTRIC CO               COMMON    369604103    7114     458108   SH          DEFINED      7     458108      0        0
GENERAL ELECTRIC CO               COMMON    369604103    27927    1798251  SH          DEFINED      8    1798251      0        0
GENERAL ELECTRIC CO               COMMON    369604103    1541      99200   SH          DEFINED    8,14    99200       0        0
GENERAL ELECTRIC CO               COMMON    369604103    2334     150286   SH          DEFINED      9     150286      0        0
GENERAL ELECTRIC CO               COMMON    369604103     143      9200    SH          DEFINED    9,14      0         0      9200
GENERAL MARITIME CORP             COMMON    Y2693R101     64       8656    SH          DEFINED     20      8656       0        0
GENERAL MARITIME CORP             COMMON    Y2693R101      4        501    SH          DEFINED     21      501        0        0
GENERAL MILLS (LEH) CVT 3.0 12    CONVERT   524908NY2    3292     1.4E+07  SH          DEFINED     14       0         0     1.2E+07
GENERAL MILLS INC                 COMMON    370334104    48340    688214   SH          DEFINED      1     688214      0        0
GENERAL MILLS INC                 COMMON    370334104     274      3900    SH          DEFINED    10,14    3900       0        0
GENERAL MILLS INC                 COMMON    370334104     573      8152    SH          DEFINED     13      8152       0        0
GENERAL MILLS INC                 COMMON    370334104    4596      65430   SH          DEFINED     14     55330       0      3200
GENERAL MILLS INC                 COMMON    370334104    1594      22700   SH          DEFINED    14,7      0         0      22700
GENERAL MILLS INC                 COMMON    370334104    2240      31889   SH          DEFINED     18     31889       0        0
GENERAL MILLS INC                 COMMON    370334104     891      12687   SH          DEFINED     19      1033       0      11654
GENERAL MILLS INC                 COMMON    370334104     750      10682   SH          DEFINED      2     10682       0        0
GENERAL MILLS INC                 COMMON    370334104    4293      61115   SH          DEFINED     20     61115       0        0
GENERAL MILLS INC                 COMMON    370334104     33        471    SH          DEFINED     21      471        0        0
GENERAL MILLS INC                 COMMON    370334104    2055      29254   SH          DEFINED      5     28553       0       701
GENERAL MILLS INC                 COMMON    370334104    1397      19882   SH          DEFINED      7     19882       0        0
GENERAL MILLS INC                 COMMON    370334104    33941    483214   SH          DEFINED      8     483214      0        0
GENERAL MILLS INC                 COMMON    370334104     709      10100   SH          DEFINED    8,14    10100       0        0
GENERAL MILLS INC                 COMMON    370334104     46        660    SH          DEFINED     8,2     660        0        0
GENERAL STEEL HOLDINGS INC        COMMON    370853103     453      96076   SH          DEFINED     20     96076       0        0
GENESCO INC                       COMMON    371532102     270      9401    SH          DEFINED     20      9401       0        0
GENESEE & WYOMING CL A            COMMON    371559105     119      3693    SH          DEFINED     20      3693       0        0
GENESEE & WYOMING CL A            COMMON    371559105     198      6125    SH          DEFINED      5       0         0      6125
GENESIS ENERGY LP                 COMMON    371927104     596      31536   SH          DEFINED     20     31536       0        0
GENOMIC HEALTH INC                COMMON    37244C101      3        165    SH          DEFINED     20      165        0        0
GENOPTIX INC                      COMMON    37243V100     89       2500    SH          DEFINED     20      2500       0        0
GENPACT LTD                       COMMON    G3922B107     105      6967    SH          DEFINED     20      6967       0        0
GENTEX CORP                       COMMON    371901109    10185    543791   SH          DEFINED      1     543791      0        0
GENTEX CORP                       COMMON    371901109     546      29141   SH          DEFINED      2     29141       0        0
GENTEX CORP                       COMMON    371901109    1342      71669   SH          DEFINED     20     71669       0        0
GENTEX CORP                       COMMON    371901109     373      19900   SH          DEFINED      3     19900       0        0
GENTEX CORP                       COMMON    371901109     359      19160   SH          DEFINED      5       0         0      19160
GENTEX CORP                       COMMON    371901109     36       1938    SH          DEFINED     8,2     1938       0        0
GENTIVA HEALTH SERVICES           COMMON    37247A102    6378     243790   SH          DEFINED      1     243790      0        0
GENTIVA HEALTH SERVICES           COMMON    37247A102    2910     111247   SH          DEFINED      2     46993       0      64254
GENTIVA HEALTH SERVICES           COMMON    37247A102     243      9297    SH          DEFINED     20      9297       0        0
GENUINE PARTS CO                  COMMON    372460105    24797    651014   SH          DEFINED      1     651014      0        0
GENUINE PARTS CO                  COMMON    372460105     164      4300    SH          DEFINED     14      3000       0       800
GENUINE PARTS CO                  COMMON    372460105     149      3900    SH          DEFINED    14,7      0         0      3900
GENUINE PARTS CO                  COMMON    372460105    3115      81779   SH          DEFINED     20     81779       0        0
GENUINE PARTS CO                  COMMON    372460105     17        453    SH          DEFINED     21      453        0        0
GENUINE PARTS CO                  COMMON    372460105    11059    290349   SH          DEFINED      4     290349      0        0
GENUINE PARTS CO                  COMMON    372460105     495      13008   SH          DEFINED      5     11915       0      1093
GENUINE PARTS CO                  COMMON    372460105     145      3806    SH          DEFINED      7      3806       0        0
GENUINE PARTS CO                  COMMON    372460105     669      17567   SH          DEFINED      8     17567       0        0
GENWORTH FINANCIAL INC CL-A       COMMON    37247D106    29816    2342187  SH          DEFINED      1    2342187      0        0
GENWORTH FINANCIAL INC CL-A       COMMON    37247D106    2305     181073   SH          DEFINED      2     22472       0     158601
GENWORTH FINANCIAL INC CL-A       COMMON    37247D106    7024     551733   SH          DEFINED     20     551733      0        0
GENWORTH FINANCIAL INC CL-A       COMMON    37247D106     323      25366   SH          DEFINED     21     25366       0        0
GENWORTH FINANCIAL INC CL-A       COMMON    37247D106      8        667    SH          DEFINED      5       0         0       667
GENZYME CORP - GENL DIVISION      COMMON    372917104    96609    2002672  SH          DEFINED      1    2002672      0        0
GENZYME CORP - GENL DIVISION      COMMON    372917104     285      5900    SH          DEFINED     15      5900       0        0
GENZYME CORP - GENL DIVISION      COMMON    372917104    3592      74458   SH          DEFINED    17,1      0         0      74458
GENZYME CORP - GENL DIVISION      COMMON    372917104    2880      59708   SH          DEFINED     19      4875       0      54833
GENZYME CORP - GENL DIVISION      COMMON    372917104   176417    3657073  SH          DEFINED     20    3657073      0        0
GENZYME CORP - GENL DIVISION      COMMON    372917104    6543     135624   SH          DEFINED     21     135624      0        0
GENZYME CORP - GENL DIVISION      COMMON    372917104    4240      87900   SH          DEFINED      3     87900       0        0
GENZYME CORP - GENL DIVISION      COMMON    372917104      5        95     SH          DEFINED      4       95        0        0
GENZYME CORP - GENL DIVISION      COMMON    372917104     506      10483   SH          DEFINED      5      6927       0      3556
GENZYME CORP - GENL DIVISION      COMMON    372917104     193      4002    SH          DEFINED      7      4002       0        0
GEOEYE INC                        COMMON    37250W108     428      14387   SH          DEFINED     20     14387       0        0
GEOKINETICS INC                   COMMON    372910307     106      10708   SH          DEFINED     20     10708       0        0
GEOMET INC                        COMMON    37250U201     17       10689   SH          DEFINED     20     10689       0        0
GEORESOURCES INC                  COMMON    372476101      2        111    SH          DEFINED     20      111        0        0
GEORGIA GULF CORP                 COMMON    373200302    3560     192869   SH          DEFINED     20     192869      0        0
GEORGIA GULF CORP                 COMMON    373200302     13        697    SH          DEFINED      5      697        0        0
GERBER SCIENTIFIC INC             COMMON    373730100     190      35947   SH          DEFINED     20     35947       0        0
GERDAU AMERISTEEL CORP            COMMON    37373P105     25       2931    SH          DEFINED     20      2931       0        0
GERDAU AMERISTEEL CORP            COMMON    37373P105      6        690    SH          DEFINED     3,1     690        0        0
GERDAU SA ADR                     COMMON    373737105    13305    781275   SH          DEFINED     20     781275      0        0
GERON CORP                        COMMON    374163103     130      21485   SH          DEFINED     20     21485       0        0
GETTY REALTY CORP                 COMMON    374297109    1220      52400   SH          DEFINED     14     27900       0      24500
GETTY REALTY CORP                 COMMON    374297109    4123     177019   SH          DEFINED     20     177019      0        0
GETTY REALTY CORP                 COMMON    374297109     322      13806   SH          DEFINED      5      5749       0      8057
GETTY REALTY CORP                 COMMON    374297109     91       3900    SH          DEFINED    5,14     3900       0        0
GETTY REALTY CORP                 COMMON    374297109     384      16500   SH          DEFINED      8     16500       0        0
GETTY REALTY CORP                 COMMON    374297109     109      4700    SH          DEFINED    8,17     4700       0        0
GFI GROUP INC                     COMMON    361652209     83       17556   SH          DEFINED     20     17556       0        0
GIANT INTERACTIVE GROUP-ADR       COMMON    374511103    3323     473364   SH          DEFINED     20     473364      0        0
GIBRALTAR INDUSTRIES INC          COMMON    374689107    4776     268900   SH          DEFINED     14     169200      0      99700
GIBRALTAR INDUSTRIES INC          COMMON    374689107    2036     114642   SH          DEFINED     20     114642      0        0
GIBRALTAR INDUSTRIES INC          COMMON    374689107     513      28900   SH          DEFINED    5,14    28900       0        0
GIBRALTAR INDUSTRIES INC          COMMON    374689107     377      21200   SH          DEFINED      8     21200       0        0
GIBRALTAR INDUSTRIES INC          COMMON    374689107     107      6000    SH          DEFINED    8,17     6000       0        0
GIGAMEDIA LTD                     COMMON    Y2711Y104     21       6504    SH          DEFINED     20      6504       0        0
G-III APPAREL GROUP LTD           COMMON    36237H101     149      7010    SH          DEFINED     20      7010       0        0
GILAT SATELLITE NETWORKS LTD      COMMON    M51474118      1        309    SH          DEFINED     20      309        0        0
GILDAN ACTIVEWEAR INC             COMMON    375916103    2086      85915   SH          DEFINED      1     85915       0        0
GILDAN ACTIVEWEAR INC             COMMON    375916103     250      10182   SH          DEFINED     20     10182       0        0
GILDAN ACTIVEWEAR INC             COMMON    375916103    1025      41800   SH          DEFINED      3     41800       0        0
GILEAD SCIENCES INC               COMMON    375558103   247388    5718639  SH          DEFINED      1    5718639      0        0
GILEAD SCIENCES INC               COMMON    375558103     74       1700    SH          DEFINED    10,14    1700       0        0
GILEAD SCIENCES INC               COMMON    375558103      0        11     SH          DEFINED     11       11        0        0
GILEAD SCIENCES INC               COMMON    375558103     106      2454    SH          DEFINED     13      2454       0        0
GILEAD SCIENCES INC               COMMON    375558103     106      2454    SH          DEFINED    13,2     2454       0        0
GILEAD SCIENCES INC               COMMON    375558103    4763     110100   SH          DEFINED     14     55800       0      6300
GILEAD SCIENCES INC               COMMON    375558103     952      22000   SH          DEFINED    14,7      0         0      22000
GILEAD SCIENCES INC               COMMON    375558103     476      11000   SH          DEFINED     15     11000       0        0
GILEAD SCIENCES INC               COMMON    375558103    8210     189794   SH          DEFINED    17,1      0         0     189794
GILEAD SCIENCES INC               COMMON    375558103    4196      96990   SH          DEFINED     19     17107       0      79883
GILEAD SCIENCES INC               COMMON    375558103    12667    292804   SH          DEFINED      2     292804      0        0
GILEAD SCIENCES INC               COMMON    375558103   434228     1E+07   SH          DEFINED     20    10037628     0        0
GILEAD SCIENCES INC               COMMON    375558103    15619    361040   SH          DEFINED     21     361040      0        0
GILEAD SCIENCES INC               COMMON    375558103    3031      70076   SH          DEFINED     3,1    70076       0        0
GILEAD SCIENCES INC               COMMON    375558103     18        415    SH          DEFINED      4      415        0        0
GILEAD SCIENCES INC               COMMON    375558103    4146      95847   SH          DEFINED      5     53396       0      42451
GILEAD SCIENCES INC               COMMON    375558103     763      17640   SH          DEFINED      7     17640       0        0
GILEAD SCIENCES INC               COMMON    375558103     315      7277    SH          DEFINED     8,2     7277       0        0
GILEAD SCIENCES INC 0.625 05-0    CONVERT   375558AH6      4       3000    SH          DEFINED      5      3000       0        0
GIVEN IMAGING LTD                 COMMON    M52020100     104      5930    SH          DEFINED     20      5930       0        0
GLACIER BANCORP INC               COMMON    37637Q105     67       4856    SH          DEFINED     20      4856       0        0
GLADSTONE CAPITAL                 COMMON    376535100     72       9100    SH          DEFINED     14      9100       0        0
GLADSTONE CAPITAL                 COMMON    376535100     937     118452   SH          DEFINED     20     118452      0        0
GLADSTONE CAPITAL                 COMMON    376535100     18       2233    SH          DEFINED     21      2233       0        0
GLADSTONE CAPITAL                 COMMON    376535100      9       1100    SH          DEFINED    5,14     1100       0        0
GLADSTONE COMMERCIAL CORP         COMMON    376536108     115      8600    SH          DEFINED     20      8600       0        0
GLATFELTER                        COMMON    377316104     617      46800   SH          DEFINED     14     29200       0      17600
GLATFELTER                        COMMON    377316104    1070      81178   SH          DEFINED     20     81178       0        0
GLATFELTER                        COMMON    377316104     57       4300    SH          DEFINED    5,14     4300       0        0
GLATFELTER                        COMMON    377316104     130      9900    SH          DEFINED      8      9900       0        0
GLATFELTER                        COMMON    377316104     37       2800    SH          DEFINED    8,17     2800       0        0
GLAXOSMITHKLINE PLC-SPON ADR      COMMON    37733W105   102049    2439609  SH          DEFINED     11    2039122      0     400487
GLAXOSMITHKLINE PLC-SPON ADR      COMMON    37733W105    5650     135070   SH          DEFINED     14      9190       0     125880
GLAXOSMITHKLINE PLC-SPON ADR      COMMON    37733W105     292      6969    SH          DEFINED    18,14    6969       0        0
GLAXOSMITHKLINE PLC-SPON ADR      COMMON    37733W105     616      14732   SH          DEFINED     19     10213       0      4519
GLAXOSMITHKLINE PLC-SPON ADR      COMMON    37733W105    2885      68967   SH          DEFINED     20     68967       0        0
GLAXOSMITHKLINE PLC-SPON ADR      COMMON    37733W105     98       2348    SH          DEFINED      5      1848       0       500
GLAXOSMITHKLINE PLC-SPON ADR      COMMON    37733W105    12036    287736   SH          DEFINED    5,11    287736      0        0
GLG PARTNERS INC                  COMMON    37929X107      2        713    SH          DEFINED      5       0         0       713
GLIMCHER REALTY TRUST             COMMON    379302102     367     117170   SH          DEFINED     20     117170      0        0
GLOBAL CASH ACCESS LLC            COMMON    378967103     996     134200   SH          DEFINED     14     54400       0      79800
GLOBAL CASH ACCESS LLC            COMMON    378967103    2121     285811   SH          DEFINED     20     285811      0        0
GLOBAL CASH ACCESS LLC            COMMON    378967103     75       10150   SH          DEFINED     21     10150       0        0
GLOBAL CASH ACCESS LLC            COMMON    378967103     101      13600   SH          DEFINED    5,14    13600       0        0
GLOBAL CASH ACCESS LLC            COMMON    378967103     132      17800   SH          DEFINED      8     17800       0        0
GLOBAL CASH ACCESS LLC            COMMON    378967103     38       5100    SH          DEFINED    8,17     5100       0        0
GLOBAL CROSSING LTD               COMMON    G3921A175     838      55360   SH          DEFINED     20     55360       0        0
GLOBAL CROSSING LTD               COMMON    G3921A175     125      8260    SH          DEFINED      5       0         0      8260
GLOBAL INDUSTRIES LTD             COMMON    379336100     240      30474   SH          DEFINED     20     30474       0        0
GLOBAL PARTNERS LP                COMMON    37946R109     586      25523   SH          DEFINED     20     25523       0        0
GLOBAL PARTNERS LP                COMMON    37946R109    4132     179944   SH          DEFINED      5     179944      0        0
GLOBAL PAYMENTS INC               COMMON    37940X102    12195    232028   SH          DEFINED      1     232028      0        0
GLOBAL PAYMENTS INC               COMMON    37940X102     243      4617    SH          DEFINED     19      1104       0      3513
GLOBAL PAYMENTS INC               COMMON    37940X102    11413    217137   SH          DEFINED      2     217137      0        0
GLOBAL PAYMENTS INC               COMMON    37940X102    3577      68061   SH          DEFINED     20     68061       0        0
GLOBAL PAYMENTS INC               COMMON    37940X102    3555      67639   SH          DEFINED      5     54877       0      12762
GLOBAL SOURCES LIMITED            COMMON    G39300101     605      95360   SH          DEFINED     20     95360       0        0
GLOBAL TRAFFIC NETWORK INC        COMMON    37947B103      0        105    SH          DEFINED     20      105        0        0
GLOBALSTAR INC                    COMMON    378973408     79       82804   SH          DEFINED     20     82804       0        0
GLOBE SPECIALTY METALS INC        COMMON    37954N206      1        115    SH          DEFINED     20      115        0        0
GLOBE SPECIALTY METALS INC        COMMON    37954N206     71       7600    SH          DEFINED      5       0         0      7600
GLOBECOMM SYSTEMS INC             COMMON    37956X103      1        161    SH          DEFINED     20      161        0        0
GOLAR LNG LTD                     COMMON    G9456A100      8        645    SH          DEFINED     20      645        0        0
GOLAR LNG LTD                     COMMON    G9456A100      5        410    SH          DEFINED     21      410        0        0
GOLD FIELDS LTD ADR               COMMON    38059T106    14216    1043000  SH          DEFINED      1    1043000      0        0
GOLD FIELDS LTD ADR               COMMON    38059T106      9        664    SH          DEFINED     19       0         0       664
GOLD FIELDS LTD ADR               COMMON    38059T106    7010     514328   SH          DEFINED     20     514328      0        0
GOLD FIELDS LTD ADR               COMMON    38059T106    1077      79000   SH          DEFINED      8     79000       0        0
GOLDCORP INC                      COMMON    380956409    3202      78480   SH          DEFINED     20     78480       0        0
GOLDCORP INC                      COMMON    380956409      2        46     SH          DEFINED     21       46        0        0
GOLDCORP INC                      COMMON    380956409    1248      30600   SH          DEFINED      3     30600       0        0
GOLDCORP INC                      COMMON    380956409     20        492    SH          DEFINED     3,1     492        0        0
GOLDCORP INC                      COMMON    380956409     704      17262   SH          DEFINED      7     17262       0        0
GOLDCORP INC 2.0 08-01-14         CONVERT   380956AA0    18017    1.5E+07  SH          DEFINED     14       0         0     1.3E+07
GOLDCORP INC-US$                  COMMON    380956409    21517    522000   SH          DEFINED      1     522000      0        0
GOLDCORP INC-US$                  COMMON    380956409     474      11500   SH          DEFINED     19       0         0      11500
GOLDCORP INC-US$                  COMMON    380956409     169      4100    SH          DEFINED      5      4100       0        0
GOLDCORP INC-US$                  COMMON    380956409    18704    453943   SH          DEFINED      8     453943      0        0
GOLDCORP INC-US$                  COMMON    380956409     251      6100    SH          DEFINED    8,14     6100       0        0
GOLDEN STAR RESOURCES LTD         COMMON    38119T104     117      37462   SH          DEFINED     20     37462       0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104    98301    558084   SH          DEFINED      1     558084      0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104    7072      40150   SH          DEFINED    1,14    40150       0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104    2238      12708   SH          DEFINED     1,8    12708       0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104    1532      8700    SH          DEFINED     10      8700       0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104    2087      11850   SH          DEFINED    10,14   11850       0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104     444      2521    SH          DEFINED     11      2521       0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104     62        350    SH          DEFINED     13      350        0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104   142748    810422   SH          DEFINED     14     577972      0     217150
GOLDMAN SACHS GROUP INC           COMMON    38141G104    3752      21300   SH          DEFINED    14,13     0         0      21300
GOLDMAN SACHS GROUP INC           COMMON    38141G104    12435     70600   SH          DEFINED    14,7      0         0      70600
GOLDMAN SACHS GROUP INC           COMMON    38141G104     845      4799    SH          DEFINED     16      4799       0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104    1066      6050    SH          DEFINED    17,14     0         0       350
GOLDMAN SACHS GROUP INC           COMMON    38141G104     264      1500    SH          DEFINED     18      1500       0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104    13610     77267   SH          DEFINED     19     31136       0      46131
GOLDMAN SACHS GROUP INC           COMMON    38141G104    19832    112595   SH          DEFINED      2     112595      0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104    11245     63843   SH          DEFINED     20     63843       0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104     164       930    SH          DEFINED    20,14    930        0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104     650      3689    SH          DEFINED     21      3689       0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104    1461      8295    SH          DEFINED      4      8295       0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104    6863      38963   SH          DEFINED      5     28673       0      10290
GOLDMAN SACHS GROUP INC           COMMON    38141G104    8419      47800   SH          DEFINED    5,14    47800       0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104     757      4300    SH          DEFINED      6      4300       0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104    3428      19463   SH          DEFINED      7     19463       0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104    48169    273470   SH          DEFINED      8     273470      0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104    9045      51350   SH          DEFINED    8,14    51350       0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104     143       811    SH          DEFINED     8,2     811        0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104    1526      8665    SH          DEFINED      9      8665       0        0
GOLDMAN SACHS GROUP INC           COMMON    38141G104    1761      10000   SH          DEFINED    9,14      0         0      10000
GOLFSMITH INTERNATIONAL HOLD      COMMON    38168Y103     27       12144   SH          DEFINED     20     12144       0        0
GOODRICH CORPORATION              COMMON    382388106    89490    1346923  SH          DEFINED      1    1346923      0        0
GOODRICH CORPORATION              COMMON    382388106    2219      33393   SH          DEFINED     19      5008       0      28385
GOODRICH CORPORATION              COMMON    382388106    11294    169989   SH          DEFINED      2     169989      0        0
GOODRICH CORPORATION              COMMON    382388106    7985     120177   SH          DEFINED     20     120177      0        0
GOODRICH CORPORATION              COMMON    382388106     15        232    SH          DEFINED     21      232        0        0
GOODRICH CORPORATION              COMMON    382388106    13789    207548   SH          DEFINED      4     207548      0        0
GOODRICH CORPORATION              COMMON    382388106    2865      43127   SH          DEFINED      5     37482       0      5645
GOODRICH CORPORATION              COMMON    382388106     106      1600    SH          DEFINED      7      1600       0        0
GOODRICH CORPORATION              COMMON    382388106     193      2900    SH          DEFINED    8,14     2900       0        0
GOODRICH CORPORATION              COMMON    382388106     75       1128    SH          DEFINED     8,2     1128       0        0
GOODRICH PETROLEUM CORP           COMMON    382410405    9067     356977   SH          DEFINED      1     356977      0        0
GOODRICH PETROLEUM CORP           COMMON    382410405    8688     342049   SH          DEFINED      2     342049      0        0
GOODRICH PETROLEUM CORP           COMMON    382410405     30       1191    SH          DEFINED     20      1191       0        0
GOODRICH PETROLEUM CORP           COMMON    382410405    13970    550000   SH          DEFINED      3     550000      0        0
GOODYEAR TIRE & RUBBER CO         COMMON    382550101    27078    1719236  SH          DEFINED      1    1719236      0        0
GOODYEAR TIRE & RUBBER CO         COMMON    382550101    2083     132262   SH          DEFINED      2     16589       0     115673
GOODYEAR TIRE & RUBBER CO         COMMON    382550101    1190      75536   SH          DEFINED     20     75536       0        0
GOODYEAR TIRE & RUBBER CO         COMMON    382550101     73       4637    SH          DEFINED     21      4637       0        0
GOOGLE INC CL A                   COMMON    38259P508   251404    402898   SH          DEFINED      1     402898      0        0
GOOGLE INC CL A                   COMMON    38259P508     275       440    SH          DEFINED    10,14    440        0        0
GOOGLE INC CL A                   COMMON    38259P508     87        140    SH          DEFINED     13      140        0        0
GOOGLE INC CL A                   COMMON    38259P508    1499      2403    SH          DEFINED    13,2     140        0      2263
GOOGLE INC CL A                   COMMON    38259P508    16456     26372   SH          DEFINED     14     21932       0      3100
GOOGLE INC CL A                   COMMON    38259P508    4430      7100    SH          DEFINED    14,7      0         0      7100
GOOGLE INC CL A                   COMMON    38259P508    1248      2000    SH          DEFINED     15      2000       0        0
GOOGLE INC CL A                   COMMON    38259P508    3639      5832    SH          DEFINED    17,1     5832       0        0
GOOGLE INC CL A                   COMMON    38259P508     300       480    SH          DEFINED    17,14     0         0        0
GOOGLE INC CL A                   COMMON    38259P508    35735     57269   SH          DEFINED     19     25852       0      31417
GOOGLE INC CL A                   COMMON    38259P508    20981     33624   SH          DEFINED      2     33624       0        0
GOOGLE INC CL A                   COMMON    38259P508   1022684   1638943  SH          DEFINED     20    1638943      0        0
GOOGLE INC CL A                   COMMON    38259P508    37620     60289   SH          DEFINED     21     60289       0        0
GOOGLE INC CL A                   COMMON    38259P508    2506      4016    SH          DEFINED     3,1     4016       0        0
GOOGLE INC CL A                   COMMON    38259P508     37        59     SH          DEFINED      4       59        0        0
GOOGLE INC CL A                   COMMON    38259P508    11239     18011   SH          DEFINED      5     10865       0      7146
GOOGLE INC CL A                   COMMON    38259P508    3015      4832    SH          DEFINED      7      4832       0        0
GOOGLE INC CL A                   COMMON    38259P508    37091     59441   SH          DEFINED      8     59441       0        0
GOOGLE INC CL A                   COMMON    38259P508     462       740    SH          DEFINED    8,14     740        0        0
GOOGLE INC CL A                   COMMON    38259P508     394       631    SH          DEFINED     8,2     631        0        0
GORMAN-RUPP CO                    COMMON    383082104    42231    1504482  SH          DEFINED     20    1504482      0        0
GOVERNMENT PROPERTIES INCOME T    COMMON    38376A103     934      41150   SH          DEFINED    1,14    41150       0        0
GRACO INC                         COMMON    384109104    1925      65500   SH          DEFINED     1,3    65500       0        0
GRACO INC                         COMMON    384109104     38       1300    SH          DEFINED     14      1300       0        0
GRACO INC                         COMMON    384109104    1382      47016   SH          DEFINED     20     47016       0        0
GRAFTECH INTERNATIONAL            COMMON    384313102    5491     339158   SH          DEFINED      1     339158      0        0
GRAFTECH INTERNATIONAL            COMMON    384313102     793      49000   SH          DEFINED     14     40400       0      8600
GRAFTECH INTERNATIONAL            COMMON    384313102    2594     160229   SH          DEFINED      2     66783       0      93446
GRAFTECH INTERNATIONAL            COMMON    384313102    2548     157385   SH          DEFINED     20     157385      0        0
GRAFTECH INTERNATIONAL            COMMON    384313102     57       3515    SH          DEFINED      5       0         0      3515
GRAFTECH INTERNATIONAL            COMMON    384313102     99       6100    SH          DEFINED    5,14     6100       0        0
GRAINGER (W.W.) INC               COMMON    384802104    40098    412196   SH          DEFINED      1     412196      0        0
GRAINGER (W.W.) INC               COMMON    384802104     224      2300    SH          DEFINED     14      1700       0       400
GRAINGER (W.W.) INC               COMMON    384802104     233      2400    SH          DEFINED    14,7      0         0      2400
GRAINGER (W.W.) INC               COMMON    384802104    2058      21158   SH          DEFINED     19     11215       0      9943
GRAINGER (W.W.) INC               COMMON    384802104    1264      12995   SH          DEFINED      2     12995       0        0
GRAINGER (W.W.) INC               COMMON    384802104    2683      27585   SH          DEFINED     20     27585       0        0
GRAINGER (W.W.) INC               COMMON    384802104     11        109    SH          DEFINED     21      109        0        0
GRAINGER (W.W.) INC               COMMON    384802104    5459      56119   SH          DEFINED      5     37810       0      18309
GRAINGER (W.W.) INC               COMMON    384802104     542      5568    SH          DEFINED      7      5568       0        0
GRAINGER (W.W.) INC               COMMON    384802104    1153      11857   SH          DEFINED      8     11857       0        0
GRAINGER (W.W.) INC               COMMON    384802104     76        785    SH          DEFINED     8,2     785        0        0
GRAN TIERRA ENERGY INC GTE        COMMON    38500T101    1736     291515   SH          DEFINED      2     291515      0        0
GRAN TIERRA ENERGY INC GTE        COMMON    38500T101    21369    3588475  SH          DEFINED     3,1   3588475      0        0
GRAND CANYON EDUCATION INC        COMMON    38526M106     171      9329    SH          DEFINED     20      9329       0        0
ANITE CONSTRUCTION INC          COMMON    387328107     70       2060    SH          DEFINED     20      2060       0        0
GRANITE CONSTRUCTION INC          COMMON    387328107      2        66     SH          DEFINED     21       66        0        0
GRAPHIC PACKAGING HOLDING CO      COMMON    388689101    1016     280001   SH          DEFINED     20     280001      0        0
GRAPHIC PACKAGING HOLDING CO      COMMON    388689101      4        977    SH          DEFINED     21      977        0        0
GRAY TELE VISION INC              COMMON    389375106     376     210015   SH          DEFINED     20     210015      0        0
GREAT ATLANTIC & PAC TEA CO       COMMON    390064103     236      18588   SH          DEFINED     20     18588       0        0
GREAT ATLANTIC & PAC TEA CO       COMMON    390064103     15       1202    SH          DEFINED     21      1202       0        0
GREAT LAKES DREDGE & DOCK CO      COMMON    390607109    1848     283455   SH          DEFINED     20     283455      0        0
GREAT NORTHERN IRON ORE PPTY      COMMON    391064102      5        50     SH          DEFINED     19       0         0       50
GREAT PLAINS ENERGY INC           COMMON    391164100     15        765    SH          DEFINED     19      765        0        0
GREAT PLAINS ENERGY INC           COMMON    391164100     149      7761    SH          DEFINED     20      7761       0        0
GREAT PLAINS ENERGY INC           COMMON    391164100      8        442    SH          DEFINED     21      442        0        0
GREAT PLAINS ENERGY INC           COMMON    391164100     58       3000    SH          DEFINED      5      3000       0        0
GREAT SOUTHERN BANCORP INC        COMMON    390905107     461      21900   SH          DEFINED     14     17000       0      4900
GREAT SOUTHERN BANCORP INC        COMMON    390905107     106      5058    SH          DEFINED     20      5058       0        0
GREAT SOUTHERN BANCORP INC        COMMON    390905107     51       2400    SH          DEFINED    5,14     2400       0        0
GREAT WOLF RESORTS INC            COMMON    391523107     138      53933   SH          DEFINED     20     53933       0        0
GREATBATCH INC                    COMMON    39153L106     145      7539    SH          DEFINED     20      7539       0        0
GREATER CHINA FUND CF             COMMON    39167B102     28       2000    SH          DEFINED      5       0         0      2000
GREEN BANCSHARES INC              COMMON    394361208     17       4622    SH          DEFINED     20      4622       0        0
GREEN MOUNTAIN COFFEE ROASTERS    COMMON    393122106     163      1968    SH          DEFINED     20      1968       0        0
GREEN MOUNTAIN COFFEE ROASTERS    COMMON    393122106     152      1837    SH          DEFINED      5       0         0      1837
GREEN PLAINS RENEWABLE ENERGY     COMMON    393222104     249      16727   SH          DEFINED     20     16727       0        0
GREENBRIER COMPANIES INC          COMMON    393657101     114      11000   SH          DEFINED     14     11000       0        0
GREENBRIER COMPANIES INC          COMMON    393657101     286      27553   SH          DEFINED     20     27553       0        0
GREENBRIER COMPANIES INC          COMMON    393657101     16       1500    SH          DEFINED    5,14     1500       0        0
GREENHILL & CO INC                COMMON    395259104    12362    152395   SH          DEFINED      1     152395      0        0
GREENHILL & CO INC                COMMON    395259104    11864    146254   SH          DEFINED      2     146254      0        0
GREENHILL & CO INC                COMMON    395259104     53        653    SH          DEFINED     20      653        0        0
GREENHILL & CO INC                COMMON    395259104     14        169    SH          DEFINED      5       0         0       169
GREENLIGHT CAPITAL RE LTD-A       COMMON    G4095J109     644      26779   SH          DEFINED     20     26779       0        0
GREENLIGHT CAPITAL RE LTD-A       COMMON    G4095J109     20        814    SH          DEFINED      5       0         0       814
GREIF INC                         COMMON    397624107    14758    264199   SH          DEFINED      1     264199      0        0
GREIF INC                         COMMON    397624107    14182    253876   SH          DEFINED      2     253876      0        0
GREIF INC                         COMMON    397624107     612      10957   SH          DEFINED     20     10957       0        0
GREIF INC                         COMMON    397624107      6        109    SH          DEFINED     21      109        0        0
GRIFFIN CORPORATION               COMMON    398433102     459      36850   SH          DEFINED     20     36850       0        0
GRIFFIN CORPORATION               COMMON    398433102      2        200    SH          DEFINED      5      200        0        0
GRIFFIN LAND & NURSERIES          COMMON    398231100      0        16     SH          DEFINED     20       16        0        0
GROUP 1 AUTOMOTIVE INC            COMMON    398905109    9504     311597   SH          DEFINED      1     311597      0        0
GROUP 1 AUTOMOTIVE INC            COMMON    398905109    5786     189700   SH          DEFINED     14     72400       0     117300
GROUP 1 AUTOMOTIVE INC            COMMON    398905109    9043     296486   SH          DEFINED      2     296486      0        0
GROUP 1 AUTOMOTIVE INC            COMMON    398905109     404      13250   SH          DEFINED     20     13250       0        0
GROUP 1 AUTOMOTIVE INC            COMMON    398905109     11        362    SH          DEFINED     21      362        0        0
GROUP 1 AUTOMOTIVE INC            COMMON    398905109     488      16000   SH          DEFINED    5,14    16000       0        0
GROUP 1 AUTOMOTIVE INC            COMMON    398905109    1296      42500   SH          DEFINED      8     42500       0        0
GROUP 1 AUTOMOTIVE INC            COMMON    398905109     369      12100   SH          DEFINED    8,17    12100       0        0
GRUBB & ELLIS CO                  COMMON    400095204     168     125563   SH          DEFINED     20     125563      0        0
GRUPO AEROPORTUARIO DEL SUREST    COMMON    40051E202    18622    334323   SH          DEFINED     20     334323      0        0
GRUPO AEROPORTUARIO DEL-ADR       COMMON    400506101    5698     170000   SH          DEFINED      8     170000      0        0
GRUPO TELEVISA SA ADR             COMMON    40049J206   109211    5207980  SH          DEFINED      1    5207980      0        0
GRUPO TELEVISA SA ADR             COMMON    40049J206      1        50     SH          DEFINED     11       50        0        0
GRUPO TELEVISA SA ADR             COMMON    40049J206     92       4396    SH          DEFINED     13      4396       0        0
GRUPO TELEVISA SA ADR             COMMON    40049J206     820      39100   SH          DEFINED    13,2     4396       0      34704
GRUPO TELEVISA SA ADR             COMMON    40049J206    11436    545373   SH          DEFINED      2     545373      0        0
GRUPO TELEVISA SA ADR             COMMON    40049J206    8081     385369   SH          DEFINED     20     385369      0        0
GRUPO TELEVISA SA ADR             COMMON    40049J206    50691    2417320  SH          DEFINED      3    2417320      0        0
GRUPO TELEVISA SA ADR             COMMON    40049J206    2634     125606   SH          DEFINED     3,1    125606      0        0
GRUPO TELEVISA SA ADR             COMMON    40049J206    17870    852148   SH          DEFINED      4     852148      0        0
GRUPO TELEVISA SA ADR             COMMON    40049J206    6863     327300   SH          DEFINED      8     327300      0        0
GSI COMMERCE INC                  COMMON    36238G102    21551    830805   SH          DEFINED      1     830805      0        0
GSI COMMERCE INC                  COMMON    36238G102     376      14480   SH          DEFINED    13,2      0         0      14480
GSI COMMERCE INC                  COMMON    36238G102    13176    507932   SH          DEFINED      2     436074      0      71858
GSI COMMERCE INC                  COMMON    36238G102     254      9781    SH          DEFINED     20      9781       0        0
GT SOLAR INTERNATIONAL INC        COMMON    3623E0209    23511    3991602  SH          DEFINED     20    3991602      0        0
GT SOLAR INTERNATIONAL INC        COMMON    3623E0209     154      26171   SH          DEFINED     21     26171       0        0
GT SOLAR INTERNATIONAL INC        COMMON    3623E0209     29       5000    SH          DEFINED      5      5000       0        0
GTX INC                           COMMON    40052B108      0        112    SH          DEFINED     20      112        0        0
GUANGSHEN RAILWAY ADR             COMMON    40065W107    6009     296155   SH          DEFINED     20     296155      0        0
GUARANTY BANCORP                  COMMON    40075T102     23       16822   SH          DEFINED     20     16822       0        0
GUESS? INC                        COMMON    401617105    1225      27966   SH          DEFINED     20     27966       0        0
GUESS? INC                        COMMON    401617105     72       1640    SH          DEFINED      5       0         0      1640
GUIDANCE SOFTWARE INC             COMMON    401692108      3        500    SH          DEFINED     19       0         0       500
GULF ISLAND FABRICATION INC       COMMON    402307102     245      11151   SH          DEFINED     20     11151       0        0
GULF ISLAND FABRICATION INC       COMMON    402307102     39       1800    SH          DEFINED      5       0         0      1800
GULF RESOURCES INC                COMMON    40251W309     903      66120   SH          DEFINED     20     66120       0        0
GULFMARK OFFSHORE INC             COMMON    402629109    5785     198741   SH          DEFINED     20     198741      0        0
GULFMARK OFFSHORE INC             COMMON    402629109     433      14860   SH          DEFINED      5     13800       0      1060
GULFPORT ENERGY CORP              COMMON    402635304    1039      84200   SH          DEFINED     14     41100       0      43100
GULFPORT ENERGY CORP              COMMON    402635304    5961     483100   SH          DEFINED     20     483100      0        0
GULFPORT ENERGY CORP              COMMON    402635304     228      18456   SH          DEFINED     21     18456       0        0
GULFPORT ENERGY CORP              COMMON    402635304     121      9800    SH          DEFINED    5,14     9800       0        0
GUSHAN ENVIRONMENTAL ENE-ADR      COMMON    40330W106    4758     3604220  SH          DEFINED     20    3604220      0        0
GUSHAN ENVIRONMENTAL ENE-ADR      COMMON    40330W106     46       34848   SH          DEFINED     21     34848       0        0
GYMBOREE CORP                     COMMON    403777105    9386     209685   SH          DEFINED      1     209685      0        0
GYMBOREE CORP                     COMMON    403777105    9047     202128   SH          DEFINED      2     202128      0        0
GYMBOREE CORP                     COMMON    403777105    2343      52335   SH          DEFINED     20     52335       0        0
H & Q HEALTHCARE INVESTORS CF     COMMON    404052102     47       3972    SH          DEFINED      5      3972       0        0
H & Q LIFE SCIENCES INVSTRS CF    COMMON    404053100     23       2418    SH          DEFINED      5      2418       0        0
H&E EQUIPMENT SERVICES INC        COMMON    404030108     171      16268   SH          DEFINED     20     16268       0        0
H.B. FULLER CO                    COMMON    359694106    2561     109157   SH          DEFINED     20     109157      0        0
H.B. FULLER CO                    COMMON    359694106     99       4204    SH          DEFINED     21      4204       0        0
H.B. FULLER CO                    COMMON    359694106     64       2736    SH          DEFINED      5       0         0      2736
HACKETT GROUP INC THE             COMMON    404609109     317     120100   SH          DEFINED     14     46300       0      73800
HACKETT GROUP INC THE             COMMON    404609109      3       1137    SH          DEFINED     20      1137       0        0
HACKETT GROUP INC THE             COMMON    404609109     38       14300   SH          DEFINED    5,14    14300       0        0
HAEMONETICS CORP/MASS             COMMON    405024100    5816     107050   SH          DEFINED      1     107050      0        0
HAEMONETICS CORP/MASS             COMMON    405024100     603      11100   SH          DEFINED     14      2200       0      8900
HAEMONETICS CORP/MASS             COMMON    405024100    2652      48820   SH          DEFINED      2     21015       0      27805
HAEMONETICS CORP/MASS             COMMON    405024100     72       1334    SH          DEFINED     20      1334       0        0
HAEMONETICS CORP/MASS             COMMON    405024100     49        900    SH          DEFINED    5,14     900        0        0
HAEMONETICS CORP/MASS             COMMON    405024100     136      2500    SH          DEFINED      8      2500       0        0
HAEMONETICS CORP/MASS             COMMON    405024100     38        700    SH          DEFINED    8,17     700        0        0
HAIN CELESTIAL GROUP INC          COMMON    405217100      8        475    SH          DEFINED     19       0         0       475
HAIN CELESTIAL GROUP INC          COMMON    405217100     121      6981    SH          DEFINED     20      6981       0        0
HAIN CELESTIAL GROUP INC          COMMON    405217100     86       4933    SH          DEFINED      5       0         0      4933
HALLIBURTON (WB) 0.0 12-30-17     CONVERT   92977BGF2    19426     2E+07   SH          DEFINED     14       0         0     1.7E+07
HALLIBURTON CO                    COMMON    406216101   139336    4402414  SH          DEFINED      1    4402414      0        0
HALLIBURTON CO                    COMMON    406216101      1        23     SH          DEFINED     11       23        0        0
HALLIBURTON CO                    COMMON    406216101    15888    502000   SH          DEFINED    13,2      0         0     502000
HALLIBURTON CO                    COMMON    406216101     245      7730    SH          DEFINED     14      6730       0      1000
HALLIBURTON CO                    COMMON    406216101     271      8564    SH          DEFINED     19      3100       0      5464
HALLIBURTON CO                    COMMON    406216101     817      25804   SH          DEFINED      2     25804       0        0
HALLIBURTON CO                    COMMON    406216101    11682    369110   SH          DEFINED     20     369110      0        0
HALLIBURTON CO                    COMMON    406216101     56       1756    SH          DEFINED     21      1756       0        0
HALLIBURTON CO                    COMMON    406216101    1430      45197   SH          DEFINED      4     45197       0        0
HALLIBURTON CO                    COMMON    406216101     357      11265   SH          DEFINED      5      9066       0      2199
HALLIBURTON CO                    COMMON    406216101     618      19534   SH          DEFINED      7     19534       0        0
HALLIBURTON CO                    COMMON    406216101    1074      33935   SH          DEFINED      8     33935       0        0
HALLIBURTON CO                    COMMON    406216101     54       1716    SH          DEFINED     8,2     1716       0        0
HALLMARK FINL SERVICES INC        COMMON    40624Q203     145      18331   SH          DEFINED     20     18331       0        0
HALOZYME THERAPEUTICS INC         COMMON    40637H109     21       3468    SH          DEFINED     20      3468       0        0
HANCOCK HOLDING CO                COMMON    410120109     163      3730    SH          DEFINED     20      3730       0        0
HANESBRANDS INC                   COMMON    410345102    41944    1692648  SH          DEFINED      1    1692648      0        0
HANESBRANDS INC                   COMMON    410345102     820      33074   SH          DEFINED    13,2      0         0      33074
HANESBRANDS INC                   COMMON    410345102    2700     108963   SH          DEFINED      2     12706       0      96257
HANESBRANDS INC                   COMMON    410345102     936      37775   SH          DEFINED     20     37775       0        0
HANESBRANDS INC                   COMMON    410345102     17        696    SH          DEFINED     21      696        0        0
HANESBRANDS INC                   COMMON    410345102     22        897    SH          DEFINED      5       84        0       813
HANGER ORTHOPEDIC GROUP INC       COMMON    41043F208    1802     128083   SH          DEFINED     20     128083      0        0
HANMI FINANCIAL CORPORATION       COMMON    410495105     50       41603   SH          DEFINED     20     41603       0        0
HANOVER INSURANCE GROUP INC       COMMON    410867105    5606     125715   SH          DEFINED      1     125715      0        0
HANOVER INSURANCE GROUP INC       COMMON    410867105    2663      59732   SH          DEFINED      2     25797       0      33935
HANOVER INSURANCE GROUP INC       COMMON    410867105    1108      24841   SH          DEFINED     20     24841       0        0
HANOVER INSURANCE GROUP INC       COMMON    410867105      5        108    SH          DEFINED     21      108        0        0
HANSEN MEDICAL INC                COMMON    411307101      1        287    SH          DEFINED     20      287        0        0
HANSEN NATURAL CORP               COMMON    411310105     347      8813    SH          DEFINED     19      1925       0      6888
HANSEN NATURAL CORP               COMMON    411310105     337      8535    SH          DEFINED     20      8535       0        0
HANSEN NATURAL CORP               COMMON    411310105    4291     108815   SH          DEFINED      5     91191       0      17624
HARBIN ELECTRIC INC               COMMON    41145W109    1698      70747   SH          DEFINED     20     70747       0        0
HARDINGE INC                      COMMON    412324303     47       8550    SH          DEFINED     20      8550       0        0
HARLEY-DAVIDSON INC               COMMON    412822108     118      4600    SH          DEFINED     19       0         0      4600
HARLEY-DAVIDSON INC               COMMON    412822108    1730      67436   SH          DEFINED     20     67436       0        0
HARLEY-DAVIDSON INC               COMMON    412822108     31       1227    SH          DEFINED     21      1227       0        0
HARLEY-DAVIDSON INC               COMMON    412822108     34       1342    SH          DEFINED      5      1342       0        0
HARLEYSVILLE GROUP INC            COMMON    412824104     151      4784    SH          DEFINED     20      4784       0        0
HARLEYSVILLE NATIONAL CORP        COMMON    412850109     54       8209    SH          DEFINED     20      8209       0        0
HARMAN INTERNATIONAL              COMMON    413086109    8468     227452   SH          DEFINED      1     227452      0        0
HARMAN INTERNATIONAL              COMMON    413086109     436      11702   SH          DEFINED    13,2      0         0      11702
HARMAN INTERNATIONAL              COMMON    413086109     298      8001    SH          DEFINED     20      8001       0        0
HARMAN INTERNATIONAL              COMMON    413086109     15        414    SH          DEFINED     21      414        0        0
HARMAN INTERNATIONAL              COMMON    413086109    8182     219767   SH          DEFINED      3     219767      0        0
HARMAN INTERNATIONAL              COMMON    413086109     52       1393    SH          DEFINED      5       0         0      1393
HARMONIC INC                      COMMON    413160102    8801     1353969  SH          DEFINED      1    1353969      0        0
HARMONIC INC                      COMMON    413160102    8087     1244143  SH          DEFINED      2    1244143      0        0
HARMONIC INC                      COMMON    413160102      5        741    SH          DEFINED     20      741        0        0
HARMONY GOLD MNG SPON ADR         COMMON    413216300    3516     328000   SH          DEFINED      1     328000      0        0
HARRIS & HARRIS GROUP INC         COMMON    413833104     170      37900   SH          DEFINED     14     21800       0      16100
HARRIS & HARRIS GROUP INC         COMMON    413833104    3570     796917   SH          DEFINED     20     796917      0        0
HARRIS & HARRIS GROUP INC         COMMON    413833104     17       3705    SH          DEFINED     21      3705       0        0
HARRIS & HARRIS GROUP INC         COMMON    413833104     18       4000    SH          DEFINED    5,14     4000       0        0
HARRIS CORP                       COMMON    413875105      1        19     SH          DEFINED     11       19        0        0
HARRIS CORP                       COMMON    413875105      5        100    SH          DEFINED     13      100        0        0
HARRIS CORP                       COMMON    413875105     413      8600    SH          DEFINED     14      6500       0      1600
HARRIS CORP                       COMMON    413875105     418      8700    SH          DEFINED    14,7      0         0      8700
HARRIS CORP                       COMMON    413875105      5        100    SH          DEFINED    17,14     0         0       100
HARRIS CORP                       COMMON    413875105    6264     130504   SH          DEFINED     20     130504      0        0
HARRIS CORP                       COMMON    413875105      7        143    SH          DEFINED     21      143        0        0
HARRIS CORP                       COMMON    413875105     358      7460    SH          DEFINED      5      5560       0      1900
HARRIS CORP                       COMMON    413875105     101      2096    SH          DEFINED      7      2096       0        0
HARRIS STRATEX NETWORKS INC       COMMON    41457P106     334      46900   SH          DEFINED      1     46900       0        0
HARRIS STRATEX NETWORKS INC       COMMON    41457P106     271      38100   SH          DEFINED    1,14    38100       0        0
HARRIS STRATEX NETWORKS INC       COMMON    41457P106     84       11800   SH          DEFINED     10     11800       0        0
HARRIS STRATEX NETWORKS INC       COMMON    41457P106     21       2889    SH          DEFINED     11      2889       0        0
HARRIS STRATEX NETWORKS INC       COMMON    41457P106      6        800    SH          DEFINED     13      800        0        0
HARRIS STRATEX NETWORKS INC       COMMON    41457P106    7786     1093509  SH          DEFINED     14     804459      0     248650
HARRIS STRATEX NETWORKS INC       COMMON    41457P106     211      29700   SH          DEFINED    14,13     0         0      29700
HARRIS STRATEX NETWORKS INC       COMMON    41457P106     520      73000   SH          DEFINED    14,7      0         0      73000
HARRIS STRATEX NETWORKS INC       COMMON    41457P106     22       3100    SH          DEFINED    17,14     0         0       800
HARRIS STRATEX NETWORKS INC       COMMON    41457P106      1        135    SH          DEFINED     19       0         0       135
HARRIS STRATEX NETWORKS INC       COMMON    41457P106     466      65383   SH          DEFINED     20     65383       0        0
HARRIS STRATEX NETWORKS INC       COMMON    41457P106     10       1366    SH          DEFINED      5      1366       0        0
HARRIS STRATEX NETWORKS INC       COMMON    41457P106     493      69300   SH          DEFINED    5,14    69300       0        0
HARRIS STRATEX NETWORKS INC       COMMON    41457P106     69       9700    SH          DEFINED      7      9700       0        0
HARRIS STRATEX NETWORKS INC       COMMON    41457P106     194      27200   SH          DEFINED      8     27200       0        0
HARRIS STRATEX NETWORKS INC       COMMON    41457P106     99       13900   SH          DEFINED    9,14      0         0      13900
HARRY WINSTON DIAMOND CORP        COMMON    41587B100    3265     328000   SH          DEFINED      1     328000      0        0
HARRY WINSTON DIAMOND CORP        COMMON    41587B100    1171     117686   SH          DEFINED     11       0         0     117686
HARRY WINSTON DIAMOND CORP        COMMON    41587B100     48       4788    SH          DEFINED     20      4788       0        0
HARRY WINSTON DIAMOND CORP        COMMON    41587B100     27        950    SH          DEFINED      5       0         0       950
HARSCO CORP                       COMMON    415864107     513      15517   SH          DEFINED     20     15517       0        0
HARSCO CORP                       COMMON    415864107      7        214    SH          DEFINED     21      214        0        0
HARSCO CORP                       COMMON    415864107     24        715    SH          DEFINED      5      575        0       140
HARTE-HANKS INC                   COMMON    416196103    5680     521620   SH          DEFINED     14     376920      0     111000
HARTE-HANKS INC                   COMMON    416196103     429      39400   SH          DEFINED    14,7      0         0      39400
HARTE-HANKS INC                   COMMON    416196103     105      9600    SH          DEFINED     19      9000       0       600
HARTE-HANKS INC                   COMMON    416196103    2018     185305   SH          DEFINED     20     185305      0        0
HARTE-HANKS INC                   COMMON    416196103     138      12700   SH          DEFINED    5,14    12700       0        0
HARTE-HANKS INC                   COMMON    416196103     113      10400   SH          DEFINED      8     10400       0        0
HARTE-HANKS INC                   COMMON    416196103     33       3000    SH          DEFINED    8,17     3000       0        0
HARTFORD FINANCIAL SVCS GRP       COMMON    416515104     23        900    SH          DEFINED     14      500        0       400
HARTFORD FINANCIAL SVCS GRP       COMMON    416515104     57       2200    SH          DEFINED     18      2200       0        0
HARTFORD FINANCIAL SVCS GRP       COMMON    416515104    5003     194731   SH          DEFINED     20     194731      0        0
HARTFORD FINANCIAL SVCS GRP       COMMON    416515104     283      11006   SH          DEFINED     21     11006       0        0
HARTFORD FINANCIAL SVCS GRP       COMMON    416515104     11        446    SH          DEFINED      5       0         0       446
HARTFORD FINANCIAL SVCS GRP       COMMON    416515104     132      5146    SH          DEFINED      7      5146       0        0
HARVEST NATURAL RESOURCES INC     COMMON    41754V103     74       14010   SH          DEFINED     20     14010       0        0
HASBRO INC                        COMMON    418056107    27523    855294   SH          DEFINED      1     855294      0        0
HASBRO INC                        COMMON    418056107     274      8502    SH          DEFINED     20      8502       0        0
HASBRO INC                        COMMON    418056107      6        201    SH          DEFINED     21      201        0        0
HASBRO INC                        COMMON    418056107    12273    381399   SH          DEFINED      4     381399      0        0
HASBRO INC 2.75 12-01-21          CONVERT   418056AN7    7488     5000000  SH          DEFINED     14       0         0     4225000
HASTINGS ENTERTAINMENT INC        COMMON    418365102     55       12280   SH          DEFINED     20     12280       0        0
HATTERAS FINANCIAL CORP           COMMON    41902R103     490      17700   SH          DEFINED     14     11900       0      5800
HATTERAS FINANCIAL CORP           COMMON    41902R103     111      3991    SH          DEFINED     20      3991       0        0
HATTERAS FINANCIAL CORP           COMMON    41902R103     58       2100    SH          DEFINED    5,14     2100       0        0
HAVERTY FURNITURE                 COMMON    419596101     216      15875   SH          DEFINED     20     15875       0        0
HAWAIIAN ELECTRIC INDS            COMMON    419870100     112      5426    SH          DEFINED     20      5426       0        0
HAWAIIAN ELECTRIC INDS            COMMON    419870100      7        318    SH          DEFINED     21      318        0        0
HAWAIIAN ELECTRIC INDS            COMMON    419870100      4        188    SH          DEFINED      5       0         0       188
HAWAIIAN HOLDINGS INC             COMMON    419879101    1272     176400   SH          DEFINED     14     124200      0      52200
HAWAIIAN HOLDINGS INC             COMMON    419879101     206      28518   SH          DEFINED     20     28518       0        0
HAWAIIAN HOLDINGS INC             COMMON    419879101     154      21400   SH          DEFINED    5,14    21400       0        0
HAWK CORP CL A                    COMMON    420089104     375      21200   SH          DEFINED     14      4200       0      17000
HAWK CORP CL A                    COMMON    420089104     32       1800    SH          DEFINED    5,14     1800       0        0
HAWK CORP CL A                    COMMON    420089104     78       4400    SH          DEFINED      8      4400       0        0
HAWK CORP CL A                    COMMON    420089104     23       1300    SH          DEFINED    8,17     1300       0        0
HAWKINS INC                       COMMON    420261109     110      5052    SH          DEFINED     20      5052       0        0
HAYNES INTERNATIONAL INC          COMMON    420877201     62       1800    SH          DEFINED     19      1800       0        0
HAYNES INTERNATIONAL INC          COMMON    420877201     167      4827    SH          DEFINED     20      4827       0        0
HCC INSURANCE HOLDINGS INC        COMMON    404132102     17        600    SH          DEFINED     14      600        0        0
HCC INSURANCE HOLDINGS INC        COMMON    404132102    1159      41129   SH          DEFINED     20     41129       0        0
HCC INSURANCE HOLDINGS INC        COMMON    404132102      5        177    SH          DEFINED     21      177        0        0
HCC INSURANCE HOLDINGS INC        COMMON    404132102     17        600    SH          DEFINED      5      600        0        0
HCP INC                           COMMON    40414L109    2648      88300   SH          DEFINED    1,11      0         0      88300
HCP INC                           COMMON    40414L109    29624    987788   SH          DEFINED    1,14    987788      0        0
HCP INC                           COMMON    40414L109     57       1900    SH          DEFINED     11      1900       0        0
HCP INC                           COMMON    40414L109    75286    2510355  SH          DEFINED     14    1203823      0     1197857
HCP INC                           COMMON    40414L109    1358      45297   SH          DEFINED    16,14   45297       0        0
HCP INC                           COMMON    40414L109     16        524    SH          DEFINED     19       0         0       524
HCP INC                           COMMON    40414L109    2743      91465   SH          DEFINED    2,14    91465       0        0
HCP INC                           COMMON    40414L109     630      20997   SH          DEFINED     20     20997       0        0
HCP INC                           COMMON    40414L109     521      17360   SH          DEFINED    20,14   17360       0        0
HCP INC                           COMMON    40414L109     14        463    SH          DEFINED     21      463        0        0
HCP INC                           COMMON    40414L109     207      6900    SH          DEFINED    3,14     6900       0        0
HCP INC                           COMMON    40414L109     559      18645   SH          DEFINED      5     16150       0      2495
HCP INC                           COMMON    40414L109    6226     207610   SH          DEFINED    5,14    207610      0        0
HCP INC                           COMMON    40414L109     57       1900    SH          DEFINED    6,14     1900       0        0
HCP INC                           COMMON    40414L109    1714      57148   SH          DEFINED    8,14      0       57148      0
HDFC BANK LTD ADR                 COMMON    40415F101    14958    111600   SH          DEFINED     20     111600      0        0
HDFC BANK LTD ADR                 COMMON    40415F101     372      2775    SH          DEFINED      8      2775       0        0
HDFC BANK LTD ADR                 COMMON    40415F101    1336      9968    SH          DEFINED    8,14     9968       0        0
HEADWATERS INC                    COMMON    42210P102    4150     642366   SH          DEFINED     20     642366      0        0
HEALTH CARE REIT INC              COMMON    42217K106    4870     109043   SH          DEFINED    1,11      0         0     109043
HEALTH CARE REIT INC              COMMON    42217K106    55241    1236934  SH          DEFINED    1,14   1236934      0        0
HEALTH CARE REIT INC              COMMON    42217K106     89       2000    SH          DEFINED     11      2000       0        0
HEALTH CARE REIT INC              COMMON    42217K106   136244    3050688  SH          DEFINED     14    1491540      0     1438911
HEALTH CARE REIT INC              COMMON    42217K106    2236      50073   SH          DEFINED    16,14   50073       0        0
HEALTH CARE REIT INC              COMMON    42217K106      9        200    SH          DEFINED     19       0         0       200
HEALTH CARE REIT INC              COMMON    42217K106    4520     101200   SH          DEFINED    2,14    101200      0        0
HEALTH CARE REIT INC              COMMON    42217K106     195      4361    SH          DEFINED     20      4361       0        0
HEALTH CARE REIT INC              COMMON    42217K106     323      7230    SH          DEFINED    20,14    7230       0        0
HEALTH CARE REIT INC              COMMON    42217K106      7        159    SH          DEFINED     21      159        0        0
HEALTH CARE REIT INC              COMMON    42217K106     339      7600    SH          DEFINED    3,14     7600       0        0
HEALTH CARE REIT INC              COMMON    42217K106    11489    257257   SH          DEFINED    5,14    257257      0        0
HEALTH CARE REIT INC              COMMON    42217K106     89       2000    SH          DEFINED    6,14     2000       0        0
HEALTH CARE REIT INC              COMMON    42217K106    2823      63200   SH          DEFINED    8,14      0       63200      0
HEALTH FITNESS CORP               COMMON    42217V201     163      21140   SH          DEFINED     20     21140       0        0
HEALTH MANAGEMENTCVT(INMARS) 1    CONVERT   421933AF9      8       8000    SH          DEFINED     19       0         0      8000
HEALTH MGMT ASSOCIATES INC CL     COMMON    421933102     663      89600   SH          DEFINED      1     89600       0        0
HEALTH MGMT ASSOCIATES INC CL     COMMON    421933102     673      90900   SH          DEFINED    1,14    90900       0        0
HEALTH MGMT ASSOCIATES INC CL     COMMON    421933102     10       1323    SH          DEFINED     11      1323       0        0
HEALTH MGMT ASSOCIATES INC CL     COMMON    421933102    16206    2189964  SH          DEFINED     14    1543964      0     513600
HEALTH MGMT ASSOCIATES INC CL     COMMON    421933102     734      99200   SH          DEFINED    14,7      0         0      99200
HEALTH MGMT ASSOCIATES INC CL     COMMON    421933102    5388     728166   SH          DEFINED     20     728166      0        0
HEALTH MGMT ASSOCIATES INC CL     COMMON    421933102     118      15929   SH          DEFINED     21     15929       0        0
HEALTH MGMT ASSOCIATES INC CL     COMMON    421933102     275      37200   SH          DEFINED    5,14    37200       0        0
HEALTH MGMT ASSOCIATES INC CL     COMMON    421933102     767     103700   SH          DEFINED      8     103700      0        0
HEALTH MGMT ASSOCIATES INC CL     COMMON    421933102     219      29600   SH          DEFINED    8,17    29600       0        0
HEALTH NET INC                    COMMON    42222G108    25451    1045659  SH          DEFINED      1    1045659      0        0
HEALTH NET INC                    COMMON    42222G108     54       2200    SH          DEFINED     15      2200       0        0
HEALTH NET INC                    COMMON    42222G108    3174     130399   SH          DEFINED    17,1      0         0     130399
HEALTH NET INC                    COMMON    42222G108     383      15754   SH          DEFINED     20     15754       0        0
HEALTH NET INC                    COMMON    42222G108     22        885    SH          DEFINED     21      885        0        0
HEALTH NET INC                    COMMON    42222G108     137      5637    SH          DEFINED      5       0         0      5637
HEALTHCARE REALTY TRUST INC       COMMON    421946104     76       3543    SH          DEFINED     20      3543       0        0
HEALTHCARE REALTY TRUST INC       COMMON    421946104      4        204    SH          DEFINED     21      204        0        0
HEALTHCARE SERVICES GROUP         COMMON    421906108     63       2949    SH          DEFINED     20      2949       0        0
HEALTHSOUTH CORP                  COMMON    421924309     214      11100   SH          DEFINED      1     11100       0        0
HEALTHSOUTH CORP                  COMMON    421924309     185      9600    SH          DEFINED    1,14     9600       0        0
HEALTHSOUTH CORP                  COMMON    421924309    15433    798810   SH          DEFINED     14     569310      0     174500
HEALTHSOUTH CORP                  COMMON    421924309     755      39100   SH          DEFINED    14,7      0         0      39100
HEALTHSOUTH CORP                  COMMON    421924309    2999     155245   SH          DEFINED     20     155245      0        0
HEALTHSOUTH CORP                  COMMON    421924309     371      19200   SH          DEFINED    5,14    19200       0        0
HEALTHSOUTH CORP                  COMMON    421924309     246      12734   SH          DEFINED      7     12734       0        0
HEALTHSOUTH CORP                  COMMON    421924309    1779      92100   SH          DEFINED      8     92100       0        0
HEALTHSOUTH CORP                  COMMON    421924309     126      6500    SH          DEFINED    8,17     6500       0        0
HEALTHSPRING, INC                 COMMON    42224N101     273      15600   SH          DEFINED     14     15600       0        0
HEALTHSPRING, INC                 COMMON    42224N101    2430     139011   SH          DEFINED     20     139011      0        0
HEALTHSPRING, INC                 COMMON    42224N101     30       1700    SH          DEFINED    5,14     1700       0        0
HEALTHTRONICS INC                 COMMON    42222L107     80       32938   SH          DEFINED     20     32938       0        0
HEALTHWAYS INC                    COMMON    422245100    2462     134768   SH          DEFINED     20     134768      0        0
HEARTLAND EXPRESS INC             COMMON    422347104    9134     575552   SH          DEFINED      1     575552      0        0
HEARTLAND EXPRESS INC             COMMON    422347104     608      38300   SH          DEFINED     14     38300       0        0
HEARTLAND EXPRESS INC             COMMON    422347104     194      12249   SH          DEFINED      2     12249       0        0
HEARTLAND EXPRESS INC             COMMON    422347104     91       5746    SH          DEFINED     20      5746       0        0
HEARTLAND EXPRESS INC             COMMON    422347104     71       4500    SH          DEFINED    5,14     4500       0        0
HEARTLAND FINANCIAL USA INC       COMMON    42234Q102     56       3961    SH          DEFINED     20      3961       0        0
HEARTLAND PAYMENT SYSTEMS INC.    COMMON    42235N108    4503     334532   SH          DEFINED      1     334532      0        0
HEARTLAND PAYMENT SYSTEMS INC.    COMMON    42235N108     125      9322    SH          DEFINED     20      9322       0        0
HEARTLAND PAYMENT SYSTEMS INC.    COMMON    42235N108     23       1677    SH          DEFINED      5      1677       0        0
HEARTWARE INTERNATIONAL INC       COMMON    422368100      2        68     SH          DEFINED     20       68        0        0
HEARUSA INC                       COMMON    422360305     299     201000   SH          DEFINED     19     201000      0        0
HECLA MINING CO                   COMMON    422704106    3560     546000   SH          DEFINED      1     546000      0        0
HECLA MINING CO                   COMMON    422704106     233      35803   SH          DEFINED     20     35803       0        0
HEICO CORP                        COMMON    422806109     27        592    SH          DEFINED     20      592        0        0
HEICO CORP CL A                   COMMON    422806208     58       1596    SH          DEFINED     20      1596       0        0
HEIDRICK & STRUGGLES INTL         COMMON    422819102     102      3239    SH          DEFINED     20      3239       0        0
HEINZ (H.J.) CO                   COMMON    423074103    4448     104360   SH          DEFINED      1     104360      0        0
HEINZ (H.J.) CO                   COMMON    423074103    1246      29240   SH          DEFINED     14     26440       0      1400
HEINZ (H.J.) CO                   COMMON    423074103     367      8600    SH          DEFINED    14,7      0         0      8600
HEINZ (H.J.) CO                   COMMON    423074103     51       1200    SH          DEFINED     18      1200       0        0
HEINZ (H.J.) CO                   COMMON    423074103    19175    449905   SH          DEFINED     19     102962      0     346943
HEINZ (H.J.) CO                   COMMON    423074103    3600      84478   SH          DEFINED     20     84478       0        0
HEINZ (H.J.) CO                   COMMON    423074103     22        521    SH          DEFINED     21      521        0        0
HEINZ (H.J.) CO                   COMMON    423074103    18199    427004   SH          DEFINED      5     362055      0      64949
HEINZ (H.J.) CO                   COMMON    423074103     273      6404    SH          DEFINED      7      6404       0        0
HEINZ (H.J.) CO                   COMMON    423074103     428      10042   SH          DEFINED      8     10042       0        0
HELEN OF TROY CORP LTD            COMMON    G4388N106     972      42200   SH          DEFINED     14     34500       0      7700
HELEN OF TROY CORP LTD            COMMON    G4388N106     286      12429   SH          DEFINED     20     12429       0        0
HELEN OF TROY CORP LTD            COMMON    G4388N106     118      5100    SH          DEFINED    5,14     5100       0        0
HELIX ENERGY SOLUTIONS GROUP      COMMON    42330P107     378      29009   SH          DEFINED     20     29009       0        0
HELIX ENERGY SOLUTIONS GROUP      COMMON    42330P107     18       1394    SH          DEFINED     21      1394       0        0
HELIX ENERGY SOLUTIONS GROUP      COMMON    42330P107     140      10736   SH          DEFINED      5      161        0      10575
HELLENIC TELECOMMUN ORG ADR       COMMON    423325307     87       11620   SH          DEFINED     20     11620       0        0
HELMERICH & PAYNE                 COMMON    423452101    67323    1515268  SH          DEFINED      1    1515268      0        0
HELMERICH & PAYNE                 COMMON    423452101    9552     215000   SH          DEFINED    13,2      0         0     215000
HELMERICH & PAYNE                 COMMON    423452101     62       1400    SH          DEFINED     19       0         0      1400
HELMERICH & PAYNE                 COMMON    423452101    5897     132722   SH          DEFINED     20     132722      0        0
HELMERICH & PAYNE                 COMMON    423452101      7        164    SH          DEFINED     21      164        0        0
HELMERICH & PAYNE                 COMMON    423452101      3        69     SH          DEFINED      5       0         0       69
HELMERICH & PAYNE                 COMMON    423452101     109      2448    SH          DEFINED      7      2448       0        0
HEMISPHERX BIOPHARMA INC          COMMON    42366C103     33       58775   SH          DEFINED     20     58775       0        0
HENRY (JACK) & ASSOCIATES         COMMON    426281101    3417     145603   SH          DEFINED     20     145603      0        0
HENRY (JACK) & ASSOCIATES         COMMON    426281101    1784      76008   SH          DEFINED      5     76008       0        0
HERBALIFE LTD                     COMMON    G4412G101    1682      39970   SH          DEFINED     20     39970       0        0
HERCULES OFFSHORE INC             COMMON    427093109     12       2200    SH          DEFINED     14      2200       0        0
HERCULES OFFSHORE INC             COMMON    427093109      1        251    SH          DEFINED     19       0         0       251
HERCULES OFFSHORE INC             COMMON    427093109     241      44612   SH          DEFINED     20     44612       0        0
HERCULES OFFSHORE INC             COMMON    427093109     14       2658    SH          DEFINED     21      2658       0        0
HERCULES TECHNOLOGY GROWTH        COMMON    427096508    1327     122600   SH          DEFINED     14     61900       0      60700
HERCULES TECHNOLOGY GROWTH        COMMON    427096508    2597     239998   SH          DEFINED     20     239998      0        0
HERCULES TECHNOLOGY GROWTH        COMMON    427096508     35       3250    SH          DEFINED     21      3250       0        0
HERCULES TECHNOLOGY GROWTH        COMMON    427096508     146      13500   SH          DEFINED    5,14    13500       0        0
HERCULES TECHNOLOGY GROWTH        COMMON    427096508     77       7100    SH          DEFINED      8      7100       0        0
HERCULES TECHNOLOGY GROWTH        COMMON    427096508     21       1900    SH          DEFINED    8,17     1900       0        0
HERITAGE FINANCIAL CORP           COMMON    42722X106     125      8952    SH          DEFINED     20      8952       0        0
HERITAGE-CRYSTAL CLEAN INC        COMMON    42726M106      1        62     SH          DEFINED     20       62        0        0
HERLEY INDUSTRIES INC             COMMON    427398102     262      19197   SH          DEFINED     20     19197       0        0
HERSHA HOSPITALITY TRUST          COMMON    427825104     77       22674   SH          DEFINED     20     22674       0        0
HERSHEY CO/THE                    COMMON    427866108     82       2200    SH          DEFINED     10      2200       0        0
HERSHEY CO/THE                    COMMON    427866108     331      8900    SH          DEFINED    10,14    8900       0        0
HERSHEY CO/THE                    COMMON    427866108     123      3300    SH          DEFINED     13      3300       0        0
HERSHEY CO/THE                    COMMON    427866108    11662    313740   SH          DEFINED     14     227040      0      56700
HERSHEY CO/THE                    COMMON    427866108     201      5400    SH          DEFINED    14,13     0         0      5400
HERSHEY CO/THE                    COMMON    427866108    2134      57400   SH          DEFINED    14,7      0         0      57400
HERSHEY CO/THE                    COMMON    427866108     15        400    SH          DEFINED    17,14     0         0       400
HERSHEY CO/THE                    COMMON    427866108     312      8400    SH          DEFINED     18      8400       0        0
HERSHEY CO/THE                    COMMON    427866108     31        838    SH          DEFINED     19       0         0       838
HERSHEY CO/THE                    COMMON    427866108    2772      74585   SH          DEFINED     20     74585       0        0
HERSHEY CO/THE                    COMMON    427866108      9        239    SH          DEFINED     21      239        0        0
HERSHEY CO/THE                    COMMON    427866108     109      2928    SH          DEFINED      5      2742       0       186
HERSHEY CO/THE                    COMMON    427866108     457      12300   SH          DEFINED    5,14    12300       0        0
HERSHEY CO/THE                    COMMON    427866108     226      6070    SH          DEFINED      7      6070       0        0
HERSHEY CO/THE                    COMMON    427866108    3862     103900   SH          DEFINED      8     103900      0        0
HERSHEY CO/THE                    COMMON    427866108    1557      41900   SH          DEFINED    8,14    41900       0        0
HERSHEY CO/THE                    COMMON    427866108     97       2600    SH          DEFINED    9,14      0         0      2600
HERTZ GLOBAL HOLDINGS INC         COMMON    42805T105     639      54300   SH          DEFINED     1,8    54300       0        0
HERTZ GLOBAL HOLDINGS INC         COMMON    42805T105     27       2300    SH          DEFINED     11      2300       0        0
HERTZ GLOBAL HOLDINGS INC         COMMON    42805T105     167      14200   SH          DEFINED     13     14200       0        0
HERTZ GLOBAL HOLDINGS INC         COMMON    42805T105    2413     205040   SH          DEFINED     14     147740      0      32400
HERTZ GLOBAL HOLDINGS INC         COMMON    42805T105     186      15815   SH          DEFINED     16     15815       0        0
HERTZ GLOBAL HOLDINGS INC         COMMON    42805T105     825      70100   SH          DEFINED     18     70100       0        0
HERTZ GLOBAL HOLDINGS INC         COMMON    42805T105    3166     269030   SH          DEFINED     20     269030      0        0
HERTZ GLOBAL HOLDINGS INC         COMMON    42805T105     95       8029    SH          DEFINED     21      8029       0        0
HERTZ GLOBAL HOLDINGS INC         COMMON    42805T105     266      22600   SH          DEFINED      7     22600       0        0
HERTZ GLOBAL HOLDINGS INC         COMMON    42805T105    9169     779000   SH          DEFINED      8     779000      0        0
HERTZ GLOBAL HOLDINGS INC         COMMON    42805T105     497      42200   SH          DEFINED      9     42200       0        0
HESS CORP                         COMMON    42809H107      1        16     SH          DEFINED     11       16        0        0
HESS CORP                         COMMON    42809H107     300      4720    SH          DEFINED     14      3520       0       700
HESS CORP                         COMMON    42809H107     600      9440    SH          DEFINED     19      9440       0        0
HESS CORP                         COMMON    42809H107    4782      75247   SH          DEFINED     20     75247       0        0
HESS CORP                         COMMON    42809H107     46        718    SH          DEFINED     21      718        0        0
HESS CORP                         COMMON    42809H107     846      13308   SH          DEFINED      5      6351       0      6957
HESS CORP                         COMMON    42809H107     331      5207    SH          DEFINED      7      5207       0        0
HEWITT ASSOCIATES INC             COMMON    42822Q100    7231     168200   SH          DEFINED     1,3    168200      0        0
HEWITT ASSOCIATES INC             COMMON    42822Q100      1        15     SH          DEFINED     11       15        0        0
HEWITT ASSOCIATES INC             COMMON    42822Q100     278      6469    SH          DEFINED     13      6469       0        0
HEWITT ASSOCIATES INC             COMMON    42822Q100     271      6300    SH          DEFINED     14      5500       0        0
HEWITT ASSOCIATES INC             COMMON    42822Q100     236      5500    SH          DEFINED    16,3     5500       0        0
HEWITT ASSOCIATES INC             COMMON    42822Q100     572      13313   SH          DEFINED     18     13313       0        0
HEWITT ASSOCIATES INC             COMMON    42822Q100    1168      27177   SH          DEFINED     20     27177       0        0
HEWITT ASSOCIATES INC             COMMON    42822Q100      5        125    SH          DEFINED     21      125        0        0
HEWITT ASSOCIATES INC             COMMON    42822Q100    2511      58400   SH          DEFINED      3     58400       0        0
HEWITT ASSOCIATES INC             COMMON    42822Q100      1        23     SH          DEFINED      5       23        0        0
HEWITT ASSOCIATES INC             COMMON    42822Q100    9224     214556   SH          DEFINED      8     214556      0        0
HEWLETT-PACKARD CO                COMMON    428236103   149636    2841018  SH          DEFINED      1    2841018      0        0
HEWLETT-PACKARD CO                COMMON    428236103     469      8900    SH          DEFINED    1,14     8900       0        0
HEWLETT-PACKARD CO                COMMON    428236103     463      8800    SH          DEFINED    10,14    8800       0        0
HEWLETT-PACKARD CO                COMMON    428236103     186      3522    SH          DEFINED     11      3522       0        0
HEWLETT-PACKARD CO                COMMON    428236103    14825    281470   SH          DEFINED     14     247820      0      21850
HEWLETT-PACKARD CO                COMMON    428236103    3934      74700   SH          DEFINED    14,7      0         0      74700
HEWLETT-PACKARD CO                COMMON    428236103    3476      66000   SH          DEFINED     15     66000       0        0
HEWLETT-PACKARD CO                COMMON    428236103     308      5849    SH          DEFINED     16      5849       0        0
HEWLETT-PACKARD CO                COMMON    428236103    3063      58156   SH          DEFINED    17,1    58156       0        0
HEWLETT-PACKARD CO                COMMON    428236103     395      7500    SH          DEFINED    17,14     0         0        0
HEWLETT-PACKARD CO                COMMON    428236103    4592      87176   SH          DEFINED     18     87176       0        0
HEWLETT-PACKARD CO                COMMON    428236103    73980    1404593  SH          DEFINED     19     657973      0     746620
HEWLETT-PACKARD CO                COMMON    428236103    31888    605425   SH          DEFINED      2     605425      0        0
HEWLETT-PACKARD CO                COMMON    428236103    8578     162859   SH          DEFINED     20     162859      0        0
HEWLETT-PACKARD CO                COMMON    428236103     50        950    SH          DEFINED    20,14    950        0        0
HEWLETT-PACKARD CO                COMMON    428236103     223      4236    SH          DEFINED     21      4236       0        0
HEWLETT-PACKARD CO                COMMON    428236103    5447     103421   SH          DEFINED      3     103421      0        0
HEWLETT-PACKARD CO                COMMON    428236103     70       1333    SH          DEFINED      4      1333       0        0
HEWLETT-PACKARD CO                COMMON    428236103    29229    554950   SH          DEFINED      5     467046      0      87904
HEWLETT-PACKARD CO                COMMON    428236103    1317      25000   SH          DEFINED      6     25000       0        0
HEWLETT-PACKARD CO                COMMON    428236103    6431     122104   SH          DEFINED      7     122104      0        0
HEWLETT-PACKARD CO                COMMON    428236103    66086    1254727  SH          DEFINED      8    1189089    65638      0
HEWLETT-PACKARD CO                COMMON    428236103    2107      40000   SH          DEFINED    8,14    40000       0        0
HEWLETT-PACKARD CO                COMMON    428236103     123      2340    SH          DEFINED     8,2     2340       0        0
HEWLETT-PACKARD CO                COMMON    428236103    3263      61950   SH          DEFINED      9     61950       0        0
HEXCEL CORP                       COMMON    428291108    7978     569444   SH          DEFINED      1     569444      0        0
HEXCEL CORP                       COMMON    428291108    7530     537456   SH          DEFINED      2     537456      0        0
HEXCEL CORP                       COMMON    428291108    3527     251744   SH          DEFINED     20     251744      0        0
HFF INC-CLASS A                   COMMON    40418F108     89       14744   SH          DEFINED     20     14744       0        0
HHGREGG INC                       COMMON    42833L108     67       3064    SH          DEFINED     20      3064       0        0
HIBBETT SPORTS INC                COMMON    428567101     82       3631    SH          DEFINED     20      3631       0        0
HIBBETT SPORTS INC                COMMON    428567101     99       4400    SH          DEFINED      5       0         0      4400
HIGHLAND CREDIT STRATEGIES CEF    COMMON    43005Q107     129      20518   SH          DEFINED     19       0         0      20518
HIGHWOODS PROPERTIES INC REIT     COMMON    431284108    2416      76700   SH          DEFINED    1,11      0         0      76700
HIGHWOODS PROPERTIES INC REIT     COMMON    431284108    27567    875150   SH          DEFINED    1,14    875150      0        0
HIGHWOODS PROPERTIES INC REIT     COMMON    431284108     50       1600    SH          DEFINED     11      1600       0        0
HIGHWOODS PROPERTIES INC REIT     COMMON    431284108    64646    2052257  SH          DEFINED     14     999689      0     970468
HIGHWOODS PROPERTIES INC REIT     COMMON    431284108    1077      34200   SH          DEFINED    16,14   34200       0        0
HIGHWOODS PROPERTIES INC REIT     COMMON    431284108    2174      69000   SH          DEFINED    2,14    69000       0        0
HIGHWOODS PROPERTIES INC REIT     COMMON    431284108     79       2514    SH          DEFINED     20      2514       0        0
HIGHWOODS PROPERTIES INC REIT     COMMON    431284108     132      4180    SH          DEFINED    20,14    4180       0        0
HIGHWOODS PROPERTIES INC REIT     COMMON    431284108      5        145    SH          DEFINED     21      145        0        0
HIGHWOODS PROPERTIES INC REIT     COMMON    431284108     164      5200    SH          DEFINED    3,14     5200       0        0
HIGHWOODS PROPERTIES INC REIT     COMMON    431284108     84       2665    SH          DEFINED      5       0         0      2665
HIGHWOODS PROPERTIES INC REIT     COMMON    431284108    5204     165200   SH          DEFINED    5,14    165200      0        0
HIGHWOODS PROPERTIES INC REIT     COMMON    431284108     50       1600    SH          DEFINED    6,14     1600       0        0
HIGHWOODS PROPERTIES INC REIT     COMMON    431284108    1355      43000   SH          DEFINED    8,14      0       43000      0
HILLENBRAND INC                   COMMON    431571108     74       3900    SH          DEFINED     14      900        0      3000
HILLENBRAND INC                   COMMON    431571108     97       5108    SH          DEFINED     20      5108       0        0
HILLENBRAND INC                   COMMON    431571108      2        105    SH          DEFINED      5       0         0       105
HILLENBRAND INC                   COMMON    431571108     57       3000    SH          DEFINED      8      3000       0        0
HILLENBRAND INC                   COMMON    431571108     17        900    SH          DEFINED    8,17     900        0        0
HILL-ROM HOLDINGS INC             COMMON    431475102     284      11700   SH          DEFINED     14      2100       0      9600
HILL-ROM HOLDINGS INC             COMMON    431475102    1760      72414   SH          DEFINED     20     72414       0        0
HILL-ROM HOLDINGS INC             COMMON    431475102      9        354    SH          DEFINED     21      354        0        0
HILL-ROM HOLDINGS INC             COMMON    431475102      3        105    SH          DEFINED      5       0         0       105
HILL-ROM HOLDINGS INC             COMMON    431475102     34       1400    SH          DEFINED    5,14     1400       0        0
HILLTOP HOLDINGS INC              COMMON    432748101     49       4212    SH          DEFINED     20      4212       0        0
HIMAX TECHNOLOGIES INC - ADR      COMMON    43289P106      2        709    SH          DEFINED     20      709        0        0
HITACHI LTD ADR                   COMMON    433578507      4        140    SH          DEFINED     19       0         0       140
HITACHI LTD ADR                   COMMON    433578507     966      31225   SH          DEFINED     20     31225       0        0
HI-TECH PHARMACAL CO INC          COMMON    42840B101     284      9806    SH          DEFINED     20      9806       0        0
HITTITE MICROWAVE CORP            COMMON    43365Y104    10666    256393   SH          DEFINED      1     256393      0        0
HITTITE MICROWAVE CORP            COMMON    43365Y104    10287    247287   SH          DEFINED      2     247287      0        0
HITTITE MICROWAVE CORP            COMMON    43365Y104    1835      44114   SH          DEFINED     20     44114       0        0
HMS HOLDINGS CORP                 COMMON    40425J101     11        210    SH          DEFINED      5       0         0       210
HNI CORP                          COMMON    404251100     119      4300    SH          DEFINED    1,14     4300       0        0
HNI CORP                          COMMON    404251100    6157     222430   SH          DEFINED     14     151530      0      50200
HNI CORP                          COMMON    404251100     471      17000   SH          DEFINED    14,7      0         0      17000
HNI CORP                          COMMON    404251100    4563     164843   SH          DEFINED     20     164843      0        0
HNI CORP                          COMMON    404251100      7        259    SH          DEFINED     21      259        0        0
HNI CORP                          COMMON    404251100     69       2500    SH          DEFINED    5,14     2500       0        0
HNI CORP                          COMMON    404251100     374      13500   SH          DEFINED      8     13500       0        0
HOKU SCIENTIFIC INC               COMMON    434712105      1        200    SH          DEFINED      5      200        0        0
HOLLY CORP                        COMMON    435758305     124      4269    SH          DEFINED     20      4269       0        0
HOLLY CORP                        COMMON    435758305      3        91     SH          DEFINED     21       91        0        0
HOLLY ENERGY PARTNERS LP          COMMON    435763107     450      11284   SH          DEFINED     20     11284       0        0
HOLLY ENERGY PARTNERS LP          COMMON    435763107    1825      45800   SH          DEFINED      5     45800       0        0
HOLLYSIS AUTOMATION TECHNOLO      COMMON    G45667105    1103      91860   SH          DEFINED     20     91860       0        0
HOLOGIC INC                       COMMON    436440101     887      59353   SH          DEFINED     19       0         0      59353
HOLOGIC INC                       COMMON    436440101    44160    2955825  SH          DEFINED     20    2955825      0        0
HOLOGIC INC                       COMMON    436440101    1657     110890   SH          DEFINED     21     110890      0        0
HOLOGIC INC                       COMMON    436440101     74       4920    SH          DEFINED      7      4920       0        0
HOME BANCORP INC                  COMMON    43689E107      1        68     SH          DEFINED     20       68        0        0
HOME BANCSHARES INC               COMMON    436893200     163      6609    SH          DEFINED     20      6609       0        0
HOME DEPOT INC                    COMMON    437076102   118792    4113281  SH          DEFINED      1    4113281      0        0
HOME DEPOT INC                    COMMON    437076102    5863     203000   SH          DEFINED    1,14    203000      0        0
HOME DEPOT INC                    COMMON    437076102     170      5900    SH          DEFINED     10      5900       0        0
HOME DEPOT INC                    COMMON    437076102     910      31500   SH          DEFINED    10,14   31500       0        0
HOME DEPOT INC                    COMMON    437076102     314      10858   SH          DEFINED     11     10858       0        0
HOME DEPOT INC                    COMMON    437076102      9        300    SH          DEFINED     13      300        0        0
HOME DEPOT INC                    COMMON    437076102     777      26904   SH          DEFINED    13,2      0         0      26904
HOME DEPOT INC                    COMMON    437076102    30112    1042671  SH          DEFINED     14     820821      0     191650
HOME DEPOT INC                    COMMON    437076102     427      14800   SH          DEFINED    14,13     0         0      14800
HOME DEPOT INC                    COMMON    437076102    4364     151100   SH          DEFINED    14,7      0         0     151100
HOME DEPOT INC                    COMMON    437076102     456      15800   SH          DEFINED    17,14     0         0       300
HOME DEPOT INC                    COMMON    437076102     156      5400    SH          DEFINED     18      5400       0        0
HOME DEPOT INC                    COMMON    437076102    10407    360343   SH          DEFINED     19     21391       0     338953
HOME DEPOT INC                    COMMON    437076102    2186      75695   SH          DEFINED      2     75695       0        0
HOME DEPOT INC                    COMMON    437076102    19447    673366   SH          DEFINED     20     673366      0        0
HOME DEPOT INC                    COMMON    437076102     149      5157    SH          DEFINED    20,14    5157       0        0
HOME DEPOT INC                    COMMON    437076102     132      4581    SH          DEFINED     21      4581       0        0
HOME DEPOT INC                    COMMON    437076102    1312      45439   SH          DEFINED      4     45439       0        0
HOME DEPOT INC                    COMMON    437076102    13306    460739   SH          DEFINED      5     117377      0     343362
HOME DEPOT INC                    COMMON    437076102     953      33000   SH          DEFINED    5,14    33000       0        0
HOME DEPOT INC                    COMMON    437076102    1907      66024   SH          DEFINED      7     66024       0        0
HOME DEPOT INC                    COMMON    437076102    20638    714599   SH          DEFINED      8     635822    78777      0
HOME DEPOT INC                    COMMON    437076102    3711     128500   SH          DEFINED    8,14    128500      0        0
HOME DEPOT INC                    COMMON    437076102     146      5040    SH          DEFINED     8,2     5040       0        0
HOME DEPOT INC                    COMMON    437076102     199      6900    SH          DEFINED    9,14      0         0      6900
HOME DIAGNOSTICS INC              COMMON    437080104      0        50     SH          DEFINED     20       50        0        0
HOME FEDERAL BANCORP INC/MD       COMMON    43710G105     136      10359   SH          DEFINED     20     10359       0        0
HOME INNS & HOTELS MANAG-ADR      COMMON    43713W107    2928      82828   SH          DEFINED     20     82828       0        0
HOME PROPERTIES INC               COMMON    437306103    2081      44400   SH          DEFINED     14       0         0      44400
HOME PROPERTIES INC               COMMON    437306103     314      6707    SH          DEFINED     20      6707       0        0
HOME PROPERTIES INC               COMMON    437306103     99       2110    SH          DEFINED      5       0         0      2110
HONDA MOTOR CO LTD ADR            COMMON    438128308      9        260    SH          DEFINED     19       0         0       260
HONDA MOTOR CO LTD ADR            COMMON    438128308    6850     198842   SH          DEFINED     20     198842      0        0
HONDA MOTOR CO LTD ADR            COMMON    438128308      2        45     SH          DEFINED      5       45        0        0
HONEYWELL INTERNATIONAL INC       COMMON    438516106    30288    749148   SH          DEFINED      1     749148      0        0
HONEYWELL INTERNATIONAL INC       COMMON    438516106     49       1209    SH          DEFINED     11      1209       0        0
HONEYWELL INTERNATIONAL INC       COMMON    438516106    1910      47250   SH          DEFINED     14     39100       0      3250
HONEYWELL INTERNATIONAL INC       COMMON    438516106     623      15400   SH          DEFINED    14,7      0         0      15400
HONEYWELL INTERNATIONAL INC       COMMON    438516106     227      5625    SH          DEFINED     16      5625       0        0
HONEYWELL INTERNATIONAL INC       COMMON    438516106    1742      43085   SH          DEFINED     19      350        0      42735
HONEYWELL INTERNATIONAL INC       COMMON    438516106    1133      28021   SH          DEFINED      2     28021       0        0
HONEYWELL INTERNATIONAL INC       COMMON    438516106    16338    404102   SH          DEFINED     20     404102      0        0
HONEYWELL INTERNATIONAL INC       COMMON    438516106     66       1636    SH          DEFINED     21      1636       0        0
HONEYWELL INTERNATIONAL INC       COMMON    438516106    1015      25111   SH          DEFINED      5     24886       0       225
HONEYWELL INTERNATIONAL INC       COMMON    438516106    1139      28170   SH          DEFINED      7     28170       0        0
HONEYWELL INTERNATIONAL INC       COMMON    438516106    2628      65008   SH          DEFINED      8     65008       0        0
HONEYWELL INTERNATIONAL INC       COMMON    438516106     75       1864    SH          DEFINED     8,2     1864       0        0
HONEYWELL INTERNATIONAL INC       COMMON    438516106     440      10876   SH          DEFINED      9     10876       0        0
HONG KONG HIGHPOWER TECHNOLOGY    COMMON    43858B207     236      28352   SH          DEFINED     20     28352       0        0
HOOKER FURNITURE CORP             COMMON    439038100     239      18900   SH          DEFINED     14      3700       0      15200
HOOKER FURNITURE CORP             COMMON    439038100     54       4257    SH          DEFINED     20      4257       0        0
HOOKER FURNITURE CORP             COMMON    439038100     19       1500    SH          DEFINED    5,14     1500       0        0
HOOKER FURNITURE CORP             COMMON    439038100     63       5000    SH          DEFINED      8      5000       0        0
HOOKER FURNITURE CORP             COMMON    439038100     16       1300    SH          DEFINED    8,17     1300       0        0
HORACE MANN EDUCATORS             COMMON    440327104      9        700    SH          DEFINED     14      700        0        0
HORACE MANN EDUCATORS             COMMON    440327104    1039      78505   SH          DEFINED     20     78505       0        0
HORACE MANN EDUCATORS             COMMON    440327104     49       3700    SH          DEFINED      5       0         0      3700
HORIZON LINES INC-CL A            COMMON    44044K101     362      63900   SH          DEFINED     14     63900       0        0
HORIZON LINES INC-CL A            COMMON    44044K101     99       17509   SH          DEFINED     20     17509       0        0
HORIZON LINES INC-CL A            COMMON    44044K101     41       7300    SH          DEFINED    5,14     7300       0        0
HORMEL FOODS CORP                 COMMON    440452100     242      6300    SH          DEFINED     14       0         0        0
HORMEL FOODS CORP                 COMMON    440452100     866      22510   SH          DEFINED     20     22510       0        0
HORMEL FOODS CORP                 COMMON    440452100      6        156    SH          DEFINED     21      156        0        0
HORMEL FOODS CORP                 COMMON    440452100     10        247    SH          DEFINED      5       0         0       247
HORMEL FOODS CORP                 COMMON    440452100     158      4100    SH          DEFINED      7      4100       0        0
HORNBECK OFFSHORE SERVICES        COMMON    440543106    5341     215638   SH          DEFINED     20     215638      0        0
HORSEHEAD HOLDING CORP            COMMON    440694305     246      18574   SH          DEFINED     20     18574       0        0
HOSPIRA INC                       COMMON    441060100    47125    924209   SH          DEFINED      1     924209      0        0
HOSPIRA INC                       COMMON    441060100     71       1400    SH          DEFINED    1,14     1400       0        0
HOSPIRA INC                       COMMON    441060100     148      2900    SH          DEFINED    10,14    2900       0        0
HOSPIRA INC                       COMMON    441060100      1        14     SH          DEFINED     11       14        0        0
HOSPIRA INC                       COMMON    441060100    3778      74100   SH          DEFINED     14     57700       0      4800
HOSPIRA INC                       COMMON    441060100    1463      28700   SH          DEFINED    14,7      0         0      28700
HOSPIRA INC                       COMMON    441060100     199      3900    SH          DEFINED     15      3900       0        0
HOSPIRA INC                       COMMON    441060100    1742      34162   SH          DEFINED    17,1      0         0      34162
HOSPIRA INC                       COMMON    441060100     732      14361   SH          DEFINED     19      507        0      13854
HOSPIRA INC                       COMMON    441060100    16169    317111   SH          DEFINED     20     317111      0        0
HOSPIRA INC                       COMMON    441060100     476      9329    SH          DEFINED     21      9329       0        0
HOSPIRA INC                       COMMON    441060100      0         1     SH          DEFINED      3       1         0        0
HOSPIRA INC                       COMMON    441060100    13840    271423   SH          DEFINED      4     271423      0        0
HOSPIRA INC                       COMMON    441060100     215      4208    SH          DEFINED      5      4089       0       119
HOSPIRA INC                       COMMON    441060100     132      2590    SH          DEFINED      7      2590       0        0
HOSPIRA INC                       COMMON    441060100     540      10600   SH          DEFINED    8,14    10600       0        0
HOSPITALITY PROPERTIES TRUST      COMMON    44106M102    1137      47500   SH          DEFINED    1,14    47500       0        0
HOSPITALITY PROPERTIES TRUST      COMMON    44106M102    1888      78900   SH          DEFINED     14     78900       0        0
HOSPITALITY PROPERTIES TRUST      COMMON    44106M102     222      9290    SH          DEFINED     20      9290       0        0
HOSPITALITY PROPERTIES TRUST      COMMON    44106M102     173      7210    SH          DEFINED    20,14    7210       0        0
HOSPITALITY PROPERTIES TRUST      COMMON    44106M102     15        616    SH          DEFINED     21      616        0        0
HOST HOTELS & RESORTS INC         COMMON    44107P104    6417     530777   SH          DEFINED    1,11      0         0     530777
HOST HOTELS & RESORTS INC         COMMON    44107P104    67882    5614695  SH          DEFINED    1,14   5614695      0        0
HOST HOTELS & RESORTS INC         COMMON    44107P104     126      10415   SH          DEFINED     11     10415       0        0
HOST HOTELS & RESORTS INC         COMMON    44107P104   164577    1.4E+07  SH          DEFINED     14    7055831      0     5961884
HOST HOTELS & RESORTS INC         COMMON    44107P104    2998     247962   SH          DEFINED    16,14   247962      0        0
HOST HOTELS & RESORTS INC         COMMON    44107P104     10        842    SH          DEFINED     19       0         0       842
HOST HOTELS & RESORTS INC         COMMON    44107P104    6100     504575   SH          DEFINED    2,14    504575      0        0
HOST HOTELS & RESORTS INC         COMMON    44107P104     814      67359   SH          DEFINED     20     67359       0        0
HOST HOTELS & RESORTS INC         COMMON    44107P104     196      16252   SH          DEFINED    20,14   16252       0        0
HOST HOTELS & RESORTS INC         COMMON    44107P104     46       3769    SH          DEFINED     21      3769       0        0
HOST HOTELS & RESORTS INC         COMMON    44107P104     455      37600   SH          DEFINED    3,14    37600       0        0
HOST HOTELS & RESORTS INC         COMMON    44107P104     11        915    SH          DEFINED      4      915        0        0
HOST HOTELS & RESORTS INC         COMMON    44107P104    14268    1180134  SH          DEFINED    5,14   1180134      0        0
HOST HOTELS & RESORTS INC         COMMON    44107P104     123      10200   SH          DEFINED    6,14    10200       0        0
HOST HOTELS & RESORTS INC         COMMON    44107P104    3786     313165   SH          DEFINED    8,14      0      313165      0
HOT TOPIC INC                     COMMON    441339108    9805     1659007  SH          DEFINED      1    1659007      0        0
HOT TOPIC INC                     COMMON    441339108     303      51250   SH          DEFINED    13,2      0         0      51250
HOT TOPIC INC                     COMMON    441339108    6625     1121015  SH          DEFINED      2    1121015      0        0
HOT TOPIC INC                     COMMON    441339108     138      23376   SH          DEFINED     20     23376       0        0
HOUSTON AMERICAN ENERGY CORP      COMMON    44183U100     33       5000    SH          DEFINED      5      5000       0        0
HOUSTON WIRE & CABLE CO           COMMON    44244K109     794      64500   SH          DEFINED     14     39400       0      25100
HOUSTON WIRE & CABLE CO           COMMON    44244K109     52       4194    SH          DEFINED     20      4194       0        0
HOUSTON WIRE & CABLE CO           COMMON    44244K109     94       7600    SH          DEFINED    5,14     7600       0        0
HOVNANIAN ENTERPRISES-A           COMMON    442487203     460     115000   SH          DEFINED     14     68200       0      46800
HOVNANIAN ENTERPRISES-A           COMMON    442487203     280      69956   SH          DEFINED     20     69956       0        0
HOVNANIAN ENTERPRISES-A           COMMON    442487203     17       4204    SH          DEFINED     21      4204       0        0
HOVNANIAN ENTERPRISES-A           COMMON    442487203     53       13300   SH          DEFINED    5,14    13300       0        0
HQ SUSTAINABLE MARITIME INDU      COMMON    40426A208     320      44055   SH          DEFINED     20     44055       0        0
HRPT PROPERTIES TRUST             COMMON    40426W101    8591     1325700  SH          DEFINED     14     803100      0     459500
HRPT PROPERTIES TRUST             COMMON    40426W101     229      35362   SH          DEFINED     20     35362       0        0
HRPT PROPERTIES TRUST             COMMON    40426W101      9       1363    SH          DEFINED     21      1363       0        0
HRPT PROPERTIES TRUST             COMMON    40426W101     446      68800   SH          DEFINED    5,14    68800       0        0
HRPT PROPERTIES TRUST             COMMON    40426W101     618      95400   SH          DEFINED      8     95400       0        0
HRPT PROPERTIES TRUST             COMMON    40426W101     176      27100   SH          DEFINED    8,17    27100       0        0
HSBC HOLDINGS PLC ADR             COMMON    404280406    3457      58338   SH          DEFINED    1,11    58338       0        0
HSBC HOLDINGS PLC ADR             COMMON    404280406    20220    341262   SH          DEFINED     11     341262      0        0
HSBC HOLDINGS PLC ADR             COMMON    404280406     206      3476    SH          DEFINED     14      3476       0        0
HSBC HOLDINGS PLC ADR             COMMON    404280406     148      2501    SH          DEFINED    18,14    2501       0        0
HSBC HOLDINGS PLC ADR             COMMON    404280406    10687    180379   SH          DEFINED     20     180379      0        0
HSBC HOLDINGS PLC ADR             COMMON    404280406      7        115    SH          DEFINED      5      115        0        0
HSN INC                           COMMON    404303109    3301     164898   SH          DEFINED     20     164898      0        0
HSN INC                           COMMON    404303109     26       1297    SH          DEFINED     21      1297       0        0
HUANENG POWER INTL ADR            COMMON    443304100    16415    732821   SH          DEFINED     20     732821      0        0
HUANENG POWER INTL ADR            COMMON    443304100      7        300    SH          DEFINED      5       0         0       300
HUB GROUP INC CL A                COMMON    443320106    11627    427795   SH          DEFINED      1     427795      0        0
HUB GROUP INC CL A                COMMON    443320106    11442    420970   SH          DEFINED      2     420970      0        0
HUB GROUP INC CL A                COMMON    443320106     843      31028   SH          DEFINED     20     31028       0        0
HUB GROUP INC CL A                COMMON    443320106     92       3395    SH          DEFINED      5       0         0      3395
HUBBELL INC  CL B                 COMMON    443510201    3566      74680   SH          DEFINED     14     47580       0      21200
HUBBELL INC  CL B                 COMMON    443510201     387      8100    SH          DEFINED    14,7      0         0      8100
HUBBELL INC  CL B                 COMMON    443510201     407      8534    SH          DEFINED     19       0         0      8534
HUBBELL INC  CL B                 COMMON    443510201     985      20620   SH          DEFINED     20     20620       0        0
HUBBELL INC  CL B                 COMMON    443510201      7        154    SH          DEFINED     21      154        0        0
HUBBELL INC  CL B                 COMMON    443510201     758      15866   SH          DEFINED      5       0         0      15866
HUBBELL INC  CL B                 COMMON    443510201     697      14600   SH          DEFINED      8     14600       0        0
HUBBELL INC  CL B                 COMMON    443510201     201      4200    SH          DEFINED    8,17     4200       0        0
HUDSON CITY BANCORP INC           COMMON    443683107    13373    992791   SH          DEFINED      1     992791      0        0
HUDSON CITY BANCORP INC           COMMON    443683107    1048      77820   SH          DEFINED     14     70720       0      5200
HUDSON CITY BANCORP INC           COMMON    443683107     283      21000   SH          DEFINED    14,7      0         0      21000
HUDSON CITY BANCORP INC           COMMON    443683107     20       1500    SH          DEFINED     19       0         0      1500
HUDSON CITY BANCORP INC           COMMON    443683107     320      23763   SH          DEFINED     20     23763       0        0
HUDSON CITY BANCORP INC           COMMON    443683107     10        736    SH          DEFINED     21      736        0        0
HUDSON CITY BANCORP INC           COMMON    443683107      9        659    SH          DEFINED      5       56        0       603
HUDSON CITY BANCORP INC           COMMON    443683107     199      14774   SH          DEFINED      7     14774       0        0
HUDSON HIGHLAND GROUP INC         COMMON    443792106     283      57922   SH          DEFINED     20     57922       0        0
HUDSON VALLEY HOLDING CORP        COMMON    444172100      3        125    SH          DEFINED     20      125        0        0
HUGHES COMMUNICATIONS INC         COMMON    444398101     63       2484    SH          DEFINED     20      2484       0        0
HUGOTON ROYALTY TRUST             COMMON    444717102    2069     122350   SH          DEFINED     19      1000       0     121350
HUGOTON ROYALTY TRUST             COMMON    444717102      1        45     SH          DEFINED      5       45        0        0
HUMAN GENOME SCIENCES INC         COMMON    444903108     519      16300   SH          DEFINED     14      3100       0      13200
HUMAN GENOME SCIENCES INC         COMMON    444903108      5        150    SH          DEFINED     19       0         0       150
HUMAN GENOME SCIENCES INC         COMMON    444903108     227      7147    SH          DEFINED     20      7147       0        0
HUMAN GENOME SCIENCES INC         COMMON    444903108     523      16419   SH          DEFINED      5      1700       0      14719
HUMAN GENOME SCIENCES INC         COMMON    444903108     64       2000    SH          DEFINED    5,14     2000       0        0
HUMANA INC                        COMMON    444859102    1274      27900   SH          DEFINED      1     27900       0        0
HUMANA INC                        COMMON    444859102     411      9000    SH          DEFINED    1,14     9000       0        0
HUMANA INC                        COMMON    444859102     251      5500    SH          DEFINED     14      4200       0        0
HUMANA INC                        COMMON    444859102     230      5034    SH          DEFINED     19      966        0      4068
HUMANA INC                        COMMON    444859102    3283      71899   SH          DEFINED     20     71899       0        0
HUMANA INC                        COMMON    444859102     47       1027    SH          DEFINED     21      1027       0        0
HUMANA INC                        COMMON    444859102    4297      94117   SH          DEFINED      5     43518       0      50599
HUMANA INC                        COMMON    444859102     110      2400    SH          DEFINED      7      2400       0        0
HUNT (JB) TRANSPRT SVCS INC       COMMON    445658107    25317    763711   SH          DEFINED      1     763711      0        0
HUNT (JB) TRANSPRT SVCS INC       COMMON    445658107    2007      60538   SH          DEFINED      2      6669       0      53869
HUNT (JB) TRANSPRT SVCS INC       COMMON    445658107    49301    1487205  SH          DEFINED     20    1487205      0        0
HUNT (JB) TRANSPRT SVCS INC       COMMON    445658107    1719      51842   SH          DEFINED     21     51842       0        0
HUNT (JB) TRANSPRT SVCS INC       COMMON    445658107     220      6650    SH          DEFINED      5       0         0      6650
HUNT (JB) TRANSPRT SVCS INC       COMMON    445658107     143      4300    SH          DEFINED      7      4300       0        0
HUNTINGTON BANCSHARES             COMMON    446150104      4       1100    SH          DEFINED     14      1100       0        0
HUNTINGTON BANCSHARES             COMMON    446150104      3        800    SH          DEFINED     19       0         0       800
HUNTINGTON BANCSHARES             COMMON    446150104     906     241073   SH          DEFINED     20     241073      0        0
HUNTINGTON BANCSHARES             COMMON    446150104     58       15366   SH          DEFINED     21     15366       0        0
HUNTINGTON BANCSHARES             COMMON    446150104     14       3725    SH          DEFINED      5      2519       0      1206
HUNTSMAN CORP                     COMMON    447011107     556      45232   SH          DEFINED     20     45232       0        0
HUNTSMAN CORP                     COMMON    447011107     36       2957    SH          DEFINED     21      2957       0        0
HURCO COMPANIES INC               COMMON    447324104     31       1907    SH          DEFINED     20      1907       0        0
HURON CONSULTING GROUP INC        COMMON    447462102     21        878    SH          DEFINED     20      878        0        0
HURRAY! HOLDING CO LTD-ADR        COMMON    447773102     356      87851   SH          DEFINED     20     87851       0        0
HUTCHINSON TECH                   COMMON    448407106     392      34400   SH          DEFINED     14     34400       0        0
HUTCHINSON TECH                   COMMON    448407106     582      51085   SH          DEFINED     20     51085       0        0
HUTCHINSON TECH                   COMMON    448407106     51       4500    SH          DEFINED    5,14     4500       0        0
HUTCHISON TELECOMMUNICAT-ADR      COMMON    44841T107      2        781    SH          DEFINED      5       0         0       781
HYATT HOTELS CORP                 COMMON    448579102    3444     114816   SH          DEFINED      1     114816      0        0
HYATT HOTELS CORP                 COMMON    448579102     317      10568   SH          DEFINED    13,2      0         0      10568
HYPERCOM CORP                     COMMON    44913M105     64       20285   SH          DEFINED     20     20285       0        0
I2 TECHNOLOGIES INC               COMMON    465754208     103      5390    SH          DEFINED     20      5390       0        0
IAC/INTERACTIVECORP               COMMON    44919P508     729      34800   SH          DEFINED     14       0         0        0
IAC/INTERACTIVECORP               COMMON    44919P508    2412     115082   SH          DEFINED     20     115082      0        0
IAC/INTERACTIVECORP               COMMON    44919P508     25       1169    SH          DEFINED     21      1169       0        0
IAC/INTERACTIVECORP               COMMON    44919P508      4        193    SH          DEFINED      5       0         0       193
IAMGOLD CORPORATION               COMMON    450913108    26389    1680000  SH          DEFINED      1    1680000      0        0
IAMGOLD CORPORATION               COMMON    450913108     61       3900    SH          DEFINED     11      3900       0        0
IAMGOLD CORPORATION               COMMON    450913108     496      31600   SH          DEFINED     13     31600       0        0
IAMGOLD CORPORATION               COMMON    450913108     199      12672   SH          DEFINED     16     12672       0        0
IAMGOLD CORPORATION               COMMON    450913108    1495      95200   SH          DEFINED     18     95200       0        0
IAMGOLD CORPORATION               COMMON    450913108    1041      66249   SH          DEFINED      2     66249       0        0
IAMGOLD CORPORATION               COMMON    450913108     878      55899   SH          DEFINED     20     55899       0        0
IAMGOLD CORPORATION               COMMON    450913108    11086    705780   SH          DEFINED      3     705780      0        0
IAMGOLD CORPORATION               COMMON    450913108    12811    815568   SH          DEFINED     3,1    815568      0        0
IAMGOLD CORPORATION               COMMON    450913108     666      42377   SH          DEFINED      7     42377       0        0
IAMGOLD CORPORATION               COMMON    450913108    21444    1365200  SH          DEFINED      8    1365200      0        0
IAMGOLD CORPORATION               COMMON    450913108     685      43600   SH          DEFINED      9     43600       0        0
IBERIABANK CORP                   COMMON    450828108     140      2663    SH          DEFINED     20      2663       0        0
IBERIABANK CORP                   COMMON    450828108     76       1445    SH          DEFINED      5       0         0      1445
ICF INTERNATIONAL INC             COMMON    44925C103     221      8132    SH          DEFINED     20      8132       0        0
ICICI BANK LTD ADR                COMMON    45104G104      1        25     SH          DEFINED     11       25        0        0
ICICI BANK LTD ADR                COMMON    45104G104    17206    437713   SH          DEFINED     20     437713      0        0
ICICI BANK LTD ADR                COMMON    45104G104    1435      36500   SH          DEFINED      8     36500       0        0
ICICI BANK LTD ADR                COMMON    45104G104     605      15400   SH          DEFINED    8,14    15400       0        0
ICICI BANK LTD ADR                COMMON    45104G104     886      22550   SH          DEFINED    8,16    22550       0        0
ICO GLOBAL COM HLDG LTD-NEW       COMMON    44930K108      1       1185    SH          DEFINED     20      1185       0        0
ICO INC                           COMMON    449293109     128      17218   SH          DEFINED     20     17218       0        0
ICON PLC ADR                      COMMON    45103T107      7        331    SH          DEFINED     20      331        0        0
ICONIX BRAND GROUP INC            COMMON    451055107     93       7282    SH          DEFINED     20      7282       0        0
ICOP DIGITAL INC                  COMMON    44930M203      3       7500    SH          DEFINED     19      7500       0        0
ICOP DIGITAL INC-CW10 WTS         COMMON    44930M112      0       16000   SH          DEFINED     19     16000       0        0
ICT GROUP INC                     COMMON    44929Y101     119      7298    SH          DEFINED     20      7298       0        0
ICU MEDICAL INC                   COMMON    44930G107     232      6373    SH          DEFINED     20      6373       0        0
ICU MEDICAL INC                   COMMON    44930G107     94       2575    SH          DEFINED      5       0         0      2575
ICX TECHNOLOGIES INC              COMMON    44934T105      1        105    SH          DEFINED     20      105        0        0
IDACORP INC                       COMMON    451107106     89       2800    SH          DEFINED     19       0         0      2800
IDACORP INC                       COMMON    451107106    15946    500982   SH          DEFINED     20     500982      0        0
IDACORP INC                       COMMON    451107106      4        120    SH          DEFINED     21      120        0        0
IDENIX PHARMACEUTICALS INC        COMMON    45166R204      0        205    SH          DEFINED     20      205        0        0
IDERA PHARMACEUTICALS INC         COMMON    45168K306     66       13300   SH          DEFINED     14      2300       0      11000
IDERA PHARMACEUTICALS INC         COMMON    45168K306      1        180    SH          DEFINED     20      180        0        0
IDERA PHARMACEUTICALS INC         COMMON    45168K306      8       1700    SH          DEFINED    5,14     1700       0        0
IDEX CORP                         COMMON    45167R104    42229    1343598  SH          DEFINED     20    1343598      0        0
IDEXX LABORATORIES INC            COMMON    45168D104    5598     103347   SH          DEFINED     20     103347      0        0
IDEXX LABORATORIES INC            COMMON    45168D104     71       1310    SH          DEFINED     21      1310       0        0
IDEXX LABORATORIES INC            COMMON    45168D104     98       1800    SH          DEFINED      5      750        0      1050
IDT CORP-CLASS B                  COMMON    448947507     609     132432   SH          DEFINED     14     77633       0      54799
IDT CORP-CLASS B                  COMMON    448947507     68       14800   SH          DEFINED    5,14    14800       0        0
IESI-BFI LTD                      COMMON    44951D108    20293    1258300  SH          DEFINED      3    1258300      0        0
IGATE CORP                        COMMON    45169U105    1081     107323   SH          DEFINED     20     107323      0        0
IHS INC - CLASS A                 COMMON    451734107    28767    523132   SH          DEFINED      1     523132      0        0
IHS INC - CLASS A                 COMMON    451734107    2716      49392   SH          DEFINED      2      5305       0      44087
IHS INC - CLASS A                 COMMON    451734107     105      1914    SH          DEFINED     20      1914       0        0
IHS INC - CLASS A                 COMMON    451734107      1        15     SH          DEFINED      5       15        0        0
IHS INC - CLASS A                 COMMON    451734107    16109    292949   SH          DEFINED      8     292949      0        0
II VI INC                         COMMON    902104108     263      8068    SH          DEFINED     20      8068       0        0
II VI INC                         COMMON    902104108      8        260    SH          DEFINED      5       0         0       260
ILLINOIS TOOL WORKS               COMMON    452308109   111626    2304408  SH          DEFINED      1    2304408      0        0
ILLINOIS TOOL WORKS               COMMON    452308109     392      8100    SH          DEFINED    1,14     8100       0        0
ILLINOIS TOOL WORKS               COMMON    452308109     426      8800    SH          DEFINED     10      8800       0        0
ILLINOIS TOOL WORKS               COMMON    452308109    1366      28200   SH          DEFINED    10,14   28200       0        0
ILLINOIS TOOL WORKS               COMMON    452308109     63       1300    SH          DEFINED     13      1300       0        0
ILLINOIS TOOL WORKS               COMMON    452308109    50656    1045750  SH          DEFINED     14     789750      0     225000
ILLINOIS TOOL WORKS               COMMON    452308109    1046      21600   SH          DEFINED    14,13     0         0      21600
ILLINOIS TOOL WORKS               COMMON    452308109    6878     142000   SH          DEFINED    14,7      0         0     142000
ILLINOIS TOOL WORKS               COMMON    452308109     208      4300    SH          DEFINED    17,14     0         0      1300
ILLINOIS TOOL WORKS               COMMON    452308109     286      5900    SH          DEFINED     18      5900       0        0
ILLINOIS TOOL WORKS               COMMON    452308109    16382    338190   SH          DEFINED     19     111044      0     227146
ILLINOIS TOOL WORKS               COMMON    452308109     777      16039   SH          DEFINED      2     16039       0        0
ILLINOIS TOOL WORKS               COMMON    452308109    6870     141831   SH          DEFINED     20     141831      0        0
ILLINOIS TOOL WORKS               COMMON    452308109     44        911    SH          DEFINED     21      911        0        0
ILLINOIS TOOL WORKS               COMMON    452308109    1816      37487   SH          DEFINED      4     37487       0        0
ILLINOIS TOOL WORKS               COMMON    452308109    1087      22444   SH          DEFINED      5     21675       0       769
ILLINOIS TOOL WORKS               COMMON    452308109    2349      48500   SH          DEFINED    5,14    48500       0        0
ILLINOIS TOOL WORKS               COMMON    452308109     194      4000    SH          DEFINED      6      4000       0        0
ILLINOIS TOOL WORKS               COMMON    452308109    1176      24286   SH          DEFINED      7     24286       0        0
ILLINOIS TOOL WORKS               COMMON    452308109    1824      37656   SH          DEFINED      8     37656       0        0
ILLINOIS TOOL WORKS               COMMON    452308109    4733      97700   SH          DEFINED    8,14    97700       0        0
ILLINOIS TOOL WORKS               COMMON    452308109     52       1067    SH          DEFINED     8,2     1067       0        0
ILLINOIS TOOL WORKS               COMMON    452308109     489      10100   SH          DEFINED    9,14      0         0      10100
ILLUMINA INC                      COMMON    452327109    40534    1335547  SH          DEFINED     20    1335547      0        0
ILLUMINA INC                      COMMON    452327109    1517      49982   SH          DEFINED     21     49982       0        0
ILLUMINA INC                      COMMON    452327109     158      5201    SH          DEFINED      5       0         0      5201
ILLUMINA INC                      COMMON    452327109     97       3200    SH          DEFINED      7      3200       0        0
IMATION CORP                      COMMON    45245A107     131      14800   SH          DEFINED     14     14800       0        0
IMATION CORP                      COMMON    45245A107      9       1046    SH          DEFINED     19       0         0      1046
IMATION CORP                      COMMON    45245A107     150      16952   SH          DEFINED     20     16952       0        0
IMATION CORP                      COMMON    45245A107      2        186    SH          DEFINED      5      186        0        0
IMATION CORP                      COMMON    45245A107     13       1500    SH          DEFINED    5,14     1500       0        0
IMAX CORP                         COMMON    45245E109      6        479    SH          DEFINED     20      479        0        0
IMMERSION CORPORATION             COMMON    452521107      4        828    SH          DEFINED     20      828        0        0
IMMUCOR INC                       COMMON    452526106    13746    676132   SH          DEFINED      1     676132      0        0
IMMUCOR INC                       COMMON    452526106    1627      80029   SH          DEFINED    17,1      0         0      80029
IMMUCOR INC                       COMMON    452526106     783      38527   SH          DEFINED     20     38527       0        0
IMMUCOR INC                       COMMON    452526106     30       1500    SH          DEFINED      5       0         0      1500
IMMUNOGEN INC                     COMMON    45253H101      3        439    SH          DEFINED     20      439        0        0
IMMUNOMEDICS INC                  COMMON    452907108      2        579    SH          DEFINED     20      579        0        0
IMPAX LABS                        COMMON    45256B101     193      13600   SH          DEFINED     14      2600       0      11000
IMPAX LABS                        COMMON    45256B101    2025     142494   SH          DEFINED     20     142494      0        0
IMPAX LABS                        COMMON    45256B101     23       1600    SH          DEFINED    5,14     1600       0        0
IMPERIAL OIL LTD                  COMMON    453038408    1338      34579   SH          DEFINED     20     34579       0        0
IMPERIAL OIL LTD                  COMMON    453038408      1        31     SH          DEFINED     21       31        0        0
IMPERIAL OIL LTD                  COMMON    453038408    12514    318600   SH          DEFINED      3     318600      0        0
IMPERIAL OIL LTD                  COMMON    453038408     12        313    SH          DEFINED     3,1     313        0        0
IMPERIAL OIL LTD                  COMMON    453038408     260      6630    SH          DEFINED      7      6630       0        0
IMPERIAL OIL LTD                  COMMON    453038408    1937      50100   SH          DEFINED    8,14    50100       0        0
IMPERIAL SUGAR CO-W/I             COMMON    453096208     327      18143   SH          DEFINED     20     18143       0        0
IMS HEALTH INC                    COMMON    449934108     162      7600    SH          DEFINED     19       0         0      7600
IMS HEALTH INC                    COMMON    449934108     222      10431   SH          DEFINED     20     10431       0        0
IMS HEALTH INC                    COMMON    449934108      4        199    SH          DEFINED     21      199        0        0
IMS HEALTH INC                    COMMON    449934108     96       4518    SH          DEFINED      5      4324       0       194
IMS HEALTH INC                    COMMON    449934108     110      5166    SH          DEFINED      7      5166       0        0
INCREDIMAIL LTD                   COMMON    M5364E104     139      13900   SH          DEFINED     20     13900       0        0
INCYTE CORP                       COMMON    45337C102    4736     461159   SH          DEFINED      1     461159      0        0
INCYTE CORP                       COMMON    45337C102     752      73238   SH          DEFINED    17,1      0         0      73238
INCYTE CORP                       COMMON    45337C102    5949     579289   SH          DEFINED     20     579289      0        0
INDEPENDENCE HOLDING CO           COMMON    453440307     24       3827    SH          DEFINED     20      3827       0        0
INDEPENDENT BANK CORP - MICH      COMMON    453838104     22       29287   SH          DEFINED     20     29287       0        0
INDEPENDENT BANK CORP MASS        COMMON    453836108     186      8860    SH          DEFINED     20      8860       0        0
INDEPENDENT BANK CORP MASS        COMMON    453836108     160      7620    SH          DEFINED      5       0         0      7620
INDIA FUND INC                    COMMON    454089103    1150      36404   SH          DEFINED      1     36404       0        0
INDIA FUND INC                    COMMON    454089103     44       1400    SH          DEFINED     19       0         0      1400
INDIA FUND INC                    COMMON    454089103    1572      49761   SH          DEFINED      2     49761       0        0
INDIA FUND INC                    COMMON    454089103     32       1000    SH          DEFINED      5      1000       0        0
INERGY HOLDINGS LP                COMMON    45661Q107     98       1676    SH          DEFINED     20      1676       0        0
INERGY LP                         COMMON    456615103     14        400    SH          DEFINED     19       0         0       400
INERGY LP                         COMMON    456615103    1650      46243   SH          DEFINED      5     46243       0        0
INFINERA CORP                     COMMON    45667G103     59       6354    SH          DEFINED     14       0         0      6354
INFINITY PROPERTY & CASUALTY      COMMON    45665Q103     293      7300    SH          DEFINED     14      6000       0      1300
INFINITY PROPERTY & CASUALTY      COMMON    45665Q103    2571      64079   SH          DEFINED     20     64079       0        0
INFINITY PROPERTY & CASUALTY      COMMON    45665Q103     82       2048    SH          DEFINED     21      2048       0        0
INFINITY PROPERTY & CASUALTY      COMMON    45665Q103     28        700    SH          DEFINED    5,14     700        0        0
INFINITY PROPERTY & CASUALTY      COMMON    45665Q103     52       1300    SH          DEFINED      8      1300       0        0
INFINITY PROPERTY & CASUALTY      COMMON    45665Q103     16        400    SH          DEFINED    8,17     400        0        0
INFOGROUP INC                     COMMON    45670G108     266      31557   SH          DEFINED     20     31557       0        0
INFORMATICA CORP                  COMMON    45666Q102    19516    733409   SH          DEFINED      1     733409      0        0
INFORMATICA CORP                  COMMON    45666Q102    17967    675191   SH          DEFINED      2     675191      0        0
INFORMATICA CORP                  COMMON    45666Q102    4305     161776   SH          DEFINED     20     161776      0        0
INFORMATION SERVICES GROUP        COMMON    45675Y104      1        240    SH          DEFINED     20      240        0        0
INFOSPACE INC                     COMMON    45678T300     224      24642   SH          DEFINED     20     24642       0        0
INFOSPACE INC                     COMMON    45678T300      5        604    SH          DEFINED     21      604        0        0
INFOSYS TECHNOLOGIES LTD ADR      COMMON    456788108    15594    273682   SH          DEFINED      1     273682      0        0
INFOSYS TECHNOLOGIES LTD ADR      COMMON    456788108     134      2345    SH          DEFINED     13      2345       0        0
INFOSYS TECHNOLOGIES LTD ADR      COMMON    456788108     134      2345    SH          DEFINED    13,2     2345       0        0
INFOSYS TECHNOLOGIES LTD ADR      COMMON    456788108     46        800    SH          DEFINED     19       0         0       800
INFOSYS TECHNOLOGIES LTD ADR      COMMON    456788108    15077    264603   SH          DEFINED      2     264603      0        0
INFOSYS TECHNOLOGIES LTD ADR      COMMON    456788108    97049    1703204  SH          DEFINED     20    1703204      0        0
INFOSYS TECHNOLOGIES LTD ADR      COMMON    456788108    2526      44326   SH          DEFINED     21     44326       0        0
INFOSYS TECHNOLOGIES LTD ADR      COMMON    456788108    10430    183054   SH          DEFINED     3,1    183054      0        0
INFOSYS TECHNOLOGIES LTD ADR      COMMON    456788108    31957    560846   SH          DEFINED      4     560846      0        0
INFOSYS TECHNOLOGIES LTD ADR      COMMON    456788108    6785     119075   SH          DEFINED      6     119075      0        0
INFOSYS TECHNOLOGIES LTD ADR      COMMON    456788108    58550    1027553  SH          DEFINED      8    1027553      0        0
INFOSYS TECHNOLOGIES LTD ADR      COMMON    456788108    1409      24724   SH          DEFINED    8,14    24724       0        0
INFOSYS TECHNOLOGIES LTD ADR      COMMON    456788108    1937      34000   SH          DEFINED    8,16    34000       0        0
ING GLOBAL EQUITY & PR OPPT CE    COMMON    45684E107     61       5000    SH          DEFINED      5      5000       0        0
ING GROEP NV ADR                  COMMON    456837103      2        143    SH          DEFINED     11      143        0        0
ING GROEP NV ADR                  COMMON    456837103    1091     101726   SH          DEFINED     20     101726      0        0
ING GROEP NV ADR                  COMMON    456837103      3        319    SH          DEFINED      5      110        0       209
ING PRIME RATE TRUST CF           COMMON    44977W106     78       15000   SH          DEFINED      5     15000       0        0
INGERSOLL-RAND PLC                COMMON    G47791101   105967    2952547  SH          DEFINED      1    2952547      0        0
INGERSOLL-RAND PLC                COMMON    G47791101     402      11200   SH          DEFINED    1,14    11200       0        0
INGERSOLL-RAND PLC                COMMON    G47791101     212      5900    SH          DEFINED     10      5900       0        0
INGERSOLL-RAND PLC                COMMON    G47791101     420      11700   SH          DEFINED    10,14   11700       0        0
INGERSOLL-RAND PLC                COMMON    G47791101     68       1904    SH          DEFINED     13      1904       0        0
INGERSOLL-RAND PLC                COMMON    G47791101     40       1104    SH          DEFINED    13,2     1104       0        0
INGERSOLL-RAND PLC                COMMON    G47791101    12395    345350   SH          DEFINED     14     211250      0     128300
INGERSOLL-RAND PLC                COMMON    G47791101     517      14400   SH          DEFINED    14,13     0         0      14400
INGERSOLL-RAND PLC                COMMON    G47791101     406      11300   SH          DEFINED    14,7      0         0      11300
INGERSOLL-RAND PLC                COMMON    G47791101     29        800    SH          DEFINED    17,14     0         0       800
INGERSOLL-RAND PLC                COMMON    G47791101      7        200    SH          DEFINED     19       95        0       105
INGERSOLL-RAND PLC                COMMON    G47791101    1888      52615   SH          DEFINED      2     52615       0        0
INGERSOLL-RAND PLC                COMMON    G47791101     649      18084   SH          DEFINED     20     18084       0        0
INGERSOLL-RAND PLC                COMMON    G47791101     44       1214    SH          DEFINED     21      1214       0        0
INGERSOLL-RAND PLC                COMMON    G47791101    1134      31589   SH          DEFINED     3,1    31589       0        0
INGERSOLL-RAND PLC                COMMON    G47791101    1837      51197   SH          DEFINED      4     51197       0        0
INGERSOLL-RAND PLC                COMMON    G47791101     361      10053   SH          DEFINED      5      7453       0      2600
INGERSOLL-RAND PLC                COMMON    G47791101    1166      32500   SH          DEFINED    5,14    32500       0        0
INGERSOLL-RAND PLC                COMMON    G47791101     470      13090   SH          DEFINED      7     13090       0        0
INGERSOLL-RAND PLC                COMMON    G47791101     528      14700   SH          DEFINED      8     14700       0        0
INGERSOLL-RAND PLC                COMMON    G47791101    1145      31900   SH          DEFINED    8,14    31900       0        0
INGERSOLL-RAND PLC                COMMON    G47791101     126      3502    SH          DEFINED     8,2     3502       0        0
INGERSOLL-RAND PLC                COMMON    G47791101     244      6800    SH          DEFINED    9,14      0         0      6800
INGLES MARKETS INC  -CL A         COMMON    457030104     81       5418    SH          DEFINED     20      5418       0        0
INGRAM MICRO INC CL A             COMMON    457153104    7089     398277   SH          DEFINED      1     398277      0        0
INGRAM MICRO INC CL A             COMMON    457153104      0        25     SH          DEFINED     11       25        0        0
INGRAM MICRO INC CL A             COMMON    457153104    4789     269070   SH          DEFINED     14     212870      0      37700
INGRAM MICRO INC CL A             COMMON    457153104     703      39500   SH          DEFINED    14,7      0         0      39500
INGRAM MICRO INC CL A             COMMON    457153104    3229     181383   SH          DEFINED      2     77166       0     104217
INGRAM MICRO INC CL A             COMMON    457153104     445      24982   SH          DEFINED     20     24982       0        0
INGRAM MICRO INC CL A             COMMON    457153104     29       1629    SH          DEFINED     21      1629       0        0
INLAND REAL ESTATE CORP           COMMON    457461200    1674     196450   SH          DEFINED    1,14    196450      0        0
INLAND REAL ESTATE CORP           COMMON    457461200    4136     485500   SH          DEFINED     14       0         0     485500
INLAND REAL ESTATE CORP           COMMON    457461200     132      15533   SH          DEFINED     20     15533       0        0
INNERWORKINGS INC                 COMMON    45773Y105      2        262    SH          DEFINED     20      262        0        0
INNODATA ISOGEN INC               COMMON    457642205     94       14774   SH          DEFINED     20     14774       0        0
INNOPHOS HOLDINGS INC             COMMON    45774N108     619      26400   SH          DEFINED     14     21100       0      5300
INNOPHOS HOLDINGS INC             COMMON    45774N108     710      30272   SH          DEFINED     20     30272       0        0
INNOPHOS HOLDINGS INC             COMMON    45774N108     75       3200    SH          DEFINED    5,14     3200       0        0
INNOSPEC INC                      COMMON    45768S105     257      24300   SH          DEFINED     14     18800       0      5500
INNOSPEC INC                      COMMON    45768S105     394      37300   SH          DEFINED     20     37300       0        0
INNOSPEC INC                      COMMON    45768S105     29       2745    SH          DEFINED      5       0         0      2745
INNOSPEC INC                      COMMON    45768S105     32       3000    SH          DEFINED    5,14     3000       0        0
INSIGHT ENTERPRISES INC           COMMON    45765U103     99       8400    SH          DEFINED     14      8400       0        0
INSIGHT ENTERPRISES INC           COMMON    45765U103     358      30453   SH          DEFINED     20     30453       0        0
INSIGHT ENTERPRISES INC           COMMON    45765U103     15       1284    SH          DEFINED     21      1284       0        0
INSIGHT ENTERPRISES INC           COMMON    45765U103     57       4880    SH          DEFINED      5       0         0      4880
INSIGHT ENTERPRISES INC           COMMON    45765U103     11        900    SH          DEFINED    5,14     900        0        0
INSITUFORM TECHNOLOGIES CL A      COMMON    457667103    44689    1955772  SH          DEFINED     20    1955772      0        0
INSPIRE PHARMACEUTICALS INC       COMMON    457733103    7126     1272483  SH          DEFINED     20    1272483      0        0
INSPIRE PHARMACEUTICALS INC       COMMON    457733103     38       6790    SH          DEFINED      5       0         0      6790
INSTEEL INDUSTRIES INC            COMMON    45774W108     159      12687   SH          DEFINED     20     12687       0        0
INSULET CORP                      COMMON    45784P101    7165     477672   SH          DEFINED      1     477672      0        0
INSULET CORP                      COMMON    45784P101    6868     457844   SH          DEFINED      2     457844      0        0
INSULET CORP                      COMMON    45784P101      4        284    SH          DEFINED     20      284        0        0
INTEGRA BANK CORPORATION          COMMON    45814P105     34       44132   SH          DEFINED     20     44132       0        0
INTEGRA LIFESCIENCES HOLDING      COMMON    457985208    1618      42105   SH          DEFINED     20     42105       0        0
INTEGRAL SYSTEMS INC/MD           COMMON    45810H107     109      12203   SH          DEFINED     20     12203       0        0
INTEGRATED DEVICE TECH INC        COMMON    458118106    7763     1174500  SH          DEFINED     14     846700      0     181400
INTEGRATED DEVICE TECH INC        COMMON    458118106    1303     197165   SH          DEFINED     20     197165      0        0
INTEGRATED ELECTRICAL SERVIC      COMMON    45811E301     44       7736    SH          DEFINED     20      7736       0        0
INTEGRATED SILICON SOLUTION       COMMON    45812P107     182      31295   SH          DEFINED     20     31295       0        0
INTEGRYS ENERGY GROUP INC         COMMON    45822P105      4        100    SH          DEFINED     14      100        0        0
INTEGRYS ENERGY GROUP INC         COMMON    45822P105     272      6537    SH          DEFINED     19       0         0      6537
INTEGRYS ENERGY GROUP INC         COMMON    45822P105    5366     129149   SH          DEFINED     20     129149      0        0
INTEGRYS ENERGY GROUP INC         COMMON    45822P105     13        321    SH          DEFINED     21      321        0        0
INTEGRYS ENERGY GROUP INC         COMMON    45822P105      2        48     SH          DEFINED      5       48        0        0
INTEL CORP                        COMMON    458140100   214049     1E+07   SH          DEFINED      1    10256277     0        0
INTEL CORP                        COMMON    458140100     328      15700   SH          DEFINED    10,14   15700       0        0
INTEL CORP                        COMMON    458140100      1        56     SH          DEFINED     11       56        0        0
INTEL CORP                        COMMON    458140100     113      5419    SH          DEFINED     13      5419       0        0
INTEL CORP                        COMMON    458140100     113      5419    SH          DEFINED    13,2     5419       0        0
INTEL CORP                        COMMON    458140100    16437    787610   SH          DEFINED     14     692810      0      51700
INTEL CORP                        COMMON    458140100    4337     207800   SH          DEFINED    14,7      0         0     207800
INTEL CORP                        COMMON    458140100    1296      62100   SH          DEFINED     15     62100       0        0
INTEL CORP                        COMMON    458140100     555      26586   SH          DEFINED     16     26586       0        0
INTEL CORP                        COMMON    458140100    2329     111589   SH          DEFINED    17,1    111589      0        0
INTEL CORP                        COMMON    458140100     436      20900   SH          DEFINED    17,14     0         0        0
INTEL CORP                        COMMON    458140100     914      43810   SH          DEFINED     18     43810       0        0
INTEL CORP                        COMMON    458140100    17143    821433   SH          DEFINED     19     100757      0     720676
INTEL CORP                        COMMON    458140100    3298     158035   SH          DEFINED      2     158035      0        0
INTEL CORP                        COMMON    458140100   458083    2.2E+07  SH          DEFINED     20    21949331     0        0
INTEL CORP                        COMMON    458140100     25       1205    SH          DEFINED    20,14    1205       0        0
INTEL CORP                        COMMON    458140100    16630    796823   SH          DEFINED     21     796823      0        0
INTEL CORP                        COMMON    458140100    3231     154831   SH          DEFINED     3,1    154831      0        0
INTEL CORP                        COMMON    458140100      6        280    SH          DEFINED      4      280        0        0
INTEL CORP                        COMMON    458140100    5474     262300   SH          DEFINED      5     182395      0      79905
INTEL CORP                        COMMON    458140100     706      33850   SH          DEFINED      6     33850       0        0
INTEL CORP                        COMMON    458140100    3455     165525   SH          DEFINED      7     165525      0        0
INTEL CORP                        COMMON    458140100    25606    1226905  SH          DEFINED      8    1226905      0        0
INTEL CORP                        COMMON    458140100    1814      86900   SH          DEFINED    8,14    86900       0        0
INTEL CORP                        COMMON    458140100     218      10438   SH          DEFINED     8,2    10438       0        0
INTEL CORP                        COMMON    458140100     399      19100   SH          DEFINED      9     19100       0        0
INTEL CORP 144A 3.25 08-01-39     CONVERT   458140AF7    29188    2.5E+07  SH          DEFINED     14       0         0     2.1E+07
INTEL CORP CVT(INTC) 2.95 12-1    CONVERT   458140AD2    9725      1E+07   SH          DEFINED     14       0         0     8475000
INTEL CORP CVT(INTC) 2.95 12-1    CONVERT   458140AD2      3       3000    SH          DEFINED      5      3000       0        0
INTER PARFUMS INC                 COMMON    458334109    2743     219453   SH          DEFINED     20     219453      0        0
INTER PARFUMS INC                 COMMON    458334109     132      10545   SH          DEFINED     21     10545       0        0
INTERACTIVE BROKERS GRO-CL A      COMMON    45841N107    2748     158400   SH          DEFINED     14     84300       0      74100
INTERACTIVE BROKERS GRO-CL A      COMMON    45841N107     349      20094   SH          DEFINED     20     20094       0        0
INTERACTIVE BROKERS GRO-CL A      COMMON    45841N107      6        340    SH          DEFINED     21      340        0        0
INTERACTIVE BROKERS GRO-CL A      COMMON    45841N107     260      15000   SH          DEFINED    5,14    15000       0        0
INTERACTIVE BROKERS GRO-CL A      COMMON    45841N107     462      26600   SH          DEFINED      8     26600       0        0
INTERACTIVE BROKERS GRO-CL A      COMMON    45841N107     132      7600    SH          DEFINED    8,17     7600       0        0
INTERACTIVE DATA CORP             COMMON    45840J107     930      36905   SH          DEFINED     20     36905       0        0
INTERACTIVE DATA CORP             COMMON    45840J107      1        43     SH          DEFINED     21       43        0        0
INTERACTIVE INTELLIGENCE INC      COMMON    45839M103     185      9647    SH          DEFINED     20      9647       0        0
INTERCONTINENTAL HOTELS-ADR       COMMON    45857P301    4834     336384   SH          DEFINED     20     336384      0        0
INTERCONTINENTALEXCHANGE INC      COMMON    45865V100    39764    366086   SH          DEFINED      1     366086      0        0
INTERCONTINENTALEXCHANGE INC      COMMON    45865V100     174      1600    SH          DEFINED     18      1600       0        0
INTERCONTINENTALEXCHANGE INC      COMMON    45865V100    5086      46821   SH          DEFINED     19      5746       0      41075
INTERCONTINENTALEXCHANGE INC      COMMON    45865V100    1501      13822   SH          DEFINED      2     13822       0        0
INTERCONTINENTALEXCHANGE INC      COMMON    45865V100     481      4428    SH          DEFINED     20      4428       0        0
INTERCONTINENTALEXCHANGE INC      COMMON    45865V100    4148      38187   SH          DEFINED      5     24525       0      13662
INTERCONTINENTALEXCHANGE INC      COMMON    45865V100     141      1300    SH          DEFINED      7      1300       0        0
INTERCONTINENTALEXCHANGE INC      COMMON    45865V100     100       918    SH          DEFINED     8,2     918        0        0
INTERDIGITAL INC                  COMMON    45867G101     934      34300   SH          DEFINED      1     34300       0        0
INTERDIGITAL INC                  COMMON    45867G101     294      10800   SH          DEFINED    1,14    10800       0        0
INTERDIGITAL INC                  COMMON    45867G101     35       1284    SH          DEFINED     11      1284       0        0
INTERDIGITAL INC                  COMMON    45867G101    17354    637562   SH          DEFINED     14     416862      0     175900
INTERDIGITAL INC                  COMMON    45867G101    1233      45300   SH          DEFINED    14,7      0         0      45300
INTERDIGITAL INC                  COMMON    45867G101     14        525    SH          DEFINED     19       0         0       525
INTERDIGITAL INC                  COMMON    45867G101     160      5874    SH          DEFINED     20      5874       0        0
INTERDIGITAL INC                  COMMON    45867G101     348      12800   SH          DEFINED    5,14    12800       0        0
INTERDIGITAL INC                  COMMON    45867G101     836      30700   SH          DEFINED      8     30700       0        0
INTERDIGITAL INC                  COMMON    45867G101     180      6600    SH          DEFINED    8,17     6600       0        0
INTERFACE INC                     COMMON    458665106    2601     303887   SH          DEFINED      1     303887      0        0
INTERFACE INC                     COMMON    458665106    1821     212779   SH          DEFINED     20     212779      0        0
INTERFACE INC                     COMMON    458665106     86       10000   SH          DEFINED      5     10000       0        0
INTERLINE BRANDS INC              COMMON    458743101    1073      59697   SH          DEFINED     20     59697       0        0
INTERLINE BRANDS INC              COMMON    458743101     130      7255    SH          DEFINED      5       0         0      7255
INTERMEC INC                      COMMON    458786100     82       6120    SH          DEFINED     20      6120       0        0
INTERMUNE PHARMACEUTICALS         COMMON    45884X103    2567     188629   SH          DEFINED      1     188629      0        0
INTERMUNE PHARMACEUTICALS         COMMON    45884X103    1165      85582   SH          DEFINED      2     36264       0      49318
INTERMUNE PHARMACEUTICALS         COMMON    45884X103    6249     459158   SH          DEFINED     20     459158      0        0
INTERNAP NETWORK SERVICES         COMMON    45885A300     261      54238   SH          DEFINED     20     54238       0        0
INTERNATIONAL BANCSHARES CORP     COMMON    459044103     851      44709   SH          DEFINED     20     44709       0        0
INTERNATIONAL COAL GROUP INC      COMMON    45928H106     203      49802   SH          DEFINED     20     49802       0        0
INTERNATIONAL PAPER CO            COMMON    460146103     920      32700   SH          DEFINED      1     32700       0        0
INTERNATIONAL PAPER CO            COMMON    460146103    3667     130300   SH          DEFINED    1,14    130300      0        0
INTERNATIONAL PAPER CO            COMMON    460146103     746      26500   SH          DEFINED     10     26500       0        0
INTERNATIONAL PAPER CO            COMMON    460146103     960      34100   SH          DEFINED    10,14   34100       0        0
INTERNATIONAL PAPER CO            COMMON    460146103     65       2300    SH          DEFINED     13      2300       0        0
INTERNATIONAL PAPER CO            COMMON    460146103    67883    2412326  SH          DEFINED     14    1654726      0     669400
INTERNATIONAL PAPER CO            COMMON    460146103    1838      65300   SH          DEFINED    14,13     0         0      65300
INTERNATIONAL PAPER CO            COMMON    460146103    3532     125500   SH          DEFINED    14,7      0         0     125500
INTERNATIONAL PAPER CO            COMMON    460146103     208      7400    SH          DEFINED    17,14     0         0      2300
INTERNATIONAL PAPER CO            COMMON    460146103     136      4823    SH          DEFINED     19       0         0      4823
INTERNATIONAL PAPER CO            COMMON    460146103    10902    387405   SH          DEFINED     20     387405      0        0
INTERNATIONAL PAPER CO            COMMON    460146103     162      5752    SH          DEFINED     21      5752       0        0
INTERNATIONAL PAPER CO            COMMON    460146103     508      18051   SH          DEFINED      5      4132       0      13919
INTERNATIONAL PAPER CO            COMMON    460146103    4117     146300   SH          DEFINED    5,14    146300      0        0
INTERNATIONAL PAPER CO            COMMON    460146103    1278      45401   SH          DEFINED      7     45401       0        0
INTERNATIONAL PAPER CO            COMMON    460146103    1337      47506   SH          DEFINED      8     47506       0        0
INTERNATIONAL PAPER CO            COMMON    460146103    3973     141200   SH          DEFINED    8,14    141200      0        0
INTERNATIONAL PAPER CO            COMMON    460146103     861      30600   SH          DEFINED    9,14      0         0      30600
INTERNET BRANDS INC-CL A          COMMON    460608102     162      19899   SH          DEFINED     20     19899       0        0
INTERNET CAPITAL GROUP INC        COMMON    46059C205     30       4462    SH          DEFINED     20      4462       0        0
INTERNET GOLD-GOLDEN LINES LTD    COMMON    M56595107      1        56     SH          DEFINED     20       56        0        0
INTERPUBLIC GROUP COS INC         COMMON    460690100    85481    1.1E+07  SH          DEFINED      1    11473997     0        0
INTERPUBLIC GROUP COS INC         COMMON    460690100      0        62     SH          DEFINED     11       62        0        0
INTERPUBLIC GROUP COS INC         COMMON    460690100     905     121490   SH          DEFINED    13,2      0         0     121490
INTERPUBLIC GROUP COS INC         COMMON    460690100     171      22900   SH          DEFINED     19       0         0      22900
INTERPUBLIC GROUP COS INC         COMMON    460690100    3439     461653   SH          DEFINED      2     198760      0     262893
INTERPUBLIC GROUP COS INC         COMMON    460690100    2191     294083   SH          DEFINED     20     294083      0        0
INTERPUBLIC GROUP COS INC         COMMON    460690100     15       1962    SH          DEFINED     21      1962       0        0
INTERPUBLIC GROUP COS INC         COMMON    460690100    1537     206316   SH          DEFINED      4     206316      0        0
INTERPUBLIC GROUP COS INC         COMMON    460690100     81       10846   SH          DEFINED      5       0         0      10846
INTERSECTIONS INC                 COMMON    460981301     11       2333    SH          DEFINED     20      2333       0        0
INTERSIL CORP                     COMMON    46069S109    12798    849259   SH          DEFINED      1     849259      0        0
INTERSIL CORP                     COMMON    46069S109    1316      87296   SH          DEFINED    17,1    87296       0        0
INTERSIL CORP                     COMMON    46069S109     221      14698   SH          DEFINED     20     14698       0        0
INTERSIL CORP                     COMMON    46069S109      3        210    SH          DEFINED      5       0         0       210
INTERVAL LEISURE GROUP            COMMON    46113M108    1381     108762   SH          DEFINED     20     108762      0        0
INTERVEST BANCSHARES CORP         COMMON    460927106     23       6902    SH          DEFINED     20      6902       0        0
INTEVAC INC                       COMMON    461148108     221      14653   SH          DEFINED     20     14653       0        0
INTL ASSETS HOLDING CORP          COMMON    459028106     192      13112   SH          DEFINED     20     13112       0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101   161208    1232006  SH          DEFINED      1    1232006      0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101    9055      69200   SH          DEFINED    1,14    69200       0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101    6626      50641   SH          DEFINED     1,8    50641       0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101    1989      15200   SH          DEFINED     10     15200       0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101    2892      22100   SH          DEFINED    10,14   22100       0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101    17574    134303   SH          DEFINED     11     36872       0      97431
INTL BUSINESS MACHINES CORP       COMMON    459200101   197241    1507382  SH          DEFINED     14    1052782      0     395400
INTL BUSINESS MACHINES CORP       COMMON    459200101    4881      37300   SH          DEFINED    14,13     0         0      37300
INTL BUSINESS MACHINES CORP       COMMON    459200101    17599    134500   SH          DEFINED    14,7      0         0     134500
INTL BUSINESS MACHINES CORP       COMMON    459200101    2423      18514   SH          DEFINED     16     18514       0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101     17        127    SH          DEFINED    16,11    127        0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101    2281      17434   SH          DEFINED    16,14   14485       0      2949
INTL BUSINESS MACHINES CORP       COMMON    459200101     902      6895    SH          DEFINED    17,1     6895       0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101    1557      11900   SH          DEFINED    17,14     0         0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101    3824      29228   SH          DEFINED     18     29228       0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101    42819    327238   SH          DEFINED     19     64895       0     262343
INTL BUSINESS MACHINES CORP       COMMON    459200101    24286    185604   SH          DEFINED      2     185604      0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101    21326    162978   SH          DEFINED     20     162978      0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101     236      1803    SH          DEFINED    20,14    1803       0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101     743      5677    SH          DEFINED     21      5677       0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101     103       787    SH          DEFINED      3      787        0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101     38        293    SH          DEFINED      4      293        0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101    24353    186110   SH          DEFINED      5     160349      0      25761
INTL BUSINESS MACHINES CORP       COMMON    459200101    10978     83900   SH          DEFINED    5,14    83900       0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101    1322      10100   SH          DEFINED      6     10100       0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101    10590     80933   SH          DEFINED      7     80933       0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101    74605    570159   SH          DEFINED      8     552549    17610      0
INTL BUSINESS MACHINES CORP       COMMON    459200101    12234     93500   SH          DEFINED    8,14    93500       0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101     240      1836    SH          DEFINED     8,2     1836       0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101    4979      38054   SH          DEFINED      9     38054       0        0
INTL BUSINESS MACHINES CORP       COMMON    459200101    2290      17500   SH          DEFINED    9,14      0         0      17500
INTL FLAVORS & FRAGRANCES         COMMON    459506101    39776    953872   SH          DEFINED      1     953872      0        0
INTL FLAVORS & FRAGRANCES         COMMON    459506101     46       1100    SH          DEFINED     19       0         0      1100
INTL FLAVORS & FRAGRANCES         COMMON    459506101     973      23322   SH          DEFINED     20     23322       0        0
INTL FLAVORS & FRAGRANCES         COMMON    459506101      5        129    SH          DEFINED     21      129        0        0
INTL FLAVORS & FRAGRANCES         COMMON    459506101    19129    458720   SH          DEFINED      4     458720      0        0
INTL GAME TECHNOLOGY              COMMON    459902102   121166    6314043  SH          DEFINED      1    6314043      0        0
INTL GAME TECHNOLOGY              COMMON    459902102    1026      53483   SH          DEFINED    13,2      0         0      53483
INTL GAME TECHNOLOGY              COMMON    459902102    1790      93254   SH          DEFINED      2     11526       0      81728
INTL GAME TECHNOLOGY              COMMON    459902102     452      23567   SH          DEFINED     20     23567       0        0
INTL GAME TECHNOLOGY              COMMON    459902102     14        747    SH          DEFINED     21      747        0        0
INTL GAME TECHNOLOGY              COMMON    459902102     697      36301   SH          DEFINED      4     36301       0        0
INTL GAME TECHNOLOGY              COMMON    459902102      2        83     SH          DEFINED      5       83        0        0
INTL GAME TECHNOLOGY              COMMON    459902102     150      7800    SH          DEFINED      7      7800       0        0
INTL RECTIFIER CORP               COMMON    460254105    45649    2067431  SH          DEFINED     1,3   2067431      0        0
INTL RECTIFIER CORP               COMMON    460254105    1358      61500   SH          DEFINED    16,3    61500       0        0
INTL RECTIFIER CORP               COMMON    460254105    21722    983798   SH          DEFINED     20     983798      0        0
INTL RECTIFIER CORP               COMMON    460254105     144      6509    SH          DEFINED     21      6509       0        0
INTL RECTIFIER CORP               COMMON    460254105   112633    5101149  SH          DEFINED      3    5101149      0        0
INTL RECTIFIER CORP               COMMON    460254105     90       4078    SH          DEFINED      5       78        0      4000
INTL SHIPHOLDING CORP             COMMON    460321201     122      3829    SH          DEFINED     20      3829       0        0
INTL SPEEDWAY CORP CL A           COMMON    460335201    2545      87687   SH          DEFINED     20     87687       0        0
INTL SPEEDWAY CORP CL A           COMMON    460335201      5        174    SH          DEFINED      5       0         0       174
INTREPID POTASH INC               COMMON    46121Y102    43501    1377933  SH          DEFINED      1    1377933      0        0
INTREPID POTASH INC               COMMON    46121Y102    13132    415954   SH          DEFINED      2     346158      0      69796
INTREPID POTASH INC               COMMON    46121Y102     490      15534   SH          DEFINED     20     15534       0        0
INTUIT INC                        COMMON    461202103     80       2603    SH          DEFINED     19      1228       0      1375
INTUIT INC                        COMMON    461202103   133759    4341428  SH          DEFINED     20    4341428      0        0
INTUIT INC                        COMMON    461202103    5008     162541   SH          DEFINED     21     162541      0        0
INTUIT INC                        COMMON    461202103    1088      35324   SH          DEFINED      5       74        0      35250
INTUIT INC                        COMMON    461202103     97       3152    SH          DEFINED      7      3152       0        0
INTUITIVE SURGICAL INC            COMMON    46120E602     92        300    SH          DEFINED     10      300        0        0
INTUITIVE SURGICAL INC            COMMON    46120E602     569      1850    SH          DEFINED    10,14    1850       0        0
INTUITIVE SURGICAL INC            COMMON    46120E602      6        20     SH          DEFINED     13       20        0        0
INTUITIVE SURGICAL INC            COMMON    46120E602    17819     57970   SH          DEFINED     14     38520       0      12300
INTUITIVE SURGICAL INC            COMMON    46120E602     231       750    SH          DEFINED    14,13     0         0       750
INTUITIVE SURGICAL INC            COMMON    46120E602    1260      4100    SH          DEFINED    14,7      0         0      4100
INTUITIVE SURGICAL INC            COMMON    46120E602      6        20     SH          DEFINED    17,14     0         0       20
INTUITIVE SURGICAL INC            COMMON    46120E602     535      1741    SH          DEFINED     19      313        0      1428
INTUITIVE SURGICAL INC            COMMON    46120E602   129887    422562   SH          DEFINED     20     422562      0        0
INTUITIVE SURGICAL INC            COMMON    46120E602    4774      15531   SH          DEFINED     21     15531       0        0
INTUITIVE SURGICAL INC            COMMON    46120E602    5760      18739   SH          DEFINED      5     15714       0      3025
INTUITIVE SURGICAL INC            COMMON    46120E602     538      1750    SH          DEFINED    5,14     1750       0        0
INTUITIVE SURGICAL INC            COMMON    46120E602     283       922    SH          DEFINED      7      922        0        0
INTUITIVE SURGICAL INC            COMMON    46120E602     430      1400    SH          DEFINED      8      1400       0        0
INTUITIVE SURGICAL INC            COMMON    46120E602    1491      4850    SH          DEFINED    8,14     4850       0        0
INTUITIVE SURGICAL INC            COMMON    46120E602     108       350    SH          DEFINED    9,14      0         0       350
INVACARE CORP                     COMMON    461203101    7191     280775   SH          DEFINED      1     280775      0        0
INVACARE CORP                     COMMON    461203101    8633     337100   SH          DEFINED     14     184600      0     152500
INVACARE CORP                     COMMON    461203101    3283     128201   SH          DEFINED      2     54823       0      73378
INVACARE CORP                     COMMON    461203101    2610     101916   SH          DEFINED     20     101916      0        0
INVACARE CORP                     COMMON    461203101     70       2722    SH          DEFINED     21      2722       0        0
INVACARE CORP                     COMMON    461203101     689      26900   SH          DEFINED    5,14    26900       0        0
INVACARE CORP                     COMMON    461203101    1421      55500   SH          DEFINED      8     55500       0        0
INVACARE CORP                     COMMON    461203101     405      15800   SH          DEFINED    8,17    15800       0        0
INVENTIV HEALTH INC               COMMON    46122E105    9318     563041   SH          DEFINED      1     563041      0        0
INVENTIV HEALTH INC               COMMON    46122E105    8874     536223   SH          DEFINED      2     536223      0        0
INVENTIV HEALTH INC               COMMON    46122E105     124      7485    SH          DEFINED     20      7485       0        0
INVERNESS MEDICAL INNOVATION      COMMON    46126P106     174      4039    SH          DEFINED     20      4039       0        0
INVERNESS MEDICAL INNOVATION      COMMON    46126P106      6        143    SH          DEFINED     21      143        0        0
INVERNESS MEDICAL INNOVATION      COMMON    46126P106     724      16800   SH          DEFINED      5     16800       0        0
INVESCO MORTGAGE CAPITAL INC      COMMON    46131B100    1170      51400   SH          DEFINED     19       0         0      51400
INVESTMENT TECHNOLOGY GROUP       COMMON    46145F105     368      18010   SH          DEFINED     14     16210       0       300
INVESTMENT TECHNOLOGY GROUP       COMMON    46145F105     121      5900    SH          DEFINED     20      5900       0        0
INVESTMENT TECHNOLOGY GROUP       COMMON    46145F105     151      7400    SH          DEFINED      5       0         0      7400
INVESTORS BANCORP INC             COMMON    46146P102     25       2200    SH          DEFINED     19      2200       0        0
INVESTORS BANCORP INC             COMMON    46146P102    1364     122224   SH          DEFINED     20     122224      0        0
INVESTORS REAL ESTATE TRUST       COMMON    461730103    1051     121600   SH          DEFINED     14     66000       0      55600
INVESTORS REAL ESTATE TRUST       COMMON    461730103     83       9612    SH          DEFINED     20      9612       0        0
INVESTORS REAL ESTATE TRUST       COMMON    461730103     92       10600   SH          DEFINED    5,14    10600       0        0
INVESTORS REAL ESTATE TRUST       COMMON    461730103     230      26600   SH          DEFINED      8     26600       0        0
INVESTORS REAL ESTATE TRUST       COMMON    461730103     66       7600    SH          DEFINED    8,17     7600       0        0
ION GEOPHYSICAL CORP              COMMON    462044108     458      68090   SH          DEFINED     20     68090       0        0
IOWA TELECOMMUNICATIONS SERV      COMMON    462594201     87       5165    SH          DEFINED     20      5165       0        0
IPAS INC                          COMMON    46261V108     29       27090   SH          DEFINED     20     27090       0        0
IPATH DJ-UBS COPPER SUBINDX ET    COMMON    06739F101     276      5880    SH          DEFINED    13,14     0         0        0
IPATH DJ-UBS COPPER SUBINDX ET    COMMON    06739F101    10330    220013   SH          DEFINED      8     220013      0        0
IPATH DOW JONES-UBS COMMDTY ET    COMMON    06738C778     151      3570    SH          DEFINED     19       0         0      3570
IPATH GOLDMAN SACHS CRUDE ETF     COMMON    06738C786     62       2400    SH          DEFINED     19       0         0      2400
IPC THE HOSPITALIST CO            COMMON    44984A105      4        124    SH          DEFINED     20      124        0        0
IPG PHOTONICS CORP                COMMON    44980X109     17        987    SH          DEFINED     20      987        0        0
IRIDIUM COMMUNICATIONS INC        COMMON    46269C102      3        406    SH          DEFINED     20      406        0        0
IRIS INTERNATIONAL INC            COMMON    46270W105      2        138    SH          DEFINED     20      138        0        0
IROBOT CORP                       COMMON    462726100     113      6218    SH          DEFINED     20      6218       0        0
IRON MOUNTAIN INC                 COMMON    462846106     14        600    SH          DEFINED     19      600        0        0
IRON MOUNTAIN INC                 COMMON    462846106     172      7477    SH          DEFINED     20      7477       0        0
IRON MOUNTAIN INC                 COMMON    462846106      6        277    SH          DEFINED     21      277        0        0
IRON MOUNTAIN INC                 COMMON    462846106      5        207    SH          DEFINED      5       0         0       207
IRON MOUNTAIN INC                 COMMON    462846106     90       3900    SH          DEFINED      7      3900       0        0
ISHARE S&P 600 GRO ETF            COMMON    464287887     267      4680    SH          DEFINED     19       0         0      4680
ISHARES BARCLAYS 1-3 YEAR CR E    COMMON    464288646    15307    147235   SH          DEFINED     19      1335       0     145900
ISHARES BARCLAYS 1-3 YEAR CR E    COMMON    464288646     505      4860    SH          DEFINED      5      960        0      3900
ISHARES BARCLAYS 3-7 YEAR TREA    COMMON    464288661     975      8855    SH          DEFINED     19       0         0      8855
ISHARES BARCLAYS AGGREGATE ETF    COMMON    464287226    8630      83155   SH          DEFINED     19      7125       0      76030
ISHARES BARCLAYS AGGREGATE ETF    COMMON    464287226    3273      31534   SH          DEFINED      5     31069       0       465
ISHARES BARCLAYS CREDIT BOND F    COMMON    464288620     499      4922    SH          DEFINED     20      4922       0        0
ISHARES BARCLAYS INTERMEDIATE     COMMON    464288612    2642      25103   SH          DEFINED     19      2000       0      23103
ISHARES BARCLAYS INTERMEDIATE     COMMON    464288612    7945      75480   SH          DEFINED      5     70097       0      5383
ISHARES BARCLAYS INTERMEDIATE     COMMON    464288638     352      3425    SH          DEFINED     19      1000       0      2425
ISHARES BARCLAYS MBS FIXED-RAT    COMMON    464288588     991      9348    SH          DEFINED     20      9348       0        0
ISHARES BARCLAYS SHORT TREASUR    COMMON    464288679    5251      47650   SH          DEFINED     19      325        0      47325
ISHARES COHEN & STEERS RLTY ET    COMMON    464287564     928      17670   SH          DEFINED     19       0         0      17670
ISHARES COHEN & STEERS RLTY ET    COMMON    464287564     32        600    SH          DEFINED      5      600        0        0
ISHARES COMEX GOLD TRUST ETF      COMMON    464285105    6915      63000   SH          DEFINED      1     63000       0        0
ISHARES COMEX GOLD TRUST ETF      COMMON    464285105    1022      9310    SH          DEFINED     19       0         0      9310
ISHARES COMEX GOLD TRUST ETF      COMMON    464285105     170      1550    SH          DEFINED      5      1550       0        0
ISHARES DJ SELECT DIVIDEND ETF    COMMON    464287168    3168      71539   SH          DEFINED     19      400        0      71139
ISHARES DJ SELECT DIVIDEND ETF    COMMON    464287168     141      3190    SH          DEFINED      5      3190       0        0
ISHARES DJ US BASIC MATERIAL E    COMMON    464287838     34        560    SH          DEFINED      5      560        0        0
ISHARES DJ US CNSMER SERVICE E    COMMON    464287580     17        300    SH          DEFINED     19       0         0       300
ISHARES DJ US CONSMR GOODS ETF    COMMON    464287812      7        135    SH          DEFINED     19       0         0       135
ISHARES DJ US ENERGY SECTOR ET    COMMON    464287796     80       2400    SH          DEFINED     19       0         0      2400
ISHARES DJ US ENERGY SECTOR ET    COMMON    464287796     55       1650    SH          DEFINED      5      1650       0        0
ISHARES DJ US FINANCIAL SECT E    COMMON    464287788     163      3140    SH          DEFINED     19       0         0      3140
ISHARES DJ US FINANCIAL SVCS E    COMMON    464287770     64       1200    SH          DEFINED     19       0         0      1200
ISHARES DJ US HEALTHCARE SEC E    COMMON    464287762     41        635    SH          DEFINED     19       0         0       635
ISHARES DJ US INDEX FUND          COMMON    464287846     166      3000    SH          DEFINED     19       0         0      3000
ISHARES DJ US OIL EQUIP & SV E    COMMON    464288844     77       1800    SH          DEFINED     19       0         0      1800
ISHARES DJ US TECHNOLOGY SEC E    COMMON    464287721    4459      77496   SH          DEFINED     19      500        0      76996
ISHARES DJ US UTILITIES SECT E    COMMON    464287697     274      3660    SH          DEFINED     19      450        0      3210
ISHARES DOW JONES US REAL EST     COMMON    464287739     403      8775    SH          DEFINED     14      8775       0        0
ISHARES DOW JONES US REAL EST     COMMON    464287739     518      11287   SH          DEFINED     19     11152       0       135
ISHARES FTSE-XINHUA CHINA 25 E    COMMON    464287184    1067      25256   SH          DEFINED     19      400        0      24856
ISHARES FTSE-XINHUA CHINA 25 E    COMMON    464287184     36        862    SH          DEFINED      5      862        0        0
ISHARES GOLDMAN SACHS NETWOR E    COMMON    464287531      9        350    SH          DEFINED     19       0         0       350
ISHARES GOLDMAN SACHS SEMI ETF    COMMON    464287523     83       1694    SH          DEFINED     19       0         0      1694
ISHARES GS$INVESTOP CORP BD E     COMMON    464287242    5763      54786   SH          DEFINED     19      1175       0      53611
ISHARES GS$INVESTOP CORP BD E     COMMON    464287242    1216      11562   SH          DEFINED     20     11562       0        0
ISHARES GS$INVESTOP CORP BD E     COMMON    464287242     95        900    SH          DEFINED      5      900        0        0
ISHARES IBOXX H/Y CORP BOND ET    COMMON    464288513    1774      20200   PRN         DEFINED     19       0         0      20200
ISHARES IBOXX H/Y CORP BOND ET    COMMON    464288513     536      6100    PRN         DEFINED      5      6100       0        0
ISHARES JP MORGAN EM BOND FD E    COMMON    464288281     835      8200    SH          DEFINED     19      200        0      8000
ISHARES LEHMAN 1-3YR TRS BD ET    COMMON    464287457    7464      89745   SH          DEFINED     19      4450       0      85295
ISHARES LEHMAN 1-3YR TRS BD ET    COMMON    464287457     461      5538    SH          DEFINED     20      5538       0        0
ISHARES LEHMAN 1-3YR TRS BD ET    COMMON    464287457     417      5011    SH          DEFINED      5      5011       0        0
ISHARES LEHMAN 20+YR TREAS ETF    COMMON    464287432     142      1585    SH          DEFINED     20      1585       0        0
ISHARES LEHMAN 7-10YR TREAS ET    COMMON    464287440     792      8940    SH          DEFINED     19      300        0      8640
ISHARES LEHMAN 7-10YR TREAS ET    COMMON    464287440     797      9000    SH          DEFINED     20      9000       0        0
ISHARES LEHMAN TRES INF PR S E    COMMON    464287176    1266      12110   SH          DEFINED     19      250        0      11860
ISHARES LEHMAN TRES INF PR S E    COMMON    464287176     514      4917    SH          DEFINED     20      4917       0        0
ISHARES LEHMAN TRES INF PR S E    COMMON    464287176     31        300    SH          DEFINED      5       0         0       300
ISHARES MORNINGSTAR MID CO I E    COMMON    464288208     211      3100    SH          DEFINED     19       0         0      3100
ISHARES MORNINGSTAR SM CO ID M    COMMON    464288505     388      5500    SH          DEFINED     19       0         0      5500
ISHARES MSCI ACWI EX US INDX E    COMMON    464288240     84       2050    SH          DEFINED     19       0         0      2050
ISHARES MSCI ACWI INDEX ETF       COMMON    464288257     910      21525   SH          DEFINED      5     18008       0      3517
ISHARES MSCI ASIA EX-JAPAN ETF    COMMON    464288182    5850     105000   SH          DEFINED     19     102200      0      2800
ISHARES MSCI ASIA EX-JAPAN ETF    COMMON    464288182     975      17500   SH          DEFINED      5     17500       0        0
ISHARES MSCI BRAZIL INDEX ETF     COMMON    464286400     42        549    SH          DEFINED     19       0         0       549
ISHARES MSCI BRAZIL INDEX ETF     COMMON    464286400     69        894    SH          DEFINED      5      869        0       25
ISHARES MSCI CANADA ETF           COMMON    464286509    1248      46100   SH          DEFINED     14     46100       0        0
ISHARES MSCI EAFE GROWTH INX      COMMON    464288885     44        800    SH          DEFINED     19       0         0       800
ISHARES MSCI EAFE GROWTH INX      COMMON    464288885     273      4952    SH          DEFINED      5      2442       0      2510
ISHARES MSCI EAFE INDEX ETF       COMMON    464287465    12306    216725   SH          DEFINED     11     216725      0        0
ISHARES MSCI EAFE INDEX ETF       COMMON    464287465    49517    872091   SH          DEFINED     19     84587       0     787504
ISHARES MSCI EAFE INDEX ETF       COMMON    464287465     728      12813   SH          DEFINED     20     12813       0        0
ISHARES MSCI EAFE INDEX ETF       COMMON    464287465    2263      39847   SH          DEFINED      4     39847       0        0
ISHARES MSCI EAFE INDEX ETF       COMMON    464287465    11628    204799   SH          DEFINED      5     194634      0      10165
ISHARES MSCI EAFE VALUE INX       COMMON    464288877     186      3700    SH          DEFINED     19       0         0      3700
ISHARES MSCI EAFE VALUE INX       COMMON    464288877     207      4110    SH          DEFINED      5      4110       0        0
ISHARES MSCI EMERGING MKT INC     COMMON    464287234    1153      26800   SH          DEFINED     14       0         0        0
ISHARES MSCI EMERGING MKT INC     COMMON    464287234    48265    1121909  SH          DEFINED     19     65844       0     1056065
ISHARES MSCI EMERGING MKT INC     COMMON    464287234     758      17621   SH          DEFINED     20     17621       0        0
ISHARES MSCI EMERGING MKT INC     COMMON    464287234    5564     129339   SH          DEFINED      5     114555      0      14784
ISHARES MSCI HONG KONG INDEX E    COMMON    464286871     965      61650   SH          DEFINED     19       0         0      61650
ISHARES MSCI JAPAN INDEX ETF      COMMON    464286848    3808     378900   SH          DEFINED    1,11    378900      0        0
ISHARES MSCI JAPAN INDEX ETF      COMMON    464286848      3        333    SH          DEFINED     19      333        0        0
ISHARES MSCI JAPAN INDEX ETF      COMMON    464286848    1205     119895   SH          DEFINED     20     119895      0        0
ISHARES MSCI JAPAN INDEX ETF      COMMON    464286848     316      31480   SH          DEFINED      5     31480       0        0
ISHARES MSCI JAPAN INDEX ETF      COMMON    464286848    14053    1398320  SH          DEFINED      6    1398320      0        0
ISHARES MSCI PACIFIC EX JPN ET    COMMON    464286665    5970     144312   SH          DEFINED     19      849        0     143463
ISHARES MSCI PACIFIC EX JPN ET    COMMON    464286665    1426      34466   SH          DEFINED      5     18166       0      16300
ISHARES MSCI SOUH KOREA ETF       COMMON    464286772     32        650    SH          DEFINED     19       50        0       600
ISHARES MSCI TAIWAN INDEX FD E    COMMON    464286731     197      14800   SH          DEFINED     19      7800       0      7000
ISHARES MSCI TAIWAN INDEX FD E    COMMON    464286731     11        815    SH          DEFINED      5      815        0        0
ISHARES MSCI TAIWAN INDEX FD E    COMMON    464286731    20129    1514600  SH          DEFINED      8    1514600      0        0
ISHARES NASDAQ BIOTECH INDEX E    COMMON    464287556     75        905    SH          DEFINED     19       0         0       905
ISHARES NASDAQ BIOTECH INDEX E    COMMON    464287556     52        635    SH          DEFINED      5      635        0        0
ISHARES RUSSELL 1000 GROWTH ET    COMMON    464287614     175      3517    SH          DEFINED     14      3517       0        0
ISHARES RUSSELL 1000 GROWTH ET    COMMON    464287614    5401     108337   SH          DEFINED     19     22340       0      85997
ISHARES RUSSELL 1000 GROWTH ET    COMMON    464287614    16858    338168   SH          DEFINED      5     335494      0      2674
ISHARES RUSSELL 1000 INDEX ETF    COMMON    464287622    1682      26898   SH          DEFINED     19      6700       0      20198
ISHARES RUSSELL 1000 INDEX ETF    COMMON    464287622    8700     139154   SH          DEFINED      5      6445       0     132709
ISHARES RUSSELL 1000 VALUE ETF    COMMON    464287598     869      15145   SH          DEFINED     19      2815       0      12330
ISHARES RUSSELL 1000 VALUE ETF    COMMON    464287598      7        124    SH          DEFINED      4      124        0        0
ISHARES RUSSELL 1000 VALUE ETF    COMMON    464287598    3524      61390   SH          DEFINED      5     47490       0      13900
ISHARES RUSSELL 2000 I SHARE E    COMMON    464287648    1507      21640   SH          DEFINED     19      700        0      20940
ISHARES RUSSELL 2000 I SHARE E    COMMON    464287648     890      12785   SH          DEFINED      5     11285       0      1500
ISHARES RUSSELL 3000 INDEX ETF    COMMON    464287689     757      11379   SH          DEFINED     19       0         0      11379
ISHARES RUSSELL 3000 INDEX ETF    COMMON    464287689     18        275    SH          DEFINED      5      275        0        0
ISHARES RUSSELL MICROCAP INX E    COMMON    464288869     70       1800    SH          DEFINED     19       0         0      1800
ISHARES RUSSELL MIDCAP GRWTH E    COMMON    464287481    12569    277220   SH          DEFINED     19     60280       0     216940
ISHARES RUSSELL MIDCAP GRWTH E    COMMON    464287481    11468    252928   SH          DEFINED      5     228697      0      24231
ISHARES RUSSELL MIDCAP INDEX E    COMMON    464287499    8691     105337   SH          DEFINED     19      5437       0      99900
ISHARES RUSSELL MIDCAP INDEX E    COMMON    464287499    1950      23628   SH          DEFINED      4     23628       0        0
ISHARES RUSSELL MIDCAP INDEX E    COMMON    464287499    4866      58980   SH          DEFINED      5      9180       0      49800
ISHARES RUSSELL MIDCAP VALUE E    COMMON    464287473    1114      30152   SH          DEFINED     19       0         0      30152
ISHARES RUSSELL MIDCAP VALUE E    COMMON    464287473    2697      72988   SH          DEFINED      5     69346       0      3642
ISHARES S&P 100 INDEX FUND ETF    COMMON    464287101    2137      40700   SH          DEFINED    17,14     0         0        0
ISHARES S&P 100 INDEX FUND ETF    COMMON    464287101     489      9310    SH          DEFINED     19      100        0      9210
ISHARES S&P 500 GROWTH INDEX E    COMMON    464287309     284      4900    SH          DEFINED     19       0         0      4900
ISHARES S&P 500 GROWTH INDEX E    COMMON    464287309     224      3855    SH          DEFINED      5      3855       0        0
ISHARES S&P 500 INDEX ETF         COMMON    464287200     849      7450    SH          DEFINED     11      7450       0        0
ISHARES S&P 500 INDEX ETF         COMMON    464287200    21258    186508   SH          DEFINED     19      7947       0     178561
ISHARES S&P 500 INDEX ETF         COMMON    464287200     417      3656    SH          DEFINED      5      3656       0        0
ISHARES S&P 500 VALUE INDEX FU    COMMON    464287408     95       1800    SH          DEFINED     19       0         0      1800
ISHARES S&P 500 VALUE INDEX FU    COMMON    464287408     32        600    SH          DEFINED      5      600        0        0
ISHARES S&P EU 350 ETF            COMMON    464287861      6        166    SH          DEFINED     19      166        0        0
ISHARES S&P EU 350 ETF            COMMON    464287861    1230      31575   SH          DEFINED     20     31575       0        0
ISHARES S&P GLBL ENERGY SECT E    COMMON    464287341      8        210    SH          DEFINED     19       0         0       210
ISHARES S&P GLBL TELECOMM SE E    COMMON    464287275      5        100    SH          DEFINED     19       0         0       100
ISHARES S&P GLOBAL 100 ETF        COMMON    464287572     360      5981    SH          DEFINED     11      5981       0        0
ISHARES S&P GLOBAL 100 ETF        COMMON    464287572     40        668    SH          DEFINED      4      668        0        0
ISHARES S&P GSCI COMMODITY I E    COMMON    46428R107     11        350    SH          DEFINED      5       0         0       350
ISHARES S&P GSSI NATURAL RES      COMMON    464287374     207      6030    SH          DEFINED     19       0         0      6030
ISHARES S&P GSSI NATURAL RES      COMMON    464287374     16        456    SH          DEFINED      5      456        0        0
ISHARES S&P LATIN AMERICA 40 E    COMMON    464287390     275      5750    SH          DEFINED     19       0         0      5750
ISHARES S&P MID CAP 400 GROWTH    COMMON    464287606     153      1970    SH          DEFINED     19       0         0      1970
ISHARES S&P MIDCAP 400 ETF        COMMON    464287507    9106     125751   SH          DEFINED     19     49300       0      76451
ISHARES S&P MIDCAP 400 ETF        COMMON    464287507     65        900    SH          DEFINED      5      900        0        0
ISHARES S&P MIDCAP 400-VALUE E    COMMON    464287705     232      3520    SH          DEFINED     19       0         0      3520
ISHARES S&P NAT AMT FREE MUNI     COMMON    464288414    4711      45850   SH          DEFINED     19       0         0      45850
ISHARES S&P NAT AMT FREE MUNI     COMMON    464288414    1169      11380   SH          DEFINED      5      9520       0      1860
ISHARES S&P PREF STK INDX FN E    COMMON    464288687     783      21333   SH          DEFINED     19       0         0      21333
ISHARES S&P SMALLCAP 600 ETF      COMMON    464287804    12431    227167   SH          DEFINED     19     26361       0     200806
ISHARES S&P SMALLCAP 600 ETF      COMMON    464287804     268      4895    SH          DEFINED      5      3195       0      1700
ISHARES S&P SMALLCAP 600 VALUE    COMMON    464287879     263      4500    SH          DEFINED     19       0         0      4500
ISHARES S&P SMALLCAP 600 VALUE    COMMON    464287879     27        460    SH          DEFINED      5      460        0        0
ISHARES S&P ST NATL AMT -MF       COMMON    464288158     165      1570    SH          DEFINED     19       0         0      1570
ISHARES SILVER TRUST ETF          COMMON    46428Q109     17       1000    SH          DEFINED     19       0         0      1000
ISHARES SILVER TRUST ETF          COMMON    46428Q109      7        452    SH          DEFINED      5      452        0        0
ISILON SYSTEMS INC                COMMON    46432L104     222      30170   SH          DEFINED     20     30170       0        0
ISILON SYSTEMS INC                COMMON    46432L104    1974     268200   SH          DEFINED      3     268200      0        0
ISILON SYSTEMS INC                COMMON    46432L104      5        626    SH          DEFINED      5      626        0        0
ISIS PHARMACEUTICALS INC          COMMON    464330109    3594     311462   SH          DEFINED      1     311462      0        0
ISIS PHARMACEUTICALS INC          COMMON    464330109     462      40000   SH          DEFINED     14      7700       0      32300
ISIS PHARMACEUTICALS INC          COMMON    464330109     430      37240   SH          DEFINED     19       0         0      37240
ISIS PHARMACEUTICALS INC          COMMON    464330109    3554     307963   SH          DEFINED      2     307963      0        0
ISIS PHARMACEUTICALS INC          COMMON    464330109     35       3027    SH          DEFINED     20      3027       0        0
ISIS PHARMACEUTICALS INC          COMMON    464330109     55       4800    SH          DEFINED    5,14     4800       0        0
ISLE OF CAPRI CASINOS             COMMON    464592104     151      18600   SH          DEFINED     14      3500       0      15100
ISLE OF CAPRI CASINOS             COMMON    464592104     240      29633   SH          DEFINED     20     29633       0        0
ISLE OF CAPRI CASINOS             COMMON    464592104     18       2200    SH          DEFINED    5,14     2200       0        0
ISTAR FINANCIAL INC               COMMON    45031U101     305     104779   SH          DEFINED     20     104779      0        0
ISTAR FINANCIAL INC               COMMON    45031U101     12       4099    SH          DEFINED     21      4099       0        0
ITAU UNIBANCO BANCO MULT-ADR      COMMON    465562106    43157    1821719  SH          DEFINED     20    1821719      0        0
ITAU UNIBANCO BANCO MULT-ADR      COMMON    465562106    58070    2451253  SH          DEFINED      8    2451253      0        0
ITAU UNIBANCO BANCO MULT-ADR      COMMON    465562106    1526      64399   SH          DEFINED    8,14    64399       0        0
ITAU UNIBANCO BANCO MULT-ADR      COMMON    465562106    2310      97500   SH          DEFINED    8,17    97500       0        0
ITC HOLDINGS CORP                 COMMON    465685105    12458    243406   SH          DEFINED      1     243406      0        0
ITC HOLDINGS CORP                 COMMON    465685105    11552    225717   SH          DEFINED      2     225717      0        0
ITC HOLDINGS CORP                 COMMON    465685105     126      2462    SH          DEFINED     20      2462       0        0
ITRON INC                         COMMON    465741106    99803    1429224  SH          DEFINED     20    1429224      0        0
ITRON INC                         COMMON    465741106     429      6141    SH          DEFINED     21      6141       0        0
ITRON INC                         COMMON    465741106     194      2777    SH          DEFINED      5       27        0      2750
ITT CORP                          COMMON    450911102    20421    418045   SH          DEFINED      1     418045      0        0
ITT CORP                          COMMON    450911102     151      3100    SH          DEFINED     14      1800       0       500
ITT CORP                          COMMON    450911102     210      4300    SH          DEFINED    14,7      0         0      4300
ITT CORP                          COMMON    450911102     76       1550    SH          DEFINED     19      850        0       700
ITT CORP                          COMMON    450911102    57999    1187285  SH          DEFINED     20    1187285      0        0
ITT CORP                          COMMON    450911102     223      4574    SH          DEFINED     21      4574       0        0
ITT CORP                          COMMON    450911102    8959     183390   SH          DEFINED      4     183390      0        0
ITT CORP                          COMMON    450911102     87       1778    SH          DEFINED      5      1778       0        0
ITT CORP                          COMMON    450911102     157      3218    SH          DEFINED      7      3218       0        0
ITT CORP                          COMMON    450911102     159      3256    SH          DEFINED      8      3256       0        0
ITT CORP                          COMMON    450911102     425      8700    SH          DEFINED    8,14     8700       0        0
ITT EDUCATIONAL SERVICES INC      COMMON    45068B109    26276    279000   SH          DEFINED      1     279000      0        0
ITT EDUCATIONAL SERVICES INC      COMMON    45068B109      0         5     SH          DEFINED     11       5         0        0
ITT EDUCATIONAL SERVICES INC      COMMON    45068B109     160      1700    SH          DEFINED     13      1700       0        0
ITT EDUCATIONAL SERVICES INC      COMMON    45068B109     490      5200    SH          DEFINED     18      5200       0        0
ITT EDUCATIONAL SERVICES INC      COMMON    45068B109    2398      25457   SH          DEFINED      2      2016       0      23441
ITT EDUCATIONAL SERVICES INC      COMMON    45068B109     145      1536    SH          DEFINED     20      1536       0        0
ITT EDUCATIONAL SERVICES INC      COMMON    45068B109      7        74     SH          DEFINED      5       0         0       74
ITT EDUCATIONAL SERVICES INC      COMMON    45068B109     85        900    SH          DEFINED      7      900        0        0
ITT EDUCATIONAL SERVICES INC      COMMON    45068B109    7431      78900   SH          DEFINED      8     78900       0        0
ITURAN LOCATION AND CONTROL       COMMON    M6158M104      2        127    SH          DEFINED     20      127        0        0
IVANHOE ENERGY INC                COMMON    465790103      5       1614    SH          DEFINED     20      1614       0        0
IVANHOE MINES LTD                 COMMON    46579N103     558      35000   SH          DEFINED     20     35000       0        0
IXIA COMMUNICATIONS               COMMON    45071R109     126      16791   SH          DEFINED     20     16791       0        0
IXYS CORP                         COMMON    46600W106     21       2828    SH          DEFINED     20      2828       0        0
J & J SNACK FOODS CORP            COMMON    466032109    2183      56409   SH          DEFINED     20     56409       0        0
J CREW GROUP INC                  COMMON    46612H402    6876     152599   SH          DEFINED      1     152599      0        0
J CREW GROUP INC                  COMMON    46612H402     50       1100    SH          DEFINED    1,14     1100       0        0
J CREW GROUP INC                  COMMON    46612H402    1244      27600   SH          DEFINED     14     19100       0      4800
J CREW GROUP INC                  COMMON    46612H402    3184      70655   SH          DEFINED      2     30227       0      40428
J CREW GROUP INC                  COMMON    46612H402    2830      62797   SH          DEFINED     20     62797       0        0
J CREW GROUP INC                  COMMON    46612H402     14        300    SH          DEFINED      5      300        0        0
J. C. PENNEY CO                   COMMON    708160106    77998    2869678  SH          DEFINED      1    2869678      0        0
J. C. PENNEY CO                   COMMON    708160106     242      8900    SH          DEFINED    1,14     8900       0        0
J. C. PENNEY CO                   COMMON    708160106     280      10313   SH          DEFINED    13,2      0         0      10313
J. C. PENNEY CO                   COMMON    708160106     473      17410   SH          DEFINED     14     14210       0      1700
J. C. PENNEY CO                   COMMON    708160106     122      4500    SH          DEFINED    14,7      0         0      4500
J. C. PENNEY CO                   COMMON    708160106    2436      89618   SH          DEFINED     19     19021       0      70597
J. C. PENNEY CO                   COMMON    708160106    12576    462709   SH          DEFINED      2     462709      0        0
J. C. PENNEY CO                   COMMON    708160106     715      26318   SH          DEFINED     20     26318       0        0
J. C. PENNEY CO                   COMMON    708160106     51       1858    SH          DEFINED     21      1858       0        0
J. C. PENNEY CO                   COMMON    708160106     24        881    SH          DEFINED      4      881        0        0
J. C. PENNEY CO                   COMMON    708160106    2503      92088   SH          DEFINED      5     82336       0      9752
J. C. PENNEY CO                   COMMON    708160106     144      5306    SH          DEFINED      7      5306       0        0
J. C. PENNEY CO                   COMMON    708160106     159      5835    SH          DEFINED     8,2     5835       0        0
J2 GLOBAL COMMUNICATIONS INC      COMMON    46626E205     452      21900   SH          DEFINED     14      4400       0      17500
J2 GLOBAL COMMUNICATIONS INC      COMMON    46626E205    1026      49722   SH          DEFINED     20     49722       0        0
J2 GLOBAL COMMUNICATIONS INC      COMMON    46626E205     228      11040   SH          DEFINED      5       0         0      11040
J2 GLOBAL COMMUNICATIONS INC      COMMON    46626E205     35       1700    SH          DEFINED    5,14     1700       0        0
J2 GLOBAL COMMUNICATIONS INC      COMMON    46626E205     138      6700    SH          DEFINED      8      6700       0        0
J2 GLOBAL COMMUNICATIONS INC      COMMON    46626E205     39       1900    SH          DEFINED    8,17     1900       0        0
JA SOLAR HOLDINGS CO LTD-ADR      COMMON    466090107    21603    3789938  SH          DEFINED     20    3789938      0        0
JA SOLAR HOLDINGS CO LTD-ADR      COMMON    466090107     40       7008    SH          DEFINED     21      7008       0        0
JABIL CIRCUIT INC                 COMMON    466313103    1285      73600   SH          DEFINED      1     73600       0        0
JABIL CIRCUIT INC                 COMMON    466313103     913      52300   SH          DEFINED    1,14    52300       0        0
JABIL CIRCUIT INC                 COMMON    466313103     65       3700    SH          DEFINED     10      3700       0        0
JABIL CIRCUIT INC                 COMMON    466313103     218      12500   SH          DEFINED    10,14   12500       0        0
JABIL CIRCUIT INC                 COMMON    466313103     96       5524    SH          DEFINED     11      5524       0        0
JABIL CIRCUIT INC                 COMMON    466313103     45       2600    SH          DEFINED     13      2600       0        0
JABIL CIRCUIT INC                 COMMON    466313103    16059    919765   SH          DEFINED     14     725965      0     143700
JABIL CIRCUIT INC                 COMMON    466313103     161      9200    SH          DEFINED    14,13     0         0      9200
JABIL CIRCUIT INC                 COMMON    466313103     784      44900   SH          DEFINED    14,7      0         0      44900
JABIL CIRCUIT INC                 COMMON    466313103     115      6600    SH          DEFINED    17,14     0         0      2600
JABIL CIRCUIT INC                 COMMON    466313103    3474     198947   SH          DEFINED     20     198947      0        0
JABIL CIRCUIT INC                 COMMON    466313103     174      9966    SH          DEFINED     21      9966       0        0
JABIL CIRCUIT INC                 COMMON    466313103      6        334    SH          DEFINED      5       0         0       334
JABIL CIRCUIT INC                 COMMON    466313103     361      20700   SH          DEFINED    5,14    20700       0        0
JABIL CIRCUIT INC                 COMMON    466313103     49       2800    SH          DEFINED      7      2800       0        0
JABIL CIRCUIT INC                 COMMON    466313103     75       4300    SH          DEFINED    9,14      0         0      4300
JACK IN THE BOX INC               COMMON    466367109    15720    800409   SH          DEFINED      1     800409      0        0
JACK IN THE BOX INC               COMMON    466367109     472      24057   SH          DEFINED    13,2      0         0      24057
JACK IN THE BOX INC               COMMON    466367109    10057    512090   SH          DEFINED      2     512090      0        0
JACK IN THE BOX INC               COMMON    466367109     76       3880    SH          DEFINED     20      3880       0        0
JACK IN THE BOX INC               COMMON    466367109      3        145    SH          DEFINED     21      145        0        0
JACKSON HEWITT TAX SERVICE        COMMON    468202106    2702     615460   SH          DEFINED     1,3    615460      0        0
JACKSON HEWITT TAX SERVICE        COMMON    468202106     50       11500   SH          DEFINED     14     11500       0        0
JACKSON HEWITT TAX SERVICE        COMMON    468202106     85       19418   SH          DEFINED    16,3    19418       0        0
JACKSON HEWITT TAX SERVICE        COMMON    468202106     30       6831    SH          DEFINED     20      6831       0        0
JACKSON HEWITT TAX SERVICE        COMMON    468202106    3322     756626   SH          DEFINED      3     756626      0        0
JACOBS ENGINEERING GROUP INC      COMMON    469814107     23        600    SH          DEFINED     19       0         0       600
JACOBS ENGINEERING GROUP INC      COMMON    469814107     233      5993    SH          DEFINED     20      5993       0        0
JACOBS ENGINEERING GROUP INC      COMMON    469814107      9        241    SH          DEFINED     21      241        0        0
JACOBS ENGINEERING GROUP INC      COMMON    469814107     106      2725    SH          DEFINED      5      2625       0       100
JACOBS ENGINEERING GROUP INC      COMMON    469814107     88       2253    SH          DEFINED      7      2253       0        0
JAGUAR MINING INC                 COMMON    47009M103     128      11367   SH          DEFINED     20     11367       0        0
JAKKS PACIFIC INC                 COMMON    47012E106     96       7704    SH          DEFINED     20      7704       0        0
JAKKS PACIFIC INC                 COMMON    47012E106     48       3850    SH          DEFINED      5       0         0      3850
JAMES HARDIE INDS-SPONS ADR       COMMON    47030M106     67       1751    SH          DEFINED     20      1751       0        0
JAMES RIVER COAL CO               COMMON    470355207     59       2857    SH          DEFINED     20      2857       0        0
JANUS CAPITAL GROUP INC           COMMON    47102X105     264      18477   SH          DEFINED     20     18477       0        0
JANUS CAPITAL GROUP INC           COMMON    47102X105     10        678    SH          DEFINED     21      678        0        0
JANUS CAPITAL GROUP INC           COMMON    47102X105      9        600    SH          DEFINED      5       0         0       600
JAPAN SMALLER CAPITALIZATION C    COMMON    47109U104     150      20555   SH          DEFINED     19       0         0      20555
JARDEN CORP                       COMMON    471109108    37948    1185489  SH          DEFINED      1    1185489      0        0
JARDEN CORP                       COMMON    471109108     186      5800    SH          DEFINED    1,14     5800       0        0
JARDEN CORP                       COMMON    471109108    3175      99200   SH          DEFINED      2     13580       0      85620
JARDEN CORP                       COMMON    471109108     985      30786   SH          DEFINED     20     30786       0        0
JARDEN CORP                       COMMON    471109108     15        478    SH          DEFINED     21      478        0        0
JARDEN CORP                       COMMON    471109108     55       1720    SH          DEFINED      5       0         0      1720
JAZZ PHARMACEUTICALS INC          COMMON    472147107     105      13289   SH          DEFINED     20     13289       0        0
JDA SOFTWARE GROUP INC            COMMON    46612K108    4530     176321   SH          DEFINED     20     176321      0        0
JDA SOFTWARE GROUP INC            COMMON    46612K108     111      4338    SH          DEFINED     21      4338       0        0
JDS UNIPHASE CORP                 COMMON    46612J507    4507     530840   SH          DEFINED      1     530840      0        0
JDS UNIPHASE CORP                 COMMON    46612J507     20       2300    SH          DEFINED     13      2300       0        0
JDS UNIPHASE CORP                 COMMON    46612J507     808      95200   SH          DEFINED     14     91000       0      4200
JDS UNIPHASE CORP                 COMMON    46612J507     205      24200   SH          DEFINED    14,7      0         0      24200
JDS UNIPHASE CORP                 COMMON    46612J507     20       2300    SH          DEFINED    17,14     0         0      2300
JDS UNIPHASE CORP                 COMMON    46612J507      1        62     SH          DEFINED     19       0         0       62
JDS UNIPHASE CORP                 COMMON    46612J507    2067     243448   SH          DEFINED      2     103555      0     139893
JDS UNIPHASE CORP                 COMMON    46612J507     934     110058   SH          DEFINED     20     110058      0        0
JDS UNIPHASE CORP                 COMMON    46612J507      8        909    SH          DEFINED     21      909        0        0
JEFFERIES GROUP INC               COMMON    472319102    20550    820031   SH          DEFINED      1     820031      0        0
JEFFERIES GROUP INC               COMMON    472319102    1104      44068   SH          DEFINED      2     44068       0        0
JEFFERIES GROUP INC               COMMON    472319102     204      8124    SH          DEFINED     20      8124       0        0
JEFFERIES GROUP INC               COMMON    472319102     40       1580    SH          DEFINED      5       90        0      1490
JEFFERIES GROUP INC               COMMON    472319102     71       2839    SH          DEFINED     8,2     2839       0        0
JEFFERIES GROUP INC 3.875 11-0    CONVERT   472319AG7    11165    1.1E+07  SH          DEFINED     14       0         0     9325000
JETBLUE AIRWAYS CORP              COMMON    477143101     63       10768   SH          DEFINED     20     10768       0        0
JETBLUE AIRWAYS CORP              COMMON    477143101      4        642    SH          DEFINED     21      642        0        0
JETBLUE AIRWAYS CORP              COMMON    477143101     114      19375   SH          DEFINED      5       0         0      19375
JINPAN INTERNATIONAL LTD          COMMON    G5138L100     820      17209   SH          DEFINED     20     17209       0        0
JM SMUCKER CO                     COMMON    832696405      6        100    SH          DEFINED     14      100        0        0
JM SMUCKER CO                     COMMON    832696405     26        427    SH          DEFINED     19      180        0       247
JM SMUCKER CO                     COMMON    832696405    1517      24504   SH          DEFINED     20     24504       0        0
JM SMUCKER CO                     COMMON    832696405      6        105    SH          DEFINED     21      105        0        0
JM SMUCKER CO                     COMMON    832696405     102      1654    SH          DEFINED      5      400        0      1254
JM SMUCKER CO                     COMMON    832696405     241      3900    SH          DEFINED      7      3900       0        0
JMP GROUP INC                     COMMON    46629U107     88       9100    SH          DEFINED     14      1800       0      7300
JMP GROUP INC                     COMMON    46629U107     213      22022   SH          DEFINED     20     22022       0        0
JMP GROUP INC                     COMMON    46629U107     11       1100    SH          DEFINED    5,14     1100       0        0
JO-ANN STORES INC                 COMMON    47758P307    4523     121300   SH          DEFINED     14     67200       0      54100
JO-ANN STORES INC                 COMMON    47758P307    1243      33323   SH          DEFINED     20     33323       0        0
JO-ANN STORES INC                 COMMON    47758P307     444      11900   SH          DEFINED    5,14    11900       0        0
JO-ANN STORES INC                 COMMON    47758P307     615      16500   SH          DEFINED      8     16500       0        0
JO-ANN STORES INC                 COMMON    47758P307     175      4700    SH          DEFINED    8,17     4700       0        0
JOHN BEAN TECHNOLOGIES CORP       COMMON    477839104      0         1     SH          DEFINED     14       1         0        0
JOHN BEAN TECHNOLOGIES CORP       COMMON    477839104     11        647    SH          DEFINED     19      647        0        0
JOHN BEAN TECHNOLOGIES CORP       COMMON    477839104     125      7291    SH          DEFINED     20      7291       0        0
JOHN HANCOCK PFD INCOME FD CEF    COMMON    41013W108     82       4800    SH          DEFINED      5      4000       0       800
JOHNSON & JOHNSON                 COMMON    478160104   195984    3065601  SH          DEFINED      1    3065601      0        0
JOHNSON & JOHNSON                 COMMON    478160104    4545      71100   SH          DEFINED    1,14    71100       0        0
JOHNSON & JOHNSON                 COMMON    478160104    1692      26464   SH          DEFINED     1,8    26464       0        0
JOHNSON & JOHNSON                 COMMON    478160104    2007      31400   SH          DEFINED     10     31400       0        0
JOHNSON & JOHNSON                 COMMON    478160104    2928      45800   SH          DEFINED    10,14   45800       0        0
JOHNSON & JOHNSON                 COMMON    478160104    41258    645361   SH          DEFINED     11     156046      0     489315
JOHNSON & JOHNSON                 COMMON    478160104     763      11940   SH          DEFINED     13     11940       0        0
JOHNSON & JOHNSON                 COMMON    478160104     156      2443    SH          DEFINED    13,2     2443       0        0
JOHNSON & JOHNSON                 COMMON    478160104   196141    3068065  SH          DEFINED     14    2136415      0     809650
JOHNSON & JOHNSON                 COMMON    478160104    4948      77400   SH          DEFINED    14,13     0         0      77400
JOHNSON & JOHNSON                 COMMON    478160104    17932    280500   SH          DEFINED    14,7      0         0     280500
JOHNSON & JOHNSON                 COMMON    478160104     307      4800    SH          DEFINED     15      4800       0        0
JOHNSON & JOHNSON                 COMMON    478160104     884      13834   SH          DEFINED     16     13834       0        0
JOHNSON & JOHNSON                 COMMON    478160104     50        778    SH          DEFINED    16,11    778        0        0
JOHNSON & JOHNSON                 COMMON    478160104    5808      90847   SH          DEFINED    16,14   76630       0      14217
JOHNSON & JOHNSON                 COMMON    478160104    4928      77086   SH          DEFINED    17,1      0         0      77086
JOHNSON & JOHNSON                 COMMON    478160104    1534      24000   SH          DEFINED    17,14     0         0       700
JOHNSON & JOHNSON                 COMMON    478160104    2308      36100   SH          DEFINED     18     36100       0        0
JOHNSON & JOHNSON                 COMMON    478160104    37082    580034   SH          DEFINED     19     195623      0     384411
JOHNSON & JOHNSON                 COMMON    478160104    15177    237403   SH          DEFINED      2     237403      0        0
JOHNSON & JOHNSON                 COMMON    478160104    29191    456612   SH          DEFINED     20     456612      0        0
JOHNSON & JOHNSON                 COMMON    478160104     16        250    SH          DEFINED    20,14    250        0        0
JOHNSON & JOHNSON                 COMMON    478160104     177      2763    SH          DEFINED     21      2763       0        0
JOHNSON & JOHNSON                 COMMON    478160104   244056    3817550  SH          DEFINED      3    3817550      0        0
JOHNSON & JOHNSON                 COMMON    478160104    45961    718926   SH          DEFINED     3,1    718926      0        0
JOHNSON & JOHNSON                 COMMON    478160104     30        475    SH          DEFINED      4      475        0        0
JOHNSON & JOHNSON                 COMMON    478160104    18923    295992   SH          DEFINED      5     237940      0      58053
JOHNSON & JOHNSON                 COMMON    478160104    11105    173700   SH          DEFINED    5,14    173700      0        0
JOHNSON & JOHNSON                 COMMON    478160104    1565      24485   SH          DEFINED      6     24485       0        0
JOHNSON & JOHNSON                 COMMON    478160104    9695     151658   SH          DEFINED      7     151658      0        0
JOHNSON & JOHNSON                 COMMON    478160104    94784    1482626  SH          DEFINED      8    1416030    66596      0
JOHNSON & JOHNSON                 COMMON    478160104    12319    192700   SH          DEFINED    8,14    192700      0        0
JOHNSON & JOHNSON                 COMMON    478160104     108      1682    SH          DEFINED     8,2     1682       0        0
JOHNSON & JOHNSON                 COMMON    478160104    4341      67898   SH          DEFINED      9     67898       0        0
JOHNSON & JOHNSON                 COMMON    478160104    2321      36300   SH          DEFINED    9,14      0         0      36300
JOHNSON & JOHNSON (JNJ)CVT 0.0    CONVERT   02261WAB5    32821    3.6E+07  SH          DEFINED     14       0         0      3E+07
JOHNSON CONTROLS INC              COMMON    478366107    85739    2999954  SH          DEFINED      1    2999954      0        0
JOHNSON CONTROLS INC              COMMON    478366107     34       1199    SH          DEFINED     13      1199       0        0
JOHNSON CONTROLS INC              COMMON    478366107     34       1199    SH          DEFINED    13,2     1199       0        0
JOHNSON CONTROLS INC              COMMON    478366107      2        85     SH          DEFINED     19       25        0       60
JOHNSON CONTROLS INC              COMMON    478366107    1631      57058   SH          DEFINED      2     57058       0        0
JOHNSON CONTROLS INC              COMMON    478366107    10708    374665   SH          DEFINED     20     374665      0        0
JOHNSON CONTROLS INC              COMMON    478366107     236      8249    SH          DEFINED     21      8249       0        0
JOHNSON CONTROLS INC              COMMON    478366107     978      34236   SH          DEFINED     3,1    34236       0        0
JOHNSON CONTROLS INC              COMMON    478366107     60       2097    SH          DEFINED      5      1350       0       747
JOHNSON CONTROLS INC              COMMON    478366107     169      5924    SH          DEFINED      7      5924       0        0
JOHNSON CONTROLS INC              COMMON    478366107     109      3799    SH          DEFINED     8,2     3799       0        0
JONES APPAREL GROUP INC           COMMON    480074103    1884     113500   SH          DEFINED      1     113500      0        0
JONES APPAREL GROUP INC           COMMON    480074103    1107      66700   SH          DEFINED    1,14    66700       0        0
JONES APPAREL GROUP INC           COMMON    480074103    1477      89000   SH          DEFINED     1,8    89000       0        0
JONES APPAREL GROUP INC           COMMON    480074103     365      22000   SH          DEFINED     10     22000       0        0
JONES APPAREL GROUP INC           COMMON    480074103     573      34500   SH          DEFINED    10,14   34500       0        0
JONES APPAREL GROUP INC           COMMON    480074103     81       4855    SH          DEFINED     11      4855       0        0
JONES APPAREL GROUP INC           COMMON    480074103     23       1400    SH          DEFINED     13      1400       0        0
JONES APPAREL GROUP INC           COMMON    480074103    49107    2958243  SH          DEFINED     14    2090243      0     718200
JONES APPAREL GROUP INC           COMMON    480074103     895      53900   SH          DEFINED    14,13     0         0      53900
JONES APPAREL GROUP INC           COMMON    480074103    3051     183800   SH          DEFINED    14,7      0         0     183800
JONES APPAREL GROUP INC           COMMON    480074103     297      17878   SH          DEFINED     16     17878       0        0
JONES APPAREL GROUP INC           COMMON    480074103     227      13700   SH          DEFINED    17,14     0         0      1400
JONES APPAREL GROUP INC           COMMON    480074103     173      10400   SH          DEFINED     18     10400       0        0
JONES APPAREL GROUP INC           COMMON    480074103     25       1500    SH          DEFINED     19       0         0      1500
JONES APPAREL GROUP INC           COMMON    480074103    1183      71288   SH          DEFINED     20     71288       0        0
JONES APPAREL GROUP INC           COMMON    480074103     35       2084    SH          DEFINED     21      2084       0        0
JONES APPAREL GROUP INC           COMMON    480074103    2385     143700   SH          DEFINED    5,14    143700      0        0
JONES APPAREL GROUP INC           COMMON    480074103     634      38200   SH          DEFINED      7     38200       0        0
JONES APPAREL GROUP INC           COMMON    480074103    4454     268300   SH          DEFINED      8     268300      0        0
JONES APPAREL GROUP INC           COMMON    480074103    2523     152000   SH          DEFINED    8,14    152000      0        0
JONES APPAREL GROUP INC           COMMON    480074103     101      6100    SH          DEFINED    8,17     6100       0        0
JONES APPAREL GROUP INC           COMMON    480074103     520      31300   SH          DEFINED      9     31300       0        0
JONES APPAREL GROUP INC           COMMON    480074103     420      25300   SH          DEFINED    9,14      0         0      25300
JONES LANG LASALLE INC            COMMON    48020Q107    22098    350542   SH          DEFINED      1     350542      0        0
JONES LANG LASALLE INC            COMMON    48020Q107     119      1892    SH          DEFINED     19      616        0      1276
JONES LANG LASALLE INC            COMMON    48020Q107    3109      49322   SH          DEFINED      2      6170       0      43152
JONES LANG LASALLE INC            COMMON    48020Q107     214      3394    SH          DEFINED     20      3394       0        0
JONES LANG LASALLE INC            COMMON    48020Q107      9        145    SH          DEFINED     21      145        0        0
JONES LANG LASALLE INC            COMMON    48020Q107    2405      38158   SH          DEFINED      5     28649       0      9509
JONES LANG LASALLE INC            COMMON    48020Q107     448      7100    SH          DEFINED      7      7100       0        0
JOS A BANK CLOTHIERS INC          COMMON    480838101     227      5066    SH          DEFINED     20      5066       0        0
JOURNAL COMMUNICATIONS            COMMON    481130102     348      91366   SH          DEFINED     20     91366       0        0
JOY GLOBAL INC                    COMMON    481165108    14897    261491   SH          DEFINED      1     261491      0        0
JOY GLOBAL INC                    COMMON    481165108     228      4000    SH          DEFINED     10      4000       0        0
JOY GLOBAL INC                    COMMON    481165108     450      7900    SH          DEFINED    10,14    7900       0        0
JOY GLOBAL INC                    COMMON    481165108      1        11     SH          DEFINED     11       11        0        0
JOY GLOBAL INC                    COMMON    481165108     28        500    SH          DEFINED     13      500        0        0
JOY GLOBAL INC                    COMMON    481165108    26864    471540   SH          DEFINED     14     334840      0     111700
JOY GLOBAL INC                    COMMON    481165108     553      9700    SH          DEFINED    14,13     0         0      9700
JOY GLOBAL INC                    COMMON    481165108    1208      21200   SH          DEFINED    14,7      0         0      21200
JOY GLOBAL INC                    COMMON    481165108     46        800    SH          DEFINED    17,14     0         0       500
JOY GLOBAL INC                    COMMON    481165108    3695      64853   SH          DEFINED     19      3493       0      61360
JOY GLOBAL INC                    COMMON    481165108    8354     146637   SH          DEFINED      2     146637      0        0
JOY GLOBAL INC                    COMMON    481165108    67808    1190241  SH          DEFINED     20    1190241      0        0
JOY GLOBAL INC                    COMMON    481165108    2340      41077   SH          DEFINED     21     41077       0        0
JOY GLOBAL INC                    COMMON    481165108     19        335    SH          DEFINED      4      335        0        0
JOY GLOBAL INC                    COMMON    481165108    2229      39130   SH          DEFINED      5     33697       0      5433
JOY GLOBAL INC                    COMMON    481165108    1253      22000   SH          DEFINED    5,14    22000       0        0
JOY GLOBAL INC                    COMMON    481165108     473      8300    SH          DEFINED      7      8300       0        0
JOY GLOBAL INC                    COMMON    481165108    1584      27800   SH          DEFINED    8,14    27800       0        0
JOY GLOBAL INC                    COMMON    481165108     262      4600    SH          DEFINED    9,14      0         0      4600
JP MORGAN CHASE & CO              COMMON    46625H100   151673    3472372  SH          DEFINED      1    3472372      0        0
JP MORGAN CHASE & CO              COMMON    46625H100    1201      27500   SH          DEFINED    1,14    27500       0        0
JP MORGAN CHASE & CO              COMMON    46625H100     197      4500    SH          DEFINED     1,8     4500       0        0
JP MORGAN CHASE & CO              COMMON    46625H100     201      4600    SH          DEFINED     10      4600       0        0
JP MORGAN CHASE & CO              COMMON    46625H100     738      16900   SH          DEFINED    10,14   16900       0        0
JP MORGAN CHASE & CO              COMMON    46625H100     35        800    SH          DEFINED     11      800        0        0
JP MORGAN CHASE & CO              COMMON    46625H100     49       1125    SH          DEFINED     13      1125       0        0
JP MORGAN CHASE & CO              COMMON    46625H100     49       1125    SH          DEFINED    13,2     1125       0        0
JP MORGAN CHASE & CO              COMMON    46625H100    40471    926523   SH          DEFINED     14     731223      0     158000
JP MORGAN CHASE & CO              COMMON    46625H100     494      11300   SH          DEFINED    14,13     0         0      11300
JP MORGAN CHASE & CO              COMMON    46625H100    7412     169700   SH          DEFINED    14,7      0         0     169700
JP MORGAN CHASE & CO              COMMON    46625H100     474      10841   SH          DEFINED     16     10841       0        0
JP MORGAN CHASE & CO              COMMON    46625H100     708      16200   SH          DEFINED    17,14     0         0        0
JP MORGAN CHASE & CO              COMMON    46625H100     450      10300   SH          DEFINED     18     10300       0        0
JP MORGAN CHASE & CO              COMMON    46625H100    23426    536318   SH          DEFINED     19     83218       0     453100
JP MORGAN CHASE & CO              COMMON    46625H100    1957      44803   SH          DEFINED      2     44803       0        0
JP MORGAN CHASE & CO              COMMON    46625H100    22602    517448   SH          DEFINED     20     517448      0        0
JP MORGAN CHASE & CO              COMMON    46625H100     579      13249   SH          DEFINED     21     13249       0        0
JP MORGAN CHASE & CO              COMMON    46625H100    1404      32154   SH          DEFINED     3,1    32154       0        0
JP MORGAN CHASE & CO              COMMON    46625H100    2232      51104   SH          DEFINED      4     51104       0        0
JP MORGAN CHASE & CO              COMMON    46625H100    18099    414348   SH          DEFINED      5     347746      0      66602
JP MORGAN CHASE & CO              COMMON    46625H100    1123      25700   SH          DEFINED    5,14    25700       0        0
JP MORGAN CHASE & CO              COMMON    46625H100    1412      32327   SH          DEFINED      6     32327       0        0
JP MORGAN CHASE & CO              COMMON    46625H100    5253     120266   SH          DEFINED      7     120266      0        0
JP MORGAN CHASE & CO              COMMON    46625H100    40061    917140   SH          DEFINED      8     917140      0        0
JP MORGAN CHASE & CO              COMMON    46625H100    3058      70000   SH          DEFINED    8,14    70000       0        0
JP MORGAN CHASE & CO              COMMON    46625H100     130      2982    SH          DEFINED     8,2     2982       0        0
JP MORGAN CHASE & CO              COMMON    46625H100     480      11000   SH          DEFINED      9     11000       0        0
JP MORGAN CHASE & CO              COMMON    46625H100     232      5300    SH          DEFINED    9,14      0         0      5300
JPMORGAN ALERIAN MLP INDEX ETF    COMMON    46625H365     22        765    SH          DEFINED     19       0         0       765
JPMORGAN ALERIAN MLP INDEX ETF    COMMON    46625H365     136      4750    SH          DEFINED      5      4750       0        0
JUNIPER NETWORKS INC              COMMON    48203R104    21420    800743   SH          DEFINED      1     800743      0        0
JUNIPER NETWORKS INC              COMMON    48203R104     351      13113   SH          DEFINED     19      2540       0      10573
JUNIPER NETWORKS INC              COMMON    48203R104    1849      69139   SH          DEFINED     20     69139       0        0
JUNIPER NETWORKS INC              COMMON    48203R104     19        723    SH          DEFINED     21      723        0        0
JUNIPER NETWORKS INC              COMMON    48203R104    3740     139808   SH          DEFINED      5     116380      0      23428
JUNIPER NETWORKS INC              COMMON    48203R104     192      7186    SH          DEFINED      7      7186       0        0
JUNIPER NETWORKS INC              COMMON    48203R104     531      19868   SH          DEFINED      8     19868       0        0
KADANT INC                        COMMON    48282T104     194      12500   SH          DEFINED     14      7200       0      5300
KADANT INC                        COMMON    48282T104     853      54919   SH          DEFINED     20     54919       0        0
KADANT INC                        COMMON    48282T104     22       1400    SH          DEFINED    5,14     1400       0        0
KAISER ALUMINUM CORP              COMMON    483007704     242      5807    SH          DEFINED     20      5807       0        0
KAMAN CORP                        COMMON    483548103     869      37251   SH          DEFINED     20     37251       0        0
KANDI TECHNOLGIES CORP            COMMON    483709101     249      41727   SH          DEFINED     20     41727       0        0
KANSAS CITY LIFE INS CO           COMMON    484836101     32       1069    SH          DEFINED     20      1069       0        0
KANSAS CITY SOUTHERN INDS         COMMON    485170302     220      6400    SH          DEFINED     19      5000       0      1400
KANSAS CITY SOUTHERN INDS         COMMON    485170302     115      3340    SH          DEFINED     20      3340       0        0
KANSAS CITY SOUTHERN INDS         COMMON    485170302      7        203    SH          DEFINED     21      203        0        0
KANSAS CITY SOUTHERN INDS         COMMON    485170302     105      3060    SH          DEFINED      5       0         0      3060
KAPSTONE PAPER AND PACKAGING      COMMON    48562P103    1713     180695   SH          DEFINED     20     180695      0        0
KAR AUCTION SERVICES INC          COMMON    48238T109    11194    811778   SH          DEFINED      1     811778      0        0
KAR AUCTION SERVICES INC          COMMON    48238T109    2110     153008   SH          DEFINED      2     18833       0     134175
KAYDON CORP                       COMMON    486587108    7457     206176   SH          DEFINED      1     206176      0        0
KAYDON CORP                       COMMON    486587108    7195     198927   SH          DEFINED      2     198927      0        0
KAYDON CORP                       COMMON    486587108     91       2506    SH          DEFINED     20      2506       0        0
KAYNE ANDERSON ENERGY DEVELO      COMMON    48660Q102    1115      73500   SH          DEFINED     14     43900       0      29600
KAYNE ANDERSON ENERGY DEVELO      COMMON    48660Q102     908      59861   SH          DEFINED     20     59861       0        0
KAYNE ANDERSON ENERGY DEVELO      COMMON    48660Q102     17       1128    SH          DEFINED     21      1128       0        0
KAYNE ANDERSON ENERGY DEVELO      COMMON    48660Q102     126      8300    SH          DEFINED    5,14     8300       0        0
KAYNE ANDERSON ENERGY DEVELO      COMMON    48660Q102     38       2500    SH          DEFINED      8      2500       0        0
KAYNE ANDERSON ENERGY DEVELO      COMMON    48660Q102     11        700    SH          DEFINED    8,17     700        0        0
KB FINANCIAL GROUP INC-ADR        COMMON    48241A105      1        17     SH          DEFINED     11       17        0        0
KB FINANCIAL GROUP INC-ADR        COMMON    48241A105    16769    325984   SH          DEFINED     20     325984      0        0
KB HOME                           COMMON    48666K109     427      29500   SH          DEFINED    1,14    29500       0        0
KB HOME                           COMMON    48666K109     16       1100    SH          DEFINED     13      1100       0        0
KB HOME                           COMMON    48666K109    1806     124900   SH          DEFINED     14     96500       0      18900
KB HOME                           COMMON    48666K109     165      11400   SH          DEFINED    14,7      0         0      11400
KB HOME                           COMMON    48666K109     16       1100    SH          DEFINED    17,14     0         0      1100
KB HOME                           COMMON    48666K109     154      10631   SH          DEFINED     20     10631       0        0
KB HOME                           COMMON    48666K109      9        636    SH          DEFINED     21      636        0        0
KB HOME                           COMMON    48666K109      2        112    SH          DEFINED      5       0         0       112
KB HOME                           COMMON    48666K109     414      28600   SH          DEFINED      8     28600       0        0
KB HOME                           COMMON    48666K109     309      21400   SH          DEFINED    8,14    21400       0        0
KBR INC                           COMMON    48242W106      1        32     SH          DEFINED     11       32        0        0
KBR INC                           COMMON    48242W106     808      41700   SH          DEFINED     14     27700       0      7800
KBR INC                           COMMON    48242W106     77       3991    SH          DEFINED     19      3991       0        0
KBR INC                           COMMON    48242W106    3685     190162   SH          DEFINED     20     190162      0        0
KBR INC                           COMMON    48242W106     25       1285    SH          DEFINED     21      1285       0        0
KBW INC                           COMMON    482423100    7370     262666   SH          DEFINED      1     262666      0        0
KBW INC                           COMMON    482423100    3455     123128   SH          DEFINED      2     52742       0      70386
KBW INC                           COMMON    482423100     198      7058    SH          DEFINED     20      7058       0        0
KBW INC                           COMMON    482423100     22        784    SH          DEFINED      5      784        0        0
KEARNY FINANCIAL CORP             COMMON    487169104     10       1031    SH          DEFINED     20      1031       0        0
KELLOGG CO                        COMMON    487836108    33124    625565   SH          DEFINED      1     625565      0        0
KELLOGG CO                        COMMON    487836108      1        13     SH          DEFINED     11       13        0        0
KELLOGG CO                        COMMON    487836108     68       1288    SH          DEFINED     13      1288       0        0
KELLOGG CO                        COMMON    487836108     68       1288    SH          DEFINED    13,2     1288       0        0
KELLOGG CO                        COMMON    487836108     111      2100    SH          DEFINED     14       0         0       100
KELLOGG CO                        COMMON    487836108     85       1600    SH          DEFINED    14,7      0         0      1600
KELLOGG CO                        COMMON    487836108     258      4864    SH          DEFINED     19      1989       0      2875
KELLOGG CO                        COMMON    487836108     732      13821   SH          DEFINED      2     13821       0        0
KELLOGG CO                        COMMON    487836108    3844      72600   SH          DEFINED     20     72600       0        0
KELLOGG CO                        COMMON    487836108     20        385    SH          DEFINED     21      385        0        0
KELLOGG CO                        COMMON    487836108    1948      36796   SH          DEFINED     3,1    36796       0        0
KELLOGG CO                        COMMON    487836108     155      2922    SH          DEFINED      5      2165       0       757
KELLOGG CO                        COMMON    487836108     434      8192    SH          DEFINED      7      8192       0        0
KELLOGG CO                        COMMON    487836108     302      5705    SH          DEFINED      8      5705       0        0
KELLOGG CO                        COMMON    487836108     45        854    SH          DEFINED     8,2     854        0        0
KELLY SVCS INC                    COMMON    488152208     228      17599   SH          DEFINED     20     17599       0        0
KELLY SVCS INC                    COMMON    488152208      6        443    SH          DEFINED     21      443        0        0
KENDLE INTERNATIONAL INC          COMMON    48880L107     35       1792    SH          DEFINED     20      1792       0        0
KENEXA CORP                       COMMON    488879107     89       6397    SH          DEFINED     20      6397       0        0
KENNAMETAL INC                    COMMON    489170100     148      5459    SH          DEFINED     20      5459       0        0
KENNAMETAL INC                    COMMON    489170100      6        239    SH          DEFINED     21      239        0        0
KENNEDY-WILSON HOLDINGS INC       COMMON    489398107     106      11872   SH          DEFINED     20     11872       0        0
KENNETH COLE PRODUCTIONS CL A     COMMON    193294105     72       7466    SH          DEFINED     20      7466       0        0
KENSEY NASH CORP                  COMMON    490057106      2        86     SH          DEFINED     20       86        0        0
KERYX BIOPHARMACEUTICALS          COMMON    492515101     132      50265   SH          DEFINED     20     50265       0        0
KEY ENERGY SERVICES INC           COMMON    492914106    32907    3334036  SH          DEFINED      1    3334036      0        0
KEY ENERGY SERVICES INC           COMMON    492914106     918      93000   SH          DEFINED     14     62900       0      16700
KEY ENERGY SERVICES INC           COMMON    492914106    2504     253696   SH          DEFINED      2     31012       0     222684
KEY ENERGY SERVICES INC           COMMON    492914106     181      18383   SH          DEFINED     20     18383       0        0
KEY ENERGY SERVICES INC           COMMON    492914106     11       1121    SH          DEFINED     21      1121       0        0
KEYCORP                           COMMON    493267108     360      58320   SH          DEFINED     14     48870       0      3950
KEYCORP                           COMMON    493267108     619     100365   SH          DEFINED     20     100365      0        0
KEYCORP                           COMMON    493267108     35       5710    SH          DEFINED     21      5710       0        0
KEYCORP                           COMMON    493267108     145      23580   SH          DEFINED      5      4695       0      18885
KEYCORP                           COMMON    493267108     65       10500   SH          DEFINED      7     10500       0        0
KEYCORP                           COMMON    493267108     683     110700   SH          DEFINED      8     110700      0        0
KEYNOTE SYSTEMS INC               COMMON    493308100      1        112    SH          DEFINED     20      112        0        0
KEYNOTE SYSTEMS INC               COMMON    493308100     38       3500    SH          DEFINED      5       0         0      3500
K-FED BANCORP                     COMMON    48246S101      0        41     SH          DEFINED     20       41        0        0
KFORCE INC                        COMMON    493732101     139      11161   SH          DEFINED     20     11161       0        0
KHD HUMBOLDT WEDAG INTERNATI      COMMON    482462108     185      13625   SH          DEFINED     20     13625       0        0
KHD HUMBOLDT WEDAG INTERNATI      COMMON    482462108     27       2000    SH          DEFINED      5       0         0      2000
KID BRANDS INC                    COMMON    49375T100     174      36930   SH          DEFINED     20     36930       0        0
KILROY REALTY CORP                COMMON    49427F108    1851      60700   SH          DEFINED    1,11      0         0      60700
KILROY REALTY CORP                COMMON    49427F108    22206    728050   SH          DEFINED    1,14    728050      0        0
KILROY REALTY CORP                COMMON    49427F108     46       1500    SH          DEFINED     11      1500       0        0
KILROY REALTY CORP                COMMON    49427F108    54699    1793408  SH          DEFINED     14     913795      0     798213
KILROY REALTY CORP                COMMON    49427F108    1034      33900   SH          DEFINED    16,14   33900       0        0
KILROY REALTY CORP                COMMON    49427F108    2086      68400   SH          DEFINED    2,14    68400       0        0
KILROY REALTY CORP                COMMON    49427F108     242      7947    SH          DEFINED     20      7947       0        0
KILROY REALTY CORP                COMMON    49427F108     79       2600    SH          DEFINED    20,14    2600       0        0
KILROY REALTY CORP                COMMON    49427F108     156      5100    SH          DEFINED    3,14     5100       0        0
KILROY REALTY CORP                COMMON    49427F108    4587     150400   SH          DEFINED    5,14    150400      0        0
KILROY REALTY CORP                COMMON    49427F108     46       1500    SH          DEFINED    6,14     1500       0        0
KILROY REALTY CORP                COMMON    49427F108    1299      42600   SH          DEFINED    8,14      0       42600      0
KIMBALL INTERNATIONAL CL B        COMMON    494274103     136      15942   SH          DEFINED     20     15942       0        0
KIMBERLY-CLARK CORP               COMMON    494368103    42931    667454   SH          DEFINED      1     667454      0        0
KIMBERLY-CLARK CORP               COMMON    494368103     244      3800    SH          DEFINED     10      3800       0        0
KIMBERLY-CLARK CORP               COMMON    494368103     508      7900    SH          DEFINED    10,14    7900       0        0
KIMBERLY-CLARK CORP               COMMON    494368103      1         9     SH          DEFINED     11       9         0        0
KIMBERLY-CLARK CORP               COMMON    494368103    20139    313100   SH          DEFINED     14     214300      0      82100
KIMBERLY-CLARK CORP               COMMON    494368103     547      8500    SH          DEFINED    14,13     0         0      8500
KIMBERLY-CLARK CORP               COMMON    494368103    1865      29000   SH          DEFINED    14,7      0         0      29000
KIMBERLY-CLARK CORP               COMMON    494368103    2335      36304   SH          DEFINED     19      4450       0      31854
KIMBERLY-CLARK CORP               COMMON    494368103    12796    198948   SH          DEFINED     20     198948      0        0
KIMBERLY-CLARK CORP               COMMON    494368103     819      12735   SH          DEFINED     21     12735       0        0
KIMBERLY-CLARK CORP               COMMON    494368103    20010    311100   SH          DEFINED      3     311100      0        0
KIMBERLY-CLARK CORP               COMMON    494368103    1039      16154   SH          DEFINED      5     16030       0       124
KIMBERLY-CLARK CORP               COMMON    494368103    1235      19200   SH          DEFINED    5,14    19200       0        0
KIMBERLY-CLARK CORP               COMMON    494368103    1013      15754   SH          DEFINED      7     15754       0        0
KIMBERLY-CLARK CORP               COMMON    494368103    2043      31758   SH          DEFINED      8     31758       0        0
KIMBERLY-CLARK CORP               COMMON    494368103    1859      28900   SH          DEFINED    8,14    28900       0        0
KIMBERLY-CLARK CORP               COMMON    494368103     257      4000    SH          DEFINED    9,14      0         0      4000
KIMCO REALTY CORP                 COMMON    49446R109    2117     155755   SH          DEFINED     14     127355      0      28400
KIMCO REALTY CORP                 COMMON    49446R109     548      40301   SH          DEFINED     20     40301       0        0
KIMCO REALTY CORP                 COMMON    49446R109     126      9300    SH          DEFINED    20,14    9300       0        0
KIMCO REALTY CORP                 COMMON    49446R109     19       1368    SH          DEFINED     21      1368       0        0
KIMCO REALTY CORP                 COMMON    49446R109     603      44356   SH          DEFINED      5     21722       0      22634
KINDER MORGAN ENERGY PRTNRS -     COMMON    494550106    11245    179626   SH          DEFINED     19      8300       0     171326
KINDER MORGAN ENERGY PRTNRS -     COMMON    494550106     558      8908    SH          DEFINED     20      8908       0        0
KINDER MORGAN ENERGY PRTNRS -     COMMON    494550106    2167      34613   SH          DEFINED      5     28470       0      6143
KINDER MORGAN MANAGEMENT LLC      COMMON    49455U100     788      13938   SH          DEFINED     19      1928       0      12011
KINDER MORGAN MANAGEMENT LLC      COMMON    49455U100    19072    337253   SH          DEFINED      5     307192      0      30062
KINDRED HEALTHCARE INC            COMMON    494580103    3857     208623   SH          DEFINED     20     208623      0        0
KINDRED HEALTHCARE INC            COMMON    494580103     88       4759    SH          DEFINED     21      4759       0        0
KINETIC CONCEPTS INC              COMMON    49460W208     191      4800    SH          DEFINED      1      4800       0        0
KINETIC CONCEPTS INC              COMMON    49460W208     111      2800    SH          DEFINED    1,14     2800       0        0
KINETIC CONCEPTS INC              COMMON    49460W208    43069    1084867  SH          DEFINED     1,3   1084867      0        0
KINETIC CONCEPTS INC              COMMON    49460W208    7603     191500   SH          DEFINED     14     142400      0      26800
KINETIC CONCEPTS INC              COMMON    49460W208     798      20100   SH          DEFINED    14,7      0         0      20100
KINETIC CONCEPTS INC              COMMON    49460W208    2655      66877   SH          DEFINED    16,3    66877       0        0
KINETIC CONCEPTS INC              COMMON    49460W208     950      23924   SH          DEFINED    17,3    23924       0        0
KINETIC CONCEPTS INC              COMMON    49460W208    3321      83657   SH          DEFINED     20     83657       0        0
KINETIC CONCEPTS INC              COMMON    49460W208     84       2106    SH          DEFINED     21      2106       0        0
KINETIC CONCEPTS INC              COMMON    49460W208   241382    6080158  SH          DEFINED      3    6080158      0        0
KING PHARMACEUTICALS INC          COMMON    495582108     242      19300   SH          DEFINED    1,14    19300       0        0
KING PHARMACEUTICALS INC          COMMON    495582108    2504     199720   SH          DEFINED     14     138920      0      30500
KING PHARMACEUTICALS INC          COMMON    495582108     118      9400    SH          DEFINED    14,7      0         0      9400
KING PHARMACEUTICALS INC          COMMON    495582108    1807     144095   SH          DEFINED     20     144095      0        0
KING PHARMACEUTICALS INC          COMMON    495582108     10        796    SH          DEFINED     21      796        0        0
KINGSWAY FINANCIAL SERVICES       COMMON    496904103     15       9673    SH          DEFINED     20      9673       0        0
KINROSS GOLD CORP                 COMMON    496902404    8913     464000   SH          DEFINED      1     464000      0        0
KINROSS GOLD CORP                 COMMON    496902404     856      44535   SH          DEFINED      2     44535       0        0
KINROSS GOLD CORP                 COMMON    496902404    1575      82014   SH          DEFINED     20     82014       0        0
KINROSS GOLD CORP                 COMMON    496902404    8979     467433   SH          DEFINED      3     467433      0        0
KINROSS GOLD CORP                 COMMON    496902404    10502    546712   SH          DEFINED     3,1    546712      0        0
KINROSS GOLD CORP                 COMMON    496902404     216      11232   SH          DEFINED      7     11232       0        0
KIRBY CORP                        COMMON    497266106    1665      46364   SH          DEFINED     20     46364       0        0
KIRKLAND'S INC                    COMMON    497498105    5211     292100   SH          DEFINED     14     98200       0     193900
KIRKLAND'S INC                    COMMON    497498105     373      20908   SH          DEFINED     20     20908       0        0
KIRKLAND'S INC                    COMMON    497498105     448      25100   SH          DEFINED    5,14    25100       0        0
KIRKLAND'S INC                    COMMON    497498105     990      55500   SH          DEFINED      8     55500       0        0
KIRKLAND'S INC                    COMMON    497498105     282      15800   SH          DEFINED    8,17    15800       0        0
KITE REALTY GROUP TRUST           COMMON    49803T102     80       19803   SH          DEFINED     20     19803       0        0
KKR FINANCIAL HOLDINGS LLC        COMMON    48248A306    1555     237000   SH          DEFINED     14     237000      0        0
KKR FINANCIAL HOLDINGS LLC        COMMON    48248A306    3711     565703   SH          DEFINED     20     565703      0        0
KKR FINANCIAL HOLDINGS LLC        COMMON    48248A306     86       13100   SH          DEFINED     21     13100       0        0
KKR FINANCIAL HOLDINGS LLC        COMMON    48248A306     191      29100   SH          DEFINED    5,14    29100       0        0
KLA-TENCOR CORPORATION            COMMON    482480100   122935    3367168  SH          DEFINED      1    3367168      0        0
KLA-TENCOR CORPORATION            COMMON    482480100      7        200    SH          DEFINED     14      200        0        0
KLA-TENCOR CORPORATION            COMMON    482480100      3        95     SH          DEFINED     19       40        0       55
KLA-TENCOR CORPORATION            COMMON    482480100    3056      83707   SH          DEFINED      2     32107       0      51600
KLA-TENCOR CORPORATION            COMMON    482480100    82594    2262225  SH          DEFINED     20    2262225      0        0
KLA-TENCOR CORPORATION            COMMON    482480100    3090      84631   SH          DEFINED     21     84631       0        0
KLA-TENCOR CORPORATION            COMMON    482480100    6286     172159   SH          DEFINED      3     172159      0        0
KLA-TENCOR CORPORATION            COMMON    482480100    2034      55716   SH          DEFINED      4     55716       0        0
KLA-TENCOR CORPORATION            COMMON    482480100      6        160    SH          DEFINED      5       0         0       160
KLA-TENCOR CORPORATION            COMMON    482480100     102      2800    SH          DEFINED      7      2800       0        0
KLA-TENCOR CORPORATION            COMMON    482480100     56       1521    SH          DEFINED     8,2     1521       0        0
KNIGHT CAPITAL GROUP INC-A        COMMON    499005106      0        24     SH          DEFINED     11       24        0        0
KNIGHT CAPITAL GROUP INC-A        COMMON    499005106     173      11160   SH          DEFINED     20     11160       0        0
KNIGHT CAPITAL GROUP INC-A        COMMON    499005106     47       3025    SH          DEFINED      5       0         0      3025
KNIGHT TRANSPORT                  COMMON    499064103    25901    1328244  SH          DEFINED      1    1328244      0        0
KNIGHT TRANSPORT                  COMMON    499064103    16691    855924   SH          DEFINED      2     773888      0      82036
KNIGHT TRANSPORT                  COMMON    499064103     86       4418    SH          DEFINED     20      4418       0        0
KNIGHTSBRIDGE TANKERS LTD         COMMON    G5299G106     85       6268    SH          DEFINED     20      6268       0        0
KNIGHTSBRIDGE TANKERS LTD         COMMON    G5299G106      3        200    SH          DEFINED      5      200        0        0
KNOLL INC                         COMMON    498904200     223      21542   SH          DEFINED     20     21542       0        0
KNOLOGY INC                       COMMON    499183804     399      35547   SH          DEFINED     20     35547       0        0
KNOT INC (THE)                    COMMON    499184109    12578    1262861  SH          DEFINED      1    1262861      0        0
KNOT INC (THE)                    COMMON    499184109     375      37655   SH          DEFINED    13,2      0         0      37655
KNOT INC (THE)                    COMMON    499184109    8233     826640   SH          DEFINED      2     826640      0        0
KNOT INC (THE)                    COMMON    499184109     148      14886   SH          DEFINED     20     14886       0        0
KOHLBERG CAPITAL CORP             COMMON    500233101     721     184476   SH          DEFINED     20     184476      0        0
KOHLBERG CAPITAL CORP             COMMON    500233101     14       3477    SH          DEFINED     21      3477       0        0
KOHLS CORP                        COMMON    500255104   101697    1882577  SH          DEFINED      1    1882577      0        0
KOHLS CORP                        COMMON    500255104     400      7400    SH          DEFINED    1,14     7400       0        0
KOHLS CORP                        COMMON    500255104     308      5700    SH          DEFINED    10,14    5700       0        0
KOHLS CORP                        COMMON    500255104     37        678    SH          DEFINED     13      678        0        0
KOHLS CORP                        COMMON    500255104     759      14050   SH          DEFINED    13,2     678        0      13372
KOHLS CORP                        COMMON    500255104    5737     106200   SH          DEFINED     14     76500       0      23900
KOHLS CORP                        COMMON    500255104    1723      31900   SH          DEFINED    14,7      0         0      31900
KOHLS CORP                        COMMON    500255104    3923      72618   SH          DEFINED     19      5983       0      66635
KOHLS CORP                        COMMON    500255104    10617    196540   SH          DEFINED      2     196540      0        0
KOHLS CORP                        COMMON    500255104     783      14497   SH          DEFINED     20     14497       0        0
KOHLS CORP                        COMMON    500255104     44        819    SH          DEFINED     21      819        0        0
KOHLS CORP                        COMMON    500255104    1047      19374   SH          DEFINED     3,1    19374       0        0
KOHLS CORP                        COMMON    500255104     19        343    SH          DEFINED      4      343        0        0
KOHLS CORP                        COMMON    500255104    2100      38873   SH          DEFINED      5     33146       0      5727
KOHLS CORP                        COMMON    500255104     303      5600    SH          DEFINED      7      5600       0        0
KOHLS CORP                        COMMON    500255104     908      16800   SH          DEFINED    8,14    16800       0        0
KOHLS CORP                        COMMON    500255104     188      3472    SH          DEFINED     8,2     3472       0        0
KONGZHONG CORP-ADR                COMMON    50047P104     886      71505   SH          DEFINED     20     71505       0        0
KONINKLIJKE PHILIPS ELECTRONIC    COMMON    500472303     77       2500    SH          DEFINED     11      2500       0        0
KONINKLIJKE PHILIPS ELECTRONIC    COMMON    500472303     34       1099    SH          DEFINED     19       0         0      1099
KONINKLIJKE PHILIPS ELECTRONIC    COMMON    500472303    7349     238372   SH          DEFINED     20     238372      0        0
KONINKLIJKE PHILIPS ELECTRONIC    COMMON    500472303      9        286    SH          DEFINED      4      286        0        0
KONINKLIJKE PHILIPS ELECTRONIC    COMMON    500472303     154      5000    SH          DEFINED      5      5000       0        0
KOPIN CORP                        COMMON    500600101      2        510    SH          DEFINED     20      510        0        0
KOPPERS HOLDINGS INC              COMMON    50060P106    1378      42352   SH          DEFINED     20     42352       0        0
KOREA ELEC POWER CORP ADR         COMMON    500631106     18       1195    SH          DEFINED     19       0         0      1195
KOREA ELEC POWER CORP ADR         COMMON    500631106    13598    902890   SH          DEFINED     20     902890      0        0
KOREA FUND INC MF                 COMMON    500634209     45       1264    SH          DEFINED      5      1264       0        0
KORN/FERRY INTERNATIONAL          COMMON    500643200     138      8187    SH          DEFINED     20      8187       0        0
KRAFT FOODS INC-CLASS A           COMMON    50075N104    30330    1054222  SH          DEFINED      1    1054222      0        0
KRAFT FOODS INC-CLASS A           COMMON    50075N104     262      9100    SH          DEFINED     10      9100       0        0
KRAFT FOODS INC-CLASS A           COMMON    50075N104     423      14700   SH          DEFINED    10,14   14700       0        0
KRAFT FOODS INC-CLASS A           COMMON    50075N104     17        600    SH          DEFINED     13      600        0        0
KRAFT FOODS INC-CLASS A           COMMON    50075N104    25275    878531   SH          DEFINED     14     642330      0     219900
KRAFT FOODS INC-CLASS A           COMMON    50075N104     636      22100   SH          DEFINED    14,13     0         0      22100
KRAFT FOODS INC-CLASS A           COMMON    50075N104    2771      96300   SH          DEFINED    14,7      0         0      96300
KRAFT FOODS INC-CLASS A           COMMON    50075N104     224      7800    SH          DEFINED    17,14     0         0       600
KRAFT FOODS INC-CLASS A           COMMON    50075N104      6        205    SH          DEFINED     18      205        0        0
KRAFT FOODS INC-CLASS A           COMMON    50075N104     535      18605   SH          DEFINED     19      1937       0      16668
KRAFT FOODS INC-CLASS A           COMMON    50075N104    16155    561525   SH          DEFINED     20     561525      0        0
KRAFT FOODS INC-CLASS A           COMMON    50075N104     99       3440    SH          DEFINED     21      3440       0        0
KRAFT FOODS INC-CLASS A           COMMON    50075N104     666      23138   SH          DEFINED      5     14689       0      8449
KRAFT FOODS INC-CLASS A           COMMON    50075N104    1439      50000   SH          DEFINED    5,14    50000       0        0
KRAFT FOODS INC-CLASS A           COMMON    50075N104    1022      35516   SH          DEFINED      7     35516       0        0
KRAFT FOODS INC-CLASS A           COMMON    50075N104    3362     116853   SH          DEFINED      8     116853      0        0
KRAFT FOODS INC-CLASS A           COMMON    50075N104    1686      58600   SH          DEFINED    8,14    58600       0        0
KRAFT FOODS INC-CLASS A           COMMON    50075N104     313      10878   SH          DEFINED      9     10878       0        0
KRAFT FOODS INC-CLASS A           COMMON    50075N104     302      10500   SH          DEFINED    9,14      0         0      10500
KRISPY KREME DOUGHNUTS INC        COMMON    501014104     84       28385   SH          DEFINED     20     28385       0        0
KRISPY KREME DOUGHNUTS-CW12       COMMON    501014112      1       20490   SH          DEFINED      1     20490       0        0
KRISPY KREME DOUGHNUTS-CW12       COMMON    501014112      0       4637    SH          DEFINED     14      4637       0        0
KRISPY KREME DOUGHNUTS-CW12       COMMON    501014112      0        40     SH          DEFINED     19       0         0       40
KROGER CO                         COMMON    501044101   106871    5280195  SH          DEFINED      1    5280195      0        0
KROGER CO                         COMMON    501044101    29851    1474843  SH          DEFINED     11     319447      0     1155396
KROGER CO                         COMMON    501044101     613      30296   SH          DEFINED     14     30296       0        0
KROGER CO                         COMMON    501044101     35       1740    SH          DEFINED    16,11    1740       0        0
KROGER CO                         COMMON    501044101    3879     191664   SH          DEFINED    16,14   160465      0      31199
KROGER CO                         COMMON    501044101    6384     315395   SH          DEFINED     20     315395      0        0
KROGER CO                         COMMON    501044101     47       2303    SH          DEFINED     21      2303       0        0
KROGER CO                         COMMON    501044101     172      8496    SH          DEFINED      3      8496       0        0
KROGER CO                         COMMON    501044101      9        431    SH          DEFINED      4      431        0        0
KROGER CO                         COMMON    501044101     55       2701    SH          DEFINED      5      400        0      2301
KROGER CO                         COMMON    501044101     269      13302   SH          DEFINED      7     13302       0        0
K-SEA TRANSPORTATION PARTNER      COMMON    48268Y101     67       5820    SH          DEFINED     20      5820       0        0
K-SEA TRANSPORTATION PARTNER      COMMON    48268Y101     926      80000   SH          DEFINED      5     80000       0        0
K-SWISS INC CL A                  COMMON    482686102     59       5851    SH          DEFINED     20      5851       0        0
KT CORP- ADR                      COMMON    48268K101      8        450    SH          DEFINED     19       0         0       450
KT CORP- ADR                      COMMON    48268K101    3126     175106   SH          DEFINED     20     175106      0        0
K-TRON INTERNATIONAL INC          COMMON    482730108      3        22     SH          DEFINED     20       22        0        0
KUBOTA CORP ADR                   COMMON    501173207    3500      75885   SH          DEFINED     20     75885       0        0
KUBOTA CORP ADR                   COMMON    501173207      1        20     SH          DEFINED      5       20        0        0
KULICKE & SOFFA INDUSTRIES        COMMON    501242101     555     101248   SH          DEFINED     20     101248      0        0
KV PHARMACEUTICAL CO CL A         COMMON    482740206     389     104932   SH          DEFINED     20     104932      0        0
KVH INDUSTRIES INC                COMMON    482738101     116      7887    SH          DEFINED     20      7887       0        0
KYOCERA CORP ADR                  COMMON    501556203    3157      34086   SH          DEFINED     20     34086       0        0
L-1 IDENTITY SOLUTIONS INC        COMMON    50212A106     578      79954   SH          DEFINED     20     79954       0        0
L-1 IDENTITY SOLUTIONS INC        COMMON    50212A106     104      14370   SH          DEFINED      5       0         0      14370
L-3 COMMS HLDGS INC 3.0 08-01-    CONVERT   502413AW7      3       3000    SH          DEFINED      5      3000       0        0
L-3 COMMUNICATIONS HLDGS INC      COMMON    502424104     35        400    SH          DEFINED     10      400        0        0
L-3 COMMUNICATIONS HLDGS INC      COMMON    502424104     446      5100    SH          DEFINED    10,14    5100       0        0
L-3 COMMUNICATIONS HLDGS INC      COMMON    502424104     17        200    SH          DEFINED     13      200        0        0
L-3 COMMUNICATIONS HLDGS INC      COMMON    502424104    7905      90480   SH          DEFINED     14     74580       0      11400
L-3 COMMUNICATIONS HLDGS INC      COMMON    502424104     87       1000    SH          DEFINED    14,13     0         0      1000
L-3 COMMUNICATIONS HLDGS INC      COMMON    502424104    1520      17400   SH          DEFINED    14,7      0         0      17400
L-3 COMMUNICATIONS HLDGS INC      COMMON    502424104     17        200    SH          DEFINED    17,14     0         0       200
L-3 COMMUNICATIONS HLDGS INC      COMMON    502424104     155      1770    SH          DEFINED     19      800        0       970
L-3 COMMUNICATIONS HLDGS INC      COMMON    502424104    8607      98511   SH          DEFINED     20     98511       0        0
L-3 COMMUNICATIONS HLDGS INC      COMMON    502424104     20        224    SH          DEFINED     21      224        0        0
L-3 COMMUNICATIONS HLDGS INC      COMMON    502424104     192      2200    SH          DEFINED    5,14     2200       0        0
L-3 COMMUNICATIONS HLDGS INC      COMMON    502424104     88       1006    SH          DEFINED      7      1006       0        0
L-3 COMMUNICATIONS HLDGS INC      COMMON    502424104     44        500    SH          DEFINED    9,14      0         0       500
LABARGE INC                       COMMON    502470107     255      21000   SH          DEFINED     14     10600       0      10400
LABARGE INC                       COMMON    502470107     33       2700    SH          DEFINED    5,14     2700       0        0
LABORATORY CORP OF AMER (LH)CV    CONVERT   50540RAG7    10119    9957000  SH          DEFINED     14       0         0     8420000
LABORATORY CRP OF AMER HLDGS      COMMON    50540R409    47926    635281   SH          DEFINED      1     635281      0        0
LABORATORY CRP OF AMER HLDGS      COMMON    50540R409    6742      89363   SH          DEFINED     19      8640       0      80723
LABORATORY CRP OF AMER HLDGS      COMMON    50540R409     769      10193   SH          DEFINED      2     10193       0        0
LABORATORY CRP OF AMER HLDGS      COMMON    50540R409    3877      51390   SH          DEFINED     20     51390       0        0
LABORATORY CRP OF AMER HLDGS      COMMON    50540R409      9        117    SH          DEFINED     21      117        0        0
LABORATORY CRP OF AMER HLDGS      COMMON    50540R409    12240    162250   SH          DEFINED      4     162250      0        0
LABORATORY CRP OF AMER HLDGS      COMMON    50540R409    11799    156404   SH          DEFINED      5     130886      0      25518
LABORATORY CRP OF AMER HLDGS      COMMON    50540R409     223      2958    SH          DEFINED      7      2958       0        0
LABORATORY CRP OF AMER HLDGS      COMMON    50540R409    17706    234698   SH          DEFINED      8     234698      0        0
LABORATORY CRP OF AMER HLDGS      COMMON    50540R409     51        677    SH          DEFINED     8,2     677        0        0
LABRANCHE & CO INC                COMMON    505447102     124      44020   SH          DEFINED     20     44020       0        0
LABRANCHE & CO INC                COMMON    505447102     10       3578    SH          DEFINED      5       0         0      3578
LACLEDE GROUP INC/THE             COMMON    505597104     200      5990    SH          DEFINED     20      5990       0        0
LADISH CO INC                     COMMON    505754200     237      15783   SH          DEFINED     20     15783       0        0
LAKELAND BANCORP INC              COMMON    511637100     29       4802    SH          DEFINED     20      4802       0        0
LAKELAND FINANCIAL CORPORATION    COMMON    511656100     33       1892    SH          DEFINED     20      1892       0        0
LAM RESEARCH CORP                 COMMON    512807108    10701    270169   SH          DEFINED      1     270169      0        0
LAM RESEARCH CORP                 COMMON    512807108     10        260    SH          DEFINED     19       0         0       260
LAM RESEARCH CORP                 COMMON    512807108    56718    1431915  SH          DEFINED     20    1431915      0        0
LAM RESEARCH CORP                 COMMON    512807108    2128      53724   SH          DEFINED     21     53724       0        0
LAM RESEARCH CORP                 COMMON    512807108     834      21062   SH          DEFINED      5       0         0      21062
LAMAR ADVERTISING CO              COMMON    512815101    6328     191050   SH          DEFINED      1     191050      0        0
LAMAR ADVERTISING CO              COMMON    512815101     581      17534   SH          DEFINED    13,2      0         0      17534
LAMAR ADVERTISING CO              COMMON    512815101      3        100    SH          DEFINED     14      100        0        0
LAMAR ADVERTISING CO              COMMON    512815101     527      15897   SH          DEFINED     20     15897       0        0
LAMAR ADVERTISING CO              COMMON    512815101     31        950    SH          DEFINED     21      950        0        0
LAMAR ADVERTISING CO              COMMON    512815101      6        190    SH          DEFINED      5       0         0       190
LAN AIRLINES SA ADR               COMMON    501723100     290      17403   SH          DEFINED     20     17403       0        0
LANCASTER COLONY CORP             COMMON    513847103    3915      77690   SH          DEFINED     14     40390       0      35600
LANCASTER COLONY CORP             COMMON    513847103     151      3000    SH          DEFINED    14,7      0         0      3000
LANCASTER COLONY CORP             COMMON    513847103    3842      76243   SH          DEFINED     20     76243       0        0
LANCASTER COLONY CORP             COMMON    513847103     118      2350    SH          DEFINED     21      2350       0        0
LANCASTER COLONY CORP             COMMON    513847103     237      4700    SH          DEFINED    5,14     4700       0        0
LANCASTER COLONY CORP             COMMON    513847103     443      8800    SH          DEFINED      8      8800       0        0
LANCASTER COLONY CORP             COMMON    513847103     126      2500    SH          DEFINED    8,17     2500       0        0
LANCE INC                         COMMON    514606102     76       2894    SH          DEFINED     20      2894       0        0
LANDAUER INC                      COMMON    51476K103     93       1561    SH          DEFINED     20      1561       0        0
LANDAUER INC                      COMMON    51476K103     218      3650    SH          DEFINED      5       0         0      3650
LANDEC CORP                       COMMON    514766104      1        202    SH          DEFINED     20      202        0        0
LANDRY'S RESTAURANTS INC          COMMON    51508L103     466      22567   SH          DEFINED     20     22567       0        0
LANDSTAR SYSTEM INC               COMMON    515098101    20933    533601   SH          DEFINED      1     533601      0        0
LANDSTAR SYSTEM INC               COMMON    515098101     481      12270   SH          DEFINED     19      8863       0      3407
LANDSTAR SYSTEM INC               COMMON    515098101    4892     124703   SH          DEFINED      2     38828       0      85875
LANDSTAR SYSTEM INC               COMMON    515098101     861      21956   SH          DEFINED     20     21956       0        0
LANDSTAR SYSTEM INC               COMMON    515098101    2022      51541   SH          DEFINED      5     43472       0      8069
LANTRONIX INC WTS                 COMMON    516548906      0       10636   SH          DEFINED      1     10636       0        0
LANTRONIX INC WTS                 COMMON    516548906      0        851    SH          DEFINED     14      789        0       62
LAS VEGAS SANDS                   COMMON    517834107    2184     119542   SH          DEFINED     20     119542      0        0
LAS VEGAS SANDS                   COMMON    517834107     24       1323    SH          DEFINED     21      1323       0        0
LAS VEGAS SANDS                   COMMON    517834107     133      7300    SH          DEFINED      7      7300       0        0
LASALLE HOTEL PROPERTIES          COMMON    517942108    8330     387463   SH          DEFINED      1     387463      0        0
LASALLE HOTEL PROPERTIES          COMMON    517942108     376      17500   SH          DEFINED    1,11      0         0      17500
LASALLE HOTEL PROPERTIES          COMMON    517942108    3991     185650   SH          DEFINED    1,14    185650      0        0
LASALLE HOTEL PROPERTIES          COMMON    517942108     15        700    SH          DEFINED     11      700        0        0
LASALLE HOTEL PROPERTIES          COMMON    517942108    10214    475076   SH          DEFINED     14     258010      0     197566
LASALLE HOTEL PROPERTIES          COMMON    517942108     174      8100    SH          DEFINED    16,14    8100       0        0
LASALLE HOTEL PROPERTIES          COMMON    517942108    3798     176651   SH          DEFINED      2     76011       0     100640
LASALLE HOTEL PROPERTIES          COMMON    517942108     344      16000   SH          DEFINED    2,14    16000       0        0
LASALLE HOTEL PROPERTIES          COMMON    517942108    1473      68498   SH          DEFINED     20     68498       0        0
LASALLE HOTEL PROPERTIES          COMMON    517942108     80       3730    SH          DEFINED    20,14    3730       0        0
LASALLE HOTEL PROPERTIES          COMMON    517942108     26       1200    SH          DEFINED    3,14     1200       0        0
LASALLE HOTEL PROPERTIES          COMMON    517942108     873      40600   SH          DEFINED    5,14    40600       0        0
LASALLE HOTEL PROPERTIES          COMMON    517942108     15        700    SH          DEFINED    6,14     700        0        0
LASALLE HOTEL PROPERTIES          COMMON    517942108     213      9900    SH          DEFINED    8,14      0       9900       0
LATTICE SEMICONDUCTOR CORP        COMMON    518415104    5629     2046800  SH          DEFINED     14     856300      0     1190500
LATTICE SEMICONDUCTOR CORP        COMMON    518415104     357     129855   SH          DEFINED     20     129855      0        0
LATTICE SEMICONDUCTOR CORP        COMMON    518415104     549     199600   SH          DEFINED    5,14    199600      0        0
LATTICE SEMICONDUCTOR CORP        COMMON    518415104     784     285100   SH          DEFINED      8     285100      0        0
LATTICE SEMICONDUCTOR CORP        COMMON    518415104     223      81200   SH          DEFINED    8,17    81200       0        0
LAWSON PRODUCTS INC               COMMON    520776105     133      7500    SH          DEFINED     14      7500       0        0
LAWSON PRODUCTS INC               COMMON    520776105     29       1607    SH          DEFINED     20      1607       0        0
LAWSON PRODUCTS INC               COMMON    520776105     12        700    SH          DEFINED    5,14     700        0        0
LAWSON SOFTWARE INC               COMMON    52078P102    10652    1481484  SH          DEFINED      1    1481484      0        0
LAWSON SOFTWARE INC               COMMON    52078P102    10462    1455120  SH          DEFINED      2    1455120      0        0
LAWSON SOFTWARE INC               COMMON    52078P102    3764     523482   SH          DEFINED     20     523482      0        0
LAYNE CHRISTENSEN COMPANY         COMMON    521050104    40212    1468115  SH          DEFINED     20    1468115      0        0
LAYNE CHRISTENSEN COMPANY         COMMON    521050104     42       1521    SH          DEFINED      5      246        0      1275
LAZARD LTD CL A                   COMMON    G54050102    11848    288825   SH          DEFINED      1     288825      0        0
LAZARD LTD CL A                   COMMON    G54050102     127      3090    SH          DEFINED     19      952        0      2138
LAZARD LTD CL A                   COMMON    G54050102     281      6846    SH          DEFINED     20      6846       0        0
LAZARD LTD CL A                   COMMON    G54050102    2348      57234   SH          DEFINED      5     47804       0      9430
LA-Z-BOY INC                      COMMON    505336107    2421     245300   SH          DEFINED     14     125600      0     119700
LA-Z-BOY INC                      COMMON    505336107    3188     322967   SH          DEFINED     20     322967      0        0
LA-Z-BOY INC                      COMMON    505336107     70       7050    SH          DEFINED      5       0         0      7050
LA-Z-BOY INC                      COMMON    505336107     247      25000   SH          DEFINED    5,14    25000       0        0
LA-Z-BOY INC                      COMMON    505336107     264      26700   SH          DEFINED      8     26700       0        0
LA-Z-BOY INC                      COMMON    505336107     75       7600    SH          DEFINED    8,17     7600       0        0
LCA-VISION INC                    COMMON    501803308     54       9865    SH          DEFINED     20      9865       0        0
LDK SOLAR CO LTD - ADR            COMMON    50183L107    5013     715182   SH          DEFINED     20     715182      0        0
LDK SOLAR CO LTD - ADR            COMMON    50183L107     149      21198   SH          DEFINED     21     21198       0        0
LEAP WIRELESS INTL INC            COMMON    521863308      3        187    SH          DEFINED     19      187        0        0
LEAP WIRELESS INTL INC            COMMON    521863308     29       1609    SH          DEFINED     20      1609       0        0
LEAP WIRELESS INTL INC            COMMON    521863308      2        98     SH          DEFINED     21       98        0        0
LEAP WIRELESS INTL INC            COMMON    521863308     150      8210    SH          DEFINED      5       0         0      8210
LEAPFROG ENTERPRISES              COMMON    52186N106     108      27672   SH          DEFINED     20     27672       0        0
LEARNING TREE INTERNATIONAL       COMMON    522015106      1        82     SH          DEFINED     20       82        0        0
LECG CORP                         COMMON    523234102     43       14291   SH          DEFINED     20     14291       0        0
LEE ENTERPRISES INC               COMMON    523768109     592     159900   SH          DEFINED     14     79400       0      80500
LEE ENTERPRISES INC               COMMON    523768109     967     261339   SH          DEFINED     20     261339      0        0
LEE ENTERPRISES INC               COMMON    523768109     70       18800   SH          DEFINED    5,14    18800       0        0
LEGACY BANCORP INC                COMMON    52463G105      1        68     SH          DEFINED     20       68        0        0
LEGACY RESERVES LP                COMMON    524707304    1659      84367   SH          DEFINED     20     84367       0        0
LEGG MASON INC                    COMMON    524901105   139080    4611397  SH          DEFINED      1    4611397      0        0
LEGG MASON INC                    COMMON    524901105     15        500    SH          DEFINED     14      500        0        0
LEGG MASON INC                    COMMON    524901105     674      22347   SH          DEFINED     20     22347       0        0
LEGG MASON INC                    COMMON    524901105     29        964    SH          DEFINED     21      964        0        0
LEGG MASON INC                    COMMON    524901105    61060    2024534  SH          DEFINED      3    2024534      0        0
LEGG MASON INC                    COMMON    524901105    30473    1010387  SH          DEFINED      4    1010387      0        0
LEGG MASON INC                    COMMON    524901105     373      12380   SH          DEFINED      5       0         0      12380
LEGG MASON INC                    COMMON    524901105     397      13158   SH          DEFINED      7     13158       0        0
LEGG MASON INC                    COMMON    524901105     368      12200   SH          DEFINED      8     12200       0        0
LEGGETT & PLATT INC               COMMON    524660107     101      5000    SH          DEFINED    10,14    5000       0        0
LEGGETT & PLATT INC               COMMON    524660107     24       1200    SH          DEFINED     13      1200       0        0
LEGGETT & PLATT INC               COMMON    524660107    3299     162610   SH          DEFINED     14     123710      0      23600
LEGGETT & PLATT INC               COMMON    524660107     521      25700   SH          DEFINED    14,7      0         0      25700
LEGGETT & PLATT INC               COMMON    524660107     24       1200    SH          DEFINED    17,14     0         0      1200
LEGGETT & PLATT INC               COMMON    524660107    4418     217737   SH          DEFINED     20     217737      0        0
LEGGETT & PLATT INC               COMMON    524660107     12        582    SH          DEFINED     21      582        0        0
LEGGETT & PLATT INC               COMMON    524660107      5        259    SH          DEFINED      5       0         0       259
LEGGETT & PLATT INC               COMMON    524660107     623      30700   SH          DEFINED    8,14    30700       0        0
LENDER PROCESSING SERV            COMMON    52602E102     89       2198    SH          DEFINED     19      672        0      1526
LENDER PROCESSING SERV            COMMON    52602E102     641      15803   SH          DEFINED     20     15803       0        0
LENDER PROCESSING SERV            COMMON    52602E102      7        166    SH          DEFINED     21      166        0        0
LENDER PROCESSING SERV            COMMON    52602E102    1658      40868   SH          DEFINED      5     34207       0      6661
LENDER PROCESSING SERV            COMMON    52602E102     495      12200   SH          DEFINED      8     12200       0        0
LENNAR CORP CL A                  COMMON    526057104     500      36900   SH          DEFINED    1,14    36900       0        0
LENNAR CORP CL A                  COMMON    526057104      4        300    SH          DEFINED     13      300        0        0
LENNAR CORP CL A                  COMMON    526057104     16       1150    SH          DEFINED     14       0         0      1150
LENNAR CORP CL A                  COMMON    526057104      4        300    SH          DEFINED    17,14     0         0       300
LENNAR CORP CL A                  COMMON    526057104    3013     222344   SH          DEFINED     20     222344      0        0
LENNAR CORP CL A                  COMMON    526057104     23       1734    SH          DEFINED     21      1734       0        0
LENNAR CORP CL A                  COMMON    526057104      2        114    SH          DEFINED      5       0         0       114
LENNOX INTERNATIONAL INC          COMMON    526107107    2887      73228   SH          DEFINED     20     73228       0        0
LENNOX INTERNATIONAL INC          COMMON    526107107      5        124    SH          DEFINED     21      124        0        0
LEUCADIA NATIONAL CORP            COMMON    527288104     490      19500   SH          DEFINED     14     18500       0      1000
LEUCADIA NATIONAL CORP            COMMON    527288104     103      4100    SH          DEFINED    14,7      0         0      4100
LEUCADIA NATIONAL CORP            COMMON    527288104    9505     378098   SH          DEFINED     20     378098      0        0
LEUCADIA NATIONAL CORP            COMMON    527288104     182      7259    SH          DEFINED     21      7259       0        0
LEUCADIA NATIONAL CORP            COMMON    527288104     313      12470   SH          DEFINED      5     12470       0        0
LEUCADIA NATIONAL CORP            COMMON    527288104     404      16082   SH          DEFINED      7     16082       0        0
LEUCADIA NATIONAL CORP            COMMON    527288104     309      12300   SH          DEFINED      8     12300       0        0
LEVEL 3 COMM INC(LVLT) CVT 6.0    CONVERT   52729NAS9     20       20000   SH          DEFINED     19       0         0      20000
LEVEL 3 COMMUNICATIONS INC        COMMON    52729N100     188     113782   SH          DEFINED     20     113782      0        0
LEVEL 3 COMMUNICATIONS INC        COMMON    52729N100     11       6522    SH          DEFINED     21      6522       0        0
LEVEL 3 COMMUNICATIONS INC        COMMON    52729N100     171     103862   SH          DEFINED      5     102119      0      1743
LEXICON PHARMACEUTICALS INC       COMMON    528872104      2       1016    SH          DEFINED     20      1016       0        0
LEXINGTON REALTY TRUST            COMMON    529043101     362      57143   SH          DEFINED     20     57143       0        0
LEXINGTON REALTY TRUST            COMMON    529043101     66       10375   SH          DEFINED      5       0         0      10375
LEXMARK INTL GROUP INC CL A       COMMON    529771107     246      9149    SH          DEFINED     20      9149       0        0
LEXMARK INTL GROUP INC CL A       COMMON    529771107     10        359    SH          DEFINED     21      359        0        0
LEXMARK INTL GROUP INC CL A       COMMON    529771107      5        190    SH          DEFINED      5       0         0       190
LG DISPLAY CO LTD - ADR           COMMON    50186V102    12615    691590   SH          DEFINED     20     691590      0        0
LHC GROUP INC                     COMMON    50187A107     138      4164    SH          DEFINED     20      4164       0        0
LIBERTY GLOBAL INC -A             COMMON    530555101    2073      94334   SH          DEFINED      1     94334       0        0
LIBERTY GLOBAL INC -A             COMMON    530555101     15        700    SH          DEFINED     14      700        0        0
LIBERTY GLOBAL INC -A             COMMON    530555101    5655     257272   SH          DEFINED     19     37890       0     219382
LIBERTY GLOBAL INC -A             COMMON    530555101     405      18427   SH          DEFINED     20     18427       0        0
LIBERTY GLOBAL INC -A             COMMON    530555101     16        734    SH          DEFINED     21      734        0        0
LIBERTY GLOBAL INC -A             COMMON    530555101    7852     357249   SH          DEFINED      5     303651      0      53598
LIBERTY GLOBAL INC- SERIES C      COMMON    530555309     87       3989    SH          DEFINED     19      3847       0       142
LIBERTY GLOBAL INC- SERIES C      COMMON    530555309     228      10423   SH          DEFINED     20     10423       0        0
LIBERTY GLOBAL INC- SERIES C      COMMON    530555309     15        702    SH          DEFINED     21      702        0        0
LIBERTY GLOBAL INC- SERIES C      COMMON    530555309     28       1260    SH          DEFINED      5      1260       0        0
LIBERTY MEDIA HOLD-CAP SER A      COMMON    53071M302     641      25300   SH          DEFINED     14     24400       0        0
LIBERTY MEDIA HOLD-CAP SER A      COMMON    53071M302     85       3355    SH          DEFINED     19      3355       0        0
LIBERTY MEDIA HOLD-CAP SER A      COMMON    53071M302    4720     186424   SH          DEFINED     20     186424      0        0
LIBERTY MEDIA HOLD-CAP SER A      COMMON    53071M302     68       2681    SH          DEFINED     21      2681       0        0
LIBERTY MEDIA HOLD-CAP SER A      COMMON    53071M302     69       2729    SH          DEFINED      5      2729       0        0
LIBERTY MEDIA-INTERACTIVE A       COMMON    53071M104     106      9280    SH          DEFINED     14      6080       0      1200
LIBERTY MEDIA-INTERACTIVE A       COMMON    53071M104     214      18679   SH          DEFINED     19     18679       0        0
LIBERTY MEDIA-INTERACTIVE A       COMMON    53071M104    72236    6303275  SH          DEFINED     20    6303275      0        0
LIBERTY MEDIA-INTERACTIVE A       COMMON    53071M104    2623     228850   SH          DEFINED     21     228850      0        0
LIBERTY MEDIA-INTERACTIVE A       COMMON    53071M104     170      14877   SH          DEFINED      5     13646       0      1231
LIBERTY MEDIA-INTERACTIVE A       COMMON    53071M104     125      10867   SH          DEFINED      7     10867       0        0
LIBERTY MEDIA-STARZ SERIES A      COMMON    53071M708     146      3097    SH          DEFINED     19      1579       0      1518
LIBERTY MEDIA-STARZ SERIES A      COMMON    53071M708    1186      25199   SH          DEFINED      5     13688       0      11511
LIBERTY PROPERTY TRUST            COMMON    531172104    3479     109400   SH          DEFINED    1,11      0         0     109400
LIBERTY PROPERTY TRUST            COMMON    531172104    44839    1410023  SH          DEFINED    1,14   1410023      0        0
LIBERTY PROPERTY TRUST            COMMON    531172104     70       2200    SH          DEFINED     11      2200       0        0
LIBERTY PROPERTY TRUST            COMMON    531172104    92420    2906297  SH          DEFINED     14    1390703      0     1396994
LIBERTY PROPERTY TRUST            COMMON    531172104    1565      49200   SH          DEFINED    16,14   49200       0        0
LIBERTY PROPERTY TRUST            COMMON    531172104    3158      99298   SH          DEFINED    2,14    99298       0        0
LIBERTY PROPERTY TRUST            COMMON    531172104     280      8811    SH          DEFINED     20      8811       0        0
LIBERTY PROPERTY TRUST            COMMON    531172104     208      6530    SH          DEFINED    20,14    6530       0        0
LIBERTY PROPERTY TRUST            COMMON    531172104     10        329    SH          DEFINED     21      329        0        0
LIBERTY PROPERTY TRUST            COMMON    531172104     239      7500    SH          DEFINED    3,14     7500       0        0
LIBERTY PROPERTY TRUST            COMMON    531172104      4        115    SH          DEFINED      5       0         0       115
LIBERTY PROPERTY TRUST            COMMON    531172104    7613     239415   SH          DEFINED    5,14    239415      0        0
LIBERTY PROPERTY TRUST            COMMON    531172104     70       2200    SH          DEFINED    6,14     2200       0        0
LIBERTY PROPERTY TRUST            COMMON    531172104    1963      61739   SH          DEFINED    8,14      0       61739      0
LIFE PARTNERS HOLDINGS INC        COMMON    53215T106     96       4930    SH          DEFINED     20      4930       0        0
LIFE TECHNOLOGIES CORP            COMMON    53217V109    32949    638926   SH          DEFINED      1     638926      0        0
LIFE TECHNOLOGIES CORP            COMMON    53217V109     129      2500    SH          DEFINED     14       0         0        0
LIFE TECHNOLOGIES CORP            COMMON    53217V109     323      6256    SH          DEFINED     15      6256       0        0
LIFE TECHNOLOGIES CORP            COMMON    53217V109    4649      90143   SH          DEFINED    17,1      0         0      90143
LIFE TECHNOLOGIES CORP            COMMON    53217V109   114558    2221399  SH          DEFINED     20    2221399      0        0
LIFE TECHNOLOGIES CORP            COMMON    53217V109    3795      73592   SH          DEFINED     21     73592       0        0
LIFE TECHNOLOGIES CORP            COMMON    53217V109     94       1814    SH          DEFINED      5       0         0      1814
LIFE TECHNOLOGIES CORP            COMMON    53217V109     311      6031    SH          DEFINED      7      6031       0        0
LIFE TIME FITNESS INC             COMMON    53217R207     604      23768   SH          DEFINED     20     23768       0        0
LIFEPOINT HOSPITALS INC           COMMON    53219L109     140      4323    SH          DEFINED     20      4323       0        0
LIFEPOINT HOSPITALS INC           COMMON    53219L109      6        180    SH          DEFINED     21      180        0        0
LIFETIME BRANDS INC               COMMON    53222Q103     90       13070   SH          DEFINED     20     13070       0        0
LIFEWAY FOODS INC                 COMMON    531914109      0        39     SH          DEFINED     20       39        0        0
LIFEWAY FOODS INC                 COMMON    531914109     90       7575    SH          DEFINED      5       0         0      7575
LIGAND PHARMACEUTICALS INC CL     COMMON    53220K207      2        870    SH          DEFINED     20      870        0        0
LIHIR GOLD LTD ADR                COMMON    532349107     503      17230   SH          DEFINED     20     17230       0        0
LIHUA INTERNATIONAL INC           COMMON    532352101     573      50418   SH          DEFINED     20     50418       0        0
LILLY (ELI) & CO                  COMMON    532457108    21102    599672   SH          DEFINED      1     599672      0        0
LILLY (ELI) & CO                  COMMON    532457108    3691     104900   SH          DEFINED    1,14    104900      0        0
LILLY (ELI) & CO                  COMMON    532457108    1010      28700   SH          DEFINED     10     28700       0        0
LILLY (ELI) & CO                  COMMON    532457108    1534      43600   SH          DEFINED    10,14   43600       0        0
LILLY (ELI) & CO                  COMMON    532457108     327      9306    SH          DEFINED     11      9306       0        0
LILLY (ELI) & CO                  COMMON    532457108     28        800    SH          DEFINED     13      800        0        0
LILLY (ELI) & CO                  COMMON    532457108    91532    2601080  SH          DEFINED     14    1752670      0     720610
LILLY (ELI) & CO                  COMMON    532457108    2470      70200   SH          DEFINED    14,13     0         0      70200
LILLY (ELI) & CO                  COMMON    532457108    5754     163500   SH          DEFINED    14,7      0         0     163500
LILLY (ELI) & CO                  COMMON    532457108     810      23006   SH          DEFINED     16     23006       0        0
LILLY (ELI) & CO                  COMMON    532457108     257      7300    SH          DEFINED    17,14     0         0       800
LILLY (ELI) & CO                  COMMON    532457108     299      8500    SH          DEFINED     18      8500       0        0
LILLY (ELI) & CO                  COMMON    532457108    1753      49826   SH          DEFINED     19     31980       0      17846
LILLY (ELI) & CO                  COMMON    532457108    16963    482029   SH          DEFINED     20     482029      0        0
LILLY (ELI) & CO                  COMMON    532457108     147      4191    SH          DEFINED    20,14    4191       0        0
LILLY (ELI) & CO                  COMMON    532457108     62       1766    SH          DEFINED     21      1766       0        0
LILLY (ELI) & CO                  COMMON    532457108     537      15257   SH          DEFINED      5     13261       0      1996
LILLY (ELI) & CO                  COMMON    532457108    5539     157400   SH          DEFINED    5,14    157400      0        0
LILLY (ELI) & CO                  COMMON    532457108    3167      90007   SH          DEFINED      7     90007       0        0
LILLY (ELI) & CO                  COMMON    532457108    14150    402092   SH          DEFINED      8     402092      0        0
LILLY (ELI) & CO                  COMMON    532457108    5074     144200   SH          DEFINED    8,14    144200      0        0
LILLY (ELI) & CO                  COMMON    532457108    1975      56110   SH          DEFINED      9     56110       0        0
LILLY (ELI) & CO                  COMMON    532457108    1158      32900   SH          DEFINED    9,14      0         0      32900
LIMELIGHT NETWORKS INC            COMMON    53261M104     113      29253   SH          DEFINED     20     29253       0        0
LIMITED BRANDS INC                COMMON    532716107    19113    1023181  SH          DEFINED      1    1023181      0        0
LIMITED BRANDS INC                COMMON    532716107     252      13500   SH          DEFINED     10     13500       0        0
LIMITED BRANDS INC                COMMON    532716107     463      24800   SH          DEFINED    10,14   24800       0        0
LIMITED BRANDS INC                COMMON    532716107     39       2100    SH          DEFINED     13      2100       0        0
LIMITED BRANDS INC                COMMON    532716107    19140    1024600  SH          DEFINED     14     688600      0     310500
LIMITED BRANDS INC                COMMON    532716107     618      33100   SH          DEFINED    14,13     0         0      33100
LIMITED BRANDS INC                COMMON    532716107     684      36600   SH          DEFINED    14,7      0         0      36600
LIMITED BRANDS INC                COMMON    532716107     39       2100    SH          DEFINED    17,14     0         0      2100
LIMITED BRANDS INC                COMMON    532716107    1894     101377   SH          DEFINED     19     13112       0      88265
LIMITED BRANDS INC                COMMON    532716107    10506    562399   SH          DEFINED      2     562399      0        0
LIMITED BRANDS INC                COMMON    532716107     606      32465   SH          DEFINED     20     32465       0        0
LIMITED BRANDS INC                COMMON    532716107     36       1902    SH          DEFINED     21      1902       0        0
LIMITED BRANDS INC                COMMON    532716107     25       1362    SH          DEFINED      4      1362       0        0
LIMITED BRANDS INC                COMMON    532716107    3199     171276   SH          DEFINED      5     156343      0      14933
LIMITED BRANDS INC                COMMON    532716107    1390      74400   SH          DEFINED    5,14    74400       0        0
LIMITED BRANDS INC                COMMON    532716107     311      16671   SH          DEFINED      7     16671       0        0
LIMITED BRANDS INC                COMMON    532716107    2060     110300   SH          DEFINED    8,14    110300      0        0
LIMITED BRANDS INC                COMMON    532716107     290      15500   SH          DEFINED    9,14      0         0      15500
LIN TV CORP CL A                  COMMON    532774106     675     146321   SH          DEFINED     20     146321      0        0
LINCARE HOLDINGS INC              COMMON    532791100     94       2500    SH          DEFINED    10,14    2500       0        0
LINCARE HOLDINGS INC              COMMON    532791100    6101     162900   SH          DEFINED     14     92000       0      64900
LINCARE HOLDINGS INC              COMMON    532791100     734      19600   SH          DEFINED    14,7      0         0      19600
LINCARE HOLDINGS INC              COMMON    532791100     233      6231    SH          DEFINED     19      1450       0      4781
LINCARE HOLDINGS INC              COMMON    532791100    4506     120313   SH          DEFINED     20     120313      0        0
LINCARE HOLDINGS INC              COMMON    532791100     75       2015    SH          DEFINED     21      2015       0        0
LINCARE HOLDINGS INC              COMMON    532791100    2949      78744   SH          DEFINED      5     66148       0      12596
LINCARE HOLDINGS INC              COMMON    532791100     416      11100   SH          DEFINED    5,14    11100       0        0
LINCARE HOLDINGS INC              COMMON    532791100     603      16100   SH          DEFINED      8     16100       0        0
LINCARE HOLDINGS INC              COMMON    532791100     423      11300   SH          DEFINED    8,14    11300       0        0
LINCARE HOLDINGS INC              COMMON    532791100     172      4600    SH          DEFINED    8,17     4600       0        0
LINCOLN EDUCATIONAL SERVICES      COMMON    533535100     342      15344   SH          DEFINED     20     15344       0        0
LINCOLN ELECTRIC HOLDINGS         COMMON    533900106     783      14676   SH          DEFINED     20     14676       0        0
LINCOLN ELECTRIC HOLDINGS         COMMON    533900106      4        83     SH          DEFINED     21       83        0        0
LINCOLN ELECTRIC HOLDINGS         COMMON    533900106      6        121    SH          DEFINED      5       0         0       121
LINCOLN NATIONAL CORP             COMMON    534187109    37159    1406477  SH          DEFINED      1    1406477      0        0
LINCOLN NATIONAL CORP             COMMON    534187109     312      11800   SH          DEFINED    1,14    11800       0        0
LINCOLN NATIONAL CORP             COMMON    534187109     220      8340    SH          DEFINED     14      6740       0      1600
LINCOLN NATIONAL CORP             COMMON    534187109     219      8300    SH          DEFINED    14,7      0         0      8300
LINCOLN NATIONAL CORP             COMMON    534187109     203      7665    SH          DEFINED     19       35        0      7630
LINCOLN NATIONAL CORP             COMMON    534187109    2280      86280   SH          DEFINED      2     10667       0      75613
LINCOLN NATIONAL CORP             COMMON    534187109    1582      59896   SH          DEFINED     20     59896       0        0
LINCOLN NATIONAL CORP             COMMON    534187109     91       3436    SH          DEFINED     21      3436       0        0
LINCOLN NATIONAL CORP             COMMON    534187109     354      13383   SH          DEFINED      5     12594       0       789
LINCOLN NATIONAL CORP             COMMON    534187109     162      6124    SH          DEFINED      7      6124       0        0
LINDSAY CORP                      COMMON    535555106    7159     166645   SH          DEFINED      1     166645      0        0
LINDSAY CORP                      COMMON    535555106    6715     156306   SH          DEFINED      2     156306      0        0
LINDSAY CORP                      COMMON    535555106    48957    1139588  SH          DEFINED     20    1139588      0        0
LINDSAY CORP                      COMMON    535555106     133      3100    SH          DEFINED      5       0         0      3100
LINEAR TECHNOLOGY CORP            COMMON    535678106    51166    1652648  SH          DEFINED      1    1652648      0        0
LINEAR TECHNOLOGY CORP            COMMON    535678106     614      19822   SH          DEFINED     19      2901       0      16921
LINEAR TECHNOLOGY CORP            COMMON    535678106   102291    3303984  SH          DEFINED     20    3303984      0        0
LINEAR TECHNOLOGY CORP            COMMON    535678106    3763     121553   SH          DEFINED     21     121553      0        0
LINEAR TECHNOLOGY CORP            COMMON    535678106    11659    376588   SH          DEFINED      4     376588      0        0
LINEAR TECHNOLOGY CORP            COMMON    535678106    3570     115313   SH          DEFINED      5     96814       0      18499
LINEAR TECHNOLOGY CORP            COMMON    535678106     175      5656    SH          DEFINED      7      5656       0        0
LINEAR TECHNOLOGY CORP 3.125 0    CONVERT   535678AD8      5       5000    SH          DEFINED      5      5000       0        0
LINKTONE LTD ADR                  COMMON    535925101     150      87932   SH          DEFINED     20     87932       0        0
LINN ENERGY LLC-UNITS             COMMON    536020100     221      7925    SH          DEFINED     20      7925       0        0
LINN ENERGY LLC-UNITS             COMMON    536020100      6        222    SH          DEFINED     21      222        0        0
LINN ENERGY LLC-UNITS             COMMON    536020100     163      5850    SH          DEFINED      5      5850       0        0
LIONBRIDGE TECHNOLOGIES INC       COMMON    536252109     438     180800   SH          DEFINED     14     95100       0      85700
LIONBRIDGE TECHNOLOGIES INC       COMMON    536252109     51       21194   SH          DEFINED     20     21194       0        0
LIONBRIDGE TECHNOLOGIES INC       COMMON    536252109     24       10000   SH          DEFINED      5     10000       0        0
LIONBRIDGE TECHNOLOGIES INC       COMMON    536252109     51       20900   SH          DEFINED    5,14    20900       0        0
LIQUIDITY SERVICES INC            COMMON    53635B107     33       3290    SH          DEFINED     20      3290       0        0
LIQUIDITY SERVICES INC            COMMON    53635B107     54       5275    SH          DEFINED      5       0         0      5275
LITHIA MOTORS INC CL A            COMMON    536797103    5527     623764   SH          DEFINED     1,3    623764      0        0
LITHIA MOTORS INC CL A            COMMON    536797103    1333     150500   SH          DEFINED     14     82900       0      67600
LITHIA MOTORS INC CL A            COMMON    536797103     198      22376   SH          DEFINED    16,3    22376       0        0
LITHIA MOTORS INC CL A            COMMON    536797103     685      77366   SH          DEFINED     20     77366       0        0
LITHIA MOTORS INC CL A            COMMON    536797103    2125     239806   SH          DEFINED      3     239806      0        0
LITHIA MOTORS INC CL A            COMMON    536797103     143      16100   SH          DEFINED    5,14    16100       0        0
LITHIA MOTORS INC CL A            COMMON    536797103     116      13100   SH          DEFINED      8     13100       0        0
LITHIA MOTORS INC CL A            COMMON    536797103     33       3700    SH          DEFINED    8,17     3700       0        0
LITTELFUSE INC                    COMMON    537008104     170      5243    SH          DEFINED     20      5243       0        0
LIVE NATION INC                   COMMON    538034109      0         1     SH          DEFINED     14       1         0        0
LIVE NATION INC                   COMMON    538034109     159      17029   SH          DEFINED     20     17029       0        0
LIVE NATION INC                   COMMON    538034109     10       1045    SH          DEFINED     21      1045       0        0
LIVEPERSON INC                    COMMON    538146101      3        374    SH          DEFINED     20      374        0        0
LIZ CLAIBORNE INC                 COMMON    539320101    7256     1197340  SH          DEFINED      1    1197340      0        0
LIZ CLAIBORNE INC                 COMMON    539320101    2801     462200   SH          DEFINED     1,3    462200      0        0
LIZ CLAIBORNE INC                 COMMON    539320101    3619     597200   SH          DEFINED     14     399900      0     109700
LIZ CLAIBORNE INC                 COMMON    539320101     163      26913   SH          DEFINED     20     26913       0        0
LIZ CLAIBORNE INC                 COMMON    539320101     11       1759    SH          DEFINED     21      1759       0        0
LIZ CLAIBORNE INC                 COMMON    539320101    14556    2402000  SH          DEFINED      3    2402000      0        0
LKQ CORP                          COMMON    501889208    27417    1382614  SH          DEFINED      1    1382614      0        0
LKQ CORP                          COMMON    501889208    1993     100529   SH          DEFINED      2     12609       0      87920
LKQ CORP                          COMMON    501889208     186      9394    SH          DEFINED     20      9394       0        0
LKQ CORP                          COMMON    501889208     179      9050    SH          DEFINED      5       0         0      9050
LLOYDS BANKING GROUP PLC ADR      COMMON    539439109     839     237070   SH          DEFINED     20     237070      0        0
LMI AEROSPACE INC                 COMMON    502079106      1        67     SH          DEFINED     20       67        0        0
LOCKHEED MARTIN CORPORATION       COMMON    539830109    48099    619435   SH          DEFINED      1     619435      0        0
LOCKHEED MARTIN CORPORATION       COMMON    539830109    2612      33636   SH          DEFINED     1,8    33636       0        0
LOCKHEED MARTIN CORPORATION       COMMON    539830109     101      1300    SH          DEFINED     10      1300       0        0
LOCKHEED MARTIN CORPORATION       COMMON    539830109     342      4400    SH          DEFINED    10,14    4400       0        0
LOCKHEED MARTIN CORPORATION       COMMON    539830109      1        14     SH          DEFINED     11       14        0        0
LOCKHEED MARTIN CORPORATION       COMMON    539830109     16        200    SH          DEFINED     13      200        0        0
LOCKHEED MARTIN CORPORATION       COMMON    539830109    10755    138500   SH          DEFINED     14     112000      0      23100
LOCKHEED MARTIN CORPORATION       COMMON    539830109     256      3300    SH          DEFINED    14,13     0         0      3300
LOCKHEED MARTIN CORPORATION       COMMON    539830109    2252      29000   SH          DEFINED    14,7      0         0      29000
LOCKHEED MARTIN CORPORATION       COMMON    539830109     595      7668    SH          DEFINED     16      7668       0        0
LOCKHEED MARTIN CORPORATION       COMMON    539830109     16        200    SH          DEFINED    17,14     0         0       200
LOCKHEED MARTIN CORPORATION       COMMON    539830109    1255      16164   SH          DEFINED     19      3500       0      12664
LOCKHEED MARTIN CORPORATION       COMMON    539830109    21783    280530   SH          DEFINED     20     280530      0        0
LOCKHEED MARTIN CORPORATION       COMMON    539830109     560      7212    SH          DEFINED     21      7212       0        0
LOCKHEED MARTIN CORPORATION       COMMON    539830109    13697    176400   SH          DEFINED      3     176400      0        0
LOCKHEED MARTIN CORPORATION       COMMON    539830109      4        52     SH          DEFINED      4       52        0        0
LOCKHEED MARTIN CORPORATION       COMMON    539830109     225      2892    SH          DEFINED      5      1186       0      1706
LOCKHEED MARTIN CORPORATION       COMMON    539830109     582      7500    SH          DEFINED    5,14     7500       0        0
LOCKHEED MARTIN CORPORATION       COMMON    539830109    1617      20822   SH          DEFINED      7     20822       0        0
LOCKHEED MARTIN CORPORATION       COMMON    539830109    1984      25547   SH          DEFINED      8     25547       0        0
LOCKHEED MARTIN CORPORATION       COMMON    539830109     124      1600    SH          DEFINED    9,14      0         0      1600
LODGENET INTERACTIVE CORP         COMMON    540211109     264      50730   SH          DEFINED     20     50730       0        0
LODGIAN INC                       COMMON    54021P403     33       23015   SH          DEFINED     20     23015       0        0
LOEWS CORP                        COMMON    540424108     324      8680    SH          DEFINED     14      6480       0      1500
LOEWS CORP                        COMMON    540424108     273      7300    SH          DEFINED    14,7      0         0      7300
LOEWS CORP                        COMMON    540424108     131      3500    SH          DEFINED     19      3500       0        0
LOEWS CORP                        COMMON    540424108    2317      61984   SH          DEFINED     20     61984       0        0
LOEWS CORP                        COMMON    540424108     71       1906    SH          DEFINED     21      1906       0        0
LOEWS CORP                        COMMON    540424108     61       1640    SH          DEFINED      5      1000       0       640
LOEWS CORP                        COMMON    540424108     264      7059    SH          DEFINED      7      7059       0        0
LOGITECH INTERNATIONAL-REG        COMMON    H50430232     44       2483    SH          DEFINED     20      2483       0        0
LOGITECH INTERNATIONAL-REG        COMMON    H50430232     18        996    SH          DEFINED     21      996        0        0
LOGITECH INTERNATIONAL-REG        COMMON    H50430232    31863    1862220  SH          DEFINED     20    1862220      0        0
LOGITECH INTERNATIONAL-REG        COMMON    H50430232    1193      69720   SH          DEFINED     21     69720       0        0
LOGMEIN INC LOGM                  COMMON    54142L109     853      42042   SH          DEFINED     20     42042       0        0
LOJACK CORPORATION                COMMON    539451104     27       6550    SH          DEFINED     20      6550       0        0
LONGTOP FINANCIAL TECHNO-ADR      COMMON    54318P108    4687     119879   SH          DEFINED     20     119879      0        0
LONGTOP FINANCIAL TECHNO-ADR      COMMON    54318P108     53       1360    SH          DEFINED      5       0         0      1360
LOOPNET INC                       COMMON    543524300     48       4739    SH          DEFINED     20      4739       0        0
LORAL SPACE & COMMUNICATIONS      COMMON    543881106     341      10122   SH          DEFINED     20     10122       0        0
LORILLARD INC                     COMMON    544147101     754      9500    SH          DEFINED     14       0         0        0
LORILLARD INC                     COMMON    544147101    1157      14586   SH          DEFINED     20     14586       0        0
LORILLARD INC                     COMMON    544147101     27        344    SH          DEFINED     21      344        0        0
LORILLARD INC                     COMMON    544147101    1000      12600   SH          DEFINED      3     12600       0        0
LORILLARD INC                     COMMON    544147101     143      1800    SH          DEFINED      7      1800       0        0
LOUISIANA-PACIFIC CORP            COMMON    546347105     67       8900    SH          DEFINED    1,14     8900       0        0
LOUISIANA-PACIFIC CORP            COMMON    546347105    2104     278268   SH          DEFINED     20     278268      0        0
LOUISIANA-PACIFIC CORP            COMMON    546347105     24       3231    SH          DEFINED     21      3231       0        0
LOUISIANA-PACIFIC CORP            COMMON    546347105     123      16325   SH          DEFINED      5       0         0      16325
LOWES COMPANIES INC               COMMON    548661107    77674    3388918  SH          DEFINED      1    3388918      0        0
LOWES COMPANIES INC               COMMON    548661107     751      32777   SH          DEFINED    13,2      0         0      32777
LOWES COMPANIES INC               COMMON    548661107     203      8840    SH          DEFINED     14      7340       0        0
LOWES COMPANIES INC               COMMON    548661107     60       2600    SH          DEFINED     18      2600       0        0
LOWES COMPANIES INC               COMMON    548661107    17603    768003   SH          DEFINED     19     115978      0     652025
LOWES COMPANIES INC               COMMON    548661107    2564     111879   SH          DEFINED      2     111879      0        0
LOWES COMPANIES INC               COMMON    548661107    5341     233046   SH          DEFINED     20     233046      0        0
LOWES COMPANIES INC               COMMON    548661107     76       3303    SH          DEFINED     21      3303       0        0
LOWES COMPANIES INC               COMMON    548661107    9553     416815   SH          DEFINED      5     354294      0      62521
LOWES COMPANIES INC               COMMON    548661107     602      26270   SH          DEFINED      7     26270       0        0
LOWES COMPANIES INC               COMMON    548661107     448      19540   SH          DEFINED      8     19540       0        0
LOWES COMPANIES INC               COMMON    548661107     171      7452    SH          DEFINED     8,2     7452       0        0
LSB INDUSTRIES INC                COMMON    502160104     458      30412   SH          DEFINED     20     30412       0        0
LSI CORP                          COMMON    502161102     10       1700    SH          DEFINED     13      1700       0        0
LSI CORP                          COMMON    502161102    3206     524700   SH          DEFINED     14     386800      0      85500
LSI CORP                          COMMON    502161102     200      32800   SH          DEFINED    14,7      0         0      32800
LSI CORP                          COMMON    502161102     10       1700    SH          DEFINED    17,14     0         0      1700
LSI CORP                          COMMON    502161102     46       7475    SH          DEFINED     19       0         0      7475
LSI CORP                          COMMON    502161102    1871     306226   SH          DEFINED     20     306226      0        0
LSI CORP                          COMMON    502161102      8       1250    SH          DEFINED     21      1250       0        0
LSI CORP                          COMMON    502161102     737     120698   SH          DEFINED      5       62        0     120636
LSI INDUSTRIES INC                COMMON    50216C108     197      24100   SH          DEFINED     14     14000       0      10100
LSI INDUSTRIES INC                COMMON    50216C108     77       9390    SH          DEFINED     20      9390       0        0
LSI INDUSTRIES INC                COMMON    50216C108     25       3100    SH          DEFINED    5,14     3100       0        0
LTC PROPERTIES INC                COMMON    502175102     931      34350   SH          DEFINED    1,14    34350       0        0
LTC PROPERTIES INC                COMMON    502175102    4812     177500   SH          DEFINED     14     96100       0      81400
LTC PROPERTIES INC                COMMON    502175102     81       2970    SH          DEFINED     20      2970       0        0
LTC PROPERTIES INC                COMMON    502175102     111      4095    SH          DEFINED      5       0         0      4095
LTC PROPERTIES INC                COMMON    502175102     455      16800   SH          DEFINED    5,14    16800       0        0
LTC PROPERTIES INC                COMMON    502175102     624      23000   SH          DEFINED      8     23000       0        0
LTC PROPERTIES INC                COMMON    502175102     176      6500    SH          DEFINED    8,17     6500       0        0
LUBRIZOL CORP                     COMMON    549271104     99       1300    SH          DEFINED     10      1300       0        0
LUBRIZOL CORP                     COMMON    549271104     152      2000    SH          DEFINED    10,14    2000       0        0
LUBRIZOL CORP                     COMMON    549271104    10882    143450   SH          DEFINED     14     102650      0      34600
LUBRIZOL CORP                     COMMON    549271104     243      3200    SH          DEFINED    14,13     0         0      3200
LUBRIZOL CORP                     COMMON    549271104    1555      20500   SH          DEFINED    14,7      0         0      20500
LUBRIZOL CORP                     COMMON    549271104     82       1075    SH          DEFINED     19       0         0      1075
LUBRIZOL CORP                     COMMON    549271104    2426      31979   SH          DEFINED     20     31979       0        0
LUBRIZOL CORP                     COMMON    549271104     25        326    SH          DEFINED     21      326        0        0
LUBRIZOL CORP                     COMMON    549271104     488      6435    SH          DEFINED      5      375        0      6060
LUBRIZOL CORP                     COMMON    549271104     546      7200    SH          DEFINED    5,14     7200       0        0
LUBRIZOL CORP                     COMMON    549271104     880      11600   SH          DEFINED      7     11600       0        0
LUBRIZOL CORP                     COMMON    549271104    1441      19000   SH          DEFINED      8     19000       0        0
LUBRIZOL CORP                     COMMON    549271104     501      6600    SH          DEFINED    8,14     6600       0        0
LUBRIZOL CORP                     COMMON    549271104     114      1500    SH          DEFINED    9,14      0         0      1500
LUBY'S INC                        COMMON    549282101     23       6217    SH          DEFINED     20      6217       0        0
LUCENT TECH CAP TRUST I           CONVERT   549462307      4         5     SH          DEFINED      5       5         0        0
LUFKIN INDUSTRIES INC             COMMON    549764108    7795     104404   SH          DEFINED      1     104404      0        0
LUFKIN INDUSTRIES INC             COMMON    549764108    3589      48073   SH          DEFINED      2     20288       0      27785
LUFKIN INDUSTRIES INC             COMMON    549764108    6461      86533   SH          DEFINED     20     86533       0        0
LULULEMON ATHLETICA INC           COMMON    550021109     13        400    SH          DEFINED     19      400        0        0
LULULEMON ATHLETICA INC           COMMON    550021109     62       1947    SH          DEFINED     20      1947       0        0
LULULEMON ATHLETICA INC           COMMON    550021109     653      20500   SH          DEFINED      5      3825       0      16675
LUMBER LIQUIDATORS INC            COMMON    55003Q103    1715      63995   SH          DEFINED     20     63995       0        0
LUMINEX CORP                      COMMON    55027E102      5        320    SH          DEFINED     20      320        0        0
LUMINEX CORP                      COMMON    55027E102    2804     187800   SH          DEFINED      3     187800      0        0
LUXOTTICA GROUP SPA ADR           COMMON    55068R202     103      3924    SH          DEFINED     20      3924       0        0
LYDALL INC                        COMMON    550819106     64       11584   SH          DEFINED     20     11584       0        0
M & F WORLDWIDE CORP              COMMON    552541104     287      7031    SH          DEFINED     20      7031       0        0
M & T BANK CORPORATION            COMMON    55261F104     89       1300    SH          DEFINED     10      1300       0        0
M & T BANK CORPORATION            COMMON    55261F104     307      4500    SH          DEFINED    10,14    4500       0        0
M & T BANK CORPORATION            COMMON    55261F104     34        500    SH          DEFINED     13      500        0        0
M & T BANK CORPORATION            COMMON    55261F104    12136    177920   SH          DEFINED     14     142520      0      32100
M & T BANK CORPORATION            COMMON    55261F104     218      3200    SH          DEFINED    14,13     0         0      3200
M & T BANK CORPORATION            COMMON    55261F104    1514      22200   SH          DEFINED    14,7      0         0      22200
M & T BANK CORPORATION            COMMON    55261F104     34        500    SH          DEFINED    17,14     0         0       500
M & T BANK CORPORATION            COMMON    55261F104    4459      65365   SH          DEFINED     20     65365       0        0
M & T BANK CORPORATION            COMMON    55261F104     30        437    SH          DEFINED     21      437        0        0
M & T BANK CORPORATION            COMMON    55261F104      3        45     SH          DEFINED      5       0         0       45
M & T BANK CORPORATION            COMMON    55261F104     491      7200    SH          DEFINED    5,14     7200       0        0
M & T BANK CORPORATION            COMMON    55261F104     169      2484    SH          DEFINED      7      2484       0        0
M & T BANK CORPORATION            COMMON    55261F104     723      10600   SH          DEFINED      8     10600       0        0
M & T BANK CORPORATION            COMMON    55261F104    1289      18900   SH          DEFINED    8,14    18900       0        0
M & T BANK CORPORATION            COMMON    55261F104     102      1500    SH          DEFINED    9,14      0         0      1500
M/I HOMES INC                     COMMON    55305B101    3053     279100   SH          DEFINED     14     129000      0     150100
M/I HOMES INC                     COMMON    55305B101     282      25781   SH          DEFINED     20     25781       0        0
M/I HOMES INC                     COMMON    55305B101     306      28000   SH          DEFINED    5,14    28000       0        0
M/I HOMES INC                     COMMON    55305B101     365      33400   SH          DEFINED      8     33400       0        0
M/I HOMES INC                     COMMON    55305B101     104      9500    SH          DEFINED    8,17     9500       0        0
MACATAWA BANK CORP                COMMON    554225102     25       12604   SH          DEFINED     20     12604       0        0
MACERICH COMPANY (THE)            COMMON    554382101    2972      86332   SH          DEFINED    1,11      0         0      86332
MACERICH COMPANY (THE)            COMMON    554382101    33247    965636   SH          DEFINED    1,14    965636      0        0
MACERICH COMPANY (THE)            COMMON    554382101     59       1702    SH          DEFINED     11      1702       0        0
MACERICH COMPANY (THE)            COMMON    554382101    81812    2376190  SH          DEFINED     14    1216317      0     1068216
MACERICH COMPANY (THE)            COMMON    554382101    1319      38324   SH          DEFINED    16,14   38324       0        0
MACERICH COMPANY (THE)            COMMON    554382101    2666      77427   SH          DEFINED    2,14    77427       0        0
MACERICH COMPANY (THE)            COMMON    554382101    1473      42796   SH          DEFINED     20     42796       0        0
MACERICH COMPANY (THE)            COMMON    554382101     16        460    SH          DEFINED     21      460        0        0
MACERICH COMPANY (THE)            COMMON    554382101     200      5807    SH          DEFINED    3,14     5807       0        0
MACERICH COMPANY (THE)            COMMON    554382101      3        77     SH          DEFINED      5       0         0       77
MACERICH COMPANY (THE)            COMMON    554382101    7262     210917   SH          DEFINED    5,14    210917      0        0
MACERICH COMPANY (THE)            COMMON    554382101     58       1673    SH          DEFINED    6,14     1673       0        0
MACERICH COMPANY (THE)            COMMON    554382101    1659      48197   SH          DEFINED    8,14      0       48197      0
MACK-CALI REALTY CORP             COMMON    554489104    2603      75200   SH          DEFINED    1,11      0         0      75200
MACK-CALI REALTY CORP             COMMON    554489104    31782    918300   SH          DEFINED    1,14    918300      0        0
MACK-CALI REALTY CORP             COMMON    554489104     52       1500    SH          DEFINED     11      1500       0        0
MACK-CALI REALTY CORP             COMMON    554489104    69473    2007318  SH          DEFINED     14     963831      0     960987
MACK-CALI REALTY CORP             COMMON    554489104    1173      33900   SH          DEFINED    16,14   33900       0        0
MACK-CALI REALTY CORP             COMMON    554489104    2371      68500   SH          DEFINED    2,14    68500       0        0
MACK-CALI REALTY CORP             COMMON    554489104     160      4631    SH          DEFINED     20      4631       0        0
MACK-CALI REALTY CORP             COMMON    554489104     160      4610    SH          DEFINED    20,14    4610       0        0
MACK-CALI REALTY CORP             COMMON    554489104     10        300    SH          DEFINED     21      300        0        0
MACK-CALI REALTY CORP             COMMON    554489104     177      5100    SH          DEFINED    3,14     5100       0        0
MACK-CALI REALTY CORP             COMMON    554489104      4        111    SH          DEFINED      5       0         0       111
MACK-CALI REALTY CORP             COMMON    554489104    5515     159351   SH          DEFINED    5,14    159351      0        0
MACK-CALI REALTY CORP             COMMON    554489104     52       1500    SH          DEFINED    6,14     1500       0        0
MACK-CALI REALTY CORP             COMMON    554489104    1478      42700   SH          DEFINED    8,14      0       42700      0
MACY'S INC                        COMMON    55616P104    35237    2089968  SH          DEFINED      1    2089968      0        0
MACY'S INC                        COMMON    55616P104    3249     192700   SH          DEFINED    1,14    192700      0        0
MACY'S INC                        COMMON    55616P104     305      18100   SH          DEFINED     10     18100       0        0
MACY'S INC                        COMMON    55616P104     590      35000   SH          DEFINED    10,14   35000       0        0
MACY'S INC                        COMMON    55616P104     144      8554    SH          DEFINED     11      8554       0        0
MACY'S INC                        COMMON    55616P104     49       2900    SH          DEFINED     13      2900       0        0
MACY'S INC                        COMMON    55616P104    43446    2576878  SH          DEFINED     14    1867478      0     579500
MACY'S INC                        COMMON    55616P104     750      44500   SH          DEFINED    14,13     0         0      44500
MACY'S INC                        COMMON    55616P104    2775     164600   SH          DEFINED    14,7      0         0     164600
MACY'S INC                        COMMON    55616P104     135      8000    SH          DEFINED    17,14     0         0      2900
MACY'S INC                        COMMON    55616P104     17        997    SH          DEFINED     19      907        0       90
MACY'S INC                        COMMON    55616P104    2951     175033   SH          DEFINED      2     14925       0     160108
MACY'S INC                        COMMON    55616P104    1051      62320   SH          DEFINED     20     62320       0        0
MACY'S INC                        COMMON    55616P104     63       3721    SH          DEFINED     21      3721       0        0
MACY'S INC                        COMMON    55616P104    1903     112850   SH          DEFINED      3     112850      0        0
MACY'S INC                        COMMON    55616P104      8        465    SH          DEFINED      5       0         0       465
MACY'S INC                        COMMON    55616P104    1684      99900   SH          DEFINED    5,14    99900       0        0
MACY'S INC                        COMMON    55616P104    1104      65500   SH          DEFINED      7     65500       0        0
MACY'S INC                        COMMON    55616P104    16969    1006462  SH          DEFINED      8     868992   137470      0
MACY'S INC                        COMMON    55616P104    2472     146600   SH          DEFINED    8,14    146600      0        0
MACY'S INC                        COMMON    55616P104     352      20900   SH          DEFINED    9,14      0         0      20900
MADISON/CLAYMORE COVERED CAL C    COMMON    556582104     45       5000    SH          DEFINED     19       0         0      5000
MAGELLAN HEALTH SERVICES INC      COMMON    559079207     661      15900   SH          DEFINED     14      9300       0      6600
MAGELLAN HEALTH SERVICES INC      COMMON    559079207    1939      46626   SH          DEFINED     20     46626       0        0
MAGELLAN HEALTH SERVICES INC      COMMON    559079207      3        72     SH          DEFINED     21       72        0        0
MAGELLAN HEALTH SERVICES INC      COMMON    559079207     63       1525    SH          DEFINED      5       0         0      1525
MAGELLAN HEALTH SERVICES INC      COMMON    559079207     50       1200    SH          DEFINED    5,14     1200       0        0
MAGELLAN HEALTH SERVICES INC      COMMON    559079207     179      4300    SH          DEFINED      8      4300       0        0
MAGELLAN HEALTH SERVICES INC      COMMON    559079207     50       1200    SH          DEFINED    8,17     1200       0        0
MAGELLAN MIDSTREAM PARTNERS       COMMON    559080106     467      10789   SH          DEFINED     19       0         0      10789
MAGELLAN MIDSTREAM PARTNERS       COMMON    559080106    46999    1084685  SH          DEFINED      5    1052712      0      31973
MAGNA INTERNATIONAL INC CL A      COMMON    559222401     11        220    SH          DEFINED     19       0         0       220
MAGNA INTERNATIONAL INC CL A      COMMON    559222401    3165      55708   SH          DEFINED      2     55708       0        0
MAGNA INTERNATIONAL INC CL A      COMMON    559222401     196      3457    SH          DEFINED     20      3457       0        0
MAGNA INTERNATIONAL INC CL A      COMMON    559222401      5        83     SH          DEFINED     21       83        0        0
MAGNA INTERNATIONAL INC CL A      COMMON    559222401    16838    296400   SH          DEFINED      3     296400      0        0
MAGNA INTERNATIONAL INC CL A      COMMON    559222401    38791    682830   SH          DEFINED     3,1    682830      0        0
MAGNA INTERNATIONAL INC CL A      COMMON    559222401      1        11     SH          DEFINED      5       11        0        0
MAGNA INTERNATIONAL INC CL A      COMMON    559222401     528      10046   SH          DEFINED      8     10046       0        0
MAGUIRE PROPERTIES INC            COMMON    559775101     97       61954   SH          DEFINED     20     61954       0        0
MAGYAR TELEKOM TELECOMMUNICATI    COMMON    559776109     10        520    SH          DEFINED     20      520        0        0
MAIDEN HOLDINGS LTD               COMMON    G5753U112     267      36112   SH          DEFINED     20     36112       0        0
MAIDEN HOLDINGS LTD               COMMON    G5753U112     85       11475   SH          DEFINED      5       0         0      11475
MAIDENFORM BRANDS, INC.           COMMON    560305104     388      23094   SH          DEFINED     20     23094       0        0
MAIN STREET CAPITAL CORP          COMMON    56035L104    1025      63582   SH          DEFINED     20     63582       0        0
MAIN STREET CAPITAL CORP          COMMON    56035L104     17       1042    SH          DEFINED     21      1042       0        0
MAINSOURCE FINANCIAL GROUP I      COMMON    56062Y102     59       12400   SH          DEFINED     14     12400       0        0
MAINSOURCE FINANCIAL GROUP I      COMMON    56062Y102     33       6934    SH          DEFINED     20      6934       0        0
MAINSOURCE FINANCIAL GROUP I      COMMON    56062Y102      6       1300    SH          DEFINED    5,14     1300       0        0
MAKITA CORP ADR                   COMMON    560877300     358      10146   SH          DEFINED     20     10146       0        0
MAKO SURGICAL CORP                COMMON    560879108      2        192    SH          DEFINED     20      192        0        0
MANHATTAN ASSOCIATES INC          COMMON    562750109    10072    411611   SH          DEFINED      1     411611      0        0
MANHATTAN ASSOCIATES INC          COMMON    562750109     962      39300   SH          DEFINED     14      7500       0      31800
MANHATTAN ASSOCIATES INC          COMMON    562750109    11116    454274   SH          DEFINED      2     454274      0        0
MANHATTAN ASSOCIATES INC          COMMON    562750109    2148      87786   SH          DEFINED     20     87786       0        0
MANHATTAN ASSOCIATES INC          COMMON    562750109     115      4700    SH          DEFINED    5,14     4700       0        0
MANITOWOC COMPANY INC             COMMON    563571108     170      15217   SH          DEFINED     20     15217       0        0
MANITOWOC COMPANY INC             COMMON    563571108     10        881    SH          DEFINED     21      881        0        0
MANITOWOC COMPANY INC             COMMON    563571108      3        274    SH          DEFINED      5       0         0       274
MANNATECH INC                     COMMON    563771104     19       6152    SH          DEFINED     20      6152       0        0
MANNKIND CORP                     COMMON    56400P201      3        435    SH          DEFINED     20      435        0        0
MANNKIND CORP                     COMMON    56400P201     14       1750    SH          DEFINED      5      1750       0        0
MANPOWER INC                      COMMON    56418H100     91       1600    SH          DEFINED     10      1600       0        0
MANPOWER INC                      COMMON    56418H100     211      3700    SH          DEFINED    10,14    3700       0        0
MANPOWER INC                      COMMON    56418H100     17        300    SH          DEFINED     13      300        0        0
MANPOWER INC                      COMMON    56418H100    9979     174680   SH          DEFINED     14     125180      0      43200
MANPOWER INC                      COMMON    56418H100     223      3900    SH          DEFINED    14,13     0         0      3900
MANPOWER INC                      COMMON    56418H100     663      11600   SH          DEFINED    14,7      0         0      11600
MANPOWER INC                      COMMON    56418H100     17        300    SH          DEFINED    17,14     0         0       300
MANPOWER INC                      COMMON    56418H100     391      6845    SH          DEFINED     20      6845       0        0
MANPOWER INC                      COMMON    56418H100     26        452    SH          DEFINED     21      452        0        0
MANPOWER INC                      COMMON    56418H100     610      10677   SH          DEFINED      5       0         0      10677
MANPOWER INC                      COMMON    56418H100     503      8800    SH          DEFINED    5,14     8800       0        0
MANPOWER INC                      COMMON    56418H100     80       1400    SH          DEFINED      7      1400       0        0
MANPOWER INC                      COMMON    56418H100     840      14700   SH          DEFINED    8,14    14700       0        0
MANPOWER INC                      COMMON    56418H100     109      1900    SH          DEFINED    9,14      0         0      1900
MANTECH INTERNATIONAL CORP        COMMON    564563104     13        270    SH          DEFINED     19       0         0       270
MANTECH INTERNATIONAL CORP        COMMON    564563104    2034      41653   SH          DEFINED     20     41653       0        0
MANULIFE FINANCIAL CORP           COMMON    56501R106     28       1400    SH          DEFINED     18      1400       0        0
MANULIFE FINANCIAL CORP           COMMON    56501R106     69       3782    SH          DEFINED     19       0         0      3782
MANULIFE FINANCIAL CORP           COMMON    56501R106    6235     338413   SH          DEFINED     20     338413      0        0
MANULIFE FINANCIAL CORP           COMMON    56501R106     10        530    SH          DEFINED     21      530        0        0
MANULIFE FINANCIAL CORP           COMMON    56501R106   279450    1.4E+07  SH          DEFINED      3    14215300     0        0
MANULIFE FINANCIAL CORP           COMMON    56501R106     300      15246   SH          DEFINED     3,1    15246       0        0
MANULIFE FINANCIAL CORP           COMMON    56501R106      1        55     SH          DEFINED      4       55        0        0
MANULIFE FINANCIAL CORP           COMMON    56501R106     11        616    SH          DEFINED      5      616        0        0
MANULIFE FINANCIAL CORP           COMMON    56501R106    1227      62396   SH          DEFINED      7     62396       0        0
MANULIFE FINANCIAL CORP           COMMON    56501R106    1238      62988   SH          DEFINED      8     62988       0        0
MAP PHARMACEUTICALS INC           COMMON    56509R108      1        75     SH          DEFINED     20       75        0        0
MARATHON OIL CORP                 COMMON    565849106     43       1350    SH          DEFINED     14      1150       0       200
MARATHON OIL CORP                 COMMON    565849106    1281      39845   SH          DEFINED     19      6450       0      33395
MARATHON OIL CORP                 COMMON    565849106    4318     134352   SH          DEFINED     20     134352      0        0
MARATHON OIL CORP                 COMMON    565849106     87       2718    SH          DEFINED     21      2718       0        0
MARATHON OIL CORP                 COMMON    565849106     79       2447    SH          DEFINED      5      1807       0       640
MARATHON OIL CORP                 COMMON    565849106     354      11000   SH          DEFINED      6     11000       0        0
MARATHON OIL CORP                 COMMON    565849106     383      11910   SH          DEFINED      7     11910       0        0
MARCHEX INC - CLASS B             COMMON    56624R108     51       10304   SH          DEFINED     20     10304       0        0
MARCUS CORPORATION                COMMON    566330106     193      14805   SH          DEFINED     20     14805       0        0
MARINE PRODUCTS CORP              COMMON    568427108     13       2640    SH          DEFINED     20      2640       0        0
MARINEMAX INC                     COMMON    567908108    1954     215200   SH          DEFINED     14     104800      0     110400
MARINEMAX INC                     COMMON    567908108     665      73285   SH          DEFINED     20     73285       0        0
MARINEMAX INC                     COMMON    567908108     222      24400   SH          DEFINED    5,14    24400       0        0
MARINEMAX INC                     COMMON    567908108     79       8700    SH          DEFINED      8      8700       0        0
MARINEMAX INC                     COMMON    567908108     23       2500    SH          DEFINED    8,17     2500       0        0
MARINER ENERGY INC                COMMON    56845T305     84       6618    SH          DEFINED     20      6618       0        0
MARINER ENERGY INC                COMMON    56845T305      5        397    SH          DEFINED     21      397        0        0
MARINER ENERGY INC                COMMON    56845T305     25       1950    SH          DEFINED      5      1950       0        0
MARKEL CORP                       COMMON    570535104     123       356    SH          DEFINED     20      356        0        0
MARKEL CORP                       COMMON    570535104      5        15     SH          DEFINED      5       0         0       15
MARKET VECTORS GOLD MINERS ETF    COMMON    57060U100     530      11010   SH          DEFINED     19       0         0      11010
MARKET VECTORS GOLD MINERS ETF    COMMON    57060U100     84       1750    SH          DEFINED      5      1750       0        0
MARKETAXESS HOLDINGS INC          COMMON    57060D108    2148     157013   SH          DEFINED     20     157013      0        0
MARKETAXESS HOLDINGS INC          COMMON    57060D108     95       6909    SH          DEFINED     21      6909       0        0
MARKWEST ENERGY PARTNERS LP       COMMON    570759100     23        777    SH          DEFINED     19       0         0       777
MARKWEST ENERGY PARTNERS LP       COMMON    570759100    4391     150000   SH          DEFINED      5     150000      0        0
MARLIN BUSINESS SERVICES INC      COMMON    571157106     89       10600   SH          DEFINED     14     10600       0        0
MARLIN BUSINESS SERVICES INC      COMMON    571157106     54       6376    SH          DEFINED     20      6376       0        0
MARLIN BUSINESS SERVICES INC      COMMON    571157106     11       1300    SH          DEFINED    5,14     1300       0        0
MARRIOTT INTERNATIONAL CL A       COMMON    571903202    87531    3149723  SH          DEFINED      1    3149723      0        0
MARRIOTT INTERNATIONAL CL A       COMMON    571903202      0         1     SH          DEFINED     10       1         0        0
MARRIOTT INTERNATIONAL CL A       COMMON    571903202      0         1     SH          DEFINED    10,14     1         0        0
MARRIOTT INTERNATIONAL CL A       COMMON    571903202    1065      38325   SH          DEFINED    13,2      0         0      38325
MARRIOTT INTERNATIONAL CL A       COMMON    571903202     976      35118   SH          DEFINED     14     28597       0      3711
MARRIOTT INTERNATIONAL CL A       COMMON    571903202     403      14501   SH          DEFINED    14,7      0         0      14501
MARRIOTT INTERNATIONAL CL A       COMMON    571903202      0         0     SH          DEFINED    17,14     0         0        0
MARRIOTT INTERNATIONAL CL A       COMMON    571903202    2889     103951   SH          DEFINED     19     33131       0      70820
MARRIOTT INTERNATIONAL CL A       COMMON    571903202     261      9399    SH          DEFINED      2      9399       0        0
MARRIOTT INTERNATIONAL CL A       COMMON    571903202     650      23381   SH          DEFINED     20     23381       0        0
MARRIOTT INTERNATIONAL CL A       COMMON    571903202     22        775    SH          DEFINED     21      775        0        0
MARRIOTT INTERNATIONAL CL A       COMMON    571903202     842      30299   SH          DEFINED      4     30299       0        0
MARRIOTT INTERNATIONAL CL A       COMMON    571903202    3144     113126   SH          DEFINED      5     93067       0      20059
MARRIOTT INTERNATIONAL CL A       COMMON    571903202      0         1     SH          DEFINED    5,14      1         0        0
MARRIOTT INTERNATIONAL CL A       COMMON    571903202     231      8315    SH          DEFINED      7      8315       0        0
MARRIOTT INTERNATIONAL CL A       COMMON    571903202    1028      36979   SH          DEFINED      8     36979       0        0
MARRIOTT INTERNATIONAL CL A       COMMON    571903202      0         1     SH          DEFINED    9,14      0         0        1
MARSH & MCLENNAN COS              COMMON    571748102   107757    5049541  SH          DEFINED      1    5049541      0        0
MARSH & MCLENNAN COS              COMMON    571748102     322      15110   SH          DEFINED     14     12110       0       800
MARSH & MCLENNAN COS              COMMON    571748102     853      39960   SH          DEFINED     19     32460       0      7500
MARSH & MCLENNAN COS              COMMON    571748102     615      28826   SH          DEFINED     20     28826       0        0
MARSH & MCLENNAN COS              COMMON    571748102     29       1368    SH          DEFINED     21      1368       0        0
MARSH & MCLENNAN COS              COMMON    571748102    7973     373610   SH          DEFINED      4     373610      0        0
MARSH & MCLENNAN COS              COMMON    571748102     548      25683   SH          DEFINED      5     25000       0       683
MARSH & MCLENNAN COS              COMMON    571748102     566      26533   SH          DEFINED      7     26533       0        0
MARSH & MCLENNAN COS              COMMON    571748102    1125      52729   SH          DEFINED      8     52729       0        0
MARSHALL & ILSLEY CORP            COMMON    571837103      4        700    SH          DEFINED     14      700        0        0
MARSHALL & ILSLEY CORP            COMMON    571837103     790     132305   SH          DEFINED     20     132305      0        0
MARSHALL & ILSLEY CORP            COMMON    571837103     20       3347    SH          DEFINED     21      3347       0        0
MARSHALL & ILSLEY CORP            COMMON    571837103      1        111    SH          DEFINED      5       0         0       111
MARSHALL & ILSLEY CORP            COMMON    571837103     36       6000    SH          DEFINED      7      6000       0        0
MARSHALL EDWARDS INC              COMMON    572322139      0       10000   SH          DEFINED      2     10000       0        0
MARSHALL EDWARDS INC              COMMON    572322303     218     315500   SH          DEFINED      2     315500      0        0
MARSHALL EDWARDS INC WTS 144A     COMMON    572322121      0       48545   SH          DEFINED      2     48545       0        0
MARTEK BIOSCIENCES CORP           COMMON    572901106    6323     333818   SH          DEFINED      1     333818      0        0
MARTEK BIOSCIENCES CORP           COMMON    572901106     847      44700   SH          DEFINED     14      8700       0      36000
MARTEK BIOSCIENCES CORP           COMMON    572901106    5991     316294   SH          DEFINED      2     316294      0        0
MARTEK BIOSCIENCES CORP           COMMON    572901106    1238      65384   SH          DEFINED     20     65384       0        0
MARTEK BIOSCIENCES CORP           COMMON    572901106     89       4700    SH          DEFINED      5       0         0      4700
MARTEK BIOSCIENCES CORP           COMMON    572901106     87       4600    SH          DEFINED    5,14     4600       0        0
MARTEK BIOSCIENCES CORP           COMMON    572901106     93       4900    SH          DEFINED      8      4900       0        0
MARTEK BIOSCIENCES CORP           COMMON    572901106     27       1400    SH          DEFINED    8,17     1400       0        0
MARTEN TRANSPORT LTD              COMMON    573075108    4453     253706   SH          DEFINED      1     253706      0        0
MARTEN TRANSPORT LTD              COMMON    573075108    2113     120396   SH          DEFINED      2     51062       0      69334
MARTEN TRANSPORT LTD              COMMON    573075108     169      9658    SH          DEFINED     20      9658       0        0
MARTHA STEWART LIVING CL A        COMMON    573083102     44       8866    SH          DEFINED     20      8866       0        0
MARTIN MARIETTA MATERIALS         COMMON    573284106     18        200    SH          DEFINED     19       0         0       200
MARTIN MARIETTA MATERIALS         COMMON    573284106     198      2195    SH          DEFINED     20      2195       0        0
MARTIN MARIETTA MATERIALS         COMMON    573284106      4        47     SH          DEFINED     21       47        0        0
MARTIN MARIETTA MATERIALS         COMMON    573284106     446      4934    SH          DEFINED      5      4875       0       59
MARVEL ENTERTAINMENT INC          COMMON    57383T103     16        300    SH          DEFINED      5      300        0        0
MARVELL TECHNOLOGY                COMMON    G5876H105    82227    3836983  SH          DEFINED      1    3836983      0        0
MARVELL TECHNOLOGY                COMMON    G5876H105    3881     181100   SH          DEFINED    1,14    181100      0        0
MARVELL TECHNOLOGY                COMMON    G5876H105     514      24000   SH          DEFINED     10     24000       0        0
MARVELL TECHNOLOGY                COMMON    G5876H105     861      40200   SH          DEFINED    10,14   40200       0        0
MARVELL TECHNOLOGY                COMMON    G5876H105     17        777    SH          DEFINED     11      777        0        0
MARVELL TECHNOLOGY                COMMON    G5876H105     41       1900    SH          DEFINED     13      1900       0        0
MARVELL TECHNOLOGY                COMMON    G5876H105    42423    1979585  SH          DEFINED     14    1262285      0     650300
MARVELL TECHNOLOGY                COMMON    G5876H105    1264      59000   SH          DEFINED    14,13     0         0      59000
MARVELL TECHNOLOGY                COMMON    G5876H105    2520     117600   SH          DEFINED    14,7      0         0     117600
MARVELL TECHNOLOGY                COMMON    G5876H105    2380     111054   SH          DEFINED    17,1    111054      0        0
MARVELL TECHNOLOGY                COMMON    G5876H105     56       2600    SH          DEFINED    17,14     0         0      1900
MARVELL TECHNOLOGY                COMMON    G5876H105    2777     129569   SH          DEFINED     19     20709       0     108860
MARVELL TECHNOLOGY                COMMON    G5876H105    16263    758874   SH          DEFINED      2     645315      0     113559
MARVELL TECHNOLOGY                COMMON    G5876H105   138770    6475494  SH          DEFINED     20    6475494      0        0
MARVELL TECHNOLOGY                COMMON    G5876H105    5199     242599   SH          DEFINED     21     242599      0        0
MARVELL TECHNOLOGY                COMMON    G5876H105     30       1409    SH          DEFINED      4      1409       0        0
MARVELL TECHNOLOGY                COMMON    G5876H105    4783     223214   SH          DEFINED      5     153990      0      69224
MARVELL TECHNOLOGY                COMMON    G5876H105    2835     132300   SH          DEFINED    5,14    132300      0        0
MARVELL TECHNOLOGY                COMMON    G5876H105     709      33100   SH          DEFINED      7     33100       0        0
MARVELL TECHNOLOGY                COMMON    G5876H105    3191     148900   SH          DEFINED    8,14    148900      0        0
MARVELL TECHNOLOGY                COMMON    G5876H105     594      27700   SH          DEFINED    9,14      0         0      27700
MASCO CORP                        COMMON    574599106    20781    1441132  SH          DEFINED      1    1441132      0        0
MASCO CORP                        COMMON    574599106     97       6700    SH          DEFINED     11      6700       0        0
MASCO CORP                        COMMON    574599106     22       1500    SH          DEFINED     13      1500       0        0
MASCO CORP                        COMMON    574599106    3565     247210   SH          DEFINED     14     165910      0      46700
MASCO CORP                        COMMON    574599106     101      7000    SH          DEFINED    14,7      0         0      7000
MASCO CORP                        COMMON    574599106     630      43700   SH          DEFINED     16     43700       0        0
MASCO CORP                        COMMON    574599106     22       1500    SH          DEFINED    17,14     0         0      1500
MASCO CORP                        COMMON    574599106     25       1724    SH          DEFINED     19      1659       0       65
MASCO CORP                        COMMON    574599106    2543     176356   SH          DEFINED     20     176356      0        0
MASCO CORP                        COMMON    574599106     53       3688    SH          DEFINED     21      3688       0        0
MASCO CORP                        COMMON    574599106      6        430    SH          DEFINED      5       0         0       430
MASCO CORP                        COMMON    574599106     899      62373   SH          DEFINED      7     62373       0        0
MASCO CORP                        COMMON    574599106    3961     274719   SH          DEFINED      8     274719      0        0
MASCO CORP                        COMMON    574599106     388      26900   SH          DEFINED      9     26900       0        0
MASIMO CORPORATION                COMMON    574795100     36       1227    SH          DEFINED     20      1227       0        0
MASSEY ENERGY COMPANY             COMMON    576206106    29459    640000   SH          DEFINED      1     640000      0        0
MASSEY ENERGY COMPANY             COMMON    576206106    6444     140000   SH          DEFINED    13,2      0         0     140000
MASSEY ENERGY COMPANY             COMMON    576206106      9        200    SH          DEFINED     14       0         0       200
MASSEY ENERGY COMPANY             COMMON    576206106    1536      33371   SH          DEFINED     20     33371       0        0
MASSEY ENERGY COMPANY             COMMON    576206106     10        218    SH          DEFINED     21      218        0        0
MASSEY ENERGY COMPANY             COMMON    576206106      7        151    SH          DEFINED      5       0         0       151
MASTEC INC                        COMMON    576323109     74       5792    SH          DEFINED     20      5792       0        0
MASTERCARD INC-CLASS A            COMMON    57636Q104    75664    295471   SH          DEFINED      1     295471      0        0
MASTERCARD INC-CLASS A            COMMON    57636Q104     39        154    SH          DEFINED     13      154        0        0
MASTERCARD INC-CLASS A            COMMON    57636Q104     39        154    SH          DEFINED    13,2     154        0        0
MASTERCARD INC-CLASS A            COMMON    57636Q104    1665      6500    SH          DEFINED     14      2350       0       250
MASTERCARD INC-CLASS A            COMMON    57636Q104     371      1450    SH          DEFINED    14,7      0         0      1450
MASTERCARD INC-CLASS A            COMMON    57636Q104     920      3591    SH          DEFINED    17,1     3591       0        0
MASTERCARD INC-CLASS A            COMMON    57636Q104    8766      34231   SH          DEFINED     19      2576       0      31655
MASTERCARD INC-CLASS A            COMMON    57636Q104    11690     45650   SH          DEFINED      2     45650       0        0
MASTERCARD INC-CLASS A            COMMON    57636Q104    3702      14455   SH          DEFINED     20     14455       0        0
MASTERCARD INC-CLASS A            COMMON    57636Q104     11        43     SH          DEFINED     21       43        0        0
MASTERCARD INC-CLASS A            COMMON    57636Q104    1129      4408    SH          DEFINED     3,1     4408       0        0
MASTERCARD INC-CLASS A            COMMON    57636Q104    6452      25195   SH          DEFINED      5     13546       0      11649
MASTERCARD INC-CLASS A            COMMON    57636Q104    1096      4280    SH          DEFINED      6      4280       0        0
MASTERCARD INC-CLASS A            COMMON    57636Q104     279      1090    SH          DEFINED      7      1090       0        0
MASTERCARD INC-CLASS A            COMMON    57636Q104     768      3000    SH          DEFINED      8      3000       0        0
MASTERCARD INC-CLASS A            COMMON    57636Q104     243       950    SH          DEFINED    8,14     950        0        0
MASTERCARD INC-CLASS A            COMMON    57636Q104     111       434    SH          DEFINED     8,2     434        0        0
MATERIALS SELECT SECTOR SPDR E    COMMON    81369Y100     77       2340    SH          DEFINED     19      2340       0        0
MATRIX SERVICE CO                 COMMON    576853105     63       5805    SH          DEFINED     20      5805       0        0
MATRIXX INITIATIVES INC           COMMON    57685L105      1        207    SH          DEFINED     20      207        0        0
MATTEL INC                        COMMON    577081102     82       4200    SH          DEFINED    10,14    4200       0        0
MATTEL INC                        COMMON    577081102      4        200    SH          DEFINED     13      200        0        0
MATTEL INC                        COMMON    577081102    1843      94110   SH          DEFINED     14     84110       0      8700
MATTEL INC                        COMMON    577081102     805      41100   SH          DEFINED    14,7      0         0      41100
MATTEL INC                        COMMON    577081102      4        200    SH          DEFINED    17,14     0         0       200
MATTEL INC                        COMMON    577081102     417      21314   SH          DEFINED     19       0         0      21314
MATTEL INC                        COMMON    577081102    91421    4669084  SH          DEFINED     20    4669084      0        0
MATTEL INC                        COMMON    577081102    3312     169156   SH          DEFINED     21     169156      0        0
MATTEL INC                        COMMON    577081102     29       1501    SH          DEFINED      5      804        0       697
MATTEL INC                        COMMON    577081102     163      8328    SH          DEFINED      7      8328       0        0
MATTHEWS INTL CORP CL A           COMMON    577128101     107      3067    SH          DEFINED     20      3067       0        0
MATTSON TECHNOLOGY INC            COMMON    577223100     182      53453   SH          DEFINED     20     53453       0        0
MAUI LAND & PINEAPPLE CO          COMMON    577345101      7       1331    SH          DEFINED     20      1331       0        0
MAX CAPITAL GROUP LTD             COMMON    G6052F103    2492     113100   SH          DEFINED     20     113100      0        0
MAXIM INTEGRATED PRODUCTS         COMMON    57772K101    13058    646092   SH          DEFINED      1     646092      0        0
MAXIM INTEGRATED PRODUCTS         COMMON    57772K101     351      17350   SH          DEFINED     14      5950       0      1300
MAXIM INTEGRATED PRODUCTS         COMMON    57772K101     99       4900    SH          DEFINED    14,7      0         0      4900
MAXIM INTEGRATED PRODUCTS         COMMON    57772K101     30       1500    SH          DEFINED     19       0         0      1500
MAXIM INTEGRATED PRODUCTS         COMMON    57772K101    67498    3339822  SH          DEFINED     20    3339822      0        0
MAXIM INTEGRATED PRODUCTS         COMMON    57772K101    2471     122272   SH          DEFINED     21     122272      0        0
MAXIM INTEGRATED PRODUCTS         COMMON    57772K101     101      5000    SH          DEFINED      7      5000       0        0
MAXIMUS INC                       COMMON    577933104     72       1427    SH          DEFINED     20      1427       0        0
MAXWELL TECHNOLOGIES INC          COMMON    577767106    18773    1025309  SH          DEFINED     20    1025309      0        0
MAXWELL TECHNOLOGIES INC          COMMON    577767106     43       2343    SH          DEFINED     21      2343       0        0
MAXYGEN INC                       COMMON    577776107     192      32672   SH          DEFINED     20     32672       0        0
MB FINANCIAL INC                  COMMON    55264U108     209      10557   SH          DEFINED     20     10557       0        0
MBIA INC                          COMMON    55262C100     305      66500   SH          DEFINED     19     66500       0        0
MBIA INC                          COMMON    55262C100     140      30414   SH          DEFINED     20     30414       0        0
MBIA INC                          COMMON    55262C100      8       1843    SH          DEFINED     21      1843       0        0
MBIA INC                          COMMON    55262C100      0        88     SH          DEFINED      5       0         0       88
MCAFEE INC                        COMMON    579064106   112849    2791902  SH          DEFINED      1    2791902      0        0
MCAFEE INC                        COMMON    579064106     930      23000   SH          DEFINED     15     23000       0        0
MCAFEE INC                        COMMON    579064106     227      5628    SH          DEFINED     19      1287       0      4341
MCAFEE INC                        COMMON    579064106    5684     140630   SH          DEFINED      2     89091       0      51539
MCAFEE INC                        COMMON    579064106    5330     131872   SH          DEFINED     20     131872      0        0
MCAFEE INC                        COMMON    579064106      5        122    SH          DEFINED     21      122        0        0
MCAFEE INC                        COMMON    579064106    3445      85228   SH          DEFINED      5     72588       0      12640
MCAFEE INC                        COMMON    579064106     77       1900    SH          DEFINED      7      1900       0        0
MCAFEE INC                        COMMON    579064106    15611    386213   SH          DEFINED      8     386213      0        0
MCAFEE INC                        COMMON    579064106     215      5309    SH          DEFINED     8,2     5309       0        0
MCCLATCHY COMPANY CL A            COMMON    579489105     316      71200   SH          DEFINED     14     71200       0        0
MCCLATCHY COMPANY CL A            COMMON    579489105     818     184339   SH          DEFINED     20     184339      0        0
MCCLATCHY COMPANY CL A            COMMON    579489105     22       5003    SH          DEFINED     21      5003       0        0
MCCLATCHY COMPANY CL A            COMMON    579489105      8       1739    SH          DEFINED      5      1739       0        0
MCCLATCHY COMPANY CL A            COMMON    579489105     36       8200    SH          DEFINED    5,14     8200       0        0
MCCORMICK & CO NON VTG SHRS       COMMON    579780206    1991      54988   SH          DEFINED     20     54988       0        0
MCCORMICK & CO NON VTG SHRS       COMMON    579780206      5        144    SH          DEFINED     21      144        0        0
MCCORMICK & CO NON VTG SHRS       COMMON    579780206     514      14200   SH          DEFINED      3     14200       0        0
MCCORMICK & CO NON VTG SHRS       COMMON    579780206     182      5022    SH          DEFINED      5      100        0      4922
MCCORMICK & SCHMICK'S SEAFOO      COMMON    579793100     95       12651   SH          DEFINED     20     12651       0        0
MCDERMOTT INTL INC                COMMON    580037109    12532    500296   SH          DEFINED      1     500296      0        0
MCDERMOTT INTL INC                COMMON    580037109     11        455    SH          DEFINED     19       0         0       455
MCDERMOTT INTL INC                COMMON    580037109     672      26810   SH          DEFINED      2     26810       0        0
MCDERMOTT INTL INC                COMMON    580037109    11909    475396   SH          DEFINED     20     475396      0        0
MCDERMOTT INTL INC                COMMON    580037109     612      24448   SH          DEFINED     21     24448       0        0
MCDERMOTT INTL INC                COMMON    580037109     937      37420   SH          DEFINED      5       0         0      37420
MCDERMOTT INTL INC                COMMON    580037109     88       3500    SH          DEFINED      7      3500       0        0
MCDERMOTT INTL INC                COMMON    580037109     45       1783    SH          DEFINED     8,2     1783       0        0
MCDONALD'S CORPORATION            COMMON    580135101    35318    566895   SH          DEFINED      1     566895      0        0
MCDONALD'S CORPORATION            COMMON    580135101    4954      79511   SH          DEFINED     1,8    79511       0        0
MCDONALD'S CORPORATION            COMMON    580135101     253      4062    SH          DEFINED     11      4062       0        0
MCDONALD'S CORPORATION            COMMON    580135101     579      9295    SH          DEFINED    13,2      0         0      9295
MCDONALD'S CORPORATION            COMMON    580135101    4056      65100   SH          DEFINED     14     54400       0      5000
MCDONALD'S CORPORATION            COMMON    580135101    2187      35100   SH          DEFINED    14,7      0         0      35100
MCDONALD'S CORPORATION            COMMON    580135101    1499      24064   SH          DEFINED     16     24064       0        0
MCDONALD'S CORPORATION            COMMON    580135101    4166      66873   SH          DEFINED     18     66873       0        0
MCDONALD'S CORPORATION            COMMON    580135101    6162      98906   SH          DEFINED     19     14452       0      84454
MCDONALD'S CORPORATION            COMMON    580135101    1024      16440   SH          DEFINED      2     16440       0        0
MCDONALD'S CORPORATION            COMMON    580135101    8900     142862   SH          DEFINED     20     142862      0        0
MCDONALD'S CORPORATION            COMMON    580135101     55        876    SH          DEFINED     21      876        0        0
MCDONALD'S CORPORATION            COMMON    580135101     860      13800   SH          DEFINED      3     13800       0        0
MCDONALD'S CORPORATION            COMMON    580135101    4260      68378   SH          DEFINED      5     52512       0      15866
MCDONALD'S CORPORATION            COMMON    580135101    6455     103604   SH          DEFINED      6     103604      0        0
MCDONALD'S CORPORATION            COMMON    580135101    4678      75091   SH          DEFINED      7     75091       0        0
MCDONALD'S CORPORATION            COMMON    580135101    34086    547129   SH          DEFINED      8     521329    25800      0
MCDONALD'S CORPORATION            COMMON    580135101     68       1086    SH          DEFINED     8,2     1086       0        0
MCDONALD'S CORPORATION            COMMON    580135101    3358      53900   SH          DEFINED      9     53900       0        0
MCG CAPITAL CORP                  COMMON    58047P107    1903     393200   SH          DEFINED     14     254100      0     139100
MCG CAPITAL CORP                  COMMON    58047P107    2542     525267   SH          DEFINED     20     525267      0        0
MCG CAPITAL CORP                  COMMON    58047P107     30       6118    SH          DEFINED     21      6118       0        0
MCG CAPITAL CORP                  COMMON    58047P107     214      44200   SH          DEFINED    5,14    44200       0        0
MCG CAPITAL CORP                  COMMON    58047P107     96       19800   SH          DEFINED      8     19800       0        0
MCG CAPITAL CORP                  COMMON    58047P107     27       5600    SH          DEFINED    8,17     5600       0        0
MCGRATH RENTCORP                  COMMON    580589109     107      4658    SH          DEFINED     20      4658       0        0
MCGRAW-HILL COMPANIES INC         COMMON    580645109     922      27400   SH          DEFINED      1     27400       0        0
MCGRAW-HILL COMPANIES INC         COMMON    580645109     313      9300    SH          DEFINED    1,14     9300       0        0
MCGRAW-HILL COMPANIES INC         COMMON    580645109      1        20     SH          DEFINED     11       20        0        0
MCGRAW-HILL COMPANIES INC         COMMON    580645109    1351      40150   SH          DEFINED     14     33950       0      3400
MCGRAW-HILL COMPANIES INC         COMMON    580645109     525      15600   SH          DEFINED    14,7      0         0      15600
MCGRAW-HILL COMPANIES INC         COMMON    580645109    1161      34521   SH          DEFINED     19      1375       0      33146
MCGRAW-HILL COMPANIES INC         COMMON    580645109    8704     258748   SH          DEFINED     20     258748      0        0
MCGRAW-HILL COMPANIES INC         COMMON    580645109     22        649    SH          DEFINED     21      649        0        0
MCGRAW-HILL COMPANIES INC         COMMON    580645109    43803    1302100  SH          DEFINED      3    1302100      0        0
MCGRAW-HILL COMPANIES INC         COMMON    580645109     289      8584    SH          DEFINED      5      8115       0       469
MCGRAW-HILL COMPANIES INC         COMMON    580645109     220      6554    SH          DEFINED      7      6554       0        0
MCGRAW-HILL COMPANIES INC         COMMON    580645109    1008      29962   SH          DEFINED      8     29962       0        0
MCKESSON CORP                     COMMON    58155Q103    72226    1135814  SH          DEFINED      1    1135814      0        0
MCKESSON CORP                     COMMON    58155Q103     191      3000    SH          DEFINED    1,14     3000       0        0
MCKESSON CORP                     COMMON    58155Q103     57        901    SH          DEFINED     11      901        0        0
MCKESSON CORP                     COMMON    58155Q103    2264      35600   SH          DEFINED     14      9200       0       600
MCKESSON CORP                     COMMON    58155Q103     197      3100    SH          DEFINED    14,7      0         0      3100
MCKESSON CORP                     COMMON    58155Q103     146      2300    SH          DEFINED     15      2300       0        0
MCKESSON CORP                     COMMON    58155Q103    3061      48138   SH          DEFINED    17,1      0         0      48138
MCKESSON CORP                     COMMON    58155Q103    3668      57688   SH          DEFINED     19      6936       0      50752
MCKESSON CORP                     COMMON    58155Q103    14142    222398   SH          DEFINED      2     222398      0        0
MCKESSON CORP                     COMMON    58155Q103    10602    166725   SH          DEFINED     20     166725      0        0
MCKESSON CORP                     COMMON    58155Q103     524      8237    SH          DEFINED     21      8237       0        0
MCKESSON CORP                     COMMON    58155Q103     32        506    SH          DEFINED      4      506        0        0
MCKESSON CORP                     COMMON    58155Q103    7498     117910   SH          DEFINED      5     88069       0      29841
MCKESSON CORP                     COMMON    58155Q103     330      5183    SH          DEFINED      7      5183       0        0
MCKESSON CORP                     COMMON    58155Q103     350      5500    SH          DEFINED      8      5500       0        0
MCKESSON CORP                     COMMON    58155Q103     55        870    SH          DEFINED     8,2     870        0        0
MCMORAN EXPLORATION CO            COMMON    582411104     76       8500    SH          DEFINED     19       0         0      8500
MCMORAN EXPLORATION CO            COMMON    582411104     201      22477   SH          DEFINED     20     22477       0        0
MCMORAN EXPLORATION CO            COMMON    582411104     74       8230    SH          DEFINED      5       0         0      8230
MDC HOLDINGS INC                  COMMON    552676108     92       2900    SH          DEFINED      1      2900       0        0
MDC HOLDINGS INC                  COMMON    552676108     137      4300    SH          DEFINED    1,14     4300       0        0
MDC HOLDINGS INC                  COMMON    552676108    1880      59200   SH          DEFINED     14     36500       0      20000
MDC HOLDINGS INC                  COMMON    552676108     74       2326    SH          DEFINED     20      2326       0        0
MDC HOLDINGS INC                  COMMON    552676108      4        136    SH          DEFINED     21      136        0        0
MDC HOLDINGS INC                  COMMON    552676108     711      22400   SH          DEFINED      8     22400       0        0
MDC HOLDINGS INC                  COMMON    552676108     102      3200    SH          DEFINED    8,17     3200       0        0
MDS INC                           COMMON    55269P302     143      18730   SH          DEFINED      5       0         0      18730
MDS INC CL B                      COMMON    55269P302     20       2562    SH          DEFINED     20      2562       0        0
MDU RESOURCES GROUP INC           COMMON    552690109    1018      42663   SH          DEFINED     20     42663       0        0
MDU RESOURCES GROUP INC           COMMON    552690109     10        440    SH          DEFINED     21      440        0        0
MDU RESOURCES GROUP INC           COMMON    552690109     162      6800    SH          DEFINED      7      6800       0        0
MEAD JOHNSON NUTRITION CO-A       COMMON    582839106    4250      95268   SH          DEFINED      1     95268       0        0
MEAD JOHNSON NUTRITION CO-A       COMMON    582839106    1042      23357   SH          DEFINED     19     19548       0      3809
MEAD JOHNSON NUTRITION CO-A       COMMON    582839106     141      3167    SH          DEFINED     20      3167       0        0
MEAD JOHNSON NUTRITION CO-A       COMMON    582839106    1036      23229   SH          DEFINED      5     17807       0      5422
MEADOWBROOK INSURANCE GROUP       COMMON    58319P108    1287     179451   SH          DEFINED     20     179451      0        0
MEADWESTVACO CORP                 COMMON    583334107     127      4300    SH          DEFINED    1,14     4300       0        0
MEADWESTVACO CORP                 COMMON    583334107     427      14460   SH          DEFINED     14     10760       0      2400
MEADWESTVACO CORP                 COMMON    583334107     263      8900    SH          DEFINED    14,7      0         0      8900
MEADWESTVACO CORP                 COMMON    583334107    1835      62096   SH          DEFINED     20     62096       0        0
MEADWESTVACO CORP                 COMMON    583334107     33       1129    SH          DEFINED     21      1129       0        0
MEADWESTVACO CORP                 COMMON    583334107      6        197    SH          DEFINED      5       0         0       197
MEASUREMENT SPECIALTIES INC       COMMON    583421102     66       6029    SH          DEFINED     20      6029       0        0
MECHEL STEEL GROUP OAO ADR        COMMON    583840103    1238      65796   SH          DEFINED     20     65796       0        0
MEDALLION FINL CORP               COMMON    583928106     238      29300   SH          DEFINED     14     20400       0      8900
MEDALLION FINL CORP               COMMON    583928106     35       4265    SH          DEFINED     20      4265       0        0
MEDALLION FINL CORP               COMMON    583928106     28       3500    SH          DEFINED    5,14     3500       0        0
MEDASSETS INC                     COMMON    584045108     33       1544    SH          DEFINED     20      1544       0        0
MEDCATH CORP                      COMMON    58404W109     56       7337    SH          DEFINED     20      7337       0        0
MEDCO HEALTH SOLUTIONS INC        COMMON    58405U102    77372    1211016  SH          DEFINED      1    1211016      0        0
MEDCO HEALTH SOLUTIONS INC        COMMON    58405U102    1329      20800   SH          DEFINED     14     17300       0      1600
MEDCO HEALTH SOLUTIONS INC        COMMON    58405U102     594      9300    SH          DEFINED    14,7      0         0      9300
MEDCO HEALTH SOLUTIONS INC        COMMON    58405U102     96       1500    SH          DEFINED     15      1500       0        0
MEDCO HEALTH SOLUTIONS INC        COMMON    58405U102    3428      53655   SH          DEFINED    17,1      0         0      53655
MEDCO HEALTH SOLUTIONS INC        COMMON    58405U102     594      9291    SH          DEFINED     18      9291       0        0
MEDCO HEALTH SOLUTIONS INC        COMMON    58405U102    5326      83362   SH          DEFINED     19     22331       0      61031
MEDCO HEALTH SOLUTIONS INC        COMMON    58405U102    14859    232566   SH          DEFINED      2     232566      0        0
MEDCO HEALTH SOLUTIONS INC        COMMON    58405U102    6770     105963   SH          DEFINED     20     105963      0        0
MEDCO HEALTH SOLUTIONS INC        COMMON    58405U102     59        917    SH          DEFINED     21      917        0        0
MEDCO HEALTH SOLUTIONS INC        COMMON    58405U102     32        499    SH          DEFINED      4      499        0        0
MEDCO HEALTH SOLUTIONS INC        COMMON    58405U102    5157      80712   SH          DEFINED      5     53292       0      27420
MEDCO HEALTH SOLUTIONS INC        COMMON    58405U102     751      11754   SH          DEFINED      7     11754       0        0
MEDCO HEALTH SOLUTIONS INC        COMMON    58405U102     990      15501   SH          DEFINED      8     15501       0        0
MEDCO HEALTH SOLUTIONS INC        COMMON    58405U102     89       1393    SH          DEFINED     8,2     1393       0        0
MEDIA GENERAL INC CL A            COMMON    584404107     370      43800   SH          DEFINED     14     43800       0        0
MEDIA GENERAL INC CL A            COMMON    584404107     589      69811   SH          DEFINED     20     69811       0        0
MEDIA GENERAL INC CL A            COMMON    584404107     47       5600    SH          DEFINED    5,14     5600       0        0
MEDIACOM COMMUNICATIONS CO        COMMON    58446K105     610     125822   SH          DEFINED     20     125822      0        0
MEDICAL ACTION IND INC            COMMON    58449L100     175      10988   SH          DEFINED     20     10988       0        0
MEDICAL PROPERTIES TRUST INC      COMMON    58463J304    1842     177800   SH          DEFINED     14     88700       0      89100
MEDICAL PROPERTIES TRUST INC      COMMON    58463J304     394      38024   SH          DEFINED     20     38024       0        0
MEDICAL PROPERTIES TRUST INC      COMMON    58463J304     182      17600   SH          DEFINED    5,14    17600       0        0
MEDICAL PROPERTIES TRUST INC      COMMON    58463J304     226      21800   SH          DEFINED      8     21800       0        0
MEDICAL PROPERTIES TRUST INC      COMMON    58463J304     64       6200    SH          DEFINED    8,17     6200       0        0
MEDICINES COMPANY                 COMMON    584688105     15       1855    SH          DEFINED     20      1855       0        0
MEDICIS PHARMACEUTICAL CORP       COMMON    584690309    10509    378713   SH          DEFINED      1     378713      0        0
MEDICIS PHARMACEUTICAL CORP       COMMON    584690309    2986     107600   SH          DEFINED     14     31900       0      75700
MEDICIS PHARMACEUTICAL CORP       COMMON    584690309    10134    365197   SH          DEFINED      2     365197      0        0
MEDICIS PHARMACEUTICAL CORP       COMMON    584690309    5511     198599   SH          DEFINED     20     198599      0        0
MEDICIS PHARMACEUTICAL CORP       COMMON    584690309     283      10200   SH          DEFINED    5,14    10200       0        0
MEDICIS PHARMACEUTICAL CORP       COMMON    584690309     350      12600   SH          DEFINED      8     12600       0        0
MEDIDATA SOLUTIONS INC MDSO       COMMON    58471A105      2        131    SH          DEFINED     20      131        0        0
MEDIDATA SOLUTIONS INC MDSO       COMMON    58471A105     58       3696    SH          DEFINED      5      3696       0        0
MEDIFAST INC                      COMMON    58470H101    1032      30459   SH          DEFINED     20     30459       0        0
MEDIVATION INC                    COMMON    58501N101     189      5000    SH          DEFINED     14      1000       0      4000
MEDIVATION INC                    COMMON    58501N101     46       1223    SH          DEFINED     20      1223       0        0
MEDIVATION INC                    COMMON    58501N101     23        600    SH          DEFINED    5,14     600        0        0
MEDIWARE INFORMATION SYSTEMS      COMMON    584946107     53       7200    SH          DEFINED     19      7200       0        0
MEDNAX INC                        COMMON    58502B106    13635    230440   SH          DEFINED      1     230440      0        0
MEDNAX INC                        COMMON    58502B106    12800    216333   SH          DEFINED      2     216333      0        0
MEDNAX INC                        COMMON    58502B106    4168      70436   SH          DEFINED     20     70436       0        0
MEDNAX INC                        COMMON    58502B106     70       1191    SH          DEFINED     21      1191       0        0
MEDQUIST INC                      COMMON    584949101     124      18716   SH          DEFINED     20     18716       0        0
MEDTRONIC INC                     COMMON    585055106   149461    3336183  SH          DEFINED      1    3336183      0        0
MEDTRONIC INC                     COMMON    585055106     896      20000   SH          DEFINED     10     20000       0        0
MEDTRONIC INC                     COMMON    585055106    1250      27900   SH          DEFINED    10,14   27900       0        0
MEDTRONIC INC                     COMMON    585055106     484      10800   SH          DEFINED     13     10800       0        0
MEDTRONIC INC                     COMMON    585055106    84892    1894910  SH          DEFINED     14    1308910      0     513200
MEDTRONIC INC                     COMMON    585055106    2204      49200   SH          DEFINED    14,13     0         0      49200
MEDTRONIC INC                     COMMON    585055106    8597     191900   SH          DEFINED    14,7      0         0     191900
MEDTRONIC INC                     COMMON    585055106     542      12100   SH          DEFINED     15     12100       0        0
MEDTRONIC INC                     COMMON    585055106     412      9200    SH          DEFINED    17,14     0         0      1500
MEDTRONIC INC                     COMMON    585055106    1089      24300   SH          DEFINED     18     24300       0        0
MEDTRONIC INC                     COMMON    585055106    14374    320856   SH          DEFINED     19     43507       0     277349
MEDTRONIC INC                     COMMON    585055106    1873      41817   SH          DEFINED      2     41817       0        0
MEDTRONIC INC                     COMMON    585055106    15726    351027   SH          DEFINED     20     351027      0        0
MEDTRONIC INC                     COMMON    585055106     50       1127    SH          DEFINED     21      1127       0        0
MEDTRONIC INC                     COMMON    585055106   156567    3494800  SH          DEFINED      3    3494800      0        0
MEDTRONIC INC                     COMMON    585055106     12        279    SH          DEFINED      4      279        0        0
MEDTRONIC INC                     COMMON    585055106    5940     132600   SH          DEFINED      5     111988      0      20612
MEDTRONIC INC                     COMMON    585055106    4941     110300   SH          DEFINED    5,14    110300      0        0
MEDTRONIC INC                     COMMON    585055106     817      18238   SH          DEFINED      6     18238       0        0
MEDTRONIC INC                     COMMON    585055106    2161      48236   SH          DEFINED      7     48236       0        0
MEDTRONIC INC                     COMMON    585055106    17998    401731   SH          DEFINED      8     401731      0        0
MEDTRONIC INC                     COMMON    585055106    5403     120600   SH          DEFINED    8,14    120600      0        0
MEDTRONIC INC                     COMMON    585055106     125      2785    SH          DEFINED     8,2     2785       0        0
MEDTRONIC INC                     COMMON    585055106    1030      23000   SH          DEFINED    9,14      0         0      23000
MEDTRONIC INC (MDT) CVT 1.625     CONVERT   585055AM8    36460    3.5E+07  SH          DEFINED     14       0         0     2.9E+07
MEDTRONIC INC CVT (MDT) 1.25 0    CONVERT   585055AB2   725942    3.1E+07  SH          DEFINED     14       0         0        0
MELCO CROWN ENTERTAINMENT ADR     COMMON    585464100      4       1019    SH          DEFINED     20      1019       0        0
MELLANOX TECHNOLOGIES LTD         COMMON    M51363113     230      12168   SH          DEFINED     20     12168       0        0
MEMC ELECTRONIC MATE              COMMON    552715104    1554     107423   SH          DEFINED     19     43019       0      64404
MEMC ELECTRONIC MATE              COMMON    552715104    26281    1816273  SH          DEFINED     20    1816273      0        0
MEMC ELECTRONIC MATE              COMMON    552715104     163      11276   SH          DEFINED     21     11276       0        0
MEMC ELECTRONIC MATE              COMMON    552715104    2247     155259   SH          DEFINED      5     127286      0      27973
MENS WEARHOUSE INC                COMMON    587118100    15492    702247   SH          DEFINED      1     702247      0        0
MENS WEARHOUSE INC                COMMON    587118100     833      37752   SH          DEFINED      2     37752       0        0
MENS WEARHOUSE INC                COMMON    587118100    2757     124962   SH          DEFINED     20     124962      0        0
MENTOR GRAPHICS CORP              COMMON    587200106     214      23833   SH          DEFINED     20     23833       0        0
MERCADOLIBRE INC                  COMMON    58733R102     260      5010    SH          DEFINED     20      5010       0        0
MERCER INSURANCE GROUP INC        COMMON    587902107     119      6525    SH          DEFINED     20      6525       0        0
MERCER INTL INC                   COMMON    588056101     372     127385   SH          DEFINED     20     127385      0        0
MERCK & CO INC                    CONVERT   58933Y204     99        385    SH          DEFINED     19       0         0       385
MERCK & CO. INC.                  COMMON    58933Y105    4091     110095   SH          DEFINED      1     110095      0        0
MERCK & CO. INC.                  COMMON    58933Y105    2776      74700   SH          DEFINED    1,14    74700       0        0
MERCK & CO. INC.                  COMMON    58933Y105     694      18667   SH          DEFINED     10     18667       0        0
MERCK & CO. INC.                  COMMON    58933Y105    1133      30500   SH          DEFINED    10,14   30500       0        0
MERCK & CO. INC.                  COMMON    58933Y105    41270    1110599  SH          DEFINED     11     256736      0     853863
MERCK & CO. INC.                  COMMON    58933Y105     45       1200    SH          DEFINED     13      1200       0        0
MERCK & CO. INC.                  COMMON    58933Y105    71008    1910862  SH          DEFINED     14    1383604      0     473106
MERCK & CO. INC.                  COMMON    58933Y105    1698      45701   SH          DEFINED    14,13     0         0      45701
MERCK & CO. INC.                  COMMON    58933Y105    7428     199896   SH          DEFINED    14,7      0         0     199896
MERCK & CO. INC.                  COMMON    58933Y105     423      11382   SH          DEFINED     15     11382       0        0
MERCK & CO. INC.                  COMMON    58933Y105     188      5055    SH          DEFINED     16      5055       0        0
MERCK & CO. INC.                  COMMON    58933Y105     55       1467    SH          DEFINED    16,11    1467       0        0
MERCK & CO. INC.                  COMMON    58933Y105    5214     140301   SH          DEFINED    16,14   115601      0      24700
MERCK & CO. INC.                  COMMON    58933Y105     609      16401   SH          DEFINED    17,14     0         0      1200
MERCK & CO. INC.                  COMMON    58933Y105    17608    473841   SH          DEFINED     19     130016      0     343825
MERCK & CO. INC.                  COMMON    58933Y105    1046      28152   SH          DEFINED      2     28152       0        0
MERCK & CO. INC.                  COMMON    58933Y105    19672    529377   SH          DEFINED     20     529377      0        0
MERCK & CO. INC.                  COMMON    58933Y105     48       1290    SH          DEFINED    20,14    1290       0        0
MERCK & CO. INC.                  COMMON    58933Y105     187      5039    SH          DEFINED     21      5039       0        0
MERCK & CO. INC.                  COMMON    58933Y105     249      6690    SH          DEFINED      3      6690       0        0
MERCK & CO. INC.                  COMMON    58933Y105    12899    347129   SH          DEFINED     3,1    347129      0        0
MERCK & CO. INC.                  COMMON    58933Y105      6        154    SH          DEFINED      4      154        0        0
MERCK & CO. INC.                  COMMON    58933Y105    12682    341288   SH          DEFINED      5     301265      0      40022
MERCK & CO. INC.                  COMMON    58933Y105    3839     103322   SH          DEFINED    5,14    103322      0        0
MERCK & CO. INC.                  COMMON    58933Y105     353      9500    SH          DEFINED      6      9500       0        0
MERCK & CO. INC.                  COMMON    58933Y105    3845     103461   SH          DEFINED      7     103461      0        0
MERCK & CO. INC.                  COMMON    58933Y105    32585    876891   SH          DEFINED      8     876891      0        0
MERCK & CO. INC.                  COMMON    58933Y105    4508     121300   SH          DEFINED    8,14    121300      0        0
MERCK & CO. INC.                  COMMON    58933Y105     799      21500   SH          DEFINED    9,14      0         0      21500
MERCURY COMPUTER SYSTEMS INC      COMMON    589378108     617      55248   SH          DEFINED     20     55248       0        0
MERCURY GENL CORP NEW             COMMON    589400100    3848      97961   SH          DEFINED     20     97961       0        0
MERCURY GENL CORP NEW             COMMON    589400100      4        90     SH          DEFINED     21       90        0        0
MEREDITH CORP                     COMMON    589433101    3785     120259   SH          DEFINED     20     120259      0        0
MEREDITH CORP                     COMMON    589433101      5        143    SH          DEFINED     21      143        0        0
MEREDITH CORP                     COMMON    589433101      9        271    SH          DEFINED      5       0         0       271
MERIDIAN BIOSCIENCE INC           COMMON    589584101    8836     412340   SH          DEFINED      1     412340      0        0
MERIDIAN BIOSCIENCE INC           COMMON    589584101     18        850    SH          DEFINED     19       0         0       850
MERIDIAN BIOSCIENCE INC           COMMON    589584101    8602     401407   SH          DEFINED      2     401407      0        0
MERIDIAN BIOSCIENCE INC           COMMON    589584101     50       2341    SH          DEFINED     20      2341       0        0
MERIDIAN BIOSCIENCE INC           COMMON    589584101     187      8737    SH          DEFINED      5       0         0      8737
MERIDIAN INTERSTATE BANCORP       COMMON    58964Q104      1        86     SH          DEFINED     20       86        0        0
MERIDIAN RESOURCE CORP            COMMON    58977Q109     80      296710   SH          DEFINED     20     296710      0        0
MERIT MEDICAL SYSTEMS INC         COMMON    589889104    1567      81982   SH          DEFINED     20     81982       0        0
MERITAGE CORPORATION              COMMON    59001A102    3736     187100   SH          DEFINED     14     105400      0      81700
MERITAGE CORPORATION              COMMON    59001A102     437      21892   SH          DEFINED     20     21892       0        0
MERITAGE CORPORATION              COMMON    59001A102     393      19700   SH          DEFINED    5,14    19700       0        0
MERITAGE CORPORATION              COMMON    59001A102     341      17100   SH          DEFINED      8     17100       0        0
MERITAGE CORPORATION              COMMON    59001A102     98       4900    SH          DEFINED    8,17     4900       0        0
MERIX CORP                        COMMON    590049102     220      89842   SH          DEFINED     20     89842       0        0
MESA AIR GROUP INC                COMMON    590479101     180     1494978  SH          DEFINED     20    1494978      0        0
METABOLIX INC                     COMMON    591018809      2        204    SH          DEFINED     20      204        0        0
METALICO INC                      COMMON    591176102     117      22700   SH          DEFINED     14     22700       0        0
METALICO INC                      COMMON    591176102     74       14338   SH          DEFINED     20     14338       0        0
METALICO INC                      COMMON    591176102     16       3100    SH          DEFINED    5,14     3100       0        0
METHANEX CORP                     COMMON    59151K108    1253      60523   SH          DEFINED      2     60523       0        0
METHANEX CORP                     COMMON    59151K108    6668     341852   SH          DEFINED     20     341852      0        0
METHANEX CORP                     COMMON    59151K108    15437    745468   SH          DEFINED     3,1    745468      0        0
METHODE ELECTRONICS               COMMON    591520200    2679     299000   SH          DEFINED     14     153200      0     145800
METHODE ELECTRONICS               COMMON    591520200     225      25116   SH          DEFINED     20     25116       0        0
METHODE ELECTRONICS               COMMON    591520200     246      27500   SH          DEFINED    5,14    27500       0        0
METHODE ELECTRONICS               COMMON    591520200     359      40100   SH          DEFINED      8     40100       0        0
METHODE ELECTRONICS               COMMON    591520200     102      11400   SH          DEFINED    8,17    11400       0        0
METLIFE INC                       COMMON    59156R108     193      5200    SH          DEFINED     14      4300       0       900
METLIFE INC                       COMMON    59156R108     238      6400    SH          DEFINED    14,7      0         0      6400
METLIFE INC                       COMMON    59156R108     666      17926   SH          DEFINED     18     17926       0        0
METLIFE INC                       COMMON    59156R108     12        320    SH          DEFINED     19       45        0       275
METLIFE INC                       COMMON    59156R108    3538      95259   SH          DEFINED     20     95259       0        0
METLIFE INC                       COMMON    59156R108     156      4211    SH          DEFINED     21      4211       0        0
METLIFE INC                       COMMON    59156R108    1198      32259   SH          DEFINED      5     13301       0      18958
METLIFE INC                       COMMON    59156R108     488      13151   SH          DEFINED      7     13151       0        0
METLIFE INC                       COMMON    59156R108    17357    467347   SH          DEFINED      8     467347      0        0
MET-PRO CORP                      COMMON    590876306     52       4966    SH          DEFINED      5       0         0      4966
METROPCS COMMUNICATIONS INC       COMMON    591708102    28137    3521579  SH          DEFINED      1    3521579      0        0
METROPCS COMMUNICATIONS INC       COMMON    591708102      6        697    SH          DEFINED     19       0         0       697
METROPCS COMMUNICATIONS INC       COMMON    591708102     65       8075    SH          DEFINED     20      8075       0        0
METROPCS COMMUNICATIONS INC       COMMON    591708102      2        242    SH          DEFINED     21      242        0        0
METTLER TOLEDO INTERNATIONAL      COMMON    592688105     142      1375    SH          DEFINED     19      1000       0       375
METTLER TOLEDO INTERNATIONAL      COMMON    592688105    3899      37854   SH          DEFINED     20     37854       0        0
METTLER TOLEDO INTERNATIONAL      COMMON    592688105     74        716    SH          DEFINED     21      716        0        0
METTLER TOLEDO INTERNATIONAL      COMMON    592688105      9        91     SH          DEFINED      5       0         0       91
MF GLOBAL LTD                     COMMON    G60642108     138      19818   SH          DEFINED     20     19818       0        0
MF GLOBAL LTD                     COMMON    G60642108      8       1162    SH          DEFINED     21      1162       0        0
MFA FINANCIAL INC                 COMMON    55272X102     638      85500   SH          DEFINED     14     85500       0        0
MFA FINANCIAL INC                 COMMON    55272X102      4        500    SH          DEFINED     19       0         0       500
MFA FINANCIAL INC                 COMMON    55272X102     238      31870   SH          DEFINED     20     31870       0        0
MFA FINANCIAL INC                 COMMON    55272X102     106      14230   SH          DEFINED      5       0         0      14230
MFA FINANCIAL INC                 COMMON    55272X102     80       10700   SH          DEFINED    5,14    10700       0        0
MGE ENERGY INC                    COMMON    55277P104     827      23607   SH          DEFINED     20     23607       0        0
MGE ENERGY INC                    COMMON    55277P104     63       1795    SH          DEFINED      5       0         0      1795
MGIC INVESTMENT CORP              COMMON    552848103     127      19532   SH          DEFINED     20     19532       0        0
MGIC INVESTMENT CORP              COMMON    552848103      8       1161    SH          DEFINED     21      1161       0        0
MGIC INVESTMENT CORP              COMMON    552848103     88       13580   SH          DEFINED      5      4230       0      9350
MGM MIRAGE                        COMMON    552953101     899      85621   SH          DEFINED     20     85621       0        0
MGM MIRAGE                        COMMON    552953101     60       5741    SH          DEFINED     21      5741       0        0
MI DEVELOPMENTS INC W-I CL A      COMMON    55304X104    1774     140008   SH          DEFINED      1     140008      0        0
MICREL INC                        COMMON    594793101    5829     711700   SH          DEFINED     14     360300      0     333300
MICREL INC                        COMMON    594793101    1910     233169   SH          DEFINED     20     233169      0        0
MICREL INC                        COMMON    594793101     418      51000   SH          DEFINED    5,14    51000       0        0
MICREL INC                        COMMON    594793101     667      81500   SH          DEFINED      8     81500       0        0
MICREL INC                        COMMON    594793101     190      23200   SH          DEFINED    8,17    23200       0        0
MICROCHIP TECHNOLOGY INC          COMMON    595017104    14597    508268   SH          DEFINED      1     508268      0        0
MICROCHIP TECHNOLOGY INC          COMMON    595017104    6881     239575   SH          DEFINED     19     47894       0     191681
MICROCHIP TECHNOLOGY INC          COMMON    595017104    48745    1697236  SH          DEFINED     20    1697236      0        0
MICROCHIP TECHNOLOGY INC          COMMON    595017104    1790      62332   SH          DEFINED     21     62332       0        0
MICROCHIP TECHNOLOGY INC          COMMON    595017104    5949     207125   SH          DEFINED      5     171831      0      35294
MICROMET INC                      COMMON    59509C105      3        399    SH          DEFINED     20      399        0        0
MICRON TECHNOLOGY INC             COMMON    595112103    4340     388500   SH          DEFINED      1     388500      0        0
MICRON TECHNOLOGY INC             COMMON    595112103    6286     562800   SH          DEFINED    1,14    562800      0        0
MICRON TECHNOLOGY INC             COMMON    595112103     131      11700   SH          DEFINED     10     11700       0        0
MICRON TECHNOLOGY INC             COMMON    595112103     328      29400   SH          DEFINED    10,14   29400       0        0
MICRON TECHNOLOGY INC             COMMON    595112103     322      28789   SH          DEFINED     11     28789       0        0
MICRON TECHNOLOGY INC             COMMON    595112103     232      20800   SH          DEFINED     13     20800       0        0
MICRON TECHNOLOGY INC             COMMON    595112103    40230    3601626  SH          DEFINED     14    2781626      0     593200
MICRON TECHNOLOGY INC             COMMON    595112103     321      28700   SH          DEFINED    14,13     0         0      28700
MICRON TECHNOLOGY INC             COMMON    595112103    2231     199700   SH          DEFINED    14,7      0         0     199700
MICRON TECHNOLOGY INC             COMMON    595112103    1117     100000   SH          DEFINED     15     100000      0        0
MICRON TECHNOLOGY INC             COMMON    595112103     217      19462   SH          DEFINED     16     19462       0        0
MICRON TECHNOLOGY INC             COMMON    595112103     70       6300    SH          DEFINED    17,14     0         0      6300
MICRON TECHNOLOGY INC             COMMON    595112103     471      42200   SH          DEFINED     18     42200       0        0
MICRON TECHNOLOGY INC             COMMON    595112103      1        95     SH          DEFINED     19       95        0        0
MICRON TECHNOLOGY INC             COMMON    595112103    4194     375484   SH          DEFINED     20     375484      0        0
MICRON TECHNOLOGY INC             COMMON    595112103     60       5330    SH          DEFINED     21      5330       0        0
MICRON TECHNOLOGY INC             COMMON    595112103    1814     162400   SH          DEFINED      3     162400      0        0
MICRON TECHNOLOGY INC             COMMON    595112103      7        655    SH          DEFINED      5       0         0       655
MICRON TECHNOLOGY INC             COMMON    595112103     729      65300   SH          DEFINED    5,14    65300       0        0
MICRON TECHNOLOGY INC             COMMON    595112103     544      48700   SH          DEFINED      7     48700       0        0
MICRON TECHNOLOGY INC             COMMON    595112103    6769     606000   SH          DEFINED      8     606000      0        0
MICRON TECHNOLOGY INC             COMMON    595112103     935      83700   SH          DEFINED    8,14    83700       0        0
MICRON TECHNOLOGY INC             COMMON    595112103     153      13700   SH          DEFINED    9,14      0         0      13700
MICROS SYSTEMS INC                COMMON    594901100    10261    319950   SH          DEFINED      1     319950      0        0
MICROS SYSTEMS INC                COMMON    594901100      4        120    SH          DEFINED     19       0         0       120
MICROS SYSTEMS INC                COMMON    594901100    10090    314622   SH          DEFINED      2     314622      0        0
MICROS SYSTEMS INC                COMMON    594901100    4630     144385   SH          DEFINED     20     144385      0        0
MICROS SYSTEMS INC                COMMON    594901100     479      14930   SH          DEFINED      5       0         0      14930
MICROSEMI CORP                    COMMON    595137100    25127    1391295  SH          DEFINED      1    1391295      0        0
MICROSEMI CORP                    COMMON    595137100    1473      81589   SH          DEFINED    17,1    81589       0        0
MICROSEMI CORP                    COMMON    595137100     14        790    SH          DEFINED     19       0         0       790
MICROSEMI CORP                    COMMON    595137100    10749    595187   SH          DEFINED      2     595187      0        0
MICROSEMI CORP                    COMMON    595137100     139      7720    SH          DEFINED     20      7720       0        0
MICROSOFT CORP                    COMMON    594918104   447518    1.4E+07  SH          DEFINED      1    14454728     0        0
MICROSOFT CORP                    COMMON    594918104    9047     292200   SH          DEFINED    1,14    292200      0        0
MICROSOFT CORP                    COMMON    594918104    1799      58100   SH          DEFINED     1,3    58100       0        0
MICROSOFT CORP                    COMMON    594918104    6034     194897   SH          DEFINED     1,8    194897      0        0
MICROSOFT CORP                    COMMON    594918104    2173      70200   SH          DEFINED     10     70200       0        0
MICROSOFT CORP                    COMMON    594918104    2901      93700   SH          DEFINED    10,14   93700       0        0
MICROSOFT CORP                    COMMON    594918104    31423    1014961  SH          DEFINED     11     207131      0     807830
MICROSOFT CORP                    COMMON    594918104     122      3929    SH          DEFINED     13      3929       0        0
MICROSOFT CORP                    COMMON    594918104     122      3929    SH          DEFINED    13,2     3929       0        0
MICROSOFT CORP                    COMMON    594918104   213864    6907741  SH          DEFINED     14    4820441      0     1888700
MICROSOFT CORP                    COMMON    594918104    5328     172100   SH          DEFINED    14,13     0         0     172100
MICROSOFT CORP                    COMMON    594918104    18006    581600   SH          DEFINED    14,7      0         0     581600
MICROSOFT CORP                    COMMON    594918104    2740      88500   SH          DEFINED     15     88500       0        0
MICROSOFT CORP                    COMMON    594918104    2505      80919   SH          DEFINED     16     80919       0        0
MICROSOFT CORP                    COMMON    594918104     46       1484    SH          DEFINED    16,11    1484       0        0
MICROSOFT CORP                    COMMON    594918104    4059     131110   SH          DEFINED    16,14   112625      0      18485
MICROSOFT CORP                    COMMON    594918104    6790     219300   SH          DEFINED    16,3    219300      0        0
MICROSOFT CORP                    COMMON    594918104    2885      93180   SH          DEFINED    17,1    93180       0        0
MICROSOFT CORP                    COMMON    594918104    1728      55800   SH          DEFINED    17,14     0         0        0
MICROSOFT CORP                    COMMON    594918104    4576     147800   SH          DEFINED    17,3    147800      0        0
MICROSOFT CORP                    COMMON    594918104     647      20900   SH          DEFINED     18     20900       0        0
MICROSOFT CORP                    COMMON    594918104    38544    1244951  SH          DEFINED     19     179497      0     1065454
MICROSOFT CORP                    COMMON    594918104    26979    871407   SH          DEFINED      2     871407      0        0
MICROSOFT CORP                    COMMON    594918104   1053947   3.4E+07  SH          DEFINED     20    34042210     0        0
MICROSOFT CORP                    COMMON    594918104     133      4304    SH          DEFINED    20,14    4304       0        0
MICROSOFT CORP                    COMMON    594918104    39003    1259780  SH          DEFINED     21    1259780      0        0
MICROSOFT CORP                    COMMON    594918104   551708    1.8E+07  SH          DEFINED      3    17820022     0        0
MICROSOFT CORP                    COMMON    594918104    3476     112287   SH          DEFINED     3,1    112287      0        0
MICROSOFT CORP                    COMMON    594918104    1965      63457   SH          DEFINED      4     63457       0        0
MICROSOFT CORP                    COMMON    594918104    13795    445580   SH          DEFINED      5     336764      0     108816
MICROSOFT CORP                    COMMON    594918104    11951    386000   SH          DEFINED    5,14    386000      0        0
MICROSOFT CORP                    COMMON    594918104     813      26250   SH          DEFINED      6     26250       0        0
MICROSOFT CORP                    COMMON    594918104    12192    393793   SH          DEFINED      7     393793      0        0
MICROSOFT CORP                    COMMON    594918104    61373    1982317  SH          DEFINED      8    1982317      0        0
MICROSOFT CORP                    COMMON    594918104    12601    407000   SH          DEFINED    8,14    407000      0        0
MICROSOFT CORP                    COMMON    594918104     257      8297    SH          DEFINED     8,2     8297       0        0
MICROSOFT CORP                    COMMON    594918104    5974     192965   SH          DEFINED      9     192965      0        0
MICROSOFT CORP                    COMMON    594918104    2502      80800   SH          DEFINED    9,14      0         0      80800
MICROSOFT CORP(LEH) CVT 2.0 08    CONVERT   524908SH4    1819     9575000  SH          DEFINED     14       0         0     8125000
MICROSTRATEGY INC                 COMMON    594972408     753      7700    SH          DEFINED     14      1500       0      6200
MICROSTRATEGY INC                 COMMON    594972408    3709      37912   SH          DEFINED     20     37912       0        0
MICROSTRATEGY INC                 COMMON    594972408     88        900    SH          DEFINED    5,14     900        0        0
MICROTUNE INC                     COMMON    59514P109      1        412    SH          DEFINED     20      412        0        0
MICROVISION INC                   COMMON    594960106      2        683    SH          DEFINED     20      683        0        0
MICRUS ENDOVASCULAR CORP          COMMON    59518V102      2        123    SH          DEFINED     20      123        0        0
MID-AMER APT CMNTYS INC           COMMON    59522J103     660      13700   SH          DEFINED    1,11      0         0      13700
MID-AMER APT CMNTYS INC           COMMON    59522J103    11106    230644   SH          DEFINED    1,14    230644      0        0
MID-AMER APT CMNTYS INC           COMMON    59522J103     14        300    SH          DEFINED     11      300        0        0
MID-AMER APT CMNTYS INC           COMMON    59522J103    25291    525257   SH          DEFINED     14     218797      0     291160
MID-AMER APT CMNTYS INC           COMMON    59522J103     299      6200    SH          DEFINED    16,14    6200       0        0
MID-AMER APT CMNTYS INC           COMMON    59522J103     597      12400   SH          DEFINED    2,14    12400       0        0
MID-AMER APT CMNTYS INC           COMMON    59522J103     166      3451    SH          DEFINED     20      3451       0        0
MID-AMER APT CMNTYS INC           COMMON    59522J103     83       1730    SH          DEFINED    20,14    1730       0        0
MID-AMER APT CMNTYS INC           COMMON    59522J103     43        900    SH          DEFINED    3,14     900        0        0
MID-AMER APT CMNTYS INC           COMMON    59522J103    1853      38487   SH          DEFINED    5,14    38487       0        0
MID-AMER APT CMNTYS INC           COMMON    59522J103     14        300    SH          DEFINED    6,14     300        0        0
MID-AMER APT CMNTYS INC           COMMON    59522J103     376      7800    SH          DEFINED    8,14      0       7800       0
MIDDLEBURG FINANCIAL CORP         COMMON    596094102     583      48197   SH          DEFINED      5     48197       0        0
MIDDLEBY CORP                     COMMON    596278101     83       1634    SH          DEFINED     20      1634       0        0
MIDDLEBY CORP                     COMMON    596278101     54       1075    SH          DEFINED      5       0         0      1075
MIDDLESEX WATER CO                COMMON    596680108     36       2074    SH          DEFINED     20      2074       0        0
MIDWEST BANC HOLDINGS INC         COMMON    598251106      8       19567   SH          DEFINED     20     19567       0        0
MIDWEST GRAIN PRODUCTS INC        COMMON    55302G103     224      29646   SH          DEFINED     20     29646       0        0
MILLER (HERMAN) INC               COMMON    600544100     944      58390   SH          DEFINED     20     58390       0        0
MILLER (HERMAN) INC               COMMON    600544100     39       2400    SH          DEFINED      5       0         0      2400
MILLER INDUSTRIES INC/TENN        COMMON    600551204     187      15552   SH          DEFINED     20     15552       0        0
MILLICOM INTL CELLULAR S.A.       COMMON    L6388F110    5726      72411   SH          DEFINED      1     72411       0        0
MILLICOM INTL CELLULAR S.A.       COMMON    L6388F110    90499    1144399  SH          DEFINED     20    1144399      0        0
MILLICOM INTL CELLULAR S.A.       COMMON    L6388F110    3388      42848   SH          DEFINED     21     42848       0        0
MILLIPORE CORP                    COMMON    601073109    4928      68300   SH          DEFINED     14     42900       0      10000
MILLIPORE CORP                    COMMON    601073109     303      4200    SH          DEFINED    14,7      0         0      4200
MILLIPORE CORP                    COMMON    601073109    11604    160834   SH          DEFINED     20     160834      0        0
MILLIPORE CORP                    COMMON    601073109      3        47     SH          DEFINED     21       47        0        0
MILLIPORE CORP                    COMMON    601073109     180      2500    SH          DEFINED      7      2500       0        0
MINDRAY MEDICAL INTL LTD-ADR      COMMON    602675100     316      8600    SH          DEFINED     15      8600       0        0
MINDRAY MEDICAL INTL LTD-ADR      COMMON    602675100    8364     227893   SH          DEFINED     20     227893      0        0
MINE SAFETY APPLIANCES CO         COMMON    602720104     225      8408    SH          DEFINED     20      8408       0        0
MINEFINDERS CORP                  COMMON    602900102    8656     806000   SH          DEFINED      1     806000      0        0
MINEFINDERS CORP                  COMMON    602900102     86       9558    SH          DEFINED     20      9558       0        0
MINERALS TECHNOLOGIES INC         COMMON    603158106    3863      69550   SH          DEFINED     14     51250       0      11200
MINERALS TECHNOLOGIES INC         COMMON    603158106     184      3313    SH          DEFINED     20      3313       0        0
MINERALS TECHNOLOGIES INC         COMMON    603158106     158      2850    SH          DEFINED      5       0         0      2850
MINERALS TECHNOLOGIES INC         COMMON    603158106     83       1500    SH          DEFINED    5,14     1500       0        0
MINERALS TECHNOLOGIES INC         COMMON    603158106     106      1900    SH          DEFINED      8      1900       0        0
MINERALS TECHNOLOGIES INC         COMMON    603158106     28        500    SH          DEFINED    8,17     500        0        0
MIPS TECHNOLOGIES INC             COMMON    604567107     385      85200   SH          DEFINED     14     16700       0      68500
MIPS TECHNOLOGIES INC             COMMON    604567107     40       8900    SH          DEFINED    5,14     8900       0        0
MIPS TECHNOLOGIES INC             COMMON    604567107     48       10700   SH          DEFINED      8     10700       0        0
MIPS TECHNOLOGIES INC             COMMON    604567107     13       2900    SH          DEFINED    8,17     2900       0        0
MIRANT CORP                       COMMON    60467R100    3227     208200   SH          DEFINED      1     208200      0        0
MIRANT CORP                       COMMON    60467R100    3235     208700   SH          DEFINED    1,14    208700      0        0
MIRANT CORP                       COMMON    60467R100    2570     165817   SH          DEFINED     1,8    165817      0        0
MIRANT CORP                       COMMON    60467R100     398      25700   SH          DEFINED     10     25700       0        0
MIRANT CORP                       COMMON    60467R100     614      39600   SH          DEFINED    10,14   39600       0        0
MIRANT CORP                       COMMON    60467R100     528      34072   SH          DEFINED     11     34072       0        0
MIRANT CORP                       COMMON    60467R100     29       1900    SH          DEFINED     13      1900       0        0
MIRANT CORP                       COMMON    60467R100    39799    2567709  SH          DEFINED     14    1793059      0     670050
MIRANT CORP                       COMMON    60467R100     975      62900   SH          DEFINED    14,13     0         0      62900
MIRANT CORP                       COMMON    60467R100    2269     146400   SH          DEFINED    14,7      0         0     146400
MIRANT CORP                       COMMON    60467R100     949      61224   SH          DEFINED     16     61224       0        0
MIRANT CORP                       COMMON    60467R100     29       1900    SH          DEFINED    17,14     0         0      1900
MIRANT CORP                       COMMON    60467R100     549      35400   SH          DEFINED     18     35400       0        0
MIRANT CORP                       COMMON    60467R100     986      63600   SH          DEFINED     20     63600       0        0
MIRANT CORP                       COMMON    60467R100     21       1385    SH          DEFINED     21      1385       0        0
MIRANT CORP                       COMMON    60467R100      5        336    SH          DEFINED      5       0         0       336
MIRANT CORP                       COMMON    60467R100    2204     142200   SH          DEFINED    5,14    142200      0        0
MIRANT CORP                       COMMON    60467R100    2229     143834   SH          DEFINED      7     143834      0        0
MIRANT CORP                       COMMON    60467R100    13805    890648   SH          DEFINED      8     890648      0        0
MIRANT CORP                       COMMON    60467R100    2750     177400   SH          DEFINED    8,14    177400      0        0
MIRANT CORP                       COMMON    60467R100    1835     118400   SH          DEFINED      9     118400      0        0
MIRANT CORP                       COMMON    60467R100     460      29700   SH          DEFINED    9,14      0         0      29700
MIRANT CORP-W/I-CW11 WTS          COMMON    60467R118      0        40     SH          DEFINED     19       0         0       40
MISSION WEST PPTYS INC            COMMON    605203108     733     101100   SH          DEFINED     14     55500       0      45600
MISSION WEST PPTYS INC            COMMON    605203108     51       6995    SH          DEFINED     20      6995       0        0
MISSION WEST PPTYS INC            COMMON    605203108     78       10700   SH          DEFINED    5,14    10700       0        0
MISSION WEST PPTYS INC            COMMON    605203108     52       7200    SH          DEFINED      8      7200       0        0
MISSION WEST PPTYS INC            COMMON    605203108     14       1900    SH          DEFINED    8,17     1900       0        0
MITSUBISHI UFJ FINANCIAL ADR      COMMON    606822104    40282    8072594  SH          DEFINED     11    8072594      0        0
MITSUBISHI UFJ FINANCIAL ADR      COMMON    606822104     425      85101   SH          DEFINED     14     85101       0        0
MITSUBISHI UFJ FINANCIAL ADR      COMMON    606822104     19       3715    SH          DEFINED     19       0         0      3715
MITSUBISHI UFJ FINANCIAL ADR      COMMON    606822104    8009     1605005  SH          DEFINED     20    1605005      0        0
MITSUBISHI UFJ FINANCIAL ADR      COMMON    606822104      1        250    SH          DEFINED      5      250        0        0
MITSUI & CO LTD ADR               COMMON    606827202    4997      17494   SH          DEFINED     20     17494       0        0
MITSUI & CO LTD ADR               COMMON    606827202      1         4     SH          DEFINED      5       4         0        0
MIZUHO FINANCIAL GROUP-ADR        COMMON    60687Y109     11       2950    SH          DEFINED     19       0         0      2950
MIZUHO FINANCIAL GROUP-ADR        COMMON    60687Y109    1803     506581   SH          DEFINED     20     506581      0        0
MKS INSTRUMENTS INC               COMMON    55306N104    6493     355004   SH          DEFINED      1     355004      0        0
MKS INSTRUMENTS INC               COMMON    55306N104    2950     161288   SH          DEFINED      2     68443       0      92845
MKS INSTRUMENTS INC               COMMON    55306N104     273      14915   SH          DEFINED     20     14915       0        0
MOBILE MINI INC                   COMMON    60740F105     193      13406   SH          DEFINED     20     13406       0        0
MOBILE TELESYSTEMS SP ADR         COMMON    607409109    12760    249802   SH          DEFINED      1     249802      0        0
MOBILE TELESYSTEMS SP ADR         COMMON    607409109    2079      40700   SH          DEFINED     16     40700       0        0
MOBILE TELESYSTEMS SP ADR         COMMON    607409109    1749      34239   SH          DEFINED    17,1    34239       0        0
MOBILE TELESYSTEMS SP ADR         COMMON    607409109    16656    326084   SH          DEFINED     20     326084      0        0
MOBILE TELESYSTEMS SP ADR         COMMON    607409109    19080    373525   SH          DEFINED      8     373525      0        0
MOBILE TELESYSTEMS SP ADR         COMMON    607409109    1762      34500   SH          DEFINED    8,13    34500       0        0
MOBILE TELESYSTEMS SP ADR         COMMON    607409109     783      15325   SH          DEFINED    8,14    15325       0        0
MOBILE TELESYSTEMS SP ADR         COMMON    607409109    1354      26500   SH          DEFINED    8,17    26500       0        0
MOBILE TELESYSTEMS SP ADR         COMMON    607409109     690      13500   SH          DEFINED     9,8    13500       0        0
MODINE MFG CO                     COMMON    607828100    2261     180847   SH          DEFINED     20     180847      0        0
MODUSLINK GLOBAL SOLUTIONS I      COMMON    60786L107     423      43300   SH          DEFINED     14     13600       0      29700
MODUSLINK GLOBAL SOLUTIONS I      COMMON    60786L107    1597     163475   SH          DEFINED     20     163475      0        0
MODUSLINK GLOBAL SOLUTIONS I      COMMON    60786L107     42       4300    SH          DEFINED    5,14     4300       0        0
MOHAWK INDS INC                   COMMON    608190104      5        100    SH          DEFINED     13      100        0        0
MOHAWK INDS INC                   COMMON    608190104     703      14600   SH          DEFINED     14     12700       0      1900
MOHAWK INDS INC                   COMMON    608190104      5        100    SH          DEFINED    17,14     0         0       100
MOHAWK INDS INC                   COMMON    608190104     143      2964    SH          DEFINED     19      671        0      2293
MOHAWK INDS INC                   COMMON    608190104     417      8676    SH          DEFINED     20      8676       0        0
MOHAWK INDS INC                   COMMON    608190104     28        575    SH          DEFINED     21      575        0        0
MOHAWK INDS INC                   COMMON    608190104    1911      39715   SH          DEFINED      5     33241       0      6474
MOLEX INC                         COMMON    608554101    23242    1078510  SH          DEFINED      1    1078510      0        0
MOLEX INC                         COMMON    608554101     43       2000    SH          DEFINED    10,14    2000       0        0
MOLEX INC                         COMMON    608554101     22       1000    SH          DEFINED     13      1000       0        0
MOLEX INC                         COMMON    608554101    2812     130490   SH          DEFINED     14     108090      0      12800
MOLEX INC                         COMMON    608554101     323      15000   SH          DEFINED    14,7      0         0      15000
MOLEX INC                         COMMON    608554101     22       1000    SH          DEFINED    17,14     0         0      1000
MOLEX INC                         COMMON    608554101     88       4106    SH          DEFINED     19       0         0      4106
MOLEX INC                         COMMON    608554101     115      5342    SH          DEFINED     20      5342       0        0
MOLEX INC                         COMMON    608554101      4        204    SH          DEFINED     21      204        0        0
MOLEX INC                         COMMON    608554101    9283     430766   SH          DEFINED      4     430766      0        0
MOLEX INC                         COMMON    608554101      4        194    SH          DEFINED      5       0         0       194
MOLEX INC                         COMMON    608554101     252      11700   SH          DEFINED    8,14    11700       0        0
MOLEX INC - CL A                  COMMON    608554200     293      15520   SH          DEFINED     19       0         0      15520
MOLEX INC - CL A                  COMMON    608554200     52       2743    SH          DEFINED     20      2743       0        0
MOLEX INC - CL A                  COMMON    608554200      4        211    SH          DEFINED     21      211        0        0
MOLEX INC - CL A                  COMMON    608554200    77415    4098206  SH          DEFINED      3    4098206      0        0
MOLINA HEALTHCARE INC             COMMON    60855R100     73       3061    SH          DEFINED     20      3061       0        0
MOLSON COORS BREWING CO 2.5 07    CONVERT   60871RAA8    20176    1.8E+07  SH          DEFINED     14       0         0     1.6E+07
MOLSON COORS BREWING CO 2.5 07    CONVERT   60871RAA8      3       3000    SH          DEFINED      5      3000       0        0
MOLSON COORS BREWING CO -B        COMMON    60871R209    40900    901481   SH          DEFINED      1     901481      0        0
MOLSON COORS BREWING CO -B        COMMON    60871R209    4982     109808   SH          DEFINED     1,3    109808      0        0
MOLSON COORS BREWING CO -B        COMMON    60871R209     70       1540    SH          DEFINED     14      640        0       200
MOLSON COORS BREWING CO -B        COMMON    60871R209     82       1800    SH          DEFINED    14,7      0         0      1800
MOLSON COORS BREWING CO -B        COMMON    60871R209    2018      44482   SH          DEFINED     20     44482       0        0
MOLSON COORS BREWING CO -B        COMMON    60871R209     16        344    SH          DEFINED     21      344        0        0
MOLSON COORS BREWING CO -B        COMMON    60871R209    29089    641144   SH          DEFINED      3     641144      0        0
MOLSON COORS BREWING CO -B        COMMON    60871R209    1211      26697   SH          DEFINED      4     26697       0        0
MOLSON COORS BREWING CO -B        COMMON    60871R209     367      8100    SH          DEFINED      5       0         0      8100
MOLSON COORS BREWING CO -B        COMMON    60871R209     86       1900    SH          DEFINED      7      1900       0        0
MOMENTA PHARMACEUTICALS INC       COMMON    60877T100      3        257    SH          DEFINED     20      257        0        0
MONARCH CASINO & RESORT INC       COMMON    609027107     24       2943    SH          DEFINED     20      2943       0        0
MONMOUTH REAL ESTATE INVT CORP    COMMON    609720107     258      35800   SH          DEFINED     14     22500       0      13300
MONMOUTH REAL ESTATE INVT CORP    COMMON    609720107     31       4265    SH          DEFINED     20      4265       0        0
MONMOUTH REAL ESTATE INVT CORP    COMMON    609720107     28       3900    SH          DEFINED    5,14     3900       0        0
MONOLITHIC POWER SYSTEMS INC      COMMON    609839105    9464     395989   SH          DEFINED      1     395989      0        0
MONOLITHIC POWER SYSTEMS INC      COMMON    609839105    9070     379498   SH          DEFINED      2     379498      0        0
MONOLITHIC POWER SYSTEMS INC      COMMON    609839105    1048      43832   SH          DEFINED     20     43832       0        0
MONOTYPE IMAGING HOLDINGS IN      COMMON    61022P100      2        199    SH          DEFINED     20      199        0        0
MONRO MUFFLER BRAKE INC           COMMON    610236101     195      5816    SH          DEFINED     20      5816       0        0
MONSANTO COMPANY                  COMMON    61166W101      1         8     SH          DEFINED     11       8         0        0
MONSANTO COMPANY                  COMMON    61166W101      4        50     SH          DEFINED     14       0         0       50
MONSANTO COMPANY                  COMMON    61166W101    13225    155096   SH          DEFINED     19     98751       0      56345
MONSANTO COMPANY                  COMMON    61166W101    6936      81336   SH          DEFINED     20     81336       0        0
MONSANTO COMPANY                  COMMON    61166W101     24        277    SH          DEFINED     21      277        0        0
MONSANTO COMPANY                  COMMON    61166W101    25236    295950   SH          DEFINED      3     295950      0        0
MONSANTO COMPANY                  COMMON    61166W101    1182      13860   SH          DEFINED      5     12974       0       886
MONSANTO COMPANY                  COMMON    61166W101     898      10529   SH          DEFINED      7     10529       0        0
MONSTER WORLDWIDE INC             COMMON    611742107     315      17376   SH          DEFINED     20     17376       0        0
MONSTER WORLDWIDE INC             COMMON    611742107     104      5712    SH          DEFINED      5      5593       0       119
MONTPELIER RE HOLDING             COMMON    G62185106    3119     182000   SH          DEFINED     14     131700      0      50300
MONTPELIER RE HOLDING             COMMON    G62185106     82       4769    SH          DEFINED     20      4769       0        0
MONTPELIER RE HOLDING             COMMON    G62185106      5        268    SH          DEFINED     21      268        0        0
MONTPELIER RE HOLDING             COMMON    G62185106     93       5410    SH          DEFINED      5       0         0      5410
MONTPELIER RE HOLDING             COMMON    G62185106     381      22200   SH          DEFINED    5,14    22200       0        0
MONTPELIER RE HOLDING             COMMON    G62185106     228      13300   SH          DEFINED      8     13300       0        0
MONTPELIER RE HOLDING             COMMON    G62185106     65       3800    SH          DEFINED    8,17     3800       0        0
MOODYS CORPORATION                COMMON    615369105   154265    5715650  SH          DEFINED      1    5715650      0        0
MOODYS CORPORATION                COMMON    615369105     16        600    SH          DEFINED     13      600        0        0
MOODYS CORPORATION                COMMON    615369105    1118      41420   SH          DEFINED     14     35820       0      2800
MOODYS CORPORATION                COMMON    615369105     327      12100   SH          DEFINED    14,7      0         0      12100
MOODYS CORPORATION                COMMON    615369105     216      8007    SH          DEFINED     16      8007       0        0
MOODYS CORPORATION                COMMON    615369105     16        600    SH          DEFINED    17,14     0         0       600
MOODYS CORPORATION                COMMON    615369105     22        800    SH          DEFINED     18      800        0        0
MOODYS CORPORATION                COMMON    615369105     146      5400    SH          DEFINED     19       0         0      5400
MOODYS CORPORATION                COMMON    615369105     314      11632   SH          DEFINED     20     11632       0        0
MOODYS CORPORATION                COMMON    615369105      5        197    SH          DEFINED     21      197        0        0
MOODYS CORPORATION                COMMON    615369105     340      12600   SH          DEFINED      3     12600       0        0
MOODYS CORPORATION                COMMON    615369105    21026    779034   SH          DEFINED      4     779034      0        0
MOODYS CORPORATION                COMMON    615369105     59       2195    SH          DEFINED      5      2000       0       195
MOODYS CORPORATION                COMMON    615369105     654      24236   SH          DEFINED      7     24236       0        0
MOODYS CORPORATION                COMMON    615369105    1432      53067   SH          DEFINED      8     53067       0        0
MOOG INC CL A                     COMMON    615394202    1008      32302   SH          DEFINED     20     32302       0        0
MOOG INC CL A                     COMMON    615394202      4        119    SH          DEFINED     21      119        0        0
MORGAN STANLEY                    COMMON    617446448    75033    2341839  SH          DEFINED      1    2341839      0        0
MORGAN STANLEY                    COMMON    617446448    3550     110800   SH          DEFINED    1,14    110800      0        0
MORGAN STANLEY                    COMMON    617446448     314      9800    SH          DEFINED    10,14    9800       0        0
MORGAN STANLEY                    COMMON    617446448     124      3874    SH          DEFINED     11      3874       0        0
MORGAN STANLEY                    COMMON    617446448      6        200    SH          DEFINED     13      200        0        0
MORGAN STANLEY                    COMMON    617446448    8183     255390   SH          DEFINED     14     226640      0      15050
MORGAN STANLEY                    COMMON    617446448    3053      95300   SH          DEFINED    14,7      0         0      95300
MORGAN STANLEY                    COMMON    617446448      6        200    SH          DEFINED    17,14     0         0       200
MORGAN STANLEY                    COMMON    617446448     629      19645   SH          DEFINED     19     17960       0      1685
MORGAN STANLEY                    COMMON    617446448    3638     113553   SH          DEFINED     20     113553      0        0
MORGAN STANLEY                    COMMON    617446448     33       1024    SH          DEFINED    20,14    1024       0        0
MORGAN STANLEY                    COMMON    617446448     208      6500    SH          DEFINED     21      6500       0        0
MORGAN STANLEY                    COMMON    617446448    1692      52794   SH          DEFINED      4     52794       0        0
MORGAN STANLEY                    COMMON    617446448     118      3679    SH          DEFINED      5      2790       0       889
MORGAN STANLEY                    COMMON    617446448     755      23574   SH          DEFINED      7     23574       0        0
MORGAN STANLEY                    COMMON    617446448     958      29897   SH          DEFINED      8     29897       0        0
MORGAN STANLEY                    COMMON    617446448     702      21900   SH          DEFINED    8,14    21900       0        0
MORGAN STANLEY (LEH) CVT 0.75     CONVERT   524908NL0    1800     9475000  SH          DEFINED     14       0         0     8000000
MORGAN STANLEY EMERGING MARK C    COMMON    617477104     40       2906    SH          DEFINED     19       0         0      2906
MORGAN STANLEY INDIA INVEST CF    COMMON    61745C105     16        692    SH          DEFINED      5       0         0       692
MORGANS HOTEL GROUP CO            COMMON    61748W108     74       16138   SH          DEFINED     20     16138       0        0
MORNINGSTAR INC                   COMMON    617700109     29        601    SH          DEFINED     20      601        0        0
MORTONS RESTAURANT GROUP          COMMON    619430101     33       10175   SH          DEFINED     20     10175       0        0
MOSAIC CO-THE                     COMMON    61945A107     20        321    SH          DEFINED     19       0         0       321
MOSAIC CO-THE                     COMMON    61945A107    5453      86343   SH          DEFINED     20     86343       0        0
MOSAIC CO-THE                     COMMON    61945A107     10        156    SH          DEFINED     21      156        0        0
MOSAIC CO-THE                     COMMON    61945A107     12        185    SH          DEFINED      5       0         0       185
MOSAIC CO-THE                     COMMON    61945A107     211      3343    SH          DEFINED      7      3343       0        0
MOTOROLA INC                      COMMON    620076109   153969     2E+07   SH          DEFINED      1    19588963     0        0
MOTOROLA INC                      COMMON    620076109     445      56635   SH          DEFINED     14     41135       0      8000
MOTOROLA INC                      COMMON    620076109     87       11100   SH          DEFINED    14,7      0         0      11100
MOTOROLA INC                      COMMON    620076109     943     120000   SH          DEFINED     15     120000      0        0
MOTOROLA INC                      COMMON    620076109     51       6431    SH          DEFINED     19      590        0      5841
MOTOROLA INC                      COMMON    620076109    2571     327072   SH          DEFINED     20     327072      0        0
MOTOROLA INC                      COMMON    620076109     104      13257   SH          DEFINED     21     13257       0        0
MOTOROLA INC                      COMMON    620076109    22053    2805674  SH          DEFINED      4    2805674      0        0
MOTOROLA INC                      COMMON    620076109     152      19275   SH          DEFINED      5     15600       0      3675
MOTOROLA INC                      COMMON    620076109     175      22237   SH          DEFINED      7     22237       0        0
MOVADO GROUP                      COMMON    624580106     258      25664   SH          DEFINED     20     25664       0        0
MOVE INC                          COMMON    62458M108      2       1201    SH          DEFINED     20      1201       0        0
MPS GROUP INC                     COMMON    553409103     139      10098   SH          DEFINED     20     10098       0        0
MPS GROUP INC                     COMMON    553409103      7        475    SH          DEFINED     21      475        0        0
MSC INDUSTRIAL DIRECT CO CL A     COMMON    553530106    16694    340476   SH          DEFINED      1     340476      0        0
MSC INDUSTRIAL DIRECT CO CL A     COMMON    553530106     20        417    SH          DEFINED     19       0         0       417
MSC INDUSTRIAL DIRECT CO CL A     COMMON    553530106     265      5414    SH          DEFINED      2      5414       0        0
MSC INDUSTRIAL DIRECT CO CL A     COMMON    553530106     136      2773    SH          DEFINED     20      2773       0        0
MSC INDUSTRIAL DIRECT CO CL A     COMMON    553530106      4        83     SH          DEFINED     21       83        0        0
MSCI INC-A                        COMMON    55354G100     561      17481   SH          DEFINED     19      2465       0      15016
MSCI INC-A                        COMMON    55354G100     232      7242    SH          DEFINED     20      7242       0        0
MSCI INC-A                        COMMON    55354G100     14        449    SH          DEFINED     21      449        0        0
MSCI INC-A                        COMMON    55354G100    1548      48221   SH          DEFINED      5     38094       0      10127
MTR GAMING GROUP INC              COMMON    553769100     96       71947   SH          DEFINED     20     71947       0        0
MTS SYSTEMS CORP                  COMMON    553777103     53       1832    SH          DEFINED     20      1832       0        0
MUELLER INDS INC                  COMMON    624756102    4970     191800   SH          DEFINED     14     107800      0      84000
MUELLER INDS INC                  COMMON    624756102     940      36276   SH          DEFINED     20     36276       0        0
MUELLER INDS INC                  COMMON    624756102      4        172    SH          DEFINED     21      172        0        0
MUELLER INDS INC                  COMMON    624756102     394      15200   SH          DEFINED    5,14    15200       0        0
MUELLER INDS INC                  COMMON    624756102     681      26300   SH          DEFINED      8     26300       0        0
MUELLER INDS INC                  COMMON    624756102     194      7500    SH          DEFINED    8,17     7500       0        0
MUELLER WATER PRODUCTS INC-A      COMMON    624758108    1843     341270   SH          DEFINED      1     341270      0        0
MUELLER WATER PRODUCTS INC-A      COMMON    624758108     133      24600   SH          DEFINED     14     24600       0        0
MUELLER WATER PRODUCTS INC-A      COMMON    624758108    42039    7784982  SH          DEFINED     20    7784982      0        0
MUELLER WATER PRODUCTS INC-A      COMMON    624758108      8       1515    SH          DEFINED     21      1515       0        0
MUELLER WATER PRODUCTS INC-A      COMMON    624758108     82       15200   SH          DEFINED      5     10000       0      5200
MULTI-COLOR CORP                  COMMON    625383104      1        94     SH          DEFINED     20       94        0        0
MULTI-FINELINE ELECTRONIX         COMMON    62541B101     628      22200   SH          DEFINED     14      4200       0      18000
MULTI-FINELINE ELECTRONIX         COMMON    62541B101    1184      41833   SH          DEFINED     20     41833       0        0
MULTI-FINELINE ELECTRONIX         COMMON    62541B101     76       2700    SH          DEFINED    5,14     2700       0        0
MULTIMEDIA GAMES INC              COMMON    625453105     256      40890   SH          DEFINED     20     40890       0        0
MURPHY OIL CORP                   COMMON    626717102      1        11     SH          DEFINED     11       11        0        0
MURPHY OIL CORP                   COMMON    626717102     370      6510    SH          DEFINED     14      4710       0       800
MURPHY OIL CORP                   COMMON    626717102     483      8503    SH          DEFINED     20      8503       0        0
MURPHY OIL CORP                   COMMON    626717102     31        542    SH          DEFINED     21      542        0        0
MURPHY OIL CORP                   COMMON    626717102     63       1102    SH          DEFINED      5      1000       0       102
MURPHY OIL CORP                   COMMON    626717102     192      3386    SH          DEFINED      7      3386       0        0
MURPHY OIL CORP                   COMMON    626717102    1097      19300   SH          DEFINED      8     19300       0        0
MVC CAPITAL INC                   COMMON    553829102    1339     110236   SH          DEFINED     20     110236      0        0
MVC CAPITAL INC                   COMMON    553829102     25       2078    SH          DEFINED     21      2078       0        0
MWI VETERINARY SUPPLY INC         COMMON    55402X105    1718      44131   SH          DEFINED     20     44131       0        0
MYERS INDUSTRIES INC              COMMON    628464109     165      18000   SH          DEFINED     14     18000       0        0
MYERS INDUSTRIES INC              COMMON    628464109     119      12916   SH          DEFINED     20     12916       0        0
MYERS INDUSTRIES INC              COMMON    628464109     54       5825    SH          DEFINED      5       0         0      5825
MYERS INDUSTRIES INC              COMMON    628464109     17       1900    SH          DEFINED    5,14     1900       0        0
MYLAN INC                         COMMON    628530107    64394    3476976  SH          DEFINED     20    3476976      0        0
MYLAN INC                         COMMON    628530107    2355     127168   SH          DEFINED     21     127168      0        0
MYLAN INC                         COMMON    628530107     316      17051   SH          DEFINED      5     11700       0      5351
MYR GROUP INC/DELAWARE            COMMON    55405W104    5622     305192   SH          DEFINED      1     305192      0        0
MYR GROUP INC/DELAWARE            COMMON    55405W104    2599     141070   SH          DEFINED      2     57375       0      83695
MYR GROUP INC/DELAWARE            COMMON    55405W104      3        152    SH          DEFINED     20      152        0        0
MYRIAD GENETICS INC               COMMON    62855J104    16025    603116   SH          DEFINED      1     603116      0        0
MYRIAD GENETICS INC               COMMON    62855J104    1605      60418   SH          DEFINED    17,1      0         0      60418
MYRIAD GENETICS INC               COMMON    62855J104      8        300    SH          DEFINED     19       0         0       300
MYRIAD GENETICS INC               COMMON    62855J104    5611     211176   SH          DEFINED      2     211176      0        0
MYRIAD GENETICS INC               COMMON    62855J104     135      5067    SH          DEFINED     20      5067       0        0
MYRIAD GENETICS INC               COMMON    62855J104     53       2000    SH          DEFINED      5      2000       0        0
MYRIAD PHARMACEUTICALS            COMMON    62856H107     291      56200   SH          DEFINED      1     56200       0        0
MYRIAD PHARMACEUTICALS            COMMON    62856H107     428      82600   SH          DEFINED     14     82600       0        0
MYRIAD PHARMACEUTICALS            COMMON    62856H107      0        75     SH          DEFINED     19       0         0       75
MYRIAD PHARMACEUTICALS            COMMON    62856H107      2        391    SH          DEFINED     20      391        0        0
N B T BANCORP INC                 COMMON    628778102     131      6600    SH          DEFINED     14      6600       0        0
N B T BANCORP INC                 COMMON    628778102     637      32084   SH          DEFINED     20     32084       0        0
N B T BANCORP INC                 COMMON    628778102     18        900    SH          DEFINED    5,14     900        0        0
NABI BIOPHARMACEUTICALS           COMMON    629519109      8       1504    SH          DEFINED     20      1504       0        0
NABORS INDS LTD                   COMMON    G6359F103     143      5710    SH          DEFINED     14      4610       0      1100
NABORS INDS LTD                   COMMON    G6359F103     111      4400    SH          DEFINED    14,7      0         0      4400
NABORS INDS LTD                   COMMON    G6359F103     992      39470   SH          DEFINED     19      601        0      38869
NABORS INDS LTD                   COMMON    G6359F103     568      22617   SH          DEFINED     20     22617       0        0
NABORS INDS LTD                   COMMON    G6359F103     30       1193    SH          DEFINED     21      1193       0        0
NABORS INDS LTD                   COMMON    G6359F103      8        305    SH          DEFINED      4      305        0        0
NABORS INDS LTD                   COMMON    G6359F103     10        386    SH          DEFINED      5       0         0       386
NABORS INDS LTD                   COMMON    G6359F103     144      5728    SH          DEFINED      7      5728       0        0
NABORS INDUSTRIES INC (NBR) CV    CONVERT   629568AP1    26558    2.7E+07  SH          DEFINED     14       0         0     2.3E+07
NABORS INDUSTRIES INC (NBR) CV    CONVERT   629568AP1      3       3000    SH          DEFINED      5      3000       0        0
NACCO INDUSTRIES                  COMMON    629579103    2003      37745   SH          DEFINED     20     37745       0        0
NALCO HOLDING CO                  COMMON    62985Q101    4380     165476   SH          DEFINED      1     165476      0        0
NALCO HOLDING CO                  COMMON    62985Q101     439      16575   SH          DEFINED     14     16575       0        0
NALCO HOLDING CO                  COMMON    62985Q101    12844    485210   SH          DEFINED     19     63406       0     421804
NALCO HOLDING CO                  COMMON    62985Q101    60742    2294765  SH          DEFINED     20    2294765      0        0
NALCO HOLDING CO                  COMMON    62985Q101     301      11387   SH          DEFINED     21     11387       0        0
NALCO HOLDING CO                  COMMON    62985Q101    17498    661058   SH          DEFINED      5     563416      0      97642
NAM TAI ELECTRONICS INC           COMMON    629865205     596     113902   SH          DEFINED     20     113902      0        0
NANOMETRICS INC                   COMMON    630077105     209      17967   SH          DEFINED     20     17967       0        0
NANOSPHERE INC                    COMMON    63009F105    3086     458474   SH          DEFINED     20     458474      0        0
NARA BANCORP INC                  COMMON    63080P105     169      14726   SH          DEFINED     20     14726       0        0
NARA BANCORP INC                  COMMON    63080P105     56       4840    SH          DEFINED      5       0         0      4840
NASB FINANCIAL INC                COMMON    628968109     121      5272    SH          DEFINED     20      5272       0        0
NASDAQ OMX GROUP                  COMMON    631103108      1        32     SH          DEFINED     11       32        0        0
NASDAQ OMX GROUP                  COMMON    631103108     58       2850    SH          DEFINED     19       0         0      2850
NASDAQ OMX GROUP                  COMMON    631103108     111      5451    SH          DEFINED     20      5451       0        0
NASDAQ OMX GROUP                  COMMON    631103108      4        185    SH          DEFINED     21      185        0        0
NASDAQ OMX GROUP                  COMMON    631103108      3        151    SH          DEFINED      5       0         0       151
NASDAQ OMX GROUP                  COMMON    631103108     104      5100    SH          DEFINED      7      5100       0        0
NASH FINCH CO                     COMMON    631158102    2049      56200   SH          DEFINED     14     36700       0      19500
NASH FINCH CO                     COMMON    631158102     217      5950    SH          DEFINED     20      5950       0        0
NASH FINCH CO                     COMMON    631158102      3        75     SH          DEFINED     21       75        0        0
NASH FINCH CO                     COMMON    631158102     244      6700    SH          DEFINED    5,14     6700       0        0
NATIONAL BANK GREECE SA PFD  9   PREFERRED  633643507    29790    1385591  SH          DEFINED     20    1385591      0        0
NATIONAL BANK GREECE SA PFD  9   PREFERRED  633643507    5024     233653   SH          DEFINED     21     233653      0        0
NATIONAL BANKSHARES INC/VA        COMMON    634865109     134      4635    SH          DEFINED     20      4635       0        0
NATIONAL BEVERAGE CORP            COMMON    635017106     23       1842    SH          DEFINED     20      1842       0        0
NATIONAL BK GREECE SA ADR         COMMON    633643408    7160     1278615  SH          DEFINED     11    1278615      0        0
NATIONAL BK GREECE SA ADR         COMMON    633643408     74       13258   SH          DEFINED     14     13258       0        0
NATIONAL BK GREECE SA ADR         COMMON    633643408     447      79886   SH          DEFINED     20     79886       0        0
NATIONAL CINEMEDIA INC            COMMON    635309107    10258    590886   SH          DEFINED      1     590886      0        0
NATIONAL CINEMEDIA INC            COMMON    635309107     503      29000   SH          DEFINED     19     29000       0        0
NATIONAL CINEMEDIA INC            COMMON    635309107    9879     569052   SH          DEFINED      2     569052      0        0
NATIONAL CINEMEDIA INC            COMMON    635309107      6        324    SH          DEFINED     20      324        0        0
NATIONAL CITY CORP 4.0 02-01-1    CONVERT   635405AW3    30016     3E+07   SH          DEFINED     14       0         0     2.5E+07
NATIONAL FINANCIAL PARTNERS       COMMON    63607P208    4725     540578   SH          DEFINED      1     540578      0        0
NATIONAL FINANCIAL PARTNERS       COMMON    63607P208     837      95800   SH          DEFINED     14     95800       0        0
NATIONAL FINANCIAL PARTNERS       COMMON    63607P208    2561     293030   SH          DEFINED     20     293030      0        0
NATIONAL FINANCIAL PARTNERS       COMMON    63607P208     82       9434    SH          DEFINED     21      9434       0        0
NATIONAL FINANCIAL PARTNERS       COMMON    63607P208     104      11900   SH          DEFINED    5,14    11900       0        0
NATIONAL FUEL GAS CO NJ           COMMON    636180101     60       1175    SH          DEFINED     19       0         0      1175
NATIONAL FUEL GAS CO NJ           COMMON    636180101    3149      61804   SH          DEFINED     20     61804       0        0
NATIONAL FUEL GAS CO NJ           COMMON    636180101      8        161    SH          DEFINED     21      161        0        0
NATIONAL GRID PLC-SP ADR          COMMON    636274300    38717    710657   SH          DEFINED     11     710657      0        0
NATIONAL GRID PLC-SP ADR          COMMON    636274300     441      8094    SH          DEFINED     14      8094       0        0
NATIONAL GRID PLC-SP ADR          COMMON    636274300     27        500    SH          DEFINED     19       0         0       500
NATIONAL GRID PLC-SP ADR          COMMON    636274300    8449     155081   SH          DEFINED     20     155081      0        0
NATIONAL HEALTH INVESTORS REIT    COMMON    63633D104    7327     204500   SH          DEFINED     14     126700      0      77800
NATIONAL HEALTH INVESTORS REIT    COMMON    63633D104     132      3679    SH          DEFINED     20      3679       0        0
NATIONAL HEALTH INVESTORS REIT    COMMON    63633D104     702      19600   SH          DEFINED    5,14    19600       0        0
NATIONAL HEALTH INVESTORS REIT    COMMON    63633D104     663      18500   SH          DEFINED      8     18500       0        0
NATIONAL HEALTH INVESTORS REIT    COMMON    63633D104     190      5300    SH          DEFINED    8,17     5300       0        0
NATIONAL HEALTHCARE CORP          COMMON    635906100     34        944    SH          DEFINED     20      944        0        0
NATIONAL INSTRS CORP              COMMON    636518102     72       2402    SH          DEFINED     20      2402       0        0
NATIONAL INSTRS CORP              COMMON    636518102    24573    821839   SH          DEFINED      3     821839      0        0
NATIONAL INSTRS CORP              COMMON    636518102     362      12105   SH          DEFINED      5      7455       0      4650
NATIONAL INTERSTATE CORP          COMMON    63654U100     10        583    SH          DEFINED     20      583        0        0
NATIONAL OILWELL VARCO INC        COMMON    637071101    81181    1731302  SH          DEFINED      1    1731302      0        0
NATIONAL OILWELL VARCO INC        COMMON    637071101     736      15700   SH          DEFINED    10,14   15700       0        0
NATIONAL OILWELL VARCO INC        COMMON    637071101     28        600    SH          DEFINED     13      600        0        0
NATIONAL OILWELL VARCO INC        COMMON    637071101    11160    238000   SH          DEFINED    13,2      0         0     238000
NATIONAL OILWELL VARCO INC        COMMON    637071101    15316    326630   SH          DEFINED     14     285930      0      23900
NATIONAL OILWELL VARCO INC        COMMON    637071101    3521      75100   SH          DEFINED    14,7      0         0      75100
NATIONAL OILWELL VARCO INC        COMMON    637071101     108      2300    SH          DEFINED    17,14     0         0       600
NATIONAL OILWELL VARCO INC        COMMON    637071101    3019      64382   SH          DEFINED     19      7845       0      56537
NATIONAL OILWELL VARCO INC        COMMON    637071101    16456    350957   SH          DEFINED      2     350957      0        0
NATIONAL OILWELL VARCO INC        COMMON    637071101    28342    604445   SH          DEFINED     20     604445      0        0
NATIONAL OILWELL VARCO INC        COMMON    637071101     14        290    SH          DEFINED    20,14    290        0        0
NATIONAL OILWELL VARCO INC        COMMON    637071101     920      19622   SH          DEFINED     21     19622       0        0
NATIONAL OILWELL VARCO INC        COMMON    637071101     36        774    SH          DEFINED      4      774        0        0
NATIONAL OILWELL VARCO INC        COMMON    637071101    3643      77690   SH          DEFINED      5     68944       0      8746
NATIONAL OILWELL VARCO INC        COMMON    637071101     334      7120    SH          DEFINED      7      7120       0        0
NATIONAL OILWELL VARCO INC        COMMON    637071101     833      17758   SH          DEFINED      8     17758       0        0
NATIONAL OILWELL VARCO INC        COMMON    637071101    1857      39600   SH          DEFINED    8,14    39600       0        0
NATIONAL PENN BANCSHARES INC      COMMON    637138108     84       14070   SH          DEFINED     20     14070       0        0
NATIONAL PENN BANCSHARES INC      COMMON    637138108     74       12360   SH          DEFINED      5       0         0      12360
NATIONAL PRESTO INDS INC          COMMON    637215104     209      1867    SH          DEFINED     20      1867       0        0
NATIONAL RETAIL PROPERTIES INC    COMMON    637417106    3687     173000   SH          DEFINED    1,14    173000      0        0
NATIONAL RETAIL PROPERTIES INC    COMMON    637417106    4503     211300   SH          DEFINED     14     87600       0     123700
NATIONAL RETAIL PROPERTIES INC    COMMON    637417106     281      13169   SH          DEFINED     20     13169       0        0
NATIONAL RETAIL PROPERTIES INC    COMMON    637417106     130      6090    SH          DEFINED      5      400        0      5690
NATIONAL SEMICONDUCTOR CORP       COMMON    637640103     172      11400   SH          DEFINED    10,14   11400       0        0
NATIONAL SEMICONDUCTOR CORP       COMMON    637640103     14        900    SH          DEFINED     13      900        0        0
NATIONAL SEMICONDUCTOR CORP       COMMON    637640103    3759     248770   SH          DEFINED     14     193370      0      31800
NATIONAL SEMICONDUCTOR CORP       COMMON    637640103     402      26600   SH          DEFINED    14,7      0         0      26600
NATIONAL SEMICONDUCTOR CORP       COMMON    637640103     14        900    SH          DEFINED    17,14     0         0       900
NATIONAL SEMICONDUCTOR CORP       COMMON    637640103     213      14123   SH          DEFINED     20     14123       0        0
NATIONAL SEMICONDUCTOR CORP       COMMON    637640103      5        324    SH          DEFINED     21      324        0        0
NATIONAL SEMICONDUCTOR CORP       COMMON    637640103      4        278    SH          DEFINED      5       0         0       278
NATIONAL SEMICONDUCTOR CORP       COMMON    637640103     90       5934    SH          DEFINED      7      5934       0        0
NATIONAL SEMICONDUCTOR CORP       COMMON    637640103     362      23962   SH          DEFINED      8     23962       0        0
NATIONAL SEMICONDUCTOR CORP       COMMON    637640103     474      31400   SH          DEFINED    8,14    31400       0        0
NATIONAL WESTERN LIFE INS - CL    COMMON    638522102     124       696    SH          DEFINED     20      696        0        0
NATIONWIDE HEALTH PPTYS INC       COMMON    638620104    4200     122600   SH          DEFINED    1,11      0         0     122600
NATIONWIDE HEALTH PPTYS INC       COMMON    638620104    45386    1324749  SH          DEFINED    1,14   1324749      0        0
NATIONWIDE HEALTH PPTYS INC       COMMON    638620104     93       2700    SH          DEFINED     11      2700       0        0
NATIONWIDE HEALTH PPTYS INC       COMMON    638620104   120839    3527111  SH          DEFINED     14    1699012      0     1682823
NATIONWIDE HEALTH PPTYS INC       COMMON    638620104    2055      59990   SH          DEFINED    16,14   59990       0        0
NATIONWIDE HEALTH PPTYS INC       COMMON    638620104     48       1400    SH          DEFINED     19      1400       0        0
NATIONWIDE HEALTH PPTYS INC       COMMON    638620104    4151     121168   SH          DEFINED    2,14    121168      0        0
NATIONWIDE HEALTH PPTYS INC       COMMON    638620104     89       2605    SH          DEFINED     20      2605       0        0
NATIONWIDE HEALTH PPTYS INC       COMMON    638620104     219      6380    SH          DEFINED    20,14    6380       0        0
NATIONWIDE HEALTH PPTYS INC       COMMON    638620104      6        162    SH          DEFINED     21      162        0        0
NATIONWIDE HEALTH PPTYS INC       COMMON    638620104     312      9100    SH          DEFINED    3,14     9100       0        0
NATIONWIDE HEALTH PPTYS INC       COMMON    638620104    9888     288604   SH          DEFINED    5,14    288604      0        0
NATIONWIDE HEALTH PPTYS INC       COMMON    638620104     93       2700    SH          DEFINED    6,14     2700       0        0
NATIONWIDE HEALTH PPTYS INC       COMMON    638620104    2592      75670   SH          DEFINED    8,14      0       75670      0
NATURAL GAS SERVICES GROUP        COMMON    63886Q109     95       4901    SH          DEFINED     20      4901       0        0
NATURAL GAS SERVICES GROUP        COMMON    63886Q109     92       4750    SH          DEFINED      5       0         0      4750
NATURAL RESOURCE PARTNERS LP      COMMON    63900P103    2162      89172   SH          DEFINED     19       0         0      89172
NATUS MEDICAL INC                 COMMON    639050103     140      9476    SH          DEFINED     20      9476       0        0
NAUTILUS INC                      COMMON    63910B102     135      66577   SH          DEFINED     20     66577       0        0
NAVIGANT CONSULTING INC           COMMON    63935N107     78       5189    SH          DEFINED     20      5189       0        0
NAVIGANT CONSULTING INC           COMMON    63935N107     262      17510   SH          DEFINED      5     17510       0        0
NAVIGATORS GROUP INC              COMMON    638904102     125      2692    SH          DEFINED     20      2692       0        0
NAVISTAR INTERNATIONAL            COMMON    63934E108     461      11600   SH          DEFINED    1,14    11600       0        0
NAVISTAR INTERNATIONAL            COMMON    63934E108     961      24200   SH          DEFINED     1,8    24200       0        0
NAVISTAR INTERNATIONAL            COMMON    63934E108     20        500    SH          DEFINED     13      500        0        0
NAVISTAR INTERNATIONAL            COMMON    63934E108    3458      87050   SH          DEFINED     14     58800       0      16450
NAVISTAR INTERNATIONAL            COMMON    63934E108     198      4976    SH          DEFINED     16      4976       0        0
NAVISTAR INTERNATIONAL            COMMON    63934E108     20        500    SH          DEFINED    17,14     0         0       500
NAVISTAR INTERNATIONAL            COMMON    63934E108     111      2800    SH          DEFINED     18      2800       0        0
NAVISTAR INTERNATIONAL            COMMON    63934E108     166      4179    SH          DEFINED     20      4179       0        0
NAVISTAR INTERNATIONAL            COMMON    63934E108     11        268    SH          DEFINED     21      268        0        0
NAVISTAR INTERNATIONAL            COMMON    63934E108     401      10090   SH          DEFINED      7     10090       0        0
NAVISTAR INTERNATIONAL            COMMON    63934E108    2554      64300   SH          DEFINED      8     64300       0        0
NAVISTAR INTERNATIONAL            COMMON    63934E108     361      9100    SH          DEFINED    8,14     9100       0        0
NAVISTAR INTERNATIONAL            COMMON    63934E108     314      7900    SH          DEFINED      9      7900       0        0
NAVISTAR INTL CORP 3.0 10-15-1    CONVERT   63934EAL2    2836     2685000  SH          DEFINED      1    2685000      0        0
NAVISTAR INTL CORP 3.0 10-15-1    CONVERT   63934EAL2     74       70000   SH          DEFINED    10,14     0         0      70000
NAVISTAR INTL CORP 3.0 10-15-1    CONVERT   63934EAL2     787     745000   SH          DEFINED     14       0         0        0
NBTY INC                          COMMON    628782104     492      11058   SH          DEFINED     20     11058       0        0
NBTY INC                          COMMON    628782104      7        158    SH          DEFINED     21      158        0        0
NBTY INC                          COMMON    628782104     106      2390    SH          DEFINED      5       0         0      2390
NCI BUILDING SYS INC              COMMON    628852105     251     122312   SH          DEFINED     20     122312      0        0
NCI INC-CLASS A                   COMMON    62886K104     256      9084    SH          DEFINED     20      9084       0        0
NCR CORPORATION                   COMMON    62886E108      3        234    SH          DEFINED     19       0         0       234
NCR CORPORATION                   COMMON    62886E108     197      17379   SH          DEFINED     20     17379       0        0
NCR CORPORATION                   COMMON    62886E108      9        836    SH          DEFINED     21      836        0        0
NCR CORPORATION                   COMMON    62886E108      4        376    SH          DEFINED      5      236        0       140
NEENAH PAPER INC                  COMMON    640079109     152      10400   SH          DEFINED     14     10400       0        0
NEENAH PAPER INC                  COMMON    640079109     591      40485   SH          DEFINED     20     40485       0        0
NEENAH PAPER INC                  COMMON    640079109     19       1300    SH          DEFINED    5,14     1300       0        0
NEKTAR THERAPEUTICS               COMMON    640268108    5410     560043   SH          DEFINED     20     560043      0        0
NELNET INC- CL A                  COMMON    64031N108     509      29007   SH          DEFINED     20     29007       0        0
NEOGEN CORP                       COMMON    640491106    5298     223754   SH          DEFINED     20     223754      0        0
NEOGEN CORP                       COMMON    640491106     94       3975    SH          DEFINED      5       0         0      3975
NESS TECHNOLOGIES INC             COMMON    64104X108     136      26398   SH          DEFINED     20     26398       0        0
NET 1 UEPS TECHNOLOGIES INC       COMMON    64107N206    6269     320850   SH          DEFINED     14     231250      0      64100
NET 1 UEPS TECHNOLOGIES INC       COMMON    64107N206     526      26900   SH          DEFINED    14,7      0         0      26900
NET 1 UEPS TECHNOLOGIES INC       COMMON    64107N206     59       3013    SH          DEFINED     20      3013       0        0
NET 1 UEPS TECHNOLOGIES INC       COMMON    64107N206     146      7450    SH          DEFINED      5       0         0      7450
NET 1 UEPS TECHNOLOGIES INC       COMMON    64107N206     70       3600    SH          DEFINED    5,14     3600       0        0
NET SERVICOS DE COM-PR ADR        COMMON    64109T201     276      19154   SH          DEFINED     20     19154       0        0
NETAPP INC                        COMMON    64110D104    66709    1985966  SH          DEFINED      1    1985966      0        0
NETAPP INC                        COMMON    64110D104     37       1100    SH          DEFINED     14      200        0       200
NETAPP INC                        COMMON    64110D104     155      4600    SH          DEFINED    14,7      0         0      4600
NETAPP INC                        COMMON    64110D104     552      16423   SH          DEFINED    17,1    16423       0        0
NETAPP INC                        COMMON    64110D104     601      17900   SH          DEFINED     19     14000       0      3900
NETAPP INC                        COMMON    64110D104    2232      66439   SH          DEFINED      2      8215       0      58224
NETAPP INC                        COMMON    64110D104   128871    3836575  SH          DEFINED     20    3836575      0        0
NETAPP INC                        COMMON    64110D104    4820     143487   SH          DEFINED     21     143487      0        0
NETAPP INC                        COMMON    64110D104     88       2630    SH          DEFINED      5      2464       0       166
NETAPP INC                        COMMON    64110D104     185      5500    SH          DEFINED      7      5500       0        0
NETEASE.COM INC ADR               COMMON    64110W102    16270    388773   SH          DEFINED      1     388773      0        0
NETEASE.COM INC ADR               COMMON    64110W102    1578      37717   SH          DEFINED     19      4902       0      32815
NETEASE.COM INC ADR               COMMON    64110W102    8972     214385   SH          DEFINED      2     214385      0        0
NETEASE.COM INC ADR               COMMON    64110W102    11972    286080   SH          DEFINED     20     286080      0        0
NETEASE.COM INC ADR               COMMON    64110W102     21        505    SH          DEFINED      4      505        0        0
NETEASE.COM INC ADR               COMMON    64110W102    2195      52456   SH          DEFINED      5     46896       0      5560
NETEASE.COM INC ADR               COMMON    64110W102    5742     137205   SH          DEFINED      8     137205      0        0
NETEASE.COM INC ADR               COMMON    64110W102     118      2811    SH          DEFINED    8,17     2811       0        0
NETFLIX.COM INC                   COMMON    64110L106    10649    206742   SH          DEFINED      1     206742      0        0
NETFLIX.COM INC                   COMMON    64110L106      1        25     SH          DEFINED     19       0         0       25
NETFLIX.COM INC                   COMMON    64110L106    10165    197346   SH          DEFINED      2     197346      0        0
NETFLIX.COM INC                   COMMON    64110L106    2253      43733   SH          DEFINED     20     43733       0        0
NETFLIX.COM INC                   COMMON    64110L106     34        660    SH          DEFINED      5      660        0        0
NETGEAR INC                       COMMON    64111Q104    1427      63200   SH          DEFINED     14     12600       0      50600
NETGEAR INC                       COMMON    64111Q104    1016      45009   SH          DEFINED     20     45009       0        0
NETGEAR INC                       COMMON    64111Q104     122      5400    SH          DEFINED    5,14     5400       0        0
NETGEAR INC                       COMMON    64111Q104     282      12500   SH          DEFINED      8     12500       0        0
NETGEAR INC                       COMMON    64111Q104     81       3600    SH          DEFINED    8,17     3600       0        0
NETLOGIC MICROSYSTEMS INC         COMMON    64118B100     774      17000   SH          DEFINED     15     17000       0        0
NETLOGIC MICROSYSTEMS INC         COMMON    64118B100     10        211    SH          DEFINED     20      211        0        0
NETSCOUT SYSTEMS INC              COMMON    64115T104    1091      70554   SH          DEFINED     20     70554       0        0
NETSCOUT SYSTEMS INC              COMMON    64115T104    66225    4280842  SH          DEFINED      5    4277242      0      3600
NEUBERGER BERMAN INTMD MUNI CF    COMMON    64124P101     27       2000    SH          DEFINED     19       0         0      2000
NEUBERGER BERMAN REAL ESTATE C    COMMON    64190A103     67       21978   SH          DEFINED    1,14    21978       0        0
NEUROCRINE BIOSCIENCES INC        COMMON    64125C109      1        301    SH          DEFINED     20      301        0        0
NEUSTAR INC- CLASS A              COMMON    64126X201     188      8000    SH          DEFINED     14      7200       0        0
NEUSTAR INC- CLASS A              COMMON    64126X201     491      20906   SH          DEFINED     20     20906       0        0
NEUTRAL TANDEM INC                COMMON    64128B108      6        258    SH          DEFINED     20      258        0        0
NEW DRAGON ASIA CORP              COMMON    64378H102     44      339880   SH          DEFINED     20     339880      0        0
NEW FRONTIER MEDIA INC            COMMON    644398109     29       15317   SH          DEFINED     20     15317       0        0
NEW GERMANY FUND CF               COMMON    644465106     288      24034   SH          DEFINED     20     24034       0        0
NEW GOLD INC                      COMMON    644535106     213      56502   SH          DEFINED     20     56502       0        0
NEW GOLD INC                      COMMON    644535106    4240     1124700  SH          DEFINED      3    1124700      0        0
NEW JERSEY RES                    COMMON    646025106     326      8700    SH          DEFINED     14      3200       0      5500
NEW JERSEY RES                    COMMON    646025106    1283      34204   SH          DEFINED     20     34204       0        0
NEW JERSEY RES                    COMMON    646025106      3        89     SH          DEFINED     21       89        0        0
NEW JERSEY RES                    COMMON    646025106     240      6387    SH          DEFINED      5       0         0      6387
NEW JERSEY RES                    COMMON    646025106     38       1000    SH          DEFINED    5,14     1000       0        0
NEW ORIENTAL EDUCATIO-SP ADR      COMMON    647581107    6098      79540   SH          DEFINED     20     79540       0        0
NEW YORK AND COMPANY              COMMON    649295102     68       15534   SH          DEFINED     20     15534       0        0
NEW YORK COMMUNITY BANCORP        COMMON    649445103     147      10200   SH          DEFINED    10,14   10200       0        0
NEW YORK COMMUNITY BANCORP        COMMON    649445103     13        900    SH          DEFINED     13      900        0        0
NEW YORK COMMUNITY BANCORP        COMMON    649445103    2801     193710   SH          DEFINED     14     180110      0      7200
NEW YORK COMMUNITY BANCORP        COMMON    649445103     735      50800   SH          DEFINED    14,7      0         0      50800
NEW YORK COMMUNITY BANCORP        COMMON    649445103     13        900    SH          DEFINED    17,14     0         0       900
NEW YORK COMMUNITY BANCORP        COMMON    649445103    1899     131300   SH          DEFINED     19     20575       0     110725
NEW YORK COMMUNITY BANCORP        COMMON    649445103     269      18593   SH          DEFINED     20     18593       0        0
NEW YORK COMMUNITY BANCORP        COMMON    649445103     18       1224    SH          DEFINED     21      1224       0        0
NEW YORK COMMUNITY BANCORP        COMMON    649445103      7        457    SH          DEFINED      5      116        0       341
NEW YORK COMMUNITY BANCORP        COMMON    649445103     87       6000    SH          DEFINED      7      6000       0        0
NEW YORK COMMUNITY BANCORP        COMMON    649445103     383      26500   SH          DEFINED    8,14    26500       0        0
NEW YORK TIMES CO                 COMMON    650111107      0        10     SH          DEFINED     19       10        0        0
NEW YORK TIMES CO                 COMMON    650111107     382      28354   SH          DEFINED     20     28354       0        0
NEW YORK TIMES CO                 COMMON    650111107     13        994    SH          DEFINED     21      994        0        0
NEW YORK TIMES CO                 COMMON    650111107      3        235    SH          DEFINED      5       0         0       235
NEWALLIANCE BANCSHARES INC        COMMON    650203102     106      8700    SH          DEFINED     14      3000       0      5700
NEWALLIANCE BANCSHARES INC        COMMON    650203102     704      58040   SH          DEFINED     20     58040       0        0
NEWALLIANCE BANCSHARES INC        COMMON    650203102     91       7475    SH          DEFINED      5       0         0      7475
NEWALLIANCE BANCSHARES INC        COMMON    650203102     10        800    SH          DEFINED    5,14     800        0        0
NEWCASTLE INVESTMENT CORP         COMMON    65105M108     999     478019   SH          DEFINED     20     478019      0        0
NEWELL FINANCIAL TRUST I CVT P    CONVERT   651195307     35       1000    SH          DEFINED     19      1000       0        0
NEWELL RUBBERMAID INC             COMMON    651229106    2876     190329   SH          DEFINED      1     190329      0        0
NEWELL RUBBERMAID INC             COMMON    651229106     45       2950    SH          DEFINED     14      2550       0       400
NEWELL RUBBERMAID INC             COMMON    651229106     337      22310   SH          DEFINED     19      2753       0      19557
NEWELL RUBBERMAID INC             COMMON    651229106     412      27271   SH          DEFINED     20     27271       0        0
NEWELL RUBBERMAID INC             COMMON    651229106     21       1365    SH          DEFINED     21      1365       0        0
NEWELL RUBBERMAID INC             COMMON    651229106     400      26468   SH          DEFINED      5       0         0      26468
NEWELL RUBBERMAID INC             COMMON    651229106     121      8000    SH          DEFINED      7      8000       0        0
NEWFIELD EXPL CO                  COMMON    651290108    61710    1218358  SH          DEFINED      1    1218358      0        0
NEWFIELD EXPL CO                  COMMON    651290108    4001      79000   SH          DEFINED    13,2      0         0      79000
NEWFIELD EXPL CO                  COMMON    651290108    3961      78210   SH          DEFINED     14     58810       0      11100
NEWFIELD EXPL CO                  COMMON    651290108     167      3300    SH          DEFINED    14,7      0         0      3300
NEWFIELD EXPL CO                  COMMON    651290108    18579    366808   SH          DEFINED     19     363208      0      3600
NEWFIELD EXPL CO                  COMMON    651290108    2980      58836   SH          DEFINED     20     58836       0        0
NEWFIELD EXPL CO                  COMMON    651290108     24        482    SH          DEFINED     21      482        0        0
NEWFIELD EXPL CO                  COMMON    651290108    17582    347126   SH          DEFINED      4     347126      0        0
NEWFIELD EXPL CO                  COMMON    651290108    3033      59876   SH          DEFINED      5     57676       0      2200
NEWFIELD EXPL CO                  COMMON    651290108     101      2000    SH          DEFINED      7      2000       0        0
NEWLEAD HOLDINGS LTD              COMMON    G64626107     29       30598   SH          DEFINED     20     30598       0        0
NEWMARKET CORP                    COMMON    651587107    1148      9261    SH          DEFINED     20      9261       0        0
NEWMONT MINING CORP 1.625 07-1    CONVERT   651639AJ5    29172    2.3E+07  SH          DEFINED     14       0         0     1.9E+07
NEWMONT MINING CORP HLDG CO       COMMON    651639106    17197    354000   SH          DEFINED      1     354000      0        0
NEWMONT MINING CORP HLDG CO       COMMON    651639106    2468      50800   SH          DEFINED     14     21400       0      1100
NEWMONT MINING CORP HLDG CO       COMMON    651639106     612      12600   SH          DEFINED    14,7      0         0      12600
NEWMONT MINING CORP HLDG CO       COMMON    651639106     180      3700    SH          DEFINED     19       0         0      3700
NEWMONT MINING CORP HLDG CO       COMMON    651639106    4414      90865   SH          DEFINED     20     90865       0        0
NEWMONT MINING CORP HLDG CO       COMMON    651639106     20        402    SH          DEFINED     21      402        0        0
NEWMONT MINING CORP HLDG CO       COMMON    651639106     139      2865    SH          DEFINED      5      1830       0      1035
NEWMONT MINING CORP HLDG CO       COMMON    651639106     377      7770    SH          DEFINED      7      7770       0        0
NEWMONT MINING CORP HLDG CO       COMMON    651639106     311      6400    SH          DEFINED      8      6400       0        0
NEWMONT MINING CORP HLDG CO       COMMON    651639106    1530      31500   SH          DEFINED    8,14    31500       0        0
NEWPARK RES INC                   COMMON    651718504     129      28700   SH          DEFINED     14     28700       0        0
NEWPARK RES INC                   COMMON    651718504     90       20062   SH          DEFINED     20     20062       0        0
NEWPARK RES INC                   COMMON    651718504     17       3700    SH          DEFINED    5,14     3700       0        0
NEWPORT CORP                      COMMON    651824104     113      12161   SH          DEFINED     20     12161       0        0
NEWS CORP CL A                    COMMON    65248E104      1        52     SH          DEFINED     11       52        0        0
NEWS CORP CL A                    COMMON    65248E104     450      32230   SH          DEFINED     14     26930       0      5300
NEWS CORP CL A                    COMMON    65248E104     103      7400    SH          DEFINED    14,7      0         0      7400
NEWS CORP CL A                    COMMON    65248E104     264      18900   SH          DEFINED     19      315        0      18585
NEWS CORP CL A                    COMMON    65248E104   222590    1.6E+07  SH          DEFINED     20    15933463     0        0
NEWS CORP CL A                    COMMON    65248E104    8197     586739   SH          DEFINED     21     586739      0        0
NEWS CORP CL A                    COMMON    65248E104     24       1707    SH          DEFINED      5       0         0      1707
NEWS CORP CL A                    COMMON    65248E104     425      30429   SH          DEFINED      7     30429       0        0
NEWS CORP CL B                    COMMON    65248E203     436      26860   SH          DEFINED     20     26860       0        0
NEWS CORP CL B                    COMMON    65248E203     29       1760    SH          DEFINED     21      1760       0        0
NEWS CORP CL B                    COMMON    65248E203      0        26     SH          DEFINED      5       0         0       26
NEWSTAR FINANCIAL INC             COMMON    65251F105     104      25672   SH          DEFINED     20     25672       0        0
NEXEN INC                         COMMON    65334H102     52       2165    SH          DEFINED     19       50        0      2115
NEXEN INC                         COMMON    65334H102     83       3406    SH          DEFINED     20      3406       0        0
NEXEN INC                         COMMON    65334H102      2        88     SH          DEFINED     21       88        0        0
NEXEN INC                         COMMON    65334H102   111390    4557800  SH          DEFINED      3    4557800      0        0
NEXEN INC                         COMMON    65334H102     22        905    SH          DEFINED     3,1     905        0        0
NEXEN INC                         COMMON    65334H102     365      15242   SH          DEFINED      5       42        0      15200
NEXEN INC                         COMMON    65334H102     234      9592    SH          DEFINED      7      9592       0        0
NEXEN INC                         COMMON    65334H102     823      33663   SH          DEFINED      8     33663       0        0
NEXSTAR BROADCASTING GROUP CL     COMMON    65336K103     110      27444   SH          DEFINED     20     27444       0        0
NFJ DVD INTEREST & PR STRAT CE    COMMON    65337H109     53       3600    SH          DEFINED      5      3600       0        0
NGP CAPITAL RESOURCES CO          COMMON    62912R107     80       9400    SH          DEFINED     14      9400       0        0
NGP CAPITAL RESOURCES CO          COMMON    62912R107     947     111970   SH          DEFINED     20     111970      0        0
NGP CAPITAL RESOURCES CO          COMMON    62912R107     18       2110    SH          DEFINED     21      2110       0        0
NGP CAPITAL RESOURCES CO          COMMON    62912R107      9       1100    SH          DEFINED    5,14     1100       0        0
NIC INC                           COMMON    62914B100     201      22098   SH          DEFINED     20     22098       0        0
NICE SYS LTD ADR                  COMMON    653656108    26354    833988   SH          DEFINED      1     833988      0        0
NICE SYS LTD ADR                  COMMON    653656108    1429      45221   SH          DEFINED    17,1    45221       0        0
NICE SYS LTD ADR                  COMMON    653656108    11686    369814   SH          DEFINED      2     369814      0        0
NICE SYS LTD ADR                  COMMON    653656108     12        371    SH          DEFINED     20      371        0        0
NICE SYS LTD ADR                  COMMON    653656108    3580     113300   SH          DEFINED      3     113300      0        0
NICE SYS LTD ADR                  COMMON    653656108     83       2640    SH          DEFINED      5       0         0      2640
NICOR INC                         COMMON    654086107    3545      84900   SH          DEFINED     14     65900       0      19000
NICOR INC                         COMMON    654086107    1307      31301   SH          DEFINED     20     31301       0        0
NICOR INC                         COMMON    654086107      5        131    SH          DEFINED     21      131        0        0
NICOR INC                         COMMON    654086107     418      10000   SH          DEFINED    5,14    10000       0        0
NIDEC CORPORATION ADR             COMMON    654090109    1930      80776   SH          DEFINED     20     80776       0        0
NIDEC CORPORATION ADR             COMMON    654090109    40143    1680313  SH          DEFINED      4    1680313      0        0
NIDEC CORPORATION ADR             COMMON    654090109      1        55     SH          DEFINED      5       55        0        0
NIGHTHAWK RADIOLOGY HOLDINGS      COMMON    65411N105      3        581    SH          DEFINED     20      581        0        0
NII HOLDINGS INC                  COMMON    62913F201    1851      49078   SH          DEFINED    17,1    49078       0        0
NII HOLDINGS INC                  COMMON    62913F201    68989    1829462  SH          DEFINED     20    1829462      0        0
NII HOLDINGS INC                  COMMON    62913F201    2505      66434   SH          DEFINED     21     66434       0        0
NII HOLDINGS INC                  COMMON    62913F201      8        208    SH          DEFINED      5       0         0       208
NII HOLDINGS INC 3.125 06-15-1    CONVERT   62913FAJ1      3       3000    SH          DEFINED      5      3000       0        0
NIKE INC                          COMMON    654106103    41886    638416   SH          DEFINED      1     638416      0        0
NIKE INC                          COMMON    654106103     634      9660    SH          DEFINED    13,2      0         0      9660
NIKE INC                          COMMON    654106103     206      3145    SH          DEFINED     14      3145       0        0
NIKE INC                          COMMON    654106103    9814     149588   SH          DEFINED     19     20233       0     129355
NIKE INC                          COMMON    654106103    1224      18650   SH          DEFINED      2     18650       0        0
NIKE INC                          COMMON    654106103    5319      81063   SH          DEFINED     20     81063       0        0
NIKE INC                          COMMON    654106103     30        457    SH          DEFINED     21      457        0        0
NIKE INC                          COMMON    654106103     381      5800    SH          DEFINED      3      5800       0        0
NIKE INC                          COMMON    654106103    8583     130812   SH          DEFINED      5     98546       0      32266
NIKE INC                          COMMON    654106103     426      6490    SH          DEFINED      7      6490       0        0
NIKE INC                          COMMON    654106103    27949    425987   SH          DEFINED      8     391636    34351      0
NIKE INC                          COMMON    654106103     81       1239    SH          DEFINED     8,2     1239       0        0
NINETOWNS INTERNET TECH-ADS       COMMON    654407105     127      73149   SH          DEFINED     20     73149       0        0
NISOURCE INC                      COMMON    65473P105     285      18420   SH          DEFINED     14     15520       0      2900
NISOURCE INC                      COMMON    65473P105      1        60     SH          DEFINED     19       0         0       60
NISOURCE INC                      COMMON    65473P105    1702     110048   SH          DEFINED     20     110048      0        0
NISOURCE INC                      COMMON    65473P105     28       1833    SH          DEFINED     21      1833       0        0
NISOURCE INC                      COMMON    65473P105      8        508    SH          DEFINED      5       0         0       508
NIVS INTELLIMEDIA TECHNOLOGY G    COMMON    62914U108     219      85030   SH          DEFINED     20     85030       0        0
NL INDUSTRIES                     COMMON    629156407     11       1513    SH          DEFINED     20      1513       0        0
NN INC                            COMMON    629337106     93       22510   SH          DEFINED     20     22510       0        0
NOAH EDUCATION HOLDINGS ADR       COMMON    65487R303     366      74844   SH          DEFINED     20     74844       0        0
NOBLE CORP                        COMMON    H5833N103    53389    1225085  SH          DEFINED      1    1225085      0        0
NOBLE CORP                        COMMON    H5833N103     924      21200   SH          DEFINED     1,8    21200       0        0
NOBLE CORP                        COMMON    H5833N103     126      2900    SH          DEFINED     10      2900       0        0
NOBLE CORP                        COMMON    H5833N103    1007      23100   SH          DEFINED    10,14   23100       0        0
NOBLE CORP                        COMMON    H5833N103     31        700    SH          DEFINED     13      700        0        0
NOBLE CORP                        COMMON    H5833N103    5709     131000   SH          DEFINED    13,2      0         0     131000
NOBLE CORP                        COMMON    H5833N103    17489    401300   SH          DEFINED     14     264300      0     102600
NOBLE CORP                        COMMON    H5833N103     322      7400    SH          DEFINED    14,13     0         0      7400
NOBLE CORP                        COMMON    H5833N103     684      15700   SH          DEFINED    14,7      0         0      15700
NOBLE CORP                        COMMON    H5833N103     629      14444   SH          DEFINED     16     14444       0        0
NOBLE CORP                        COMMON    H5833N103     31        700    SH          DEFINED    17,14     0         0       700
NOBLE CORP                        COMMON    H5833N103    4057      93100   SH          DEFINED     18     93100       0        0
NOBLE CORP                        COMMON    H5833N103     637      14625   SH          DEFINED     19      2000       0      12625
NOBLE CORP                        COMMON    H5833N103    1858      42624   SH          DEFINED      2       0         0      42624
NOBLE CORP                        COMMON    H5833N103     518      11880   SH          DEFINED     20     11880       0        0
NOBLE CORP                        COMMON    H5833N103     18        407    SH          DEFINED     21      407        0        0
NOBLE CORP                        COMMON    H5833N103     11        255    SH          DEFINED      4      255        0        0
NOBLE CORP                        COMMON    H5833N103      1        27     SH          DEFINED      5       27        0        0
NOBLE CORP                        COMMON    H5833N103     719      16500   SH          DEFINED    5,14    16500       0        0
NOBLE CORP                        COMMON    H5833N103    1742      39970   SH          DEFINED      7     39970       0        0
NOBLE CORP                        COMMON    H5833N103    5243     120300   SH          DEFINED      8     120300      0        0
NOBLE CORP                        COMMON    H5833N103    2924      67100   SH          DEFINED    8,14    67100       0        0
NOBLE CORP                        COMMON    H5833N103     431      9900    SH          DEFINED      9      9900       0        0
NOBLE CORP                        COMMON    H5833N103     153      3500    SH          DEFINED    9,14      0         0      3500
NOBLE ENERGY INC                  COMMON    655044105    40790    543000   SH          DEFINED      1     543000      0        0
NOBLE ENERGY INC                  COMMON    655044105    8639     115000   SH          DEFINED    13,2      0         0     115000
NOBLE ENERGY INC                  COMMON    655044105    1002      13340   SH          DEFINED     14     11640       0       900
NOBLE ENERGY INC                  COMMON    655044105     105      1400    SH          DEFINED    14,7      0         0      1400
NOBLE ENERGY INC                  COMMON    655044105     245      3268    SH          DEFINED     19       0         0      3268
NOBLE ENERGY INC                  COMMON    655044105     439      5842    SH          DEFINED     20      5842       0        0
NOBLE ENERGY INC                  COMMON    655044105     16        207    SH          DEFINED     21      207        0        0
NOBLE ENERGY INC                  COMMON    655044105     17        225    SH          DEFINED      5       0         0       225
NOBLE ENERGY INC                  COMMON    655044105     237      3157    SH          DEFINED      7      3157       0        0
NOKIA OYJ ADR                     COMMON    654902204   203990    1.5E+07  SH          DEFINED      1    15395441     0        0
NOKIA OYJ ADR                     COMMON    654902204    32856    2479722  SH          DEFINED     11    2479722      0        0
NOKIA OYJ ADR                     COMMON    654902204     313      23619   SH          DEFINED     14     23619       0        0
NOKIA OYJ ADR                     COMMON    654902204    3048     230000   SH          DEFINED     15     230000      0        0
NOKIA OYJ ADR                     COMMON    654902204     897      67694   SH          DEFINED    17,1    67694       0        0
NOKIA OYJ ADR                     COMMON    654902204     233      17596   SH          DEFINED    18,14   17596       0        0
NOKIA OYJ ADR                     COMMON    654902204     297      22430   SH          DEFINED     19      2350       0      20080
NOKIA OYJ ADR                     COMMON    654902204    6212     468836   SH          DEFINED     20     468836      0        0
NOKIA OYJ ADR                     COMMON    654902204     139      10512   SH          DEFINED      3     10512       0        0
NOKIA OYJ ADR                     COMMON    654902204    9441     712498   SH          DEFINED      4     712498      0        0
NOKIA OYJ ADR                     COMMON    654902204     21       1550    SH          DEFINED      5      1510       0       40
NOMURA HOLDINGS INC ADR           COMMON    65535H208      1        70     SH          DEFINED     11       70        0        0
NOMURA HOLDINGS INC ADR           COMMON    65535H208    1977     258099   SH          DEFINED     20     258099      0        0
NOMURA HOLDINGS INC ADR           COMMON    65535H208      1        165    SH          DEFINED      5      165        0        0
NORDIC AMERICAN TANKER SHIPPIN    COMMON    G65773106     155      5057    SH          DEFINED     20      5057       0        0
NORDIC AMERICAN TANKER SHIPPIN    COMMON    G65773106     33       1075    SH          DEFINED      5      300        0       775
NORDSON CORP                      COMMON    655663102    3306      52500   SH          DEFINED     14     23400       0      29100
NORDSON CORP                      COMMON    655663102    2935      46609   SH          DEFINED     20     46609       0        0
NORDSON CORP                      COMMON    655663102     95       1506    SH          DEFINED     21      1506       0        0
NORDSON CORP                      COMMON    655663102     340      5400    SH          DEFINED    5,14     5400       0        0
NORDSON CORP                      COMMON    655663102     346      5500    SH          DEFINED      8      5500       0        0
NORDSON CORP                      COMMON    655663102     101      1600    SH          DEFINED    8,17     1600       0        0
NORDSTROM INC                     COMMON    655664100    47064    1260759  SH          DEFINED      1    1260759      0        0
NORDSTROM INC                     COMMON    655664100     250      6700    SH          DEFINED    1,14     6700       0        0
NORDSTROM INC                     COMMON    655664100      4        100    SH          DEFINED     13      100        0        0
NORDSTROM INC                     COMMON    655664100     754      20188   SH          DEFINED    13,2      0         0      20188
NORDSTROM INC                     COMMON    655664100      9        250    SH          DEFINED     14       0         0       250
NORDSTROM INC                     COMMON    655664100     101      2700    SH          DEFINED    14,7      0         0      2700
NORDSTROM INC                     COMMON    655664100      4        100    SH          DEFINED    17,14     0         0       100
NORDSTROM INC                     COMMON    655664100     20        540    SH          DEFINED     19       0         0       540
NORDSTROM INC                     COMMON    655664100    2633      70541   SH          DEFINED      2      8797       0      61744
NORDSTROM INC                     COMMON    655664100    1721      46105   SH          DEFINED     20     46105       0        0
NORDSTROM INC                     COMMON    655664100     23        603    SH          DEFINED     21      603        0        0
NORDSTROM INC                     COMMON    655664100     787      21078   SH          DEFINED      4     21078       0        0
NORDSTROM INC                     COMMON    655664100      6        151    SH          DEFINED      5       15        0       136
NORDSTROM INC                     COMMON    655664100     534      14300   SH          DEFINED      8     14300       0        0
NORFOLK SOUTHERN CORP             COMMON    655844108    41448    776180   SH          DEFINED      1     776180      0        0
NORFOLK SOUTHERN CORP             COMMON    655844108      2        31     SH          DEFINED     11       31        0        0
NORFOLK SOUTHERN CORP             COMMON    655844108    2077      38900   SH          DEFINED     14     33100       0      3500
NORFOLK SOUTHERN CORP             COMMON    655844108     598      11200   SH          DEFINED    14,7      0         0      11200
NORFOLK SOUTHERN CORP             COMMON    655844108    9186     172023   SH          DEFINED     19     26522       0     145501
NORFOLK SOUTHERN CORP             COMMON    655844108    9457     177104   SH          DEFINED      2     177104      0        0
NORFOLK SOUTHERN CORP             COMMON    655844108    1049      19650   SH          DEFINED     20     19650       0        0
NORFOLK SOUTHERN CORP             COMMON    655844108     43        799    SH          DEFINED     21      799        0        0
NORFOLK SOUTHERN CORP             COMMON    655844108    9760     182775   SH          DEFINED      5     158456      0      24319
NORFOLK SOUTHERN CORP             COMMON    655844108     493      9241    SH          DEFINED      7      9241       0        0
NORFOLK SOUTHERN CORP             COMMON    655844108     997      18670   SH          DEFINED      8     18670       0        0
NORFOLK SOUTHERN CORP             COMMON    655844108     63       1180    SH          DEFINED     8,2     1180       0        0
NORTH AMER PALLADIUM LTD          COMMON    656912102      8       2200    SH          DEFINED      5      2200       0        0
NORTH EUROPEAN OIL RTY TRUST      COMMON    659310106     18        600    SH          DEFINED     19      600        0        0
NORTHEAST UTILS                   COMMON    664397106    7833     305004   SH          DEFINED      1     305004      0        0
NORTHEAST UTILS                   COMMON    664397106     190      7380    SH          DEFINED     14      7380       0        0
NORTHEAST UTILS                   COMMON    664397106    5795     225650   SH          DEFINED     19     34135       0     191515
NORTHEAST UTILS                   COMMON    664397106     240      9350    SH          DEFINED     20      9350       0        0
NORTHEAST UTILS                   COMMON    664397106     12        477    SH          DEFINED     21      477        0        0
NORTHEAST UTILS                   COMMON    664397106    5857     228072   SH          DEFINED      5     198153      0      29919
NORTHERN TRUST CORP               COMMON    665859104     315      6000    SH          DEFINED     10      6000       0        0
NORTHERN TRUST CORP               COMMON    665859104     330      6300    SH          DEFINED    10,14    6300       0        0
NORTHERN TRUST CORP               COMMON    665859104      5        100    SH          DEFINED     13      100        0        0
NORTHERN TRUST CORP               COMMON    665859104    24546    467900   SH          DEFINED     14     315000      0     139800
NORTHERN TRUST CORP               COMMON    665859104     771      14700   SH          DEFINED    14,13     0         0      14700
NORTHERN TRUST CORP               COMMON    665859104    1679      32000   SH          DEFINED    14,7      0         0      32000
NORTHERN TRUST CORP               COMMON    665859104      5        100    SH          DEFINED    17,14     0         0       100
NORTHERN TRUST CORP               COMMON    665859104     272      5183    SH          DEFINED     19      600        0      4583
NORTHERN TRUST CORP               COMMON    665859104     803      15316   SH          DEFINED     20     15316       0        0
NORTHERN TRUST CORP               COMMON    665859104     14        264    SH          DEFINED     21      264        0        0
NORTHERN TRUST CORP               COMMON    665859104     493      9400    SH          DEFINED      3      9400       0        0
NORTHERN TRUST CORP               COMMON    665859104    1025      19542   SH          DEFINED      5     13736       0      5806
NORTHERN TRUST CORP               COMMON    665859104    1747      33300   SH          DEFINED    5,14    33300       0        0
NORTHERN TRUST CORP               COMMON    665859104     613      11693   SH          DEFINED      7     11693       0        0
NORTHERN TRUST CORP               COMMON    665859104     775      14770   SH          DEFINED      8     14770       0        0
NORTHERN TRUST CORP               COMMON    665859104    1621      30900   SH          DEFINED    8,14    30900       0        0
NORTHERN TRUST CORP               COMMON    665859104     367      7000    SH          DEFINED    9,14      0         0      7000
NORTHFIELD BANCORP INC/NJ         COMMON    66611L105     43       3183    SH          DEFINED     20      3183       0        0
NORTHGATE MINERALS CORP           COMMON    666416102     131      42400   SH          DEFINED     20     42400       0        0
NORTHRIM BANCORP INC              COMMON    666762109     294      17600   SH          DEFINED     14      8700       0      8900
NORTHRIM BANCORP INC              COMMON    666762109     38       2300    SH          DEFINED    5,14     2300       0        0
NORTHROP GRUMMAN CORP             COMMON    666807102    92567    1625412  SH          DEFINED      1    1625412      0        0
NORTHROP GRUMMAN CORP             COMMON    666807102    1346      23628   SH          DEFINED     1,8    23628       0        0
NORTHROP GRUMMAN CORP             COMMON    666807102     103      1800    SH          DEFINED    10,14    1800       0        0
NORTHROP GRUMMAN CORP             COMMON    666807102     101      1773    SH          DEFINED     11      1773       0        0
NORTHROP GRUMMAN CORP             COMMON    666807102    3110      54610   SH          DEFINED     14     48810       0      3500
NORTHROP GRUMMAN CORP             COMMON    666807102     962      16900   SH          DEFINED    14,7      0         0      16900
NORTHROP GRUMMAN CORP             COMMON    666807102    1003      17610   SH          DEFINED    16,14   17610       0        0
NORTHROP GRUMMAN CORP             COMMON    666807102      5        95     SH          DEFINED     19       40        0       55
NORTHROP GRUMMAN CORP             COMMON    666807102    7048     123754   SH          DEFINED     20     123754      0        0
NORTHROP GRUMMAN CORP             COMMON    666807102     67       1185    SH          DEFINED     21      1185       0        0
NORTHROP GRUMMAN CORP             COMMON    666807102      6        114    SH          DEFINED      4      114        0        0
NORTHROP GRUMMAN CORP             COMMON    666807102     41        720    SH          DEFINED      5      720        0        0
NORTHROP GRUMMAN CORP             COMMON    666807102     292      5121    SH          DEFINED      7      5121       0        0
NORTHROP GRUMMAN CORP             COMMON    666807102    2894      50809   SH          DEFINED      8     50809       0        0
NORTHROP GRUMMAN CORP             COMMON    666807102    1015      17819   SH          DEFINED      9     17819       0        0
NORTHSTAR REALTY FINANCE COR      COMMON    66704R100     206      57900   SH          DEFINED     14     57900       0        0
NORTHSTAR REALTY FINANCE COR      COMMON    66704R100     262      73456   SH          DEFINED     20     73456       0        0
NORTHSTAR REALTY FINANCE COR      COMMON    66704R100     26       7300    SH          DEFINED    5,14     7300       0        0
NORTHWEST BANCSHARES INC          COMMON    667340103    7113     631145   SH          DEFINED     1,3    631145      0        0
NORTHWEST BANCSHARES INC          COMMON    667340103     199      17642   SH          DEFINED    16,3    17642       0        0
NORTHWEST BANCSHARES INC          COMMON    667340103     660      58578   SH          DEFINED     20     58578       0        0
NORTHWEST BANCSHARES INC          COMMON    667340103    1807     160373   SH          DEFINED      3     160373      0        0
NORTHWEST NATURAL GAS CO          COMMON    667655104    1489      32900   SH          DEFINED     14     26300       0      6600
NORTHWEST NATURAL GAS CO          COMMON    667655104     173      3822    SH          DEFINED     20      3822       0        0
NORTHWEST NATURAL GAS CO          COMMON    667655104     172      3800    SH          DEFINED    5,14     3800       0        0
NORTHWEST NATURAL GAS CO          COMMON    667655104     77       1700    SH          DEFINED      8      1700       0        0
NORTHWEST NATURAL GAS CO          COMMON    667655104     23        500    SH          DEFINED    8,17     500        0        0
NORTHWEST PIPE CO                 COMMON    667746101    4311     154889   SH          DEFINED      1     154889      0        0
NORTHWEST PIPE CO                 COMMON    667746101    1960      70410   SH          DEFINED      2     29845       0      40565
NORTHWEST PIPE CO                 COMMON    667746101    23254    835578   SH          DEFINED     20     835578      0        0
NORTHWESTERN CORP                 COMMON    668074305    2996     115400   SH          DEFINED     14     80800       0      34600
NORTHWESTERN CORP                 COMMON    668074305     198      7646    SH          DEFINED     20      7646       0        0
NORTHWESTERN CORP                 COMMON    668074305     52       2015    SH          DEFINED      5       0         0      2015
NORTHWESTERN CORP                 COMMON    668074305     358      13800   SH          DEFINED    5,14    13800       0        0
NORTHWESTERN CORP                 COMMON    668074305     39       1500    SH          DEFINED      8      1500       0        0
NORTHWESTERN CORP                 COMMON    668074305     10        400    SH          DEFINED    8,17     400        0        0
NOVABAY PHARMACEUTICALS INC       COMMON    66987P102     70       33750   SH          DEFINED      5       0         0      33750
NOVAGOLD RESOURCES INC            COMMON    66987E206     163      26850   SH          DEFINED     20     26850       0        0
NOVAMED INC                       COMMON    66986W108     104      26089   SH          DEFINED     20     26089       0        0
NOVARTIS ADR                      COMMON    66987V109    23817    453140   SH          DEFINED      1     453140      0        0
NOVARTIS ADR                      COMMON    66987V109    15907    302646   SH          DEFINED     11     302646      0        0
NOVARTIS ADR                      COMMON    66987V109     183      3491    SH          DEFINED     14      3491       0        0
NOVARTIS ADR                      COMMON    66987V109     121      2301    SH          DEFINED    18,14    2301       0        0
NOVARTIS ADR                      COMMON    66987V109    8645     164473   SH          DEFINED     19      7353       0     157120
NOVARTIS ADR                      COMMON    66987V109    3388      64469   SH          DEFINED     20     64469       0        0
NOVARTIS ADR                      COMMON    66987V109    4326      82300   SH          DEFINED      3     82300       0        0
NOVARTIS ADR                      COMMON    66987V109    7536     143371   SH          DEFINED      4     143371      0        0
NOVARTIS ADR                      COMMON    66987V109     986      18756   SH          DEFINED      5     16410       0      2346
NOVATEL WIRELESS INC              COMMON    66987M604     132      16030   SH          DEFINED     20     16030       0        0
NOVAVAX INC                       COMMON    670002104    1383     504718   SH          DEFINED     20     504718      0        0
NOVELL INC                        COMMON    670006105    1971     443829   SH          DEFINED     20     443829      0        0
NOVELLUS SYSTEMS INC              COMMON    670008101     193      8127    SH          DEFINED     20      8127       0        0
NOVELLUS SYSTEMS INC              COMMON    670008101      6        260    SH          DEFINED     21      260        0        0
NOVO-NORDISK A-S ADR              COMMON    670100205     36        550    SH          DEFINED     19       0         0       550
NOVO-NORDISK A-S ADR              COMMON    670100205    2364      36549   SH          DEFINED     20     36549       0        0
NOVO-NORDISK A-S ADR              COMMON    670100205    19568    302542   SH          DEFINED      4     302542      0        0
NOVO-NORDISK A-S ADR              COMMON    670100205     809      12500   SH          DEFINED      5       0         0      12500
NPS PHARMACEUTICALS INC           COMMON    62936P103     662     201800   SH          DEFINED     14     55500       0     146300
NPS PHARMACEUTICALS INC           COMMON    62936P103      1        347    SH          DEFINED     20      347        0        0
NPS PHARMACEUTICALS INC           COMMON    62936P103     76       23100   SH          DEFINED    5,14    23100       0        0
NPS PHARMACEUTICALS INC           COMMON    62936P103     37       11200   SH          DEFINED      8     11200       0        0
NPS PHARMACEUTICALS INC           COMMON    62936P103     10       2900    SH          DEFINED    8,17     2900       0        0
NRG ENERGY INC                    COMMON    629377508    31302    1291327  SH          DEFINED      1    1291327      0        0
NRG ENERGY INC                    COMMON    629377508      2        100    SH          DEFINED     14      100        0        0
NRG ENERGY INC                    COMMON    629377508    1580      65179   SH          DEFINED      2      8114       0      57065
NRG ENERGY INC                    COMMON    629377508     263      10850   SH          DEFINED     20     10850       0        0
NRG ENERGY INC                    COMMON    629377508     27       1122    SH          DEFINED     21      1122       0        0
NRG ENERGY INC                    COMMON    629377508     12        505    SH          DEFINED      5      247        0       258
NRG ENERGY INC                    COMMON    629377508     90       3700    SH          DEFINED      7      3700       0        0
NSTAR                             COMMON    67019E107     36       1000    SH          DEFINED     14       0         0        0
NSTAR                             COMMON    67019E107     864      23806   SH          DEFINED     20     23806       0        0
NSTAR                             COMMON    67019E107      6        156    SH          DEFINED     21      156        0        0
NSTAR                             COMMON    67019E107     225      6200    SH          DEFINED      5      6200       0        0
NTELOS HOLDINGS CORP              COMMON    67020Q107    2818     157799   SH          DEFINED      1     157799      0        0
NTELOS HOLDINGS CORP              COMMON    67020Q107    1274      71313   SH          DEFINED      2     29650       0      41663
NTELOS HOLDINGS CORP              COMMON    67020Q107     49       2731    SH          DEFINED     20      2731       0        0
NTT ADR                           COMMON    654624105    23862    1157801  SH          DEFINED     11    1157801      0        0
NTT ADR                           COMMON    654624105     255      12356   SH          DEFINED     14     12356       0        0
NTT ADR                           COMMON    654624105     161      7788    SH          DEFINED    18,14    7788       0        0
NTT ADR                           COMMON    654624105     25       1220    SH          DEFINED     19       0         0      1220
NTT ADR                           COMMON    654624105    4551     220834   SH          DEFINED     20     220834      0        0
NTT DOCOMO INC-SPON ADR           COMMON    62942M201    21509    1512558  SH          DEFINED     11    1512558      0        0
NTT DOCOMO INC-SPON ADR           COMMON    62942M201     253      17798   SH          DEFINED     14     17798       0        0
NTT DOCOMO INC-SPON ADR           COMMON    62942M201    5575     392077   SH          DEFINED     20     392077      0        0
NU HORIZONS ELEC CORP             COMMON    669908105     73       17612   SH          DEFINED     20     17612       0        0
NU SKIN ENTERPRISES INC           COMMON    67018T105     805      29300   SH          DEFINED     14      5500       0      23800
NU SKIN ENTERPRISES INC           COMMON    67018T105    3392     123511   SH          DEFINED     20     123511      0        0
NU SKIN ENTERPRISES INC           COMMON    67018T105     116      4216    SH          DEFINED     21      4216       0        0
NU SKIN ENTERPRISES INC           COMMON    67018T105     96       3500    SH          DEFINED    5,14     3500       0        0
NUANCE COMMUNICATIONS INC         COMMON    67020Y100    29591    1820976  SH          DEFINED     19    1771625      0      49351
NUANCE COMMUNICATIONS INC         COMMON    67020Y100     349      21494   SH          DEFINED     20     21494       0        0
NUANCE COMMUNICATIONS INC         COMMON    67020Y100    2083     128177   SH          DEFINED      5     111627      0      16550
NUCOR CORP                        COMMON    670346105     220      4580    SH          DEFINED     14      3380       0       600
NUCOR CORP                        COMMON    670346105     524      10880   SH          DEFINED     19       0         0      10880
NUCOR CORP                        COMMON    670346105    2761      57381   SH          DEFINED     20     57381       0        0
NUCOR CORP                        COMMON    670346105     40        834    SH          DEFINED     21      834        0        0
NUCOR CORP                        COMMON    670346105     239      4959    SH          DEFINED      5      3100       0      1859
NUCOR CORP                        COMMON    670346105     272      5652    SH          DEFINED      7      5652       0        0
NUCOR CORP                        COMMON    670346105     419      8704    SH          DEFINED      8      8704       0        0
NUSTAR ENERGY LP                  COMMON    67058H102    1389      24759   SH          DEFINED     19      300        0      24459
NUSTAR ENERGY LP                  COMMON    67058H102    5974     106508   SH          DEFINED      5     88718       0      17790
NUSTAR GP HOLDINGS LLC            COMMON    67059L102     240      8919    SH          DEFINED     19       0         0      8919
NUSTAR GP HOLDINGS LLC            COMMON    67059L102     47       1750    SH          DEFINED     20      1750       0        0
NUSTAR GP HOLDINGS LLC            COMMON    67059L102    1493      55461   SH          DEFINED      5     49411       0      6050
NUTRISYSTEM INC                   COMMON    67069D108    11430    409100   SH          DEFINED     1,3    409100      0        0
NUTRISYSTEM INC                   COMMON    67069D108     324      11600   SH          DEFINED    16,3    11600       0        0
NUTRISYSTEM INC                   COMMON    67069D108     206      7381    SH          DEFINED     20      7381       0        0
NUTRISYSTEM INC                   COMMON    67069D108    4532     162200   SH          DEFINED      3     162200      0        0
NUTRISYSTEM INC                   COMMON    67069D108     100      3575    SH          DEFINED      5       0         0      3575
NUVASIVE INC                      COMMON    670704105    14309    446034   SH          DEFINED      1     446034      0        0
NUVASIVE INC                      COMMON    670704105     115      3600    SH          DEFINED     19       0         0      3600
NUVASIVE INC                      COMMON    670704105    6665     207759   SH          DEFINED      2     187615      0      20144
NUVASIVE INC                      COMMON    670704105    3824     119200   SH          DEFINED      3     119200      0        0
NUVASIVE INC                      COMMON    670704105     76       2375    SH          DEFINED      5       0         0      2375
NUVEEN CT DIVIDEND ADV CEF        COMMON    67069T103     29       2000    SH          DEFINED      5      2000       0        0
NUVEEN INSD QUALITY MUNI FD CE    COMMON    67062N103     20       1500    SH          DEFINED      5      1500       0        0
NUVEEN MUNI ADVANTAGE FUND CF     COMMON    67062H106     14       1000    SH          DEFINED      5      1000       0        0
NUVEEN NJ PREMIUM INC MUNI CEF    COMMON    67101N106      4        330    SH          DEFINED     19      330        0        0
NUVEEN SELECT QUALTY MUNI FD C    COMMON    670973106     11        800    SH          DEFINED      5      800        0        0
NV ENERGY INC                     COMMON    67073Y106     868      71064   SH          DEFINED     20     71064       0        0
NV ENERGY INC                     COMMON    67073Y106      7        605    SH          DEFINED     21      605        0        0
NV ENERGY INC                     COMMON    67073Y106      5        388    SH          DEFINED      5       0         0       388
NVE CORP                          COMMON    629445206    3217      72797   SH          DEFINED     20     72797       0        0
NVIDIA CORP                       COMMON    67066G104    18542    988397   SH          DEFINED      1     988397      0        0
NVIDIA CORP                       COMMON    67066G104     779      41548   SH          DEFINED     19      3250       0      38298
NVIDIA CORP                       COMMON    67066G104     994      52968   SH          DEFINED      2     52968       0        0
NVIDIA CORP                       COMMON    67066G104   111543    5945777  SH          DEFINED     20    5945777      0        0
NVIDIA CORP                       COMMON    67066G104    4174     222508   SH          DEFINED     21     222508      0        0
NVIDIA CORP                       COMMON    67066G104     460      24511   SH          DEFINED      5       0         0      24511
NVIDIA CORP                       COMMON    67066G104     186      9900    SH          DEFINED      7      9900       0        0
NVIDIA CORP                       COMMON    67066G104     66       3527    SH          DEFINED     8,2     3527       0        0
NVR INC                           COMMON    62944T105     343       480    SH          DEFINED      1      480        0        0
NVR INC                           COMMON    62944T105     887      1240    SH          DEFINED    1,14     1240       0        0
NVR INC                           COMMON    62944T105     114       160    SH          DEFINED    10,14    160        0        0
NVR INC                           COMMON    62944T105     14        20     SH          DEFINED     13       20        0        0
NVR INC                           COMMON    62944T105    1630      2280    SH          DEFINED     14      1140       0      1040
NVR INC                           COMMON    62944T105     100       140    SH          DEFINED    14,7      0         0       140
NVR INC                           COMMON    62944T105     14        20     SH          DEFINED    17,14     0         0       20
NVR INC                           COMMON    62944T105    2889      4040    SH          DEFINED     20      4040       0        0
NVR INC                           COMMON    62944T105     644       900    SH          DEFINED      8      900        0        0
NVR INC                           COMMON    62944T105     486       680    SH          DEFINED    8,14     680        0        0
NVR INC                           COMMON    62944T105     186       260    SH          DEFINED    8,17     260        0        0
NXSTAGE MEDICAL INC               COMMON    67072V103      2        268    SH          DEFINED     20      268        0        0
NYMAGIC INC                       COMMON    629484106     141      8558    SH          DEFINED     20      8558       0        0
NYSE EURONEXT                     COMMON    629491101     15        600    SH          DEFINED     13      600        0        0
NYSE EURONEXT                     COMMON    629491101    3325     129920   SH          DEFINED     14     102420      0      14300
NYSE EURONEXT                     COMMON    629491101     202      7900    SH          DEFINED    14,7      0         0      7900
NYSE EURONEXT                     COMMON    629491101     15        600    SH          DEFINED    17,14     0         0       600
NYSE EURONEXT                     COMMON    629491101     13        502    SH          DEFINED     19       0         0       502
NYSE EURONEXT                     COMMON    629491101     394      15393   SH          DEFINED     20     15393       0        0
NYSE EURONEXT                     COMMON    629491101     19        753    SH          DEFINED     21      753        0        0
NYSE EURONEXT                     COMMON    629491101      5        196    SH          DEFINED      5       0         0       196
NYSE EURONEXT                     COMMON    629491101     87       3400    SH          DEFINED      7      3400       0        0
O CHARLEYS INC                    COMMON    670823103    1176     179200   SH          DEFINED     14     98100       0      81100
O CHARLEYS INC                    COMMON    670823103     351      53521   SH          DEFINED     20     53521       0        0
O CHARLEYS INC                    COMMON    670823103     132      20100   SH          DEFINED    5,14    20100       0        0
O CHARLEYS INC                    COMMON    670823103     84       12800   SH          DEFINED      8     12800       0        0
O CHARLEYS INC                    COMMON    670823103     24       3600    SH          DEFINED    8,17     3600       0        0
O2MICRO INTERNATIONAL-ADR         COMMON    67107W100      1        285    SH          DEFINED     20      285        0        0
OAK VALLEY BANCORP                COMMON    671807105     18       4050    SH          DEFINED     19       0         0      4050
OBAGI MEDICAL PRODUCTS INC        COMMON    67423R108     168      14137   SH          DEFINED     20     14137       0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105   211086    2558624  SH          DEFINED      1    2558624      0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    5156      62500   SH          DEFINED    1,14    62500       0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    1584      19200   SH          DEFINED     10     19200       0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    1931      23400   SH          DEFINED    10,14   23400       0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105     416      5038    SH          DEFINED     11      5038       0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105     157      1902    SH          DEFINED     13      1902       0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    16970    205702   SH          DEFINED    13,2     702        0     205000
OCCIDENTAL PETROLEUM CORP         COMMON    674599105   137220    1663275  SH          DEFINED     14    1146375      0     473100
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    3911      47400   SH          DEFINED    14,13     0         0      47400
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    10486    127100   SH          DEFINED    14,7      0         0     127100
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    1265      15329   SH          DEFINED     16     15329       0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105     578      7000    SH          DEFINED    17,14     0         0      1200
OCCIDENTAL PETROLEUM CORP         COMMON    674599105     74        900    SH          DEFINED     18      900        0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    9235     111938   SH          DEFINED     19     16492       0      95446
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    27846    337522   SH          DEFINED      2     337522      0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    5484      66470   SH          DEFINED     20     66470       0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105     133      1613    SH          DEFINED    20,14    1613       0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105     61        745    SH          DEFINED     21      745        0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    7103      86100   SH          DEFINED      3     86100       0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    1655      20062   SH          DEFINED     3,1    20062       0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105     62        756    SH          DEFINED      4      756        0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    8587     104089   SH          DEFINED      5     90571       0      13518
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    8745     106000   SH          DEFINED    5,14    106000      0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105     825      10000   SH          DEFINED      6     10000       0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    5320      64487   SH          DEFINED      7     64487       0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    30169    365686   SH          DEFINED      8     365686      0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    7194      87200   SH          DEFINED    8,14    87200       0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105     173      2091    SH          DEFINED     8,2     2091       0        0
OCCIDENTAL PETROLEUM CORP         COMMON    674599105    1832      22200   SH          DEFINED    9,14      0         0      22200
OCEAN POWER TECHNOLOGIES INC      COMMON    674870308    4054     431765   SH          DEFINED     20     431765      0        0
OCEANEERING INTL INC              COMMON    675232102    58840    958927   SH          DEFINED      1     958927      0        0
OCEANEERING INTL INC              COMMON    675232102    10738    175000   SH          DEFINED    13,2      0         0     175000
OCEANEERING INTL INC              COMMON    675232102    3492      56917   SH          DEFINED      2     24350       0      32567
OCEANEERING INTL INC              COMMON    675232102    8815     143666   SH          DEFINED     20     143666      0        0
OCEANEERING INTL INC              COMMON    675232102     194      3156    SH          DEFINED     21      3156       0        0
OCEANEERING INTL INC              COMMON    675232102     26        416    SH          DEFINED      5       0         0       416
OCEANFIRST FINANCIAL CORP         COMMON    675234108    1351     118800   SH          DEFINED     14     70800       0      48000
OCEANFIRST FINANCIAL CORP         COMMON    675234108     24       2146    SH          DEFINED     20      2146       0        0
OCEANFIRST FINANCIAL CORP         COMMON    675234108     160      14100   SH          DEFINED    5,14    14100       0        0
OCH-ZIFF CAPITAL MANAGEMEN-A      COMMON    67551U105     242      17645   SH          DEFINED     20     17645       0        0
OCH-ZIFF CAPITAL MANAGEMEN-A      COMMON    67551U105     15       1105    SH          DEFINED     21      1105       0        0
OCH-ZIFF CAPITAL MANAGEMEN-A      COMMON    67551U105    19448    1415400  SH          DEFINED      8    1415400      0        0
OCLARO INC                        COMMON    67555N107      2       1433    SH          DEFINED     20      1433       0        0
OCWEN FINANCIAL CORP              COMMON    675746309     397      40222   SH          DEFINED      1     40222       0        0
OCWEN FINANCIAL CORP              COMMON    675746309     132      13390   SH          DEFINED     20     13390       0        0
OCWEN FINANCIAL CORP              COMMON    675746309     53       5375    SH          DEFINED      5       0         0      5375
ODYSSEY HEALTHCARE INC            COMMON    67611V101    2228     136500   SH          DEFINED     20     136500      0        0
ODYSSEY MARINE EXPLORATION        COMMON    676118102      1        457    SH          DEFINED     20      457        0        0
OFFICE DEPOT INC                  COMMON    676220106      2        235    SH          DEFINED     19      105        0       130
OFFICE DEPOT INC                  COMMON    676220106    2092     309505   SH          DEFINED     20     309505      0        0
OFFICE DEPOT INC                  COMMON    676220106     103      15215   SH          DEFINED     21     15215       0        0
OFFICE DEPOT INC                  COMMON    676220106      2        232    SH          DEFINED      5       0         0       232
OFFICEMAX INC                     COMMON    67622P101     461      34433   SH          DEFINED     20     34433       0        0
OFFICEMAX INC                     COMMON    67622P101     27       2043    SH          DEFINED     21      2043       0        0
OGE ENERGY CORP                   COMMON    670837103     665      18090   SH          DEFINED     19       0         0      18090
OGE ENERGY CORP                   COMMON    670837103     920      25045   SH          DEFINED     20     25045       0        0
OGE ENERGY CORP                   COMMON    670837103     11        301    SH          DEFINED     21      301        0        0
OIL STATES INTERNATIONAL INC      COMMON    678026105     41       1000    SH          DEFINED    1,14     1000       0        0
OIL STATES INTERNATIONAL INC      COMMON    678026105    10623    261590   SH          DEFINED     14     166190      0      77300
OIL STATES INTERNATIONAL INC      COMMON    678026105     564      13900   SH          DEFINED    14,7      0         0      13900
OIL STATES INTERNATIONAL INC      COMMON    678026105    6140     151190   SH          DEFINED     20     151190      0        0
OIL STATES INTERNATIONAL INC      COMMON    678026105      8        208    SH          DEFINED     21      208        0        0
OIL STATES INTERNATIONAL INC      COMMON    678026105     284      7000    SH          DEFINED    5,14     7000       0        0
OIL STATES INTERNATIONAL INC      COMMON    678026105    1133      27900   SH          DEFINED      8     27900       0        0
OIL STATES INTERNATIONAL INC      COMMON    678026105     321      7900    SH          DEFINED    8,17     7900       0        0
OILSANDS QUEST INC                COMMON    678046103     37       32265   SH          DEFINED     20     32265       0        0
OLD DOMINION FREIGHT LINE         COMMON    679580100    6472     216312   SH          DEFINED      1     216312      0        0
OLD DOMINION FREIGHT LINE         COMMON    679580100    2957      98820   SH          DEFINED      2     41729       0      57091
OLD DOMINION FREIGHT LINE         COMMON    679580100     175      5852    SH          DEFINED     20      5852       0        0
OLD DOMINION FREIGHT LINE         COMMON    679580100      7        225    SH          DEFINED      5      225        0        0
OLD NATL BANCORP                  COMMON    680033107    1708     144657   SH          DEFINED     20     144657      0        0
OLD NATL BANCORP                  COMMON    680033107     78       6575    SH          DEFINED      5       0         0      6575
OLD REPUBLIC INTERNATIONAL COR    COMMON    680223104    3136     309918   SH          DEFINED     20     309918      0        0
OLD REPUBLIC INTERNATIONAL COR    COMMON    680223104      9        877    SH          DEFINED     21      877        0        0
OLD REPUBLIC INTERNATIONAL COR    COMMON    680223104     77       7650    SH          DEFINED      5      7650       0        0
OLD SECOND BANCORP INC            COMMON    680277100     480      70320   SH          DEFINED     20     70320       0        0
OLIN CORP                         COMMON    680665205     80       4564    SH          DEFINED     20      4564       0        0
OLIN CORP                         COMMON    680665205      5        256    SH          DEFINED     21      256        0        0
OLYMPIC STEEL INC                 COMMON    68162K106     141      4206    SH          DEFINED     20      4206       0        0
OLYMPIC STEEL INC                 COMMON    68162K106     73       2165    SH          DEFINED      5       0         0      2165
OM GROUP INC                      COMMON    670872100    1860      57100   SH          DEFINED     14     43000       0      14100
OM GROUP INC                      COMMON    670872100    17853    547986   SH          DEFINED     20     547986      0        0
OM GROUP INC                      COMMON    670872100     62       1895    SH          DEFINED      5       0         0      1895
OM GROUP INC                      COMMON    670872100     176      5400    SH          DEFINED    5,14     5400       0        0
OM GROUP INC                      COMMON    670872100     189      5800    SH          DEFINED      8      5800       0        0
OM GROUP INC                      COMMON    670872100     55       1700    SH          DEFINED    8,17     1700       0        0
OMEGA FLEX INC                    COMMON    682095104      0        23     SH          DEFINED     20       23        0        0
OMEGA HEALTHCARE INVS INC         COMMON    681936100    2374     119000   SH          DEFINED    1,14    119000      0        0
OMEGA HEALTHCARE INVS INC         COMMON    681936100    19815    993213   SH          DEFINED     14     472089      0     521124
OMEGA HEALTHCARE INVS INC         COMMON    681936100     124      6195    SH          DEFINED     20      6195       0        0
OMEGA HEALTHCARE INVS INC         COMMON    681936100     934      46840   SH          DEFINED      5     46840       0        0
OMEGA HEALTHCARE INVS INC         COMMON    681936100    2106     105547   SH          DEFINED    5,14    105547      0        0
OMNICARE INC                      COMMON    681904108    13775    559272   SH          DEFINED      1     559272      0        0
OMNICARE INC                      COMMON    681904108     86       3500    SH          DEFINED    10,14    3500       0        0
OMNICARE INC                      COMMON    681904108     182      7400    SH          DEFINED     13      7400       0        0
OMNICARE INC                      COMMON    681904108    1987      80660   SH          DEFINED     14     55310       0      24550
OMNICARE INC                      COMMON    681904108     394      16000   SH          DEFINED    14,7      0         0      16000
OMNICARE INC                      COMMON    681904108     115      4657    SH          DEFINED     16      4657       0        0
OMNICARE INC                      COMMON    681904108    1681      68266   SH          DEFINED    17,1      0         0      68266
OMNICARE INC                      COMMON    681904108     532      21600   SH          DEFINED     18     21600       0        0
OMNICARE INC                      COMMON    681904108     105      4260    SH          DEFINED     20      4260       0        0
OMNICARE INC                      COMMON    681904108      6        243    SH          DEFINED     21      243        0        0
OMNICARE INC                      COMMON    681904108      3        111    SH          DEFINED      5       0         0       111
OMNICARE INC                      COMMON    681904108     265      10769   SH          DEFINED      7     10769       0        0
OMNICARE INC                      COMMON    681904108    8345     338800   SH          DEFINED      8     338800      0        0
OMNICARE INC                      COMMON    681904108     623      25300   SH          DEFINED    8,14    25300       0        0
OMNICARE INC                      COMMON    681904108     153      6200    SH          DEFINED    8,17     6200       0        0
OMNICELL INC                      COMMON    68213N109    5054     416006   SH          DEFINED      1     416006      0        0
OMNICELL INC                      COMMON    68213N109    2328     191644   SH          DEFINED      2     80858       0     110786
OMNICELL INC                      COMMON    68213N109     262      21523   SH          DEFINED     20     21523       0        0
OMNICOM (WB) CVT 12-30-12         CONVERT   92977BEA5    19408     2E+07   SH          DEFINED     14       0         0     1.7E+07
OMNICOM GROUP                     COMMON    681919106    99780    2527365  SH          DEFINED      1    2527365      0        0
OMNICOM GROUP                     COMMON    681919106      4        100    SH          DEFINED     13      100        0        0
OMNICOM GROUP                     COMMON    681919106    1441      36511   SH          DEFINED    13,2      0         0      36511
OMNICOM GROUP                     COMMON    681919106    2262      57300   SH          DEFINED     14     51100       0      3300
OMNICOM GROUP                     COMMON    681919106     509      12900   SH          DEFINED    14,7      0         0      12900
OMNICOM GROUP                     COMMON    681919106      4        100    SH          DEFINED    17,14     0         0       100
OMNICOM GROUP                     COMMON    681919106     450      11400   SH          DEFINED     19      8100       0      3300
OMNICOM GROUP                     COMMON    681919106    14485    366892   SH          DEFINED     20     366892      0        0
OMNICOM GROUP                     COMMON    681919106     486      12308   SH          DEFINED     21     12308       0        0
OMNICOM GROUP                     COMMON    681919106    50892    1289050  SH          DEFINED      3    1289050      0        0
OMNICOM GROUP                     COMMON    681919106    2326      58909   SH          DEFINED      4     58909       0        0
OMNICOM GROUP                     COMMON    681919106     521      13200   SH          DEFINED      5       0         0      13200
OMNICOM GROUP                     COMMON    681919106     165      4168    SH          DEFINED      7      4168       0        0
OMNICOM GROUP                     COMMON    681919106    1381      34990   SH          DEFINED      8     34990       0        0
OMNICOM GROUP INC 0.0 07-01-38    CONVERT   681919AT3    14394    1.4E+07  SH          DEFINED     14       0         0     1.2E+07
OMNICOM GROUP INC 0.0 07-01-38    CONVERT   681919AT3      5       5000    SH          DEFINED      5      5000       0        0
OMNIVISION TECHNOLOGIES           COMMON    682128103    1160      74430   SH          DEFINED     20     74430       0        0
OMNOVA SOLUTIONS INC              COMMON    682129101    1909     297800   SH          DEFINED     14     122500      0     175300
OMNOVA SOLUTIONS INC              COMMON    682129101     405      63184   SH          DEFINED     20     63184       0        0
OMNOVA SOLUTIONS INC              COMMON    682129101     206      32200   SH          DEFINED    5,14    32200       0        0
OMNOVA SOLUTIONS INC              COMMON    682129101     114      17800   SH          DEFINED      8     17800       0        0
OMNOVA SOLUTIONS INC              COMMON    682129101     33       5100    SH          DEFINED    8,17     5100       0        0
ON ASSIGNMENT INC                 COMMON    682159108     280      38900   SH          DEFINED     14     22700       0      16200
ON ASSIGNMENT INC                 COMMON    682159108     89       12345   SH          DEFINED     20     12345       0        0
ON ASSIGNMENT INC                 COMMON    682159108     36       5000    SH          DEFINED    5,14     5000       0        0
ON SEMICONDUCTOR CORP 0.0 04-1    CONVERT   682189AE5      5       5000    SH          DEFINED      5      5000       0        0
ON SEMICONDUCTOR CORPORATION      COMMON    682189105    59840    6807790  SH          DEFINED      1    6807790      0        0
ON SEMICONDUCTOR CORPORATION      COMMON    682189105    1292     146932   SH          DEFINED    17,1    146932      0        0
ON SEMICONDUCTOR CORPORATION      COMMON    682189105    15949    1814476  SH          DEFINED      2    1389935      0     424541
ON SEMICONDUCTOR CORPORATION      COMMON    682189105    1221     138863   SH          DEFINED     20     138863      0        0
ONCOGENEX PHARMACEUTICAL INC      COMMON    68230A106     61       2841    SH          DEFINED     20      2841       0        0
ONCOTHYREON INC                   COMMON    682324108     131      22619   SH          DEFINED     20     22619       0        0
ONE LIBERTY PPTYS INC             COMMON    682406103     302      32879   SH          DEFINED     14     21379       0      11500
ONE LIBERTY PPTYS INC             COMMON    682406103     85       9237    SH          DEFINED     20      9237       0        0
ONE LIBERTY PPTYS INC             COMMON    682406103     35       3800    SH          DEFINED    5,14     3800       0        0
ONEBEACON INSURANCE GROUP LT      COMMON    G67742109    2404     176010   SH          DEFINED     20     176010      0        0
ONEBEACON INSURANCE GROUP LT      COMMON    G67742109      5        402    SH          DEFINED     21      402        0        0
ONEOK INC                         COMMON    682680103    11660    258078   SH          DEFINED      1     258078      0        0
ONEOK INC                         COMMON    682680103    2174      48109   SH          DEFINED     19      4775       0      43334
ONEOK INC                         COMMON    682680103     799      17684   SH          DEFINED     20     17684       0        0
ONEOK INC                         COMMON    682680103     32        699    SH          DEFINED     21      699        0        0
ONEOK INC                         COMMON    682680103     293      6495    SH          DEFINED      5      4680       0      1815
ONEOK PARTNERS LP                 COMMON    68268N103     453      7000    SH          DEFINED     20      7000       0        0
ONEOK PARTNERS LP                 COMMON    68268N103     470      7250    SH          DEFINED      5      3600       0      3650
ONLINE RESOURCES CORP             COMMON    68273G101      1        230    SH          DEFINED     20      230        0        0
ONYX PHARMACEUTICALS INC          COMMON    683399109     62       2100    SH          DEFINED     15      2100       0        0
ONYX PHARMACEUTICALS INC          COMMON    683399109     56       1900    SH          DEFINED     20      1900       0        0
OPEN JT STK CO-VIMPEL COMMUNIC    COMMON    68370R109    23477    1155353  SH          DEFINED      1    1155353      0        0
OPEN JT STK CO-VIMPEL COMMUNIC    COMMON    68370R109    1134      55797   SH          DEFINED    13,2    55797       0        0
OPEN JT STK CO-VIMPEL COMMUNIC    COMMON    68370R109    1880      92500   SH          DEFINED     16     92500       0        0
OPEN JT STK CO-VIMPEL COMMUNIC    COMMON    68370R109    1563      76925   SH          DEFINED    17,1    76925       0        0
OPEN JT STK CO-VIMPEL COMMUNIC    COMMON    68370R109    5032     247625   SH          DEFINED     20     247625      0        0
OPEN JT STK CO-VIMPEL COMMUNIC    COMMON    68370R109     385      18933   SH          DEFINED     3,1    18933       0        0
OPEN JT STK CO-VIMPEL COMMUNIC    COMMON    68370R109    14602    718613   SH          DEFINED      4     718613      0        0
OPEN JT STK CO-VIMPEL COMMUNIC    COMMON    68370R109    2184     107500   SH          DEFINED      8     107500      0        0
OPEN JT STK CO-VIMPEL COMMUNIC    COMMON    68370R109    1510      74300   SH          DEFINED    8,13    74300       0        0
OPEN JT STK CO-VIMPEL COMMUNIC    COMMON    68370R109     595      29300   SH          DEFINED     9,8    29300       0        0
OPEN TEXT CORP                    COMMON    683715106    17360    423715   SH          DEFINED      1     423715      0        0
OPEN TEXT CORP                    COMMON    683715106    12990    317056   SH          DEFINED      2     270151      0      46905
OPEN TEXT CORP                    COMMON    683715106     277      6775    SH          DEFINED     20      6775       0        0
OPEN TEXT CORP                    COMMON    683715106    6745     165400   SH          DEFINED      3     165400      0        0
OPENTABLE INC                     COMMON    68372A104    3366     136270   SH          DEFINED      1     136270      0        0
OPENTABLE INC                     COMMON    68372A104     313      12681   SH          DEFINED    13,2      0         0      12681
OPENWAVE SYSTEMS INC              COMMON    683718308     413     176363   SH          DEFINED     20     176363      0        0
OPLINK COMMUNICATIONS INC         COMMON    68375Q403    1180      68200   SH          DEFINED     14     24200       0      44000
OPLINK COMMUNICATIONS INC         COMMON    68375Q403     410      23707   SH          DEFINED     20     23707       0        0
OPLINK COMMUNICATIONS INC         COMMON    68375Q403      3        154    SH          DEFINED      5      154        0        0
OPLINK COMMUNICATIONS INC         COMMON    68375Q403     123      7100    SH          DEFINED    5,14     7100       0        0
OPLINK COMMUNICATIONS INC         COMMON    68375Q403     126      7300    SH          DEFINED      8      7300       0        0
OPLINK COMMUNICATIONS INC         COMMON    68375Q403     36       2100    SH          DEFINED    8,17     2100       0        0
OPNET TECHNOLOGIES INC            COMMON    683757108      1        119    SH          DEFINED     20      119        0        0
OPNEXT INC                        COMMON    68375V105     27       13854   SH          DEFINED     20     13854       0        0
OPPENHEIMER HOLDINGS INC          COMMON    683797104    1019      30600   SH          DEFINED     14     14400       0      16200
OPPENHEIMER HOLDINGS INC          COMMON    683797104     161      4835    SH          DEFINED     20      4835       0        0
OPPENHEIMER HOLDINGS INC          COMMON    683797104     117      3500    SH          DEFINED    5,14     3500       0        0
OPPENHEIMER HOLDINGS INC          COMMON    683797104     57       1700    SH          DEFINED      8      1700       0        0
OPPENHEIMER HOLDINGS INC          COMMON    683797104     17        500    SH          DEFINED    8,17     500        0        0
OPTIMER PHARMACEUTICALS INC       COMMON    68401H104      3        255    SH          DEFINED     20      255        0        0
OPTIONSXPRESS INC                 COMMON    684010101    6928     433257   SH          DEFINED      1     433257      0        0
OPTIONSXPRESS INC                 COMMON    684010101    2933     183400   SH          DEFINED     14     105200      0      62100
OPTIONSXPRESS INC                 COMMON    684010101     11        660    SH          DEFINED     19       0         0       660
OPTIONSXPRESS INC                 COMMON    684010101    6483     405440   SH          DEFINED      2     405440      0        0
OPTIONSXPRESS INC                 COMMON    684010101     355      22186   SH          DEFINED     20     22186       0        0
OPTIONSXPRESS INC                 COMMON    684010101     86       5400    SH          DEFINED    5,14     5400       0        0
OPTIONSXPRESS INC                 COMMON    684010101     209      13100   SH          DEFINED      8     13100       0        0
OPTIONSXPRESS INC                 COMMON    684010101     59       3700    SH          DEFINED    8,17     3700       0        0
ORACLE CORPORATION                COMMON    68389X105    55348    2229994  SH          DEFINED      1    2229994      0        0
ORACLE CORPORATION                COMMON    68389X105     501      20200   SH          DEFINED    10,14   20200       0        0
ORACLE CORPORATION                COMMON    68389X105    32289    1300929  SH          DEFINED     11     309559      0     991370
ORACLE CORPORATION                COMMON    68389X105    19306    777851   SH          DEFINED     14     677351      0      71500
ORACLE CORPORATION                COMMON    68389X105    5748     231600   SH          DEFINED    14,7      0         0     231600
ORACLE CORPORATION                COMMON    68389X105    1593      64200   SH          DEFINED     15     64200       0        0
ORACLE CORPORATION                COMMON    68389X105     71       2859    SH          DEFINED    16,11    2859       0        0
ORACLE CORPORATION                COMMON    68389X105    4791     193045   SH          DEFINED    16,14   162224      0      30821
ORACLE CORPORATION                COMMON    68389X105    1436      57857   SH          DEFINED    17,1    57857       0        0
ORACLE CORPORATION                COMMON    68389X105     328      13200   SH          DEFINED    17,14     0         0        0
ORACLE CORPORATION                COMMON    68389X105    44384    1788245  SH          DEFINED     19     516060      0     1272185
ORACLE CORPORATION                COMMON    68389X105    20557    828258   SH          DEFINED      2     828258      0        0
ORACLE CORPORATION                COMMON    68389X105   580121    2.3E+07  SH          DEFINED     20    23373142     0        0
ORACLE CORPORATION                COMMON    68389X105    21210    854565   SH          DEFINED     21     854565      0        0
ORACLE CORPORATION                COMMON    68389X105    84397    3400344  SH          DEFINED      3    3400344      0        0
ORACLE CORPORATION                COMMON    68389X105     46       1869    SH          DEFINED      4      1869       0        0
ORACLE CORPORATION                COMMON    68389X105    21986    885812   SH          DEFINED      5     734926      0     150886
ORACLE CORPORATION                COMMON    68389X105    1934      77913   SH          DEFINED      7     77913       0        0
ORACLE CORPORATION                COMMON    68389X105    29165    1175075  SH          DEFINED      8    1109927    65148      0
ORACLE CORPORATION                COMMON    68389X105    2981     120100   SH          DEFINED    8,14    120100      0        0
ORASURE TECHNOLOGIES INC          COMMON    68554V108      2        354    SH          DEFINED     20      354        0        0
ORBCOMM INC                       COMMON    68555P100    4109     1605006  SH          DEFINED     19    1605006      0        0
ORBCOMM INC                       COMMON    68555P100      1        243    SH          DEFINED     20      243        0        0
ORBITAL SCIENCES CORP             COMMON    685564106     698      43570   SH          DEFINED     20     43570       0        0
ORBITZ WORLDWIDE INC              COMMON    68557K109     147      19825   SH          DEFINED     20     19825       0        0
ORBOTECH LTD                      COMMON    M75253100     121      12735   SH          DEFINED     20     12735       0        0
ORCHIDS PAPER PRODUCTS CO         COMMON    68572N104     118      5900    SH          DEFINED     20      5900       0        0
O'REILLY AUTOMOTIVE INC           COMMON    686091109    7487     194161   SH          DEFINED      1     194161      0        0
O'REILLY AUTOMOTIVE INC           COMMON    686091109     824      21361   SH          DEFINED      2      2670       0      18691
O'REILLY AUTOMOTIVE INC           COMMON    686091109    57478    1490603  SH          DEFINED     20    1490603      0        0
O'REILLY AUTOMOTIVE INC           COMMON    686091109    2152      55801   SH          DEFINED     21     55801       0        0
O'REILLY AUTOMOTIVE INC           COMMON    686091109     420      10900   SH          DEFINED      3     10900       0        0
O'REILLY AUTOMOTIVE INC           COMMON    686091109     81       2100    SH          DEFINED      7      2100       0        0
OREXIGEN THERAPEUTICS INC         COMMON    686164104      2        272    SH          DEFINED     20      272        0        0
ORIENT EXPRESS HOTEL LTD A        COMMON    G67743107     293      28441   SH          DEFINED     20     28441       0        0
ORIENTAL FINANCIAL GROUP          COMMON    68618W100    2891     275900   SH          DEFINED     14     182000      0      93900
ORIENTAL FINANCIAL GROUP          COMMON    68618W100     436      41582   SH          DEFINED     20     41582       0        0
ORIENTAL FINANCIAL GROUP          COMMON    68618W100     315      30100   SH          DEFINED    5,14    30100       0        0
ORIENTAL FINANCIAL GROUP          COMMON    68618W100     249      23800   SH          DEFINED      8     23800       0        0
ORIENTAL FINANCIAL GROUP          COMMON    68618W100     71       6800    SH          DEFINED    8,17     6800       0        0
ORIGIN AGRITECH LTD               COMMON    G67828106     567      48180   SH          DEFINED     20     48180       0        0
ORION ENERGY SYSTEMS INC          COMMON    686275108      1        167    SH          DEFINED     20      167        0        0
ORION MARINE GROUP INC            COMMON    68628V308     153      7210    SH          DEFINED     20      7210       0        0
ORITANI FINANCIAL CORP            COMMON    686323106     15       1101    SH          DEFINED     20      1101       0        0
ORIX CORP ADR                     COMMON    686330101      1        15     SH          DEFINED     11       15        0        0
ORIX CORP ADR                     COMMON    686330101    1757      48190   SH          DEFINED     20     48190       0        0
ORLEANS HOMEBUILDERS INC          COMMON    686588104     13       7891    SH          DEFINED     20      7891       0        0
ORMAT TECHNOLOGIES INC            COMMON    686688102    7790     205000   SH          DEFINED      1     205000      0        0
ORMAT TECHNOLOGIES INC            COMMON    686688102    1710      45000   SH          DEFINED    13,2      0         0      45000
ORMAT TECHNOLOGIES INC            COMMON    686688102    25111    660821   SH          DEFINED     20     660821      0        0
ORMAT TECHNOLOGIES INC            COMMON    686688102     164      4312    SH          DEFINED     21      4312       0        0
ORMAT TECHNOLOGIES INC            COMMON    686688102     46       1200    SH          DEFINED      5       0         0      1200
ORTHOFIX INTL N V                 COMMON    N6748L102     117      3775    SH          DEFINED     20      3775       0        0
ORTHOVITA INC                     COMMON    68750U102      2        584    SH          DEFINED     20      584        0        0
OSHKOSH CORP                      COMMON    688239201    3662      94200   SH          DEFINED      1     94200       0        0
OSHKOSH CORP                      COMMON    688239201    2764      71100   SH          DEFINED    1,14    71100       0        0
OSHKOSH CORP                      COMMON    688239201    2698      69400   SH          DEFINED     1,8    69400       0        0
OSHKOSH CORP                      COMMON    688239201     571      14700   SH          DEFINED     10     14700       0        0
OSHKOSH CORP                      COMMON    688239201     552      14200   SH          DEFINED    10,14   14200       0        0
OSHKOSH CORP                      COMMON    688239201     456      11735   SH          DEFINED     11     11735       0        0
OSHKOSH CORP                      COMMON    688239201     113      2900    SH          DEFINED     13      2900       0        0
OSHKOSH CORP                      COMMON    688239201    75688    1947221  SH          DEFINED     14    1373671      0     469550
OSHKOSH CORP                      COMMON    688239201    1407      36200   SH          DEFINED    14,13     0         0      36200
OSHKOSH CORP                      COMMON    688239201    4886     125700   SH          DEFINED    14,7      0         0     125700
OSHKOSH CORP                      COMMON    688239201    1011      26007   SH          DEFINED     16     26007       0        0
OSHKOSH CORP                      COMMON    688239201     354      9100    SH          DEFINED    17,14     0         0      1200
OSHKOSH CORP                      COMMON    688239201     455      11700   SH          DEFINED     18     11700       0        0
OSHKOSH CORP                      COMMON    688239201      8        200    SH          DEFINED     19       0         0       200
OSHKOSH CORP                      COMMON    688239201    4870     125279   SH          DEFINED     20     125279      0        0
OSHKOSH CORP                      COMMON    688239201     34        875    SH          DEFINED     21      875        0        0
OSHKOSH CORP                      COMMON    688239201     19        500    SH          DEFINED      5       0         0       500
OSHKOSH CORP                      COMMON    688239201    3704      95300   SH          DEFINED    5,14    95300       0        0
OSHKOSH CORP                      COMMON    688239201    1201      30900   SH          DEFINED      7     30900       0        0
OSHKOSH CORP                      COMMON    688239201    25825    664400   SH          DEFINED      8     664400      0        0
OSHKOSH CORP                      COMMON    688239201     167      4300    SH          DEFINED    8,17     4300       0        0
OSHKOSH CORP                      COMMON    688239201    3012      77500   SH          DEFINED      9     77500       0        0
OSHKOSH CORP                      COMMON    688239201     661      17000   SH          DEFINED    9,14      0         0      17000
OSI PHARMACEUTICALS INC           COMMON    671040103    12246    396049   SH          DEFINED      1     396049      0        0
OSI PHARMACEUTICALS INC           COMMON    671040103     247      8000    SH          DEFINED     14      1600       0      6400
OSI PHARMACEUTICALS INC           COMMON    671040103    1053      34057   SH          DEFINED    17,1      0         0      34057
OSI PHARMACEUTICALS INC           COMMON    671040103     15        500    SH          DEFINED     19       0         0       500
OSI PHARMACEUTICALS INC           COMMON    671040103    5421     175310   SH          DEFINED      2     175310      0        0
OSI PHARMACEUTICALS INC           COMMON    671040103    4558     147420   SH          DEFINED     20     147420      0        0
OSI PHARMACEUTICALS INC           COMMON    671040103     25        800    SH          DEFINED    5,14     800        0        0
OSI PHARMACEUTICALS INC           COMMON    671040103     40       1300    SH          DEFINED      8      1300       0        0
OSI PHARMACEUTICALS INC           COMMON    671040103     12        400    SH          DEFINED    8,17     400        0        0
OSI SYSTEMS INC                   COMMON    671044105    8364     301733   SH          DEFINED      1     301733      0        0
OSI SYSTEMS INC                   COMMON    671044105    3867     139505   SH          DEFINED      2     60109       0      79396
OSI SYSTEMS INC                   COMMON    671044105     583      21048   SH          DEFINED     20     21048       0        0
OSIRIS THERAPEUTICS INC           COMMON    68827R108      0        50     SH          DEFINED     20       50        0        0
OTTER TAIL CORP                   COMMON    689648103    6178     251944   SH          DEFINED     20     251944      0        0
OTTER TAIL CORP                   COMMON    689648103     58       2372    SH          DEFINED     21      2372       0        0
OUTDOOR CHANNEL HOLDINGS INC      COMMON    690027206      1        99     SH          DEFINED     20       99        0        0
OVERSEAS SHIPHOLDING GROUP INC    COMMON    690368105     334      7435    SH          DEFINED     20      7435       0        0
OVERSEAS SHIPHOLDING GROUP INC    COMMON    690368105      5        120    SH          DEFINED     21      120        0        0
OVERSTOCK.COM INC                 COMMON    690370101     11        775    SH          DEFINED     19       0         0       775
OVERSTOCK.COM INC                 COMMON    690370101     151      10950   SH          DEFINED     20     10950       0        0
OWENS & MINOR INC                 COMMON    690732102    5909     137492   SH          DEFINED      1     137492      0        0
OWENS & MINOR INC                 COMMON    690732102    2696      62729   SH          DEFINED      2     26493       0      36236
OWENS & MINOR INC                 COMMON    690732102    1452      33785   SH          DEFINED     20     33785       0        0
OWENS & MINOR INC                 COMMON    690732102      4        104    SH          DEFINED     21      104        0        0
OWENS CORNING INC                 COMMON    690742101    3239     124042   SH          DEFINED     20     124042      0        0
OWENS CORNING INC                 COMMON    690742101     24        922    SH          DEFINED     21      922        0        0
OWENS CORNING INC                 COMMON    690742101     224      8560    SH          DEFINED      5       0         0      8560
OWENS CORNING INC -CW13 WTS       COMMON    690742127      0        57     SH          DEFINED      5       57        0        0
OWENS-ILLINOIS INC                COMMON    690768403    12362    359565   SH          DEFINED      1     359565      0        0
OWENS-ILLINOIS INC                COMMON    690768403     138      4000    SH          DEFINED     10      4000       0        0
OWENS-ILLINOIS INC                COMMON    690768403     45       1300    SH          DEFINED    10,14    1300       0        0
OWENS-ILLINOIS INC                COMMON    690768403      1        15     SH          DEFINED     11       15        0        0
OWENS-ILLINOIS INC                COMMON    690768403     31        900    SH          DEFINED     13      900        0        0
OWENS-ILLINOIS INC                COMMON    690768403    14670    426690   SH          DEFINED     14     284390      0     116000
OWENS-ILLINOIS INC                COMMON    690768403     337      9800    SH          DEFINED    14,13     0         0      9800
OWENS-ILLINOIS INC                COMMON    690768403     344      10000   SH          DEFINED    14,7      0         0      10000
OWENS-ILLINOIS INC                COMMON    690768403     31        900    SH          DEFINED    17,14     0         0       900
OWENS-ILLINOIS INC                COMMON    690768403     271      7869    SH          DEFINED      2      7869       0        0
OWENS-ILLINOIS INC                COMMON    690768403    1750      50909   SH          DEFINED     20     50909       0        0
OWENS-ILLINOIS INC                COMMON    690768403     28        823    SH          DEFINED     21      823        0        0
OWENS-ILLINOIS INC                COMMON    690768403      8        241    SH          DEFINED      5       0         0       241
OWENS-ILLINOIS INC                COMMON    690768403     760      22100   SH          DEFINED    5,14    22100       0        0
OWENS-ILLINOIS INC                COMMON    690768403     473      13763   SH          DEFINED      7     13763       0        0
OWENS-ILLINOIS INC                COMMON    690768403    1383      40234   SH          DEFINED      8     40234       0        0
OWENS-ILLINOIS INC                COMMON    690768403     158      4600    SH          DEFINED    9,14      0         0      4600
OXFORD INDS INC                   COMMON    691497309    2098      92200   SH          DEFINED     14     40300       0      51900
OXFORD INDS INC                   COMMON    691497309     401      17603   SH          DEFINED     20     17603       0        0
OXFORD INDS INC                   COMMON    691497309     175      7700    SH          DEFINED    5,14     7700       0        0
OXFORD INDS INC                   COMMON    691497309     508      22300   SH          DEFINED      8     22300       0        0
OXFORD INDS INC                   COMMON    691497309     143      6300    SH          DEFINED    8,17     6300       0        0
OYO GEOSPACE CORP                 COMMON    671074102      1        34     SH          DEFINED     20       34        0        0
P C CONNECTION                    COMMON    69318J100     53       7346    SH          DEFINED     20      7346       0        0
P.A.M. TRANSPORTATION SVCS        COMMON    693149106     29       2792    SH          DEFINED     20      2792       0        0
PACCAR INC                        COMMON    693718108   165780    4448089  SH          DEFINED     20    4448089      0        0
PACCAR INC                        COMMON    693718108    6219     166855   SH          DEFINED     21     166855      0        0
PACCAR INC                        COMMON    693718108     867      23258   SH          DEFINED      5     14928       0      8330
PACCAR INC                        COMMON    693718108     253      6795    SH          DEFINED      7      6795       0        0
PACER INTERNATIONAL               COMMON    69373H106     89       27433   SH          DEFINED     20     27433       0        0
PACIFIC CAP BANCORP               COMMON    69404P101     19       18549   SH          DEFINED     20     18549       0        0
PACIFIC CONTINENTAL CORP          COMMON    69412V108      2        142    SH          DEFINED     20      142        0        0
PACIFIC ETHANOL INC               COMMON    69423U107     53       74902   SH          DEFINED     20     74902       0        0
PACIFIC SUNWEAR OF CALIFORNIA     COMMON    694873100     468     112409   SH          DEFINED     20     112409      0        0
PACKAGING CORP OF AMERICA         COMMON    695156109    1060      44729   SH          DEFINED     20     44729       0        0
PACKAGING CORP OF AMERICA         COMMON    695156109      5        232    SH          DEFINED     21      232        0        0
PACKAGING CORP OF AMERICA         COMMON    695156109     307      12960   SH          DEFINED      5       0         0      12960
PACTIV CORPORATION                COMMON    695257105     62       2550    SH          DEFINED     19      150        0      2400
PACTIV CORPORATION                COMMON    695257105     973      40187   SH          DEFINED     20     40187       0        0
PACTIV CORPORATION                COMMON    695257105      7        281    SH          DEFINED     21      281        0        0
PACTIV CORPORATION                COMMON    695257105     52       2146    SH          DEFINED      5      230        0      1916
PACTIV CORPORATION                COMMON    695257105     78       3200    SH          DEFINED      7      3200       0        0
PACWEST BANCORP                   COMMON    695263103     227      11208   SH          DEFINED     20     11208       0        0
PAETEC HOLDING CORP               COMMON    695459107    1630     382595   SH          DEFINED     20     382595      0        0
PAETEC HOLDING CORP               COMMON    695459107     70       16371   SH          DEFINED     21     16371       0        0
PAIN THERAPEUTICS INC             COMMON    69562K100      2        324    SH          DEFINED     20      324        0        0
PALL CORPORATION                  COMMON    696429307    28938    786564   SH          DEFINED      1     786564      0        0
PALL CORPORATION                  COMMON    696429307     22        600    SH          DEFINED     14      500        0       100
PALL CORPORATION                  COMMON    696429307     110      3000    SH          DEFINED    14,7      0         0      3000
PALL CORPORATION                  COMMON    696429307      8        215    SH          DEFINED     19       0         0       215
PALL CORPORATION                  COMMON    696429307    46790    1271817  SH          DEFINED     20    1271817      0        0
PALL CORPORATION                  COMMON    696429307     98       2676    SH          DEFINED     21      2676       0        0
PALL CORPORATION                  COMMON    696429307      7        184    SH          DEFINED      5       0         0       184
PALM HARBOR HOMES INC             COMMON    696639103     33       15153   SH          DEFINED     20     15153       0        0
PALM INC                          COMMON    696643105     170      16107   SH          DEFINED     20     16107       0        0
PALOMAR MEDICAL TECHNOLOGIES      COMMON    697529303      4        411    SH          DEFINED     19      411        0        0
PALOMAR MEDICAL TECHNOLOGIES      COMMON    697529303     74       7404    SH          DEFINED     20      7404       0        0
PAN AMERICAN SILVER CORP          COMMON    697900108     314      12745   SH          DEFINED     20     12745       0        0
PAN AMERICAN SILVER CORP COM      COMMON    697900108    11507    464000   SH          DEFINED      1     464000      0        0
PAN AMERICAN SILVER CORP COM      COMMON    697900108     36       1440    SH          DEFINED     19       0         0      1440
PANASONIC CORP-SPON ADR           COMMON    69832A205     29       2000    SH          DEFINED     19       0         0      2000
PANASONIC CORP-SPON ADR           COMMON    69832A205    5204     353031   SH          DEFINED     20     353031      0        0
PANASONIC CORP-SPON ADR           COMMON    69832A205     12        825    SH          DEFINED      5       0         0       825
PANERA BREAD CO CL A              COMMON    69840W108     297      4500    SH          DEFINED     13      4500       0        0
PANERA BREAD CO CL A              COMMON    69840W108     26        400    SH          DEFINED     14      400        0        0
PANERA BREAD CO CL A              COMMON    69840W108     672      10200   SH          DEFINED     18     10200       0        0
PANERA BREAD CO CL A              COMMON    69840W108    1724      26158   SH          DEFINED     20     26158       0        0
PANERA BREAD CO CL A              COMMON    69840W108     76       1150    SH          DEFINED      5       0         0      1150
PANERA BREAD CO CL A              COMMON    69840W108    9666     146700   SH          DEFINED      8     146700      0        0
PANTRY INC                        COMMON    698657103    3610     273922   SH          DEFINED      1     273922      0        0
PANTRY INC                        COMMON    698657103    1668     126551   SH          DEFINED      2     54691       0      71860
PANTRY INC                        COMMON    698657103     154      11695   SH          DEFINED     20     11695       0        0
PANTRY INC                        COMMON    698657103      3        235    SH          DEFINED     21      235        0        0
PAPA JOHNS INTL INC               COMMON    698813102    4562     191511   SH          DEFINED      1     191511      0        0
PAPA JOHNS INTL INC               COMMON    698813102     10        400    SH          DEFINED     14      400        0        0
PAPA JOHNS INTL INC               COMMON    698813102    2123      89119   SH          DEFINED      2     38049       0      51070
PAPA JOHNS INTL INC               COMMON    698813102    1680      70536   SH          DEFINED     20     70536       0        0
PAR PHARMACEUTICAL COS INC        COMMON    69888P106    5276     191800   SH          DEFINED     14     72100       0     119700
PAR PHARMACEUTICAL COS INC        COMMON    69888P106     10        350    SH          DEFINED     19       0         0       350
PAR PHARMACEUTICAL COS INC        COMMON    69888P106    3743     136046   SH          DEFINED     20     136046      0        0
PAR PHARMACEUTICAL COS INC        COMMON    69888P106     46       1690    SH          DEFINED      5       0         0      1690
PAR PHARMACEUTICAL COS INC        COMMON    69888P106     462      16800   SH          DEFINED    5,14    16800       0        0
PAR PHARMACEUTICAL COS INC        COMMON    69888P106     748      27200   SH          DEFINED      8     27200       0        0
PAR PHARMACEUTICAL COS INC        COMMON    69888P106     212      7700    SH          DEFINED    8,17     7700       0        0
PARAGON SHIPPING INC-CLASS A      COMMON    69913R309      1        258    SH          DEFINED     20      258        0        0
PARAMETRIC TECHNOLOGY CORP        COMMON    699173209    6717     405867   SH          DEFINED      1     405867      0        0
PARAMETRIC TECHNOLOGY CORP        COMMON    699173209    2989     180609   SH          DEFINED      2     76919       0     103690
PARAMETRIC TECHNOLOGY CORP        COMMON    699173209     236      14240   SH          DEFINED     20     14240       0        0
PARAMETRIC TECHNOLOGY CORP        COMMON    699173209     446      26954   SH          DEFINED      5       0         0      26954
PAREXEL INTL CORP                 COMMON    699462107      6        400    SH          DEFINED     19       0         0       400
PAREXEL INTL CORP                 COMMON    699462107    1592     107065   SH          DEFINED     20     107065      0        0
PAREXEL INTL CORP                 COMMON    699462107     31       2100    SH          DEFINED      5       0         0      2100
PARK ELECTROCHEMICAL CORP         COMMON    700416209     834      30227   SH          DEFINED     20     30227       0        0
PARK NATIONAL CORP                COMMON    700658107    5291      90400   SH          DEFINED     14     54600       0      35800
PARK NATIONAL CORP                COMMON    700658107    3616      61781   SH          DEFINED     20     61781       0        0
PARK NATIONAL CORP                COMMON    700658107     474      8100    SH          DEFINED    5,14     8100       0        0
PARK NATIONAL CORP                COMMON    700658107     521      8900    SH          DEFINED      8      8900       0        0
PARK NATIONAL CORP                COMMON    700658107     146      2500    SH          DEFINED    8,17     2500       0        0
PARKER DRILLING CO                COMMON    701081101    5602     1020437  SH          DEFINED     20    1020437      0        0
PARKER HANNIFIN CORP              COMMON    701094104    26933    496364   SH          DEFINED      1     496364      0        0
PARKER HANNIFIN CORP              COMMON    701094104     62       1140    SH          DEFINED     14      840        0       300
PARKER HANNIFIN CORP              COMMON    701094104     195      3600    SH          DEFINED    14,7      0         0      3600
PARKER HANNIFIN CORP              COMMON    701094104     27        495    SH          DEFINED     19       0         0       495
PARKER HANNIFIN CORP              COMMON    701094104    1686      31081   SH          DEFINED     20     31081       0        0
PARKER HANNIFIN CORP              COMMON    701094104     23        432    SH          DEFINED     21      432        0        0
PARKER HANNIFIN CORP              COMMON    701094104    13534    249435   SH          DEFINED      4     249435      0        0
PARKER HANNIFIN CORP              COMMON    701094104     55       1012    SH          DEFINED      5      1012       0        0
PARKER HANNIFIN CORP              COMMON    701094104     188      3457    SH          DEFINED      7      3457       0        0
PARKER HANNIFIN CORP              COMMON    701094104     749      13797   SH          DEFINED      8     13797       0        0
PARK-OHIO HOLDINGS CORP           COMMON    700666100     85       14350   SH          DEFINED     20     14350       0        0
PARKWAY PROPERTIES INC-MD         COMMON    70159Q104     174      8205    SH          DEFINED     20      8205       0        0
PARKWAY PROPERTIES INC-MD         COMMON    70159Q104     26       1240    SH          DEFINED    20,14    1240       0        0
PARKWAY PROPERTIES INC-MD         COMMON    70159Q104     95       4485    SH          DEFINED      5       0         0      4485
PARTNER COMMUNICATIONS CO LTD     COMMON    70211M109     189      9244    SH          DEFINED     11      9244       0        0
PARTNER COMMUNICATIONS CO LTD     COMMON    70211M109     12        571    SH          DEFINED     20      571        0        0
PARTNERRE LTD                     COMMON    G6852T105     102      1400    SH          DEFINED    1,14     1400       0        0
PARTNERRE LTD                     COMMON    G6852T105     855      11700   SH          DEFINED     1,8    11700       0        0
PARTNERRE LTD                     COMMON    G6852T105    16960    232005   SH          DEFINED     11     55164       0     176841
PARTNERRE LTD                     COMMON    G6852T105     292      4000    SH          DEFINED     13      4000       0        0
PARTNERRE LTD                     COMMON    G6852T105     442      6046    SH          DEFINED     14      5746       0       300
PARTNERRE LTD                     COMMON    G6852T105    1151      15741   SH          DEFINED     16     15741       0        0
PARTNERRE LTD                     COMMON    G6852T105     18        251    SH          DEFINED    16,11    251        0        0
PARTNERRE LTD                     COMMON    G6852T105    2186      29905   SH          DEFINED    16,14   24716       0      5189
PARTNERRE LTD                     COMMON    G6852T105    1089      14900   SH          DEFINED     18     14900       0        0
PARTNERRE LTD                     COMMON    G6852T105     387      5300    SH          DEFINED     19       0         0      5300
PARTNERRE LTD                     COMMON    G6852T105    3118      42660   SH          DEFINED     20     42660       0        0
PARTNERRE LTD                     COMMON    G6852T105     12        170    SH          DEFINED     21      170        0        0
PARTNERRE LTD                     COMMON    G6852T105     106      1451    SH          DEFINED      3      1451       0        0
PARTNERRE LTD                     COMMON    G6852T105      2        30     SH          DEFINED      4       30        0        0
PARTNERRE LTD                     COMMON    G6852T105    2115      28937   SH          DEFINED      7     28937       0        0
PARTNERRE LTD                     COMMON    G6852T105    24451    334487   SH          DEFINED      8     334487      0        0
PARTNERRE LTD                     COMMON    G6852T105    2212      30259   SH          DEFINED      9     30259       0        0
PATRIOT COAL CORP                 COMMON    70336T104      0         1     SH          DEFINED    1,14      1         0        0
PATRIOT COAL CORP                 COMMON    70336T104     535      29246   SH          DEFINED     20     29246       0        0
PATRIOT COAL CORP                 COMMON    70336T104     97       5290    SH          DEFINED      5       0         0      5290
PATRIOT TRANSPORTATION HLDG       COMMON    70337B102      1        12     SH          DEFINED     20       12        0        0
PATTERSON - UTI ENERGY INC        COMMON    703481101    17410    997716   SH          DEFINED      1     997716      0        0
PATTERSON - UTI ENERGY INC        COMMON    703481101     173      9900    SH          DEFINED    10,14    9900       0        0
PATTERSON - UTI ENERGY INC        COMMON    703481101     105      6000    SH          DEFINED     11      6000       0        0
PATTERSON - UTI ENERGY INC        COMMON    703481101     14        800    SH          DEFINED     13      800        0        0
PATTERSON - UTI ENERGY INC        COMMON    703481101    7346     420960   SH          DEFINED     14     323460      0      56800
PATTERSON - UTI ENERGY INC        COMMON    703481101     592      33900   SH          DEFINED    14,7      0         0      33900
PATTERSON - UTI ENERGY INC        COMMON    703481101     14        800    SH          DEFINED    17,14     0         0       800
PATTERSON - UTI ENERGY INC        COMMON    703481101    11792    675765   SH          DEFINED      2     620751      0      55014
PATTERSON - UTI ENERGY INC        COMMON    703481101     191      10951   SH          DEFINED     20     10951       0        0
PATTERSON - UTI ENERGY INC        COMMON    703481101     20       1132    SH          DEFINED     21      1132       0        0
PATTERSON - UTI ENERGY INC        COMMON    703481101     537      30752   SH          DEFINED      7     30752       0        0
PATTERSON - UTI ENERGY INC        COMMON    703481101     613      35119   SH          DEFINED      8     35119       0        0
PATTERSON COS INC                 COMMON    703395103    6173     215000   SH          DEFINED     1,3    215000      0        0
PATTERSON COS INC                 COMMON    703395103    36816    1282349  SH          DEFINED     20    1282349      0        0
PATTERSON COS INC                 COMMON    703395103    1377      47952   SH          DEFINED     21     47952       0        0
PATTERSON COS INC                 COMMON    703395103      4        148    SH          DEFINED      5       0         0       148
PAYCHEX INC                       COMMON    704326107     984      31943   SH          DEFINED     19     23721       0      8222
PAYCHEX INC                       COMMON    704326107   115410    3747077  SH          DEFINED     20    3747077      0        0
PAYCHEX INC                       COMMON    704326107    4308     139874   SH          DEFINED     21     139874      0        0
PAYCHEX INC                       COMMON    704326107     753      24437   SH          DEFINED      5     16700       0      7737
PAYCHEX INC                       COMMON    704326107     87       2831    SH          DEFINED      7      2831       0        0
PC MALL INC                       COMMON    69323K100     61       11200   SH          DEFINED     14      2100       0      9100
PC MALL INC                       COMMON    69323K100     64       11694   SH          DEFINED     20     11694       0        0
PC MALL INC                       COMMON    69323K100      7       1300    SH          DEFINED    5,14     1300       0        0
PC-TEL INC                        COMMON    69325Q105      3        557    SH          DEFINED     20      557        0        0
PDI INC                           COMMON    69329V100     17       3458    SH          DEFINED     20      3458       0        0
PDL BIOPHARMA INC                 COMMON    69329Y104     817     118900   SH          DEFINED      1     118900      0        0
PDL BIOPHARMA INC                 COMMON    69329Y104     337      49000   SH          DEFINED    1,14    49000       0        0
PDL BIOPHARMA INC                 COMMON    69329Y104     73       10663   SH          DEFINED     11     10663       0        0
PDL BIOPHARMA INC                 COMMON    69329Y104    10513    1530284  SH          DEFINED     14    1060984      0     351700
PDL BIOPHARMA INC                 COMMON    69329Y104     172      25100   SH          DEFINED    14,7      0         0      25100
PDL BIOPHARMA INC                 COMMON    69329Y104    5073     738411   SH          DEFINED     20     738411      0        0
PDL BIOPHARMA INC                 COMMON    69329Y104     166      24097   SH          DEFINED      5      1457       0      22640
PDL BIOPHARMA INC                 COMMON    69329Y104     131      19000   SH          DEFINED    5,14    19000       0        0
PDL BIOPHARMA INC                 COMMON    69329Y104     80       11700   SH          DEFINED      7     11700       0        0
PDL BIOPHARMA INC                 COMMON    69329Y104     476      69300   SH          DEFINED      8     69300       0        0
PDL BIOPHARMA INC                 COMMON    69329Y104     49       7100    SH          DEFINED    8,17     7100       0        0
PEABODY ENERGY CORP               COMMON    704549104    35914    725680   SH          DEFINED      1     725680      0        0
PEABODY ENERGY CORP               COMMON    704549104      1        15     SH          DEFINED     11       15        0        0
PEABODY ENERGY CORP               COMMON    704549104     25        500    SH          DEFINED     13      500        0        0
PEABODY ENERGY CORP               COMMON    704549104    7424     150000   SH          DEFINED    13,2      0         0     150000
PEABODY ENERGY CORP               COMMON    704549104    6764     136665   SH          DEFINED     14     95965       0      22500
PEABODY ENERGY CORP               COMMON    704549104     25        500    SH          DEFINED    17,14     0         0       500
PEABODY ENERGY CORP               COMMON    704549104    7554     152634   SH          DEFINED     19     19617       0     133017
PEABODY ENERGY CORP               COMMON    704549104    2648      53510   SH          DEFINED     20     53510       0        0
PEABODY ENERGY CORP               COMMON    704549104     15        306    SH          DEFINED     21      306        0        0
PEABODY ENERGY CORP               COMMON    704549104    9773     197478   SH          DEFINED      5     169471      0      28007
PEABODY ENERGY CORP               COMMON    704549104     266      5372    SH          DEFINED      7      5372       0        0
PEABODY ENERGY CORP               COMMON    704549104     638      12900   SH          DEFINED      8     12900       0        0
PEABODY ENERGY CORP BTU 4 3/4     CONVERT   704549AG9    5313     5000000  SH          DEFINED      8    4000000   1000000     0
PEARSON PLC ADR                   COMMON    705015105      1        48     SH          DEFINED     11       48        0        0
PEARSON PLC ADR                   COMMON    705015105    5961     415106   SH          DEFINED     20     415106      0        0
PEARSON PLC ADR                   COMMON    705015105      1        37     SH          DEFINED      5       37        0        0
PEBBLEBROOK HOTEL TRUST           COMMON    70509V100     754      34700   SH          DEFINED    1,11      0         0      34700
PEBBLEBROOK HOTEL TRUST           COMMON    70509V100    7898     363309   SH          DEFINED    1,14    363309      0        0
PEBBLEBROOK HOTEL TRUST           COMMON    70509V100     15        671    SH          DEFINED     11      671        0        0
PEBBLEBROOK HOTEL TRUST           COMMON    70509V100    15328    705074   SH          DEFINED     14     358138      0     311761
PEBBLEBROOK HOTEL TRUST           COMMON    70509V100     316      14520   SH          DEFINED    16,14   14520       0        0
PEBBLEBROOK HOTEL TRUST           COMMON    70509V100     637      29302   SH          DEFINED    2,14    29302       0        0
PEBBLEBROOK HOTEL TRUST           COMMON    70509V100     48       2222    SH          DEFINED    3,14     2222       0        0
PEBBLEBROOK HOTEL TRUST           COMMON    70509V100     10        441    SH          DEFINED      4      441        0        0
PEBBLEBROOK HOTEL TRUST           COMMON    70509V100    1667      76700   SH          DEFINED    5,14    76700       0        0
PEBBLEBROOK HOTEL TRUST           COMMON    70509V100     15        671    SH          DEFINED    6,14     671        0        0
PEBBLEBROOK HOTEL TRUST           COMMON    70509V100     400      18406   SH          DEFINED    8,14      0       18406      0
PEETS COFFEE & TEA INC            COMMON    705560100     39       1123    SH          DEFINED     20      1123       0        0
PEGASYSTEMS INC                   COMMON    705573103     107      3074    SH          DEFINED      1      3074       0        0
PEGASYSTEMS INC                   COMMON    705573103     101      2918    SH          DEFINED      2      2918       0        0
PEGASYSTEMS INC                   COMMON    705573103     912      26294   SH          DEFINED     20     26294       0        0
PENFORD CORP                      COMMON    707051108     54       5433    SH          DEFINED     20      5433       0        0
PENGROWTH ENERGY TRUST            COMMON    706902509     48       5000    SH          DEFINED      5      5000       0        0
PENN NATIONAL GAMING INC          COMMON    707569109    16802    603070   SH          DEFINED      1     603070      0        0
PENN NATIONAL GAMING INC          COMMON    707569109     550      19725   SH          DEFINED    13,2      0         0      19725
PENN NATIONAL GAMING INC          COMMON    707569109     17        600    SH          DEFINED     14      600        0        0
PENN NATIONAL GAMING INC          COMMON    707569109    7455     267596   SH          DEFINED      2     267596      0        0
PENN NATIONAL GAMING INC          COMMON    707569109     138      4955    SH          DEFINED     20      4955       0        0
PENN NATIONAL GAMING INC          COMMON    707569109      5        187    SH          DEFINED     21      187        0        0
PENN VA CORP                      COMMON    707882106    7230     309375   SH          DEFINED      1     309375      0        0
PENN VA CORP                      COMMON    707882106    3307     141499   SH          DEFINED      2     60920       0      80579
PENN VA CORP                      COMMON    707882106     188      8062    SH          DEFINED     20      8062       0        0
PENN VA CORP                      COMMON    707882106     71       3040    SH          DEFINED      5       0         0      3040
PENN VIRGINIA GP HOLDINGS LP      COMMON    70788P105      7        400    SH          DEFINED      5       0         0       400
PENN WEST ENERGY TRUST            COMMON    707885109    13305    729464   SH          DEFINED      1     729464      0        0
PENN WEST ENERGY TRUST            COMMON    707885109     239      13120   SH          DEFINED     19       0         0      13120
PENN WEST ENERGY TRUST            COMMON    707885109    12932    708998   SH          DEFINED      4     708998      0        0
PENN WEST ENERGY TRUST            COMMON    707885109      3        150    SH          DEFINED      5      150        0        0
PENN WEST ENERGY TRUST            COMMON    707885109     246      13877   SH          DEFINED      7     13877       0        0
PENNANTPARK INVESTMENT CORP       COMMON    708062104    1070     115543   SH          DEFINED     20     115543      0        0
PENNANTPARK INVESTMENT CORP       COMMON    708062104     18       1904    SH          DEFINED     21      1904       0        0
PENNSYLVANIA RL ESTATE INVT TR    COMMON    709102107     456      50771   SH          DEFINED     20     50771       0        0
PENSKE AUTO GROUP INC             COMMON    70959W103     866      54900   SH          DEFINED      1     54900       0        0
PENSKE AUTO GROUP INC             COMMON    70959W103    8073     511600   SH          DEFINED     14     401400      0      60000
PENSKE AUTO GROUP INC             COMMON    70959W103     923      58500   SH          DEFINED    14,7      0         0      58500
PENSKE AUTO GROUP INC             COMMON    70959W103     162      10248   SH          DEFINED     20     10248       0        0
PENSKE AUTO GROUP INC             COMMON    70959W103     10        613    SH          DEFINED     21      613        0        0
PENSKE AUTO GROUP INC             COMMON    70959W103      4        271    SH          DEFINED      5       0         0       271
PENSKE AUTO GROUP INC 3.5 04-0    CONVERT   909440AH2      2       2000    SH          DEFINED      5      2000       0        0
PENSON WORLDWIDE INC              COMMON    709600100     131      14170   SH          DEFINED     20     14170       0        0
PENTAIR INC                       COMMON    709631105    38485    1175122  SH          DEFINED      1    1175122      0        0
PENTAIR INC                       COMMON    709631105     20        600    SH          DEFINED     14      600        0        0
PENTAIR INC                       COMMON    709631105    53696    1639580  SH          DEFINED     20    1639580      0        0
PENTAIR INC                       COMMON    709631105     311      9503    SH          DEFINED     21      9503       0        0
PENTAIR INC                       COMMON    709631105      5        152    SH          DEFINED      5       0         0       152
PEOPLES BANCORP INC               COMMON    709789101     41       4300    SH          DEFINED     14      4300       0        0
PEOPLES BANCORP INC               COMMON    709789101     21       2191    SH          DEFINED     19       0         0      2191
PEOPLES BANCORP INC               COMMON    709789101     30       3202    SH          DEFINED     20      3202       0        0
PEOPLES FINANCIAL CORP-MISS       COMMON    71103B102     122      6300    SH          DEFINED     20      6300       0        0
PEOPLE'S UNITED FINANCIAL         COMMON    712704105    58397    3465721  SH          DEFINED      1    3465721      0        0
PEOPLE'S UNITED FINANCIAL         COMMON    712704105     22       1300    SH          DEFINED     14       0         0      1300
PEOPLE'S UNITED FINANCIAL         COMMON    712704105     479      28400   SH          DEFINED    14,7      0         0      28400
PEOPLE'S UNITED FINANCIAL         COMMON    712704105     193      11432   SH          DEFINED     20     11432       0        0
PEOPLE'S UNITED FINANCIAL         COMMON    712704105      6        358    SH          DEFINED     21      358        0        0
PEOPLE'S UNITED FINANCIAL         COMMON    712704105    26572    1576987  SH          DEFINED      4    1576987      0        0
PEOPLE'S UNITED FINANCIAL         COMMON    712704105    1262      74921   SH          DEFINED      5     38373       0      36548
PEOPLE'S UNITED FINANCIAL         COMMON    712704105     93       5500    SH          DEFINED      7      5500       0        0
PEP BOYS-MANNY MOE & JACK         COMMON    713278109     779      91257   SH          DEFINED     20     91257       0        0
PEPCO HOLDINGS INC                COMMON    713291102    10678    638995   SH          DEFINED      1     638995      0        0
PEPCO HOLDINGS INC                COMMON    713291102     289      17272   SH          DEFINED     20     17272       0        0
PEPCO HOLDINGS INC                COMMON    713291102     15        918    SH          DEFINED     21      918        0        0
PEPCO HOLDINGS INC                COMMON    713291102     19       1120    SH          DEFINED      5      1120       0        0
PEPCO HOLDINGS INC                COMMON    713291102     77       4617    SH          DEFINED      7      4617       0        0
PEPSI BOTTLING GROUP INC          COMMON    713409100     592      15595   SH          DEFINED     20     15595       0        0
PEPSI BOTTLING GROUP INC          COMMON    713409100     22        577    SH          DEFINED     21      577        0        0
PEPSI BOTTLING GROUP INC          COMMON    713409100     106      2782    SH          DEFINED      5      2464       0       318
PEPSI BOTTLING GROUP INC          COMMON    713409100     91       2400    SH          DEFINED      7      2400       0        0
PEPSIAMERICAS INC                 COMMON    71343P200     116      3915    SH          DEFINED     20      3915       0        0
PEPSIAMERICAS INC                 COMMON    71343P200      7        226    SH          DEFINED     21      226        0        0
PEPSIAMERICAS INC                 COMMON    71343P200      6        189    SH          DEFINED      5       0         0       189
PEPSICO INC                       COMMON    713448108   112118    1808946  SH          DEFINED      1    1808946      0        0
PEPSICO INC                       COMMON    713448108     843      13600   SH          DEFINED    10,14   13600       0        0
PEPSICO INC                       COMMON    713448108     82       1323    SH          DEFINED     11      1323       0        0
PEPSICO INC                       COMMON    713448108     71       1149    SH          DEFINED     13      1149       0        0
PEPSICO INC                       COMMON    713448108     723      11671   SH          DEFINED    13,2     1149       0      10522
PEPSICO INC                       COMMON    713448108    21669    349612   SH          DEFINED     14     266912      0      66800
PEPSICO INC                       COMMON    713448108    5374      86700   SH          DEFINED    14,7      0         0      86700
PEPSICO INC                       COMMON    713448108     322      5200    SH          DEFINED    17,14     0         0        0
PEPSICO INC                       COMMON    713448108    1114      17976   SH          DEFINED     18     17976       0        0
PEPSICO INC                       COMMON    713448108    65935    1063813  SH          DEFINED     19     271100      0     792714
PEPSICO INC                       COMMON    713448108    3406      54955   SH          DEFINED      2     54955       0        0
PEPSICO INC                       COMMON    713448108    9727     156939   SH          DEFINED     20     156939      0        0
PEPSICO INC                       COMMON    713448108     98       1589    SH          DEFINED     21      1589       0        0
PEPSICO INC                       COMMON    713448108    5742      92650   SH          DEFINED      3     92650       0        0
PEPSICO INC                       COMMON    713448108    2034      32812   SH          DEFINED     3,1    32812       0        0
PEPSICO INC                       COMMON    713448108    41686    672577   SH          DEFINED      5     619716      0      52861
PEPSICO INC                       COMMON    713448108    1995      32192   SH          DEFINED      7     32192       0        0
PEPSICO INC                       COMMON    713448108    25489    411238   SH          DEFINED      8     383313    27925      0
PEPSICO INC                       COMMON    713448108    2306      37200   SH          DEFINED    8,14    37200       0        0
PEPSICO INC                       COMMON    713448108     210      3395    SH          DEFINED     8,2     3395       0        0
PERFECT WORLD CO LTD-ADR          COMMON    71372U104     995      22820   SH          DEFINED     20     22820       0        0
PERFICIENT INC                    COMMON    71375U101     155      17974   SH          DEFINED     20     17974       0        0
PERICOM SEMICONDUCTOR CORP        COMMON    713831105     146      12940   SH          DEFINED     20     12940       0        0
PERKINELMER INC                   COMMON    714046109     225      10753   SH          DEFINED     20     10753       0        0
PERRIGO CO                        COMMON    714290103    11142    287231   SH          DEFINED      1     287231      0        0
PERRIGO CO                        COMMON    714290103    11008    283773   SH          DEFINED      2     283773      0        0
PERRIGO CO                        COMMON    714290103    5737     147910   SH          DEFINED     20     147910      0        0
PERRY ELLIS INTERNATIONAL         COMMON    288853104     262      16007   SH          DEFINED     20     16007       0        0
PERVASIVE SOFTWARE INC            COMMON    715710109     115      23785   SH          DEFINED     20     23785       0        0
PETMED EXPRESS INC                COMMON    716382106     49       2729    SH          DEFINED     20      2729       0        0
PETROBRAS ENERGIA SA ADR          COMMON    71646J109     11        718    SH          DEFINED     19      718        0        0
PETROBRAS ENERGIA SA ADR          COMMON    71646J109     95       6056    SH          DEFINED     20      6056       0        0
PETROCHINA CO LTD- ADR            COMMON    71646E100     52        408    SH          DEFINED     19       0         0       408
PETROCHINA CO LTD- ADR            COMMON    71646E100    58449    459579   SH          DEFINED     20     459579      0        0
PETROHAWK ENERGY CORP             COMMON    716495106     88       3392    SH          DEFINED     20      3392       0        0
PETROHAWK ENERGY CORP             COMMON    716495106      6        215    SH          DEFINED     21      215        0        0
PETROHAWK ENERGY CORP             COMMON    716495106      6        216    SH          DEFINED      5       0         0       216
PETROHAWK ENERGY CORP             COMMON    716495106     119      4600    SH          DEFINED      7      4600       0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V101    77344    1781717  SH          DEFINED      1    1781717      0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V101      1        20     SH          DEFINED     11       20        0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V101     314      7231    SH          DEFINED     14      7231       0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V101     87       2010    SH          DEFINED     19      2000       0       10
PETROLEO BRASILEIRO SA ADR        COMMON    71654V101    9904     228140   SH          DEFINED      2     228140      0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V101    56820    1308911  SH          DEFINED     20    1308911      0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V101    3762      86663   SH          DEFINED     3,1    86663       0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V101    80017    1843293  SH          DEFINED      8    1843293      0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V101    3315      76375   SH          DEFINED    8,14    76375       0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V101    5166     119000   SH          DEFINED    8,17    119000      0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V408    25175    528000   SH          DEFINED      1     528000      0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V408     768      16116   SH          DEFINED    1,11    16116       0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V408    22994    482253   SH          DEFINED     11     280184      0     202069
PETROLEO BRASILEIRO SA ADR        COMMON    71654V408    4768     100000   SH          DEFINED    13,2      0         0     100000
PETROLEO BRASILEIRO SA ADR        COMMON    71654V408    3485      73085   SH          DEFINED     14     73085       0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V408     144      3020    SH          DEFINED     19       10        0      3010
PETROLEO BRASILEIRO SA ADR        COMMON    71654V408    4730      99212   SH          DEFINED      2     99212       0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V408    43848    919630   SH          DEFINED     20     919630      0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V408     26        537    SH          DEFINED      3      537        0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V408    58241    1221490  SH          DEFINED     3,1   1221490      0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V408    17525    367553   SH          DEFINED      4     367553      0        0
PETROLEO BRASILEIRO SA ADR        COMMON    71654V408     404      8482    SH          DEFINED      5      6482       0      2000
PETROLEO BRASILEIRO SA ADR        COMMON    71654V408    7396     155127   SH          DEFINED    5,11    155127      0        0
PETROLEUM DEVELOPMENT CORP        COMMON    716578109     117      6027    SH          DEFINED     20      6027       0        0
PETROQUEST ENERGY INC             COMMON    716748108     34       5000    SH          DEFINED     19       0         0      5000
PETROQUEST ENERGY INC             COMMON    716748108     131      19263   SH          DEFINED     20     19263       0        0
PETSMART INC                      COMMON    716768106    4087     152516   SH          DEFINED      1     152516      0        0
PETSMART INC                      COMMON    716768106     372      13898   SH          DEFINED    13,2      0         0      13898
PETSMART INC                      COMMON    716768106     96       3600    SH          DEFINED     14      2900       0       700
PETSMART INC                      COMMON    716768106     99       3700    SH          DEFINED    14,7      0         0      3700
PETSMART INC                      COMMON    716768106     647      24127   SH          DEFINED     19      1935       0      22192
PETSMART INC                      COMMON    716768106     134      5003    SH          DEFINED     20      5003       0        0
PETSMART INC                      COMMON    716768106      5        188    SH          DEFINED     21      188        0        0
PETSMART INC                      COMMON    716768106    7238     270085   SH          DEFINED      5     253237      0      16848
PF CHANG'S CHINA BISTRO INC       COMMON    69333Y108    13017    347119   SH          DEFINED      1     347119      0        0
PF CHANG'S CHINA BISTRO INC       COMMON    69333Y108     30        800    SH          DEFINED     14      800        0        0
PF CHANG'S CHINA BISTRO INC       COMMON    69333Y108      8        200    SH          DEFINED     19      200        0        0
PF CHANG'S CHINA BISTRO INC       COMMON    69333Y108    12480    332788   SH          DEFINED      2     332788      0        0
PF CHANG'S CHINA BISTRO INC       COMMON    69333Y108     159      4242    SH          DEFINED     20      4242       0        0
PFIZER INC                        COMMON    717081103    69678    3734101  SH          DEFINED      1    3734101      0        0
PFIZER INC                        COMMON    717081103    3540     189700   SH          DEFINED    1,14    189700      0        0
PFIZER INC                        COMMON    717081103    1883     100927   SH          DEFINED     1,8    100927      0        0
PFIZER INC                        COMMON    717081103     920      49278   SH          DEFINED     10     49278       0        0
PFIZER INC                        COMMON    717081103    1504      80601   SH          DEFINED    10,14   80601       0        0
PFIZER INC                        COMMON    717081103    21870    1172004  SH          DEFINED     11     259904      0     912100
PFIZER INC                        COMMON    717081103     598      32024   SH          DEFINED     13     32024       0        0
PFIZER INC                        COMMON    717081103    91441    4900373  SH          DEFINED     14    3561984      0     1201509
PFIZER INC                        COMMON    717081103    2265     121401   SH          DEFINED    14,13     0         0     121401
PFIZER INC                        COMMON    717081103    9765     523304   SH          DEFINED    14,7      0         0     523304
PFIZER INC                        COMMON    717081103     136      7300    SH          DEFINED     15      7300       0        0
PFIZER INC                        COMMON    717081103    1061      56886   SH          DEFINED     16     56886       0        0
PFIZER INC                        COMMON    717081103     25       1334    SH          DEFINED    16,11    1334       0        0
PFIZER INC                        COMMON    717081103    2662     142674   SH          DEFINED    16,14   117324      0      25350
PFIZER INC                        COMMON    717081103     845      45300   SH          DEFINED    17,14     0         0        0
PFIZER INC                        COMMON    717081103    2392     128200   SH          DEFINED     18     128200      0        0
PFIZER INC                        COMMON    717081103    28647    1535189  SH          DEFINED     19     228463      0     1306726
PFIZER INC                        COMMON    717081103    1819      97466   SH          DEFINED      2     97466       0        0
PFIZER INC                        COMMON    717081103    30274    1622390  SH          DEFINED     20    1622390      0        0
PFIZER INC                        COMMON    717081103     64       3439    SH          DEFINED    20,14    3439       0        0
PFIZER INC                        COMMON    717081103     342      18306   SH          DEFINED     21     18306       0        0
PFIZER INC                        COMMON    717081103     124      6652    SH          DEFINED      3      6652       0        0
PFIZER INC                        COMMON    717081103    22392    1199999  SH          DEFINED     3,1   1199999      0        0
PFIZER INC                        COMMON    717081103      6        325    SH          DEFINED      4      325        0        0
PFIZER INC                        COMMON    717081103    23357    1251721  SH          DEFINED      5    1134824      0     116897
PFIZER INC                        COMMON    717081103    5083     272400   SH          DEFINED    5,14    272400      0        0
PFIZER INC                        COMMON    717081103     866      46400   SH          DEFINED      6     46400       0        0
PFIZER INC                        COMMON    717081103    6200     332254   SH          DEFINED      7     332254      0        0
PFIZER INC                        COMMON    717081103    68544    3673297  SH          DEFINED      8    3673297      0        0
PFIZER INC                        COMMON    717081103    6018     322500   SH          DEFINED    8,14    322500      0        0
PFIZER INC                        COMMON    717081103    2829     151608   SH          DEFINED      9     151608      0        0
PFIZER INC                        COMMON    717081103    1065      57100   SH          DEFINED    9,14      0         0      57100
PG&E CORP                         COMMON    69331C108    16137    366753   SH          DEFINED      1     366753      0        0
PG&E CORP                         COMMON    69331C108     88       2000    SH          DEFINED     10      2000       0        0
PG&E CORP                         COMMON    69331C108     431      9800    SH          DEFINED    10,14    9800       0        0
PG&E CORP                         COMMON    69331C108    11703    265970   SH          DEFINED     14     202570      0      51100
PG&E CORP                         COMMON    69331C108     220      5000    SH          DEFINED    14,13     0         0      5000
PG&E CORP                         COMMON    69331C108    1346      30600   SH          DEFINED    14,7      0         0      30600
PG&E CORP                         COMMON    69331C108    8386     190599   SH          DEFINED     19     21995       0     168604
PG&E CORP                         COMMON    69331C108    7538     171313   SH          DEFINED     20     171313      0        0
PG&E CORP                         COMMON    69331C108     45       1022    SH          DEFINED     21      1022       0        0
PG&E CORP                         COMMON    69331C108    10605    241027   SH          DEFINED      5     218471      0      22556
PG&E CORP                         COMMON    69331C108     484      11000   SH          DEFINED    5,14    11000       0        0
PG&E CORP                         COMMON    69331C108     425      9654    SH          DEFINED      7      9654       0        0
PG&E CORP                         COMMON    69331C108     500      11356   SH          DEFINED      8     11356       0        0
PG&E CORP                         COMMON    69331C108    1439      32700   SH          DEFINED    8,14    32700       0        0
PG&E CORP                         COMMON    69331C108     101      2300    SH          DEFINED    9,14      0         0      2300
PGT INC                           COMMON    69336V101     31       14367   SH          DEFINED     20     14367       0        0
PHARMACEUTICAL PROD DEV INC       COMMON    717124101    63409    2755695  SH          DEFINED      1    2755695      0        0
PHARMACEUTICAL PROD DEV INC       COMMON    717124101     182      7900    SH          DEFINED     15      7900       0        0
PHARMACEUTICAL PROD DEV INC       COMMON    717124101    2151      93502   SH          DEFINED    17,1      0         0      93502
PHARMACEUTICAL PROD DEV INC       COMMON    717124101    1212      52669   SH          DEFINED      2      6572       0      46097
PHARMACEUTICAL PROD DEV INC       COMMON    717124101     76       3304    SH          DEFINED     20      3304       0        0
PHARMACEUTICAL PROD DEV INC       COMMON    717124101      2        98     SH          DEFINED     21       98        0        0
PHARMACEUTICAL PROD DEV INC       COMMON    717124101    21542    936221   SH          DEFINED      4     936221      0        0
PHARMACEUTICAL PROD DEV INC       COMMON    717124101     29       1276    SH          DEFINED      5      1004       0       272
PHARMASSET INC                    COMMON    71715N106    3079     147164   SH          DEFINED      1     147164      0        0
PHARMASSET INC                    COMMON    71715N106     403      19250   SH          DEFINED    17,1      0         0      19250
PHARMASSET INC                    COMMON    71715N106    5204     248771   SH          DEFINED     20     248771      0        0
PHARMASSET INC                    COMMON    71715N106    1492      71300   SH          DEFINED      3     71300       0        0
PHARMERICA CORP                   COMMON    71714F104    2670     158000   SH          DEFINED     14     71300       0      77500
PHARMERICA CORP                   COMMON    71714F104     173      10219   SH          DEFINED     20     10219       0        0
PHARMERICA CORP                   COMMON    71714F104     38       2245    SH          DEFINED      5       0         0      2245
PHARMERICA CORP                   COMMON    71714F104     159      9400    SH          DEFINED    5,14     9400       0        0
PHARMERICA CORP                   COMMON    71714F104     13        749    SH          DEFINED      6      749        0        0
PHARMERICA CORP                   COMMON    71714F104     240      14200   SH          DEFINED      8     14200       0        0
PHARMERICA CORP                   COMMON    71714F104     68       4000    SH          DEFINED    8,17     4000       0        0
PHASE FORWARD INC                 COMMON    71721R406     24       1574    SH          DEFINED     20      1574       0        0
PHH CORP                          COMMON    693320202     223      13674   SH          DEFINED     20     13674       0        0
PHH CORP                          COMMON    693320202     14        828    SH          DEFINED     21      828        0        0
PHH CORP                          COMMON    693320202      0        15     SH          DEFINED      5       15        0        0
PHI INC-NON VOTING                COMMON    69336T205     140      6533    SH          DEFINED     20      6533       0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    24212    494929   SH          DEFINED      1     494929      0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    3048      62300   SH          DEFINED    1,14    62300       0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    1189      24300   SH          DEFINED     10     24300       0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    1688      34500   SH          DEFINED    10,14   34500       0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    23069    471569   SH          DEFINED     11     84645       0     386924
PHILIP MORRIS INTERNATIONAL       COMMON    718172109     20        400    SH          DEFINED     13      400        0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109   109325    2234772  SH          DEFINED     14    1499922      0     627350
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    2925      59800   SH          DEFINED    14,13     0         0      59800
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    9676     197800   SH          DEFINED    14,7      0         0     197800
PHILIP MORRIS INTERNATIONAL       COMMON    718172109     435      8890    SH          DEFINED     16      8890       0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109     22        457    SH          DEFINED    16,11    457        0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    2654      54252   SH          DEFINED    16,14   46731       0      7521
PHILIP MORRIS INTERNATIONAL       COMMON    718172109     890      18200   SH          DEFINED    17,14     0         0       400
PHILIP MORRIS INTERNATIONAL       COMMON    718172109     164      3348    SH          DEFINED     18      3348       0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    1801      36816   SH          DEFINED     19      3654       0      33162
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    16319    333576   SH          DEFINED     20     333576      0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109     92       1881    SH          DEFINED     21      1881       0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    19674    402175   SH          DEFINED      3     402175      0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    1331      27207   SH          DEFINED      5     24047       0      3160
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    6555     134000   SH          DEFINED    5,14    134000      0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109     929      19000   SH          DEFINED      6     19000       0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    3934      80424   SH          DEFINED      7     80424       0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    34027    695554   SH          DEFINED      8     596095    99459      0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    6619     135300   SH          DEFINED    8,14    135300      0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109     769      15720   SH          DEFINED      9     15720       0        0
PHILIP MORRIS INTERNATIONAL       COMMON    718172109    1370      28000   SH          DEFINED    9,14      0         0      28000
PHILIPPINE LONG DIST ADR          COMMON    718252604     83       1440    SH          DEFINED     19       0         0      1440
PHILIPPINE LONG DIST ADR          COMMON    718252604     310      5369    SH          DEFINED     20      5369       0        0
PHILIPPINE LONG DIST ADR          COMMON    718252604    20374    353401   SH          DEFINED      4     353401      0        0
PHILIPPINE LONG DIST ADR          COMMON    718252604     198      3430    SH          DEFINED      5      3430       0        0
PHILLIPS-VAN HEUSEN               COMMON    718592108    8308     194839   SH          DEFINED      1     194839      0        0
PHILLIPS-VAN HEUSEN               COMMON    718592108    3836      89954   SH          DEFINED      2     37884       0      52070
PHILLIPS-VAN HEUSEN               COMMON    718592108    1168      27382   SH          DEFINED     20     27382       0        0
PHILLIPS-VAN HEUSEN               COMMON    718592108    5206     122100   SH          DEFINED      3     122100      0        0
PHOENIX COMPANIES INC             COMMON    71902E109     376     132474   SH          DEFINED     20     132474      0        0
PHOENIX COMPANIES INC             COMMON    71902E109     23       7956    SH          DEFINED     21      7956       0        0
PHOENIX TECHNOLOGIES LTD          COMMON    719153108      1        270    SH          DEFINED     20      270        0        0
PHOTRONICS INC                    COMMON    719405102     553     125982   SH          DEFINED     20     125982      0        0
PICO HOLDINGS INC                 COMMON    693366205    5979     182517   SH          DEFINED      1     182517      0        0
PICO HOLDINGS INC                 COMMON    693366205     229      7000    SH          DEFINED     19      7000       0        0
PICO HOLDINGS INC                 COMMON    693366205    2756      84118   SH          DEFINED     20     84118       0        0
PICO HOLDINGS INC                 COMMON    693366205     51       1550    SH          DEFINED     21      1550       0        0
PICO HOLDINGS INC                 COMMON    693366205     27        832    SH          DEFINED      5       0         0       832
PIEDMONT NATURAL GAS              COMMON    720186105     730      27900   SH          DEFINED     14      5900       0      22000
PIEDMONT NATURAL GAS              COMMON    720186105     167      6400    SH          DEFINED     19       0         0      6400
PIEDMONT NATURAL GAS              COMMON    720186105     122      4670    SH          DEFINED     20      4670       0        0
PIEDMONT NATURAL GAS              COMMON    720186105      3        129    SH          DEFINED     21      129        0        0
PIEDMONT NATURAL GAS              COMMON    720186105     127      4850    SH          DEFINED      5      4850       0        0
PIEDMONT NATURAL GAS              COMMON    720186105     21        800    SH          DEFINED    5,14     800        0        0
PIEDMONT NATURAL GAS              COMMON    720186105     434      16600   SH          DEFINED      8     16600       0        0
PIEDMONT NATURAL GAS              COMMON    720186105     123      4700    SH          DEFINED    8,17     4700       0        0
PIER 1 IMPORTS INC                COMMON    720279108    2604     469275   SH          DEFINED     20     469275      0        0
PIKE ELECTRIC CORP                COMMON    721283109    7769     839918   SH          DEFINED      1     839918      0        0
PIKE ELECTRIC CORP                COMMON    721283109     102      11000   SH          DEFINED     19     11000       0        0
PIKE ELECTRIC CORP                COMMON    721283109    7253     784126   SH          DEFINED      2     784126      0        0
PIKE ELECTRIC CORP                COMMON    721283109     35       3823    SH          DEFINED     20      3823       0        0
PIKE ELECTRIC CORP                COMMON    721283109     49       5275    SH          DEFINED      5       0         0      5275
PIMCO CALIFORNIA MUNICIPA II C    COMMON    72200M108     37       4220    SH          DEFINED     19       0         0      4220
PIMCO MUNICIPAL INCOME FD II C    COMMON    72200W106     11       1000    SH          DEFINED     19       0         0      1000
PIMCO NEW YORK MUNI INC FD CF     COMMON    72200T103     21       2000    SH          DEFINED     19       0         0      2000
PINNACLE AIRLINES CORP            COMMON    723443107     201      28000   SH          DEFINED     14     15400       0      12600
PINNACLE AIRLINES CORP            COMMON    723443107     250      34797   SH          DEFINED     20     34797       0        0
PINNACLE AIRLINES CORP            COMMON    723443107     27       3700    SH          DEFINED    5,14     3700       0        0
PINNACLE ENTMT INC                COMMON    723456109     254      28261   SH          DEFINED     20     28261       0        0
PINNACLE FINANCIAL PARTNERS       COMMON    72346Q104     178      13075   SH          DEFINED     20     13075       0        0
PINNACLE WEST CAPITAL CORP        COMMON    723484101     990      27223   SH          DEFINED     20     27223       0        0
PINNACLE WEST CAPITAL CORP        COMMON    723484101     14        383    SH          DEFINED     21      383        0        0
PINNACLE WEST CAPITAL CORP        COMMON    723484101      6        153    SH          DEFINED      5       0         0       153
PINNACLE WEST CAPITAL CORP        COMMON    723484101     67       1853    SH          DEFINED      7      1853       0        0
PIONEER DRILLING COMPANY          COMMON    723655106     176      19897   SH          DEFINED     20     19897       0        0
PIONEER DRILLING COMPANY          COMMON    723655106     11       1262    SH          DEFINED     21      1262       0        0
PIONEER NAT RES CO                COMMON    723787107    15889    311554   SH          DEFINED      1     311554      0        0
PIONEER NAT RES CO                COMMON    723787107    3662      71810   SH          DEFINED     14     49810       0      12500
PIONEER NAT RES CO                COMMON    723787107     296      5800    SH          DEFINED    14,7      0         0      5800
PIONEER NAT RES CO                COMMON    723787107     417      8185    SH          DEFINED     20      8185       0        0
PIONEER NAT RES CO                COMMON    723787107     19        382    SH          DEFINED     21      382        0        0
PIONEER NAT RES CO                COMMON    723787107    16671    326879   SH          DEFINED      4     326879      0        0
PIONEER NAT RES CO                COMMON    723787107      6        124    SH          DEFINED      5       62        0       62
PIONEER NAT RES CO                COMMON    723787107     168      3300    SH          DEFINED      7      3300       0        0
PIONEER SOUTHWEST ENERGY PAR      COMMON    72388B106     225      10000   SH          DEFINED     19       0         0      10000
PIONEER SOUTHWEST ENERGY PAR      COMMON    72388B106    2016      89813   SH          DEFINED     20     89813       0        0
PIPER JAFFRAY COS                 COMMON    724078100    1284      24800   SH          DEFINED     14     11900       0      12900
PIPER JAFFRAY COS                 COMMON    724078100     11        216    SH          DEFINED     19      216        0        0
PIPER JAFFRAY COS                 COMMON    724078100     262      5058    SH          DEFINED     20      5058       0        0
PIPER JAFFRAY COS                 COMMON    724078100     135      2600    SH          DEFINED    5,14     2600       0        0
PIPER JAFFRAY COS                 COMMON    724078100     119      2300    SH          DEFINED      8      2300       0        0
PIPER JAFFRAY COS                 COMMON    724078100     36        700    SH          DEFINED    8,17     700        0        0
PITNEY BOWES INC                  COMMON    724479100    23813    1081415  SH          DEFINED      1    1081415      0        0
PITNEY BOWES INC                  COMMON    724479100      7        300    SH          DEFINED     14      300        0        0
PITNEY BOWES INC                  COMMON    724479100     480      21777   SH          DEFINED     19     14800       0      6977
PITNEY BOWES INC                  COMMON    724479100    3247     147464   SH          DEFINED     20     147464      0        0
PITNEY BOWES INC                  COMMON    724479100     23       1029    SH          DEFINED     21      1029       0        0
PITNEY BOWES INC                  COMMON    724479100    12960    588547   SH          DEFINED      4     588547      0        0
PITNEY BOWES INC                  COMMON    724479100     789      35851   SH          DEFINED      5      5700       0      30151
PITNEY BOWES INC                  COMMON    724479100     101      4602    SH          DEFINED      7      4602       0        0
PLACER DOME INC 2.75 10-15-23     CONVERT   725906AK7    16963     1E+07   SH          DEFINED     14       0         0     8475000
PLAINS ALL AMER PIPELINE LP       COMMON    726503105     99       1872    SH          DEFINED     19      500        0      1372
PLAINS ALL AMER PIPELINE LP       COMMON    726503105     626      11850   SH          DEFINED      5      9850       0      2000
PLAINS EXPLORATION & PRODUCT      COMMON    726505100     194      6474    SH          DEFINED     20      6474       0        0
PLAINS EXPLORATION & PRODUCT      COMMON    726505100     12        398    SH          DEFINED     21      398        0        0
PLAINS EXPLORATION & PRODUCT      COMMON    726505100      3        100    SH          DEFINED      5       0         0       100
PLAINS EXPLORATION & PRODUCT      COMMON    726505100     81       2700    SH          DEFINED      7      2700       0        0
PLANER SYSTEMS INC                COMMON    726900103     127      43960   SH          DEFINED     20     43960       0        0
PLANTRONICS INC                   COMMON    727493108    10062    382581   SH          DEFINED      1     382581      0        0
PLANTRONICS INC                   COMMON    727493108    2893     110000   SH          DEFINED     1,3    110000      0        0
PLANTRONICS INC                   COMMON    727493108    4318     164190   SH          DEFINED     14     121290      0      23900
PLANTRONICS INC                   COMMON    727493108     137      5200    SH          DEFINED    14,7      0         0      5200
PLANTRONICS INC                   COMMON    727493108    1594      60592   SH          DEFINED    17,1    60592       0        0
PLANTRONICS INC                   COMMON    727493108     58       2207    SH          DEFINED     19       0         0      2207
PLANTRONICS INC                   COMMON    727493108    1636      62222   SH          DEFINED     20     62222       0        0
PLANTRONICS INC                   COMMON    727493108     179      6825    SH          DEFINED      5       0         0      6825
PLANTRONICS INC                   COMMON    727493108     13        500    SH          DEFINED    5,14     500        0        0
PLATINUM UNDERWRITERS HLDGS       COMMON    G7127P100    6643     175100   SH          DEFINED     14     108000      0      67100
PLATINUM UNDERWRITERS HLDGS       COMMON    G7127P100     63       1670    SH          DEFINED     20      1670       0        0
PLATINUM UNDERWRITERS HLDGS       COMMON    G7127P100      3        92     SH          DEFINED     21       92        0        0
PLATINUM UNDERWRITERS HLDGS       COMMON    G7127P100     49       1285    SH          DEFINED      5       0         0      1285
PLATINUM UNDERWRITERS HLDGS       COMMON    G7127P100     683      18000   SH          DEFINED    5,14    18000       0        0
PLATINUM UNDERWRITERS HLDGS       COMMON    G7127P100     702      18500   SH          DEFINED      8     18500       0        0
PLATINUM UNDERWRITERS HLDGS       COMMON    G7127P100     201      5300    SH          DEFINED    8,17     5300       0        0
PLATO LEARNING INC                COMMON    72764Y100     80       18900   SH          DEFINED     14      3600       0      15300
PLATO LEARNING INC                COMMON    72764Y100     10       2300    SH          DEFINED    5,14     2300       0        0
PLAYBOY ENTERPRISES INC           COMMON    728117300     64       19788   SH          DEFINED     20     19788       0        0
PLEXUS CORP                       COMMON    729132100    1200      39925   SH          DEFINED     20     39925       0        0
PLUG POWER INC                    COMMON    72919P103    3836     5479914  SH          DEFINED     20    5479914      0        0
PLUM CREEK TIMBER CO INC          COMMON    729251108    1131      29329   SH          DEFINED    1,11      0         0      29329
PLUM CREEK TIMBER CO INC          COMMON    729251108    9705     251739   SH          DEFINED    1,14    251739      0        0
PLUM CREEK TIMBER CO INC          COMMON    729251108    25868    671019   SH          DEFINED     14     386158      0     284161
PLUM CREEK TIMBER CO INC          COMMON    729251108    15267    396038   SH          DEFINED     19     21425       0     374613
PLUM CREEK TIMBER CO INC          COMMON    729251108     277      7173    SH          DEFINED     20      7173       0        0
PLUM CREEK TIMBER CO INC          COMMON    729251108     249      6450    SH          DEFINED    20,14    6450       0        0
PLUM CREEK TIMBER CO INC          COMMON    729251108     10        269    SH          DEFINED     21      269        0        0
PLUM CREEK TIMBER CO INC          COMMON    729251108   189393    4912912  SH          DEFINED      3    4912912      0        0
PLUM CREEK TIMBER CO INC          COMMON    729251108     414      10733   SH          DEFINED      5     10589       0       144
PLUM CREEK TIMBER CO INC          COMMON    729251108    2317      60100   SH          DEFINED    5,14    60100       0        0
PMA CAPITAL  A                    COMMON    693419202     484      79900   SH          DEFINED     14     48900       0      31000
PMA CAPITAL  A                    COMMON    693419202     48       7895    SH          DEFINED     20      7895       0        0
PMA CAPITAL  A                    COMMON    693419202     56       9300    SH          DEFINED    5,14     9300       0        0
PMC-SIERRA INC                    COMMON    69344F106    8497     969975   SH          DEFINED      1     969975      0        0
PMC-SIERRA INC                    COMMON    69344F106     457      52126   SH          DEFINED      2     52126       0        0
PMC-SIERRA INC                    COMMON    69344F106    3929     448508   SH          DEFINED     20     448508      0        0
PMC-SIERRA INC                    COMMON    69344F106     112      12763   SH          DEFINED     21     12763       0        0
PMC-SIERRA INC                    COMMON    69344F106     29       3358    SH          DEFINED     8,2     3358       0        0
PMFG INC                          COMMON    69345P103     325      18922   SH          DEFINED     20     18922       0        0
PMI GROUP INC (THE)               COMMON    69344M101     382     146450   SH          DEFINED     20     146450      0        0
PMI GROUP INC (THE)               COMMON    69344M101     18       7044    SH          DEFINED     21      7044       0        0
PMI GROUP INC (THE)               COMMON    69344M101     32       12107   SH          DEFINED      5     12107       0        0
PNC FINANCIAL SERVICES GROUP      COMMON    693475105    64654    1196184  SH          DEFINED      1    1196184      0        0
PNC FINANCIAL SERVICES GROUP      COMMON    693475105     11        200    SH          DEFINED     13      200        0        0
PNC FINANCIAL SERVICES GROUP      COMMON    693475105    2132      39440   SH          DEFINED     14     32840       0      4200
PNC FINANCIAL SERVICES GROUP      COMMON    693475105     773      14300   SH          DEFINED    14,7      0         0      14300
PNC FINANCIAL SERVICES GROUP      COMMON    693475105     11        200    SH          DEFINED    17,14     0         0       200
PNC FINANCIAL SERVICES GROUP      COMMON    693475105     167      3098    SH          DEFINED     19       0         0      3098
PNC FINANCIAL SERVICES GROUP      COMMON    693475105    1424      26340   SH          DEFINED     20     26340       0        0
PNC FINANCIAL SERVICES GROUP      COMMON    693475105     69       1278    SH          DEFINED     21      1278       0        0
PNC FINANCIAL SERVICES GROUP      COMMON    693475105    1385      25624   SH          DEFINED      5     24305       0      1319
PNC FINANCIAL SERVICES GROUP      COMMON    693475105     329      6091    SH          DEFINED      7      6091       0        0
PNC FINANCIAL SERVICES GROUP      COMMON    693475105    16532    305860   SH          DEFINED      8     305860      0        0
PNM RESOURCES INC                 COMMON    69349H107     975      77974   SH          DEFINED     20     77974       0        0
PNM RESOURCES INC                 COMMON    69349H107      6        479    SH          DEFINED     21      479        0        0
POLARIS INDUSTRIES INC            COMMON    731068102    6607     149300   SH          DEFINED     14     103100      0      30800
POLARIS INDUSTRIES INC            COMMON    731068102    4118      93066   SH          DEFINED     20     93066       0        0
POLARIS INDUSTRIES INC            COMMON    731068102     74       1669    SH          DEFINED     21      1669       0        0
POLARIS INDUSTRIES INC            COMMON    731068102     133      3000    SH          DEFINED      5      3000       0        0
POLARIS INDUSTRIES INC            COMMON    731068102     13        300    SH          DEFINED    5,14     300        0        0
POLARIS INDUSTRIES INC            COMMON    731068102     429      9700    SH          DEFINED      8      9700       0        0
POLARIS INDUSTRIES INC            COMMON    731068102     124      2800    SH          DEFINED    8,17     2800       0        0
POLO RALPH LAUREN CORP            COMMON    731572103    15793    186328   SH          DEFINED      1     186328      0        0
POLO RALPH LAUREN CORP            COMMON    731572103     987      11639   SH          DEFINED    13,2      0         0      11639
POLO RALPH LAUREN CORP            COMMON    731572103     111      1308    SH          DEFINED     19      1000       0       308
POLO RALPH LAUREN CORP            COMMON    731572103    8766     103424   SH          DEFINED     20     103424      0        0
POLO RALPH LAUREN CORP            COMMON    731572103     13        159    SH          DEFINED     21      159        0        0
POLO RALPH LAUREN CORP            COMMON    731572103     398      4700    SH          DEFINED      5      4700       0        0
POLO RALPH LAUREN CORP            COMMON    731572103     212      2500    SH          DEFINED      7      2500       0        0
POLYCOM INC                       COMMON    73172K104    52249    2065981  SH          DEFINED      1    2065981      0        0
POLYCOM INC                       COMMON    73172K104    1129      44643   SH          DEFINED    17,1    44643       0        0
POLYCOM INC                       COMMON    73172K104    13479    532994   SH          DEFINED      2     532994      0        0
POLYCOM INC                       COMMON    73172K104     287      11342   SH          DEFINED     20     11342       0        0
POLYCOM INC                       COMMON    73172K104     320      12650   SH          DEFINED      5      3350       0      9300
POLYONE CORPORATION               COMMON    73179P106    1299     162360   SH          DEFINED     20     162360      0        0
POLYONE CORPORATION               COMMON    73179P106     12       1525    SH          DEFINED     21      1525       0        0
POLYPORE INTERNATIONAL INC        COMMON    73179V103    1705     142201   SH          DEFINED     20     142201      0        0
POLYPORE INTERNATIONAL INC        COMMON    73179V103     39       3266    SH          DEFINED     21      3266       0        0
POOL CORP                         COMMON    73278L105    8559     438024   SH          DEFINED      1     438024      0        0
POOL CORP                         COMMON    73278L105    4924     252000   SH          DEFINED     1,3    252000      0        0
POOL CORP                         COMMON    73278L105     960      49110   SH          DEFINED     14     35910       0      6800
POOL CORP                         COMMON    73278L105    8225     420947   SH          DEFINED      2     420947      0        0
POOL CORP                         COMMON    73278L105     152      7795    SH          DEFINED     20      7795       0        0
POOL CORP                         COMMON    73278L105    19735    1010000  SH          DEFINED      3    1010000      0        0
POPULAR INC                       COMMON    733174106     39       17110   SH          DEFINED     14     14510       0      2600
POPULAR INC                       COMMON    733174106     221      96928   SH          DEFINED     20     96928       0        0
POPULAR INC                       COMMON    733174106     13       5806    SH          DEFINED     21      5806       0        0
PORTFOLIO RECOVERY ASSOCIATE      COMMON    73640Q105     145      3000    SH          DEFINED     19       0         0      3000
PORTFOLIO RECOVERY ASSOCIATE      COMMON    73640Q105     90       1853    SH          DEFINED     20      1853       0        0
PORTLAND GENERAL ELECTRIC CO      COMMON    736508847    9672     484090   SH          DEFINED      1     484090      0        0
PORTLAND GENERAL ELECTRIC CO      COMMON    736508847    13243    662820   SH          DEFINED     20     662820      0        0
PORTLAND GENERAL ELECTRIC CO      COMMON    736508847      6        286    SH          DEFINED     21      286        0        0
PORTLAND GENERAL ELECTRIC CO      COMMON    736508847      5        250    SH          DEFINED      5      250        0        0
PORTUGAL TELECOM SGPS ADR         COMMON    737273102      1        59     SH          DEFINED     11       59        0        0
PORTUGAL TELECOM SGPS ADR         COMMON    737273102     19       1548    SH          DEFINED     19       0         0      1548
PORTUGAL TELECOM SGPS ADR         COMMON    737273102    7902     644507   SH          DEFINED     20     644507      0        0
POSCO ADR                         COMMON    693483109    30998    228697   SH          DEFINED     11     161824      0      66873
POSCO ADR                         COMMON    693483109     616      4548    SH          DEFINED     14      4548       0        0
POSCO ADR                         COMMON    693483109     20        150    SH          DEFINED     19       0         0       150
POSCO ADR                         COMMON    693483109    49248    363348   SH          DEFINED     20     363348      0        0
POSCO ADR                         COMMON    693483109      1         8     SH          DEFINED      5       8         0        0
POST PROPERTIES INC REIT          COMMON    737464107     314      16345   SH          DEFINED     20     16345       0        0
POST PROPERTIES INC REIT          COMMON    737464107     45       2348    SH          DEFINED      5      2348       0        0
POTASH CORP OF SASKATCHEWAN       COMMON    73755L107     276      2540    SH          DEFINED     19      2315       0       225
POTASH CORP OF SASKATCHEWAN       COMMON    73755L107    4911      41835   SH          DEFINED     20     41835       0        0
POTASH CORP OF SASKATCHEWAN       COMMON    73755L107      2        15     SH          DEFINED     21       15        0        0
POTASH CORP OF SASKATCHEWAN       COMMON    73755L107    24931    212400   SH          DEFINED      3     212400      0        0
POTASH CORP OF SASKATCHEWAN       COMMON    73755L107     18        155    SH          DEFINED     3,1     155        0        0
POTASH CORP OF SASKATCHEWAN       COMMON    73755L107      7        65     SH          DEFINED      4       65        0        0
POTASH CORP OF SASKATCHEWAN       COMMON    73755L107    1715      15810   SH          DEFINED      5     15810       0        0
POTASH CORP OF SASKATCHEWAN       COMMON    73755L107     604      5150    SH          DEFINED      7      5150       0        0
POTLATCH CORP                     COMMON    737630103    1944      60230   SH          DEFINED     20     60230       0        0
POTLATCH CORP                     COMMON    737630103     49       1530    SH          DEFINED    20,14    1530       0        0
POTLATCH CORP                     COMMON    737630103      4        110    SH          DEFINED     21      110        0        0
POTLATCH CORP                     COMMON    737630103     68       2106    SH          DEFINED      5       0         0      2106
POWELL INDUSTRIES INC             COMMON    739128106     556      17300   SH          DEFINED     14      3300       0      14000
POWELL INDUSTRIES INC             COMMON    739128106     490      15254   SH          DEFINED     20     15254       0        0
POWELL INDUSTRIES INC             COMMON    739128106     67       2100    SH          DEFINED    5,14     2100       0        0
POWER INTEGRATIONS INC            COMMON    739276103    9828     270959   SH          DEFINED      1     270959      0        0
POWER INTEGRATIONS INC            COMMON    739276103    9385     258751   SH          DEFINED      2     258751      0        0
POWER INTEGRATIONS INC            COMMON    739276103    5135     141566   SH          DEFINED     20     141566      0        0
POWER INTEGRATIONS INC            COMMON    739276103     137      3783    SH          DEFINED     21      3783       0        0
POWER INTEGRATIONS INC            COMMON    739276103     240      6625    SH          DEFINED      5       0         0      6625
POWER-ONE INC                     COMMON    739308104     159      35294   SH          DEFINED     20     35294       0        0
POWERSECURE INTERNATIONAL IN      COMMON    73936N105     74       9918    SH          DEFINED     20      9918       0        0
POWERSHARES 1-30 LADDERED TP E    COMMON    73936T524    10666    398895   SH          DEFINED    1,11    398895      0        0
POWERSHARES 1-30 LADDERED TP E    COMMON    73936T524    2094      78323   SH          DEFINED     20     78323       0        0
POWERSHARES BUYB ACHIEVERS ETF    COMMON    73935X286    2286     108490   SH          DEFINED      3     108490      0        0
POWERSHARES CLEANTECH PORTFO E    COMMON    73935X278     94       3820    SH          DEFINED     19       0         0      3820
POWERSHARES DB AGRICULTURE ETF    COMMON    73936B408     94       3500    SH          DEFINED     19       0         0      3500
POWERSHARES DB COMMODITY IND E    COMMON    73935S105    1950      79200   SH          DEFINED     19      1000       0      78200
POWERSHARES DB COMMODITY IND E    COMMON    73935S105     47       1900    SH          DEFINED      5      1900       0        0
POWERSHARES DB G10 CURR HARV E    COMMON    73935Y102     63       2676    SH          DEFINED     20      2676       0        0
POWERSHARES DB GOLD FUND ETF      COMMON    73936B606    32485    809300   SH          DEFINED     14     809300      0        0
POWERSHARES DB GOLD FUND ETF      COMMON    73936B606     84       2100    SH          DEFINED     20      2100       0        0
POWERSHARES DB GOLD FUND ETF      COMMON    73936B606    1619      40325   SH          DEFINED      5      3925       0      36400
POWERSHARES DB OIL FUND ETF       COMMON    73936B507     426      15450   SH          DEFINED     19     13250       0      2200
POWERSHARES DB OIL FUND ETF       COMMON    73936B507     25        914    SH          DEFINED     20      914        0        0
POWERSHARES DB PREC METALS ETF    COMMON    73936B200     185      4900    SH          DEFINED     19      2500       0      2400
POWERSHARES DYN BASIC MATERI E    COMMON    73935X427     164      5780    SH          DEFINED     19       0         0      5780
POWERSHARES DYN BIOTECH&GENO E    COMMON    73935X856     133      8000    SH          DEFINED     19       0         0      8000
POWERSHARES DYN ENRG EXP PRO E    COMMON    73935X658     86       5215    SH          DEFINED     19       0         0      5215
POWERSHARES DYN L/C GROWTH ETF    COMMON    73935X609    1615     110833   SH          DEFINED     20     110833      0        0
POWERSHARES DYN L/C GROWTH ETF    COMMON    73935X609     51       3500    SH          DEFINED      5      3500       0        0
POWERSHARES DYN L/C VALUE ETF     COMMON    73935X708    1031      60880   SH          DEFINED     20     60880       0        0
POWERSHARES DYN LARGE CAP ETF     COMMON    73935X450    1439      66394   SH          DEFINED     20     66394       0        0
POWERSHARES DYN M/C GROWTH ETF    COMMON    73935X807     850      50700   SH          DEFINED     20     50700       0        0
POWERSHARES DYN M/C VALUE ETF     COMMON    73935X880    1025      73760   SH          DEFINED     20     73760       0        0
POWERSHARES DYN MAGNIQUANT ETF    COMMON    73935X468     184      8920    SH          DEFINED     19       0         0      8920
POWERSHARES DYN MID CAP ETF       COMMON    73935X443      3        130    SH          DEFINED      5      130        0        0
POWERSHARES DYN OIL & GAS SV E    COMMON    73935X625     98       5800    SH          DEFINED     19       0         0      5800
POWERSHARES DYN OIL & GAS SV E    COMMON    73935X625     32       1865    SH          DEFINED      5      1865       0        0
POWERSHARES DYN PHARMACEUTIC E    COMMON    73935X799     123      6600    SH          DEFINED     19       0         0      6600
POWERSHARES DYN S/C GROWTH ETF    COMMON    73935X872     269      20571   SH          DEFINED     20     20571       0        0
POWERSHARES DYN S/C VALUE ETF     COMMON    73935X864     435      33248   SH          DEFINED     20     33248       0        0
POWERSHARES DYN UTILITIES PT E    COMMON    73935X591     135      8945    SH          DEFINED     19       0         0      8945
POWERSHARES DYNAMIC MKT PORT E    COMMON    73935X104     224      5890    SH          DEFINED     19       0         0      5890
POWERSHARES EM MAR SOV DE PT E    COMMON    73936T573    4628     180850   SH          DEFINED    1,11    180850      0        0
POWERSHARES EM MAR SOV DE PT E    COMMON    73936T573    1784      69699   SH          DEFINED     19      3000       0      66699
POWERSHARES EM MAR SOV DE PT E    COMMON    73936T573     280      10957   SH          DEFINED     20     10957       0        0
POWERSHARES FTSE RAFE DEV EX M    COMMON    73936T771    4268     195260   SH          DEFINED    1,11    195260      0        0
POWERSHARES FTSE RAFE DEV EX M    COMMON    73936T771    1202      54993   SH          DEFINED     20     54993       0        0
POWERSHARES FTSE RAFE EMRGIN M    COMMON    73936T763    3393     141795   SH          DEFINED    1,11    141795      0        0
POWERSHARES FTSE RAFE EMRGIN M    COMMON    73936T763     144      6000    SH          DEFINED     19       0         0      6000
POWERSHARES FTSE RAFE EMRGIN M    COMMON    73936T763    1625      67900   SH          DEFINED      3     67900       0        0
POWERSHARES FTSE RAFE EMRGIN M    COMMON    73936T763    1217      50850   SH          DEFINED     3,1    50850       0        0
POWERSHARES FTSE RAFI ASIA        COMMON    73936T854    3740      76710   SH          DEFINED    1,11    76710       0        0
POWERSHARES FTSE RAFI ASIA        COMMON    73936T854     377      7741    SH          DEFINED     20      7741       0        0
POWERSHARES FTSE RAFI ASIA        COMMON    73936T854      3        70     SH          DEFINED      5       70        0        0
POWERSHARES FTSE RAFI DEVELO E    COMMON    73936T789    1801      46267   SH          DEFINED     20     46267       0        0
POWERSHARES FTSE RAFI EUROPE E    COMMON    73936T755    3697     100420   SH          DEFINED    1,11    100420      0        0
POWERSHARES FTSE RAFI JAPAN       COMMON    73936T698     101      2723    SH          DEFINED     20      2723       0        0
POWERSHARES FTSE RAFI US 150 E    COMMON    73935X567    3578      69270   SH          DEFINED    1,11    69270       0        0
POWERSHARES FTSE RAFI US 150 E    COMMON    73935X567     10        200    SH          DEFINED     19       0         0       200
POWERSHARES FTSE RAFI US 150 E    COMMON    73935X567      3        65     SH          DEFINED      5       65        0        0
POWERSHARES FTSE RAFI US 1K ET    COMMON    73935X583    5538     112975   SH          DEFINED    1,11    112975      0        0
POWERSHARES FTSE RAFI US 1K ET    COMMON    73935X583    5290     107905   SH          DEFINED     20     107905      0        0
POWERSHARES FTSE RAFI US 1K ET    COMMON    73935X583    2492      50840   SH          DEFINED      3     50840       0        0
POWERSHARES GBL CLEAN ENERGY E    COMMON    73936T615     59       3400    SH          DEFINED     19       0         0      3400
POWERSHARES GBL CLEAN ENERGY E    COMMON    73936T615     637      36803   SH          DEFINED     3,1    36803       0        0
POWERSHARES GLD DRG H USX CH E    COMMON    73935X401    3195     125150   SH          DEFINED     19      9300       0     115850
POWERSHARES GLD DRG H USX CH E    COMMON    73935X401     558      21875   SH          DEFINED     3,1    21875       0        0
POWERSHARES GLOBAL AGRICULTURE    COMMON    73936Q702     553      19638   SH          DEFINED     3,1    19638       0        0
POWERSHARES GLOBAL EMERGING IN    COMMON    73937B209      4        100    SH          DEFINED     19       0         0       100
POWERSHARES GLOBAL GOLD & PREC    COMMON    73936Q876     589      14758   SH          DEFINED     3,1    14758       0        0
POWERSHARES GLOBAL LISTED PRIV    COMMON    73935X195     18       2000    SH          DEFINED      5      2000       0        0
POWERSHARES GLOBAL WATER POR E    COMMON    73936T623     37       2000    SH          DEFINED     19       0         0      2000
POWERSHARES GLOBAL WATER POR E    COMMON    73936T623     418      22451   SH          DEFINED     3,1    22451       0        0
POWERSHARES GLOBAL WATER PT ET    COMMON    73935X575     194      11500   SH          DEFINED     19      3000       0      8500
POWERSHARES H/Y CORP BD PORT M    COMMON    73936T557    3316     181780   SH          DEFINED    1,11    181780      0        0
POWERSHARES INDIA PORTFOLIO MF    COMMON    73935L100     93       4200    SH          DEFINED     19       0         0      4200
POWERSHARES INDIA PORTFOLIO MF    COMMON    73935L100    10152    460000   SH          DEFINED      8     460000      0        0
POWERSHARES INTER DVD ACHIEV E    COMMON    73935X716    60225    4211514  SH          DEFINED      1    4211514      0        0
POWERSHARES INTER DVD ACHIEV E    COMMON    73935X716     154      10800   SH          DEFINED     19       0         0      10800
POWERSHARES INTER DVD ACHIEV E    COMMON    73935X716    2694     188373   SH          DEFINED      3     188373      0        0
POWERSHARES NASDAQ OMX CLEAN E    COMMON    73937B308     15        970    SH          DEFINED      5      970        0        0
POWERSHARES QQQ NASDAQ 100 ETF    COMMON    73935A104    2846      62207   SH          DEFINED     19      489        0      61718
POWERSHARES QQQ NASDAQ 100 ETF    COMMON    73935A104     343      7500    SH          DEFINED      5       0         0      7500
POWERSHARES VALUE LINE TIME ET    COMMON    73935X682     56       5000    SH          DEFINED     19       0         0      5000
POWERSHARES VRDO TAX-FREE WK E    COMMON    73936T433    3725     149000   SH          DEFINED     19       0         0     149000
POWERSHARES WILDERH CLEAN EN E    COMMON    73935X500     285      25950   SH          DEFINED     19       0         0      25950
POWERSHARES WILDERH CLEAN EN E    COMMON    73935X500     45       4100    SH          DEFINED      5      4100       0        0
POWERSHARES WILDERHILL PROGR E    COMMON    73935X161     306      13015   SH          DEFINED     19       0         0      13015
POWERSHARES ZACKS MICRO CAP ET    COMMON    73935X740     190      19438   SH          DEFINED     20     19438       0        0
POWERSHARES ZACKS S-C PTFL ETF    COMMON    73935X674     35       2000    SH          DEFINED     19       0         0      2000
POWERWAVE TECHNOLOGIES INC        COMMON    739363109     350     257700   SH          DEFINED     14     170000      0      87700
POWERWAVE TECHNOLOGIES INC        COMMON    739363109     211     154808   SH          DEFINED     20     154808      0        0
POWERWAVE TECHNOLOGIES INC        COMMON    739363109      0        329    SH          DEFINED      5       0         0       329
POWERWAVE TECHNOLOGIES INC        COMMON    739363109     43       31600   SH          DEFINED    5,14    31600       0        0
POZEN INC                         COMMON    73941U102     90       14819   SH          DEFINED     20     14819       0        0
PPG INDUSTRIES INC                COMMON    693506107    22839    376639   SH          DEFINED      1     376639      0        0
PPG INDUSTRIES INC                COMMON    693506107     646      10650   SH          DEFINED     14      7350       0      1800
PPG INDUSTRIES INC                COMMON    693506107     467      7700    SH          DEFINED    14,7      0         0      7700
PPG INDUSTRIES INC                COMMON    693506107     106      1750    SH          DEFINED     19      1750       0        0
PPG INDUSTRIES INC                COMMON    693506107    9549     157477   SH          DEFINED     20     157477      0        0
PPG INDUSTRIES INC                COMMON    693506107     28        458    SH          DEFINED     21      458        0        0
PPG INDUSTRIES INC                COMMON    693506107     269      4437    SH          DEFINED      5      4358       0       79
PPG INDUSTRIES INC                COMMON    693506107     182      3003    SH          DEFINED      7      3003       0        0
PPG INDUSTRIES INC                COMMON    693506107    2248      37076   SH          DEFINED      8      8547     28529      0
PPL CORPORATION                   COMMON    69351T106    31204    973591   SH          DEFINED      1     973591      0        0
PPL CORPORATION                   COMMON    69351T106     80       2490    SH          DEFINED     19       0         0      2490
PPL CORPORATION                   COMMON    69351T106    1863      58131   SH          DEFINED     20     58131       0        0
PPL CORPORATION                   COMMON    69351T106     23        703    SH          DEFINED     21      703        0        0
PPL CORPORATION                   COMMON    69351T106     13        414    SH          DEFINED      5       0         0       414
PPL CORPORATION                   COMMON    69351T106     117      3664    SH          DEFINED      7      3664       0        0
PRAXAIR INC                       COMMON    74005P104    3873      48385   SH          DEFINED      1     48385       0        0
PRAXAIR INC                       COMMON    74005P104      1        12     SH          DEFINED     11       12        0        0
PRAXAIR INC                       COMMON    74005P104     404      5045    SH          DEFINED     14      4845       0        0
PRAXAIR INC                       COMMON    74005P104    25911    323732   SH          DEFINED     19     62912       0     260820
PRAXAIR INC                       COMMON    74005P104    8903     111235   SH          DEFINED     20     111235      0        0
PRAXAIR INC                       COMMON    74005P104     26        331    SH          DEFINED     21      331        0        0
PRAXAIR INC                       COMMON    74005P104    5827      72800   SH          DEFINED      3     72800       0        0
PRAXAIR INC                       COMMON    74005P104    15560    194400   SH          DEFINED      5     154894      0      39506
PRAXAIR INC                       COMMON    74005P104     498      6224    SH          DEFINED      7      6224       0        0
PRAXAIR INC                       COMMON    74005P104    12735    159103   SH          DEFINED      8     159103      0        0
PRECISION CASTPARTS CORP          COMMON    740189105    45045    393609   SH          DEFINED      1     393609      0        0
PRECISION CASTPARTS CORP          COMMON    740189105    6807      59483   SH          DEFINED     19     29322       0      30161
PRECISION CASTPARTS CORP          COMMON    740189105    8782      76740   SH          DEFINED     20     76740       0        0
PRECISION CASTPARTS CORP          COMMON    740189105     15        130    SH          DEFINED     21      130        0        0
PRECISION CASTPARTS CORP          COMMON    740189105    16690    145838   SH          DEFINED      4     145838      0        0
PRECISION CASTPARTS CORP          COMMON    740189105    2683      23446   SH          DEFINED      5     15865       0      7581
PRECISION CASTPARTS CORP          COMMON    740189105     98        860    SH          DEFINED      7      860        0        0
PRECISION DRILLING TRUST          COMMON    740215108    73403    8871841  SH          DEFINED      3    8871841      0        0
PREFORMED LINE PRODUCTS CO        COMMON    740444104     18        402    SH          DEFINED     20      402        0        0
PREPAID LEGAL SERVICES INC        COMMON    740065107     280      6500    SH          DEFINED     14      1200       0      5300
PREPAID LEGAL SERVICES INC        COMMON    740065107     43       1000    SH          DEFINED     20      1000       0        0
PREPAID LEGAL SERVICES INC        COMMON    740065107     51       1175    SH          DEFINED      5       0         0      1175
PREPAID LEGAL SERVICES INC        COMMON    740065107     34        800    SH          DEFINED    5,14     800        0        0
PRESIDENTIAL LIFE CORP            COMMON    740884101     78       8585    SH          DEFINED     20      8585       0        0
PRESSTEK INC                      COMMON    741113104      1        282    SH          DEFINED     20      282        0        0
PRESTIGE BRANDS HOLDINGS INC      COMMON    74112D101     529      66700   SH          DEFINED     14     40700       0      26000
PRESTIGE BRANDS HOLDINGS INC      COMMON    74112D101    2446     308463   SH          DEFINED     20     308463      0        0
PRESTIGE BRANDS HOLDINGS INC      COMMON    74112D101     41       5200    SH          DEFINED    5,14     5200       0        0
PRG-SCHULTZ INTERNATIONAL         COMMON    69357C503     195      32300   SH          DEFINED     14      6200       0      26100
PRG-SCHULTZ INTERNATIONAL         COMMON    69357C503     98       16165   SH          DEFINED     20     16165       0        0
PRG-SCHULTZ INTERNATIONAL         COMMON    69357C503     24       3900    SH          DEFINED    5,14     3900       0        0
PRICELINE COM INC                 COMMON    741503403    29597    130638   SH          DEFINED      1     130638      0        0
PRICELINE COM INC                 COMMON    741503403      1         4     SH          DEFINED     11       4         0        0
PRICELINE COM INC                 COMMON    741503403    1371      6050    SH          DEFINED     14       0         0        0
PRICELINE COM INC                 COMMON    741503403     359      1585    SH          DEFINED     19      423        0      1162
PRICELINE COM INC                 COMMON    741503403    1104      4873    SH          DEFINED      2      4873       0        0
PRICELINE COM INC                 COMMON    741503403   124596    549949   SH          DEFINED     20     549949      0        0
PRICELINE COM INC                 COMMON    741503403    4288      18926   SH          DEFINED     21     18926       0        0
PRICELINE COM INC                 COMMON    741503403    6152      27156   SH          DEFINED      5     19818       0      7338
PRICELINE COM INC                 COMMON    741503403     71        314    SH          DEFINED     8,2     314        0        0
PRICESMART INC                    COMMON    741511109      2        76     SH          DEFINED     19       0         0       76
PRICESMART INC                    COMMON    741511109     67       3298    SH          DEFINED     20      3298       0        0
PRIDE INTERNATIONAL INC           COMMON    74153Q102    5374     163694   SH          DEFINED     20     163694      0        0
PRIDE INTERNATIONAL INC           COMMON    74153Q102     22        681    SH          DEFINED     21      681        0        0
PRIDE INTERNATIONAL INC           COMMON    74153Q102     138      4200    SH          DEFINED      7      4200       0        0
PRIMORIS SERVICES CORP            COMMON    74164F103      1        101    SH          DEFINED     20      101        0        0
PRIMUS GUARANTY LTD               COMMON    G72457107     126      41400   SH          DEFINED     14      8000       0      33400
PRIMUS GUARANTY LTD               COMMON    G72457107     16       5400    SH          DEFINED    5,14     5400       0        0
PRINCETON REVIEW INC              COMMON    742352107      1        195    SH          DEFINED     20      195        0        0
PRINCIPAL FINANCIAL GROUP         COMMON    74251V102      8        300    SH          DEFINED     13      300        0        0
PRINCIPAL FINANCIAL GROUP         COMMON    74251V102     886      34610   SH          DEFINED     14     28910       0      3700
PRINCIPAL FINANCIAL GROUP         COMMON    74251V102     479      18700   SH          DEFINED    14,7      0         0      18700
PRINCIPAL FINANCIAL GROUP         COMMON    74251V102      8        300    SH          DEFINED    17,14     0         0       300
PRINCIPAL FINANCIAL GROUP         COMMON    74251V102      1        55     SH          DEFINED     19       25        0       30
PRINCIPAL FINANCIAL GROUP         COMMON    74251V102    2477      96811   SH          DEFINED     20     96811       0        0
PRINCIPAL FINANCIAL GROUP         COMMON    74251V102     79       3090    SH          DEFINED     21      3090       0        0
PRINCIPAL FINANCIAL GROUP         COMMON    74251V102     420      16427   SH          DEFINED      5      1604       0      14823
PRINCIPAL FINANCIAL GROUP         COMMON    74251V102     111      4330    SH          DEFINED      7      4330       0        0
PRIVATEBANCORP INC                COMMON    742962103     66       7441    SH          DEFINED     20      7441       0        0
PROASSURANCE CORP                 COMMON    74267C106    11527    214504   SH          DEFINED      1     214504      0        0
PROASSURANCE CORP                 COMMON    74267C106    11127    207047   SH          DEFINED      2     207047      0        0
PROASSURANCE CORP                 COMMON    74267C106     164      3052    SH          DEFINED     20      3052       0        0
PROASSURANCE CORP                 COMMON    74267C106     86       1595    SH          DEFINED      5       0         0      1595
PROCTER & GAMBLE CO               COMMON    742718109    33121    541726   SH          DEFINED      1     541726      0        0
PROCTER & GAMBLE CO               COMMON    742718109    7019     114800   SH          DEFINED    1,14    114800      0        0
PROCTER & GAMBLE CO               COMMON    742718109    1182      19337   SH          DEFINED     1,8    19337       0        0
PROCTER & GAMBLE CO               COMMON    742718109    2024      33100   SH          DEFINED     10     33100       0        0
PROCTER & GAMBLE CO               COMMON    742718109    2586      42300   SH          DEFINED    10,14   42300       0        0
PROCTER & GAMBLE CO               COMMON    742718109     769      12579   SH          DEFINED     11     12579       0        0
PROCTER & GAMBLE CO               COMMON    742718109      6        100    SH          DEFINED     13      100        0        0
PROCTER & GAMBLE CO               COMMON    742718109   189647    3101846  SH          DEFINED     14    2170796      0     843650
PROCTER & GAMBLE CO               COMMON    742718109    4977      81400   SH          DEFINED    14,13     0         0      81400
PROCTER & GAMBLE CO               COMMON    742718109    15841    259100   SH          DEFINED    14,7      0         0     259100
PROCTER & GAMBLE CO               COMMON    742718109     504      8247    SH          DEFINED     16      8247       0        0
PROCTER & GAMBLE CO               COMMON    742718109    1406      23000   SH          DEFINED    17,14     0         0       100
PROCTER & GAMBLE CO               COMMON    742718109     326      5324    SH          DEFINED     18      5324       0        0
PROCTER & GAMBLE CO               COMMON    742718109    60093    982883   SH          DEFINED     19     183452      0     799431
PROCTER & GAMBLE CO               COMMON    742718109    15974    261272   SH          DEFINED     20     261272      0        0
PROCTER & GAMBLE CO               COMMON    742718109     385      6289    SH          DEFINED     21      6289       0        0
PROCTER & GAMBLE CO               COMMON    742718109    15664    256200   SH          DEFINED      3     256200      0        0
PROCTER & GAMBLE CO               COMMON    742718109    25301    413818   SH          DEFINED      5     327804      0      86014
PROCTER & GAMBLE CO               COMMON    742718109    11170    182700   SH          DEFINED    5,14    182700      0        0
PROCTER & GAMBLE CO               COMMON    742718109    1339      21900   SH          DEFINED      6     21900       0        0
PROCTER & GAMBLE CO               COMMON    742718109    8127     132925   SH          DEFINED      7     132925      0        0
PROCTER & GAMBLE CO               COMMON    742718109    41334    676059   SH          DEFINED      8     632758    43301      0
PROCTER & GAMBLE CO               COMMON    742718109    11421    186800   SH          DEFINED    8,14    186800      0        0
PROCTER & GAMBLE CO               COMMON    742718109    3132      51220   SH          DEFINED      9     51220       0        0
PROCTER & GAMBLE CO               COMMON    742718109    2336      38200   SH          DEFINED    9,14      0         0      38200
PROGENICS PHARMACEUTICALS         COMMON    743187106      1        242    SH          DEFINED     20      242        0        0
PROGRESS ENERGY INC               COMMON    743263105     510      12626   SH          DEFINED     19       0         0      12626
PROGRESS ENERGY INC               COMMON    743263105    5224     129201   SH          DEFINED     20     129201      0        0
PROGRESS ENERGY INC               COMMON    743263105     33        824    SH          DEFINED     21      824        0        0
PROGRESS ENERGY INC               COMMON    743263105     686      16956   SH          DEFINED      5     16551       0       405
PROGRESS ENERGY INC               COMMON    743263105     216      5353    SH          DEFINED      7      5353       0        0
PROGRESS ENERGY INC-CVO RT        COMMON    743263AA3      0        421    SH          DEFINED     19       0         0       421
PROGRESS SOFTWARE CORP            COMMON    743312100     622      20700   SH          DEFINED     14      4600       0      16100
PROGRESS SOFTWARE CORP            COMMON    743312100    2935      97685   SH          DEFINED     20     97685       0        0
PROGRESS SOFTWARE CORP            COMMON    743312100     484      16100   SH          DEFINED      8     16100       0        0
PROGRESS SOFTWARE CORP            COMMON    743312100     138      4600    SH          DEFINED    8,17     4600       0        0
PROGRESSIVE CORP                  COMMON    743315103   226699    1.3E+07  SH          DEFINED      1    12615417     0        0
PROGRESSIVE CORP                  COMMON    743315103     212      11800   SH          DEFINED    1,14    11800       0        0
PROGRESSIVE CORP                  COMMON    743315103     360      20010   SH          DEFINED     14     14010       0      2900
PROGRESSIVE CORP                  COMMON    743315103     370      20600   SH          DEFINED    14,7      0         0      20600
PROGRESSIVE CORP                  COMMON    743315103     20       1100    SH          DEFINED     19       0         0      1100
PROGRESSIVE CORP                  COMMON    743315103    7941     441927   SH          DEFINED     20     441927      0        0
PROGRESSIVE CORP                  COMMON    743315103     32       1804    SH          DEFINED     21      1804       0        0
PROGRESSIVE CORP                  COMMON    743315103    14798    823456   SH          DEFINED      4     823456      0        0
PROGRESSIVE CORP                  COMMON    743315103     139      7740    SH          DEFINED      5      5200       0      2540
PROGRESSIVE CORP                  COMMON    743315103     109      6088    SH          DEFINED      7      6088       0        0
PROGRESSIVE CORP                  COMMON    743315103     552      30691   SH          DEFINED      8     30691       0        0
PROLOGIS                          COMMON    743410102    3258     236979   SH          DEFINED    1,11      0         0     236979
PROLOGIS                          COMMON    743410102    36020    2619652  SH          DEFINED    1,14   2619652      0        0
PROLOGIS                          COMMON    743410102     67       4900    SH          DEFINED     11      4900       0        0
PROLOGIS                          COMMON    743410102    84186    6122618  SH          DEFINED     14    2946144      0     2918474
PROLOGIS                          COMMON    743410102    1478     107500   SH          DEFINED    16,14   107500      0        0
PROLOGIS                          COMMON    743410102     663      48190   SH          DEFINED     19      6900       0      41290
PROLOGIS                          COMMON    743410102    2986     217177   SH          DEFINED    2,14    217177      0        0
PROLOGIS                          COMMON    743410102    1179      85752   SH          DEFINED     20     85752       0        0
PROLOGIS                          COMMON    743410102     160      11610   SH          DEFINED    20,14   11610       0        0
PROLOGIS                          COMMON    743410102     58       4201    SH          DEFINED     21      4201       0        0
PROLOGIS                          COMMON    743410102     224      16300   SH          DEFINED    3,14    16300       0        0
PROLOGIS                          COMMON    743410102      3        199    SH          DEFINED      5       0         0       199
PROLOGIS                          COMMON    743410102    6751     490950   SH          DEFINED    5,14    490950      0        0
PROLOGIS                          COMMON    743410102     67       4900    SH          DEFINED    6,14     4900       0        0
PROLOGIS                          COMMON    743410102    1857     135021   SH          DEFINED    8,14      0      135021      0
PROLOGIS 2.25 04-01-37            CONVERT   743410AQ5    9791     1.1E+07  SH          DEFINED     14       0         0     8900000
PROLOGIS 2.625 05-15-38           CONVERT   743410AS1      3       3000    SH          DEFINED      5      3000       0        0
PROSHARES ULTRASHORT 20+Y TR E    COMMON    74347R297    1765      35385   SH          DEFINED      5     35385       0        0
PROSPECT CAPITAL CORP             COMMON    74348T102    2652     219388   SH          DEFINED     20     219388      0        0
PROSPECT CAPITAL CORP             COMMON    74348T102     50       4135    SH          DEFINED     21      4135       0        0
PROSPERITY BANCSHARES INC         COMMON    743606105    3529      89150   SH          DEFINED     14     68450       0      11700
PROSPERITY BANCSHARES INC         COMMON    743606105     966      24400   SH          DEFINED    14,7      0         0      24400
PROSPERITY BANCSHARES INC         COMMON    743606105     786      19861   SH          DEFINED     20     19861       0        0
PROSPERITY BANCSHARES INC         COMMON    743606105     74       1865    SH          DEFINED      5       0         0      1865
PROTECTION ONE INC                COMMON    743663403      0        59     SH          DEFINED     20       59        0        0
PROTECTIVE LIFE CORP              COMMON    743674103    1431      83610   SH          DEFINED     14     71010       0      7200
PROTECTIVE LIFE CORP              COMMON    743674103     492      28739   SH          DEFINED     20     28739       0        0
PROTECTIVE LIFE CORP              COMMON    743674103     29       1720    SH          DEFINED     21      1720       0        0
PROTECTIVE LIFE CORP              COMMON    743674103    1553      90724   SH          DEFINED      5     90548       0       176
PROVIDENCE SERVICE CORP           COMMON    743815102     119      7431    SH          DEFINED     20      7431       0        0
PROVIDENT ENERGY TRUST            COMMON    74386K104     224      32043   SH          DEFINED      7     32043       0        0
PROVIDENT ENERGY TRUST-UTS        COMMON    74386K104     67       10000   SH          DEFINED     19       0         0      10000
PROVIDENT FINANCIAL SERVICES      COMMON    74386T105     438      42000   SH          DEFINED     14     42000       0        0
PROVIDENT FINANCIAL SERVICES      COMMON    74386T105     107      10274   SH          DEFINED     20     10274       0        0
PROVIDENT FINANCIAL SERVICES      COMMON    74386T105     52       5000    SH          DEFINED    5,14     5000       0        0
PROVIDENT NEW YORK BANCORP        COMMON    744028101     200      24400   SH          DEFINED     14     24400       0        0
PROVIDENT NEW YORK BANCORP        COMMON    744028101     930     113508   SH          DEFINED     20     113508      0        0
PROVIDENT NEW YORK BANCORP        COMMON    744028101     23       2800    SH          DEFINED    5,14     2800       0        0
PRUDENTIAL (LEH) CVT 3.0 11-17    CONVERT   524908PA2    1819     9575000  SH          DEFINED     14       0         0     8125000
PRUDENTIAL FINANCIAL INC          COMMON    744320102    3777      71555   SH          DEFINED      1     71555       0        0
PRUDENTIAL FINANCIAL INC          COMMON    744320102    2513      47600   SH          DEFINED    1,14    47600       0        0
PRUDENTIAL FINANCIAL INC          COMMON    744320102     575      10900   SH          DEFINED     10     10900       0        0
PRUDENTIAL FINANCIAL INC          COMMON    744320102    1003      19000   SH          DEFINED    10,14   19000       0        0
PRUDENTIAL FINANCIAL INC          COMMON    744320102     203      3849    SH          DEFINED     11      3849       0        0
PRUDENTIAL FINANCIAL INC          COMMON    744320102     48        900    SH          DEFINED     13      900        0        0
PRUDENTIAL FINANCIAL INC          COMMON    744320102    56234    1065240  SH          DEFINED     14     749440      0     273900
PRUDENTIAL FINANCIAL INC          COMMON    744320102    1409      26700   SH          DEFINED    14,13     0         0      26700
PRUDENTIAL FINANCIAL INC          COMMON    744320102    4593      87000   SH          DEFINED    14,7      0         0      87000
PRUDENTIAL FINANCIAL INC          COMMON    744320102     48        900    SH          DEFINED    17,14     0         0       900
PRUDENTIAL FINANCIAL INC          COMMON    744320102     13        250    SH          DEFINED     19       0         0       250
PRUDENTIAL FINANCIAL INC          COMMON    744320102    4118      78009   SH          DEFINED     20     78009       0        0
PRUDENTIAL FINANCIAL INC          COMMON    744320102     69       1300    SH          DEFINED    20,14    1300       0        0
PRUDENTIAL FINANCIAL INC          COMMON    744320102     203      3845    SH          DEFINED     21      3845       0        0
PRUDENTIAL FINANCIAL INC          COMMON    744320102     492      9325    SH          DEFINED      5      7947       0      1378
PRUDENTIAL FINANCIAL INC          COMMON    744320102    3189      60400   SH          DEFINED    5,14    60400       0        0
PRUDENTIAL FINANCIAL INC          COMMON    744320102    1592      30149   SH          DEFINED      7     30149       0        0
PRUDENTIAL FINANCIAL INC          COMMON    744320102    3843      72800   SH          DEFINED    8,14    72800       0        0
PRUDENTIAL FINANCIAL INC          COMMON    744320102     665      12600   SH          DEFINED    9,14      0         0      12600
PRUDENTIAL PLC ADR                COMMON    74435K204     686      33242   SH          DEFINED     20     33242       0        0
PRUDENTIAL PLC ADR                COMMON    74435K204      2        85     SH          DEFINED      5       85        0        0
PS BUSINESS PKS INC CALIF         COMMON    69360J107    2361      48000   SH          DEFINED     14     39800       0      8200
PS BUSINESS PKS INC CALIF         COMMON    69360J107     101      2057    SH          DEFINED     20      2057       0        0
PS BUSINESS PKS INC CALIF         COMMON    69360J107     53       1080    SH          DEFINED    20,14    1080       0        0
PS BUSINESS PKS INC CALIF         COMMON    69360J107     20        400    SH          DEFINED    5,14     400        0        0
PS BUSINESS PKS INC CALIF         COMMON    69360J107     403      8200    SH          DEFINED      8      8200       0        0
PS BUSINESS PKS INC CALIF         COMMON    69360J107     113      2300    SH          DEFINED    8,17     2300       0        0
PSS WORLD MED INC                 COMMON    69366A100    8772     392292   SH          DEFINED      1     392292      0        0
PSS WORLD MED INC                 COMMON    69366A100    8268     369773   SH          DEFINED      2     369773      0        0
PSS WORLD MED INC                 COMMON    69366A100    3093     138309   SH          DEFINED     20     138309      0        0
PSYCHIATRIC SOLUTIONS INC         COMMON    74439H108    18943    861051   SH          DEFINED      1     861051      0        0
PSYCHIATRIC SOLUTIONS INC         COMMON    74439H108     39       1750    SH          DEFINED     19       0         0      1750
PSYCHIATRIC SOLUTIONS INC         COMMON    74439H108    1407      63948   SH          DEFINED      2      6214       0      57734
PSYCHIATRIC SOLUTIONS INC         COMMON    74439H108     109      4967    SH          DEFINED     20      4967       0        0
PUBLIC SERVICE ENTERPRISE GROU    COMMON    744573106    9712     289047   SH          DEFINED      1     289047      0        0
PUBLIC SERVICE ENTERPRISE GROU    COMMON    744573106     60       1800    SH          DEFINED    10,14    1800       0        0
PUBLIC SERVICE ENTERPRISE GROU    COMMON    744573106    2922      86970   SH          DEFINED     14     77070       0      5400
PUBLIC SERVICE ENTERPRISE GROU    COMMON    744573106    1005      29900   SH          DEFINED    14,7      0         0      29900
PUBLIC SERVICE ENTERPRISE GROU    COMMON    744573106     74       2202    SH          DEFINED     19       0         0      2202
PUBLIC SERVICE ENTERPRISE GROU    COMMON    744573106    2168      64511   SH          DEFINED     20     64511       0        0
PUBLIC SERVICE ENTERPRISE GROU    COMMON    744573106     35       1042    SH          DEFINED     21      1042       0        0
PUBLIC SERVICE ENTERPRISE GROU    COMMON    744573106     74       2200    SH          DEFINED      5      1290       0       910
PUBLIC SERVICE ENTERPRISE GROU    COMMON    744573106     278      8276    SH          DEFINED      7      8276       0        0
PUBLIC SERVICE ENTERPRISE GROU    COMMON    744573106     413      12306   SH          DEFINED      8     12306       0        0
PUBLIC SERVICE ENTERPRISE GROU    COMMON    744573106     383      11400   SH          DEFINED    8,14    11400       0        0
PUBLIC STORAGE                    COMMON    74460D109     137      1700    SH          DEFINED      1      1700       0        0
PUBLIC STORAGE                    COMMON    74460D109    6987      86482   SH          DEFINED    1,11      0         0      86482
PUBLIC STORAGE                    COMMON    74460D109    75374    932958   SH          DEFINED    1,14    932958      0        0
PUBLIC STORAGE                    COMMON    74460D109     388      4800    SH          DEFINED     10      4800       0        0
PUBLIC STORAGE                    COMMON    74460D109     323      4000    SH          DEFINED    10,14    4000       0        0
PUBLIC STORAGE                    COMMON    74460D109     145      1800    SH          DEFINED     11      1800       0        0
PUBLIC STORAGE                    COMMON    74460D109     32        400    SH          DEFINED     13      400        0        0
PUBLIC STORAGE                    COMMON    74460D109   211935    2623287  SH          DEFINED     14    1389993      0     1125994
PUBLIC STORAGE                    COMMON    74460D109     953      11800   SH          DEFINED    14,13     0         0      11800
PUBLIC STORAGE                    COMMON    74460D109    2723      33700   SH          DEFINED    14,7      0         0      33700
PUBLIC STORAGE                    COMMON    74460D109    3232      40000   SH          DEFINED    16,14   40000       0        0
PUBLIC STORAGE                    COMMON    74460D109     32        400    SH          DEFINED    17,14     0         0       400
PUBLIC STORAGE                    COMMON    74460D109     185      2288    SH          DEFINED     19       0         0      2288
PUBLIC STORAGE                    COMMON    74460D109    6520      80700   SH          DEFINED    2,14    80700       0        0
PUBLIC STORAGE                    COMMON    74460D109     335      4150    SH          DEFINED     20      4150       0        0
PUBLIC STORAGE                    COMMON    74460D109     631      7810    SH          DEFINED    20,14    7810       0        0
PUBLIC STORAGE                    COMMON    74460D109     12        147    SH          DEFINED     21      147        0        0
PUBLIC STORAGE                    COMMON    74460D109     493      6100    SH          DEFINED    3,14     6100       0        0
PUBLIC STORAGE                    COMMON    74460D109     36        446    SH          DEFINED      5      377        0       69
PUBLIC STORAGE                    COMMON    74460D109    17652    218490   SH          DEFINED    5,14    218490      0        0
PUBLIC STORAGE                    COMMON    74460D109     145      1800    SH          DEFINED    6,14     1800       0        0
PUBLIC STORAGE                    COMMON    74460D109    5096      63072   SH          DEFINED    8,14    12600     50472      0
PUBLIC STORAGE                    COMMON    74460D109     444      5500    SH          DEFINED    9,14      0         0      5500
PUBLIC STORAGE DEP SH CL A        COMMON    74460D729    3161     124800   SH          DEFINED    1,14    124800      0        0
PUDA COAL INC                     COMMON    744674300     240      32689   SH          DEFINED     20     32689       0        0
PULTE HOMES INC                   COMMON    745867101     58       5600    SH          DEFINED     11      5600       0        0
PULTE HOMES INC                   COMMON    745867101      4        380    SH          DEFINED     19       55        0       325
PULTE HOMES INC                   COMMON    745867101     464      44739   SH          DEFINED     20     44739       0        0
PULTE HOMES INC                   COMMON    745867101     27       2631    SH          DEFINED     21      2631       0        0
PULTE HOMES INC                   COMMON    745867101      2        223    SH          DEFINED      5      122        0       101
PULTE HOMES INC                   COMMON    745867101     238      22930   SH          DEFINED      7     22930       0        0
PULTE HOMES INC                   COMMON    745867101     229      22100   SH          DEFINED      8     22100       0        0
PUTNAM PREMIER INCOME TRUST CF    COMMON    746853100     15       2500    SH          DEFINED     19       0         0      2500
PWRSHS DB GOLD DOUBLE LONG ETN    COMMON    25154H749     166      6000    SH          DEFINED     19       0         0      6000
QAD INC                           COMMON    74727D108      1        95     SH          DEFINED     20       95        0        0
QC HOLDING INC                    COMMON    74729T101     155      30200   SH          DEFINED     14     17900       0      12300
QC HOLDING INC                    COMMON    74729T101     17       3300    SH          DEFINED    5,14     3300       0        0
QIAGEN NV                         COMMON    N72482107    56981    2546090  SH          DEFINED     20    2546090      0        0
QIAGEN NV                         COMMON    N72482107    2141      95677   SH          DEFINED     21     95677       0        0
QIAGEN NV                         COMMON    N72482107    5768     258350   SH          DEFINED      3     258350      0        0
QIAO XING MOBILE COMMUNICATION    COMMON    G73031109     514     140341   SH          DEFINED     20     140341      0        0
QIAO XING UNIVERSAL TELE INC      COMMON    G7303A109     335     152914   SH          DEFINED     20     152914      0        0
QLOGIC CORP                       COMMON    747277101    39782    2096015  SH          DEFINED      1    2096015      0        0
QLOGIC CORP                       COMMON    747277101     856      45100   SH          DEFINED     14      8600       0      36500
QLOGIC CORP                       COMMON    747277101     786      41411   SH          DEFINED    17,1    41411       0        0
QLOGIC CORP                       COMMON    747277101     805      42387   SH          DEFINED      2     42387       0        0
QLOGIC CORP                       COMMON    747277101    2468     130030   SH          DEFINED     20     130030      0        0
QLOGIC CORP                       COMMON    747277101     102      5400    SH          DEFINED    5,14     5400       0        0
QLOGIC CORP                       COMMON    747277101     36       1921    SH          DEFINED     8,2     1921       0        0
QLT PHOTOTHERAPEUTICS INC         COMMON    746927102     160      32291   SH          DEFINED     20     32291       0        0
QUAKER CHEMICAL CORP              COMMON    747316107     215      9933    SH          DEFINED     20      9933       0        0
QUAKER CHEMICAL CORP              COMMON    747316107     82       3775    SH          DEFINED      5       0         0      3775
QUALCOMM INC                      COMMON    747525103   140644    2925812  SH          DEFINED      1    2925812      0        0
QUALCOMM INC                      COMMON    747525103    1187      24700   SH          DEFINED     10     24700       0        0
QUALCOMM INC                      COMMON    747525103    1226      25500   SH          DEFINED    10,14   25500       0        0
QUALCOMM INC                      COMMON    747525103     77       1611    SH          DEFINED     11      1611       0        0
QUALCOMM INC                      COMMON    747525103     79       1636    SH          DEFINED     13      1636       0        0
QUALCOMM INC                      COMMON    747525103     50       1036    SH          DEFINED    13,2     1036       0        0
QUALCOMM INC                      COMMON    747525103   103742    2158140  SH          DEFINED     14    1479240      0     618400
QUALCOMM INC                      COMMON    747525103    2918      60700   SH          DEFINED    14,13     0         0      60700
QUALCOMM INC                      COMMON    747525103    7908     164500   SH          DEFINED    14,7      0         0     164500
QUALCOMM INC                      COMMON    747525103    1779      37000   SH          DEFINED     15     37000       0        0
QUALCOMM INC                      COMMON    747525103    4688      97516   SH          DEFINED    17,1    97516       0        0
QUALCOMM INC                      COMMON    747525103     538      11200   SH          DEFINED    17,14     0         0       600
QUALCOMM INC                      COMMON    747525103    29491    613492   SH          DEFINED     19     260144      0     353348
QUALCOMM INC                      COMMON    747525103    4373      90962   SH          DEFINED      2     90962       0        0
QUALCOMM INC                      COMMON    747525103   1063398   2.2E+07  SH          DEFINED     20    22121854     0        0
QUALCOMM INC                      COMMON    747525103    39472    821144   SH          DEFINED     21     821144      0        0
QUALCOMM INC                      COMMON    747525103    7790     162052   SH          DEFINED      3     162052      0        0
QUALCOMM INC                      COMMON    747525103    1423      29610   SH          DEFINED     3,1    29610       0        0
QUALCOMM INC                      COMMON    747525103    6419     133540   SH          DEFINED      5     60659       0      72881
QUALCOMM INC                      COMMON    747525103    6557     136400   SH          DEFINED    5,14    136400      0        0
QUALCOMM INC                      COMMON    747525103    3489      72591   SH          DEFINED      7     72591       0        0
QUALCOMM INC                      COMMON    747525103    5284     109913   SH          DEFINED      8     109913      0        0
QUALCOMM INC                      COMMON    747525103    2947      61300   SH          DEFINED    8,14    61300       0        0
QUALCOMM INC                      COMMON    747525103     291      6058    SH          DEFINED     8,2     6058       0        0
QUALCOMM INC                      COMMON    747525103    1365      28400   SH          DEFINED    9,14      0         0      28400
QUALITY DISTRIBUTION INC          COMMON    74756M102     45       11424   SH          DEFINED     20     11424       0        0
QUALITY SYSTEMS INC               COMMON    747582104    19375    298174   SH          DEFINED      1     298174      0        0
QUALITY SYSTEMS INC               COMMON    747582104    18495    284620   SH          DEFINED      2     284620      0        0
QUALITY SYSTEMS INC               COMMON    747582104     45        694    SH          DEFINED     20      694        0        0
QUALITY SYSTEMS INC               COMMON    747582104     245      3775    SH          DEFINED      5       0         0      3775
QUANEX BUILDING PRODUCTS          COMMON    747619104    2187     127743   SH          DEFINED     20     127743      0        0
QUANTA SVCS INC                   COMMON    74762E102    13853    649468   SH          DEFINED      1     649468      0        0
QUANTA SVCS INC                   COMMON    74762E102      2        80     SH          DEFINED     19       20        0       60
QUANTA SVCS INC                   COMMON    74762E102    6955     326047   SH          DEFINED      2     269802      0      56245
QUANTA SVCS INC                   COMMON    74762E102    20983    983720   SH          DEFINED     20     983720      0        0
QUANTA SVCS INC                   COMMON    74762E102      5        240    SH          DEFINED     21      240        0        0
QUANTA SVCS INC                   COMMON    74762E102      9        411    SH          DEFINED      5      200        0       211
QUANTA SVCS INC                   COMMON    74762E102     158      7400    SH          DEFINED      7      7400       0        0
QUANTUM CORP-DLT & STORAGE        COMMON    747906204    1219     410600   SH          DEFINED     14     95500       0     315100
QUANTUM CORP-DLT & STORAGE        COMMON    747906204    2770     932493   SH          DEFINED     20     932493      0        0
QUANTUM CORP-DLT & STORAGE        COMMON    747906204     130      43636   SH          DEFINED     21     43636       0        0
QUANTUM CORP-DLT & STORAGE        COMMON    747906204     122      41200   SH          DEFINED    5,14    41200       0        0
QUANTUM CORP-DLT & STORAGE        COMMON    747906204     84       28200   SH          DEFINED      8     28200       0        0
QUANTUM CORP-DLT & STORAGE        COMMON    747906204     24       8000    SH          DEFINED    8,17     8000       0        0
QUANTUM FUEL SYSTEMS TECHNOLOG    COMMON    74765E109    3977     3458671  SH          DEFINED     20    3458671      0        0
QUEST DIAGNOSTICS INC             COMMON    74834L100    49333    825107   SH          DEFINED      1     825107      0        0
QUEST DIAGNOSTICS INC             COMMON    74834L100     908      15180   SH          DEFINED     14     11180       0       600
QUEST DIAGNOSTICS INC             COMMON    74834L100     209      3500    SH          DEFINED    14,7      0         0      3500
QUEST DIAGNOSTICS INC             COMMON    74834L100     185      3100    SH          DEFINED     15      3100       0        0
QUEST DIAGNOSTICS INC             COMMON    74834L100    2000      33457   SH          DEFINED    17,1      0         0      33457
QUEST DIAGNOSTICS INC             COMMON    74834L100    2049      34268   SH          DEFINED     19      8408       0      25860
QUEST DIAGNOSTICS INC             COMMON    74834L100    7316     122354   SH          DEFINED      2     122354      0        0
QUEST DIAGNOSTICS INC             COMMON    74834L100    7588     126903   SH          DEFINED     20     126903      0        0
QUEST DIAGNOSTICS INC             COMMON    74834L100     13        219    SH          DEFINED     21      219        0        0
QUEST DIAGNOSTICS INC             COMMON    74834L100    14991    250732   SH          DEFINED      4     250732      0        0
QUEST DIAGNOSTICS INC             COMMON    74834L100    4550      76095   SH          DEFINED      5     65844       0      10251
QUEST DIAGNOSTICS INC             COMMON    74834L100     188      3138    SH          DEFINED      7      3138       0        0
QUEST SOFTWARE INC                COMMON    74834T103    16978    929798   SH          DEFINED      1     929798      0        0
QUEST SOFTWARE INC                COMMON    74834T103    1629      89200   SH          DEFINED     14     53700       0      28900
QUEST SOFTWARE INC                COMMON    74834T103    12621    691161   SH          DEFINED      2     587790      0     103371
QUEST SOFTWARE INC                COMMON    74834T103     98       5382    SH          DEFINED     20      5382       0        0
QUEST SOFTWARE INC                COMMON    74834T103     84       4600    SH          DEFINED    5,14     4600       0        0
QUESTAR CORP                      COMMON    748356102    8475     191479   SH          DEFINED      1     191479      0        0
QUESTAR CORP                      COMMON    748356102     277      6250    SH          DEFINED     14      6250       0        0
QUESTAR CORP                      COMMON    748356102    7813     176534   SH          DEFINED     19     28199       0     148335
QUESTAR CORP                      COMMON    748356102    4560     103036   SH          DEFINED     20     103036      0        0
QUESTAR CORP                      COMMON    748356102     20        446    SH          DEFINED     21      446        0        0
QUESTAR CORP                      COMMON    748356102    12115    273715   SH          DEFINED      5     235230      0      38485
QUESTAR CORP                      COMMON    748356102     157      3554    SH          DEFINED      7      3554       0        0
QUESTCOR PHARMACEUTICALS          COMMON    74835Y101      8       1899    SH          DEFINED     20      1899       0        0
QUICKSILVER RESOURCE              COMMON    74837R104     109      6838    SH          DEFINED     20      6838       0        0
QUIDEL CORP                       COMMON    74838J101    1152      82500   SH          DEFINED     14     16400       0      66100
QUIDEL CORP                       COMMON    74838J101    1459     104520   SH          DEFINED     20     104520      0        0
QUIDEL CORP                       COMMON    74838J101     103      7400    SH          DEFINED    5,14     7400       0        0
QUIDEL CORP                       COMMON    74838J101     228      16300   SH          DEFINED      8     16300       0        0
QUIDEL CORP                       COMMON    74838J101     64       4600    SH          DEFINED    8,17     4600       0        0
QUIKSILVER INC                    COMMON    74838C106     77       35271   SH          DEFINED     20     35271       0        0
QUIKSILVER INC                    COMMON    74838C106      4       2045    SH          DEFINED     21      2045       0        0
QWEST COMMUNICATIONS INTL INC     COMMON    749121109     63       14200   SH          DEFINED    10,14   14200       0        0
QWEST COMMUNICATIONS INTL INC     COMMON    749121109     84       18900   SH          DEFINED     11     18900       0        0
QWEST COMMUNICATIONS INTL INC     COMMON    749121109      4       1000    SH          DEFINED     13      1000       0        0
QWEST COMMUNICATIONS INTL INC     COMMON    749121109    4569     1024430  SH          DEFINED     14     760780      0     147450
QWEST COMMUNICATIONS INTL INC     COMMON    749121109     323      72400   SH          DEFINED    14,7      0         0      72400
QWEST COMMUNICATIONS INTL INC     COMMON    749121109      4       1000    SH          DEFINED    17,14     0         0      1000
QWEST COMMUNICATIONS INTL INC     COMMON    749121109      0         3     SH          DEFINED     19       0         0        3
QWEST COMMUNICATIONS INTL INC     COMMON    749121109    1165     261291   SH          DEFINED     20     261291      0        0
QWEST COMMUNICATIONS INTL INC     COMMON    749121109     37       8408    SH          DEFINED     21      8408       0        0
QWEST COMMUNICATIONS INTL INC     COMMON    749121109      1        300    SH          DEFINED      5      300        0        0
QWEST COMMUNICATIONS INTL INC     COMMON    749121109     439      98439   SH          DEFINED      7     98439       0        0
QWEST COMMUNICATIONS INTL INC     COMMON    749121109    5257     1178674  SH          DEFINED      8    1178674      0        0
QWEST COMMUNICATIONS INTL INC     COMMON    749121109     672     150600   SH          DEFINED      9     150600      0        0
RACKSPACE HOSTING INC             COMMON    750086100     123      5386    SH          DEFINED     19       0         0      5386
RACKSPACE HOSTING INC             COMMON    750086100     387      16970   SH          DEFINED     20     16970       0        0
RADIAN GROUP INC                  COMMON    750236101     301      36766   SH          DEFINED     20     36766       0        0
RADIAN GROUP INC                  COMMON    750236101     13       1525    SH          DEFINED     21      1525       0        0
RADIANT SYSTEMS INC               COMMON    75025N102    2565     235509   SH          DEFINED     20     235509      0        0
RADIANT SYSTEMS INC               COMMON    75025N102     116      10647   SH          DEFINED     21     10647       0        0
RADIO ONE INC CL D WI             COMMON    75040P405     419     143856   SH          DEFINED     20     143856      0        0
RADIOSHACK CORPORATION            COMMON    750438103     263      12338   SH          DEFINED     20     12338       0        0
RADIOSHACK CORPORATION            COMMON    750438103     13        622    SH          DEFINED     21      622        0        0
RADISYS CORP                      COMMON    750459109    1101     111000   SH          DEFINED     14     54800       0      56200
RADISYS CORP                      COMMON    750459109     52       5232    SH          DEFINED     20      5232       0        0
RADISYS CORP                      COMMON    750459109     103      10400   SH          DEFINED    5,14    10400       0        0
RADISYS CORP                      COMMON    750459109     172      17300   SH          DEFINED      8     17300       0        0
RADISYS CORP                      COMMON    750459109     49       4900    SH          DEFINED    8,17     4900       0        0
RADNET INC                        COMMON    750491102      1        279    SH          DEFINED     20      279        0        0
RADVISION LTD                     COMMON    M81869105     81       13470   SH          DEFINED     20     13470       0        0
RADWARE LTD                       COMMON    M81873107     161      10640   SH          DEFINED     20     10640       0        0
RAIT FINANCIAL TRUST              COMMON    749227104     240     190565   SH          DEFINED     20     190565      0        0
RALCORP HLDGS INC                 COMMON    751028101    7978     134105   SH          DEFINED      1     134105      0        0
RALCORP HLDGS INC                 COMMON    751028101      0         3     SH          DEFINED     11       3         0        0
RALCORP HLDGS INC                 COMMON    751028101     195      3283    SH          DEFINED     19       0         0      3283
RALCORP HLDGS INC                 COMMON    751028101    7451     125253   SH          DEFINED      2     125253      0        0
RALCORP HLDGS INC                 COMMON    751028101     130      2184    SH          DEFINED     20      2184       0        0
RALCORP HLDGS INC                 COMMON    751028101      4        60     SH          DEFINED     21       60        0        0
RAM ENERGY RESOURCES INC          COMMON    75130P109      1        296    SH          DEFINED     20      296        0        0
RAMBUS INC DEL                    COMMON    750917106     49       2040    SH          DEFINED      5       0         0      2040
RAMCO-GERSHENSON PPTYS TR         COMMON    751452202     596      62300   SH          DEFINED     14     62300       0        0
RAMCO-GERSHENSON PPTYS TR         COMMON    751452202     159      16621   SH          DEFINED     20     16621       0        0
RAMCO-GERSHENSON PPTYS TR         COMMON    751452202     32       3300    SH          DEFINED    5,14     3300       0        0
RANGE RESOURCES CORP              COMMON    75281A109    54589    1024000  SH          DEFINED      1    1024000      0        0
RANGE RESOURCES CORP              COMMON    75281A109    10236    192000   SH          DEFINED    13,2      0         0     192000
RANGE RESOURCES CORP              COMMON    75281A109     403      7567    SH          DEFINED     19      1645       0      5922
RANGE RESOURCES CORP              COMMON    75281A109    1701      31911   SH          DEFINED     20     31911       0        0
RANGE RESOURCES CORP              COMMON    75281A109      4        70     SH          DEFINED     21       70        0        0
RANGE RESOURCES CORP              COMMON    75281A109    12277    230300   SH          DEFINED      3     230300      0        0
RANGE RESOURCES CORP              COMMON    75281A109    5294      99308   SH          DEFINED      5     82388       0      16920
RANGE RESOURCES CORP              COMMON    75281A109     156      2924    SH          DEFINED      7      2924       0        0
RANGOLD RESOURCES LTD             COMMON    752344309    18437    224000   SH          DEFINED      1     224000      0        0
RANGOLD RESOURCES LTD             COMMON    752344309     265      3219    SH          DEFINED     20      3219       0        0
RASER TECHNOLOGIES INC            COMMON    754055101    4163     3412460  SH          DEFINED     20    3412460      0        0
RAVEN INDUSTRIES INC              COMMON    754212108     177      5519    SH          DEFINED     20      5519       0        0
RAYMOND JAMES FINANCIAL INC       COMMON    754730109     125      5082    SH          DEFINED     20      5082       0        0
RAYMOND JAMES FINANCIAL INC       COMMON    754730109      7        294    SH          DEFINED     21      294        0        0
RAYMOND JAMES FINANCIAL INC       COMMON    754730109      2        87     SH          DEFINED      5       87        0        0
RAYONIER INC                      COMMON    754907103    1686      38800   SH          DEFINED    1,11      0         0      38800
RAYONIER INC                      COMMON    754907103    14942    343900   SH          DEFINED    1,14    343900      0        0
RAYONIER INC                      COMMON    754907103    35855    825191   SH          DEFINED     14     419668      0     404523
RAYONIER INC                      COMMON    754907103     29        675    SH          DEFINED     19       0         0       675
RAYONIER INC                      COMMON    754907103     103      2360    SH          DEFINED     20      2360       0        0
RAYONIER INC                      COMMON    754907103     133      3060    SH          DEFINED    20,14    3060       0        0
RAYONIER INC                      COMMON    754907103      6        138    SH          DEFINED     21      138        0        0
RAYONIER INC                      COMMON    754907103      9        206    SH          DEFINED      4      206        0        0
RAYONIER INC                      COMMON    754907103     37        862    SH          DEFINED      5       0         0       862
RAYONIER INC                      COMMON    754907103    3659      84223   SH          DEFINED    5,14    84223       0        0
RAYONIER TRS HOLDINGS IN 144A     CONVERT   75508AAD8    24994    2.2E+07  SH          DEFINED     14       0         0     1.8E+07
RAYTHEON COMPANY                  COMMON    755111507    30710    596899   SH          DEFINED      1     596899      0        0
RAYTHEON COMPANY                  COMMON    755111507     139      2700    SH          DEFINED     10      2700       0        0
RAYTHEON COMPANY                  COMMON    755111507     221      4300    SH          DEFINED    10,14    4300       0        0
RAYTHEON COMPANY                  COMMON    755111507     103      2008    SH          DEFINED     13      2008       0        0
RAYTHEON COMPANY                  COMMON    755111507     83       1608    SH          DEFINED    13,2     1608       0        0
RAYTHEON COMPANY                  COMMON    755111507    17169    333710   SH          DEFINED     14     242010      0      79200
RAYTHEON COMPANY                  COMMON    755111507     350      6800    SH          DEFINED    14,13     0         0      6800
RAYTHEON COMPANY                  COMMON    755111507    2207      42900   SH          DEFINED    14,7      0         0      42900
RAYTHEON COMPANY                  COMMON    755111507     21        400    SH          DEFINED    17,14     0         0       400
RAYTHEON COMPANY                  COMMON    755111507     171      3320    SH          DEFINED     19      2000       0      1320
RAYTHEON COMPANY                  COMMON    755111507    11903    231350   SH          DEFINED     20     231350      0        0
RAYTHEON COMPANY                  COMMON    755111507     52       1015    SH          DEFINED    20,14    1015       0        0
RAYTHEON COMPANY                  COMMON    755111507     35        689    SH          DEFINED     21      689        0        0
RAYTHEON COMPANY                  COMMON    755111507    2362      45917   SH          DEFINED     3,1    45917       0        0
RAYTHEON COMPANY                  COMMON    755111507     532      10340   SH          DEFINED      5      6200       0      4140
RAYTHEON COMPANY                  COMMON    755111507     767      14900   SH          DEFINED    5,14    14900       0        0
RAYTHEON COMPANY                  COMMON    755111507     900      17500   SH          DEFINED      7     17500       0        0
RAYTHEON COMPANY                  COMMON    755111507    17478    339705   SH          DEFINED      8     307332    32373      0
RAYTHEON COMPANY                  COMMON    755111507     165      3200    SH          DEFINED    9,14      0         0      3200
RBC BEARINGS INC                  COMMON    75524B104    5500     221073   SH          DEFINED      1     221073      0        0
RBC BEARINGS INC                  COMMON    75524B104    2497     100346   SH          DEFINED      2     42576       0      57770
RBC BEARINGS INC                  COMMON    75524B104     67       2698    SH          DEFINED     20      2698       0        0
RC2 CORP                          COMMON    749388104     778      52700   SH          DEFINED     14     30200       0      22500
RC2 CORP                          COMMON    749388104     533      36121   SH          DEFINED     20     36121       0        0
RC2 CORP                          COMMON    749388104     87       5900    SH          DEFINED    5,14     5900       0        0
RC2 CORP                          COMMON    749388104     44       3000    SH          DEFINED      8      3000       0        0
RC2 CORP                          COMMON    749388104     12        800    SH          DEFINED    8,17     800        0        0
RCM STRATEGIC GLOBAL GOVT FD      COMMON    72200X104     55       5313    SH          DEFINED      5      5313       0        0
RCN CORP                          COMMON    749361200     261      24600   SH          DEFINED     14      4800       0      19800
RCN CORP                          COMMON    749361200     215      20289   SH          DEFINED     20     20289       0        0
RCN CORP                          COMMON    749361200     12       1176    SH          DEFINED     21      1176       0        0
RCN CORP                          COMMON    749361200     31       2900    SH          DEFINED    5,14     2900       0        0
REALNETWORKS INC                  COMMON    75605L104     105      26870   SH          DEFINED     20     26870       0        0
REALTY INCOME CORP                COMMON    756109104    1258      47400   SH          DEFINED    1,14    47400       0        0
REALTY INCOME CORP                COMMON    756109104    6505     245100   SH          DEFINED     14     124600      0     120500
REALTY INCOME CORP                COMMON    756109104     61       2295    SH          DEFINED     19       0         0      2295
REALTY INCOME CORP                COMMON    756109104    1056      39778   SH          DEFINED     20     39778       0        0
REALTY INCOME CORP                COMMON    756109104      4        165    SH          DEFINED     21      165        0        0
RED HAT INC                       COMMON    756577102    5820     187937   SH          DEFINED     20     187937      0        0
RED HAT INC                       COMMON    756577102     11        340    SH          DEFINED      5      147        0       193
RED HAT INC                       COMMON    756577102     124      4000    SH          DEFINED      7      4000       0        0
RED LION HOTELS CORP              COMMON    756764106     140      29549   SH          DEFINED     20     29549       0        0
RED ROBIN GOURMET                 COMMON    75689M101     159      9102    SH          DEFINED     20      9102       0        0
REDDY ICE HOLDINGS INC            COMMON    75734R105     67       16700   SH          DEFINED     19      1200       0      15500
REDDY ICE HOLDINGS INC            COMMON    75734R105     151      37781   SH          DEFINED     20     37781       0        0
REDWOOD TR INC                    COMMON    758075402     63       4326    SH          DEFINED     20      4326       0        0
REDWOOD TR INC                    COMMON    758075402      4        242    SH          DEFINED     21      242        0        0
REED ELSEVIER NV-SPONS ADR        COMMON    758204200      0        14     SH          DEFINED     11       14        0        0
REED ELSEVIER NV-SPONS ADR        COMMON    758204200    5774     236624   SH          DEFINED     20     236624      0        0
REED ELSEVIER NV-SPONS ADR        COMMON    758204200      1        49     SH          DEFINED      5       49        0        0
REED ELSEVIER PLC-SPONS ADR       COMMON    758205207      0         1     SH          DEFINED     11       1         0        0
REED ELSEVIER PLC-SPONS ADR       COMMON    758205207      0         1     SH          DEFINED     14       1         0        0
REED ELSEVIER PLC-SPONS ADR       COMMON    758205207     269      8207    SH          DEFINED     20      8207       0        0
REED ELSEVIER PLC-SPONS ADR       COMMON    758205207    18266    556501   SH          DEFINED      4     556501      0        0
REGAL BELOIT CORP                 COMMON    758750103    26882    508076   SH          DEFINED      1     508076      0        0
REGAL BELOIT CORP                 COMMON    758750103    13946    263584   SH          DEFINED      2     263584      0        0
REGAL BELOIT CORP                 COMMON    758750103     768      14519   SH          DEFINED     20     14519       0        0
REGAL ENTERTAINMENT GROUP         COMMON    758766109     747      51800   SH          DEFINED     19      1400       0      50400
REGAL ENTERTAINMENT GROUP         COMMON    758766109     216      14975   SH          DEFINED     20     14975       0        0
REGAL ENTERTAINMENT GROUP         COMMON    758766109     14        986    SH          DEFINED     21      986        0        0
REGENCY CENTERS CORP              COMMON    758849103    3532     100870   SH          DEFINED    1,11      0         0     100870
REGENCY CENTERS CORP              COMMON    758849103    39051    1115104  SH          DEFINED    1,14   1115104      0        0
REGENCY CENTERS CORP              COMMON    758849103     63       1800    SH          DEFINED     11      1800       0        0
REGENCY CENTERS CORP              COMMON    758849103    89003    2541486  SH          DEFINED     14    1297004      0     1137982
REGENCY CENTERS CORP              COMMON    758849103    1551      44300   SH          DEFINED    16,14   44300       0        0
REGENCY CENTERS CORP              COMMON    758849103    3131      89400   SH          DEFINED    2,14    89400       0        0
REGENCY CENTERS CORP              COMMON    758849103     187      5348    SH          DEFINED     20      5348       0        0
REGENCY CENTERS CORP              COMMON    758849103     172      4920    SH          DEFINED    20,14    4920       0        0
REGENCY CENTERS CORP              COMMON    758849103      6        179    SH          DEFINED     21      179        0        0
REGENCY CENTERS CORP              COMMON    758849103     235      6700    SH          DEFINED    3,14     6700       0        0
REGENCY CENTERS CORP              COMMON    758849103     18        516    SH          DEFINED      4      516        0        0
REGENCY CENTERS CORP              COMMON    758849103      3        85     SH          DEFINED      5       0         0       85
REGENCY CENTERS CORP              COMMON    758849103    7852     224217   SH          DEFINED    5,14    224217      0        0
REGENCY CENTERS CORP              COMMON    758849103     63       1800    SH          DEFINED    6,14     1800       0        0
REGENCY CENTERS CORP              COMMON    758849103    1951      55700   SH          DEFINED    8,14      0       55700      0
REGENCY ENERGY PARTNERS LP        COMMON    75885Y107     423      20190   SH          DEFINED     19     11200       0      8990
REGENCY ENERGY PARTNERS LP        COMMON    75885Y107    23327    1113476  SH          DEFINED      5    1083411      0      30065
REGENERON PHARMACEUTICALS         COMMON    75886F107    1072      42700   SH          DEFINED     14      8200       0      34500
REGENERON PHARMACEUTICALS         COMMON    75886F107    6753     269024   SH          DEFINED     20     269024      0        0
REGENERON PHARMACEUTICALS         COMMON    75886F107     128      5100    SH          DEFINED    5,14     5100       0        0
REGIONS FINANCIAL CORP            COMMON    7591EP100     89       15980   SH          DEFINED     14     13680       0      2300
REGIONS FINANCIAL CORP            COMMON    7591EP100      6       1000    SH          DEFINED     19       0         0      1000
REGIONS FINANCIAL CORP            COMMON    7591EP100    1414     252450   SH          DEFINED     20     252450      0        0
REGIONS FINANCIAL CORP            COMMON    7591EP100     87       15616   SH          DEFINED     21     15616       0        0
REGIONS FINANCIAL CORP            COMMON    7591EP100      4        654    SH          DEFINED      5       0         0       654
REGIONS FINANCIAL CORP            COMMON    7591EP100     59       10531   SH          DEFINED      7     10531       0        0
REGIS CORP MINN                   COMMON    758932107    3204     202400   SH          DEFINED     14     152700      0      28300
REGIS CORP MINN                   COMMON    758932107     76       4783    SH          DEFINED     20      4783       0        0
REGIS CORP MINN                   COMMON    758932107      4        279    SH          DEFINED     21      279        0        0
REHABCARE GROUP INC               COMMON    759148109    10465    336166   SH          DEFINED      1     336166      0        0
REHABCARE GROUP INC               COMMON    759148109     582      18700   SH          DEFINED     14      3600       0      15100
REHABCARE GROUP INC               COMMON    759148109    10003    321323   SH          DEFINED      2     321323      0        0
REHABCARE GROUP INC               COMMON    759148109    2588      83132   SH          DEFINED     20     83132       0        0
REHABCARE GROUP INC               COMMON    759148109     53       1700    SH          DEFINED    5,14     1700       0        0
REHABCARE GROUP INC               COMMON    759148109     112      3600    SH          DEFINED      8      3600       0        0
REHABCARE GROUP INC               COMMON    759148109     31       1000    SH          DEFINED    8,17     1000       0        0
REINSURANCE GROUP OF AMERICA      COMMON    759351604    1109      22640   SH          DEFINED     20     22640       0        0
REINSURANCE GROUP OF AMERICA      COMMON    759351604      5        101    SH          DEFINED     21      101        0        0
REINSURANCE GROUP OF AMERICA      COMMON    759351604     289      5900    SH          DEFINED    8,14     5900       0        0
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102     874      19300   SH          DEFINED      1     19300       0        0
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102    1217      26900   SH          DEFINED    1,14    26900       0        0
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102     638      14100   SH          DEFINED     1,8    14100       0        0
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102     86       1900    SH          DEFINED     10      1900       0        0
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102     217      4800    SH          DEFINED    10,14    4800       0        0
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102     42        927    SH          DEFINED     11      927        0        0
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102     36        800    SH          DEFINED     13      800        0        0
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102    18939    418439   SH          DEFINED     14     309289      0      77850
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102     222      4900    SH          DEFINED    14,13     0         0      4900
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102    1172      25900   SH          DEFINED    14,7      0         0      25900
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102     354      7811    SH          DEFINED     16      7811       0        0
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102     36        800    SH          DEFINED    17,14     0         0       800
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102     131      2900    SH          DEFINED     18      2900       0        0
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102     932      20591   SH          DEFINED     20     20591       0        0
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102      9        206    SH          DEFINED     21      206        0        0
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102      5        112    SH          DEFINED      5       0         0       112
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102     489      10800   SH          DEFINED    5,14    10800       0        0
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102     459      10147   SH          DEFINED      7     10147       0        0
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102     928      20500   SH          DEFINED      8     20500       0        0
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102     932      20600   SH          DEFINED    8,14    20600       0        0
RELIANCE STEEL & ALUMINUM CO      COMMON    759509102     104      2300    SH          DEFINED    9,14      0         0      2300
RENAISSANCE LEARNING INC          COMMON    75968L105     141      11900   SH          DEFINED     14      2300       0      9600
RENAISSANCE LEARNING INC          COMMON    75968L105     22       1815    SH          DEFINED     20      1815       0        0
RENAISSANCE LEARNING INC          COMMON    75968L105     63       5300    SH          DEFINED      5       0         0      5300
RENAISSANCE LEARNING INC          COMMON    75968L105     18       1500    SH          DEFINED    5,14     1500       0        0
RENAISSANCERE HOLDINGS LTD        COMMON    G7496G103     161      3100    SH          DEFINED      1      3100       0        0
RENAISSANCERE HOLDINGS LTD        COMMON    G7496G103     276      5300    SH          DEFINED    1,14     5300       0        0
RENAISSANCERE HOLDINGS LTD        COMMON    G7496G103     901      17310   SH          DEFINED     14     15110       0       800
RENAISSANCERE HOLDINGS LTD        COMMON    G7496G103     266      5100    SH          DEFINED    14,7      0         0      5100
RENAISSANCERE HOLDINGS LTD        COMMON    G7496G103     539      10350   SH          DEFINED     19      6100       0      4250
RENAISSANCERE HOLDINGS LTD        COMMON    G7496G103    2218      42604   SH          DEFINED     20     42604       0        0
RENAISSANCERE HOLDINGS LTD        COMMON    G7496G103      6        107    SH          DEFINED     21      107        0        0
RENAISSANCERE HOLDINGS LTD        COMMON    G7496G103      1        22     SH          DEFINED      5       22        0        0
RENAISSANCERE HOLDINGS LTD        COMMON    G7496G103     155      2979    SH          DEFINED      7      2979       0        0
RENAISSANCERE HOLDINGS LTD        COMMON    G7496G103     583      11200   SH          DEFINED      8     11200       0        0
RENASANT CORP                     COMMON    75970E107     49       3600    SH          DEFINED     14      3600       0        0
RENASANT CORP                     COMMON    75970E107     250      18462   SH          DEFINED     20     18462       0        0
RENESOLA LTD-ADR                  COMMON    75971T103    18031    3787950  SH          DEFINED     20    3787950      0        0
RENT A CTR INC                    COMMON    76009N100    1537      86200   SH          DEFINED      1     86200       0        0
RENT A CTR INC                    COMMON    76009N100     210      11800   SH          DEFINED    1,14    11800       0        0
RENT A CTR INC                    COMMON    76009N100     685      38400   SH          DEFINED     1,8    38400       0        0
RENT A CTR INC                    COMMON    76009N100    7985     447830   SH          DEFINED     14     330130      0      79100
RENT A CTR INC                    COMMON    76009N100    1120      62800   SH          DEFINED    14,7      0         0      62800
RENT A CTR INC                    COMMON    76009N100     70       3900    SH          DEFINED     18      3900       0        0
RENT A CTR INC                    COMMON    76009N100    2308     129453   SH          DEFINED     20     129453      0        0
RENT A CTR INC                    COMMON    76009N100      5        306    SH          DEFINED     21      306        0        0
RENT A CTR INC                    COMMON    76009N100     373      20900   SH          DEFINED      7     20900       0        0
RENT A CTR INC                    COMMON    76009N100    2211     124000   SH          DEFINED      8     124000      0        0
RENT A CTR INC                    COMMON    76009N100     91       5100    SH          DEFINED    8,17     5100       0        0
RENT A CTR INC                    COMMON    76009N100     244      13700   SH          DEFINED      9     13700       0        0
RENTECH INC                       COMMON    760112102     308     238540   SH          DEFINED     20     238540      0        0
REPLIGEN CORPORATION              COMMON    759916109      1        237    SH          DEFINED     20      237        0        0
REPSOL YPF SA ADR                 COMMON    76026T205    3875     142459   SH          DEFINED    1,11    142459      0        0
REPSOL YPF SA ADR                 COMMON    76026T205    59541    2188994  SH          DEFINED     11    1711040      0     477954
REPSOL YPF SA ADR                 COMMON    76026T205     120      4424    SH          DEFINED     14      4424       0        0
REPSOL YPF SA ADR                 COMMON    76026T205     567      20840   SH          DEFINED     20     20840       0        0
REPUBLIC AIRWAYS HOLDINGS INC     COMMON    760276105     41       5400    SH          DEFINED     14      5400       0        0
REPUBLIC AIRWAYS HOLDINGS INC     COMMON    760276105     196      26070   SH          DEFINED     20     26070       0        0
REPUBLIC BANCORP INC-CL A         COMMON    760281204     53       2852    SH          DEFINED     20      2852       0        0
REPUBLIC SVCS INC                 COMMON    760759100    64615    2249829  SH          DEFINED      1    2249829      0        0
REPUBLIC SVCS INC                 COMMON    760759100    2017      70222   SH          DEFINED      2      8299       0      61923
REPUBLIC SVCS INC                 COMMON    760759100    1376      47923   SH          DEFINED     20     47923       0        0
REPUBLIC SVCS INC                 COMMON    760759100      7        257    SH          DEFINED     21      257        0        0
REPUBLIC SVCS INC                 COMMON    760759100    15576    542341   SH          DEFINED      4     542341      0        0
REPUBLIC SVCS INC                 COMMON    760759100     24        832    SH          DEFINED      5       92        0       740
REPUBLIC SVCS INC                 COMMON    760759100     95       3300    SH          DEFINED      7      3300       0        0
RES-CARE INC                      COMMON    760943100     160      14003   SH          DEFINED     20     14003       0        0
RESEARCH IN MOTION                COMMON    760975102     16        241    SH          DEFINED     3,1     241        0        0
RESEARCH IN MOTION                COMMON    760975102     466      7146    SH          DEFINED      7      7146       0        0
RESEARCH IN MOTION                COMMON    760975102     326      5000    SH          DEFINED      8      5000       0        0
RESEARCH IN MOTION LTD            COMMON    760975102   121621    1848348  SH          DEFINED      1    1848348      0        0
RESEARCH IN MOTION LTD            COMMON    760975102    1592      24200   SH          DEFINED     1,3    24200       0        0
RESEARCH IN MOTION LTD            COMMON    760975102     724      11000   SH          DEFINED     15     11000       0        0
RESEARCH IN MOTION LTD            COMMON    760975102    3655      55545   SH          DEFINED    17,1    55545       0        0
RESEARCH IN MOTION LTD            COMMON    760975102     195      2968    SH          DEFINED     19      1400       0      1568
RESEARCH IN MOTION LTD            COMMON    760975102    4436      67424   SH          DEFINED      2     67424       0        0
RESEARCH IN MOTION LTD            COMMON    760975102   406699    6180843  SH          DEFINED     20    6180843      0        0
RESEARCH IN MOTION LTD            COMMON    760975102    15227    231412   SH          DEFINED     21     231412      0        0
RESEARCH IN MOTION LTD            COMMON    760975102   242680    3690872  SH          DEFINED      3    3690872      0        0
RESEARCH IN MOTION LTD            COMMON    760975102     860      13075   SH          DEFINED      5      1500       0      11575
RESEARCH IN MOTION LTD            COMMON    760975102     571      8672    SH          DEFINED      6      8672       0        0
RESEARCH IN MOTION LTD            COMMON    760975102     295      4489    SH          DEFINED     8,2     4489       0        0
RESMED INC                        COMMON    761152107    19570    387147   SH          DEFINED      1     387147      0        0
RESMED INC                        COMMON    761152107     152      3000    SH          DEFINED     15      3000       0        0
RESMED INC                        COMMON    761152107    1544      30550   SH          DEFINED    17,1      0         0      30550
RESMED INC                        COMMON    761152107     297      5880    SH          DEFINED     19       0         0      5880
RESMED INC                        COMMON    761152107    1034      20461   SH          DEFINED      2      3261       0      17200
RESMED INC                        COMMON    761152107     137      2712    SH          DEFINED     20      2712       0        0
RESOURCE CAPITAL CORP             COMMON    76120W302     213      42113   SH          DEFINED     20     42113       0        0
RESOURCES GLOBAL PROFESSIONALS    COMMON    76122Q105     163      7590    SH          DEFINED     20      7590       0        0
RETAIL OPPORTUNITY INVESTMENTS    COMMON    76131N101     975      95181   SH          DEFINED    1,11      0         0      95181
RETAIL OPPORTUNITY INVESTMENTS    COMMON    76131N101    10111    987447   SH          DEFINED    1,14    987447      0        0
RETAIL OPPORTUNITY INVESTMENTS    COMMON    76131N101     18       1782    SH          DEFINED     11      1782       0        0
RETAIL OPPORTUNITY INVESTMENTS    COMMON    76131N101    20537    2005546  SH          DEFINED     14    1055263      0     853675
RETAIL OPPORTUNITY INVESTMENTS    COMMON    76131N101     410      40076   SH          DEFINED    16,14   40076       0        0
RETAIL OPPORTUNITY INVESTMENTS    COMMON    76131N101     824      80477   SH          DEFINED    2,14    80477       0        0
RETAIL OPPORTUNITY INVESTMENTS    COMMON    76131N101     62       6103    SH          DEFINED    3,14     6103       0        0
RETAIL OPPORTUNITY INVESTMENTS    COMMON    76131N101    2073     202453   SH          DEFINED    5,14    202453      0        0
RETAIL OPPORTUNITY INVESTMENTS    COMMON    76131N101     18       1782    SH          DEFINED    6,14     1782       0        0
RETAIL OPPORTUNITY INVESTMENTS    COMMON    76131N101     518      50552   SH          DEFINED    8,14      0       50552      0
RETAIL VENTURES INC               COMMON    76128Y102    1090     119100   SH          DEFINED     14     63800       0      55300
RETAIL VENTURES INC               COMMON    76128Y102    1955     213647   SH          DEFINED     20     213647      0        0
RETAIL VENTURES INC               COMMON    76128Y102     128      14000   SH          DEFINED    5,14    14000       0        0
RETALIX LIMITED                   COMMON    M8215W109      2        118    SH          DEFINED     20      118        0        0
REVLON INC-CLASS A                COMMON    761525609     703      41195   SH          DEFINED     20     41195       0        0
REWARDS NETWORK INC               COMMON    761557206     25       2012    SH          DEFINED     20      2012       0        0
REX ENERGY CORP                   COMMON    761565100      3        212    SH          DEFINED     20      212        0        0
REX STORES CORP                   COMMON    761624105     221      15614   SH          DEFINED     20     15614       0        0
REYNOLDS AMERICAN INC             COMMON    761713106     96       1800    SH          DEFINED    10,14    1800       0        0
REYNOLDS AMERICAN INC             COMMON    761713106     52        984    SH          DEFINED     13      984        0        0
REYNOLDS AMERICAN INC             COMMON    761713106    2702      50690   SH          DEFINED     14     26190       0      2100
REYNOLDS AMERICAN INC             COMMON    761713106     496      9300    SH          DEFINED    14,7      0         0      9300
REYNOLDS AMERICAN INC             COMMON    761713106    17510    328518   SH          DEFINED     20     328518      0        0
REYNOLDS AMERICAN INC             COMMON    761713106     860      16143   SH          DEFINED     21     16143       0        0
REYNOLDS AMERICAN INC             COMMON    761713106      2        34     SH          DEFINED      5       34        0        0
REYNOLDS AMERICAN INC             COMMON    761713106     111      2080    SH          DEFINED      7      2080       0        0
REYNOLDS AMERICAN INC             COMMON    761713106   1826036   3.4E+07  SH          DEFINED      8    34143883  115702      0
REYNOLDS AMERICAN INC             COMMON    761713106     501      9400    SH          DEFINED    8,14     9400       0        0
REYNOLDS AMERICAN INC             COMMON    761713106    4421      82943   SH          DEFINED    8,16      0       82943      0
RF MICRO DEVICES INC              COMMON    749941100    3204     655300   SH          DEFINED     14     389600      0     210100
RF MICRO DEVICES INC              COMMON    749941100    4379     895589   SH          DEFINED     20     895589      0        0
RF MICRO DEVICES INC              COMMON    749941100     100      20500   SH          DEFINED    5,14    20500       0        0
RH DONNELLEY CORP                 COMMON    74955W307      0       3300    SH          DEFINED      5       0         0      3300
RHI ENTERTAINMENT INC             COMMON    74957T104      6       20371   SH          DEFINED     20     20371       0        0
RICHARDSON ELECTRS LTD            COMMON    763165107     58       9660    SH          DEFINED     20      9660       0        0
RIGEL PHARMACEUTICALS INC         COMMON    766559603      4        399    SH          DEFINED     20      399        0        0
RIGHTNOW TECHNOLOGIES INC         COMMON    76657R106     200      11311   SH          DEFINED     20     11311       0        0
RIMAGE CORP                       COMMON    766721104      1        72     SH          DEFINED     20       72        0        0
RINO INTERNATIONAL CORP           COMMON    766883102    1566      56626   SH          DEFINED     20     56626       0        0
RIO TINTO PLC ADR                 COMMON    767204100    15224     66888   SH          DEFINED      1     66888       0        0
RIO TINTO PLC ADR                 COMMON    767204100    3138      13786   SH          DEFINED     19      9335       0      4451
RIO TINTO PLC ADR                 COMMON    767204100    9575      42066   SH          DEFINED      2     42066       0        0
RIO TINTO PLC ADR                 COMMON    767204100    2077      9125    SH          DEFINED     20      9125       0        0
RIO TINTO PLC ADR                 COMMON    767204100     35        154    SH          DEFINED      4      154        0        0
RIO TINTO PLC ADR                 COMMON    767204100    2080      9139    SH          DEFINED      5      7959       0      1180
RISKMETRICS GROUP INC             COMMON    767735103     16       1018    SH          DEFINED     20      1018       0        0
RITCHIE BROS AUCTIONEERS          COMMON    767744105    1889      84230   SH          DEFINED     20     84230       0        0
RITCHIE BROS AUCTIONEERS          COMMON    767744105     15        675    SH          DEFINED      5       0         0       675
RITE AID CORP                     COMMON    767754104      3       1600    SH          DEFINED     19       0         0      1600
RITE AID CORP                     COMMON    767754104     672     428230   SH          DEFINED     20     428230      0        0
RIVERBED TECHNOLOGY INC           COMMON    768573107     833      34943   SH          DEFINED     20     34943       0        0
RIVERBED TECHNOLOGY INC           COMMON    768573107     91       3800    SH          DEFINED      5       0         0      3800
RLI CORP                          COMMON    749607107    2647      49923   SH          DEFINED     20     49923       0        0
RMR ASIA PACIFIC REAL ESTATE C    COMMON    76970B101      5        288    SH          DEFINED      5      288        0        0
ROBBINS & MYERS INC               COMMON    770196103     70       2770    SH          DEFINED     20      2770       0        0
ROBERT HALF INTERNATIONAL INC     COMMON    770323103   137320    5000712  SH          DEFINED      1    5000712      0        0
ROBERT HALF INTERNATIONAL INC     COMMON    770323103     66       2406    SH          DEFINED     19      732        0      1674
ROBERT HALF INTERNATIONAL INC     COMMON    770323103    2657      96751   SH          DEFINED      2     34382       0      62369
ROBERT HALF INTERNATIONAL INC     COMMON    770323103     196      7125    SH          DEFINED     20      7125       0        0
ROBERT HALF INTERNATIONAL INC     COMMON    770323103      8        279    SH          DEFINED     21      279        0        0
ROBERT HALF INTERNATIONAL INC     COMMON    770323103    2503      91146   SH          DEFINED      4     91146       0        0
ROBERT HALF INTERNATIONAL INC     COMMON    770323103    1881      68483   SH          DEFINED      5     55292       0      13191
ROBERT HALF INTERNATIONAL INC     COMMON    770323103     46       1684    SH          DEFINED     8,2     1684       0        0
ROBERTS REALTY INVS               COMMON    769900101      6       4899    SH          DEFINED      5      4899       0        0
ROCHESTER MEDICAL CORP            COMMON    771497104      1        93     SH          DEFINED     20       93        0        0
ROCK-TENN COMPANY                 COMMON    772739207    1347      26767   SH          DEFINED     20     26767       0        0
ROCKVILLE FINANCIAL INC           COMMON    774186100      1        75     SH          DEFINED     20       75        0        0
ROCKWELL AUTOMATION INC           COMMON    773903109      9        200    SH          DEFINED     13      200        0        0
ROCKWELL AUTOMATION INC           COMMON    773903109     769      16250   SH          DEFINED     14     13550       0      1800
ROCKWELL AUTOMATION INC           COMMON    773903109     450      9500    SH          DEFINED    14,7      0         0      9500
ROCKWELL AUTOMATION INC           COMMON    773903109      9        200    SH          DEFINED    17,14     0         0       200
ROCKWELL AUTOMATION INC           COMMON    773903109     272      5744    SH          DEFINED     19      3150       0      2594
ROCKWELL AUTOMATION INC           COMMON    773903109     418      8824    SH          DEFINED     20      8824       0        0
ROCKWELL AUTOMATION INC           COMMON    773903109     19        399    SH          DEFINED     21      399        0        0
ROCKWELL AUTOMATION INC           COMMON    773903109     18        376    SH          DEFINED      5       0         0       376
ROCKWELL AUTOMATION INC           COMMON    773903109     109      2300    SH          DEFINED      7      2300       0        0
ROCKWELL AUTOMATION INC           COMMON    773903109     180      3800    SH          DEFINED    8,14     3800       0        0
ROCKWELL COLLINS                  COMMON    774341101    29717    527272   SH          DEFINED      1     527272      0        0
ROCKWELL COLLINS                  COMMON    774341101     823      14600   SH          DEFINED     1,3    14600       0        0
ROCKWELL COLLINS                  COMMON    774341101     124      2200    SH          DEFINED     14       0         0      2200
ROCKWELL COLLINS                  COMMON    774341101    3038      53900   SH          DEFINED    16,3    53900       0        0
ROCKWELL COLLINS                  COMMON    774341101    2040      36200   SH          DEFINED    17,3    36200       0        0
ROCKWELL COLLINS                  COMMON    774341101    1129      20029   SH          DEFINED     19     11820       0      8209
ROCKWELL COLLINS                  COMMON    774341101    1108      19665   SH          DEFINED      2     19665       0        0
ROCKWELL COLLINS                  COMMON    774341101    6580     116758   SH          DEFINED     20     116758      0        0
ROCKWELL COLLINS                  COMMON    774341101     11        198    SH          DEFINED     21      198        0        0
ROCKWELL COLLINS                  COMMON    774341101   230284    4085945  SH          DEFINED      3    4085945      0        0
ROCKWELL COLLINS                  COMMON    774341101     164      2915    SH          DEFINED      5       15        0      2900
ROCKWELL COLLINS                  COMMON    774341101     216      3841    SH          DEFINED      7      3841       0        0
ROCKWELL COLLINS                  COMMON    774341101     72       1270    SH          DEFINED     8,2     1270       0        0
ROCKWOOD HOLDINGS INC             COMMON    774415103     165      6659    SH          DEFINED     19      1971       0      4688
ROCKWOOD HOLDINGS INC             COMMON    774415103    2198      88577   SH          DEFINED     20     88577       0        0
ROCKWOOD HOLDINGS INC             COMMON    774415103     14        557    SH          DEFINED     21      557        0        0
ROCKWOOD HOLDINGS INC             COMMON    774415103    3079     124088   SH          DEFINED      5     101679      0      22409
RODMAN & RENSHAW CAPITAL GROUP    COMMON    77487R100     80       19600   SH          DEFINED     20     19600       0        0
ROFIN-SINAR TECHNOLOGIES INC      COMMON    775043102    3662     156811   SH          DEFINED      1     156811      0        0
ROFIN-SINAR TECHNOLOGIES INC      COMMON    775043102    1637      70117   SH          DEFINED      2     29831       0      40286
ROFIN-SINAR TECHNOLOGIES INC      COMMON    775043102     117      4998    SH          DEFINED     20      4998       0        0
ROGERS COMMUNICATIONS  CL B       COMMON    775109200    1870      62882   SH          DEFINED      2     62882       0        0
ROGERS COMMUNICATIONS  CL B       COMMON    775109200     281      9455    SH          DEFINED     20      9455       0        0
ROGERS COMMUNICATIONS  CL B       COMMON    775109200     11        375    SH          DEFINED     21      375        0        0
ROGERS COMMUNICATIONS  CL B       COMMON    775109200    88470    2975200  SH          DEFINED      3    2975200      0        0
ROGERS COMMUNICATIONS  CL B       COMMON    775109200    23036    774681   SH          DEFINED     3,1    774681      0        0
ROGERS COMMUNICATIONS  CL B       COMMON    775109200     174      5868    SH          DEFINED      7      5868       0        0
ROGERS CORP                       COMMON    775133101     56       1830    SH          DEFINED     20      1830       0        0
ROLLINS INC                       COMMON    775711104    1262      64708   SH          DEFINED     20     64708       0        0
ROMA FINANCIAL CORP               COMMON    77581P109      3        239    SH          DEFINED     20      239        0        0
ROPER INDUSTRIES INC              COMMON    776696106     200      3865    SH          DEFINED     19      916        0      2949
ROPER INDUSTRIES INC              COMMON    776696106    57358    1105797  SH          DEFINED     20    1105797      0        0
ROPER INDUSTRIES INC              COMMON    776696106      4        74     SH          DEFINED     21       74        0        0
ROPER INDUSTRIES INC              COMMON    776696106    3302      63650   SH          DEFINED      3     63650       0        0
ROPER INDUSTRIES INC              COMMON    776696106    2876      55448   SH          DEFINED      5     45776       0      9672
ROSETTA RESOURCES, INC.           COMMON    777779307     497      24016   SH          DEFINED     20     24016       0        0
ROSETTA RESOURCES, INC.           COMMON    777779307     44       2110    SH          DEFINED      5       0         0      2110
ROSS STORES INC                   COMMON    778296103    32253    741966   SH          DEFINED      1     741966      0        0
ROSS STORES INC                   COMMON    778296103     383      8800    SH          DEFINED    1,14     8800       0        0
ROSS STORES INC                   COMMON    778296103     109      2500    SH          DEFINED    10,14    2500       0        0
ROSS STORES INC                   COMMON    778296103      0        11     SH          DEFINED     11       11        0        0
ROSS STORES INC                   COMMON    778296103      4        100    SH          DEFINED     13      100        0        0
ROSS STORES INC                   COMMON    778296103    1926      44300   SH          DEFINED     14     17500       0      1200
ROSS STORES INC                   COMMON    778296103     200      4600    SH          DEFINED    14,7      0         0      4600
ROSS STORES INC                   COMMON    778296103      4        100    SH          DEFINED    17,14     0         0       100
ROSS STORES INC                   COMMON    778296103    2008      46200   SH          DEFINED     19      6175       0      40025
ROSS STORES INC                   COMMON    778296103    11171    256987   SH          DEFINED      2     256987      0        0
ROSS STORES INC                   COMMON    778296103    72634    1670888  SH          DEFINED     20    1670888      0        0
ROSS STORES INC                   COMMON    778296103    2671      61441   SH          DEFINED     21     61441       0        0
ROSS STORES INC                   COMMON    778296103    60746    1397415  SH          DEFINED      3    1397415      0        0
ROSS STORES INC                   COMMON    778296103     26        607    SH          DEFINED      4      607        0        0
ROSS STORES INC                   COMMON    778296103    2761      63524   SH          DEFINED      5     56964       0      6560
ROSS STORES INC                   COMMON    778296103     485      11167   SH          DEFINED      7     11167       0        0
ROSS STORES INC                   COMMON    778296103     483      11107   SH          DEFINED      8     11107       0        0
ROSS STORES INC                   COMMON    778296103     378      8700    SH          DEFINED    8,14     8700       0        0
ROVI CORP                         COMMON    779376102     873      27343   SH          DEFINED     20     27343       0        0
ROVI CORP                         COMMON    779376102     532      16681   SH          DEFINED      3     16681       0        0
ROWAN COS INC                     COMMON    779382100     10        400    SH          DEFINED     14      400        0        0
ROWAN COS INC                     COMMON    779382100     347      14601   SH          DEFINED      2     14601       0        0
ROWAN COS INC                     COMMON    779382100    5260     221291   SH          DEFINED     20     221291      0        0
ROWAN COS INC                     COMMON    779382100     18        739    SH          DEFINED     21      739        0        0
ROYAL BANCSHARES OF PENN-A        COMMON    780081105      5       3955    SH          DEFINED     20      3955       0        0
ROYAL BANK OF CANADA              COMMON    780087102    1144      21500   SH          DEFINED     1,8    21500       0        0
ROYAL BANK OF CANADA              COMMON    780087102     736      13825   SH          DEFINED     16     13825       0        0
ROYAL BANK OF CANADA              COMMON    780087102    1678      31540   SH          DEFINED     18     31540       0        0
ROYAL BANK OF CANADA              COMMON    780087102     15        289    SH          DEFINED     21      289        0        0
ROYAL BANK OF CANADA              COMMON    780087102   261061    4907000  SH          DEFINED      3    4907000      0        0
ROYAL BANK OF CANADA              COMMON    780087102     433      8136    SH          DEFINED     3,1     8136       0        0
ROYAL BANK OF CANADA              COMMON    780087102    2217      41674   SH          DEFINED      7     41674       0        0
ROYAL BANK OF CANADA              COMMON    780087102    4058      76284   SH          DEFINED      8     76284       0        0
ROYAL BANK OF SCOT-SPON ADR       COMMON    780097689      0         6     SH          DEFINED     19       0         0        6
ROYAL BANK OF SCOT-SPON ADR       COMMON    780097689     207      22027   SH          DEFINED     20     22027       0        0
ROYAL BANK OF SCOT-SPON ADR       COMMON    780097689      1        67     SH          DEFINED      5       67        0        0
ROYAL BK CDA MONTREAL QUE         COMMON    780087102    5434     101298   SH          DEFINED     20     101298      0        0
ROYAL BK CDA MONTREAL QUE         COMMON    780087102     43        804    SH          DEFINED      5      804        0        0
ROYAL BK CDA MONTREAL QUE         COMMON    780087102     677      12608   SH          DEFINED      6     12608       0        0
ROYAL BK CDA MONTREAL QUE         COMMON    780087102    4360      81200   SH          DEFINED    8,14    81200       0        0
ROYAL BK OF SCOT GRP PLC PFD 6   PREFERRED  780097796    13500    1285719  SH          DEFINED     20    1285719      0        0
ROYAL BK SCOTLND GRP PLC         PREFERRED  780097713    37168    3125968  SH          DEFINED     20    3125968      0        0
ROYAL BK SCOTLND GRP PLC         PREFERRED  780097739    12434    1437510  SH          DEFINED     20    1437510      0        0
ROYAL BK SCOTLND GRP PLC         PREFERRED  780097754    10267    958638   SH          DEFINED     20     958638      0        0
ROYAL BK SCOTLND GRP PLC         PREFERRED  780097762    2388     280601   SH          DEFINED     20     280601      0        0
ROYAL BK SCOTLND GRP PLC         PREFERRED  780097770    16510    1710831  SH          DEFINED     20    1710831      0        0
ROYAL CARIBBEAN CRUISES LTD       COMMON    V7780T103    15298    590876   SH          DEFINED      1     590876      0        0
ROYAL CARIBBEAN CRUISES LTD       COMMON    V7780T103    1112      42937   SH          DEFINED     20     42937       0        0
ROYAL CARIBBEAN CRUISES LTD       COMMON    V7780T103     23        893    SH          DEFINED     21      893        0        0
ROYAL CARIBBEAN CRUISES LTD       COMMON    V7780T103     106      4100    SH          DEFINED      7      4100       0        0
ROYAL DUTCH SHELL PLC-ADR A       COMMON    780259206    9852     157842   SH          DEFINED    1,11    157842      0        0
ROYAL DUTCH SHELL PLC-ADR A       COMMON    780259206    2885      46223   SH          DEFINED     19      5700       0      40523
ROYAL DUTCH SHELL PLC-ADR A       COMMON    780259206    2916      46716   SH          DEFINED     20     46716       0        0
ROYAL DUTCH SHELL PLC-ADR A       COMMON    780259206    1324      21205   SH          DEFINED      5     20295       0       910
ROYAL DUTCH SHELL PLC-ADR B       COMMON    780259107   149578    2483854  SH          DEFINED     11    2081430      0     402424
ROYAL DUTCH SHELL PLC-ADR B       COMMON    780259107    7914     131412   SH          DEFINED     14      4622       0     126790
ROYAL DUTCH SHELL PLC-ADR B       COMMON    780259107     140      2325    SH          DEFINED     19      774        0      1551
ROYAL DUTCH SHELL PLC-ADR B       COMMON    780259107    2159      35844   SH          DEFINED     20     35844       0        0
ROYAL DUTCH SHELL PLC-ADR B       COMMON    780259107     226      3757    SH          DEFINED      5      3757       0        0
ROYAL DUTCH SHELL PLC-ADR B       COMMON    780259107    17919    297556   SH          DEFINED    5,11    297556      0        0
ROYAL GOLD INC                    COMMON    780287108     337      7040    SH          DEFINED     20      7040       0        0
ROYAL GOLD INC                    COMMON    780287108      3        68     SH          DEFINED      5       0         0       68
ROYCE MICRO-CAP TRUST CEF         COMMON    780915104     127      17229   SH          DEFINED     19       0         0      17229
ROYCE VALUE TRUST CF              COMMON    780910105      3        255    SH          DEFINED     19       0         0       255
RPC INC                           COMMON    749660106     67       5748    SH          DEFINED     20      5748       0        0
RPM INTERNATIONAL INC             COMMON    749685103    4802     232088   SH          DEFINED     20     232088      0        0
RPM INTERNATIONAL INC             COMMON    749685103     97       4684    SH          DEFINED     21      4684       0        0
RPM INTERNATIONAL INC             COMMON    749685103      8        370    SH          DEFINED      5       0         0       370
RRI ENERGY INC                    COMMON    74971X107      1        240    SH          DEFINED     19      120        0       120
RRI ENERGY INC                    COMMON    74971X107     362      61213   SH          DEFINED     20     61213       0        0
RRI ENERGY INC                    COMMON    74971X107     24       4017    SH          DEFINED     21      4017       0        0
RRI ENERGY INC                    COMMON    74971X107     36       6044    SH          DEFINED      5      2602       0      3442
RRSAT GLOBAL COMMUNICATIONS       COMMON    M8183P102      0        40     SH          DEFINED     20       40        0        0
RSC HOLDINGS INC                  COMMON    74972L102     37       5000    SH          DEFINED     19       0         0      5000
RSC HOLDINGS INC                  COMMON    74972L102     30       4109    SH          DEFINED     20      4109       0        0
RSC HOLDINGS INC                  COMMON    74972L102      2        241    SH          DEFINED     21      241        0        0
RTI BIOLOGICS INC                 COMMON    74975N105     35       9600    SH          DEFINED     19      9600       0        0
RTI BIOLOGICS INC                 COMMON    74975N105      2        417    SH          DEFINED     20      417        0        0
RTI INTERNATIONAL METALS INC      COMMON    74973W107     234      8440    SH          DEFINED     20      8440       0        0
RTI INTERNATIONAL METALS INC      COMMON    74973W107     99       3575    SH          DEFINED      5       0         0      3575
RUBICON TECHNOLOGY INC            COMMON    78112T107    17787    902442   SH          DEFINED     20     902442      0        0
RUBY TUESDAY INC                  COMMON    781182100    1242     167200   SH          DEFINED     14     61300       0     105900
RUBY TUESDAY INC                  COMMON    781182100    1428     192221   SH          DEFINED     20     192221      0        0
RUBY TUESDAY INC                  COMMON    781182100     108      14500   SH          DEFINED    5,14    14500       0        0
RUBY TUESDAY INC                  COMMON    781182100     295      39700   SH          DEFINED      8     39700       0        0
RUBY TUESDAY INC                  COMMON    781182100     84       11300   SH          DEFINED    8,17    11300       0        0
RUDDICK CORP                      COMMON    781258108     47       1825    SH          DEFINED     20      1825       0        0
RUDDICK CORP                      COMMON    781258108      3        105    SH          DEFINED     21      105        0        0
RUDOLPH TECHNOLOGIES INC          COMMON    781270103     73       10429   SH          DEFINED     20     10429       0        0
RUSH ENTERPRISES INC - CL B       COMMON    781846308     35       3241    SH          DEFINED     20      3241       0        0
RUSH ENTERPRISES INC CL A         COMMON    781846209     209      16696   SH          DEFINED     20     16696       0        0
RUSSELL 2000 I SHARE ETF          COMMON    464287655    18786    294640   SH          DEFINED     19     20256       0     274383
RUSSELL 2000 I SHARE ETF          COMMON    464287655     735      11525   SH          DEFINED      5      8715       0      2810
RUSSELL 2000 ISHARES ETF          COMMON    464287630    8678     149511   SH          DEFINED     19      3365       0     146146
RUSSELL 2000 ISHARES ETF          COMMON    464287630     31        530    SH          DEFINED      5      530        0        0
RUTH'S HOSPITALITY GROUP INC.     COMMON    783332109     47       19372   SH          DEFINED     20     19372       0        0
RXI PHARMACEUTICALS CORP          COMMON    74978T109      0        12     SH          DEFINED      5       12        0        0
RYANAIR HLDGS PLC ADR             COMMON    783513104    2044      76231   SH          DEFINED     1,3    76231       0        0
RYANAIR HLDGS PLC ADR             COMMON    783513104    1681      62698   SH          DEFINED    16,3    62698       0        0
RYANAIR HLDGS PLC ADR             COMMON    783513104    1149      42866   SH          DEFINED    17,3    42866       0        0
RYANAIR HLDGS PLC ADR             COMMON    783513104     147      5479    SH          DEFINED     20      5479       0        0
RYANAIR HLDGS PLC ADR             COMMON    783513104   201783    7526414  SH          DEFINED      3    7526414      0        0
RYDER SYSTEM INC                  COMMON    783549108    1033      25329   SH          DEFINED     20     25329       0        0
RYDER SYSTEM INC                  COMMON    783549108     14        332    SH          DEFINED     21      332        0        0
RYDER SYSTEM INC                  COMMON    783549108     36        891    SH          DEFINED      5      800        0       91
RYDEX INVERSE 2X S&P 500 ETF      COMMON    78355W767     23        415    SH          DEFINED     19       0         0       415
RYLAND GROUP INC                  COMMON    783764103     868      42100   SH          DEFINED      1     42100       0        0
RYLAND GROUP INC                  COMMON    783764103     670      32500   SH          DEFINED    1,14    32500       0        0
RYLAND GROUP INC                  COMMON    783764103     33       1597    SH          DEFINED     11      1597       0        0
RYLAND GROUP INC                  COMMON    783764103    14968    725918   SH          DEFINED     14     523218      0     157000
RYLAND GROUP INC                  COMMON    783764103     812      39400   SH          DEFINED    14,7      0         0      39400
RYLAND GROUP INC                  COMMON    783764103     79       3841    SH          DEFINED     20      3841       0        0
RYLAND GROUP INC                  COMMON    783764103      5        227    SH          DEFINED     21      227        0        0
RYLAND GROUP INC                  COMMON    783764103     28       1365    SH          DEFINED      5       0         0      1365
RYLAND GROUP INC                  COMMON    783764103     499      24200   SH          DEFINED    5,14    24200       0        0
RYLAND GROUP INC                  COMMON    783764103     538      26100   SH          DEFINED      8     26100       0        0
RYLAND GROUP INC                  COMMON    783764103     58       2800    SH          DEFINED    8,17     2800       0        0
S & T BANCORP INC                 COMMON    783859101     68       4125    SH          DEFINED     20      4125       0        0
S&P 500 COVERED CALL FD INC CE    COMMON    78381P109     26       2500    SH          DEFINED     19       0         0      2500
S.Y. BANCORP INC                  COMMON    785060104    1129      52900   SH          DEFINED     14     28100       0      24800
S.Y. BANCORP INC                  COMMON    785060104     34       1610    SH          DEFINED     20      1610       0        0
S.Y. BANCORP INC                  COMMON    785060104     128      6000    SH          DEFINED    5,14     6000       0        0
S.Y. BANCORP INC                  COMMON    785060104     60       2800    SH          DEFINED      8      2800       0        0
S.Y. BANCORP INC                  COMMON    785060104     17        800    SH          DEFINED    8,17     800        0        0
S1 CORPORATION                    COMMON    78463B101    2084     328700   SH          DEFINED     14     134800      0     193900
S1 CORPORATION                    COMMON    78463B101     76       12046   SH          DEFINED     20     12046       0        0
S1 CORPORATION                    COMMON    78463B101     198      31200   SH          DEFINED    5,14    31200       0        0
S1 CORPORATION                    COMMON    78463B101     277      43700   SH          DEFINED      8     43700       0        0
S1 CORPORATION                    COMMON    78463B101     79       12400   SH          DEFINED    8,17    12400       0        0
SABINE ROYALTY TRUST              COMMON    785688102     86       2100    SH          DEFINED      5       0         0      2100
SAFE BULKERS INC SB               COMMON    Y7388L103     104      11913   SH          DEFINED     20     11913       0        0
SAFEGUARD SCIENTIFICS INC         COMMON    786449207     115      10710   SH          DEFINED     20     10710       0        0
SAFETY INSURANCE GROUP            COMMON    78648T100    1326      36380   SH          DEFINED     20     36380       0        0
SAFEWAY INC                       COMMON    786514208    50605    2375812  SH          DEFINED      1    2375812      0        0
SAFEWAY INC                       COMMON    786514208     420      19710   SH          DEFINED     14     14310       0      3200
SAFEWAY INC                       COMMON    786514208     288      13500   SH          DEFINED    14,7      0         0      13500
SAFEWAY INC                       COMMON    786514208    7453     349927   SH          DEFINED     20     349927      0        0
SAFEWAY INC                       COMMON    786514208     36       1697    SH          DEFINED     21      1697       0        0
SAFEWAY INC                       COMMON    786514208    10118    475000   SH          DEFINED      3     475000      0        0
SAFEWAY INC                       COMMON    786514208    22311    1047467  SH          DEFINED      4    1047467      0        0
SAFEWAY INC                       COMMON    786514208     15        720    SH          DEFINED      5       0         0       720
SAFEWAY INC                       COMMON    786514208     339      15934   SH          DEFINED      7     15934       0        0
SAFEWAY INC                       COMMON    786514208     578      27138   SH          DEFINED      8     27138       0        0
SAGA COMMUNICATIONS INC-CL A      COMMON    786598300     88       7018    SH          DEFINED     20      7018       0        0
SAIA INC                          COMMON    78709Y105     89       6200    SH          DEFINED     14      1200       0      5000
SAIA INC                          COMMON    78709Y105     222      15383   SH          DEFINED     20     15383       0        0
SAIA INC                          COMMON    78709Y105     12        800    SH          DEFINED    5,14     800        0        0
SAIC INC                          COMMON    78390X101    8963     471014   SH          DEFINED      1     471014      0        0
SAIC INC                          COMMON    78390X101    6077     319352   SH          DEFINED     20     319352      0        0
SAIC INC                          COMMON    78390X101     20       1028    SH          DEFINED     21      1028       0        0
SAIC INC                          COMMON    78390X101     256      13449   SH          DEFINED      7     13449       0        0
SAIC INC                          COMMON    78390X101     95       4985    SH          DEFINED      8      4985       0        0
SAKS INC                          COMMON    79377W108     410      57237   SH          DEFINED     20     57237       0        0
SAKS INC                          COMMON    79377W108     26       3637    SH          DEFINED     21      3637       0        0
SALEM COMMUNICATIONS CORP DEL     COMMON    794093104     333      55583   SH          DEFINED     20     55583       0        0
SALESFORCE.COM INC                COMMON    79466L302    3841      51556   SH          DEFINED     20     51556       0        0
SALESFORCE.COM INC                COMMON    79466L302     233      3127    SH          DEFINED      5      1937       0      1190
SALESFORCE.COM INC                COMMON    79466L302     134      1800    SH          DEFINED      7      1800       0        0
SALIX PHARMACEUTICALS LTD         COMMON    795435106    1946      70433   SH          DEFINED     20     70433       0        0
SALIX PHARMACEUTICALS LTD         COMMON    795435106     58       2085    SH          DEFINED      5       0         0      2085
SALLY BEAUTY HOLDINGS INC         COMMON    79546E104     182      22200   SH          DEFINED     14      4400       0      17800
SALLY BEAUTY HOLDINGS INC         COMMON    79546E104    3098     377346   SH          DEFINED     20     377346      0        0
SALLY BEAUTY HOLDINGS INC         COMMON    79546E104     22       2700    SH          DEFINED    5,14     2700       0        0
SAN JUAN BASIN ROYALTY TRUST      COMMON    798241105     520      30160   SH          DEFINED      5     30160       0        0
SANDERS MORRIS HARRIS GRP         COMMON    80000Q104     166      30500   SH          DEFINED     14     17300       0      13200
SANDERS MORRIS HARRIS GRP         COMMON    80000Q104     23       4184    SH          DEFINED     20      4184       0        0
SANDERS MORRIS HARRIS GRP         COMMON    80000Q104     21       3800    SH          DEFINED    5,14     3800       0        0
SANDERSON FARMS INC               COMMON    800013104     79       1846    SH          DEFINED     20      1846       0        0
SANDISK CORP                      COMMON    80004C101    1187      38800   SH          DEFINED      1     38800       0        0
SANDISK CORP                      COMMON    80004C101    3613     118100   SH          DEFINED    1,14    118100      0        0
SANDISK CORP                      COMMON    80004C101     102      3335    SH          DEFINED     11      3335       0        0
SANDISK CORP                      COMMON    80004C101    2195      71741   SH          DEFINED     14     65991       0      5750
SANDISK CORP                      COMMON    80004C101     560      18300   SH          DEFINED    14,7      0         0      18300
SANDISK CORP                      COMMON    80004C101    78659    2571393  SH          DEFINED     20    2571393      0        0
SANDISK CORP                      COMMON    80004C101    2916      95331   SH          DEFINED     21     95331       0        0
SANDISK CORP                      COMMON    80004C101      4        134    SH          DEFINED      5       0         0       134
SANDISK CORP                      COMMON    80004C101     190      6200    SH          DEFINED      7      6200       0        0
SANDRIDGE ENERGY INC              COMMON    80007P307    30845    2960158  SH          DEFINED      1    2960158      0        0
SANDRIDGE ENERGY INC              COMMON    80007P307    9334     895796   SH          DEFINED      2     721241      0     174555
SANDRIDGE ENERGY INC              COMMON    80007P307     56       5420    SH          DEFINED     20      5420       0        0
SANDRIDGE ENERGY INC              COMMON    80007P307      4        356    SH          DEFINED     21      356        0        0
SANDRIDGE ENERGY INC              COMMON    80007P307      4        376    SH          DEFINED      5      200        0       176
SANDY SPRING BANCORP INC          COMMON    800363103     150      17459   SH          DEFINED     20     17459       0        0
SANGAMO BIOSCIENCES INC           COMMON    800677106     42       6899    SH          DEFINED     19       0         0      6899
SANGAMO BIOSCIENCES INC           COMMON    800677106      2        345    SH          DEFINED     20      345        0        0
SANMINA-SCI CORP                  COMMON    800907206     955      81425   SH          DEFINED     20     81425       0        0
SANMINA-SCI CORP                  COMMON    800907206     54       4645    SH          DEFINED     21      4645       0        0
SANOFI-AVENTIS ADR                COMMON    80105N105    42891    1064300  SH          DEFINED     11    1064300      0        0
SANOFI-AVENTIS ADR                COMMON    80105N105     487      12078   SH          DEFINED     14     12078       0        0
SANOFI-AVENTIS ADR                COMMON    80105N105     55       1355    SH          DEFINED     19       0         0      1355
SANOFI-AVENTIS ADR                COMMON    80105N105    7489     185823   SH          DEFINED     20     185823      0        0
SANOFI-AVENTIS ADR                COMMON    80105N105      5        130    SH          DEFINED      5      130        0        0
SANTARUS INC                      COMMON    802817304      2        446    SH          DEFINED     20      446        0        0
SAP AG ADR                        COMMON    803054204      1        30     SH          DEFINED     11       30        0        0
SAP AG ADR                        COMMON    803054204      4        80     SH          DEFINED     19       0         0       80
SAP AG ADR                        COMMON    803054204    2419      51661   SH          DEFINED     20     51661       0        0
SAP AG ADR                        COMMON    803054204    5776     123367   SH          DEFINED      4     123367      0        0
SAP AG ADR                        COMMON    803054204      2        44     SH          DEFINED      5       44        0        0
SAPIENT CORP                      COMMON    803062108     926     110186   SH          DEFINED     20     110186      0        0
SARA LEE CORP                     COMMON    803111103    23451    1897368  SH          DEFINED      1    1897368      0        0
SARA LEE CORP                     COMMON    803111103     204      16500   SH          DEFINED    10,14   16500       0        0
SARA LEE CORP                     COMMON    803111103     20       1600    SH          DEFINED     13      1600       0        0
SARA LEE CORP                     COMMON    803111103    4073     329570   SH          DEFINED     14     304570      0      16800
SARA LEE CORP                     COMMON    803111103     581      47000   SH          DEFINED    14,7      0         0      47000
SARA LEE CORP                     COMMON    803111103     96       7800    SH          DEFINED     16      7800       0        0
SARA LEE CORP                     COMMON    803111103     20       1600    SH          DEFINED    17,14     0         0      1600
SARA LEE CORP                     COMMON    803111103     93       7521    SH          DEFINED     19       0         0      7521
SARA LEE CORP                     COMMON    803111103    4008     324293   SH          DEFINED     20     324293      0        0
SARA LEE CORP                     COMMON    803111103     34       2780    SH          DEFINED     21      2780       0        0
SARA LEE CORP                     COMMON    803111103    13136    1062778  SH          DEFINED      4    1062778      0        0
SARA LEE CORP                     COMMON    803111103     241      19500   SH          DEFINED      5      2804       0      16696
SARA LEE CORP                     COMMON    803111103     195      15767   SH          DEFINED      7     15767       0        0
SARA LEE CORP                     COMMON    803111103     958      77500   SH          DEFINED    8,14    77500       0        0
SASOL LTD SPONSORED ADR           COMMON    803866300     322      7696    SH          DEFINED     11      7696       0        0
SASOL LTD SPONSORED ADR           COMMON    803866300    19787    473370   SH          DEFINED     20     473370      0        0
SASOL LTD SPONSORED ADR           COMMON    803866300      1        34     SH          DEFINED      5       34        0        0
SATYAM COMPUTER SERVICE ADR       COMMON    804098101      6       1250    SH          DEFINED     19       0         0      1250
SAUER INC                         COMMON    804137107     78       6533    SH          DEFINED     20      6533       0        0
SAUL CTRS INC                     COMMON    804395101     37       1133    SH          DEFINED     20      1133       0        0
SAUL CTRS INC                     COMMON    804395101     26        810    SH          DEFINED    20,14    810        0        0
SAUL CTRS INC                     COMMON    804395101     16        500    SH          DEFINED      5      500        0        0
SAVIENT PHARMACEUTICALS INC       COMMON    80517Q100    10832    762253   SH          DEFINED      1     762253      0        0
SAVIENT PHARMACEUTICALS INC       COMMON    80517Q100    1725     121374   SH          DEFINED    17,1      0         0     121374
SAVIENT PHARMACEUTICALS INC       COMMON    80517Q100     36       2543    SH          DEFINED     20      2543       0        0
SAVVIS INC                        COMMON    805423308     164      10851   SH          DEFINED     20     10851       0        0
SBA COMMUNICATIONS CORP           COMMON    78388J106    15439    428736   SH          DEFINED      1     428736      0        0
SBA COMMUNICATIONS CORP           COMMON    78388J106    2140      59416   SH          DEFINED    17,1    59416       0        0
SBA COMMUNICATIONS CORP           COMMON    78388J106    14918    414266   SH          DEFINED      2     414266      0        0
SBA COMMUNICATIONS CORP           COMMON    78388J106     164      4544    SH          DEFINED     20      4544       0        0
SBA COMMUNICATIONS CORP           COMMON    78388J106      8        224    SH          DEFINED      5       85        0       139
SCANA CORP                        COMMON    80589M102     258      6972    SH          DEFINED     20      6972       0        0
SCANA CORP                        COMMON    80589M102     13        339    SH          DEFINED     21      339        0        0
SCANA CORP                        COMMON    80589M102     69       1862    SH          DEFINED      5      1000       0       862
SCANSOURCE INC                    COMMON    806037107    3870     139900   SH          DEFINED     14     65200       0      74700
SCANSOURCE INC                    COMMON    806037107     514      18600   SH          DEFINED     20     18600       0        0
SCANSOURCE INC                    COMMON    806037107     335      12100   SH          DEFINED    5,14    12100       0        0
SCANSOURCE INC                    COMMON    806037107     661      23900   SH          DEFINED      8     23900       0        0
SCANSOURCE INC                    COMMON    806037107     188      6800    SH          DEFINED    8,17     6800       0        0
SCBT FINANCIAL CORP               COMMON    78401V102     166      5997    SH          DEFINED     20      5997       0        0
SCHAWK INC                        COMMON    806373106     149      11065   SH          DEFINED     20     11065       0        0
SCHEIN HENRY INC                  COMMON    806407102    54850    1029472  SH          DEFINED     20    1029472      0        0
SCHEIN HENRY INC                  COMMON    806407102    1965      36878   SH          DEFINED     21     36878       0        0
SCHEIN HENRY INC                  COMMON    806407102     197      3700    SH          DEFINED      7      3700       0        0
SCHLUMBERGER LTD                  COMMON    806857108    74515    1107205  SH          DEFINED      1    1107205      0        0
SCHLUMBERGER LTD                  COMMON    806857108    11172    166000   SH          DEFINED    13,2      0         0     166000
SCHLUMBERGER LTD                  COMMON    806857108    5925      88040   SH          DEFINED     14     74240       0      7300
SCHLUMBERGER LTD                  COMMON    806857108    3183      47300   SH          DEFINED    14,7      0         0      47300
SCHLUMBERGER LTD                  COMMON    806857108    33495    497690   SH          DEFINED     19     159172      0     338517
SCHLUMBERGER LTD                  COMMON    806857108     880      13074   SH          DEFINED      2     13074       0        0
SCHLUMBERGER LTD                  COMMON    806857108    22464    333788   SH          DEFINED     20     333788      0        0
SCHLUMBERGER LTD                  COMMON    806857108     84       1252    SH          DEFINED     21      1252       0        0
SCHLUMBERGER LTD                  COMMON    806857108     384      5700    SH          DEFINED      3      5700       0        0
SCHLUMBERGER LTD                  COMMON    806857108      8        120    SH          DEFINED      4      120        0        0
SCHLUMBERGER LTD                  COMMON    806857108    6378      94765   SH          DEFINED      5     67648       0      27117
SCHLUMBERGER LTD                  COMMON    806857108    1970      29271   SH          DEFINED      7     29271       0        0
SCHLUMBERGER LTD                  COMMON    806857108    17508    260146   SH          DEFINED      8     260146      0        0
SCHLUMBERGER LTD                  COMMON    806857108     58        868    SH          DEFINED     8,2     868        0        0
SCHNITZER STEEL INDS INC-A        COMMON    806882106     297      5948    SH          DEFINED     20      5948       0        0
SCHOLASTIC CORP                   COMMON    807066105     58       1900    SH          DEFINED    1,14     1900       0        0
SCHOLASTIC CORP                   COMMON    807066105     289      9510    SH          DEFINED     14      8410       0       300
SCHOLASTIC CORP                   COMMON    807066105    2836      93299   SH          DEFINED     20     93299       0        0
SCHOLASTIC CORP                   COMMON    807066105      6        201    SH          DEFINED     21      201        0        0
SCHOOL SPECIALTY INC              COMMON    807863105     300      12490   SH          DEFINED     20     12490       0        0
SCHOOL SPECIALTY INC              COMMON    807863105     70       2920    SH          DEFINED      5       0         0      2920
SCHULMAN (A) INC                  COMMON    808194104    5663     266100   SH          DEFINED     14     160500      0     105600
SCHULMAN (A) INC                  COMMON    808194104     852      40024   SH          DEFINED     20     40024       0        0
SCHULMAN (A) INC                  COMMON    808194104     523      24600   SH          DEFINED    5,14    24600       0        0
SCHULMAN (A) INC                  COMMON    808194104     436      20500   SH          DEFINED      8     20500       0        0
SCHULMAN (A) INC                  COMMON    808194104     123      5800    SH          DEFINED    8,17     5800       0        0
SCHWAB (CHARLES) CORP             COMMON    808513105    43754    2218774  SH          DEFINED      1    2218774      0        0
SCHWAB (CHARLES) CORP             COMMON    808513105     36       1816    SH          DEFINED     13      1816       0        0
SCHWAB (CHARLES) CORP             COMMON    808513105     36       1816    SH          DEFINED    13,2     1816       0        0
SCHWAB (CHARLES) CORP             COMMON    808513105     34       1700    SH          DEFINED     18      1700       0        0
SCHWAB (CHARLES) CORP             COMMON    808513105    4128     209315   SH          DEFINED     19      4910       0     204405
SCHWAB (CHARLES) CORP             COMMON    808513105    1600      81154   SH          DEFINED      2     81154       0        0
SCHWAB (CHARLES) CORP             COMMON    808513105     612      31011   SH          DEFINED     20     31011       0        0
SCHWAB (CHARLES) CORP             COMMON    808513105     21       1064    SH          DEFINED     21      1064       0        0
SCHWAB (CHARLES) CORP             COMMON    808513105    1023      51862   SH          DEFINED     3,1    51862       0        0
SCHWAB (CHARLES) CORP             COMMON    808513105     802      40668   SH          DEFINED      5     36262       0      4406
SCHWAB (CHARLES) CORP             COMMON    808513105     416      21102   SH          DEFINED      7     21102       0        0
SCHWAB (CHARLES) CORP             COMMON    808513105    17440    884382   SH          DEFINED      8     884382      0        0
SCHWAB (CHARLES) CORP             COMMON    808513105     107      5405    SH          DEFINED     8,2     5405       0        0
SCHWEITZER-MAUDUIT INTL INC       COMMON    808541106     603      8237    SH          DEFINED     20      8237       0        0
SCICLONE PHARMACEUTICALS INC      COMMON    80862K104     64       27603   SH          DEFINED     20     27603       0        0
SCIENTIFIC GAMES CORP-A           COMMON    80874P109     136      8954    SH          DEFINED     20      8954       0        0
SCIENTIFIC GAMES CORP-A           COMMON    80874P109      1        62     SH          DEFINED      5       62        0        0
SCOTTS MIRACLE-GRO CO/THE         COMMON    810186106     190      4900    SH          DEFINED     13      4900       0        0
SCOTTS MIRACLE-GRO CO/THE         COMMON    810186106     929      24000   SH          DEFINED     14     21000       0      1300
SCOTTS MIRACLE-GRO CO/THE         COMMON    810186106     279      7200    SH          DEFINED    14,7      0         0      7200
SCOTTS MIRACLE-GRO CO/THE         COMMON    810186106     553      14300   SH          DEFINED     18     14300       0        0
SCOTTS MIRACLE-GRO CO/THE         COMMON    810186106     610      15750   SH          DEFINED     20     15750       0        0
SCOTTS MIRACLE-GRO CO/THE         COMMON    810186106      5        124    SH          DEFINED     21      124        0        0
SCOTTS MIRACLE-GRO CO/THE         COMMON    810186106      1        38     SH          DEFINED      5       38        0        0
SCOTTS MIRACLE-GRO CO/THE         COMMON    810186106    7051     182200   SH          DEFINED      8     182200      0        0
SCRIPPS NETWORKS INTER-CL A       COMMON    811065101    11659    267103   SH          DEFINED      1     267103      0        0
SCRIPPS NETWORKS INTER-CL A       COMMON    811065101    1102      25235   SH          DEFINED    13,2      0         0      25235
SCRIPPS NETWORKS INTER-CL A       COMMON    811065101     231      5300    SH          DEFINED     14      4700       0        0
SCRIPPS NETWORKS INTER-CL A       COMMON    811065101    6143     140731   SH          DEFINED     20     140731      0        0
SCRIPPS NETWORKS INTER-CL A       COMMON    811065101      8        174    SH          DEFINED     21      174        0        0
SCRIPPS NETWORKS INTER-CL A       COMMON    811065101     217      4975    SH          DEFINED      5      4910       0       65
SEABOARD CORP                     COMMON    811543107    1666      1204    SH          DEFINED     20      1204       0        0
SEABRIDGE GOLD INC                COMMON    811916105    10849    438000   SH          DEFINED      1     438000      0        0
SEABRIGHT INSURANCE HOLDINGS      COMMON    811656107     162      14343   SH          DEFINED     20     14343       0        0
SEACHANGE INTERNATIONAL INC       COMMON    811699107     107      15932   SH          DEFINED     20     15932       0        0
SEACHANGE INTERNATIONAL INC       COMMON    811699107     82       12150   SH          DEFINED      5       0         0      12150
SEACOAST BANKING CORP FL          COMMON    811707306     30       16692   SH          DEFINED     20     16692       0        0
SEACOR SMIT INC                   COMMON    811904101     16        206    SH          DEFINED     19      206        0        0
SEACOR SMIT INC                   COMMON    811904101    4951      63982   SH          DEFINED     20     63982       0        0
SEACOR SMIT INC                   COMMON    811904101      4        51     SH          DEFINED     21       51        0        0
SEAGATE TECHNOLOGY                COMMON    G7945J104    10988    593314   SH          DEFINED      1     593314      0        0
SEAGATE TECHNOLOGY                COMMON    G7945J104    1835      99100   SH          DEFINED    1,14    99100       0        0
SEAGATE TECHNOLOGY                COMMON    G7945J104     211      11400   SH          DEFINED     10     11400       0        0
SEAGATE TECHNOLOGY                COMMON    G7945J104     332      17900   SH          DEFINED    10,14   17900       0        0
SEAGATE TECHNOLOGY                COMMON    G7945J104     107      5803    SH          DEFINED     11      5803       0        0
SEAGATE TECHNOLOGY                COMMON    G7945J104     19       1000    SH          DEFINED     13      1000       0        0
SEAGATE TECHNOLOGY                COMMON    G7945J104    19507    1053320  SH          DEFINED     14     695620      0     314400
SEAGATE TECHNOLOGY                COMMON    G7945J104     519      28000   SH          DEFINED    14,13     0         0      28000
SEAGATE TECHNOLOGY                COMMON    G7945J104    1063      57400   SH          DEFINED    14,7      0         0      57400
SEAGATE TECHNOLOGY                COMMON    G7945J104     983      53082   SH          DEFINED    17,1    53082       0        0
SEAGATE TECHNOLOGY                COMMON    G7945J104     33       1800    SH          DEFINED    17,14     0         0      1000
SEAGATE TECHNOLOGY                COMMON    G7945J104   102054    5510481  SH          DEFINED     20    5510481      0        0
SEAGATE TECHNOLOGY                COMMON    G7945J104    3810     205706   SH          DEFINED     21     205706      0        0
SEAGATE TECHNOLOGY                COMMON    G7945J104     479      25857   SH          DEFINED      5       0         0      25857
SEAGATE TECHNOLOGY                COMMON    G7945J104    1180      63700   SH          DEFINED    5,14    63700       0        0
SEAGATE TECHNOLOGY                COMMON    G7945J104     849      45833   SH          DEFINED      7     45833       0        0
SEAGATE TECHNOLOGY                COMMON    G7945J104    1048      56600   SH          DEFINED      8     56600       0        0
SEAGATE TECHNOLOGY                COMMON    G7945J104    1871     101000   SH          DEFINED    8,14    101000      0        0
SEAGATE TECHNOLOGY                COMMON    G7945J104     246      13300   SH          DEFINED    9,14      0         0      13300
SEAHAWK DRILLING INC              COMMON    81201R107     281      11800   SH          DEFINED      1     11800       0        0
SEAHAWK DRILLING INC              COMMON    81201R107     400      16800   SH          DEFINED     14     16800       0        0
SEAHAWK DRILLING INC              COMMON    81201R107     13        531    SH          DEFINED     20      531        0        0
SEAHAWK DRILLING INC              COMMON    81201R107      1        26     SH          DEFINED     21       26        0        0
SEALED AIR CORP                   COMMON    81211K100     44       2000    SH          DEFINED    10,14    2000       0        0
SEALED AIR CORP                   COMMON    81211K100      9        400    SH          DEFINED     13      400        0        0
SEALED AIR CORP                   COMMON    81211K100    3101     142320   SH          DEFINED     14     106320      0      20300
SEALED AIR CORP                   COMMON    81211K100     431      19800   SH          DEFINED    14,7      0         0      19800
SEALED AIR CORP                   COMMON    81211K100      9        400    SH          DEFINED    17,14     0         0       400
SEALED AIR CORP                   COMMON    81211K100     211      9664    SH          DEFINED     19       0         0      9664
SEALED AIR CORP                   COMMON    81211K100    1159      53171   SH          DEFINED     20     53171       0        0
SEALED AIR CORP                   COMMON    81211K100     11        520    SH          DEFINED     21      520        0        0
SEALED AIR CORP                   COMMON    81211K100     244      11200   SH          DEFINED    8,14    11200       0        0
SEALY CORP                        COMMON    812139301     179      56441   SH          DEFINED     20     56441       0        0
SEARS HOLDING CORP                COMMON    812350106     44        500    SH          DEFINED    1,14     500        0        0
SEARS HOLDING CORP                COMMON    812350106    2346      26901   SH          DEFINED     14     25801       0       800
SEARS HOLDING CORP                COMMON    812350106     279      3200    SH          DEFINED    14,7      0         0      3200
SEARS HOLDING CORP                COMMON    812350106   115290    1322134  SH          DEFINED     20    1322134      0        0
SEARS HOLDING CORP                COMMON    812350106    4341      49782   SH          DEFINED     21     49782       0        0
SEARS HOLDING CORP                COMMON    812350106     15        168    SH          DEFINED      5       0         0       168
SEARS HOLDING CORP                COMMON    812350106     109      1254    SH          DEFINED      7      1254       0        0
SEARS HOLDING CORP                COMMON    812350106     959      11000   SH          DEFINED      8     11000       0        0
SEARS HOLDING CORP                COMMON    812350106    1378      15800   SH          DEFINED    8,14    15800       0        0
SEASPAN CORP                      COMMON    Y75638109     93       9573    SH          DEFINED     20      9573       0        0
SEASPAN CORP                      COMMON    Y75638109     64       6620    SH          DEFINED      5       0         0      6620
SEATTLE GENETICS INC /WA          COMMON    812578102     41       3848    SH          DEFINED     20      3848       0        0
SEI INVESTMENTS CO                COMMON    784117103    6326     351625   SH          DEFINED      1     351625      0        0
SEI INVESTMENTS CO                COMMON    784117103      9        500    SH          DEFINED     19       0         0       500
SEI INVESTMENTS CO                COMMON    784117103    2914     161957   SH          DEFINED      2     69262       0      92695
SEI INVESTMENTS CO                COMMON    784117103    2817     156560   SH          DEFINED     20     156560      0        0
SEI INVESTMENTS CO                COMMON    784117103     85       4706    SH          DEFINED     21      4706       0        0
SEI INVESTMENTS CO                COMMON    784117103    1169      65000   SH          DEFINED      5     65000       0        0
SELECT COMFORT CORP               COMMON    81616X103    2530     392300   SH          DEFINED     14     144800      0     247500
SELECT COMFORT CORP               COMMON    81616X103    1363     211364   SH          DEFINED     20     211364      0        0
SELECT COMFORT CORP               COMMON    81616X103     242      37500   SH          DEFINED    5,14    37500       0        0
SELECT COMFORT CORP               COMMON    81616X103     369      57200   SH          DEFINED      8     57200       0        0
SELECT COMFORT CORP               COMMON    81616X103     105      16300   SH          DEFINED    8,17    16300       0        0
SELECTIVE INSURANCE GROUP         COMMON    816300107    1308      78515   SH          DEFINED     20     78515       0        0
SELECTIVE INSURANCE GROUP         COMMON    816300107     451      27075   SH          DEFINED      5     27075       0        0
SEMICONDUCTOR MANUFACT-ADR        COMMON    81663N206    3404     935269   SH          DEFINED     20     935269      0        0
SEMPRA ENERGY                     COMMON    816851109    10625    194201   SH          DEFINED      1     194201      0        0
SEMPRA ENERGY                     COMMON    816851109     223      4080    SH          DEFINED     14      3180       0       600
SEMPRA ENERGY                     COMMON    816851109    8451     154460   SH          DEFINED     20     154460      0        0
SEMPRA ENERGY                     COMMON    816851109     29        538    SH          DEFINED     21      538        0        0
SEMPRA ENERGY                     COMMON    816851109     39        707    SH          DEFINED      5      500        0       207
SEMPRA ENERGY                     COMMON    816851109     199      3635    SH          DEFINED      7      3635       0        0
SEMTECH CORP                      COMMON    816850101    14707    881186   SH          DEFINED      1     881186      0        0
SEMTECH CORP                      COMMON    816850101     779      46700   SH          DEFINED    17,1    46700       0        0
SEMTECH CORP                      COMMON    816850101    3249     194664   SH          DEFINED      2     83675       0     110989
SEMTECH CORP                      COMMON    816850101     36       2153    SH          DEFINED     20      2153       0        0
SENECA FOODS CORP - CL A          COMMON    817070501     170      7300    SH          DEFINED     20      7300       0        0
SENIOR HSG PPTYS TR               COMMON    81721M109    5659     259576   SH          DEFINED      1     259576      0        0
SENIOR HSG PPTYS TR               COMMON    81721M109    3172     145500   SH          DEFINED    1,11      0         0     145500
SENIOR HSG PPTYS TR               COMMON    81721M109    40180    1843118  SH          DEFINED    1,14   1843118      0        0
SENIOR HSG PPTYS TR               COMMON    81721M109     61       2800    SH          DEFINED     11      2800       0        0
SENIOR HSG PPTYS TR               COMMON    81721M109    91344    4190084  SH          DEFINED     14    1972548      0     2066590
SENIOR HSG PPTYS TR               COMMON    81721M109    1371      62876   SH          DEFINED    16,14   62876       0        0
SENIOR HSG PPTYS TR               COMMON    81721M109    2623     120333   SH          DEFINED      2     51600       0      68733
SENIOR HSG PPTYS TR               COMMON    81721M109    2766     126886   SH          DEFINED    2,14    126886      0        0
SENIOR HSG PPTYS TR               COMMON    81721M109     78       3570    SH          DEFINED     20      3570       0        0
SENIOR HSG PPTYS TR               COMMON    81721M109     156      7170    SH          DEFINED    20,14    7170       0        0
SENIOR HSG PPTYS TR               COMMON    81721M109      5        217    SH          DEFINED     21      217        0        0
SENIOR HSG PPTYS TR               COMMON    81721M109     207      9500    SH          DEFINED    3,14     9500       0        0
SENIOR HSG PPTYS TR               COMMON    81721M109    7561     346822   SH          DEFINED    5,14    346822      0        0
SENIOR HSG PPTYS TR               COMMON    81721M109     61       2800    SH          DEFINED    6,14     2800       0        0
SENIOR HSG PPTYS TR               COMMON    81721M109    1723      79036   SH          DEFINED    8,14      0       79036      0
SENOMYX INC                       COMMON    81724Q107      1        180    SH          DEFINED     20      180        0        0
SENSIENT TECHNOLOGIES CORP        COMMON    81725T100     181      6608    SH          DEFINED     20      6608       0        0
SEQUENOM INC                      COMMON    817337405      2        468    SH          DEFINED     20      468        0        0
SERVICE CORP INTERNATIONAL        COMMON    817565104     514      61284   SH          DEFINED     20     61284       0        0
SERVICE CORP INTERNATIONAL        COMMON    817565104      8       1000    SH          DEFINED     21      1000       0        0
SERVICE CORP INTERNATIONAL        COMMON    817565104     133      15922   SH          DEFINED      5       0         0      15922
SHANDA GAMES LTD - ADR            COMMON    81941U105    4284     401111   SH          DEFINED      1     401111      0        0
SHANDA GAMES LTD - ADR            COMMON    81941U105     389      36389   SH          DEFINED    17,1    36389       0        0
SHANDA GAMES LTD - ADR            COMMON    81941U105    3215     301070   SH          DEFINED     20     301070      0        0
SHANDA INTERACTIVE ENTER-ADR      COMMON    81941Q203    19311    346012   SH          DEFINED      1     346012      0        0
SHANDA INTERACTIVE ENTER-ADR      COMMON    81941Q203    1966      35235   SH          DEFINED     19      4737       0      30498
SHANDA INTERACTIVE ENTER-ADR      COMMON    81941Q203    11105    198981   SH          DEFINED      2     198981      0        0
SHANDA INTERACTIVE ENTER-ADR      COMMON    81941Q203    7873     141067   SH          DEFINED     20     141067      0        0
SHANDA INTERACTIVE ENTER-ADR      COMMON    81941Q203     17        296    SH          DEFINED      4      296        0        0
SHANDA INTERACTIVE ENTER-ADR      COMMON    81941Q203    2596      46513   SH          DEFINED      5     41653       0      4860
SHANDA INTERACTIVE ENTER-ADR      COMMON    81941Q203    23219    416042   SH          DEFINED      8     416042      0        0
SHANDA INTERACTIVE ENTER-ADR      COMMON    81941Q203     448      8025    SH          DEFINED    8,14     8025       0        0
SHANDA INTERACTIVE ENTER-ADR      COMMON    81941Q203     657      11775   SH          DEFINED    8,16    11775       0        0
SHANDA INTERACTIVE ENTER-ADR      COMMON    81941Q203    8451     151424   SH          DEFINED    8,17    151424      0        0
SHANDA INTERACTIVE ENTER-ADR      COMMON    81941Q203    11803    211494   SH          DEFINED     8,6    211494      0        0
SHAW COMMUNICATIONS INC CL B      COMMON    82028K200    6216     310023   SH          DEFINED     20     310023      0        0
SHAW COMMUNICATIONS INC CL B C    COMMON    82028K200    43456    2180900  SH          DEFINED      3    2180900      0        0
SHAW COMMUNICATIONS INC CL B C    COMMON    82028K200     51       2571    SH          DEFINED     3,1     2571       0        0
SHAW COMMUNICATIONS INC CL B C    COMMON    82028K200     132      6623    SH          DEFINED      7      6623       0        0
SHAW COMMUNICATIONS INC CL B C    COMMON    82028K200     566      28390   SH          DEFINED      8     28390       0        0
SHAW GROUP INC                    COMMON    820280105    17524    603437   SH          DEFINED      1     603437      0        0
SHAW GROUP INC                    COMMON    820280105    1806      62200   SH          DEFINED     14     41300       0      11600
SHAW GROUP INC                    COMMON    820280105    1516      52218   SH          DEFINED      2      3619       0      48599
SHAW GROUP INC                    COMMON    820280105    1168      40213   SH          DEFINED     20     40213       0        0
SHAW GROUP INC                    COMMON    820280105      6        204    SH          DEFINED     21      204        0        0
SHENANDOAH TELECOMMUN CO          COMMON    82312B106     39       1998    SH          DEFINED     20      1998       0        0
SHENGDATECH INC                   COMMON    823213103    3789     602340   SH          DEFINED     20     602340      0        0
SHERWIN-WILLIAMS CO               COMMON    824348106     30        500    SH          DEFINED     10      500        0        0
SHERWIN-WILLIAMS CO               COMMON    824348106     476      7900    SH          DEFINED    10,14    7900       0        0
SHERWIN-WILLIAMS CO               COMMON    824348106     12        200    SH          DEFINED     13      200        0        0
SHERWIN-WILLIAMS CO               COMMON    824348106    9088     150940   SH          DEFINED     14     128440      0      17700
SHERWIN-WILLIAMS CO               COMMON    824348106     72       1200    SH          DEFINED    14,13     0         0      1200
SHERWIN-WILLIAMS CO               COMMON    824348106    2234      37100   SH          DEFINED    14,7      0         0      37100
SHERWIN-WILLIAMS CO               COMMON    824348106     12        200    SH          DEFINED    17,14     0         0       200
SHERWIN-WILLIAMS CO               COMMON    824348106     575      9555    SH          DEFINED     19      250        0      9305
SHERWIN-WILLIAMS CO               COMMON    824348106    2221      36892   SH          DEFINED     20     36892       0        0
SHERWIN-WILLIAMS CO               COMMON    824348106     10        164    SH          DEFINED     21      164        0        0
SHERWIN-WILLIAMS CO               COMMON    824348106     598      9940    SH          DEFINED      5      3530       0      6410
SHERWIN-WILLIAMS CO               COMMON    824348106     157      2600    SH          DEFINED    5,14     2600       0        0
SHERWIN-WILLIAMS CO               COMMON    824348106     139      2312    SH          DEFINED      7      2312       0        0
SHERWIN-WILLIAMS CO               COMMON    824348106     488      8105    SH          DEFINED      8      8105       0        0
SHERWIN-WILLIAMS CO               COMMON    824348106    1614      26800   SH          DEFINED    8,14    26800       0        0
SHERWIN-WILLIAMS CO               COMMON    824348106     30        500    SH          DEFINED    9,14      0         0       500
SHINHAN FINANCIAL GRP ADR         COMMON    824596100    27277    345369   SH          DEFINED     20     345369      0        0
SHIP FINANCE INTL LTD             COMMON    G81075106     74       5254    SH          DEFINED     20      5254       0        0
SHIP FINANCE INTL LTD             COMMON    G81075106      5        324    SH          DEFINED     21      324        0        0
SHIRE PLC-ADR                     COMMON    82481R106    27506    469786   SH          DEFINED      1     469786      0        0
SHIRE PLC-ADR                     COMMON    82481R106    3183      54367   SH          DEFINED    17,1      0         0      54367
SHIRE PLC-ADR                     COMMON    82481R106     320      5465    SH          DEFINED     19      1431       0      4034
SHIRE PLC-ADR                     COMMON    82481R106     332      5666    SH          DEFINED     20      5666       0        0
SHIRE PLC-ADR                     COMMON    82481R106    33239    567697   SH          DEFINED      4     567697      0        0
SHIRE PLC-ADR                     COMMON    82481R106    5561      94983   SH          DEFINED      5     73309       0      21674
SHOE CARNIVAL INC                 COMMON    824889109     377      18602   SH          DEFINED     20     18602       0        0
SHORE BANCSHARES INC              COMMON    825107105      1        64     SH          DEFINED     20       64        0        0
SHORETEL INC                      COMMON    825211105      1        136    SH          DEFINED     20      136        0        0
SHORT S&P500 PROSHARES ETF        COMMON    74347R503     71       1375    SH          DEFINED     19       0         0      1375
SHORT S&P500 PROSHARES ETF        COMMON    74347R503     158      3072    SH          DEFINED      5       0         0      3072
SHUFFLE MASTER INC                COMMON    825549108    1057     117600   SH          DEFINED     14     56400       0      61200
SHUFFLE MASTER INC                COMMON    825549108     774      86137   SH          DEFINED     20     86137       0        0
SHUFFLE MASTER INC                COMMON    825549108     115      12800   SH          DEFINED    5,14    12800       0        0
SHUFFLE MASTER INC                COMMON    825549108     63       7000    SH          DEFINED      8      7000       0        0
SHUFFLE MASTER INC                COMMON    825549108     17       1900    SH          DEFINED    8,17     1900       0        0
SHUTTERFLY INC                    COMMON    82568P304     198      11469   SH          DEFINED     20     11469       0        0
SIEMENS AG ADR                    COMMON    826197501      1        11     SH          DEFINED     11       11        0        0
SIEMENS AG ADR                    COMMON    826197501    5530      58753   SH          DEFINED     20     58753       0        0
SIEMENS AG ADR                    COMMON    826197501     259      2755    SH          DEFINED      5      2755       0        0
SIERRA BANCORP                    COMMON    82620P102      0        56     SH          DEFINED     20       56        0        0
SIERRA WIRELESS INC               COMMON    826516106    3738     320000   SH          DEFINED      1     320000      0        0
SIERRA WIRELESS INC               COMMON    826516106     127      12020   SH          DEFINED     20     12020       0        0
SIGA TECHNOLOGIES INC             COMMON    826917106      2        295    SH          DEFINED     20      295        0        0
SIGMA DESIGNS INC                 COMMON    826565103     130      11222   SH          DEFINED     20     11222       0        0
SIGMA-ALDRICH                     COMMON    826552101    46102    909137   SH          DEFINED      1     909137      0        0
SIGMA-ALDRICH                     COMMON    826552101      5        100    SH          DEFINED     14       0         0       100
SIGMA-ALDRICH                     COMMON    826552101     91       1800    SH          DEFINED    14,7      0         0      1800
SIGMA-ALDRICH                     COMMON    826552101     96       1900    SH          DEFINED     19       0         0      1900
SIGMA-ALDRICH                     COMMON    826552101    76177    1502203  SH          DEFINED     20    1502203      0        0
SIGMA-ALDRICH                     COMMON    826552101    2418      47677   SH          DEFINED     21     47677       0        0
SIGMA-ALDRICH                     COMMON    826552101    16373    322878   SH          DEFINED      4     322878      0        0
SIGMA-ALDRICH                     COMMON    826552101     183      3600    SH          DEFINED      5       0         0      3600
SIGMA-ALDRICH                     COMMON    826552101     152      3000    SH          DEFINED      7      3000       0        0
SIGNATURE BANK COMMON             COMMON    82669G104     61       1900    SH          DEFINED     19      1900       0        0
SIGNATURE BANK COMMON             COMMON    82669G104     95       2972    SH          DEFINED     20      2972       0        0
SIGNATURE BANK COMMON             COMMON    82669G104     104      3250    SH          DEFINED      5       0         0      3250
SIGNET JEWELERS LTD               COMMON    G81276100    2151      80300   SH          DEFINED     14     57400       0      11200
SIGNET JEWELERS LTD               COMMON    G81276100     405      15100   SH          DEFINED    14,7      0         0      15100
SIGNET JEWELERS LTD               COMMON    G81276100     723      26970   SH          DEFINED     20     26970       0        0
SILGAN HOLDINGS INC               COMMON    827048109     270      4900    SH          DEFINED     14      4400       0        0
SILGAN HOLDINGS INC               COMMON    827048109     862      15644   SH          DEFINED     20     15644       0        0
SILGAN HOLDINGS INC               COMMON    827048109      2        41     SH          DEFINED     21       41        0        0
SILICON GRAPHICS INTERNATION      COMMON    82706L108     211      26378   SH          DEFINED     20     26378       0        0
SILICON IMAGE INC                 COMMON    82705T102     53       19142   SH          DEFINED     20     19142       0        0
SILICON LABORATORIES              COMMON    826919102     601      12600   SH          DEFINED     14     11200       0        0
SILICON LABORATORIES              COMMON    826919102    4834     101316   SH          DEFINED     20     101316      0        0
SILICON MOTION TECHNOLOGY ADR     COMMON    82706C108      1        213    SH          DEFINED     20      213        0        0
SILICON STORAGE TECHNOLOGY INC    COMMON    827057100     78       31150   SH          DEFINED     20     31150       0        0
SILICONWARE PRECISION ADR         COMMON    827084864    1509     209345   SH          DEFINED     20     209345      0        0
SILICONWARE PRECISION ADR         COMMON    827084864      1        133    SH          DEFINED      5      133        0        0
SILVER STANDARD RESOURCES         COMMON    82823L106      9        400    SH          DEFINED     19       0         0       400
SILVER STANDARD RESOURCES         COMMON    82823L106     230      10477   SH          DEFINED     20     10477       0        0
SILVER WHEATON CORP               COMMON    828336107    30505    1890000  SH          DEFINED      1    1890000      0        0
SILVER WHEATON CORP               COMMON    828336107     153      9500    SH          DEFINED     19       0         0      9500
SILVER WHEATON CORP               COMMON    828336107     300      18560   SH          DEFINED     20     18560       0        0
SILVER WHEATON CORP               COMMON    828336107     54       3334    SH          DEFINED      5       0         0      3334
SILVER WHEATON CORP               COMMON    828336107    1134      74812   SH          DEFINED      2     74812       0        0
SILVER WHEATON CORP               COMMON    828336107    1109      73175   SH          DEFINED     20     73175       0        0
SILVER WHEATON CORP               COMMON    828336107    9850     650000   SH          DEFINED      3     650000      0        0
SILVER WHEATON CORP               COMMON    828336107    14010    924523   SH          DEFINED     3,1    924523      0        0
SILVERCORP METALS INC             COMMON    82835P103     157      23611   SH          DEFINED     20     23611       0        0
SILVERCORP METALS INC             COMMON    82835P103    2346     355461   SH          DEFINED     20     355461      0        0
SIMCERE PHARMACEUTICAL-ADR        COMMON    82859P104    1163     121734   SH          DEFINED     20     121734      0        0
SIMMONS FIRST NATIONAL CORP CL    COMMON    828730200     188      6900    SH          DEFINED     14      4700       0      2200
SIMMONS FIRST NATIONAL CORP CL    COMMON    828730200     173      6352    SH          DEFINED     20      6352       0        0
SIMMONS FIRST NATIONAL CORP CL    COMMON    828730200     22        800    SH          DEFINED    5,14     800        0        0
SIMON PROPERTY GROUP INC REIT     COMMON    828806109    13613    173679   SH          DEFINED    1,11      0         0     173679
SIMON PROPERTY GROUP INC REIT     COMMON    828806109   154014    1964960  SH          DEFINED    1,14   1964960      0        0
SIMON PROPERTY GROUP INC REIT     COMMON    828806109     256      3265    SH          DEFINED     11      3265       0        0
SIMON PROPERTY GROUP INC REIT     COMMON    828806109   358698    4576402  SH          DEFINED     14    2335288      0     2048291
SIMON PROPERTY GROUP INC REIT     COMMON    828806109    6302      80406   SH          DEFINED    16,14   80406       0        0
SIMON PROPERTY GROUP INC REIT     COMMON    828806109     56        710    SH          DEFINED     19       0         0       710
SIMON PROPERTY GROUP INC REIT     COMMON    828806109    12721    162303   SH          DEFINED    2,14    162303      0        0
SIMON PROPERTY GROUP INC REIT     COMMON    828806109    1078      13758   SH          DEFINED     20     13758       0        0
SIMON PROPERTY GROUP INC REIT     COMMON    828806109    1083      13820   SH          DEFINED    20,14   13820       0        0
SIMON PROPERTY GROUP INC REIT     COMMON    828806109     48        611    SH          DEFINED     21      611        0        0
SIMON PROPERTY GROUP INC REIT     COMMON    828806109     958      12220   SH          DEFINED    3,14    12220       0        0
SIMON PROPERTY GROUP INC REIT     COMMON    828806109     18        232    SH          DEFINED      5       45        0       187
SIMON PROPERTY GROUP INC REIT     COMMON    828806109    30192    385205   SH          DEFINED    5,14    385205      0        0
SIMON PROPERTY GROUP INC REIT     COMMON    828806109     254      3242    SH          DEFINED    6,14     3242       0        0
SIMON PROPERTY GROUP INC REIT     COMMON    828806109    7868     100387   SH          DEFINED    8,14      0      100387      0
SIMPSON MANUFACTURING CO INC      COMMON    829073105     11        400    SH          DEFINED     14      400        0        0
SIMPSON MANUFACTURING CO INC      COMMON    829073105     131      4840    SH          DEFINED     20      4840       0        0
SIMPSON MANUFACTURING CO INC      COMMON    829073105     137      5075    SH          DEFINED      5       0         0      5075
SINA CORPORTATION                 COMMON    G81477104    6170     133530   SH          DEFINED     20     133530      0        0
SINA CORPORTATION                 COMMON    G81477104     343      7430    SH          DEFINED     3,6     7430       0        0
SINA CORPORTATION                 COMMON    G81477104     144      3110    SH          DEFINED      5      3110       0        0
SINA CORPORTATION                 COMMON    G81477104    5891     127492   SH          DEFINED      6     127492      0        0
SINA CORPORTATION                 COMMON    G81477104    11601    251052   SH          DEFINED      8     251052      0        0
SINA CORPORTATION                 COMMON    G81477104    6983     151111   SH          DEFINED    8,17    151111      0        0
SINA CORPORTATION                 COMMON    G81477104    12501    270517   SH          DEFINED     8,6    270517      0        0
SINCLAIR BROADCAST GROUP INC      COMMON    829226109     822     165000   SH          DEFINED     14     82400       0      82600
SINCLAIR BROADCAST GROUP INC      COMMON    829226109    3126     627759   SH          DEFINED     20     627759      0        0
SINCLAIR BROADCAST GROUP INC      COMMON    829226109     101      20200   SH          DEFINED    5,14    20200       0        0
SINOHUB INC                       COMMON    82935L101     210      52472   SH          DEFINED     20     52472       0        0
SINOPEC SHANGHAI-SPONS ADR        COMMON    82935M109    5885     150512   SH          DEFINED     20     150512      0        0
SINOVAC BIOTECH LTD               COMMON    P8696W104     724     114450   SH          DEFINED     20     114450      0        0
SIRIUS XM RADIO INC               COMMON    82967N108     10       14580   SH          DEFINED     19      500        0      14080
SIRIUS XM RADIO INC               COMMON    82967N108    2815     4097722  SH          DEFINED     20    4097722      0        0
SIRIUS XM RADIO INC               COMMON    82967N108      3       4140    SH          DEFINED      5      4140       0        0
SIRIUS XM RADIO INC WT 03-15-2    COMMON    82967N199      0       3652    SH          DEFINED      1      3652       0        0
SIRONA DENTAL SYSTEMS             COMMON    82966C103     300      9200    SH          DEFINED     14      1700       0      7500
SIRONA DENTAL SYSTEMS             COMMON    82966C103    3570     109645   SH          DEFINED     20     109645      0        0
SIRONA DENTAL SYSTEMS             COMMON    82966C103     75       2296    SH          DEFINED     21      2296       0        0
SIRONA DENTAL SYSTEMS             COMMON    82966C103     36       1100    SH          DEFINED    5,14     1100       0        0
SJW CORP                          COMMON    784305104     42       1857    SH          DEFINED     20      1857       0        0
SK TELECOM ADR                    COMMON    78440P108      1        40     SH          DEFINED     11       40        0        0
SK TELECOM ADR                    COMMON    78440P108     16        970    SH          DEFINED     19       0         0       970
SK TELECOM ADR                    COMMON    78440P108    6418     389423   SH          DEFINED     20     389423      0        0
SK TELECOM ADR                    COMMON    78440P108    8892     539571   SH          DEFINED      4     539571      0        0
SK TELECOM ADR                    COMMON    78440P108      1        45     SH          DEFINED      5       45        0        0
SKECHERS USA INC CL A             COMMON    830566105     858      29331   SH          DEFINED     20     29331       0        0
SKECHERS USA INC CL A             COMMON    830566105     226      7735    SH          DEFINED      5       0         0      7735
SKILLED HEALTHCARE GROU-CL A      COMMON    83066R107    4879     626271   SH          DEFINED      1     626271      0        0
SKILLED HEALTHCARE GROU-CL A      COMMON    83066R107    2275     292078   SH          DEFINED      2     122364      0     169714
SKILLED HEALTHCARE GROU-CL A      COMMON    83066R107     69       8835    SH          DEFINED     20      8835       0        0
SKILLSOFT PLC ADR                 COMMON    830928107     121      11450   SH          DEFINED     20     11450       0        0
SKYLINE CORP                      COMMON    830830105     133      7329    SH          DEFINED     20      7329       0        0
SKYSTAR BIO-PHARMACEUTICAL        COMMON    830884300     147      14550   SH          DEFINED     20     14550       0        0
SKYWEST INC                       COMMON    830879102    2150     124410   SH          DEFINED     14     88510       0      20800
SKYWEST INC                       COMMON    830879102     88       5077    SH          DEFINED     20      5077       0        0
SKYWEST INC                       COMMON    830879102      5        278    SH          DEFINED     21      278        0        0
SKYWORKS SOLUTIONS INC            COMMON    83088M102    3197     212400   SH          DEFINED     14     79300       0     133100
SKYWORKS SOLUTIONS INC            COMMON    83088M102    1179      78320   SH          DEFINED     20     78320       0        0
SKYWORKS SOLUTIONS INC            COMMON    83088M102     74       4900    SH          DEFINED      5       0         0      4900
SKYWORKS SOLUTIONS INC            COMMON    83088M102     236      15700   SH          DEFINED    5,14    15700       0        0
SKYWORKS SOLUTIONS INC            COMMON    83088M102     942      62600   SH          DEFINED      8     62600       0        0
SKYWORKS SOLUTIONS INC            COMMON    83088M102     268      17800   SH          DEFINED    8,17    17800       0        0
SL GREEN REALTY CORP REIT         COMMON    78440X101    4551      94769   SH          DEFINED    1,11      0         0      94769
SL GREEN REALTY CORP REIT         COMMON    78440X101    49023    1020887  SH          DEFINED    1,14   1020887      0        0
SL GREEN REALTY CORP REIT         COMMON    78440X101     101      2100    SH          DEFINED     11      2100       0        0
SL GREEN REALTY CORP REIT         COMMON    78440X101   113057    2354374  SH          DEFINED     14    1193365      0     1058875
SL GREEN REALTY CORP REIT         COMMON    78440X101    2044      42562   SH          DEFINED    16,14   42562       0        0
SL GREEN REALTY CORP REIT         COMMON    78440X101    4129      85993   SH          DEFINED    2,14    85993       0        0
SL GREEN REALTY CORP REIT         COMMON    78440X101    1253      26095   SH          DEFINED     20     26095       0        0
SL GREEN REALTY CORP REIT         COMMON    78440X101     28        588    SH          DEFINED     21      588        0        0
SL GREEN REALTY CORP REIT         COMMON    78440X101     309      6441    SH          DEFINED    3,14     6441       0        0
SL GREEN REALTY CORP REIT         COMMON    78440X101      5        96     SH          DEFINED      5       0         0       96
SL GREEN REALTY CORP REIT         COMMON    78440X101    9924     206668   SH          DEFINED    5,14    206668      0        0
SL GREEN REALTY CORP REIT         COMMON    78440X101     101      2100    SH          DEFINED    6,14     2100       0        0
SL GREEN REALTY CORP REIT         COMMON    78440X101    2582      53770   SH          DEFINED    8,14      0       53770      0
SLM CORP                          COMMON    78442P106    50302    4302982  SH          DEFINED      1    4302982      0        0
SLM CORP                          COMMON    78442P106     55       4700    SH          DEFINED    10,14    4700       0        0
SLM CORP                          COMMON    78442P106     987      84460   SH          DEFINED     14     77460       0      4200
SLM CORP                          COMMON    78442P106     178      15200   SH          DEFINED    14,7      0         0      15200
SLM CORP                          COMMON    78442P106     651      55675   SH          DEFINED     20     55675       0        0
SLM CORP                          COMMON    78442P106     37       3188    SH          DEFINED     21      3188       0        0
SLM CORP                          COMMON    78442P106    1277     109223   SH          DEFINED      4     109223      0        0
SLM CORP                          COMMON    78442P106      5        444    SH          DEFINED      5       0         0       444
SLM CORP                          COMMON    78442P106     104      8900    SH          DEFINED      7      8900       0        0
SMART BALANCE INC                 COMMON    83169Y108     123      19629   SH          DEFINED     20     19629       0        0
SMART MODULAR TECHNOLOGIES        COMMON    G82245104    30739    4671616  SH          DEFINED     1,3   4671616      0        0
SMART MODULAR TECHNOLOGIES        COMMON    G82245104     850     129172   SH          DEFINED    16,3    129172      0        0
SMART MODULAR TECHNOLOGIES        COMMON    G82245104     406      61728   SH          DEFINED     20     61728       0        0
SMART MODULAR TECHNOLOGIES        COMMON    G82245104    17978    2732263  SH          DEFINED      3    2732263      0        0
SMARTHEAT INC HEAT                COMMON    83172F104    1770     110932   SH          DEFINED     20     110932      0        0
SMITH & NEPHEW PLC ADR            COMMON    83175M205    2445      47649   SH          DEFINED     20     47649       0        0
SMITH & NEPHEW PLC ADR            COMMON    83175M205    8752     170544   SH          DEFINED      4     170544      0        0
SMITH & WESSON HOLDING CORP       COMMON    831756101      2        459    SH          DEFINED     20      459        0        0
SMITH AO                          COMMON    831865209    5295     120240   SH          DEFINED     14     58440       0      57800
SMITH AO                          COMMON    831865209    5074     115215   SH          DEFINED     20     115215      0        0
SMITH AO                          COMMON    831865209     84       1918    SH          DEFINED     21      1918       0        0
SMITH AO                          COMMON    831865209     396      9000    SH          DEFINED    5,14     9000       0        0
SMITH AO                          COMMON    831865209     515      11700   SH          DEFINED      8     11700       0        0
SMITH AO                          COMMON    831865209     145      3300    SH          DEFINED    8,17     3300       0        0
SMITH INTERNATIONAL INC           COMMON    832110100    17083    592553   SH          DEFINED      1     592553      0        0
SMITH INTERNATIONAL INC           COMMON    832110100      9        300    SH          DEFINED     14      300        0        0
SMITH INTERNATIONAL INC           COMMON    832110100     12        400    SH          DEFINED     19       0         0       400
SMITH INTERNATIONAL INC           COMMON    832110100     372      12918   SH          DEFINED     20     12918       0        0
SMITH INTERNATIONAL INC           COMMON    832110100     17        602    SH          DEFINED     21      602        0        0
SMITH INTERNATIONAL INC           COMMON    832110100    6671     231408   SH          DEFINED      4     231408      0        0
SMITH INTERNATIONAL INC           COMMON    832110100      4        153    SH          DEFINED      5       0         0       153
SMITH INTERNATIONAL INC           COMMON    832110100     119      4134    SH          DEFINED      7      4134       0        0
SMITH MICRO SOFTWARE INC          COMMON    832154108     165      18927   SH          DEFINED     20     18927       0        0
SMITHFIELD FOODS INC              COMMON    832248108     23       1400    SH          DEFINED     19       45        0      1355
SMITHFIELD FOODS INC              COMMON    832248108     460      28428   SH          DEFINED     20     28428       0        0
SMITHFIELD FOODS INC              COMMON    832248108     31       1913    SH          DEFINED     21      1913       0        0
SMITHFIELD FOODS INC              COMMON    832248108      3        185    SH          DEFINED      5       0         0       185
SNAP-ON INC                       COMMON    833034101    25122    586408   SH          DEFINED      1     586408      0        0
SNAP-ON INC                       COMMON    833034101     149      3475    SH          DEFINED     20      3475       0        0
SNAP-ON INC                       COMMON    833034101      6        149    SH          DEFINED     21      149        0        0
SNAP-ON INC                       COMMON    833034101      2        36     SH          DEFINED      5       36        0        0
SOCIEDAD QUIMICA MINERA DE CHI    COMMON    833635105    20725    551635   SH          DEFINED     20     551635      0        0
SOHU.COM INC                      COMMON    83408W103    5067      84768   SH          DEFINED     20     84768       0        0
SOHU.COM INC                      COMMON    83408W103     72       1200    SH          DEFINED      5      1200       0        0
SOLARFUN POWER HOLD-SPON ADR      COMMON    83415U108    1225     160570   SH          DEFINED     20     160570      0        0
SOLARWINDS INC                    COMMON    83416B109    1732      74618   SH          DEFINED     20     74618       0        0
SOLERA HOLDINGS INC               COMMON    83421A104    40638    1126966  SH          DEFINED      1    1126966      0        0
SOLERA HOLDINGS INC               COMMON    83421A104     674      18698   SH          DEFINED    17,1    18698       0        0
SOLERA HOLDINGS INC               COMMON    83421A104    2345      65032   SH          DEFINED      2      7731       0      57301
SOLERA HOLDINGS INC               COMMON    83421A104    1487      41227   SH          DEFINED     20     41227       0        0
SOLERA HOLDINGS INC               COMMON    83421A104     126      3500    SH          DEFINED      5      3500       0        0
SOLUTIA INC                       COMMON    834376501    3251     241322   SH          DEFINED     20     241322      0        0
SOLUTIA INC-W/I-CW13 WT           COMMON    834376147      0         3     SH          DEFINED     19       0         0        3
SOMANETICS CORP                   COMMON    834445405     107      5895    SH          DEFINED     20      5895       0        0
SONIC AUTOMOTIVE INC              COMMON    83545G102    2545     233900   SH          DEFINED     14     95300       0     138600
SONIC AUTOMOTIVE INC              COMMON    83545G102    2085     191596   SH          DEFINED     20     191596      0        0
SONIC AUTOMOTIVE INC              COMMON    83545G102     56       5169    SH          DEFINED     21      5169       0        0
SONIC AUTOMOTIVE INC              COMMON    83545G102     251      23100   SH          DEFINED    5,14    23100       0        0
SONIC AUTOMOTIVE INC              COMMON    83545G102     351      32300   SH          DEFINED      8     32300       0        0
SONIC AUTOMOTIVE INC              COMMON    83545G102     100      9200    SH          DEFINED    8,17     9200       0        0
SONIC CORP                        COMMON    835451105    5228     510016   SH          DEFINED      1     510016      0        0
SONIC CORP                        COMMON    835451105     11       1100    SH          DEFINED     14      1100       0        0
SONIC CORP                        COMMON    835451105    2388     233015   SH          DEFINED      2     98411       0     134604
SONIC CORP                        COMMON    835451105     85       8257    SH          DEFINED     20      8257       0        0
SONIC SOLUTIONS                   COMMON    835460106      6        500    SH          DEFINED     19      500        0        0
SONICWALL INC                     COMMON    835470105    16245    2098886  SH          DEFINED      1    2098886      0        0
SONICWALL INC                     COMMON    835470105    1622     209600   SH          DEFINED     14     97400       0     112200
SONICWALL INC                     COMMON    835470105     718      92804   SH          DEFINED    17,1    92804       0        0
SONICWALL INC                     COMMON    835470105    8590     1109792  SH          DEFINED      2    1109792      0        0
SONICWALL INC                     COMMON    835470105    1139     147152   SH          DEFINED     20     147152      0        0
SONICWALL INC                     COMMON    835470105     70       9010    SH          DEFINED      5      150        0      8860
SONICWALL INC                     COMMON    835470105     189      24400   SH          DEFINED    5,14    24400       0        0
SONICWALL INC                     COMMON    835470105     46       5900    SH          DEFINED      8      5900       0        0
SONICWALL INC                     COMMON    835470105     12       1500    SH          DEFINED    8,17     1500       0        0
SONOCO PRODUCTS CO                COMMON    835495102     40       1300    SH          DEFINED     19       0         0      1300
SONOCO PRODUCTS CO                COMMON    835495102    1280      41980   SH          DEFINED     20     41980       0        0
SONOCO PRODUCTS CO                COMMON    835495102      8        263    SH          DEFINED     21      263        0        0
SONOCO PRODUCTS CO                COMMON    835495102      6        203    SH          DEFINED      5      203        0        0
SONOSITE INC                      COMMON    83568G104     31       1285    SH          DEFINED     20      1285       0        0
SONOSITE INC                      COMMON    83568G104      0         6     SH          DEFINED      5       6         0        0
SONUS NETWORKS INC                COMMON    835916107     862     379856   SH          DEFINED     20     379856      0        0
SONY CORPORATION ADR              COMMON    835699307      1        18     SH          DEFINED     11       18        0        0
SONY CORPORATION ADR              COMMON    835699307     27        910    SH          DEFINED     19       0         0       910
SONY CORPORATION ADR              COMMON    835699307    2146      71815   SH          DEFINED     20     71815       0        0
SONY CORPORATION ADR              COMMON    835699307      1        47     SH          DEFINED      5       47        0        0
SORL AUTO PARTS INC               COMMON    78461U101     329      38212   SH          DEFINED     20     38212       0        0
SOTHEBYS                          COMMON    835898107     341      14704   SH          DEFINED     20     14704       0        0
SOURCEFIRE INC                    COMMON    83616T108    1225      45228   SH          DEFINED     20     45228       0        0
SOUTH FINANCIAL GROUP             COMMON    837841105     151     248741   SH          DEFINED     20     248741      0        0
SOUTH JERSEY INDUSTRIES           COMMON    838518108     103      2677    SH          DEFINED     20      2677       0        0
SOUTH JERSEY INDUSTRIES           COMMON    838518108     214      5575    SH          DEFINED      5       0         0      5575
SOUTHERN CO                       COMMON    842587107    10379    318569   SH          DEFINED      1     318569      0        0
SOUTHERN CO                       COMMON    842587107     334      10248   SH          DEFINED     13     10248       0        0
SOUTHERN CO                       COMMON    842587107     840      25790   SH          DEFINED     14     19390       0      4300
SOUTHERN CO                       COMMON    842587107     583      17900   SH          DEFINED    14,7      0         0      17900
SOUTHERN CO                       COMMON    842587107     880      27000   SH          DEFINED     18     27000       0        0
SOUTHERN CO                       COMMON    842587107     116      3568    SH          DEFINED     19       0         0      3568
SOUTHERN CO                       COMMON    842587107    2274      69805   SH          DEFINED     20     69805       0        0
SOUTHERN CO                       COMMON    842587107     37       1148    SH          DEFINED     21      1148       0        0
SOUTHERN CO                       COMMON    842587107    1174      36032   SH          DEFINED      5     34796       0      1236
SOUTHERN CO                       COMMON    842587107     931      28566   SH          DEFINED      7     28566       0        0
SOUTHERN CO                       COMMON    842587107    12023    369035   SH          DEFINED      8     369035      0        0
SOUTHERN COPPER CORP              COMMON    84265V105    5460     157040   SH          DEFINED     20     157040      0        0
SOUTHERN COPPER CORP              COMMON    84265V105     19        547    SH          DEFINED     21      547        0        0
SOUTHERN COPPER CORP              COMMON    84265V105     40       1138    SH          DEFINED      5       0         0      1138
SOUTHERN COPPER CORP              COMMON    84265V105    4694     135000   SH          DEFINED      8     135000      0        0
SOUTHERN UNION COMPANY            COMMON    844030106     513      21800   SH          DEFINED     14      4800       0      17000
SOUTHERN UNION COMPANY            COMMON    844030106     24       1000    SH          DEFINED     19      1000       0        0
SOUTHERN UNION COMPANY            COMMON    844030106    1393      59179   SH          DEFINED     20     59179       0        0
SOUTHERN UNION COMPANY            COMMON    844030106      7        292    SH          DEFINED     21      292        0        0
SOUTHERN UNION COMPANY            COMMON    844030106      9        395    SH          DEFINED      5       0         0       395
SOUTHERN UNION COMPANY            COMMON    844030106     400      17000   SH          DEFINED      8     17000       0        0
SOUTHERN UNION COMPANY            COMMON    844030106     113      4800    SH          DEFINED    8,17     4800       0        0
SOUTHSIDE BANCSHARES INC          COMMON    84470P109     98       5000    SH          DEFINED     14      1100       0      3900
SOUTHSIDE BANCSHARES INC          COMMON    84470P109     192      9814    SH          DEFINED     20      9814       0        0
SOUTHSIDE BANCSHARES INC          COMMON    84470P109     94       4795    SH          DEFINED      5       0         0      4795
SOUTHSIDE BANCSHARES INC          COMMON    84470P109     76       3900    SH          DEFINED      8      3900       0        0
SOUTHSIDE BANCSHARES INC          COMMON    84470P109     22       1100    SH          DEFINED    8,17     1100       0        0
SOUTHWEST AIRLINES                COMMON    844741108    5480     465555   SH          DEFINED     20     465555      0        0
SOUTHWEST AIRLINES                COMMON    844741108     24       2078    SH          DEFINED     21      2078       0        0
SOUTHWEST AIRLINES                COMMON    844741108     152      12877   SH          DEFINED      5     11850       0      1027
SOUTHWEST BANCORP INC/OKLA        COMMON    844767103     26       3761    SH          DEFINED     20      3761       0        0
SOUTHWEST GAS CORP                COMMON    844895102     887      30600   SH          DEFINED     14     30600       0        0
SOUTHWEST GAS CORP                COMMON    844895102     76       2618    SH          DEFINED     20      2618       0        0
SOUTHWEST GAS CORP                COMMON    844895102      4        147    SH          DEFINED     21      147        0        0
SOUTHWEST GAS CORP                COMMON    844895102     107      3700    SH          DEFINED    5,14     3700       0        0
SOUTHWEST WATER CO                COMMON    845331107     35       5962    SH          DEFINED     20      5962       0        0
SOUTHWESTERN ENERGY COMPANY       COMMON    845467109   117685    2278506  SH          DEFINED      1    2278506      0        0
SOUTHWESTERN ENERGY COMPANY       COMMON    845467109    11725    227000   SH          DEFINED    13,2      0         0     227000
SOUTHWESTERN ENERGY COMPANY       COMMON    845467109    12405    240181   SH          DEFINED     19     22723       0     217458
SOUTHWESTERN ENERGY COMPANY       COMMON    845467109    1673      32386   SH          DEFINED      2      6250       0      26136
SOUTHWESTERN ENERGY COMPANY       COMMON    845467109    1902      36826   SH          DEFINED     20     36826       0        0
SOUTHWESTERN ENERGY COMPANY       COMMON    845467109      6        115    SH          DEFINED     21      115        0        0
SOUTHWESTERN ENERGY COMPANY       COMMON    845467109    8726     168945   SH          DEFINED      4     168945      0        0
SOUTHWESTERN ENERGY COMPANY       COMMON    845467109    4132      79996   SH          DEFINED      5     63456       0      16540
SOUTHWESTERN ENERGY COMPANY       COMMON    845467109     361      6984    SH          DEFINED      7      6984       0        0
SOUTHWESTERN ENERGY COMPANY       COMMON    845467109     300      5800    SH          DEFINED      8      5800       0        0
SOVRAN SELF STORAGE INC REIT      COMMON    84610H108    2115      59900   SH          DEFINED     14     31500       0      28400
SOVRAN SELF STORAGE INC REIT      COMMON    84610H108     201      5687    SH          DEFINED     20      5687       0        0
SPANISH BROADCASTING SYS INC      COMMON    846425882     266     340637   SH          DEFINED     20     340637      0        0
SPARTAN MOTORS INC                COMMON    846819100     328      50872   SH          DEFINED     20     50872       0        0
SPARTAN MOTORS INC                COMMON    846819100     52       8025    SH          DEFINED      5       0         0      8025
SPARTAN STORES INC                COMMON    846822104     81       6277    SH          DEFINED     20      6277       0        0
SPARTAN STORES INC                COMMON    846822104     33       2575    SH          DEFINED      5       0         0      2575
SPARTECH CORP                     COMMON    847220209    3033     281600   SH          DEFINED     14     153700      0     127900
SPARTECH CORP                     COMMON    847220209     589      54709   SH          DEFINED     20     54709       0        0
SPARTECH CORP                     COMMON    847220209     300      27900   SH          DEFINED    5,14    27900       0        0
SPARTECH CORP                     COMMON    847220209     281      26100   SH          DEFINED      8     26100       0        0
SPARTECH CORP                     COMMON    847220209     80       7400    SH          DEFINED    8,17     7400       0        0
SPDR BARCLAYS CAPITAL HIGH YLD    COMMON    78464A417     525      13223   SH          DEFINED     20     13223       0        0
SPDR BARCLAYS CAPITAL MORTGAGE    COMMON    78464A383     270      10287   SH          DEFINED     20     10287       0        0
SPDR BARCLAYS CAPITAL TREASURY    COMMON    78464A516     791      13919   SH          DEFINED     20     13919       0        0
SPDR BARCLAYS CAPTIAL SHORT TE    COMMON    78464A425    1060      44145   SH          DEFINED      5     44145       0        0
SPDR DJ WILSHIRE INTERNATIONAL    COMMON    78463X863     14        400    SH          DEFINED     19      200        0       200
SPDR DJ WILSHIRE INTERNATIONAL    COMMON    78463X863     504      14454   SH          DEFINED     20     14454       0        0
SPDR DJ WILSHIRE REIT ETF         COMMON    78464A607    5897     119825   SH          DEFINED     19      6895       0     112930
SPDR DJ WILSHIRE REIT ETF         COMMON    78464A607     821      16685   SH          DEFINED     20     16685       0        0
SPDR GOLD TRUST ETF               COMMON    78463V107    10312     94000   SH          DEFINED      1     94000       0        0
SPDR GOLD TRUST ETF               COMMON    78463V107     11        100    SH          DEFINED     14      100        0        0
SPDR GOLD TRUST ETF               COMMON    78463V107    2240      20415   SH          DEFINED     19      1350       0      19065
SPDR GOLD TRUST ETF               COMMON    78463V107    16455    150000   SH          DEFINED      3     150000      0        0
SPDR GOLD TRUST ETF               COMMON    78463V107     376      3430    SH          DEFINED      5      3430       0        0
SPDR KBW BANK ETF                 COMMON    78464A797     14        658    SH          DEFINED      5      658        0        0
SPDR S&P DIVIDEND ETF             COMMON    78464A763     12        250    SH          DEFINED     19       0         0       250
SPDR S&P EMERGING ASIA PACIF      COMMON    78463X301      6        75     SH          DEFINED     19       0         0       75
SPDR S&P EMERGING ASIA PACIF      COMMON    78463X301     163      2200    SH          DEFINED      5      2200       0        0
SPDR S&P OIL & GAS EXPLORATI E    COMMON    78464A730     44       1070    SH          DEFINED      5      1070       0        0
SPDR S&P PHARMACEUTICALS ETF      COMMON    78464A722     53       1390    SH          DEFINED      5      1390       0        0
SPDR S&P VRDO MUNICIPAL BOND E    COMMON    78464A318     90       3000    SH          DEFINED     19       0         0      3000
SPDR TRUST SERIES 1 ETF           COMMON    78462F103    3682      32400   SH          DEFINED     14     32400       0        0
SPDR TRUST SERIES 1 ETF           COMMON    78462F103    6985      61473   SH          DEFINED     19      9870       0      51603
SPDR TRUST SERIES 1 ETF           COMMON    78462F103    1950      17165   SH          DEFINED      5     15832       0      1333
SPDR TRUST SERIES 1 ETF           COMMON    78462F103   339766    2990111  SH          DEFINED    8,14   2990111      0        0
SPECTRA ENERGY CORP               COMMON    847560109     44       2110    SH          DEFINED     14      1810       0       300
SPECTRA ENERGY CORP               COMMON    847560109     11        525    SH          DEFINED     19       0         0       525
SPECTRA ENERGY CORP               COMMON    847560109     746      36091   SH          DEFINED     20     36091       0        0
SPECTRA ENERGY CORP               COMMON    847560109     36       1744    SH          DEFINED     21      1744       0        0
SPECTRA ENERGY CORP               COMMON    847560109    3269     158227   SH          DEFINED      5     157553      0       674
SPECTRA ENERGY CORP               COMMON    847560109     223      10782   SH          DEFINED      7     10782       0        0
SPECTRA ENERGY PARTNERS LP        COMMON    84756N109     515      17406   SH          DEFINED     20     17406       0        0
SPECTRANETICS CORP                COMMON    84760C107      2        255    SH          DEFINED     20      255        0        0
SPECTRUM CONTROL INC              COMMON    847615101     131      13880   SH          DEFINED     20     13880       0        0
SPECTRUM PHARMACEUTICALS INC      COMMON    84763A108     81       17459   SH          DEFINED     20     17459       0        0
SPEEDWAY MOTORSPORTS INC          COMMON    847788106     203      11606   SH          DEFINED     20     11606       0        0
SPHERION CORP                     COMMON    848420105    1719     296900   SH          DEFINED     14     195100      0     101800
SPHERION CORP                     COMMON    848420105     696     120129   SH          DEFINED     20     120129      0        0
SPHERION CORP                     COMMON    848420105     210      36300   SH          DEFINED    5,14    36300       0        0
SPIRE CORP                        COMMON    848565107    5048     865820   SH          DEFINED     20     865820      0        0
SPIRIT AEROSYSTEMS HOLD-CL A      COMMON    848574109     159      7528    SH          DEFINED     20      7528       0        0
SPIRIT AEROSYSTEMS HOLD-CL A      COMMON    848574109      9        436    SH          DEFINED     21      436        0        0
SPIRIT AEROSYSTEMS HOLD-CL A      COMMON    848574109     28       1310    SH          DEFINED      5       0         0      1310
SPREADTRUM COMMUNICATI-ADR        COMMON    849415203     505      92498   SH          DEFINED     20     92498       0        0
SPRINT NEXTEL CORP                COMMON    852061100     278      67200   SH          DEFINED      1     67200       0        0
SPRINT NEXTEL CORP                COMMON    852061100     967     234200   SH          DEFINED    1,14    234200      0        0
SPRINT NEXTEL CORP                COMMON    852061100     956     231500   SH          DEFINED     1,8    231500      0        0
SPRINT NEXTEL CORP                COMMON    852061100     562     136000   SH          DEFINED     10     136000      0        0
SPRINT NEXTEL CORP                COMMON    852061100     615     149000   SH          DEFINED    10,14   149000      0        0
SPRINT NEXTEL CORP                COMMON    852061100     237      57323   SH          DEFINED     11     57323       0        0
SPRINT NEXTEL CORP                COMMON    852061100     58       14100   SH          DEFINED     13     14100       0        0
SPRINT NEXTEL CORP                COMMON    852061100    57703    1.4E+07  SH          DEFINED     14    9694928      0     3641350
SPRINT NEXTEL CORP                COMMON    852061100    1379     333800   SH          DEFINED    14,13     0         0     333800
SPRINT NEXTEL CORP                COMMON    852061100    2988     723400   SH          DEFINED    14,7      0         0     723400
SPRINT NEXTEL CORP                COMMON    852061100     637     154190   SH          DEFINED     16     154190      0        0
SPRINT NEXTEL CORP                COMMON    852061100     183      44200   SH          DEFINED    17,14     0         0      14100
SPRINT NEXTEL CORP                COMMON    852061100     126      30400   SH          DEFINED     18     30400       0        0
SPRINT NEXTEL CORP                COMMON    852061100     30       7255    SH          DEFINED     19      4355       0      2900
SPRINT NEXTEL CORP                COMMON    852061100    1524     368995   SH          DEFINED     20     368995      0        0
SPRINT NEXTEL CORP                COMMON    852061100     89       21523   SH          DEFINED     21     21523       0        0
SPRINT NEXTEL CORP                COMMON    852061100      9       2290    SH          DEFINED      5       0         0      2290
SPRINT NEXTEL CORP                COMMON    852061100    3091     748500   SH          DEFINED    5,14    748500      0        0
SPRINT NEXTEL CORP                COMMON    852061100    1859     450186   SH          DEFINED      7     450186      0        0
SPRINT NEXTEL CORP                COMMON    852061100    10470    2535000  SH          DEFINED      8    2535000      0        0
SPRINT NEXTEL CORP                COMMON    852061100    2224     538600   SH          DEFINED    8,14    538600      0        0
SPRINT NEXTEL CORP                COMMON    852061100    1450     351200   SH          DEFINED      9     351200      0        0
SPRINT NEXTEL CORP                COMMON    852061100     647     156700   SH          DEFINED    9,14      0         0     156700
SPX CORP                          COMMON    784635104      6        100    SH          DEFINED     14      100        0        0
SPX CORP                          COMMON    784635104      7        125    SH          DEFINED     19      110        0       15
SPX CORP                          COMMON    784635104    2776      49920   SH          DEFINED     20     49920       0        0
SPX CORP                          COMMON    784635104      7        118    SH          DEFINED     21      118        0        0
SPX CORP                          COMMON    784635104     244      4393    SH          DEFINED      5      4300       0       93
SRA INTERNATIONAL INC CLASS A     COMMON    78464R105    8764     458631   SH          DEFINED      1     458631      0        0
SRA INTERNATIONAL INC CLASS A     COMMON    78464R105    8348     436840   SH          DEFINED      2     436840      0        0
SRA INTERNATIONAL INC CLASS A     COMMON    78464R105     859      44939   SH          DEFINED     20     44939       0        0
ST JOE COMPANY (THE)              COMMON    790148100     170      5911    SH          DEFINED     20      5911       0        0
ST JOE COMPANY (THE)              COMMON    790148100     16        562    SH          DEFINED      5       0         0       562
ST JOE COMPANY (THE)              COMMON    790148100     225      7841    SH          DEFINED      7      7841       0        0
ST JUDE MEDICAL INC               COMMON    790849103    26230    697783   SH          DEFINED      1     697783      0        0
ST JUDE MEDICAL INC               COMMON    790849103      1        19     SH          DEFINED     11       19        0        0
ST JUDE MEDICAL INC               COMMON    790849103    3116      82882   SH          DEFINED    17,1      0         0      82882
ST JUDE MEDICAL INC               COMMON    790849103    11831    314744   SH          DEFINED     19     18692       0     296052
ST JUDE MEDICAL INC               COMMON    790849103     350      9314    SH          DEFINED     20      9314       0        0
ST JUDE MEDICAL INC               COMMON    790849103     10        278    SH          DEFINED     21      278        0        0
ST JUDE MEDICAL INC               COMMON    790849103    4475     119050   SH          DEFINED      3     119050      0        0
ST JUDE MEDICAL INC               COMMON    790849103    6048     160888   SH          DEFINED      5     124318      0      36570
ST JUDE MEDICAL INC               COMMON    790849103     248      6600    SH          DEFINED      7      6600       0        0
ST MARY LAND & EXPLORATION        COMMON    792228108    1805      49100   SH          DEFINED     14     32800       0      9200
ST MARY LAND & EXPLORATION        COMMON    792228108     31        850    SH          DEFINED     19      850        0        0
ST MARY LAND & EXPLORATION        COMMON    792228108     364      9892    SH          DEFINED     20      9892       0        0
ST MARY LAND & EXPLORATION        COMMON    792228108    1917      52145   SH          DEFINED      5     49250       0      2895
STAGE STORES INC                  COMMON    85254C305     900      72369   SH          DEFINED     20     72369       0        0
STAMPS.COM INC                    COMMON    852857200     79       8711    SH          DEFINED     20      8711       0        0
STANCORP FINL GROUP INC           COMMON    852891100    21519    522807   SH          DEFINED      1     522807      0        0
STANCORP FINL GROUP INC           COMMON    852891100     822      19960   SH          DEFINED     14     18360       0       500
STANCORP FINL GROUP INC           COMMON    852891100     152      3700    SH          DEFINED    14,7      0         0      3700
STANCORP FINL GROUP INC           COMMON    852891100    1208      29339   SH          DEFINED     20     29339       0        0
STANCORP FINL GROUP INC           COMMON    852891100      8        198    SH          DEFINED     21      198        0        0
STANDARD AND POOR'S MIDCAP 400    COMMON    595635103    1290      9789    SH          DEFINED     19       0         0      9789
STANDARD AND POOR'S MIDCAP 400    COMMON    595635103     178      1352    SH          DEFINED      5      1352       0        0
STANDARD MICROSYSTEMS CORP        COMMON    853626109     67       2911    SH          DEFINED     20      2911       0        0
STANDARD MOTOR PRODS              COMMON    853666105     809      92100   SH          DEFINED     14     52200       0      39900
STANDARD MOTOR PRODS              COMMON    853666105     388      44212   SH          DEFINED     20     44212       0        0
STANDARD MOTOR PRODS              COMMON    853666105     91       10400   SH          DEFINED    5,14    10400       0        0
STANDARD MOTOR PRODS              COMMON    853666105     49       5600    SH          DEFINED      8      5600       0        0
STANDARD MOTOR PRODS              COMMON    853666105     13       1500    SH          DEFINED    8,17     1500       0        0
STANDARD PARKING CORP             COMMON    853790103     96       5984    SH          DEFINED     20      5984       0        0
STANDARD REGISTER CO              COMMON    853887107     153      27162   SH          DEFINED     20     27162       0        0
STANDARD-PACIFIC CORP             COMMON    85375C101    6206     1591400  SH          DEFINED     14     925000      0     666400
STANDARD-PACIFIC CORP             COMMON    85375C101    2069     530516   SH          DEFINED     20     530516      0        0
STANDARD-PACIFIC CORP             COMMON    85375C101     13       3289    SH          DEFINED     21      3289       0        0
STANDARD-PACIFIC CORP             COMMON    85375C101     30       7675    SH          DEFINED      5       0         0      7675
STANDARD-PACIFIC CORP             COMMON    85375C101     656     168300   SH          DEFINED    5,14    168300      0        0
STANDARD-PACIFIC CORP             COMMON    85375C101     556     142600   SH          DEFINED      8     142600      0        0
STANDARD-PACIFIC CORP             COMMON    85375C101     159      40700   SH          DEFINED    8,17    40700       0        0
STANDEX INTERNATIONAL CORP        COMMON    854231107     919      45000   SH          DEFINED     14     29300       0      15700
STANDEX INTERNATIONAL CORP        COMMON    854231107     91       4435    SH          DEFINED     20      4435       0        0
STANDEX INTERNATIONAL CORP        COMMON    854231107      2        100    SH          DEFINED      5      100        0        0
STANDEX INTERNATIONAL CORP        COMMON    854231107     88       4300    SH          DEFINED    5,14     4300       0        0
STANDEX INTERNATIONAL CORP        COMMON    854231107     96       4700    SH          DEFINED      8      4700       0        0
STANDEX INTERNATIONAL CORP        COMMON    854231107     27       1300    SH          DEFINED    8,17     1300       0        0
STANLEY FURNITURE CO INC          COMMON    854305208     30       2966    SH          DEFINED     20      2966       0        0
STANLEY INC                       COMMON    854532108     589      21484   SH          DEFINED     20     21484       0        0
STANLEY WORKS                     COMMON    854616109     37        700    SH          DEFINED     19      700        0        0
STANLEY WORKS                     COMMON    854616109    1195      22345   SH          DEFINED     20     22345       0        0
STANLEY WORKS                     COMMON    854616109     12        229    SH          DEFINED     21      229        0        0
STANLEY WORKS                     COMMON    854616109     663      12400   SH          DEFINED      5       0         0      12400
STANLEY WORKS                     CONVERT   854616208      4         5     SH          DEFINED      5       5         0        0
STANTEC INC                       COMMON    85472N109    14923    534253   SH          DEFINED     20     534253      0        0
STANTEC INC                       COMMON    85472N109     323      11575   SH          DEFINED     21     11575       0        0
STAPLES INC                       COMMON    855030102    58372    2380598  SH          DEFINED      1    2380598      0        0
STAPLES INC                       COMMON    855030102     559      22817   SH          DEFINED    13,2      0         0      22817
STAPLES INC                       COMMON    855030102    11026    449685   SH          DEFINED     19     437610      0      12075
STAPLES INC                       COMMON    855030102   130997    5342451  SH          DEFINED     20    5342451      0        0
STAPLES INC                       COMMON    855030102    4874     198757   SH          DEFINED     21     198757      0        0
STAPLES INC                       COMMON    855030102     707      28836   SH          DEFINED      4     28836       0        0
STAPLES INC                       COMMON    855030102    38864    1584975  SH          DEFINED      5     102642      0     1482333
STAPLES INC                       COMMON    855030102     345      14056   SH          DEFINED      7     14056       0        0
STAR BULK CARRIERS CORP           COMMON    Y8162K105      1        353    SH          DEFINED     20      353        0        0
STAR GAS PARTNERS L.P.            COMMON    85512C105     134      32412   SH          DEFINED     20     32412       0        0
STARBUCKS CORP                    COMMON    855244109     309      13100   SH          DEFINED     10     13100       0        0
STARBUCKS CORP                    COMMON    855244109     500      21200   SH          DEFINED    10,14   21200       0        0
STARBUCKS CORP                    COMMON    855244109     38       1600    SH          DEFINED     13      1600       0        0
STARBUCKS CORP                    COMMON    855244109    29069    1232250  SH          DEFINED     14     849850      0     345300
STARBUCKS CORP                    COMMON    855244109     755      32000   SH          DEFINED    14,13     0         0      32000
STARBUCKS CORP                    COMMON    855244109    3161     134000   SH          DEFINED    14,7      0         0     134000
STARBUCKS CORP                    COMMON    855244109     38       1600    SH          DEFINED    17,14     0         0      1600
STARBUCKS CORP                    COMMON    855244109    1281      54300   SH          DEFINED     18     54300       0        0
STARBUCKS CORP                    COMMON    855244109    2895     122708   SH          DEFINED     19      8000       0     114708
STARBUCKS CORP                    COMMON    855244109   271227    1.1E+07  SH          DEFINED     20    11497537     0        0
STARBUCKS CORP                    COMMON    855244109    9915     420316   SH          DEFINED     21     420316      0        0
STARBUCKS CORP                    COMMON    855244109     45       1900    SH          DEFINED      5       0         0      1900
STARBUCKS CORP                    COMMON    855244109    1708      72400   SH          DEFINED    5,14    72400       0        0
STARBUCKS CORP                    COMMON    855244109    1568      66460   SH          DEFINED      7     66460       0        0
STARBUCKS CORP                    COMMON    855244109    1043      44200   SH          DEFINED      8     44200       0        0
STARBUCKS CORP                    COMMON    855244109    1807      76600   SH          DEFINED    8,14    76600       0        0
STARBUCKS CORP                    COMMON    855244109     359      15200   SH          DEFINED    9,14      0         0      15200
STARRETT (L.S.) CO - CL A         COMMON    855668109     31       3104    SH          DEFINED     20      3104       0        0
STARTEK INC                       COMMON    85569C107     63       8029    SH          DEFINED     20      8029       0        0
STARWOOD HOTELS & RESORTS         COMMON    85590A401    11164    311659   SH          DEFINED      1     311659      0        0
STARWOOD HOTELS & RESORTS         COMMON    85590A401    1176      32836   SH          DEFINED    1,11      0         0      32836
STARWOOD HOTELS & RESORTS         COMMON    85590A401    10802    301575   SH          DEFINED    1,14    301575      0        0
STARWOOD HOTELS & RESORTS         COMMON    85590A401     11        300    SH          DEFINED     11      300        0        0
STARWOOD HOTELS & RESORTS         COMMON    85590A401    8886     248078   SH          DEFINED     14     117584      0     117757
STARWOOD HOTELS & RESORTS         COMMON    85590A401     189      5285    SH          DEFINED    16,14    5285       0        0
STARWOOD HOTELS & RESORTS         COMMON    85590A401     11        300    SH          DEFINED     19       0         0       300
STARWOOD HOTELS & RESORTS         COMMON    85590A401    1974      55095   SH          DEFINED      2       0         0      55095
STARWOOD HOTELS & RESORTS         COMMON    85590A401     380      10605   SH          DEFINED    2,14    10605       0        0
STARWOOD HOTELS & RESORTS         COMMON    85590A401     715      19950   SH          DEFINED     20     19950       0        0
STARWOOD HOTELS & RESORTS         COMMON    85590A401     31        855    SH          DEFINED     21      855        0        0
STARWOOD HOTELS & RESORTS         COMMON    85590A401     29        805    SH          DEFINED    3,14     805        0        0
STARWOOD HOTELS & RESORTS         COMMON    85590A401      5        142    SH          DEFINED      4      142        0        0
STARWOOD HOTELS & RESORTS         COMMON    85590A401      1        21     SH          DEFINED      5       21        0        0
STARWOOD HOTELS & RESORTS         COMMON    85590A401     840      23439   SH          DEFINED    5,14    23439       0        0
STARWOOD HOTELS & RESORTS         COMMON    85590A401     11        300    SH          DEFINED    6,14     300        0        0
STARWOOD HOTELS & RESORTS         COMMON    85590A401     239      6662    SH          DEFINED    8,14      0       6662       0
STATE AUTO FINANCIAL CORP         COMMON    855707105     77       4246    SH          DEFINED     20      4246       0        0
STATE STREET CORP                 COMMON    857477103    91590    2055887  SH          DEFINED      1    2055887      0        0
STATE STREET CORP                 COMMON    857477103     921      20665   SH          DEFINED     1,8    20665       0        0
STATE STREET CORP                 COMMON    857477103      1        13     SH          DEFINED     11       13        0        0
STATE STREET CORP                 COMMON    857477103      4        100    SH          DEFINED     13      100        0        0
STATE STREET CORP                 COMMON    857477103    2387      53570   SH          DEFINED     14     45670       0      4300
STATE STREET CORP                 COMMON    857477103     775      17400   SH          DEFINED    14,7      0         0      17400
STATE STREET CORP                 COMMON    857477103      4        100    SH          DEFINED    17,14     0         0       100
STATE STREET CORP                 COMMON    857477103     300      6735    SH          DEFINED     18      6735       0        0
STATE STREET CORP                 COMMON    857477103     55       1227    SH          DEFINED     19       0         0      1227
STATE STREET CORP                 COMMON    857477103    1518      34065   SH          DEFINED      2      4259       0      29806
STATE STREET CORP                 COMMON    857477103    8347     187358   SH          DEFINED     20     187358      0        0
STATE STREET CORP                 COMMON    857477103     50       1113    SH          DEFINED     21      1113       0        0
STATE STREET CORP                 COMMON    857477103    1339      30045   SH          DEFINED      4     30045       0        0
STATE STREET CORP                 COMMON    857477103     614      13776   SH          DEFINED      5      1800       0      11976
STATE STREET CORP                 COMMON    857477103     743      16670   SH          DEFINED      7     16670       0        0
STATE STREET CORP                 COMMON    857477103    1282      28768   SH          DEFINED      8     28768       0        0
STATOILHYDRO ASA ADR              COMMON    85771P102    19997    772402   SH          DEFINED     11     772402      0        0
STATOILHYDRO ASA ADR              COMMON    85771P102     97       3750    SH          DEFINED     14      3750       0        0
STATOILHYDRO ASA ADR              COMMON    85771P102     148      5734    SH          DEFINED    18,14    5734       0        0
STATOILHYDRO ASA ADR              COMMON    85771P102     730      28205   SH          DEFINED     20     28205       0        0
STATOILHYDRO ASA ADR              COMMON    85771P102      2        58     SH          DEFINED      5       58        0        0
STEAK N SHAKE CO - THE            COMMON    857873202    1480      4940    SH          DEFINED     14      1665       0      3275
STEAK N SHAKE CO - THE            COMMON    857873202     371      1239    SH          DEFINED     20      1239       0        0
STEAK N SHAKE CO - THE            COMMON    857873202     105       350    SH          DEFINED    5,14     350        0        0
STEAK N SHAKE CO - THE            COMMON    857873202     274       915    SH          DEFINED      8      915        0        0
STEAK N SHAKE CO - THE            COMMON    857873202     78        260    SH          DEFINED    8,17     260        0        0
STEALTHGAS INC                    COMMON    Y81669106     65       10455   SH          DEFINED     20     10455       0        0
STEC INC                          COMMON    784774101    5294     276314   SH          DEFINED      1     276314      0        0
STEC INC                          COMMON    784774101     81       4249    SH          DEFINED     19      890        0      3359
STEC INC                          COMMON    784774101     284      14807   SH          DEFINED      2     14807       0        0
STEC INC                          COMMON    784774101    1134      59194   SH          DEFINED     20     59194       0        0
STEC INC                          COMMON    784774101    1195      62352   SH          DEFINED      5     53915       0      8437
STEC INC                          COMMON    784774101     19        985    SH          DEFINED     8,2     985        0        0
STEEL DYNAMICS INC                COMMON    858119100    20580    1132018  SH          DEFINED      1    1132018      0        0
STEEL DYNAMICS INC                COMMON    858119100      5        300    SH          DEFINED     14      300        0        0
STEEL DYNAMICS INC                COMMON    858119100    1946     107018   SH          DEFINED      2     13356       0      93662
STEEL DYNAMICS INC                COMMON    858119100    1031      56689   SH          DEFINED     20     56689       0        0
STEEL DYNAMICS INC                COMMON    858119100     14        786    SH          DEFINED     21      786        0        0
STEELCASE INC                     COMMON    858155203     100      15483   SH          DEFINED     20     15483       0        0
STEELCASE INC                     COMMON    858155203      5        722    SH          DEFINED     21      722        0        0
STEIN MART INC                    COMMON    858375108    1469     139400   SH          DEFINED     14     54300       0      85100
STEIN MART INC                    COMMON    858375108    1994     189143   SH          DEFINED     20     189143      0        0
STEIN MART INC                    COMMON    858375108     145      13800   SH          DEFINED    5,14    13800       0        0
STEIN MART INC                    COMMON    858375108     191      18100   SH          DEFINED      8     18100       0        0
STEIN MART INC                    COMMON    858375108     55       5200    SH          DEFINED    8,17     5200       0        0
STEINER LEISURE LTD               COMMON    P8744Y102     187      4700    SH          DEFINED     14      900        0      3800
STEINER LEISURE LTD               COMMON    P8744Y102     822      20625   SH          DEFINED     20     20625       0        0
STEINER LEISURE LTD               COMMON    P8744Y102     16        400    SH          DEFINED    5,14     400        0        0
STEINER LEISURE LTD               COMMON    P8744Y102     52       1300    SH          DEFINED      8      1300       0        0
STEINER LEISURE LTD               COMMON    P8744Y102     16        400    SH          DEFINED    8,17     400        0        0
STEINWAY MUSICAL INSTRS INC       COMMON    858495104     93       5811    SH          DEFINED     20      5811       0        0
STELLARONE CORP                   COMMON    85856G100     106      11013   SH          DEFINED     20     11013       0        0
STEPAN CO                         COMMON    858586100    1140      17266   SH          DEFINED     20     17266       0        0
STEREOTAXIS INC                   COMMON    85916J102     12       3000    SH          DEFINED     19       0         0      3000
STEREOTAXIS INC                   COMMON    85916J102      1        290    SH          DEFINED     20      290        0        0
STEREOTAXIS INC                   COMMON    85916J102    1385     346200   SH          DEFINED      3     346200      0        0
STERICYCLE INC                    COMMON    858912108    1163      21274   SH          DEFINED     19     14658       0      6616
STERICYCLE INC                    COMMON    858912108    52772    965285   SH          DEFINED     20     965285      0        0
STERICYCLE INC                    COMMON    858912108    1969      36019   SH          DEFINED     21     36019       0        0
STERICYCLE INC                    COMMON    858912108    5075      92826   SH          DEFINED      5     79306       0      13520
STERICYCLE INC                    COMMON    858912108     82       1500    SH          DEFINED      7      1500       0        0
STERICYCLE INC                    COMMON    858912108    19565    357867   SH          DEFINED      8     357867      0        0
STERIS CORP                       COMMON    859152100    4861     172000   SH          DEFINED     14     66800       0     105200
STERIS CORP                       COMMON    859152100    1824      64530   SH          DEFINED     20     64530       0        0
STERIS CORP                       COMMON    859152100     461      16300   SH          DEFINED    5,14    16300       0        0
STERIS CORP                       COMMON    859152100     755      26700   SH          DEFINED      8     26700       0        0
STERIS CORP                       COMMON    859152100     215      7600    SH          DEFINED    8,17     7600       0        0
STERLING BANCORP NY               COMMON    859158107     28       3799    SH          DEFINED     20      3799       0        0
STERLING BANCSHARES INC-TX        COMMON    858907108     153      31801   SH          DEFINED     20     31801       0        0
STERLING BANCSHARES INC-TX        COMMON    858907108     81       16912   SH          DEFINED      5       0         0      16912
STERLING CONSTRUCTION CO          COMMON    859241101     264      13485   SH          DEFINED     20     13485       0        0
STERLING FINL CORP/SPOKANE        COMMON    859319105     42       66177   SH          DEFINED     20     66177       0        0
STERLITE INDUSTRIES INDI-ADS      COMMON    859737207    10006    549204   SH          DEFINED     20     549204      0        0
STEVEN MADDEN LTD                 COMMON    556269108     59       1400    SH          DEFINED     14      300        0      1100
STEVEN MADDEN LTD                 COMMON    556269108     786      18739   SH          DEFINED     20     18739       0        0
STEVEN MADDEN LTD                 COMMON    556269108     46       1100    SH          DEFINED      8      1100       0        0
STEVEN MADDEN LTD                 COMMON    556269108     13        300    SH          DEFINED    8,17     300        0        0
STEWART ENTERPRISES INC           COMMON    860370105     155      29171   SH          DEFINED     20     29171       0        0
STEWART INFORMATION SVCS CORP     COMMON    860372101     189      16917   SH          DEFINED     20     16917       0        0
STEWART INFORMATION SVCS CORP     COMMON    860372101     19       1665    SH          DEFINED      5       0         0      1665
STIFEL FINANCIAL CORP             COMMON    860630102    9343     163933   SH          DEFINED      1     163933      0        0
STIFEL FINANCIAL CORP             COMMON    860630102    8979     157557   SH          DEFINED      2     157557      0        0
STIFEL FINANCIAL CORP             COMMON    860630102     414      7272    SH          DEFINED     20      7272       0        0
STILLWATER MINING COMPANY         COMMON    86074Q102    1140     110500   SH          DEFINED     14     80400       0      30100
STILLWATER MINING COMPANY         COMMON    86074Q102     125      12116   SH          DEFINED     20     12116       0        0
STILLWATER MINING COMPANY         COMMON    86074Q102     142      13800   SH          DEFINED    5,14    13800       0        0
STMICROELECTRONICS NV             COMMON    861012102     18       1950    SH          DEFINED     19       0         0      1950
STMICROELECTRONICS NV             COMMON    861012102     162      17375   SH          DEFINED     20     17375       0        0
STONE ENERGY CORP                 COMMON    861642106    4877     255200   SH          DEFINED     14     178500      0      76700
STONE ENERGY CORP                 COMMON    861642106    2359     123433   SH          DEFINED     20     123433      0        0
STONE ENERGY CORP                 COMMON    861642106     17        879    SH          DEFINED     21      879        0        0
STONE ENERGY CORP                 COMMON    861642106     45       2375    SH          DEFINED      5       0         0      2375
STONE ENERGY CORP                 COMMON    861642106     541      28300   SH          DEFINED    5,14    28300       0        0
STONE ENERGY CORP                 COMMON    861642106     71       3700    SH          DEFINED      8      3700       0        0
STONE ENERGY CORP                 COMMON    861642106     21       1100    SH          DEFINED    8,17     1100       0        0
STONERIDGE INC                    COMMON    86183P102     152      16249   SH          DEFINED     20     16249       0        0
STR HOLDINGS INC                  COMMON    78478V100     857      50700   SH          DEFINED     20     50700       0        0
STRATASYS INC                     COMMON    862685104     97       5404    SH          DEFINED     20      5404       0        0
STRATEGIC HOTEL & RESORTS INC     COMMON    86272T106     273     144644   SH          DEFINED     20     144644      0        0
STRAYER ED INC                    COMMON    863236105     94        449    SH          DEFINED     20      449        0        0
STRAYER ED INC                    COMMON    863236105     136       650    SH          DEFINED      5       0         0       650
STRYKER CORP                      COMMON    863667101    26703    507181   SH          DEFINED      1     507181      0        0
STRYKER CORP                      COMMON    863667101    19286    366301   SH          DEFINED     11     86564       0     279737
STRYKER CORP                      COMMON    863667101    1403      26643   SH          DEFINED     14     24743       0       500
STRYKER CORP                      COMMON    863667101     153      2900    SH          DEFINED    14,7      0         0      2900
STRYKER CORP                      COMMON    863667101     27        514    SH          DEFINED    16,11    514        0        0
STRYKER CORP                      COMMON    863667101    2599      49359   SH          DEFINED    16,14   40899       0      8460
STRYKER CORP                      COMMON    863667101    28437    540117   SH          DEFINED     19     56785       0     483332
STRYKER CORP                      COMMON    863667101    5275     100195   SH          DEFINED     20     100195      0        0
STRYKER CORP                      COMMON    863667101     15        280    SH          DEFINED     21      280        0        0
STRYKER CORP                      COMMON    863667101     119      2269    SH          DEFINED      3      2269       0        0
STRYKER CORP                      COMMON    863667101    10781    204762   SH          DEFINED      5     160187      0      44575
STRYKER CORP                      COMMON    863667101     369      7000    SH          DEFINED      7      7000       0        0
STRYKER CORP                      COMMON    863667101     528      10027   SH          DEFINED      8     10027       0        0
STUDENT LOAN CORP                 COMMON    863902102     20        410    SH          DEFINED     20      410        0        0
STUDENT LOAN CORP                 COMMON    863902102      1        24     SH          DEFINED     21       24        0        0
STUDENT LOAN CORP                 COMMON    863902102      6        121    SH          DEFINED      5       0         0       121
STURM RUGER & CO INC              COMMON    864159108     919      86800   SH          DEFINED     14     51200       0      35600
STURM RUGER & CO INC              COMMON    864159108     183      17318   SH          DEFINED     20     17318       0        0
STURM RUGER & CO INC              COMMON    864159108     97       9200    SH          DEFINED    5,14     9200       0        0
STURM RUGER & CO INC              COMMON    864159108     113      10700   SH          DEFINED      8     10700       0        0
STURM RUGER & CO INC              COMMON    864159108     32       3000    SH          DEFINED    8,17     3000       0        0
SUBURBAN PROPANE PARTNERS LP      COMMON    864482104     114      2390    SH          DEFINED     19       0         0      2390
SUBURBAN PROPANE PARTNERS LP      COMMON    864482104     53       1116    SH          DEFINED     20      1116       0        0
SUBURBAN PROPANE PARTNERS LP      COMMON    864482104    2221      46500   SH          DEFINED      5     46500       0        0
SUCCESSFACTORS INC                COMMON    864596101    10635    582439   SH          DEFINED      1     582439      0        0
SUCCESSFACTORS INC                COMMON    864596101    10249    561286   SH          DEFINED      2     561286      0        0
SUCCESSFACTORS INC                COMMON    864596101     153      8364    SH          DEFINED     20      8364       0        0
SUFFOLK BANCORP                   COMMON    864739107    1382      46600   SH          DEFINED     14     23700       0      22900
SUFFOLK BANCORP                   COMMON    864739107     30       1012    SH          DEFINED     20      1012       0        0
SUFFOLK BANCORP                   COMMON    864739107     142      4800    SH          DEFINED    5,14     4800       0        0
SUFFOLK BANCORP                   COMMON    864739107     172      5800    SH          DEFINED      8      5800       0        0
SUFFOLK BANCORP                   COMMON    864739107     50       1700    SH          DEFINED    8,17     1700       0        0
SUN BANCORP INC-NJ                COMMON    86663B102     118      31920   SH          DEFINED     14     31920       0        0
SUN BANCORP INC-NJ                COMMON    86663B102     28       7593    SH          DEFINED     20      7593       0        0
SUN BANCORP INC-NJ                COMMON    86663B102     13       3400    SH          DEFINED    5,14     3400       0        0
SUN COMMUNITIES INC REIT          COMMON    866674104    1308      65700   SH          DEFINED     14     44100       0      21600
SUN COMMUNITIES INC REIT          COMMON    866674104     113      5658    SH          DEFINED     20      5658       0        0
SUN COMMUNITIES INC REIT          COMMON    866674104     22       1110    SH          DEFINED    20,14    1110       0        0
SUN COMMUNITIES INC REIT          COMMON    866674104     108      5410    SH          DEFINED      5       0         0      5410
SUN COMMUNITIES INC REIT          COMMON    866674104     88       4400    SH          DEFINED    5,14     4400       0        0
SUN COMMUNITIES INC REIT          COMMON    866674104     195      9800    SH          DEFINED      8      9800       0        0
SUN COMMUNITIES INC REIT          COMMON    866674104     56       2800    SH          DEFINED    8,17     2800       0        0
SUN HEALTHCARE GROUP INC          COMMON    866933401     75       8005    SH          DEFINED     20      8005       0        0
SUN HYDRAULICS CORP               COMMON    866942105      3        98     SH          DEFINED     20       98        0        0
SUN LIFE FINANCIAL INC            COMMON    866796105    6608     211952   SH          DEFINED     20     211952      0        0
SUN LIFE FINANCIAL INC            COMMON    866796105     425      13631   SH          DEFINED      5     13631       0        0
SUN LIFE FINANCIAL SVSC CAN       COMMON    866796105      6        188    SH          DEFINED     21      188        0        0
SUN LIFE FINANCIAL SVSC CAN       COMMON    866796105    36484    1184013  SH          DEFINED      3    1184013      0        0
SUN LIFE FINANCIAL SVSC CAN       COMMON    866796105     170      5529    SH          DEFINED     3,1     5529       0        0
SUN LIFE FINANCIAL SVSC CAN       COMMON    866796105     202      6549    SH          DEFINED      7      6549       0        0
SUN LIFE FINANCIAL SVSC CAN       COMMON    866796105     765      24837   SH          DEFINED      8     24837       0        0
SUN MICROSYSTEMS INC              COMMON    866810203     172      18370   SH          DEFINED     14     15670       0      2700
SUN MICROSYSTEMS INC              COMMON    866810203      3        320    SH          DEFINED     19       0         0       320
SUN MICROSYSTEMS INC              COMMON    866810203     794      84516   SH          DEFINED     20     84516       0        0
SUN MICROSYSTEMS INC              COMMON    866810203     36       3788    SH          DEFINED     21      3788       0        0
SUN MICROSYSTEMS INC              COMMON    866810203      7        780    SH          DEFINED      5       0         0       780
SUN MICROSYSTEMS INC              COMMON    866810203     153      16300   SH          DEFINED      7     16300       0        0
SUNCOR ENERGY INC                 COMMON    867224107    31179    883000   SH          DEFINED      1     883000      0        0
SUNCOR ENERGY INC                 COMMON    867224107    6780     192000   SH          DEFINED    13,2      0         0     192000
SUNCOR ENERGY INC                 COMMON    867224107    6801     192605   SH          DEFINED     19     17025       0     175580
SUNCOR ENERGY INC                 COMMON    867224107    1454      41177   SH          DEFINED     20     41177       0        0
SUNCOR ENERGY INC                 COMMON    867224107      7        200    SH          DEFINED      4      200        0        0
SUNCOR ENERGY INC                 COMMON    867224107     239      6767    SH          DEFINED      5      6767       0        0
SUNCOR ENERGY INC                 COMMON    867224107    65878    1782425  SH          DEFINED      1    1782425      0        0
SUNCOR ENERGY INC                 COMMON    867224107     89       2418    SH          DEFINED     13      2418       0        0
SUNCOR ENERGY INC                 COMMON    867224107     89       2418    SH          DEFINED    13,2     2418       0        0
SUNCOR ENERGY INC                 COMMON    867224107     512      13855   SH          DEFINED     18     13855       0        0
SUNCOR ENERGY INC                 COMMON    867224107    16350    442365   SH          DEFINED      2     442365      0        0
SUNCOR ENERGY INC                 COMMON    867224107     474      12831   SH          DEFINED     20     12831       0        0
SUNCOR ENERGY INC                 COMMON    867224107     11        309    SH          DEFINED     21      309        0        0
SUNCOR ENERGY INC                 COMMON    867224107   313511    8482504  SH          DEFINED      3    8482504      0        0
SUNCOR ENERGY INC                 COMMON    867224107    68860    1863118  SH          DEFINED     3,1   1863118      0        0
SUNCOR ENERGY INC                 COMMON    867224107     977      26424   SH          DEFINED      7     26424       0        0
SUNCOR ENERGY INC                 COMMON    867224107    1431      38723   SH          DEFINED      8     38723       0        0
SUNOCO INC                        COMMON    86764P109     350      12420   SH          DEFINED     20     12420       0        0
SUNOCO INC                        COMMON    86764P109     20        700    SH          DEFINED     21      700        0        0
SUNOCO INC                        COMMON    86764P109     58       2055    SH          DEFINED      7      2055       0        0
SUNOCO LOGISTICS PARTNERS LP      COMMON    86764L108    9781     146222   SH          DEFINED      5     146222      0        0
SUNOPTA INC                       COMMON    8676EP108      2        499    SH          DEFINED     20      499        0        0
SUNPOWER CORP-CLASS A             COMMON    867652109      1        50     SH          DEFINED     19       0         0       50
SUNPOWER CORP-CLASS A             COMMON    867652109    25972    1045138  SH          DEFINED     20    1045138      0        0
SUNPOWER CORP-CLASS A             COMMON    867652109     152      6104    SH          DEFINED     21      6104       0        0
SUNPOWER CORP-CLASS A             COMMON    867652109      2        61     SH          DEFINED      5       0         0       61
SUNPOWER CORP-CLASS B             COMMON    867652307      4        164    SH          DEFINED     19       0         0       164
SUNPOWER CORP-CLASS B             COMMON    867652307     12        525    SH          DEFINED     20      525        0        0
SUNPOWER CORP-CLASS B             COMMON    867652307     32       1450    SH          DEFINED      5       0         0      1450
SUNRISE ASSISTED LIVING INC       COMMON    86768K106      3       1000    SH          DEFINED     19      1000       0        0
SUNRISE ASSISTED LIVING INC       COMMON    86768K106     252      75393   SH          DEFINED     20     75393       0        0
SUNRISE ASSISTED LIVING INC       COMMON    86768K106     15       4567    SH          DEFINED     21      4567       0        0
SUNSTONE HOTEL INVESTORS INC      COMMON    867892101    1018     111895   SH          DEFINED     20     111895      0        0
SUNTECH POWER HOLDINGS-ADR        COMMON    86800C104     51       3070    SH          DEFINED     19       0         0      3070
SUNTECH POWER HOLDINGS-ADR        COMMON    86800C104    31454    1891378  SH          DEFINED     20    1891378      0        0
SUNTECH POWER HOLDINGS-ADR        COMMON    86800C104     148      8880    SH          DEFINED     21      8880       0        0
SUNTECH POWER HOLDINGS-ADR        COMMON    86800C104     15        900    SH          DEFINED      5       0         0       900
SUNTRUST BANKS INC                COMMON    867914103    41748    2014860  SH          DEFINED      1    2014860      0        0
SUNTRUST BANKS INC                COMMON    867914103     21       1000    SH          DEFINED     14      1000       0        0
SUNTRUST BANKS INC                COMMON    867914103    1092      52712   SH          DEFINED     19       0         0      52712
SUNTRUST BANKS INC                COMMON    867914103    1679      81040   SH          DEFINED     20     81040       0        0
SUNTRUST BANKS INC                COMMON    867914103     101      4897    SH          DEFINED     21      4897       0        0
SUNTRUST BANKS INC                COMMON    867914103     773      37287   SH          DEFINED      5      7383       0      29904
SUNTRUST BANKS INC                COMMON    867914103     73       3520    SH          DEFINED      7      3520       0        0
SUPER MICRO COMPUTER INC          COMMON    86800U104     259      22978   SH          DEFINED     20     22978       0        0
SUPERGEN INC                      COMMON    868059106     119      44505   SH          DEFINED     20     44505       0        0
SUPERIOR BANCORP                  COMMON    86806M205     44       13385   SH          DEFINED     20     13385       0        0
SUPERIOR ENERGY SVCS INC          COMMON    868157108     68       2666    SH          DEFINED     20      2666       0        0
SUPERIOR ENERGY SVCS INC          COMMON    868157108      4        147    SH          DEFINED     21      147        0        0
SUPERIOR INDS INTL INC            COMMON    868168105     488      30600   SH          DEFINED     14     11100       0      19500
SUPERIOR INDS INTL INC            COMMON    868168105     260      16300   SH          DEFINED     20     16300       0        0
SUPERIOR INDS INTL INC            COMMON    868168105     61       3800    SH          DEFINED    5,14     3800       0        0
SUPERIOR WELL SERVICES INC        COMMON    86837X105     99       5927    SH          DEFINED     20      5927       0        0
SUPERTEX INC                      COMMON    868532102     11        382    SH          DEFINED     20      382        0        0
SUPERVALU INC                     COMMON    868536103     355      27870   SH          DEFINED     14     24970       0       800
SUPERVALU INC                     COMMON    868536103      6        508    SH          DEFINED     19       65        0       443
SUPERVALU INC                     COMMON    868536103     429      33665   SH          DEFINED     20     33665       0        0
SUPERVALU INC                     COMMON    868536103     20       1591    SH          DEFINED     21      1591       0        0
SUPERVALU INC                     COMMON    868536103     24       1902    SH          DEFINED      4      1902       0        0
SUPERVALU INC                     COMMON    868536103     36       2811    SH          DEFINED      5      2577       0       234
SUPPORT.COM INC                   COMMON    86858W101      1        356    SH          DEFINED     20      356        0        0
SUREWEST COMMUNICATIONS           COMMON    868733106     138      13854   SH          DEFINED     20     13854       0        0
SURMODICS INC                     COMMON    868873100     30       1324    SH          DEFINED     20      1324       0        0
SUSQUEHANNA BANCSHARES INC PA     COMMON    869099101     13       2265    SH          DEFINED     19       0         0      2265
SUSQUEHANNA BANCSHARES INC PA     COMMON    869099101    1906     324622   SH          DEFINED     20     324622      0        0
SUSQUEHANNA BANCSHARES INC PA     COMMON    869099101      2        322    SH          DEFINED     21      322        0        0
SUSSER HOLDINGS CORP              COMMON    869233106     50       5776    SH          DEFINED     20      5776       0        0
SUTOR TECHNOLOGY GROUP LTD        COMMON    869362103     238      79344   SH          DEFINED     20     79344       0        0
SVB FINANCIAL GROUP               COMMON    78486Q101    12780    300149   SH          DEFINED      1     300149      0        0
SVB FINANCIAL GROUP               COMMON    78486Q101    10123    237750   SH          DEFINED     14     149950      0      78000
SVB FINANCIAL GROUP               COMMON    78486Q101    12307    289042   SH          DEFINED      2     289042      0        0
SVB FINANCIAL GROUP               COMMON    78486Q101     371      8723    SH          DEFINED     20      8723       0        0
SVB FINANCIAL GROUP               COMMON    78486Q101     59       1395    SH          DEFINED      5       0         0      1395
SVB FINANCIAL GROUP               COMMON    78486Q101     728      17100   SH          DEFINED    5,14    17100       0        0
SVB FINANCIAL GROUP               COMMON    78486Q101     596      14000   SH          DEFINED      8     14000       0        0
SVB FINANCIAL GROUP               COMMON    78486Q101     170      4000    SH          DEFINED    8,17     4000       0        0
SWIFT ENERGY CO                   COMMON    870738101     610      24522   SH          DEFINED     20     24522       0        0
SWISS HELVETIA FUND CF            COMMON    870875101     12       1000    SH          DEFINED     19       0         0      1000
SWISS HELVETIA FUND CF            COMMON    870875101     233      20023   SH          DEFINED      5     20023       0        0
SWITCH & DATA FACILITIES CO       COMMON    871043105     138      6719    SH          DEFINED     20      6719       0        0
SWS GROUP INC                     COMMON    78503N107     124      10321   SH          DEFINED     20     10321       0        0
SYBASE INC                        COMMON    871130100    15163    348665   SH          DEFINED      1     348665      0        0
SYBASE INC                        COMMON    871130100    4723     108600   SH          DEFINED     14     29100       0      73700
SYBASE INC                        COMMON    871130100     143      3289    SH          DEFINED     19      648        0      2641
SYBASE INC                        COMMON    871130100    14617    336091   SH          DEFINED      2     336091      0        0
SYBASE INC                        COMMON    871130100    3371      77507   SH          DEFINED     20     77507       0        0
SYBASE INC                        COMMON    871130100    2160      49670   SH          DEFINED      5     32619       0      17051
SYBASE INC                        COMMON    871130100     339      7800    SH          DEFINED    5,14     7800       0        0
SYBASE INC                        COMMON    871130100     826      19000   SH          DEFINED      8     19000       0        0
SYBASE INC                        COMMON    871130100     235      5400    SH          DEFINED    8,17     5400       0        0
SYCAMORE NETWORKS INC             COMMON    871206405     46       2188    SH          DEFINED     20      2188       0        0
SYKES ENTERPRISES INC             COMMON    871237103     268      10700   SH          DEFINED     20     10700       0        0
SYMANTEC CORP                     COMMON    871503108   233065    1.3E+07  SH          DEFINED      1    12735810     0        0
SYMANTEC CORP                     COMMON    871503108    3872     211600   SH          DEFINED    1,14    211600      0        0
SYMANTEC CORP                     COMMON    871503108     531      29000   SH          DEFINED     10     29000       0        0
SYMANTEC CORP                     COMMON    871503108     919      50200   SH          DEFINED    10,14   50200       0        0
SYMANTEC CORP                     COMMON    871503108     460      25124   SH          DEFINED     11     25124       0        0
SYMANTEC CORP                     COMMON    871503108     64       3500    SH          DEFINED     13      3500       0        0
SYMANTEC CORP                     COMMON    871503108    56657    3096025  SH          DEFINED     14    2115825      0     802500
SYMANTEC CORP                     COMMON    871503108    1305      71300   SH          DEFINED    14,13     0         0      71300
SYMANTEC CORP                     COMMON    871503108    3896     212900   SH          DEFINED    14,7      0         0     212900
SYMANTEC CORP                     COMMON    871503108     346      18900   SH          DEFINED     16     18900       0        0
SYMANTEC CORP                     COMMON    871503108     717      39167   SH          DEFINED    17,1    39167       0        0
SYMANTEC CORP                     COMMON    871503108     64       3500    SH          DEFINED    17,14     0         0      3500
SYMANTEC CORP                     COMMON    871503108     906      49500   SH          DEFINED     18     49500       0        0
SYMANTEC CORP                     COMMON    871503108    1245      68015   SH          DEFINED     19     22425       0      45590
SYMANTEC CORP                     COMMON    871503108   175839    9608674  SH          DEFINED     20    9608674      0        0
SYMANTEC CORP                     COMMON    871503108     83       4510    SH          DEFINED    20,14    4510       0        0
SYMANTEC CORP                     COMMON    871503108    6338     346341   SH          DEFINED     21     346341      0        0
SYMANTEC CORP                     COMMON    871503108    31175    1703528  SH          DEFINED      4    1703528      0        0
SYMANTEC CORP                     COMMON    871503108    1069      58406   SH          DEFINED      5      2162       0      56244
SYMANTEC CORP                     COMMON    871503108    2924     159800   SH          DEFINED    5,14    159800      0        0
SYMANTEC CORP                     COMMON    871503108    1942     106123   SH          DEFINED      7     106123      0        0
SYMANTEC CORP                     COMMON    871503108    4309     235469   SH          DEFINED      8     235469      0        0
SYMANTEC CORP                     COMMON    871503108    3675     200800   SH          DEFINED    8,14    200800      0        0
SYMANTEC CORP                     COMMON    871503108     523      28600   SH          DEFINED      9     28600       0        0
SYMANTEC CORP                     COMMON    871503108     611      33400   SH          DEFINED    9,14      0         0      33400
SYMMETRICOM INC                   COMMON    871543104     334      65700   SH          DEFINED     14     34900       0      30800
SYMMETRICOM INC                   COMMON    871543104     15       3000    SH          DEFINED     19       0         0      3000
SYMMETRICOM INC                   COMMON    871543104     158      31167   SH          DEFINED     20     31167       0        0
SYMMETRICOM INC                   COMMON    871543104     36       7105    SH          DEFINED      5       0         0      7105
SYMMETRICOM INC                   COMMON    871543104     38       7500    SH          DEFINED    5,14     7500       0        0
SYMMETRY MEDICAL INC              COMMON    871546206    3102     387220   SH          DEFINED      1     387220      0        0
SYMMETRY MEDICAL INC              COMMON    871546206     209      26100   SH          DEFINED     14     15400       0      10700
SYMMETRY MEDICAL INC              COMMON    871546206     125      15601   SH          DEFINED     20     15601       0        0
SYMMETRY MEDICAL INC              COMMON    871546206     23       2900    SH          DEFINED    5,14     2900       0        0
SYMS CORP                         COMMON    871551107     20       2703    SH          DEFINED     20      2703       0        0
SYMYX TECHNOLOGIES                COMMON    87155S108    3444     631835   SH          DEFINED     20     631835      0        0
SYNAPTICS INC                     COMMON    87157D109    19153    577600   SH          DEFINED     1,3    577600      0        0
SYNAPTICS INC                     COMMON    87157D109    3349     101000   SH          DEFINED     15     101000      0        0
SYNAPTICS INC                     COMMON    87157D109     604      18200   SH          DEFINED    16,3    18200       0        0
SYNAPTICS INC                     COMMON    87157D109     68       2060    SH          DEFINED     20      2060       0        0
SYNAPTICS INC                     COMMON    87157D109    7816     235700   SH          DEFINED      3     235700      0        0
SYNCHRONOSS TECHNOLOGIES INC      COMMON    87157B103     645      40576   SH          DEFINED     20     40576       0        0
SYNERON MEDICAL LTD               COMMON    M87245102      2        212    SH          DEFINED     20      212        0        0
SYNGENTA AG- ADR                  COMMON    87160A100    3283      58586   SH          DEFINED     19      7719       0      50867
SYNGENTA AG- ADR                  COMMON    87160A100     698      12458   SH          DEFINED     20     12458       0        0
SYNGENTA AG- ADR                  COMMON    87160A100    24971    445668   SH          DEFINED      4     445668      0        0
SYNGENTA AG- ADR                  COMMON    87160A100    4404      78608   SH          DEFINED      5     56748       0      21860
SYNIVERSE TECH                    COMMON    87163F106    1293      70200   SH          DEFINED     14     46500       0      12700
SYNIVERSE TECH                    COMMON    87163F106     553      30030   SH          DEFINED     20     30030       0        0
SYNNEX CORP                       COMMON    87162W100    1974      61500   SH          DEFINED     14     27900       0      33600
SYNNEX CORP                       COMMON    87162W100    2537      79068   SH          DEFINED     20     79068       0        0
SYNNEX CORP                       COMMON    87162W100     120      3726    SH          DEFINED     21      3726       0        0
SYNNEX CORP                       COMMON    87162W100     186      5800    SH          DEFINED    5,14     5800       0        0
SYNNEX CORP                       COMMON    87162W100     356      11100   SH          DEFINED      8     11100       0        0
SYNNEX CORP                       COMMON    87162W100     103      3200    SH          DEFINED    8,17     3200       0        0
SYNOPSYS INC                      COMMON    871607107     40       1800    SH          DEFINED     14       0         0        0
SYNOPSYS INC                      COMMON    871607107    1645      73954   SH          DEFINED     20     73954       0        0
SYNOPSYS INC                      COMMON    871607107      4        164    SH          DEFINED     21      164        0        0
SYNOPSYS INC                      COMMON    871607107      6        285    SH          DEFINED      5       0         0       285
SYNOPSYS INC                      COMMON    871607107    1045      46978   SH          DEFINED      8     46978       0        0
SYNOVIS LIFE TECHNOLOGIES INC     COMMON    87162G105      1        89     SH          DEFINED     20       89        0        0
SYNOVIS LIFE TECHNOLOGIES INC     COMMON    87162G105    1521     117924   SH          DEFINED      3     117924      0        0
SYNOVUS FINANCIAL CORP            COMMON    87161C105     222     100000   SH          DEFINED     19     100000      0        0
SYNOVUS FINANCIAL CORP            COMMON    87161C105     130      58395   SH          DEFINED     20     58395       0        0
SYNOVUS FINANCIAL CORP            COMMON    87161C105      8       3801    SH          DEFINED     21      3801       0        0
SYNOVUS FINANCIAL CORP            COMMON    87161C105     18       8014    SH          DEFINED      5      8014       0        0
SYNTA PHARMACEUTICALS CORP        COMMON    87162T206     196      34200   SH          DEFINED     14      6500       0      27700
SYNTA PHARMACEUTICALS CORP        COMMON    87162T206      1        196    SH          DEFINED     20      196        0        0
SYNTA PHARMACEUTICALS CORP        COMMON    87162T206     23       4100    SH          DEFINED    5,14     4100       0        0
SYNTEL INC                        COMMON    87162H103    6397     168112   SH          DEFINED      1     168112      0        0
SYNTEL INC                        COMMON    87162H103    6099     160288   SH          DEFINED      2     160288      0        0
SYNTEL INC                        COMMON    87162H103    1557      40909   SH          DEFINED     20     40909       0        0
SYNTEL INC                        COMMON    87162H103      6        150    SH          DEFINED      5      150        0        0
SYNUTRA INTERNATIONAL INC         COMMON    87164C102    1640     113676   SH          DEFINED     20     113676      0        0
SYPRIS SOLUTIONS INC              COMMON    871655106     46       16330   SH          DEFINED     20     16330       0        0
SYSCO CORP                        COMMON    871829107    20989    750133   SH          DEFINED      1     750133      0        0
SYSCO CORP                        COMMON    871829107     137      4900    SH          DEFINED     10      4900       0        0
SYSCO CORP                        COMMON    871829107     235      8400    SH          DEFINED    10,14    8400       0        0
SYSCO CORP                        COMMON    871829107      3        100    SH          DEFINED     13      100        0        0
SYSCO CORP                        COMMON    871829107    12055    430860   SH          DEFINED     14     291760      0     116900
SYSCO CORP                        COMMON    871829107     344      12300   SH          DEFINED    14,13     0         0      12300
SYSCO CORP                        COMMON    871829107    1323      47300   SH          DEFINED    14,7      0         0      47300
SYSCO CORP                        COMMON    871829107      3        100    SH          DEFINED    17,14     0         0       100
SYSCO CORP                        COMMON    871829107     783      27976   SH          DEFINED     19      2504       0      25472
SYSCO CORP                        COMMON    871829107    2410      86122   SH          DEFINED     20     86122       0        0
SYSCO CORP                        COMMON    871829107     39       1407    SH          DEFINED     21      1407       0        0
SYSCO CORP                        COMMON    871829107     487      17400   SH          DEFINED      5      9680       0      7720
SYSCO CORP                        COMMON    871829107     761      27200   SH          DEFINED    5,14    27200       0        0
SYSCO CORP                        COMMON    871829107     440      15741   SH          DEFINED      7     15741       0        0
SYSCO CORP                        COMMON    871829107    24378    871282   SH          DEFINED      8     782137    89145      0
SYSCO CORP                        COMMON    871829107    1083      38700   SH          DEFINED    8,14    38700       0        0
SYSCO CORP                        COMMON    871829107     159      5700    SH          DEFINED    9,14      0         0      5700
SYSTEMAX INC                      COMMON    871851101     65       4069    SH          DEFINED     20      4069       0        0
T ROWE PRICE GROUP INC            COMMON    74144T108    30943    562500   SH          DEFINED      1     562500      0        0
T ROWE PRICE GROUP INC            COMMON    74144T108     243      4424    SH          DEFINED     19      885        0      3539
T ROWE PRICE GROUP INC            COMMON    74144T108     899      16346   SH          DEFINED      2     16346       0        0
T ROWE PRICE GROUP INC            COMMON    74144T108    5264      95689   SH          DEFINED     20     95689       0        0
T ROWE PRICE GROUP INC            COMMON    74144T108     17        308    SH          DEFINED     21      308        0        0
T ROWE PRICE GROUP INC            COMMON    74144T108    3215      58446   SH          DEFINED      5     47829       0      10617
T ROWE PRICE GROUP INC            COMMON    74144T108     754      13705   SH          DEFINED      7     13705       0        0
T ROWE PRICE GROUP INC            COMMON    74144T108     934      16978   SH          DEFINED      8     16978       0        0
T ROWE PRICE GROUP INC            COMMON    74144T108     60       1085    SH          DEFINED     8,2     1085       0        0
T-3 ENERGY SERVICES INC           COMMON    87306E107     62       2359    SH          DEFINED     20      2359       0        0
T-3 ENERGY SERVICES INC           COMMON    87306E107     82       3100    SH          DEFINED      5       0         0      3100
TAIWAN FD INC                     COMMON    874036106     615      41842   SH          DEFINED      2     41842       0        0
TAIWAN FD INC                     COMMON    874036106     46       3138    SH          DEFINED     3,1     3138       0        0
TAIWAN SEMICONDUCTOR ADR          COMMON    874039100   120015     1E+07   SH          DEFINED      1    10408916     0        0
TAIWAN SEMICONDUCTOR ADR          COMMON    874039100      1        104    SH          DEFINED     11      104        0        0
TAIWAN SEMICONDUCTOR ADR          COMMON    874039100     67       5801    SH          DEFINED     13      5801       0        0
TAIWAN SEMICONDUCTOR ADR          COMMON    874039100     67       5801    SH          DEFINED    13,2     5801       0        0
TAIWAN SEMICONDUCTOR ADR          COMMON    874039100    1133      98245   SH          DEFINED    17,1    98245       0        0
TAIWAN SEMICONDUCTOR ADR          COMMON    874039100    1635     141794   SH          DEFINED     19     24084       0     117710
TAIWAN SEMICONDUCTOR ADR          COMMON    874039100    16416    1423755  SH          DEFINED      2    1423755      0        0
TAIWAN SEMICONDUCTOR ADR          COMMON    874039100    51127    4434233  SH          DEFINED     20    4434233      0        0
TAIWAN SEMICONDUCTOR ADR          COMMON    874039100    1703     147712   SH          DEFINED     3,1    147712      0        0
TAIWAN SEMICONDUCTOR ADR          COMMON    874039100    25235    2188663  SH          DEFINED      4    2188663      0        0
TAIWAN SEMICONDUCTOR ADR          COMMON    874039100    1913     165879   SH          DEFINED      5     147370      0      18509
TAIWAN SEMICONDUCTOR ADR          COMMON    874039100    8532     740000   SH          DEFINED      8     740000      0        0
TAIWAN SEMICONDUCTOR ADR          COMMON    874039100     163      14129   SH          DEFINED     8,2    14129       0        0
TAKE TWO INTERACTIVE SOFTWARE     COMMON    874054109     208      19826   SH          DEFINED     20     19826       0        0
TAL INTERNATIONAL GROUP INC       COMMON    874083108     83       6236    SH          DEFINED     20      6236       0        0
TALBOTS INC                       COMMON    874161102     211      22181   SH          DEFINED     20     22181       0        0
TALECRIS BIOTHERAPEUTICS HOLDI    COMMON    874227101    27829    1254704  SH          DEFINED      1    1254704      0        0
TALECRIS BIOTHERAPEUTICS HOLDI    COMMON    874227101    9273     418100   SH          DEFINED     1,3    418100      0        0
TALECRIS BIOTHERAPEUTICS HOLDI    COMMON    874227101     277      12500   SH          DEFINED    16,3    12500       0        0
TALECRIS BIOTHERAPEUTICS HOLDI    COMMON    874227101    2120      95596   SH          DEFINED      2     11881       0      83715
TALECRIS BIOTHERAPEUTICS HOLDI    COMMON    874227101    3072     138500   SH          DEFINED      3     138500      0        0
TALEO CORP-CLASS A                COMMON    87424N104      7        296    SH          DEFINED     20      296        0        0
TALEO CORP-CLASS A                COMMON    87424N104      2        73     SH          DEFINED      5       73        0        0
TALISMAN ENERGY INC               COMMON    87425E103   102279    5428132  SH          DEFINED      1    5428132      0        0
TALISMAN ENERGY INC               COMMON    87425E103      0        10     SH          DEFINED     11       10        0        0
TALISMAN ENERGY INC               COMMON    87425E103     65       3444    SH          DEFINED     13      3444       0        0
TALISMAN ENERGY INC               COMMON    87425E103    8502     456044   SH          DEFINED    13,2     3044       0     453000
TALISMAN ENERGY INC               COMMON    87425E103     168      9000    SH          DEFINED     14      7200       0      1800
TALISMAN ENERGY INC               COMMON    87425E103     132      7100    SH          DEFINED    14,7      0         0      7100
TALISMAN ENERGY INC               COMMON    87425E103      7        400    SH          DEFINED    17,14     0         0       400
TALISMAN ENERGY INC               COMMON    87425E103    15303    806660   SH          DEFINED      2     806660      0        0
TALISMAN ENERGY INC               COMMON    87425E103    1620      86780   SH          DEFINED     20     86780       0        0
TALISMAN ENERGY INC               COMMON    87425E103     14        715    SH          DEFINED     21      715        0        0
TALISMAN ENERGY INC               COMMON    87425E103   122902    6478300  SH          DEFINED      3    6478300      0        0
TALISMAN ENERGY INC               COMMON    87425E103    59264    3123889  SH          DEFINED     3,1   3123889      0        0
TALISMAN ENERGY INC               COMMON    87425E103    13763    738374   SH          DEFINED      4     738374      0        0
TALISMAN ENERGY INC               COMMON    87425E103      2        125    SH          DEFINED      5       0         0       125
TALISMAN ENERGY INC               COMMON    87425E103    1605      84585   SH          DEFINED      7     84585       0        0
TALISMAN ENERGY INC               COMMON    87425E103    20497    1098947  SH          DEFINED      8    1098947      0        0
TALISMAN ENERGY INC               COMMON    87425E103    1495      80200   SH          DEFINED    8,14    80200       0        0
TAM SA-SPONSORED ADR              COMMON    87484D103     362      16302   SH          DEFINED     20     16302       0        0
TAMALPAIS BANCORP                 COMMON    87485H103     16       19260   SH          DEFINED     19       0         0      19260
TANGER FACTORY OUTLET CTRS INC    COMMON    875465106    2567      65000   SH          DEFINED    1,11      0         0      65000
TANGER FACTORY OUTLET CTRS INC    COMMON    875465106    25072    634900   SH          DEFINED    1,14    634900      0        0
TANGER FACTORY OUTLET CTRS INC    COMMON    875465106     48       1217    SH          DEFINED     11      1217       0        0
TANGER FACTORY OUTLET CTRS INC    COMMON    875465106    58904    1491624  SH          DEFINED     14     808490      0     618134
TANGER FACTORY OUTLET CTRS INC    COMMON    875465106    1066      27000   SH          DEFINED    16,14   27000       0        0
TANGER FACTORY OUTLET CTRS INC    COMMON    875465106    2209      55936   SH          DEFINED    2,14    55936       0        0
TANGER FACTORY OUTLET CTRS INC    COMMON    875465106     163      4128    SH          DEFINED     20      4128       0        0
TANGER FACTORY OUTLET CTRS INC    COMMON    875465106     96       2420    SH          DEFINED    20,14    2420       0        0
TANGER FACTORY OUTLET CTRS INC    COMMON    875465106     162      4100    SH          DEFINED    3,14     4100       0        0
TANGER FACTORY OUTLET CTRS INC    COMMON    875465106    4747     120200   SH          DEFINED    5,14    120200      0        0
TANGER FACTORY OUTLET CTRS INC    COMMON    875465106     47       1200    SH          DEFINED    6,14     1200       0        0
TANGER FACTORY OUTLET CTRS INC    COMMON    875465106    1375      34828   SH          DEFINED    8,14      0       34828      0
TARGA RESOURCES PARTNERS LP       COMMON    87611X105     706      29034   SH          DEFINED     20     29034       0        0
TARGA RESOURCES PARTNERS LP       COMMON    87611X105    3248     133610   SH          DEFINED      5     133610      0        0
TARGACEPT INC                     COMMON    87611R306    4603     220259   SH          DEFINED     20     220259      0        0
TARGET CORPORATION                COMMON    87612E106   109748    2252155  SH          DEFINED      1    2252155      0        0
TARGET CORPORATION                COMMON    87612E106     175      3600    SH          DEFINED    1,14     3600       0        0
TARGET CORPORATION                COMMON    87612E106      1        12     SH          DEFINED     11       12        0        0
TARGET CORPORATION                COMMON    87612E106     764      15668   SH          DEFINED    13,2      0         0      15668
TARGET CORPORATION                COMMON    87612E106    2583      53015   SH          DEFINED     14     41015       0      7800
TARGET CORPORATION                COMMON    87612E106     838      17200   SH          DEFINED    14,7      0         0      17200
TARGET CORPORATION                COMMON    87612E106    26835    550692   SH          DEFINED     19     80886       0     469807
TARGET CORPORATION                COMMON    87612E106    7931     162762   SH          DEFINED      2     162762      0        0
TARGET CORPORATION                COMMON    87612E106    9843     201990   SH          DEFINED     20     201990      0        0
TARGET CORPORATION                COMMON    87612E106     19        380    SH          DEFINED    20,14    380        0        0
TARGET CORPORATION                COMMON    87612E106     104      2136    SH          DEFINED     21      2136       0        0
TARGET CORPORATION                COMMON    87612E106    5584     114600   SH          DEFINED      3     114600      0        0
TARGET CORPORATION                COMMON    87612E106    1807      37085   SH          DEFINED      4     37085       0        0
TARGET CORPORATION                COMMON    87612E106    14895    305672   SH          DEFINED      5     259762      0      45910
TARGET CORPORATION                COMMON    87612E106     743      15239   SH          DEFINED      7     15239       0        0
TARGET CORPORATION                COMMON    87612E106    12493    256378   SH          DEFINED      8     256378      0        0
TASER INTERNATIONAL INC           COMMON    87651B104     198      42226   SH          DEFINED     20     42226       0        0
TASER INTERNATIONAL INC           COMMON    87651B104     19       4000    SH          DEFINED      5      4000       0        0
TATA COMMUNICATIONS-ADR           COMMON    876564105     452      31263   SH          DEFINED     20     31263       0        0
TATA MOTORS LTD-SPON ADR          COMMON    876568502    2171     121625   SH          DEFINED     20     121625      0        0
TATA MOTORS LTD-SPON ADR          COMMON    876568502     36       2000    SH          DEFINED      5       0         0      2000
TAUBMAN CENTERS INC REIT          COMMON    876664103    13348    376542   SH          DEFINED     14     210342      0     166200
TAUBMAN CENTERS INC REIT          COMMON    876664103     212      5989    SH          DEFINED     20      5989       0        0
TAUBMAN CENTERS INC REIT          COMMON    876664103     84       2370    SH          DEFINED    20,14    2370       0        0
TAUBMAN CENTERS INC REIT          COMMON    876664103    1542      43500   SH          DEFINED    5,14    43500       0        0
TAYLOR CAPITAL GROUP INC          COMMON    876851106     31       2681    SH          DEFINED     20      2681       0        0
TBS INTERNATIONAL LTD-A           COMMON    G86975151     120      15982   SH          DEFINED     20     15982       0        0
TC PIPELINES LP                   COMMON    87233Q108     69       1875    SH          DEFINED      5      1875       0        0
TCF FINANCIAL CORP                COMMON    872275102     447      33030   SH          DEFINED     14     29530       0      2000
TCF FINANCIAL CORP                COMMON    872275102     11        800    SH          DEFINED     19       0         0       800
TCF FINANCIAL CORP                COMMON    872275102    1052      77770   SH          DEFINED     20     77770       0        0
TCF FINANCIAL CORP                COMMON    872275102      4        327    SH          DEFINED     21      327        0        0
TCF FINANCIAL CORP                COMMON    872275102     120      8850    SH          DEFINED      5      600        0      8250
TD AMERITRADE HOLDING CORP        COMMON    87236Y108    45696    2295140  SH          DEFINED      1    2295140      0        0
TD AMERITRADE HOLDING CORP        COMMON    87236Y108     74       3735    SH          DEFINED     11      3735       0        0
TD AMERITRADE HOLDING CORP        COMMON    87236Y108     183      9205    SH          DEFINED     14      9205       0        0
TD AMERITRADE HOLDING CORP        COMMON    87236Y108     106      5300    SH          DEFINED     16      5300       0        0
TD AMERITRADE HOLDING CORP        COMMON    87236Y108    7202     361718   SH          DEFINED     19     68573       0     293145
TD AMERITRADE HOLDING CORP        COMMON    87236Y108    10207    512662   SH          DEFINED      2     403280      0     109382
TD AMERITRADE HOLDING CORP        COMMON    87236Y108    5510     276748   SH          DEFINED     20     276748      0        0
TD AMERITRADE HOLDING CORP        COMMON    87236Y108     35       1757    SH          DEFINED     21      1757       0        0
TD AMERITRADE HOLDING CORP        COMMON    87236Y108     19        930    SH          DEFINED      4      930        0        0
TD AMERITRADE HOLDING CORP        COMMON    87236Y108    8142     408953   SH          DEFINED      5     327983      0      80970
TD AMERITRADE HOLDING CORP        COMMON    87236Y108     382      19200   SH          DEFINED      7     19200       0        0
TD AMERITRADE HOLDING CORP        COMMON    87236Y108    6301     316496   SH          DEFINED      8     316496      0        0
TD AMERITRADE HOLDING CORP        COMMON    87236Y108     972      48800   SH          DEFINED      9     48800       0        0
TEAM INC                          COMMON    878155100    5197     274853   SH          DEFINED      1     274853      0        0
TEAM INC                          COMMON    878155100    2430     128481   SH          DEFINED      2     54486       0      73995
TEAM INC                          COMMON    878155100     80       4251    SH          DEFINED     20      4251       0        0
TEAM INC                          COMMON    878155100     78       4100    SH          DEFINED      5       0         0      4100
TECH DATA CORP                    COMMON    878237106    11313    233832   SH          DEFINED      1     233832      0        0
TECH DATA CORP                    COMMON    878237106     63       1300    SH          DEFINED    1,14     1300       0        0
TECH DATA CORP                    COMMON    878237106    32682    675520   SH          DEFINED     14     509820      0     122200
TECH DATA CORP                    COMMON    878237106    4707      97300   SH          DEFINED    14,7      0         0      97300
TECH DATA CORP                    COMMON    878237106    10996    227285   SH          DEFINED      2     227285      0        0
TECH DATA CORP                    COMMON    878237106    1991      41155   SH          DEFINED     20     41155       0        0
TECH DATA CORP                    COMMON    878237106     47        969    SH          DEFINED     21      969        0        0
TECH DATA CORP                    COMMON    878237106     556      11500   SH          DEFINED    5,14    11500       0        0
TECH DATA CORP                    COMMON    878237106     813      16800   SH          DEFINED      8     16800       0        0
TECH DATA CORP                    COMMON    878237106     232      4800    SH          DEFINED    8,17     4800       0        0
TECH DATA CORP 2.75 12-15-26      CONVERT   878237AE6      5       5000    SH          DEFINED      5      5000       0        0
TECHNE CORP                       COMMON    878377100    29995    440525   SH          DEFINED      1     440525      0        0
TECHNE CORP                       COMMON    878377100    1117      16400   SH          DEFINED     14      3100       0      13300
TECHNE CORP                       COMMON    878377100    9120     133936   SH          DEFINED      2     133936      0        0
TECHNE CORP                       COMMON    878377100    6193      90946   SH          DEFINED     20     90946       0        0
TECHNE CORP                       COMMON    878377100    12103    177752   SH          DEFINED      4     177752      0        0
TECHNE CORP                       COMMON    878377100     129      1900    SH          DEFINED    5,14     1900       0        0
TECHNITROL INC                    COMMON    878555101     556     120100   SH          DEFINED     14     90900       0      29200
TECHNITROL INC                    COMMON    878555101     278      59944   SH          DEFINED     20     59944       0        0
TECHNITROL INC                    COMMON    878555101     46       9860    SH          DEFINED      5       0         0      9860
TECHNITROL INC                    COMMON    878555101     69       14800   SH          DEFINED    5,14    14800       0        0
TECHNOLOGY INVSTMT CAP CORP       COMMON    87244T109     110      18200   SH          DEFINED     14      3400       0      14800
TECHNOLOGY INVSTMT CAP CORP       COMMON    87244T109     902     148557   SH          DEFINED     20     148557      0        0
TECHNOLOGY INVSTMT CAP CORP       COMMON    87244T109     17       2800    SH          DEFINED     21      2800       0        0
TECHNOLOGY INVSTMT CAP CORP       COMMON    87244T109     13       2200    SH          DEFINED    5,14     2200       0        0
TECHNOLOGY SELECT SECT SPDR ET    COMMON    81369Y803    2193      95650   SH          DEFINED     19      3800       0      91850
TECHNOLOGY SELECT SECT SPDR ET    COMMON    81369Y803     119      5200    SH          DEFINED      5      5200       0        0
TECHTARGET                        COMMON    87874R100      1        97     SH          DEFINED     20       97        0        0
TECHWELL INC                      COMMON    87874D101      1        50     SH          DEFINED     20       50        0        0
TECK RESOURCES LTD CL B           COMMON    878742204    12520    328000   SH          DEFINED      1     328000      0        0
TECK RESOURCES LTD CL B           COMMON    878742204    1449      37964   SH          DEFINED     20     37964       0        0
TECK RESOURCES LTD CL B           COMMON    878742204     18        461    SH          DEFINED     21      461        0        0
TECK RESOURCES LTD CL B           COMMON    878742204     212      5545    SH          DEFINED     3,1     5545       0        0
TECK RESOURCES LTD- CL B          COMMON    878742204     235      6100    SH          DEFINED     10      6100       0        0
TECK RESOURCES LTD- CL B          COMMON    878742204     12        300    SH          DEFINED     13      300        0        0
TECK RESOURCES LTD- CL B          COMMON    878742204    12638    328350   SH          DEFINED     14     189450      0     130900
TECK RESOURCES LTD- CL B          COMMON    878742204     577      15000   SH          DEFINED    14,13     0         0      15000
TECK RESOURCES LTD- CL B          COMMON    878742204     58       1500    SH          DEFINED    17,14     0         0       300
TECK RESOURCES LTD- CL B          COMMON    878742204      4        115    SH          DEFINED      4      115        0        0
TECK RESOURCES LTD- CL B          COMMON    878742204     214      5570    SH          DEFINED      5       0         0      5570
TECK RESOURCES LTD- CL B          COMMON    878742204    1305      33900   SH          DEFINED    5,14    33900       0        0
TECK RESOURCES LTD- CL B          COMMON    878742204     721      18833   SH          DEFINED      7     18833       0        0
TECK RESOURCES LTD- CL B          COMMON    878742204     916      23950   SH          DEFINED      8     23950       0        0
TECK RESOURCES LTD- CL B          COMMON    878742204    2286      59400   SH          DEFINED    8,14    59400       0        0
TECK RESOURCES LTD- CL B          COMMON    878742204     273      7100    SH          DEFINED    9,14      0         0      7100
TECO ENERGY INC                   COMMON    872375100      6        375    SH          DEFINED     19       0         0       375
TECO ENERGY INC                   COMMON    872375100     236      14802   SH          DEFINED     20     14802       0        0
TECO ENERGY INC                   COMMON    872375100     11        715    SH          DEFINED     21      715        0        0
TECO ENERGY INC                   COMMON    872375100      5        343    SH          DEFINED      5       0         0       343
TECUMSEH PRODUCTS CO              COMMON    878895200     235      18800   SH          DEFINED     14     18800       0        0
TECUMSEH PRODUCTS CO              COMMON    878895200     263      21022   SH          DEFINED     20     21022       0        0
TECUMSEH PRODUCTS CO              COMMON    878895200     30       2400    SH          DEFINED    5,14     2400       0        0
TECUMSEH PRODUCTS CO-CL B         COMMON    878895101      0        29     SH          DEFINED     20       29        0        0
TEEKAY CORP                       COMMON    Y8564W103    8513     354101   SH          DEFINED     20     354101      0        0
TEEKAY CORP                       COMMON    Y8564W103      6        262    SH          DEFINED     21      262        0        0
TEEKAY CORP                       COMMON    Y8564W103     295      12271   SH          DEFINED      5       11        0      12260
TEEKAY TANKERS LTD-CLASS A        COMMON    Y8565N102     39       4500    SH          DEFINED     20      4500       0        0
TEKELEC                           COMMON    879101103    2170     137800   SH          DEFINED     14     43400       0      94400
TEKELEC                           COMMON    879101103     161      10241   SH          DEFINED     20     10241       0        0
TEKELEC                           COMMON    879101103     165      10500   SH          DEFINED    5,14    10500       0        0
TEKELEC                           COMMON    879101103     591      37500   SH          DEFINED      8     37500       0        0
TEKELEC                           COMMON    879101103     169      10700   SH          DEFINED    8,17    10700       0        0
TELE NORTE LESTE PART SA ADR      COMMON    879246106      1        60     SH          DEFINED     19       0         0       60
TELE NORTE LESTE PART SA ADR      COMMON    879246106    5354     244579   SH          DEFINED     20     244579      0        0
TELECOM CORP NEW ZEALAND LTD A    COMMON    879278208      3        284    SH          DEFINED     19       0         0       284
TELECOM CORP NEW ZEALAND LTD A    COMMON    879278208     72       7535    SH          DEFINED     20      7535       0        0
TELECOM ITALIA SPA ADR            COMMON    87927Y102     23       1491    SH          DEFINED     19       0         0      1491
TELECOM ITALIA SPA ADR            COMMON    87927Y102     423      26928   SH          DEFINED     20     26928       0        0
TELECOMM ARGENTINA SA SP ADR      COMMON    879273209     10        535    SH          DEFINED     19       0         0       535
TELECOMMUNICATION SYSTEMS         COMMON    87929J103      3        326    SH          DEFINED     20      326        0        0
TELECOMUNICACOES DE SAO PAULO     COMMON    87929A102     111      4455    SH          DEFINED     20      4455       0        0
TELEDYNE TECHNOLOGIES INC         COMMON    879360105    3124      79502   SH          DEFINED     20     79502       0        0
TELEFLEX INC                      COMMON    879369106    21322    388374   SH          DEFINED      1     388374      0        0
TELEFLEX INC                      COMMON    879369106     132      2401    SH          DEFINED     20      2401       0        0
TELEFLEX INC                      COMMON    879369106      4        69     SH          DEFINED     21       69        0        0
TELEFLEX INC                      COMMON    879369106     568      10340   SH          DEFINED      5      8719       0      1621
TELEFONICA SA ADR                 COMMON    879382208      2        20     SH          DEFINED     11       20        0        0
TELEFONICA SA ADR                 COMMON    879382208     84        982    SH          DEFINED     19       0         0       982
TELEFONICA SA ADR                 COMMON    879382208    9965     116411   SH          DEFINED     20     116411      0        0
TELEFONICA SA ADR                 COMMON    879382208    16092    187993   SH          DEFINED      4     187993      0        0
TELEFONICA SA ADR                 COMMON    879382208      3        30     SH          DEFINED      5       30        0        0
TELEFONOS DE MEXICO SAB ADR       COMMON    879403780     50       2940    SH          DEFINED     19       0         0      2940
TELEKOMUNIKASI ADR                COMMON    715684106    20145    493020   SH          DEFINED     11     342822      0     150198
TELEKOMUNIKASI ADR                COMMON    715684106     535      13098   SH          DEFINED     14     13098       0        0
TELEKOMUNIKASI ADR                COMMON    715684106    8428     206254   SH          DEFINED     20     206254      0        0
TELEPHONE & DATA SYS INC          COMMON    879433100     148      4292    SH          DEFINED     20      4292       0        0
TELEPHONE & DATA SYS INC          COMMON    879433100      9        261    SH          DEFINED     21      261        0        0
TELEPHONE & DATA SYS INC          COMMON    879433100      5        150    SH          DEFINED      5       0         0       150
TELEPHONE & DATA SYS INC          COMMON    879433100     519      15004   SH          DEFINED      8     15004       0        0
TELESTONE TECHNOLOGIES CORP       COMMON    87953J102     758      38182   SH          DEFINED     20     38182       0        0
TELETECH HOLDINGS INC             COMMON    879939106    3397     166429   SH          DEFINED     20     166429      0        0
TELETECH HOLDINGS INC             COMMON    879939106     112      5475    SH          DEFINED     21      5475       0        0
TELLABS INC                       COMMON    879664100     310      53370   SH          DEFINED     14     40570       0      9300
TELLABS INC                       COMMON    879664100     249      43000   SH          DEFINED    14,7      0         0      43000
TELLABS INC                       COMMON    879664100     938     161781   SH          DEFINED     20     161781      0        0
TELLABS INC                       COMMON    879664100      6        957    SH          DEFINED     21      957        0        0
TELLABS INC                       COMMON    879664100      4        614    SH          DEFINED      5       0         0       614
TELMEX INTERNACIONAL-ADR          COMMON    879690105     39       2100    SH          DEFINED     19       0         0      2100
TELUS CORP- NON VTG               COMMON    87971M202      0        11     SH          DEFINED     21       11        0        0
TELUS CORP- NON VTG               COMMON    87971M202   104078    3322050  SH          DEFINED      3    3322050      0        0
TELUS CORP- NON VTG               COMMON    87971M202      3        93     SH          DEFINED     3,1      93        0        0
TELUS CORP- NON VTG               COMMON    87971M202     88       2803    SH          DEFINED      7      2803       0        0
TELUS CORPORATION -NON VOTE       COMMON    87971M202    8012     252919   SH          DEFINED     20     252919      0        0
TELVENT GIT SA                    COMMON    E90215109    3328      85251   SH          DEFINED     20     85251       0        0
TEMPLE-INLAND INC                 COMMON    879868107    3392     148900   SH          DEFINED      1     148900      0        0
TEMPLE-INLAND INC                 COMMON    879868107    1485      65200   SH          DEFINED    1,14    65200       0        0
TEMPLE-INLAND INC                 COMMON    879868107    1781      78200   SH          DEFINED     1,8    78200       0        0
TEMPLE-INLAND INC                 COMMON    879868107     348      15293   SH          DEFINED     11     15293       0        0
TEMPLE-INLAND INC                 COMMON    879868107    5294     232411   SH          DEFINED     14     211911      0      18600
TEMPLE-INLAND INC                 COMMON    879868107     194      8500    SH          DEFINED    14,7      0         0      8500
TEMPLE-INLAND INC                 COMMON    879868107     537      23580   SH          DEFINED     16     23580       0        0
TEMPLE-INLAND INC                 COMMON    879868107    1112      48800   SH          DEFINED     18     48800       0        0
TEMPLE-INLAND INC                 COMMON    879868107    4166     182881   SH          DEFINED     20     182881      0        0
TEMPLE-INLAND INC                 COMMON    879868107     148      6478    SH          DEFINED     21      6478       0        0
TEMPLE-INLAND INC                 COMMON    879868107     741      32535   SH          DEFINED      7     32535       0        0
TEMPLE-INLAND INC                 COMMON    879868107    10834    475600   SH          DEFINED      8     475600      0        0
TEMPLE-INLAND INC                 COMMON    879868107    1542      67700   SH          DEFINED      9     67700       0        0
TEMPLETON DRAGON FUND INC CF      COMMON    88018T101     11        400    SH          DEFINED     19       0         0       400
TEMPLETON DRAGON FUND INC CF      COMMON    88018T101     229      8388    SH          DEFINED      5      4503       0      3885
TEMPLETON EMERG MKTS INC FD CF    COMMON    880192109     30       2101    SH          DEFINED     19       0         0      2101
TEMPLETON EMERGING MKTS CF        COMMON    880191101     57       2909    SH          DEFINED     19      1884       0      1025
TEMPUR-PEDIC INTERNATIONAL        COMMON    88023U101    3330     130339   SH          DEFINED      1     130339      0        0
TEMPUR-PEDIC INTERNATIONAL        COMMON    88023U101    22361    875175   SH          DEFINED     1,3    875175      0        0
TEMPUR-PEDIC INTERNATIONAL        COMMON    88023U101     483      18900   SH          DEFINED    16,3    18900       0        0
TEMPUR-PEDIC INTERNATIONAL        COMMON    88023U101    2621     102597   SH          DEFINED     20     102597      0        0
TEMPUR-PEDIC INTERNATIONAL        COMMON    88023U101     86       3376    SH          DEFINED     21      3376       0        0
TEMPUR-PEDIC INTERNATIONAL        COMMON    88023U101    77922    3049801  SH          DEFINED      3    3049801      0        0
TEMPUR-PEDIC INTERNATIONAL        COMMON    88023U101     143      5600    SH          DEFINED      5       0         0      5600
TENARIS SA-ADR                    COMMON    88031M109    48269    1063199  SH          DEFINED      1    1063199      0        0
TENARIS SA-ADR                    COMMON    88031M109     279      6149    SH          DEFINED     20      6149       0        0
TENARIS SA-ADR                    COMMON    88031M109      9        190    SH          DEFINED      4      190        0        0
TENARIS SA-ADR                    COMMON    88031M109      1        27     SH          DEFINED      5       27        0        0
TENET HEALTHCARE CORPORATION      COMMON    88033G100     590      98300   SH          DEFINED      1     98300       0        0
TENET HEALTHCARE CORPORATION      COMMON    88033G100     137      22900   SH          DEFINED    1,14    22900       0        0
TENET HEALTHCARE CORPORATION      COMMON    88033G100     14       2300    SH          DEFINED     13      2300       0        0
TENET HEALTHCARE CORPORATION      COMMON    88033G100    4510     751650   SH          DEFINED     14     546700      0     114750
TENET HEALTHCARE CORPORATION      COMMON    88033G100     101      16900   SH          DEFINED    14,7      0         0      16900
TENET HEALTHCARE CORPORATION      COMMON    88033G100     138      23000   SH          DEFINED     15     23000       0        0
TENET HEALTHCARE CORPORATION      COMMON    88033G100     14       2300    SH          DEFINED    17,14     0         0      2300
TENET HEALTHCARE CORPORATION      COMMON    88033G100    2993     498784   SH          DEFINED     20     498784      0        0
TENET HEALTHCARE CORPORATION      COMMON    88033G100     44       7323    SH          DEFINED     21      7323       0        0
TENET HEALTHCARE CORPORATION      COMMON    88033G100      4        694    SH          DEFINED      5       0         0       694
TENNANT COMPANY                   COMMON    880345103     831      30800   SH          DEFINED     14     19900       0      10900
TENNANT COMPANY                   COMMON    880345103     385      14290   SH          DEFINED     20     14290       0        0
TENNANT COMPANY                   COMMON    880345103     94       3500    SH          DEFINED    5,14     3500       0        0
TENNANT COMPANY                   COMMON    880345103     70       2600    SH          DEFINED      8      2600       0        0
TENNANT COMPANY                   COMMON    880345103     19        700    SH          DEFINED    8,17     700        0        0
TENNECO INC                       COMMON    880349105      0        20     SH          DEFINED     19       0         0       20
TENNECO INC                       COMMON    880349105    3505     173018   SH          DEFINED     20     173018      0        0
TENNECO INC                       COMMON    880349105     84       4149    SH          DEFINED     21      4149       0        0
TENNECO INC                       COMMON    880349105     85       4196    SH          DEFINED      5       0         0      4196
TERADATA CORP                     COMMON    88076W103      0        16     SH          DEFINED     11       16        0        0
TERADATA CORP                     COMMON    88076W103      9        300    SH          DEFINED     13      300        0        0
TERADATA CORP                     COMMON    88076W103     651      21000   SH          DEFINED     14     18200       0      1500
TERADATA CORP                     COMMON    88076W103     220      7100    SH          DEFINED    14,7      0         0      7100
TERADATA CORP                     COMMON    88076W103      9        300    SH          DEFINED    17,14     0         0       300
TERADATA CORP                     COMMON    88076W103      7        234    SH          DEFINED     19       0         0       234
TERADATA CORP                     COMMON    88076W103    2993      96575   SH          DEFINED     20     96575       0        0
TERADATA CORP                     COMMON    88076W103      5        171    SH          DEFINED     21      171        0        0
TERADATA CORP                     COMMON    88076W103     963      31076   SH          DEFINED      5      236        0      30840
TERADYNE INC                      COMMON    880770102     143      13025   SH          DEFINED     20     13025       0        0
TERADYNE INC                      COMMON    880770102      7        591    SH          DEFINED     21      591        0        0
TEREX CORP                        COMMON    880779103      5        250    SH          DEFINED     19       0         0       250
TEREX CORP                        COMMON    880779103     410      19216   SH          DEFINED     20     19216       0        0
TEREX CORP                        COMMON    880779103     22       1034    SH          DEFINED     21      1034       0        0
TEREX CORP                        COMMON    880779103     90       4225    SH          DEFINED      5       0         0      4225
TERNIUM SA ADR                    COMMON    880890108     159      4500    SH          DEFINED     17      4500       0        0
TERNIUM SA ADR                    COMMON    880890108     702      19831   SH          DEFINED     20     19831       0        0
TERNIUM SA ADR                    COMMON    880890108    7814     220600   SH          DEFINED      8     220600      0        0
TERRA INDS INC                    COMMON    880915103     797      22362   SH          DEFINED     20     22362       0        0
TERRA INDS INC                    COMMON    880915103      3        98     SH          DEFINED     21       98        0        0
TERRA INDS INC                    COMMON    880915103      1        24     SH          DEFINED      5       24        0        0
TERREMARK WORDWIDE                COMMON    881448203      4        498    SH          DEFINED     20      498        0        0
TERRITORIAL BANCORP INC           COMMON    88145X108      2        94     SH          DEFINED     20       94        0        0
TESCO CORP                        COMMON    88157K101      4        288    SH          DEFINED     20      288        0        0
TESORO CORP                       COMMON    881609101    1384      93500   SH          DEFINED     14     62400       0      17500
TESORO CORP                       COMMON    881609101     38       2600    SH          DEFINED     19       0         0      2600
TESORO CORP                       COMMON    881609101     245      16555   SH          DEFINED     20     16555       0        0
TESORO CORP                       COMMON    881609101     14        959    SH          DEFINED     21      959        0        0
TESORO CORP                       COMMON    881609101      5        311    SH          DEFINED      5       0         0       311
TESSCO TECHNOLOGIES INC           COMMON    872386107     49       2973    SH          DEFINED     20      2973       0        0
TESSERA TECHNOLOGIES INC          COMMON    88164L100     48       2000    SH          DEFINED     19       0         0      2000
TESSERA TECHNOLOGIES INC          COMMON    88164L100     104      4323    SH          DEFINED     20      4323       0        0
TETRA TECH INC                    COMMON    88162G103    12610    459374   SH          DEFINED      1     459374      0        0
TETRA TECH INC                    COMMON    88162G103    12439    453156   SH          DEFINED      2     453156      0        0
TETRA TECH INC                    COMMON    88162G103    86356    3145921  SH          DEFINED     20    3145921      0        0
TETRA TECH INC                    COMMON    88162G103     353      12843   SH          DEFINED     21     12843       0        0
TETRA TECHNOLOGIES INC DEL        COMMON    88162F105    6353     525450   SH          DEFINED     20     525450      0        0
TETRA TECHNOLOGIES INC DEL        COMMON    88162F105     26       2115    SH          DEFINED      5       0         0      2115
TEVA PHARMACEUT CVT (TEVA) 1.7    CONVERT   88165FAA0    24613     2E+07   SH          DEFINED     14       0         0     1.7E+07
TEVA PHARMACEUT CVT (TEVA) 1.7    CONVERT   88165FAA0      4       3000    SH          DEFINED      5      3000       0        0
TEVA PHARMACEUTICAL INDS LTD A    COMMON    881624209   328083    5749784  SH          DEFINED      1    5749784      0        0
TEVA PHARMACEUTICAL INDS LTD A    COMMON    881624209      1        10     SH          DEFINED     11       10        0        0
TEVA PHARMACEUTICAL INDS LTD A    COMMON    881624209     239      4197    SH          DEFINED     13      4197       0        0
TEVA PHARMACEUTICAL INDS LTD A    COMMON    881624209     239      4197    SH          DEFINED    13,2     4197       0        0
TEVA PHARMACEUTICAL INDS LTD A    COMMON    881624209    2181      38215   SH          DEFINED    17,1      0         0      38215
TEVA PHARMACEUTICAL INDS LTD A    COMMON    881624209    11748    205893   SH          DEFINED     19     56635       0     149258
TEVA PHARMACEUTICAL INDS LTD A    COMMON    881624209    31362    549624   SH          DEFINED      2     549624      0        0
TEVA PHARMACEUTICAL INDS LTD A    COMMON    881624209   460841    8076436  SH          DEFINED     20    8076436      0        0
TEVA PHARMACEUTICAL INDS LTD A    COMMON    881624209    17159    300717   SH          DEFINED     21     300717      0        0
TEVA PHARMACEUTICAL INDS LTD A    COMMON    881624209    35053    614320   SH          DEFINED     3,1    614320      0        0
TEVA PHARMACEUTICAL INDS LTD A    COMMON    881624209    54912    962358   SH          DEFINED      4     962358      0        0
TEVA PHARMACEUTICAL INDS LTD A    COMMON    881624209    3465      60718   SH          DEFINED      5     32723       0      27995
TEVA PHARMACEUTICAL INDS LTD A    COMMON    881624209    27793    487091   SH          DEFINED      8     445641      0      41450
TEVA PHARMACEUTICAL INDS LTD A    COMMON    881624209     755      13225   SH          DEFINED    8,14    13225       0        0
TEVA PHARMACEUTICAL INDS LTD A    COMMON    881624209     967      16950   SH          DEFINED    8,17    16950       0        0
TEXAS CAPITAL BANCSHARES INC      COMMON    88224Q107     177      12775   SH          DEFINED     20     12775       0        0
TEXAS INDUSTRIES INC              COMMON    882491103     243      6740    SH          DEFINED     20      6740       0        0
TEXAS INDUSTRIES INC              COMMON    882491103     43       1190    SH          DEFINED      5      1190       0        0
TEXAS INSTRUMENTS INC             COMMON    882508104    79289    3066091  SH          DEFINED      1    3066091      0        0
TEXAS INSTRUMENTS INC             COMMON    882508104    5097     197100   SH          DEFINED    1,14    197100      0        0
TEXAS INSTRUMENTS INC             COMMON    882508104    1116      43164   SH          DEFINED     1,8    43164       0        0
TEXAS INSTRUMENTS INC             COMMON    882508104    1138      44000   SH          DEFINED     10     44000       0        0
TEXAS INSTRUMENTS INC             COMMON    882508104    1616      62500   SH          DEFINED    10,14   62500       0        0
TEXAS INSTRUMENTS INC             COMMON    882508104     410      15846   SH          DEFINED     11     15846       0        0
TEXAS INSTRUMENTS INC             COMMON    882508104     70       2700    SH          DEFINED     13      2700       0        0
TEXAS INSTRUMENTS INC             COMMON    882508104   107175    4144422  SH          DEFINED     14    2834872      0     1116650
TEXAS INSTRUMENTS INC             COMMON    882508104    2795     108100   SH          DEFINED    14,13     0         0     108100
TEXAS INSTRUMENTS INC             COMMON    882508104    8562     331100   SH          DEFINED    14,7      0         0     331100
TEXAS INSTRUMENTS INC             COMMON    882508104     884      34165   SH          DEFINED     16     34165       0        0
TEXAS INSTRUMENTS INC             COMMON    882508104     735      28417   SH          DEFINED    17,1    28417       0        0
TEXAS INSTRUMENTS INC             COMMON    882508104     628      24300   SH          DEFINED    17,14     0         0      2700
TEXAS INSTRUMENTS INC             COMMON    882508104     932      36053   SH          DEFINED     18     36053       0        0
TEXAS INSTRUMENTS INC             COMMON    882508104    7192     278123   SH          DEFINED     19     79814       0     198309
TEXAS INSTRUMENTS INC             COMMON    882508104    13100    506564   SH          DEFINED      2     506564      0        0
TEXAS INSTRUMENTS INC             COMMON    882508104    8465     327325   SH          DEFINED     20     327325      0        0
TEXAS INSTRUMENTS INC             COMMON    882508104     190      7340    SH          DEFINED    20,14    7340       0        0
TEXAS INSTRUMENTS INC             COMMON    882508104     53       2063    SH          DEFINED     21      2063       0        0
TEXAS INSTRUMENTS INC             COMMON    882508104     29       1104    SH          DEFINED      4      1104       0        0
TEXAS INSTRUMENTS INC             COMMON    882508104    3500     135327   SH          DEFINED      5     122700      0      12627
TEXAS INSTRUMENTS INC             COMMON    882508104    6289     243200   SH          DEFINED    5,14    243200      0        0
TEXAS INSTRUMENTS INC             COMMON    882508104    3512     135801   SH          DEFINED      7     135801      0        0
TEXAS INSTRUMENTS INC             COMMON    882508104    12538    484842   SH          DEFINED      8     484842      0        0
TEXAS INSTRUMENTS INC             COMMON    882508104    6902     266900   SH          DEFINED    8,14    266900      0        0
TEXAS INSTRUMENTS INC             COMMON    882508104     77       2989    SH          DEFINED     8,2     2989       0        0
TEXAS INSTRUMENTS INC             COMMON    882508104    1156      44700   SH          DEFINED      9     44700       0        0
TEXAS INSTRUMENTS INC             COMMON    882508104    1314      50800   SH          DEFINED    9,14      0         0      50800
TEXAS PACIFIC LAND TRUST          COMMON    882610108     30       1000    SH          DEFINED     19       0         0      1000
TEXAS PACIFIC LAND TRUST          COMMON    882610108     23        750    SH          DEFINED      5       0         0       750
TEXAS ROADHOUSE INC               COMMON    882681109    5079     440122   SH          DEFINED      1     440122      0        0
TEXAS ROADHOUSE INC               COMMON    882681109    2345     203207   SH          DEFINED      2     85586       0     117621
TEXAS ROADHOUSE INC               COMMON    882681109     681      59030   SH          DEFINED     20     59030       0        0
TEXTAINER GROUP HOLDINGS LTD      COMMON    G8766E109     84       5077    SH          DEFINED     20      5077       0        0
TEXTRON INC                       COMMON    883203101      5        275    SH          DEFINED     19       35        0       240
TEXTRON INC                       COMMON    883203101    4988     266998   SH          DEFINED     20     266998      0        0
TEXTRON INC                       COMMON    883203101     52       2796    SH          DEFINED     21      2796       0        0
TEXTRON INC                       COMMON    883203101     124      6640    SH          DEFINED      5       0         0      6640
TFS FINANCIAL CORP                COMMON    87240R107     56       4514    SH          DEFINED     20      4514       0        0
THE BRINK'S CO                    COMMON    109696104     80       3283    SH          DEFINED     20      3283       0        0
THE BRINK'S CO                    COMMON    109696104      3        136    SH          DEFINED     21      136        0        0
THE BRINK'S CO                    COMMON    109696104      2        92     SH          DEFINED      5       0         0       92
THE BUCKLE INC                    COMMON    118440106     49       1596    SH          DEFINED     20      1596       0        0
THE COOPER COMPANIES INC          COMMON    216648402    50883    1332366  SH          DEFINED      1    1332366      0        0
THE COOPER COMPANIES INC          COMMON    216648402    8323     217924   SH          DEFINED     1,3    217924      0        0
THE COOPER COMPANIES INC          COMMON    216648402     829      21700   SH          DEFINED     14      4500       0      17200
THE COOPER COMPANIES INC          COMMON    216648402     248      6500    SH          DEFINED    16,3     6500       0        0
THE COOPER COMPANIES INC          COMMON    216648402    3959     103668   SH          DEFINED      2     43594       0      60074
THE COOPER COMPANIES INC          COMMON    216648402     225      5893    SH          DEFINED     20      5893       0        0
THE COOPER COMPANIES INC          COMMON    216648402    2593      67888   SH          DEFINED      3     67888       0        0
THE COOPER COMPANIES INC          COMMON    216648402    11704    306473   SH          DEFINED      4     306473      0        0
THE COOPER COMPANIES INC          COMMON    216648402     45       1190    SH          DEFINED      5       0         0      1190
THE COOPER COMPANIES INC          COMMON    216648402     50       1300    SH          DEFINED    5,14     1300       0        0
THE COOPER COMPANIES INC          COMMON    216648402     317      8300    SH          DEFINED      8      8300       0        0
THE COOPER COMPANIES INC          COMMON    216648402     92       2400    SH          DEFINED    8,17     2400       0        0
THE FINISH LINE CL A              COMMON    317923100     256      20804   SH          DEFINED     20     20804       0        0
THE GEO GROUP INC                 COMMON    36159R103    1266      55895   SH          DEFINED     20     55895       0        0
THE WALT DISNEY CO                COMMON    254687106    60812    1900983  SH          DEFINED      1    1900983      0        0
THE WALT DISNEY CO                COMMON    254687106    2403      75102   SH          DEFINED    13,2      0         0      75102
THE WALT DISNEY CO                COMMON    254687106    4077     127460   SH          DEFINED     14     98860       0      12000
THE WALT DISNEY CO                COMMON    254687106    1056      33000   SH          DEFINED    14,7      0         0      33000
THE WALT DISNEY CO                COMMON    254687106    1282      40086   SH          DEFINED     18     40086       0        0
THE WALT DISNEY CO                COMMON    254687106    5551     173529   SH          DEFINED     19     137434      0      36095
THE WALT DISNEY CO                COMMON    254687106    19608    612940   SH          DEFINED     20     612940      0        0
THE WALT DISNEY CO                COMMON    254687106     135      4210    SH          DEFINED     21      4210       0        0
THE WALT DISNEY CO                COMMON    254687106    13567    424100   SH          DEFINED      3     424100      0        0
THE WALT DISNEY CO                COMMON    254687106     791      24725   SH          DEFINED      4     24725       0        0
THE WALT DISNEY CO                COMMON    254687106    1308      40877   SH          DEFINED      5     31614       0      9263
THE WALT DISNEY CO                COMMON    254687106    1389      43416   SH          DEFINED      7     43416       0        0
THE WALT DISNEY CO                COMMON    254687106    1589      49670   SH          DEFINED      8     49670       0        0
THE9 LTD-ADR                      COMMON    88337K104     424      58697   SH          DEFINED     20     58697       0        0
THERAVANCE INC                    COMMON    88338T104     30       2257    SH          DEFINED     20      2257       0        0
THERAVANCE INC                    COMMON    88338T104     54       4000    SH          DEFINED      5       0         0      4000
THERMADYNE HOLDINGS CORP          COMMON    883435307     139      18513   SH          DEFINED     20     18513       0        0
THERMO FISHER SCIENTIFIC INC      COMMON    883556102   246359    5169093  SH          DEFINED      1    5169093      0        0
THERMO FISHER SCIENTIFIC INC      COMMON    883556102     874      18340   SH          DEFINED     14     14840       0      1400
THERMO FISHER SCIENTIFIC INC      COMMON    883556102     219      4600    SH          DEFINED    14,7      0         0      4600
THERMO FISHER SCIENTIFIC INC      COMMON    883556102     462      9700    SH          DEFINED     15      9700       0        0
THERMO FISHER SCIENTIFIC INC      COMMON    883556102    7580     159034   SH          DEFINED    17,1      0         0     159034
THERMO FISHER SCIENTIFIC INC      COMMON    883556102    7555     158527   SH          DEFINED     19     21533       0     136994
THERMO FISHER SCIENTIFIC INC      COMMON    883556102    3394      71217   SH          DEFINED      2     35395       0      35822
THERMO FISHER SCIENTIFIC INC      COMMON    883556102    7899     165745   SH          DEFINED     20     165745      0        0
THERMO FISHER SCIENTIFIC INC      COMMON    883556102     27        557    SH          DEFINED     21      557        0        0
THERMO FISHER SCIENTIFIC INC      COMMON    883556102      6        122    SH          DEFINED      4      122        0        0
THERMO FISHER SCIENTIFIC INC      COMMON    883556102    1776      37261   SH          DEFINED      5     18662       0      18599
THERMO FISHER SCIENTIFIC INC      COMMON    883556102     373      7820    SH          DEFINED      7      7820       0        0
THERMO FISHER SCIENTIFIC INC      COMMON    883556102    18252    382954   SH          DEFINED      8     382954      0        0
THERMO FISHER SCIENTIFIC INC      COMMON    883556102     93       1954    SH          DEFINED     8,2     1954       0        0
THOMAS & BETTS CORP               COMMON    884315102    23598    650966   SH          DEFINED      1     650966      0        0
THOMAS & BETTS CORP               COMMON    884315102    7497     206820   SH          DEFINED     14     128120      0      67100
THOMAS & BETTS CORP               COMMON    884315102     921      25396   SH          DEFINED     20     25396       0        0
THOMAS & BETTS CORP               COMMON    884315102      5        126    SH          DEFINED     21      126        0        0
THOMAS & BETTS CORP               COMMON    884315102     61       1678    SH          DEFINED      5       0         0      1678
THOMAS & BETTS CORP               COMMON    884315102     417      11500   SH          DEFINED    5,14    11500       0        0
THOMAS & BETTS CORP               COMMON    884315102     192      5300    SH          DEFINED      8      5300       0        0
THOMAS & BETTS CORP               COMMON    884315102     54       1500    SH          DEFINED    8,17     1500       0        0
THOMAS WEISEL PARTNERS GROUP      COMMON    884481102     131      34055   SH          DEFINED     20     34055       0        0
THOMPSON CREEK METALS CO INC      COMMON    884768102     91       7700    SH          DEFINED     13      7700       0        0
THOMPSON CREEK METALS CO INC      COMMON    884768102     249      21200   SH          DEFINED     18     21200       0        0
THOMPSON CREEK METALS CO INC      COMMON    884768102     272      23125   SH          DEFINED     20     23125       0        0
THOMPSON CREEK METALS CO INC      COMMON    884768102    2646     224900   SH          DEFINED      8     224900      0        0
THOMSON REUTERS CORP              COMMON    884903105     113      3504    SH          DEFINED     19       0         0      3504
THOMSON REUTERS CORP              COMMON    884903105    4633     143697   SH          DEFINED     20     143697      0        0
THOMSON REUTERS CORP              COMMON    884903105      5        145    SH          DEFINED     21      145        0        0
THOMSON REUTERS CORP              COMMON    884903105   221561    6907873  SH          DEFINED      3    6907873      0        0
THOMSON REUTERS CORP              COMMON    884903105     197      6134    SH          DEFINED     3,1     6134       0        0
THOMSON REUTERS CORP              COMMON    884903105     168      5243    SH          DEFINED      7      5243       0        0
THOR INDUSTRIES INC               COMMON    885160101    1707      54500   SH          DEFINED     14     36000       0      10500
THOR INDUSTRIES INC               COMMON    885160101     438      13994   SH          DEFINED     20     13994       0        0
THOR INDUSTRIES INC               COMMON    885160101      6        200    SH          DEFINED     21      200        0        0
THOR INDUSTRIES INC               COMMON    885160101      9        280    SH          DEFINED      5       0         0       280
THORATEC CORPORATION              COMMON    885175307     54       2000    SH          DEFINED     15      2000       0        0
THORATEC CORPORATION              COMMON    885175307     50       1867    SH          DEFINED     20      1867       0        0
THQ INC                           COMMON    872443403     285      52992   SH          DEFINED     20     52992       0        0
TIANYIN PHARMACEUTICAL CO INC     COMMON    88630M104     207      49167   SH          DEFINED     20     49167       0        0
TIBCO SOFTWARE INC                COMMON    88632Q103    9012     938700   SH          DEFINED     14     484000      0     395100
TIBCO SOFTWARE INC                COMMON    88632Q103    2718     283107   SH          DEFINED     20     283107      0        0
TIBCO SOFTWARE INC                COMMON    88632Q103     300      31300   SH          DEFINED    5,14    31300       0        0
TIBCO SOFTWARE INC                COMMON    88632Q103    1223     127400   SH          DEFINED      8     127400      0        0
TIBCO SOFTWARE INC                COMMON    88632Q103     259      27000   SH          DEFINED    8,17    27000       0        0
TICKETMASTER ENTERTAINMENT INC    COMMON    88633P302     173      12669   SH          DEFINED     20     12669       0        0
TICKETMASTER ENTERTAINMENT INC    COMMON    88633P302     10        716    SH          DEFINED     21      716        0        0
TIDEWATER INC                     COMMON    886423102     148      3000    SH          DEFINED     19       0         0      3000
TIDEWATER INC                     COMMON    886423102    5469     110650   SH          DEFINED     20     110650      0        0
TIDEWATER INC                     COMMON    886423102      4        90     SH          DEFINED     21       90        0        0
TIENS BIOTECH GROUP USA INC       COMMON    88650T104     458     149119   SH          DEFINED     20     149119      0        0
TIERONE CORPORATION               COMMON    88650R108     14       21640   SH          DEFINED     20     21640       0        0
TIFFANY & CO                      COMMON    886547108     59       1325    SH          DEFINED     19       0         0      1325
TIFFANY & CO                      COMMON    886547108     377      8510    SH          DEFINED     20      8510       0        0
TIFFANY & CO                      COMMON    886547108     10        223    SH          DEFINED     21      223        0        0
TIFFANY & CO                      COMMON    886547108    4406      99500   SH          DEFINED      5     99500       0        0
TIFFANY & CO                      COMMON    886547108     138      3112    SH          DEFINED      7      3112       0        0
TIM HORTONS INC                   COMMON    88706M103    2340      76700   SH          DEFINED      3     76700       0        0
TIM HORTONS INC                   COMMON    88706M103     113      3700    SH          DEFINED      7      3700       0        0
TIM HORTONS INC                   COMMON    88706M103    38750    1276100  SH          DEFINED      3    1276100      0        0
TIM PARTICIPACOES SA ADR          COMMON    88706P106      0        11     SH          DEFINED     19       0         0       11
TIM PARTICIPACOES SA ADR          COMMON    88706P106     301      10123   SH          DEFINED     20     10123       0        0
TIMBERLAND CO                     COMMON    887100105    2096     118200   SH          DEFINED     14     87000       0      18600
TIMBERLAND CO                     COMMON    887100105     190      10707   SH          DEFINED     20     10707       0        0
TIMBERLAND CO                     COMMON    887100105     95       5350    SH          DEFINED      5       0         0      5350
TIME WARNER CABLE                 COMMON    88732J207      0         8     SH          DEFINED     11       8         0        0
TIME WARNER CABLE                 COMMON    88732J207    1462      34774   SH          DEFINED     14     28853       0      3686
TIME WARNER CABLE                 COMMON    88732J207      0         1     SH          DEFINED    14,13     0         0        1
TIME WARNER CABLE                 COMMON    88732J207     524      12475   SH          DEFINED    14,7      0         0      12475
TIME WARNER CABLE                 COMMON    88732J207     150      3568    SH          DEFINED     19      2156       0      1412
TIME WARNER CABLE                 COMMON    88732J207     911      21671   SH          DEFINED     20     21671       0        0
TIME WARNER CABLE                 COMMON    88732J207     46       1085    SH          DEFINED     21      1085       0        0
TIME WARNER CABLE                 COMMON    88732J207     75       1779    SH          DEFINED      5      1536       0       243
TIME WARNER CABLE                 COMMON    88732J207     236      5610    SH          DEFINED      7      5610       0        0
TIME WARNER INC                   COMMON    887317303    33011    1134795  SH          DEFINED      1    1134795      0        0
TIME WARNER INC                   COMMON    887317303    3284     112900   SH          DEFINED    1,14    112900      0        0
TIME WARNER INC                   COMMON    887317303    1044      35900   SH          DEFINED     10     35900       0        0
TIME WARNER INC                   COMMON    887317303    1152      39600   SH          DEFINED    10,14   39600       0        0
TIME WARNER INC                   COMMON    887317303     68       2346    SH          DEFINED     11      2346       0        0
TIME WARNER INC                   COMMON    887317303     47       1600    SH          DEFINED     13      1600       0        0
TIME WARNER INC                   COMMON    887317303     942      32376   SH          DEFINED    13,2      0         0      32376
TIME WARNER INC                   COMMON    887317303    83998    2887527  SH          DEFINED     14    1984476      0     857751
TIME WARNER INC                   COMMON    887317303    2577      88600   SH          DEFINED    14,13     0         0      88600
TIME WARNER INC                   COMMON    887317303    5827     200300   SH          DEFINED    14,7      0         0     200300
TIME WARNER INC                   COMMON    887317303     486      16700   SH          DEFINED    17,14     0         0      1600
TIME WARNER INC                   COMMON    887317303     343      11793   SH          DEFINED     19      8484       0      3309
TIME WARNER INC                   COMMON    887317303    5772     198408   SH          DEFINED     20     198408      0        0
TIME WARNER INC                   COMMON    887317303     57       1970    SH          DEFINED    20,14    1970       0        0
TIME WARNER INC                   COMMON    887317303     147      5045    SH          DEFINED     21      5045       0        0
TIME WARNER INC                   COMMON    887317303    61824    2125265  SH          DEFINED      3    2125265      0        0
TIME WARNER INC                   COMMON    887317303     219      7518    SH          DEFINED      5      6125       0      1393
TIME WARNER INC                   COMMON    887317303    5789     199000   SH          DEFINED    5,14    199000      0        0
TIME WARNER INC                   COMMON    887317303     742      25498   SH          DEFINED      6     25498       0        0
TIME WARNER INC                   COMMON    887317303     834      28653   SH          DEFINED      7     28653       0        0
TIME WARNER INC                   COMMON    887317303    14906    512393   SH          DEFINED      8     512393      0        0
TIME WARNER INC                   COMMON    887317303    5033     173000   SH          DEFINED    8,14    173000      0        0
TIME WARNER INC                   COMMON    887317303    1207      41500   SH          DEFINED    9,14      0         0      41500
TIMKEN CO                         COMMON    887389104    2485     102400   SH          DEFINED     14     82100       0      11100
TIMKEN CO                         COMMON    887389104     301      12400   SH          DEFINED    14,7      0         0      12400
TIMKEN CO                         COMMON    887389104     173      7120    SH          DEFINED     20      7120       0        0
TIMKEN CO                         COMMON    887389104     11        460    SH          DEFINED     21      460        0        0
TIMKEN CO                         COMMON    887389104     17        700    SH          DEFINED      5       0         0       700
TITAN INTERNATIONAL INC           COMMON    88830M102    7063     810913   SH          DEFINED      1     810913      0        0
TITAN INTERNATIONAL INC           COMMON    88830M102    3250     373171   SH          DEFINED      2     159028      0     214143
TITAN INTERNATIONAL INC           COMMON    88830M102     154      17675   SH          DEFINED     20     17675       0        0
TITAN INTERNATIONAL INC 5.625     CONVERT   888305AA7     111     100000   SH          DEFINED     14       0         0        0
TITAN MACHINERY INC               COMMON    88830R101    4643     365000   SH          DEFINED     1,3    365000      0        0
TITAN MACHINERY INC               COMMON    88830R101     25       1946    SH          DEFINED     20      1946       0        0
TITANIUM METALS CORP              COMMON    888339207     172      12638   SH          DEFINED     20     12638       0        0
TITANIUM METALS CORP              COMMON    888339207      3        244    SH          DEFINED      5       0         0       244
TIVO INC                          COMMON    888706108     91       8466    SH          DEFINED     20      8466       0        0
TJX COMPANIES INC                 COMMON    872540109    13751    371554   SH          DEFINED      1     371554      0        0
TJX COMPANIES INC                 COMMON    872540109     318      8598    SH          DEFINED    13,2      0         0      8598
TJX COMPANIES INC                 COMMON    872540109    1236      33400   SH          DEFINED     14     28100       0      2800
TJX COMPANIES INC                 COMMON    872540109     540      14600   SH          DEFINED    14,7      0         0      14600
TJX COMPANIES INC                 COMMON    872540109     727      19640   SH          DEFINED     19      3164       0      16476
TJX COMPANIES INC                 COMMON    872540109    7313     197593   SH          DEFINED     20     197593      0        0
TJX COMPANIES INC                 COMMON    872540109     27        719    SH          DEFINED     21      719        0        0
TJX COMPANIES INC                 COMMON    872540109    7748     209336   SH          DEFINED      5     155284      0      54052
TJX COMPANIES INC                 COMMON    872540109     351      9491    SH          DEFINED      7      9491       0        0
TJX COMPANIES INC                 COMMON    872540109    1028      27782   SH          DEFINED      8     27782       0        0
TNS INC                           COMMON    872960109    1238      47309   SH          DEFINED     20     47309       0        0
TNS INC                           COMMON    872960109     58       2218    SH          DEFINED     21      2218       0        0
TOLL BROTHERS INC                 COMMON    889478103     131      6876    SH          DEFINED     20      6876       0        0
TOLL BROTHERS INC                 COMMON    889478103      8        399    SH          DEFINED     21      399        0        0
TOLL BROTHERS INC                 COMMON    889478103      4        191    SH          DEFINED      5       0         0       191
TOLL BROTHERS INC                 COMMON    889478103     114      5972    SH          DEFINED      7      5972       0        0
TOMKINS PLC ADR                   COMMON    890030208     17       1351    SH          DEFINED     20      1351       0        0
TOMOTHERAPY INC                   COMMON    890088107     20       5000    SH          DEFINED     19       0         0      5000
TOMOTHERAPY INC                   COMMON    890088107     45       11194   SH          DEFINED     20     11194       0        0
TOMPKINS FINANCIAL CORP           COMMON    890110109     600      15076   SH          DEFINED     20     15076       0        0
TONGJITANG CHINESE MEDIC-ADR      COMMON    89025E103     269      70735   SH          DEFINED     20     70735       0        0
TONGXIN INTERNATIONAL LTD         COMMON    G8918T103     343      38090   SH          DEFINED     20     38090       0        0
TOOTSIE ROLL INDS INC             COMMON    890516107      0         3     SH          DEFINED     19       0         0        3
TOOTSIE ROLL INDS INC             COMMON    890516107     120      4366    SH          DEFINED     20      4366       0        0
TOP SHIPS INC                     COMMON    Y8897Y305     22       22163   SH          DEFINED     20     22163       0        0
TORCHMARK CORP                    COMMON    891027104    1371      29940   SH          DEFINED     14     27240       0      1700
TORCHMARK CORP                    COMMON    891027104     403      8800    SH          DEFINED    14,7      0         0      8800
TORCHMARK CORP                    COMMON    891027104     232      5070    SH          DEFINED     16      5070       0        0
TORCHMARK CORP                    COMMON    891027104    1446      31592   SH          DEFINED     20     31592       0        0
TORCHMARK CORP                    COMMON    891027104     26        574    SH          DEFINED     21      574        0        0
TORCHMARK CORP                    COMMON    891027104    3305      72194   SH          DEFINED      5     72180       0       14
TORCHMARK CORP                    COMMON    891027104    1522      33245   SH          DEFINED      7     33245       0        0
TORCHMARK CORP                    COMMON    891027104    7943     173500   SH          DEFINED      8     173500      0        0
TORCHMARK CORP                    COMMON    891027104     591      12900   SH          DEFINED    8,14    12900       0        0
TORCHMARK CORP                    COMMON    891027104    1195      26100   SH          DEFINED      9     26100       0        0
TOREADOR RESOURCES CORP           COMMON    891050106      1        124    SH          DEFINED     20      124        0        0
TORM A-S-ADR                      COMMON    891072100      2        213    SH          DEFINED     20      213        0        0
TORO CO                           COMMON    891092108     25        600    SH          DEFINED     19       0         0       600
TORO CO                           COMMON    891092108    1052      25047   SH          DEFINED     20     25047       0        0
TORONTO-DOMINION BANK             COMMON    891160509    3494      56321   SH          DEFINED    1,11    56321       0        0
TORONTO-DOMINION BANK             COMMON    891160509    85928    1381485  SH          DEFINED     11     900664      0     480821
TORONTO-DOMINION BANK             COMMON    891160509    2505      40344   SH          DEFINED     14      9190       0      31154
TORONTO-DOMINION BANK             COMMON    891160509     21        338    SH          DEFINED    16,11    338        0        0
TORONTO-DOMINION BANK             COMMON    891160509    2164      34881   SH          DEFINED    16,14   27774       0      7107
TORONTO-DOMINION BANK             COMMON    891160509     151      2432    SH          DEFINED    18,14    2432       0        0
TORONTO-DOMINION BANK             COMMON    891160509     31        500    SH          DEFINED     19       0         0       500
TORONTO-DOMINION BANK             COMMON    891160509    1597      25738   SH          DEFINED      2     25738       0        0
TORONTO-DOMINION BANK             COMMON    891160509    5567      88888   SH          DEFINED     20     88888       0        0
TORONTO-DOMINION BANK             COMMON    891160509     21        342    SH          DEFINED     21      342        0        0
TORONTO-DOMINION BANK             COMMON    891160509   340170    5483208  SH          DEFINED      3    5483208      0        0
TORONTO-DOMINION BANK             COMMON    891160509    20046    323129   SH          DEFINED     3,1    323129      0        0
TORONTO-DOMINION BANK             COMMON    891160509      1        16     SH          DEFINED      5       16        0        0
TORONTO-DOMINION BANK             COMMON    891160509    6407     103270   SH          DEFINED    5,11    103270      0        0
TORONTO-DOMINION BANK             COMMON    891160509    1442      23237   SH          DEFINED      7     23237       0        0
TORONTO-DOMINION BANK             COMMON    891160509     918      14800   SH          DEFINED      8     14800       0        0
TORONTO-DOMINION BANK             COMMON    891160509    3939      62800   SH          DEFINED    8,14    62800       0        0
TORTOISE NORTH AMERICAN ENER C    COMMON    89147T103     33       1486    SH          DEFINED     19       0         0      1486
TOTAL SA-SPON ADR                 COMMON    89151E109    41995    636000   SH          DEFINED      1     636000      0        0
TOTAL SA-SPON ADR                 COMMON    89151E109    8448     127940   SH          DEFINED    1,11    127940      0        0
TOTAL SA-SPON ADR                 COMMON    89151E109   114451    1733324  SH          DEFINED     11    1599306      0     134018
TOTAL SA-SPON ADR                 COMMON    89151E109    8188     124000   SH          DEFINED    13,2      0         0     124000
TOTAL SA-SPON ADR                 COMMON    89151E109    6813     103178   SH          DEFINED     14      3690       0      99488
TOTAL SA-SPON ADR                 COMMON    89151E109     190      2872    SH          DEFINED     19      1000       0      1872
TOTAL SA-SPON ADR                 COMMON    89151E109    3805      57621   SH          DEFINED     20     57621       0        0
TOTAL SA-SPON ADR                 COMMON    89151E109    31201    472525   SH          DEFINED      4     472525      0        0
TOTAL SA-SPON ADR                 COMMON    89151E109     447      6764    SH          DEFINED      5      6110       0       654
TOTAL SYS SVCS INC                COMMON    891906109     286      16600   SH          DEFINED     14     14500       0       900
TOTAL SYS SVCS INC                COMMON    891906109     88       5100    SH          DEFINED    14,7      0         0      5100
TOTAL SYS SVCS INC                COMMON    891906109     876      50881   SH          DEFINED     20     50881       0        0
TOTAL SYS SVCS INC                COMMON    891906109      7        398    SH          DEFINED     21      398        0        0
TOTAL SYS SVCS INC                COMMON    891906109     441      25631   SH          DEFINED      5     25631       0        0
TOWER GROUP INC                   COMMON    891777104     14        600    SH          DEFINED     19       0         0       600
TOWER GROUP INC                   COMMON    891777104     678      29886   SH          DEFINED     20     29886       0        0
TOWN SPORTS INTERNATIONAL         COMMON    89214A102     22       9414    SH          DEFINED     19      9414       0        0
TOWN SPORTS INTERNATIONAL         COMMON    89214A102     17       7080    SH          DEFINED     20      7080       0        0
TOWNE BANK                        COMMON    89214P109      2        192    SH          DEFINED     20      192        0        0
TOYOTA MOTOR CORPORATION ADR      COMMON    892331307      1        12     SH          DEFINED     11       12        0        0
TOYOTA MOTOR CORPORATION ADR      COMMON    892331307     70        840    SH          DEFINED     19       0         0       840
TOYOTA MOTOR CORPORATION ADR      COMMON    892331307    14610    174404   SH          DEFINED     20     174404      0        0
TOYOTA MOTOR CORPORATION ADR      COMMON    892331307    10444    124677   SH          DEFINED      4     124677      0        0
TOYOTA MOTOR CORPORATION ADR      COMMON    892331307     85       1014    SH          DEFINED      5      1014       0        0
TRACTOR SUPPLY COMPANY            COMMON    892356106    9187     174064   SH          DEFINED      1     174064      0        0
TRACTOR SUPPLY COMPANY            COMMON    892356106     11        200    SH          DEFINED     19       0         0       200
TRACTOR SUPPLY COMPANY            COMMON    892356106    8725     165302   SH          DEFINED      2     165302      0        0
TRACTOR SUPPLY COMPANY            COMMON    892356106    3026      57338   SH          DEFINED     20     57338       0        0
TRACTOR SUPPLY COMPANY            COMMON    892356106      4        84     SH          DEFINED     21       84        0        0
TRADESTATION GOURP INC            COMMON    89267P105     616      78853   SH          DEFINED     20     78853       0        0
TRANS WORLD ENTERTAINMENT         COMMON    89336Q100     152     100403   SH          DEFINED     20     100403      0        0
TRANSALTA CORP                    COMMON    89346D107     28       1239    SH          DEFINED     20      1239       0        0
TRANSALTA CORP                    COMMON    89346D107     31       1371    SH          DEFINED     3,1     1371       0        0
TRANSALTA CORP                    COMMON    89346D107     73       3244    SH          DEFINED      7      3244       0        0
TRANSALTA CORP                    COMMON    89346D107     207      9300    SH          DEFINED    8,14     9300       0        0
TRANSATLANTIC HLDGS INC           COMMON    893521104    5204      99986   SH          DEFINED      1     99986       0        0
TRANSATLANTIC HLDGS INC           COMMON    893521104     31        600    SH          DEFINED     14      600        0        0
TRANSATLANTIC HLDGS INC           COMMON    893521104    1198      23009   SH          DEFINED     20     23009       0        0
TRANSATLANTIC HLDGS INC           COMMON    893521104     19        369    SH          DEFINED     21      369        0        0
TRANSCANADA CORP                  COMMON    89353D107     314      9164    SH          DEFINED     13      9164       0        0
TRANSCANADA CORP                  COMMON    89353D107     806      23500   SH          DEFINED     18     23500       0        0
TRANSCANADA CORP                  COMMON    89353D107    6696     194826   SH          DEFINED     20     194826      0        0
TRANSCANADA CORP                  COMMON    89353D107      3        101    SH          DEFINED     21      101        0        0
TRANSCANADA CORP                  COMMON    89353D107    40167    1170500  SH          DEFINED      3    1170500      0        0
TRANSCANADA CORP                  COMMON    89353D107     148      4311    SH          DEFINED     3,1     4311       0        0
TRANSCANADA CORP                  COMMON    89353D107    19444    565718   SH          DEFINED      4     565718      0        0
TRANSCANADA CORP                  COMMON    89353D107      1        24     SH          DEFINED      5       24        0        0
TRANSCANADA CORP                  COMMON    89353D107     275      8001    SH          DEFINED      7      8001       0        0
TRANSCANADA CORP                  COMMON    89353D107    12426    362087   SH          DEFINED      8     362087      0        0
TRANSCEND SERVICES INC            COMMON    893929208      0        20     SH          DEFINED      5       20        0        0
TRANSCONTINENTAL RLTY INVS        COMMON    893617209     120      10100   SH          DEFINED     20     10100       0        0
TRANSDIGM GROUP INC               COMMON    893641100    20233    405715   SH          DEFINED      1     405715      0        0
TRANSDIGM GROUP INC               COMMON    893641100     70       1400    SH          DEFINED     14       0         0      1400
TRANSDIGM GROUP INC               COMMON    893641100    17966    360256   SH          DEFINED      2     360256      0        0
TRANSDIGM GROUP INC               COMMON    893641100     78       1559    SH          DEFINED     20      1559       0        0
TRANSGLOBE ENERGY CORP            COMMON    893662106      2        504    SH          DEFINED     20      504        0        0
TRANSITION THERAPEUTICS INC       COMMON    893716209     384     111321   SH          DEFINED      3     111321      0        0
TRANSMONTAIGNE PARTNERS LP        COMMON    89376V100     121      4385    SH          DEFINED     20      4385       0        0
TRANSMONTAIGNE PARTNERS LP        COMMON    89376V100     972      35300   SH          DEFINED      5     35300       0        0
TRANSOCEAN INC 1.5 12-15-37       CONVERT   893830AW9    31040    3.2E+07  SH          DEFINED     14       0         0     2.7E+07
TRANSOCEAN INC 1.625 12-15-37     CONVERT   893830AU3      7       7000    SH          DEFINED      5      7000       0        0
TRANSOCEAN LTD                    COMMON    H8817H100    95794    1081684  SH          DEFINED      1    1081684      0        0
TRANSOCEAN LTD                    COMMON    H8817H100      1         7     SH          DEFINED     11       7         0        0
TRANSOCEAN LTD                    COMMON    H8817H100    10450    118000   SH          DEFINED    13,2      0         0     118000
TRANSOCEAN LTD                    COMMON    H8817H100     581      6564    SH          DEFINED     19      4347       0      2217
TRANSOCEAN LTD                    COMMON    H8817H100    1051      11868   SH          DEFINED      2     11868       0        0
TRANSOCEAN LTD                    COMMON    H8817H100    9971     112586   SH          DEFINED     20     112586      0        0
TRANSOCEAN LTD                    COMMON    H8817H100     323      3642    SH          DEFINED      4      3642       0        0
TRANSOCEAN LTD                    COMMON    H8817H100     479      5406    SH          DEFINED      5      4831       0       575
TRANSOCEAN LTD                    COMMON    H8817H100     493      5571    SH          DEFINED      7      5571       0        0
TRANSOCEAN LTD                    COMMON    H8817H100    23320    263325   SH          DEFINED      8     263325      0        0
TRANSOCEAN LTD                    COMMON    H8817H100     70        790    SH          DEFINED     8,2     790        0        0
TRAVELCENTERS OF AMERICA LLC      COMMON    894174101     241      46258   SH          DEFINED     20     46258       0        0
TRAVELCENTERS OF AMERICA LLC      COMMON    894174101      9       1643    SH          DEFINED     21      1643       0        0
TRAVELERS COS INC-THE             COMMON    89417E109    3015      62000   SH          DEFINED      1     62000       0        0
TRAVELERS COS INC-THE             COMMON    89417E109    3929      80800   SH          DEFINED    1,14    80800       0        0
TRAVELERS COS INC-THE             COMMON    89417E109     355      7300    SH          DEFINED     10      7300       0        0
TRAVELERS COS INC-THE             COMMON    89417E109    1050      21600   SH          DEFINED    10,14   21600       0        0
TRAVELERS COS INC-THE             COMMON    89417E109     351      7208    SH          DEFINED     11      7208       0        0
TRAVELERS COS INC-THE             COMMON    89417E109     15        300    SH          DEFINED     13      300        0        0
TRAVELERS COS INC-THE             COMMON    89417E109    36845    757650   SH          DEFINED     14     557650      0     175600
TRAVELERS COS INC-THE             COMMON    89417E109     875      18000   SH          DEFINED    14,13     0         0      18000
TRAVELERS COS INC-THE             COMMON    89417E109    2694      55400   SH          DEFINED    14,7      0         0      55400
TRAVELERS COS INC-THE             COMMON    89417E109     319      6561    SH          DEFINED     16      6561       0        0
TRAVELERS COS INC-THE             COMMON    89417E109     15        300    SH          DEFINED    17,14     0         0       300
TRAVELERS COS INC-THE             COMMON    89417E109     389      8000    SH          DEFINED     18      8000       0        0
TRAVELERS COS INC-THE             COMMON    89417E109     63       1304    SH          DEFINED     19       25        0      1279
TRAVELERS COS INC-THE             COMMON    89417E109    12976    266836   SH          DEFINED     20     266836      0        0
TRAVELERS COS INC-THE             COMMON    89417E109     45        930    SH          DEFINED    20,14    930        0        0
TRAVELERS COS INC-THE             COMMON    89417E109     442      9098    SH          DEFINED     21      9098       0        0
TRAVELERS COS INC-THE             COMMON    89417E109     162      3330    SH          DEFINED      5      2542       0       788
TRAVELERS COS INC-THE             COMMON    89417E109    1970      40500   SH          DEFINED    5,14    40500       0        0
TRAVELERS COS INC-THE             COMMON    89417E109    1268      26067   SH          DEFINED      7     26067       0        0
TRAVELERS COS INC-THE             COMMON    89417E109    1404      28874   SH          DEFINED      8     28874       0        0
TRAVELERS COS INC-THE             COMMON    89417E109    3390      69700   SH          DEFINED    8,14    69700       0        0
TRAVELERS COS INC-THE             COMMON    89417E109     413      8500    SH          DEFINED    9,14      0         0      8500
TRAVELZOO INC                     COMMON    89421Q106      1        51     SH          DEFINED     20       51        0        0
TREDEGAR CORPORATION              COMMON    894650100    2962     189400   SH          DEFINED     14     114900      0      74500
TREDEGAR CORPORATION              COMMON    894650100     419      26772   SH          DEFINED     20     26772       0        0
TREDEGAR CORPORATION              COMMON    894650100     321      20500   SH          DEFINED    5,14    20500       0        0
TREDEGAR CORPORATION              COMMON    894650100     89       5700    SH          DEFINED      8      5700       0        0
TREDEGAR CORPORATION              COMMON    894650100     25       1600    SH          DEFINED    8,17     1600       0        0
TREE.COM INC                      COMMON    894675107      0         1     SH          DEFINED     14       1         0        0
TREE.COM INC                      COMMON    894675107     188      21560   SH          DEFINED     20     21560       0        0
TREEHOUSE FOODS                   COMMON    89469A104    6030     157033   SH          DEFINED      1     157033      0        0
TREEHOUSE FOODS                   COMMON    89469A104    2816      73330   SH          DEFINED      2     31057       0      42273
TREEHOUSE FOODS                   COMMON    89469A104     141      3681    SH          DEFINED     20      3681       0        0
TREEHOUSE FOODS                   COMMON    89469A104     72       1885    SH          DEFINED      5       0         0      1885
TREX INC                          COMMON    89531P105     131      6513    SH          DEFINED     20      6513       0        0
TRIANGLE CAPITAL CORP             COMMON    895848109     58       4800    SH          DEFINED     19      4800       0        0
TRIANGLE CAPITAL CORP             COMMON    895848109     116      9571    SH          DEFINED     20      9571       0        0
TRICO BANCSHARES                  COMMON    896095106     146      8700    SH          DEFINED     14      8700       0        0
TRICO BANCSHARES                  COMMON    896095106     159      9512    SH          DEFINED     20      9512       0        0
TRICO BANCSHARES                  COMMON    896095106     18       1100    SH          DEFINED    5,14     1100       0        0
TRICO MARINE SERVICES INC         COMMON    896106200     24       4716    SH          DEFINED     20      4716       0        0
TRIDENT MICROSYSTEMS INC          COMMON    895919108     134      68184   SH          DEFINED     20     68184       0        0
TRIMAS CORP                       COMMON    896215209     148      20600   SH          DEFINED     14      3900       0      16700
TRIMAS CORP                       COMMON    896215209     271      37731   SH          DEFINED     20     37731       0        0
TRIMAS CORP                       COMMON    896215209     18       2500    SH          DEFINED    5,14     2500       0        0
TRIMBLE NAVIGATION LTD            COMMON    896239100    3077     120581   SH          DEFINED     20     120581      0        0
TRIMBLE NAVIGATION LTD            COMMON    896239100      7        284    SH          DEFINED      5       0         0       284
TRINA SOLAR LTD-SPON ADR          COMMON    89628E104    25910    438105   SH          DEFINED     20     438105      0        0
TRINITY INDUSTRIES INC            COMMON    896522109    5211     286325   SH          DEFINED      1     286325      0        0
TRINITY INDUSTRIES INC            COMMON    896522109    2366     129975   SH          DEFINED      2     53761       0      76214
TRINITY INDUSTRIES INC            COMMON    896522109     148      8107    SH          DEFINED     20      8107       0        0
TRINITY INDUSTRIES INC            COMMON    896522109      9        470    SH          DEFINED     21      470        0        0
TRIPLE-S MANAGEMENT CORP-B        COMMON    896749108    1565      89890   SH          DEFINED     20     89890       0        0
TRIQUINT SEMICONDUCTOR INC        COMMON    89674K103     256      42218   SH          DEFINED     20     42218       0        0
TRIQUINT SEMICONDUCTOR INC        COMMON    89674K103     61       10065   SH          DEFINED      5       0         0      10065
TRIUMPH GROUP INC                 COMMON    896818101     812      15991   SH          DEFINED     20     15991       0        0
TRIUMPH GROUP INC                 COMMON    896818101     98       1925    SH          DEFINED      5       0         0      1925
TRI-VALLEY CORP                   COMMON    895735108     25       12000   SH          DEFINED      5       0         0      12000
TRUE RELIGION APPAREL INC         COMMON    89784N104      3        146    SH          DEFINED     20      146        0        0
TRUEBLUE INC                      COMMON    89785X101     289      18660   SH          DEFINED     20     18660       0        0
TRUSTCO BANK CORP NY              COMMON    898349105    3942     637900   SH          DEFINED     14     388100      0     249800
TRUSTCO BANK CORP NY              COMMON    898349105     664     107515   SH          DEFINED     20     107515      0        0
TRUSTCO BANK CORP NY              COMMON    898349105     319      51600   SH          DEFINED    5,14    51600       0        0
TRUSTCO BANK CORP NY              COMMON    898349105     523      84600   SH          DEFINED      8     84600       0        0
TRUSTCO BANK CORP NY              COMMON    898349105     149      24100   SH          DEFINED    8,17    24100       0        0
TRUSTMARK CORP                    COMMON    898402102     930      40834   SH          DEFINED     20     40834       0        0
TRUSTMARK CORP                    COMMON    898402102     82       3590    SH          DEFINED      5       0         0      3590
TRW AUTOMOTIVE HOLDINGS CORP      COMMON    87264S106    24627    958988   SH          DEFINED      1     958988      0        0
TRW AUTOMOTIVE HOLDINGS CORP      COMMON    87264S106    1299      50600   SH          DEFINED     1,8    50600       0        0
TRW AUTOMOTIVE HOLDINGS CORP      COMMON    87264S106     415      16159   SH          DEFINED     11     16159       0        0
TRW AUTOMOTIVE HOLDINGS CORP      COMMON    87264S106    18324    713551   SH          DEFINED     14     555951      0      89300
TRW AUTOMOTIVE HOLDINGS CORP      COMMON    87264S106     159      6200    SH          DEFINED    14,7      0         0      6200
TRW AUTOMOTIVE HOLDINGS CORP      COMMON    87264S106     507      19742   SH          DEFINED     16     19742       0        0
TRW AUTOMOTIVE HOLDINGS CORP      COMMON    87264S106     146      5700    SH          DEFINED     18      5700       0        0
TRW AUTOMOTIVE HOLDINGS CORP      COMMON    87264S106    15921    619996   SH          DEFINED      2     528724      0      91272
TRW AUTOMOTIVE HOLDINGS CORP      COMMON    87264S106    2620     102020   SH          DEFINED     20     102020      0        0
TRW AUTOMOTIVE HOLDINGS CORP      COMMON    87264S106     143      5560    SH          DEFINED     21      5560       0        0
TRW AUTOMOTIVE HOLDINGS CORP      COMMON    87264S106     67       2600    SH          DEFINED    5,14     2600       0        0
TRW AUTOMOTIVE HOLDINGS CORP      COMMON    87264S106     924      36000   SH          DEFINED      7     36000       0        0
TRW AUTOMOTIVE HOLDINGS CORP      COMMON    87264S106    8616     335500   SH          DEFINED      8     335500      0        0
TRW AUTOMOTIVE HOLDINGS CORP      COMMON    87264S106    1230      47900   SH          DEFINED      9     47900       0        0
TSAKOS ENERGY NAVIGATION LTD      COMMON    G9108L108    13848    944634   SH          DEFINED     20     944634      0        0
TSAKOS ENERGY NAVIGATION LTD      COMMON    G9108L108     147      10000   SH          DEFINED      5     10000       0        0
TTM TECHNOLOGIES                  COMMON    87305R109     246      21195   SH          DEFINED     20     21195       0        0
TUESDAY MORNING CORP              COMMON    899035505     248      87068   SH          DEFINED     20     87068       0        0
TUPPERWARE BRANDS CORP            COMMON    899896104     269      5570    SH          DEFINED     19       0         0      5570
TUPPERWARE BRANDS CORP            COMMON    899896104    2838      58780   SH          DEFINED     20     58780       0        0
TUPPERWARE BRANDS CORP            COMMON    899896104     74       1533    SH          DEFINED     21      1533       0        0
TURKCELL ILETISIM HI ADR          COMMON    900111204      1        28     SH          DEFINED     11       28        0        0
TURKCELL ILETISIM HI ADR          COMMON    900111204     774      40971   SH          DEFINED      8     40971       0        0
TUTOR PERINI CORP                 COMMON    901109108     218      11463   SH          DEFINED     20     11463       0        0
TW TELECOM INC                    COMMON    87311L104     782      44821   SH          DEFINED     20     44821       0        0
TWIN DISC INC                     COMMON    901476101     53       4819    SH          DEFINED     20      4819       0        0
TYCO ELECTRONICS LTD              COMMON    H8912P106   197875    8024113  SH          DEFINED      1    8024113      0        0
TYCO ELECTRONICS LTD              COMMON    H8912P106     35       1400    SH          DEFINED     10      1400       0        0
TYCO ELECTRONICS LTD              COMMON    H8912P106     136      5500    SH          DEFINED    10,14    5500       0        0
TYCO ELECTRONICS LTD              COMMON    H8912P106     27       1100    SH          DEFINED     13      1100       0        0
TYCO ELECTRONICS LTD              COMMON    H8912P106    3063     124200   SH          DEFINED     14     90100       0      32800
TYCO ELECTRONICS LTD              COMMON    H8912P106     91       3700    SH          DEFINED    14,13     0         0      3700
TYCO ELECTRONICS LTD              COMMON    H8912P106     173      7000    SH          DEFINED    14,7      0         0      7000
TYCO ELECTRONICS LTD              COMMON    H8912P106    3063     124213   SH          DEFINED    17,1    124213      0        0
TYCO ELECTRONICS LTD              COMMON    H8912P106     27       1100    SH          DEFINED    17,14     0         0      1100
TYCO ELECTRONICS LTD              COMMON    H8912P106     22        873    SH          DEFINED     19      110        0       763
TYCO ELECTRONICS LTD              COMMON    H8912P106    1286      52156   SH          DEFINED      2     52156       0        0
TYCO ELECTRONICS LTD              COMMON    H8912P106    14752    598234   SH          DEFINED     20     598234      0        0
TYCO ELECTRONICS LTD              COMMON    H8912P106     613      24875   SH          DEFINED     21     24875       0        0
TYCO ELECTRONICS LTD              COMMON    H8912P106    1688      68436   SH          DEFINED      4     68436       0        0
TYCO ELECTRONICS LTD              COMMON    H8912P106     14        575    SH          DEFINED      5      575        0        0
TYCO ELECTRONICS LTD              COMMON    H8912P106     200      8100    SH          DEFINED    5,14     8100       0        0
TYCO ELECTRONICS LTD              COMMON    H8912P106     679      27539   SH          DEFINED      7     27539       0        0
TYCO ELECTRONICS LTD              COMMON    H8912P106     403      16326   SH          DEFINED      8     16326       0        0
TYCO ELECTRONICS LTD              COMMON    H8912P106     587      23800   SH          DEFINED    8,14    23800       0        0
TYCO ELECTRONICS LTD              COMMON    H8912P106     86       3472    SH          DEFINED     8,2     3472       0        0
TYCO ELECTRONICS LTD              COMMON    H8912P106     44       1800    SH          DEFINED    9,14      0         0      1800
TYCO INTERNATIONAL LTD            COMMON    H89128104   163654    4534603  SH          DEFINED      1    4534603      0        0
TYCO INTERNATIONAL LTD            COMMON    H89128104     567      15700   SH          DEFINED     1,8    15700       0        0
TYCO INTERNATIONAL LTD            COMMON    H89128104     451      12500   SH          DEFINED     10     12500       0        0
TYCO INTERNATIONAL LTD            COMMON    H89128104     743      20600   SH          DEFINED    10,14   20600       0        0
TYCO INTERNATIONAL LTD            COMMON    H89128104     36       1000    SH          DEFINED     13      1000       0        0
TYCO INTERNATIONAL LTD            COMMON    H89128104    27302    756500   SH          DEFINED     14     474900      0     269500
TYCO INTERNATIONAL LTD            COMMON    H89128104    1104      30600   SH          DEFINED    14,13     0         0      30600
TYCO INTERNATIONAL LTD            COMMON    H89128104     570      15800   SH          DEFINED    14,7      0         0      15800
TYCO INTERNATIONAL LTD            COMMON    H89128104     306      8468    SH          DEFINED     16      8468       0        0
TYCO INTERNATIONAL LTD            COMMON    H89128104     76       2100    SH          DEFINED    17,14     0         0      1000
TYCO INTERNATIONAL LTD            COMMON    H89128104     51       1400    SH          DEFINED     18      1400       0        0
TYCO INTERNATIONAL LTD            COMMON    H89128104      0         6     SH          DEFINED     19       0         0        6
TYCO INTERNATIONAL LTD            COMMON    H89128104    6498     180058   SH          DEFINED     20     180058      0        0
TYCO INTERNATIONAL LTD            COMMON    H89128104     86       2385    SH          DEFINED     21      2385       0        0
TYCO INTERNATIONAL LTD            COMMON    H89128104    12641    350266   SH          DEFINED      4     350266      0        0
TYCO INTERNATIONAL LTD            COMMON    H89128104     835      23150   SH          DEFINED      5      3889       0      19261
TYCO INTERNATIONAL LTD            COMMON    H89128104    2483      68800   SH          DEFINED    5,14    68800       0        0
TYCO INTERNATIONAL LTD            COMMON    H89128104    1881      52114   SH          DEFINED      7     52114       0        0
TYCO INTERNATIONAL LTD            COMMON    H89128104    6420     177900   SH          DEFINED      8     177900      0        0
TYCO INTERNATIONAL LTD            COMMON    H89128104    2891      80100   SH          DEFINED    8,14    80100       0        0
TYCO INTERNATIONAL LTD            COMMON    H89128104     823      22800   SH          DEFINED      9     22800       0        0
TYCO INTERNATIONAL LTD            COMMON    H89128104     516      14300   SH          DEFINED    9,14      0         0      14300
TYLER TECHNOLOGIES INC            COMMON    902252105     621      29900   SH          DEFINED     14      6000       0      23900
TYLER TECHNOLOGIES INC            COMMON    902252105     134      6438    SH          DEFINED     20      6438       0        0
TYLER TECHNOLOGIES INC            COMMON    902252105     58       2800    SH          DEFINED    5,14     2800       0        0
TYLER TECHNOLOGIES INC            COMMON    902252105     102      4900    SH          DEFINED      8      4900       0        0
TYLER TECHNOLOGIES INC            COMMON    902252105     29       1400    SH          DEFINED    8,17     1400       0        0
TYSON FOODS INC                   COMMON    902494103      7        600    SH          DEFINED     13      600        0        0
TYSON FOODS INC                   COMMON    902494103     637      51110   SH          DEFINED     14     43810       0      4100
TYSON FOODS INC                   COMMON    902494103     113      9100    SH          DEFINED    14,7      0         0      9100
TYSON FOODS INC                   COMMON    902494103      7        600    SH          DEFINED    17,14     0         0       600
TYSON FOODS INC                   COMMON    902494103      7        578    SH          DEFINED     19       0         0       578
TYSON FOODS INC                   COMMON    902494103     532      42661   SH          DEFINED     20     42661       0        0
TYSON FOODS INC                   COMMON    902494103     31       2509    SH          DEFINED     21      2509       0        0
TYSON FOODS INC                   COMMON    902494103      4        339    SH          DEFINED      5       0         0       339
TYSON FOODS INC                   COMMON    902494103     190      15200   SH          DEFINED      7     15200       0        0
U S CONCRETE INC                  COMMON    90333L102     34       36846   SH          DEFINED     20     36846       0        0
U S ENERGY CORP - WYOMING         COMMON    911805109     187      30255   SH          DEFINED     20     30255       0        0
U.S. GLOBAL INVESTORS INC-A       COMMON    902952100     12        980    SH          DEFINED      5       0         0       980
UAL CORP                          COMMON    902549807    17086    1228322  SH          DEFINED      1    1228322      0        0
UAL CORP                          COMMON    902549807     961      69066   SH          DEFINED      2     69066       0        0
UAL CORP                          COMMON    902549807    2175     156334   SH          DEFINED     20     156334      0        0
UAL CORP                          COMMON    902549807     58       4190    SH          DEFINED     21      4190       0        0
UAL CORP                          COMMON    902549807    3231     232294   SH          DEFINED      5     227449      0      4845
UAL CORP                          COMMON    902549807     63       4545    SH          DEFINED     8,2     4545       0        0
UBS AG-REG                        COMMON    H89231338     32       2075    SH          DEFINED     10      2075       0        0
UBS AG-REG                        COMMON    H89231338      6        362    SH          DEFINED    10,7     362        0        0
UBS AG-REG                        COMMON    H89231338     91       5851    SH          DEFINED     13      5851       0        0
UBS AG-REG                        COMMON    H89231338     499      32150   SH          DEFINED    14,7    32150       0        0
UBS AG-REG                        COMMON    H89231338     339      21837   SH          DEFINED     18     21837       0        0
UBS AG-REG                        COMMON    H89231338     946      60956   SH          DEFINED     20     60956       0        0
UBS AG-REG                        COMMON    H89231338     222      14332   SH          DEFINED     21     14332       0        0
UBS AG-REG                        COMMON    H89231338     290      18676   SH          DEFINED      6     18676       0        0
UBS AG-REG                        COMMON    H89231338    2381     153382   SH          DEFINED      7     153382      0        0
UBS AG-REG                        COMMON    H89231338    1711     110224   SH          DEFINED     7,9    110224      0        0
UBS AG-REG                        COMMON    H89231338    72657    4680185  SH          DEFINED      8    4680185      0        0
UBS AG-REG                        COMMON    H89231338    10752    692568   SH          DEFINED    8,13    692568      0        0
UBS AG-REG                        COMMON    H89231338     75       4826    SH          DEFINED    8,16     4826       0        0
UBS AG-REG                        COMMON    H89231338    2697     173737   SH          DEFINED    8,17    173737      0        0
UBS AG-REG                        COMMON    H89231338    2087     134415   SH          DEFINED     8,6    134415      0        0
UBS AG-REG                        COMMON    H89231338    1723     110957   SH          DEFINED     8,7    110957      0        0
UBS AG-REG                        COMMON    H89231338    3300     212570   SH          DEFINED     9,8    212570      0        0
UBS AG-REG                        COMMON    H89231338    49127    3043817  SH          DEFINED      1    3043817      0        0
UBS AG-REG                        COMMON    H89231338      0        30     SH          DEFINED     11       30        0        0
UBS AG-REG                        COMMON    H89231338     134      8301    SH          DEFINED     19      8301       0        0
UBS AG-REG                        COMMON    H89231338    1513      93723   SH          DEFINED     20     93723       0        0
UBS AG-REG                        COMMON    H89231338     80       4984    SH          DEFINED      5      4984       0        0
UDR INC                           COMMON    902653104    1214      74981   SH          DEFINED     14       0         0      74981
UDR INC                           COMMON    902653104     214      13207   SH          DEFINED     20     13207       0        0
UDR INC                           COMMON    902653104      8        500    SH          DEFINED     21      500        0        0
UDR INC                           COMMON    902653104      6        367    SH          DEFINED      5      162        0       205
UGI CORP                          COMMON    902681105    30172    1241665  SH          DEFINED      1    1241665      0        0
UGI CORP                          COMMON    902681105     141      5800    SH          DEFINED     14      2900       0       800
UGI CORP                          COMMON    902681105     90       3700    SH          DEFINED    14,7      0         0      3700
UGI CORP                          COMMON    902681105    2407      99057   SH          DEFINED      2     42011       0      57046
UGI CORP                          COMMON    902681105     617      25403   SH          DEFINED     20     25403       0        0
UGI CORP                          COMMON    902681105      6        244    SH          DEFINED     21      244        0        0
UGI CORP                          COMMON    902681105    14801    609115   SH          DEFINED      4     609115      0        0
UGI CORP                          COMMON    902681105     257      10561   SH          DEFINED      5     10350       0       211
UIL HOLDINGS CORPORATION          COMMON    902748102     998      35778   SH          DEFINED     20     35778       0        0
UIL HOLDINGS CORPORATION          COMMON    902748102     429      15383   SH          DEFINED      5     15383       0        0
ULTA SALON COSMETICS & FRAGR      COMMON    90384S303    12341    657842   SH          DEFINED      1     657842      0        0
ULTA SALON COSMETICS & FRAGR      COMMON    90384S303    1975     105267   SH          DEFINED      2     14192       0      91075
ULTA SALON COSMETICS & FRAGR      COMMON    90384S303     94       5033    SH          DEFINED     20      5033       0        0
ULTA SALON COSMETICS & FRAGR      COMMON    90384S303     27       1442    SH          DEFINED      5      1442       0        0
ULTIMATE SOFTWARE GROUP INC       COMMON    90385D107      6        190    SH          DEFINED     20      190        0        0
ULTRA CLEAN HOLDINGS              COMMON    90385V107     137      18604   SH          DEFINED     20     18604       0        0
ULTRA PETROLEUM CORP              COMMON    903914109    15771    296000   SH          DEFINED      1     296000      0        0
ULTRA PETROLEUM CORP              COMMON    903914109    3463      65000   SH          DEFINED    13,2      0         0      65000
ULTRA PETROLEUM CORP              COMMON    903914109     33        612    SH          DEFINED     19       0         0       612
ULTRA PETROLEUM CORP              COMMON    903914109     225      4227    SH          DEFINED     20      4227       0        0
ULTRA PETROLEUM CORP              COMMON    903914109     150      2808    SH          DEFINED      7      2808       0        0
ULTRAPAR PARTICIPACOES SA PFD    PREFERRED   B0HZNY2      217      4600    SH          DEFINED     17      4600       0        0
ULTRAPAR PARTICIPACOES SA PFD    PREFERRED   B0HZNY2     9151     193600   SH          DEFINED      8     193600      0        0
ULTRAPAR PARTICPAC ADR            COMMON    90400P101     412      8454    SH          DEFINED     20      8454       0        0
ULTRAPETROL BAHAMAS LTD           COMMON    P94398107     53       10831   SH          DEFINED     20     10831       0        0
ULTRASHORT RUSSELL2000 PROSH E    COMMON    74347R834     18        725    SH          DEFINED     19       0         0       725
ULTRASHORT S&P500 PROSHARES ET    COMMON    74347R883     27        765    SH          DEFINED     19       0         0       765
ULTRATECH INC                     COMMON    904034105     101      6597    SH          DEFINED     20      6597       0        0
UMB FINANCIAL CORP                COMMON    902788108    1914      49500   SH          DEFINED     14     27200       0      22300
UMB FINANCIAL CORP                COMMON    902788108     132      3421    SH          DEFINED     20      3421       0        0
UMB FINANCIAL CORP                COMMON    902788108     193      5000    SH          DEFINED    5,14     5000       0        0
UMB FINANCIAL CORP                COMMON    902788108     228      5900    SH          DEFINED      8      5900       0        0
UMB FINANCIAL CORP                COMMON    902788108     66       1700    SH          DEFINED    8,17     1700       0        0
UMH PROPERTIES INC                COMMON    903002103     761      90600   SH          DEFINED     14     55500       0      35100
UMH PROPERTIES INC                COMMON    903002103     65       7700    SH          DEFINED    5,14     7700       0        0
UMH PROPERTIES INC                COMMON    903002103     60       7200    SH          DEFINED      8      7200       0        0
UMH PROPERTIES INC                COMMON    903002103     15       1800    SH          DEFINED    8,17     1800       0        0
UMPQUA HOLDINGS CORP              COMMON    904214103     266      19857   SH          DEFINED     20     19857       0        0
UMPQUA HOLDINGS CORP              COMMON    904214103     198      14775   SH          DEFINED      5       0         0      14775
UNDER ARMOUR INC.                 COMMON    904311107     85       2945    SH          DEFINED     20      2945       0        0
UNDER ARMOUR INC.                 COMMON    904311107     57       1975    SH          DEFINED      5       0         0      1975
UNIFI INC                         COMMON    904677101     562     144433   SH          DEFINED     20     144433      0        0
UNIFIRST CORP/MA                  COMMON    904708104     977      20201   SH          DEFINED     20     20201       0        0
UNILEVER NV - NY REG SHARES       COMMON    904784709    34195    1064262  SH          DEFINED     11    1064262      0        0
UNILEVER NV - NY REG SHARES       COMMON    904784709     349      10867   SH          DEFINED     14     10867       0        0
UNILEVER NV - NY REG SHARES       COMMON    904784709     30        932    SH          DEFINED     19       0         0       932
UNILEVER NV - NY REG SHARES       COMMON    904784709    6088     189481   SH          DEFINED     20     189481      0        0
UNILEVER NV - NY REG SHARES       COMMON    904784709     873      27170   SH          DEFINED      4     27170       0        0
UNILEVER NV - NY REG SHARES       COMMON    904784709     86       2688    SH          DEFINED      5      1788       0       900
UNILEVER PLC ADR                  COMMON    904767704    5607     175762   SH          DEFINED     20     175762      0        0
UNILEVER PLC ADR                  COMMON    904767704     87       2735    SH          DEFINED      5      2735       0        0
UNION BANKSHARES CORP             COMMON    905399101     117      9900    SH          DEFINED     14      9900       0        0
UNION BANKSHARES CORP             COMMON    905399101     35       2945    SH          DEFINED     20      2945       0        0
UNION BANKSHARES CORP             COMMON    905399101     15       1300    SH          DEFINED    5,14     1300       0        0
UNION BANKSHARES INC /VT          COMMON    905400107     17       1000    SH          DEFINED     19      1000       0        0
UNION DRILLING INC                COMMON    90653P105     34       4790    SH          DEFINED     20      4790       0        0
UNION PACIFIC CORP                COMMON    907818108   121477    1832236  SH          DEFINED      1    1832236      0        0
UNION PACIFIC CORP                COMMON    907818108      1        11     SH          DEFINED     11       11        0        0
UNION PACIFIC CORP                COMMON    907818108    1279      19290   SH          DEFINED     14     15190       0      1900
UNION PACIFIC CORP                COMMON    907818108     524      7900    SH          DEFINED    14,7      0         0      7900
UNION PACIFIC CORP                COMMON    907818108     400      6032    SH          DEFINED     18      6032       0        0
UNION PACIFIC CORP                COMMON    907818108    2287      34502   SH          DEFINED     19      3500       0      31002
UNION PACIFIC CORP                COMMON    907818108    10924    164759   SH          DEFINED      2     164759      0        0
UNION PACIFIC CORP                COMMON    907818108    2757      41577   SH          DEFINED     20     41577       0        0
UNION PACIFIC CORP                COMMON    907818108     64        970    SH          DEFINED     21      970        0        0
UNION PACIFIC CORP                COMMON    907818108     31        461    SH          DEFINED      4      461        0        0
UNION PACIFIC CORP                COMMON    907818108    3103      46803   SH          DEFINED      5     42034       0      4769
UNION PACIFIC CORP                COMMON    907818108     642      9682    SH          DEFINED      7      9682       0        0
UNION PACIFIC CORP                COMMON    907818108    15197    229212   SH          DEFINED      8     229212      0        0
UNION PACIFIC CORP                COMMON    907818108     112      1689    SH          DEFINED     8,2     1689       0        0
UNISOURCE ENERGY CORP             COMMON    909205106    6988     213100   SH          DEFINED     14     127400      0      85700
UNISOURCE ENERGY CORP             COMMON    909205106    2456      74898   SH          DEFINED     20     74898       0        0
UNISOURCE ENERGY CORP             COMMON    909205106      3        99     SH          DEFINED     21       99        0        0
UNISOURCE ENERGY CORP             COMMON    909205106     744      22700   SH          DEFINED    5,14    22700       0        0
UNISOURCE ENERGY CORP             COMMON    909205106     587      17900   SH          DEFINED      8     17900       0        0
UNISOURCE ENERGY CORP             COMMON    909205106     167      5100    SH          DEFINED    8,17     5100       0        0
UNISYS CORPORATION                COMMON    909214306     480      12390   SH          DEFINED     14      2400       0      9990
UNISYS CORPORATION                COMMON    909214306     460      11879   SH          DEFINED     20     11879       0        0
UNISYS CORPORATION                COMMON    909214306     58       1500    SH          DEFINED    5,14     1500       0        0
UNIT CORP                         COMMON    909218109    5285     112900   SH          DEFINED     14     76100       0      27800
UNIT CORP                         COMMON    909218109     127      2709    SH          DEFINED     20      2709       0        0
UNIT CORP                         COMMON    909218109      7        158    SH          DEFINED     21      158        0        0
UNIT CORP                         COMMON    909218109     178      3800    SH          DEFINED    5,14     3800       0        0
UNIT CORP                         COMMON    909218109     229      4900    SH          DEFINED      8      4900       0        0
UNIT CORP                         COMMON    909218109     66       1400    SH          DEFINED    8,17     1400       0        0
UNITED AMERICA INDEMNITY-A        COMMON    90933T109     250      32615   SH          DEFINED     20     32615       0        0
UNITED BANKSHARES INC             COMMON    909907107    4394     214850   SH          DEFINED     14     126950      0      87900
UNITED BANKSHARES INC             COMMON    909907107     187      9120    SH          DEFINED     20      9120       0        0
UNITED BANKSHARES INC             COMMON    909907107     425      20800   SH          DEFINED    5,14    20800       0        0
UNITED BANKSHARES INC             COMMON    909907107     356      17400   SH          DEFINED      8     17400       0        0
UNITED BANKSHARES INC             COMMON    909907107     102      5000    SH          DEFINED    8,17     5000       0        0
UNITED COMMUNITY BANKS/GA         COMMON    90984P105     245      70492   SH          DEFINED     20     70492       0        0
UNITED COMMUNITY BANKS/GA         COMMON    90984P105     17       5000    SH          DEFINED      5      5000       0        0
UNITED COMMUNITY FINANCIAL        COMMON    909839102     94       63573   SH          DEFINED     20     63573       0        0
UNITED FINANCIAL BANCORP INC      COMMON    91030T109     96       7400    SH          DEFINED     14      1400       0      6000
UNITED FINANCIAL BANCORP INC      COMMON    91030T109     217      16760   SH          DEFINED     20     16760       0        0
UNITED FINANCIAL BANCORP INC      COMMON    91030T109     12        900    SH          DEFINED    5,14     900        0        0
UNITED FIRE & CASUALTY CO         COMMON    910331107     68       3835    SH          DEFINED     20      3835       0        0
UNITED MICROELECTRON-SP ADR       COMMON    910873405    13227    3314965  SH          DEFINED     20    3314965      0        0
UNITED NAT FOODS INC              COMMON    911163103    2326      84373   SH          DEFINED     20     84373       0        0
UNITED NAT FOODS INC              COMMON    911163103     136      4923    SH          DEFINED      5      123        0      4800
UNITED ONLINE INC                 COMMON    911268100     943     126200   SH          DEFINED     14     64200       0      62000
UNITED ONLINE INC                 COMMON    911268100     268      35897   SH          DEFINED     20     35897       0        0
UNITED ONLINE INC                 COMMON    911268100     79       10515   SH          DEFINED      5       0         0      10515
UNITED ONLINE INC                 COMMON    911268100     82       11000   SH          DEFINED    5,14    11000       0        0
UNITED ONLINE INC                 COMMON    911268100     190      25400   SH          DEFINED      8     25400       0        0
UNITED ONLINE INC                 COMMON    911268100     54       7200    SH          DEFINED    8,17     7200       0        0
UNITED PARCEL SERVICE INC         COMMON    911312106    62148    1066361  SH          DEFINED      1    1066361      0        0
UNITED PARCEL SERVICE INC         COMMON    911312106     93       1600    SH          DEFINED    1,14     1600       0        0
UNITED PARCEL SERVICE INC         COMMON    911312106     390      6700    SH          DEFINED     10      6700       0        0
UNITED PARCEL SERVICE INC         COMMON    911312106     740      12700   SH          DEFINED    10,14   12700       0        0
UNITED PARCEL SERVICE INC         COMMON    911312106     29        500    SH          DEFINED     13      500        0        0
UNITED PARCEL SERVICE INC         COMMON    911312106    41155    706162   SH          DEFINED     14     517162      0     167900
UNITED PARCEL SERVICE INC         COMMON    911312106     950      16300   SH          DEFINED    14,13     0         0      16300
UNITED PARCEL SERVICE INC         COMMON    911312106    5700      97800   SH          DEFINED    14,7      0         0      97800
UNITED PARCEL SERVICE INC         COMMON    911312106     303      5200    SH          DEFINED    17,14     0         0       500
UNITED PARCEL SERVICE INC         COMMON    911312106    15109    259250   SH          DEFINED     19     194500      0      64750
UNITED PARCEL SERVICE INC         COMMON    911312106    3697      63435   SH          DEFINED     20     63435       0        0
UNITED PARCEL SERVICE INC         COMMON    911312106     103      1760    SH          DEFINED     21      1760       0        0
UNITED PARCEL SERVICE INC         COMMON    911312106    52863    907050   SH          DEFINED      3     907050      0        0
UNITED PARCEL SERVICE INC         COMMON    911312106      5        92     SH          DEFINED      4       92        0        0
UNITED PARCEL SERVICE INC         COMMON    911312106    1789      30689   SH          DEFINED      5     14521       0      16168
UNITED PARCEL SERVICE INC         COMMON    911312106    2145      36800   SH          DEFINED    5,14    36800       0        0
UNITED PARCEL SERVICE INC         COMMON    911312106    1055      18097   SH          DEFINED      7     18097       0        0
UNITED PARCEL SERVICE INC         COMMON    911312106    2232      38302   SH          DEFINED      8     38302       0        0
UNITED PARCEL SERVICE INC         COMMON    911312106    2704      46400   SH          DEFINED    8,14    46400       0        0
UNITED PARCEL SERVICE INC         COMMON    911312106     449      7700    SH          DEFINED    9,14      0         0      7700
UNITED RENTALS INC                COMMON    911363109    1937     195100   SH          DEFINED     14     129900      0      36900
UNITED RENTALS INC                COMMON    911363109     316      31848   SH          DEFINED     20     31848       0        0
UNITED RENTALS INC                COMMON    911363109     18       1837    SH          DEFINED     21      1837       0        0
UNITED SECURITY BANCSHARES        COMMON    911459105     91       5314    SH          DEFINED     20      5314       0        0
UNITED STATES LIME & MINERAL      COMMON    911922102      1        15     SH          DEFINED     20       15        0        0
UNITED STATES STEEL CORP          COMMON    912909108    16293    281733   SH          DEFINED      1     281733      0        0
UNITED STATES STEEL CORP          COMMON    912909108      2        27     SH          DEFINED     19       0         0       27
UNITED STATES STEEL CORP          COMMON    912909108     873      15096   SH          DEFINED      2     15096       0        0
UNITED STATES STEEL CORP          COMMON    912909108    1409      24366   SH          DEFINED     20     24366       0        0
UNITED STATES STEEL CORP          COMMON    912909108     71       1236    SH          DEFINED     21      1236       0        0
UNITED STATES STEEL CORP          COMMON    912909108     208      3603    SH          DEFINED      5      3101       0       502
UNITED STATES STEEL CORP          COMMON    912909108     172      2975    SH          DEFINED      7      2975       0        0
UNITED STATES STEEL CORP          COMMON    912909108    14751    255083   SH          DEFINED      8     255083      0        0
UNITED STATES STEEL CORP          COMMON    912909108     58       1003    SH          DEFINED     8,2     1003       0        0
UNITED STATIONERS INC             COMMON    913004107    5329      90398   SH          DEFINED     20     90398       0        0
UNITED STATIONERS INC             COMMON    913004107     107      1810    SH          DEFINED     21      1810       0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109   238281    3376996  SH          DEFINED      1    3376996      0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109    5595      79300   SH          DEFINED    1,14    79300       0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109     762      10800   SH          DEFINED     10     10800       0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109    1058      15000   SH          DEFINED    10,14   15000       0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109     382      5407    SH          DEFINED     11      5407       0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109     49        700    SH          DEFINED     13      700        0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109    82146    1164199  SH          DEFINED     14     865949      0     275350
UNITED TECHNOLOGIES CORP          COMMON    913017109    1877      26600   SH          DEFINED    14,13     0         0      26600
UNITED TECHNOLOGIES CORP          COMMON    913017109    7804     110600   SH          DEFINED    14,7      0         0     110600
UNITED TECHNOLOGIES CORP          COMMON    913017109     656      9300    SH          DEFINED    17,14     0         0       700
UNITED TECHNOLOGIES CORP          COMMON    913017109    37381    529774   SH          DEFINED     19     89415       0     440359
UNITED TECHNOLOGIES CORP          COMMON    913017109    13655    193526   SH          DEFINED      2     193526      0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109    15906    225419   SH          DEFINED     20     225419      0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109     117      1665    SH          DEFINED     21      1665       0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109    13082    185400   SH          DEFINED      3     185400      0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109     34        481    SH          DEFINED      4      481        0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109    20663    292847   SH          DEFINED      5     250949      0      41898
UNITED TECHNOLOGIES CORP          COMMON    913017109    4227      59900   SH          DEFINED    5,14    59900       0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109     819      11602   SH          DEFINED      6     11602       0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109    1017      14418   SH          DEFINED      7     14418       0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109    25130    356154   SH          DEFINED      8     324830    31324      0
UNITED TECHNOLOGIES CORP          COMMON    913017109    7712     109300   SH          DEFINED    8,14    109300      0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109     279      3958    SH          DEFINED     8,2     3958       0        0
UNITED TECHNOLOGIES CORP          COMMON    913017109     882      12500   SH          DEFINED    9,14      0         0      12500
UNITED THERAPEUTICS CORP          COMMON    91307C102    56711    1064601  SH          DEFINED      1    1064601      0        0
UNITED THERAPEUTICS CORP          COMMON    91307C102     245      4600    SH          DEFINED     15      4600       0        0
UNITED THERAPEUTICS CORP          COMMON    91307C102    2142      40208   SH          DEFINED    17,1      0         0      40208
UNITED THERAPEUTICS CORP          COMMON    91307C102    15635    293508   SH          DEFINED      2     253613      0      39895
UNITED THERAPEUTICS CORP          COMMON    91307C102     182      3415    SH          DEFINED     20      3415       0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102   204594    6499176  SH          DEFINED      1    6499176      0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    6463     205300   SH          DEFINED    1,14    205300      0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    7083     225000   SH          DEFINED     1,3    225000      0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    1291      41000   SH          DEFINED     10     41000       0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    1568      49800   SH          DEFINED    10,14   49800       0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102     285      9040    SH          DEFINED     11      9040       0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102     82       2600    SH          DEFINED     13      2600       0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102   122282    3884428  SH          DEFINED     14    2643478      0     1061250
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    3183     101100   SH          DEFINED    14,13     0         0     101100
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    7168     227700   SH          DEFINED    14,7      0         0     227700
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102     623      19800   SH          DEFINED    17,14     0         0      2600
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    1470      46700   SH          DEFINED     18     46700       0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    11461    364071   SH          DEFINED     19     64412       0     299659
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    12753    405104   SH          DEFINED      2     405104      0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    17723    562977   SH          DEFINED     20     562977      0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102     207      6580    SH          DEFINED    20,14    6580       0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102     571      18131   SH          DEFINED     21     18131       0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    34260    1088300  SH          DEFINED      3    1088300      0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    2683      85228   SH          DEFINED      4     85228       0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    12452    395556   SH          DEFINED      5     315676      0      79880
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    7155     227300   SH          DEFINED    5,14    227300      0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    3372     107119   SH          DEFINED      7     107119      0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    4247     134915   SH          DEFINED      8     134915      0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    6762     214800   SH          DEFINED    8,14    214800      0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102     122      3863    SH          DEFINED     8,2     3863       0        0
UNITEDHEALTH GROUP INCORPORATE    COMMON    91324P102    1495      47500   SH          DEFINED    9,14      0         0      47500
UNITIL CORPORATION                COMMON    913259107     118      5264    SH          DEFINED     20      5264       0        0
UNITRIN INC                       COMMON    913275103     221      9690    SH          DEFINED     14      9390       0       300
UNITRIN INC                       COMMON    913275103     264      11570   SH          DEFINED     20     11570       0        0
UNITRIN INC                       COMMON    913275103     10        443    SH          DEFINED     21      443        0        0
UNITRIN INC                       COMMON    913275103     71       3119    SH          DEFINED      5      3000       0       119
UNIVERSAL AMER FINANCIAL CRP      COMMON    913377107     83       6908    SH          DEFINED     20      6908       0        0
UNIVERSAL AMER FINANCIAL CRP      COMMON    913377107      4        315    SH          DEFINED     21      315        0        0
UNIVERSAL CORP-VA                 COMMON    913456109    1054      21600   SH          DEFINED     14     15600       0      3500
UNIVERSAL CORP-VA                 COMMON    913456109     405      8300    SH          DEFINED     19       0         0      8300
UNIVERSAL CORP-VA                 COMMON    913456109    3816      78173   SH          DEFINED     20     78173       0        0
UNIVERSAL CORP-VA                 COMMON    913456109      5        100    SH          DEFINED     21      100        0        0
UNIVERSAL CORP-VA                 COMMON    913456109     39        800    SH          DEFINED    5,14     800        0        0
UNIVERSAL DISPLAY CORP            COMMON    91347P105    20149    1489235  SH          DEFINED     20    1489235      0        0
UNIVERSAL DISPLAY CORP            COMMON    91347P105     40       2940    SH          DEFINED     21      2940       0        0
UNIVERSAL ELECTRONICS INC         COMMON    913483103     39       1661    SH          DEFINED     20      1661       0        0
UNIVERSAL FST PRODS INC           COMMON    913543104    5588     152100   SH          DEFINED     14     64900       0      87200
UNIVERSAL FST PRODS INC           COMMON    913543104    1834      49923   SH          DEFINED     20     49923       0        0
UNIVERSAL FST PRODS INC           COMMON    913543104     13        350    SH          DEFINED      5       0         0       350
UNIVERSAL FST PRODS INC           COMMON    913543104     481      13100   SH          DEFINED    5,14    13100       0        0
UNIVERSAL FST PRODS INC           COMMON    913543104    1201      32700   SH          DEFINED      8     32700       0        0
UNIVERSAL FST PRODS INC           COMMON    913543104     342      9300    SH          DEFINED    8,17     9300       0        0
UNIVERSAL HEALTH RLTY INCM TR     COMMON    91359E105    4773     148929   SH          DEFINED      1     148929      0        0
UNIVERSAL HEALTH RLTY INCM TR     COMMON    91359E105    2165      67553   SH          DEFINED      2     27859       0      39694
UNIVERSAL HEALTH RLTY INCM TR     COMMON    91359E105     51       1581    SH          DEFINED     20      1581       0        0
UNIVERSAL HLTH SVCS INC           COMMON    913903100    7578     245232   SH          DEFINED      1     245232      0        0
UNIVERSAL HLTH SVCS INC           COMMON    913903100    3460     111962   SH          DEFINED      2     47872       0      64090
UNIVERSAL HLTH SVCS INC           COMMON    913903100    2417      78227   SH          DEFINED     20     78227       0        0
UNIVERSAL HLTH SVCS INC           COMMON    913903100      7        236    SH          DEFINED     21      236        0        0
UNIVERSAL INSURANCE HOLDINGS      COMMON    91359V107     146      23400   SH          DEFINED     20     23400       0        0
UNIVERSAL INSURANCE HOLDINGS      COMMON    91359V107    3944     631000   SH          DEFINED      5     631000      0        0
UNIVERSAL STAINLESS & ALLOY       COMMON    913837100     48       2454    SH          DEFINED     20      2454       0        0
UNIVERSAL TECHNICAL INSTITUT      COMMON    913915104     54       2706    SH          DEFINED     20      2706       0        0
UNIVERSAL TECHNICAL INSTITUT      COMMON    913915104     52       2575    SH          DEFINED      5       0         0      2575
UNIVERSAL TRAVEL GROUP            COMMON    91388Q202     458      45215   SH          DEFINED     20     45215       0        0
UNIVERSAL TRUCKLOAD SERVICES      COMMON    91388P105     58       3206    SH          DEFINED     20      3206       0        0
UNIVEST CORP OF PENNSYLVANIA      COMMON    915271100     33       1949    SH          DEFINED     20      1949       0        0
UNUM GROUP                        COMMON    91529Y106     59       2900    SH          DEFINED    1,14     2900       0        0
UNUM GROUP                        COMMON    91529Y106    5766     285000   SH          DEFINED     1,3    285000      0        0
UNUM GROUP                        COMMON    91529Y106     129      6400    SH          DEFINED    10,14    6400       0        0
UNUM GROUP                        COMMON    91529Y106    1356      67020   SH          DEFINED     14     58520       0      6200
UNUM GROUP                        COMMON    91529Y106    1012      50000   SH          DEFINED    14,7      0         0      50000
UNUM GROUP                        COMMON    91529Y106     111      5480    SH          DEFINED     19      835        0      4645
UNUM GROUP                        COMMON    91529Y106     728      35999   SH          DEFINED     20     35999       0        0
UNUM GROUP                        COMMON    91529Y106     41       2041    SH          DEFINED     21      2041       0        0
UNUM GROUP                        COMMON    91529Y106     50       2463    SH          DEFINED      5      1750       0       713
UNUM GROUP                        COMMON    91529Y106     517      25548   SH          DEFINED      7     25548       0        0
UNUM GROUP                        COMMON    91529Y106     483      23900   SH          DEFINED    8,14    23900       0        0
UQM TECHNOLOGIES INC              COMMON    903213106    19737    2881320  SH          DEFINED     20    2881320      0        0
URBAN OUTFITTERS INC              COMMON    917047102     14        405    SH          DEFINED     19       0         0       405
URBAN OUTFITTERS INC              COMMON    917047102    72526    2039545  SH          DEFINED     20    2039545      0        0
URBAN OUTFITTERS INC              COMMON    917047102    2412      67820   SH          DEFINED     21     67820       0        0
URBAN OUTFITTERS INC              COMMON    917047102    1175      33055   SH          DEFINED      5       0         0      33055
URBAN OUTFITTERS INC              COMMON    917047102     114      3200    SH          DEFINED      7      3200       0        0
URS CORP                          COMMON    903236107    17265    374511   SH          DEFINED      1     374511      0        0
URS CORP                          COMMON    903236107    2500      54239   SH          DEFINED     19      7171       0      47068
URS CORP                          COMMON    903236107    9809     212767   SH          DEFINED      2     212767      0        0
URS CORP                          COMMON    903236107    73790    1600640  SH          DEFINED     20    1600640      0        0
URS CORP                          COMMON    903236107     10        216    SH          DEFINED     21      216        0        0
URS CORP                          COMMON    903236107     15        327    SH          DEFINED      4      327        0        0
URS CORP                          COMMON    903236107    4138      89751   SH          DEFINED      5     74801       0      14950
URSTADT BIDDLE CLASS A            COMMON    917286205    2287     149800   SH          DEFINED     14     26600       0     123200
URSTADT BIDDLE CLASS A            COMMON    917286205     58       3829    SH          DEFINED     20      3829       0        0
URSTADT BIDDLE CLASS A            COMMON    917286205     214      14000   SH          DEFINED      5       0         0      14000
URSTADT BIDDLE CLASS A            COMMON    917286205     84       5500    SH          DEFINED    5,14     5500       0        0
URSTADT BIDDLE CLASS A            COMMON    917286205     40       2600    SH          DEFINED      8      2600       0        0
URSTADT BIDDLE CLASS A            COMMON    917286205     11        700    SH          DEFINED    8,17     700        0        0
URSTADT BIDDLE PPTYS INS          COMMON    917286106      3        217    SH          DEFINED     20      217        0        0
US AIRWAYS GROUP INC              COMMON    90341W108     74       13970   SH          DEFINED     20     13970       0        0
US AIRWAYS GROUP INC              COMMON    90341W108      5        960    SH          DEFINED     21      960        0        0
US BANCORP                        COMMON    902973304    73844    3147645  SH          DEFINED      1    3147645      0        0
US BANCORP                        COMMON    902973304     518      22100   SH          DEFINED     10     22100       0        0
US BANCORP                        COMMON    902973304     760      32400   SH          DEFINED    10,14   32400       0        0
US BANCORP                        COMMON    902973304     52       2200    SH          DEFINED     13      2200       0        0
US BANCORP                        COMMON    902973304    50685    2160500  SH          DEFINED     14    1578400      0     527500
US BANCORP                        COMMON    902973304    1269      54100   SH          DEFINED    14,13     0         0      54100
US BANCORP                        COMMON    902973304    5490     234000   SH          DEFINED    14,7      0         0     234000
US BANCORP                        COMMON    902973304     399      17000   SH          DEFINED    17,14     0         0      2200
US BANCORP                        COMMON    902973304     267      11370   SH          DEFINED     18     11370       0        0
US BANCORP                        COMMON    902973304    1493      63623   SH          DEFINED     19     18211       0      45412
US BANCORP                        COMMON    902973304    15680    668374   SH          DEFINED     20     668374      0        0
US BANCORP                        COMMON    902973304     147      6262    SH          DEFINED     21      6262       0        0
US BANCORP                        COMMON    902973304      5        228    SH          DEFINED      4      228        0        0
US BANCORP                        COMMON    902973304     412      17546   SH          DEFINED      5     15221       0      2325
US BANCORP                        COMMON    902973304    2862     122000   SH          DEFINED    5,14    122000      0        0
US BANCORP                        COMMON    902973304    2001      85310   SH          DEFINED      7     85310       0        0
US BANCORP                        COMMON    902973304    4215     179680   SH          DEFINED      8     179680      0        0
US BANCORP                        COMMON    902973304    3789     161500   SH          DEFINED    8,14    161500      0        0
US BANCORP                        COMMON    902973304     598      25500   SH          DEFINED    9,14      0         0      25500
US CELLULAR CORP                  COMMON    911684108    2073      49400   SH          DEFINED     14     35100       0      8000
US CELLULAR CORP                  COMMON    911684108     97       2300    SH          DEFINED    14,7      0         0      2300
US CELLULAR CORP                  COMMON    911684108     122      2897    SH          DEFINED     20      2897       0        0
US CELLULAR CORP                  COMMON    911684108      7        167    SH          DEFINED     21      167        0        0
US CELLULAR CORP                  COMMON    911684108     197      4700    SH          DEFINED    8,14     4700       0        0
US GEOTHERMAL INC                 COMMON    90338S102    3840     2493722  SH          DEFINED     20    2493722      0        0
US GOLD CORP                      COMMON    912023207     104      40715   SH          DEFINED     20     40715       0        0
US NATURAL GAS FUND LP            COMMON    912318102     39       3850    SH          DEFINED     19      350        0      3500
US PHYSICAL THERAPY INC           COMMON    90337L108     372      23400   SH          DEFINED     14     11500       0      11900
US PHYSICAL THERAPY INC           COMMON    90337L108      1        90     SH          DEFINED     20       90        0        0
US PHYSICAL THERAPY INC           COMMON    90337L108     30       1900    SH          DEFINED    5,14     1900       0        0
US PHYSICAL THERAPY INC           COMMON    90337L108     99       6200    SH          DEFINED      8      6200       0        0
US PHYSICAL THERAPY INC           COMMON    90337L108     29       1800    SH          DEFINED    8,17     1800       0        0
USA MOBILITY INC                  COMMON    90341G103     250      22100   SH          DEFINED      1     22100       0        0
USA MOBILITY INC                  COMMON    90341G103    5435     480100   SH          DEFINED     14     243600      0     236500
USA MOBILITY INC                  COMMON    90341G103     263      23204   SH          DEFINED     20     23204       0        0
USA MOBILITY INC                  COMMON    90341G103     534      47200   SH          DEFINED    5,14    47200       0        0
USA MOBILITY INC                  COMMON    90341G103     731      64600   SH          DEFINED      8     64600       0        0
USA MOBILITY INC                  COMMON    90341G103     208      18400   SH          DEFINED    8,17    18400       0        0
USA TRUCK INC                     COMMON    902925106     26       2034    SH          DEFINED     20      2034       0        0
USANA HEALTH SCIENCES INC         COMMON    90328M107     195      6100    SH          DEFINED     14      1200       0      4900
USANA HEALTH SCIENCES INC         COMMON    90328M107    2250      70407   SH          DEFINED     20     70407       0        0
USANA HEALTH SCIENCES INC         COMMON    90328M107     118      3697    SH          DEFINED     21      3697       0        0
USANA HEALTH SCIENCES INC         COMMON    90328M107     22        700    SH          DEFINED    5,14     700        0        0
USEC INC                          COMMON    90333E108    1974     477879   SH          DEFINED     20     477879      0        0
USEC INC                          COMMON    90333E108      2        524    SH          DEFINED     21      524        0        0
USG CORP                          COMMON    903293405     222      14961   SH          DEFINED     20     14961       0        0
USG CORP                          COMMON    903293405     13        884    SH          DEFINED     21      884        0        0
USG CORP                          COMMON    903293405     23       1570    SH          DEFINED      5      1500       0       70
U-STORE-IT TRUST                  COMMON    91274F104    3892     531000   SH          DEFINED     14     328200      0     202800
U-STORE-IT TRUST                  COMMON    91274F104     437      59576   SH          DEFINED     20     59576       0        0
U-STORE-IT TRUST                  COMMON    91274F104     41       5650    SH          DEFINED    20,14    5650       0        0
U-STORE-IT TRUST                  COMMON    91274F104     413      56300   SH          DEFINED    5,14    56300       0        0
U-STORE-IT TRUST                  COMMON    91274F104     210      28600   SH          DEFINED      8     28600       0        0
U-STORE-IT TRUST                  COMMON    91274F104     59       8100    SH          DEFINED    8,17     8100       0        0
UTI WORLDWIDE INC                 COMMON    G87210103    10073    681037   SH          DEFINED      1     681037      0        0
UTI WORLDWIDE INC                 COMMON    G87210103    1157      78200   SH          DEFINED     14     48000       0      16100
UTI WORLDWIDE INC                 COMMON    G87210103    1615     109194   SH          DEFINED      2       0         0     109194
UTI WORLDWIDE INC                 COMMON    G87210103     49       3288    SH          DEFINED     20      3288       0        0
UTI WORLDWIDE INC                 COMMON    G87210103      3        203    SH          DEFINED     21      203        0        0
UTILITIES SELECT SECTOR SPDR E    COMMON    81369Y886     112      3600    SH          DEFINED     19       0         0      3600
UTSTARCOM INC                     COMMON    918076100    1098     488000   SH          DEFINED     14     277300      0     210700
UTSTARCOM INC                     COMMON    918076100    1081     480382   SH          DEFINED     20     480382      0        0
UTSTARCOM INC                     COMMON    918076100     131      58100   SH          DEFINED    5,14    58100       0        0
VAALCO ENERGY INC                 COMMON    91851C201     920     201700   SH          DEFINED     14     76300       0     125400
VAALCO ENERGY INC                 COMMON    91851C201     23       4991    SH          DEFINED     20      4991       0        0
VAALCO ENERGY INC                 COMMON    91851C201     95       20900   SH          DEFINED    5,14    20900       0        0
VAALCO ENERGY INC                 COMMON    91851C201     70       15300   SH          DEFINED      8     15300       0        0
VAALCO ENERGY INC                 COMMON    91851C201     19       4100    SH          DEFINED    8,17     4100       0        0
VAIL RESORTS INC                  COMMON    91879Q109     249      6817    SH          DEFINED     20      6817       0        0
VAIL RESORTS INC                  COMMON    91879Q109      7        200    SH          DEFINED      5      200        0        0
VALASSIS COMMUNICATIONS INC       COMMON    918866104    4811     236400   SH          DEFINED     14     110800      0     125600
VALASSIS COMMUNICATIONS INC       COMMON    918866104    4373     214868   SH          DEFINED     20     214868      0        0
VALASSIS COMMUNICATIONS INC       COMMON    918866104     452      22200   SH          DEFINED    5,14    22200       0        0
VALASSIS COMMUNICATIONS INC       COMMON    918866104     792      38900   SH          DEFINED      8     38900       0        0
VALASSIS COMMUNICATIONS INC       COMMON    918866104     226      11100   SH          DEFINED    8,17    11100       0        0
VALE CAPITAL LTD CVT PFD 5.50     CONVERT   91912C208     54       1000    SH          DEFINED     19       0         0      1000
VALE CAPITAL LTD CVT PFD 5.50     CONVERT   91912C208      3        55     SH          DEFINED      5       55        0        0
VALE SA-SP ADR                    COMMON    91912E105     717      23466   SH          DEFINED    1,11    23466       0        0
VALE SA-SP ADR                    COMMON    91912E105    9426     308340   SH          DEFINED     11     22490       0     285850
VALE SA-SP ADR                    COMMON    91912E105    3253     106418   SH          DEFINED     14     106418      0        0
VALE SA-SP ADR                    COMMON    91912E105     63       2050    SH          DEFINED     19      850        0      1200
VALE SA-SP ADR                    COMMON    91912E105    39178    1281578  SH          DEFINED     20    1281578      0        0
VALE SA-SP ADR                    COMMON    91912E105    13016    425783   SH          DEFINED      3     425783      0        0
VALE SA-SP ADR                    COMMON    91912E105      6        195    SH          DEFINED      4      195        0        0
VALE SA-SP ADR                    COMMON    91912E105     832      27220   SH          DEFINED      5     21370       0      5850
VALE SA-SP ADR                    COMMON    91912E105    6905     225879   SH          DEFINED    5,11    225879      0        0
VALE SA-SP ADR                    COMMON    91912E105    78033    2552600  SH          DEFINED      8    2552600      0        0
VALE SA-SP ADR                    COMMON    91912E105    2987      97700   SH          DEFINED    8,14    97700       0        0
VALE SA-SP ADR                    COMMON    91912E105    4769     156000   SH          DEFINED    8,17    156000      0        0
VALE SA-SP PREF ADR               COMMON    91912E204      1        30     SH          DEFINED     11       30        0        0
VALE SA-SP PREF ADR               COMMON    91912E204     182      7000    SH          DEFINED     19      5000       0      2000
VALE SA-SP PREF ADR               COMMON    91912E204    41536    1598145  SH          DEFINED     20    1598145      0        0
VALEANT PHARMACEUTICALS           COMMON    91911X104    3570     113300   SH          DEFINED      1     113300      0        0
VALEANT PHARMACEUTICALS           COMMON    91911X104    1443      45800   SH          DEFINED    1,14    45800       0        0
VALEANT PHARMACEUTICALS           COMMON    91911X104    3255     103300   SH          DEFINED     1,8    103300      0        0
VALEANT PHARMACEUTICALS           COMMON    91911X104     398      12627   SH          DEFINED     11     12627       0        0
VALEANT PHARMACEUTICALS           COMMON    91911X104     255      8100    SH          DEFINED     13      8100       0        0
VALEANT PHARMACEUTICALS           COMMON    91911X104    21172    671927   SH          DEFINED     14     471627      0     166400
VALEANT PHARMACEUTICALS           COMMON    91911X104     939      29800   SH          DEFINED    14,7      0         0      29800
VALEANT PHARMACEUTICALS           COMMON    91911X104     906      28746   SH          DEFINED     16     28746       0        0
VALEANT PHARMACEUTICALS           COMMON    91911X104     993      31500   SH          DEFINED     18     31500       0        0
VALEANT PHARMACEUTICALS           COMMON    91911X104    2664      84536   SH          DEFINED     20     84536       0        0
VALEANT PHARMACEUTICALS           COMMON    91911X104     588      18650   SH          DEFINED      5       0         0      18650
VALEANT PHARMACEUTICALS           COMMON    91911X104     734      23300   SH          DEFINED    5,14    23300       0        0
VALEANT PHARMACEUTICALS           COMMON    91911X104     944      29951   SH          DEFINED      7     29951       0        0
VALEANT PHARMACEUTICALS           COMMON    91911X104    17882    567500   SH          DEFINED      8     567500      0        0
VALEANT PHARMACEUTICALS           COMMON    91911X104     302      9600    SH          DEFINED    8,17     9600       0        0
VALEANT PHARMACEUTICALS           COMMON    91911X104    1371      43500   SH          DEFINED      9     43500       0        0
VALENCE TECHNOLOGY INC (COMPLI    COMMON    918914102    3932     4306154  SH          DEFINED     20    4306154      0        0
VALERO ENERGY CORP                COMMON    91913Y100    40296    2195960  SH          DEFINED      1    2195960      0        0
VALERO ENERGY CORP                COMMON    91913Y100    20643    1124984  SH          DEFINED     11     269174      0     855810
VALERO ENERGY CORP                COMMON    91913Y100    2349     128000   SH          DEFINED    13,2      0         0     128000
VALERO ENERGY CORP                COMMON    91913Y100     465      25367   SH          DEFINED     14     25367       0        0
VALERO ENERGY CORP                COMMON    91913Y100     27       1472    SH          DEFINED    16,11    1472       0        0
VALERO ENERGY CORP                COMMON    91913Y100    2652     144523   SH          DEFINED    16,14   119586      0      24937
VALERO ENERGY CORP                COMMON    91913Y100      9        515    SH          DEFINED     19      135        0       380
VALERO ENERGY CORP                COMMON    91913Y100    1387      75585   SH          DEFINED     20     75585       0        0
VALERO ENERGY CORP                COMMON    91913Y100     67       3625    SH          DEFINED     21      3625       0        0
VALERO ENERGY CORP                COMMON    91913Y100     126      6856    SH          DEFINED      3      6856       0        0
VALERO ENERGY CORP                COMMON    91913Y100      2        93     SH          DEFINED      4       93        0        0
VALERO ENERGY CORP                COMMON    91913Y100      9        466    SH          DEFINED      5       30        0       436
VALERO ENERGY CORP                COMMON    91913Y100     172      9400    SH          DEFINED      7      9400       0        0
VALHI INC                         COMMON    918905100     27       1883    SH          DEFINED     20      1883       0        0
VALIDUS HOLDINGS LTD              COMMON    G9319H102     173      6480    SH          DEFINED     20      6480       0        0
VALIDUS HOLDINGS LTD              COMMON    G9319H102      5        203    SH          DEFINED     21      203        0        0
VALIDUS HOLDINGS LTD              COMMON    G9319H102      4        138    SH          DEFINED      5       0         0       138
VALLEY NATL BANCORP               COMMON    919794107     44       3160    SH          DEFINED     14      2660       0       500
VALLEY NATL BANCORP               COMMON    919794107     131      9411    SH          DEFINED     20      9411       0        0
VALLEY NATL BANCORP               COMMON    919794107      4        297    SH          DEFINED     21      297        0        0
VALLEY NATL BANCORP               COMMON    919794107     688      49240   SH          DEFINED      5     49240       0        0
VALMONT INDUSTRIES                COMMON    920253101    18382    232415   SH          DEFINED      1     232415      0        0
VALMONT INDUSTRIES                COMMON    920253101    3505      44313   SH          DEFINED      2     22053       0      22260
VALMONT INDUSTRIES                COMMON    920253101    83386    1054314  SH          DEFINED     20    1054314      0        0
VALMONT INDUSTRIES                COMMON    920253101     341      4311    SH          DEFINED     21      4311       0        0
VALMONT INDUSTRIES                COMMON    920253101     29        372    SH          DEFINED     8,2     372        0        0
VALSPAR CORP                      COMMON    920355104     677      23710   SH          DEFINED     14     21510       0       300
VALSPAR CORP                      COMMON    920355104     41       1450    SH          DEFINED     19       0         0      1450
VALSPAR CORP                      COMMON    920355104    1949      68251   SH          DEFINED     20     68251       0        0
VALSPAR CORP                      COMMON    920355104      7        240    SH          DEFINED     21      240        0        0
VALSPAR CORP                      COMMON    920355104     446      15605   SH          DEFINED      5      2615       0      12990
VALUECLICK INC                    COMMON    92046N102    6616     625900   SH          DEFINED     14     445400      0     121700
VALUECLICK INC                    COMMON    92046N102     153      14500   SH          DEFINED    14,7      0         0      14500
VALUECLICK INC                    COMMON    92046N102     258      24414   SH          DEFINED     20     24414       0        0
VALUECLICK INC                    COMMON    92046N102     54       5100    SH          DEFINED    5,14     5100       0        0
VALUECLICK INC                    COMMON    92046N102     249      23600   SH          DEFINED      8     23600       0        0
VALUEVISION MEDIA INC             COMMON    92047K107     772     154066   SH          DEFINED     20     154066      0        0
VANCEINFO TECHNOLOGIES INC ADR    COMMON    921564100    1789      93130   SH          DEFINED     20     93130       0        0
VANDA PHARMACEUTICALS INC         COMMON    921659108     117      10331   SH          DEFINED     20     10331       0        0
VANGUARD DIVIDEND APPREC ETF      COMMON    921908844      8        175    SH          DEFINED      5       0         0       175
VANGUARD EMERG MARKET ETF         COMMON    922042858     768      18731   SH          DEFINED     19       0         0      18731
VANGUARD EMERG MARKET ETF         COMMON    922042858    1531      37347   SH          DEFINED     20     37347       0        0
VANGUARD EMERG MARKET ETF         COMMON    922042858     42       1019    SH          DEFINED      4      1019       0        0
VANGUARD EMERG MARKET ETF         COMMON    922042858    4313     105198   SH          DEFINED      5     73630       0      31568
VANGUARD EUROPE PACIFIC ETF       COMMON    921943858    2170      63450   SH          DEFINED     19     20000       0      43450
VANGUARD EUROPE PACIFIC ETF       COMMON    921943858    1343      39256   SH          DEFINED     20     39256       0        0
VANGUARD EUROPE PACIFIC ETF       COMMON    921943858    4065     118865   SH          DEFINED      5     111890      0      6975
VANGUARD EUROPEAN ETF             COMMON    922042874     132      2724    SH          DEFINED     19       0         0      2724
VANGUARD EUROPEAN ETF             COMMON    922042874    1501      30964   SH          DEFINED     20     30964       0        0
VANGUARD EUROPEAN ETF             COMMON    922042874     23        480    SH          DEFINED      5      480        0        0
VANGUARD FINANCIALS ETF           COMMON    92204A405      9        300    SH          DEFINED     19       0         0       300
VANGUARD FTSE ALL-WORLD EX-U E    COMMON    922042775    9416     215913   SH          DEFINED     19       0         0     215913
VANGUARD GROWTH ETF               COMMON    922908736     941      17725   SH          DEFINED     19       0         0      17725
VANGUARD GROWTH ETF               COMMON    922908736     44        835    SH          DEFINED      4      835        0        0
VANGUARD GROWTH ETF               COMMON    922908736     72       1365    SH          DEFINED      5      515        0       850
VANGUARD HIGH DVD YIELD ETF       COMMON    921946406     152      4000    SH          DEFINED     19       0         0      4000
VANGUARD INFO TECH ETF            COMMON    92204A702     41        750    SH          DEFINED     19       0         0       750
VANGUARD LARGE-CAP ETF            COMMON    922908637     60       1175    SH          DEFINED      5       0         0      1175
VANGUARD MEGA CAP 300 ETF         COMMON    921910873     80       2083    SH          DEFINED      5       0         0      2083
VANGUARD MID-CAP GROWTH INDE E    COMMON    922908538     89       1843    SH          DEFINED     19       0         0      1843
VANGUARD MID-CAP GROWTH INDE E    COMMON    922908538     40        834    SH          DEFINED      4      834        0        0
VANGUARD MID-CAP VALUE INDEX E    COMMON    922908512     82       1859    SH          DEFINED     19       0         0      1859
VANGUARD PACIFIC ETF              COMMON    922042866     164      3192    SH          DEFINED     19       0         0      3192
VANGUARD REIT ETF                 COMMON    922908553    1253      28000   SH          DEFINED     19      800        0      27200
VANGUARD SHORT-TERM BOND ETF      COMMON    921937827     50        625    SH          DEFINED     19      625        0        0
VANGUARD SHORT-TERM BOND ETF      COMMON    921937827     50        629    SH          DEFINED     20      629        0        0
VANGUARD SHORT-TERM BOND ETF      COMMON    921937827     119      1500    SH          DEFINED      5      1500       0        0
VANGUARD SMALL-CAP ETF            COMMON    922908751     918      16000   SH          DEFINED     19       0         0      16000
VANGUARD SMALL-CAP GR ETF         COMMON    922908595     98       1641    SH          DEFINED     19       0         0      1641
VANGUARD SMALL-CAP VA ETF         COMMON    922908611     76       1392    SH          DEFINED     19       0         0      1392
VANGUARD SMALL-CAP VA ETF         COMMON    922908611     38        706    SH          DEFINED      4      706        0        0
VANGUARD TOT WORLD STK ETF        COMMON    922042742     379      8800    SH          DEFINED     19       0         0      8800
VANGUARD TOT WORLD STK ETF        COMMON    922042742     297      6896    SH          DEFINED      5      6896       0        0
VANGUARD TOTAL BOND MARKET ETF    COMMON    921937835     126      1600    SH          DEFINED      5      1600       0        0
VANGUARD TOTL STCK MK ETF         COMMON    922908769     121      2150    SH          DEFINED     19       0         0      2150
VANGUARD TOTL STCK MK ETF         COMMON    922908769     491      8711    SH          DEFINED      5      7700       0      1011
VANGUARD UTILITIES ETF            COMMON    92204A876     13        200    SH          DEFINED     19       0         0       200
VANGUARD VALUE ETF                COMMON    922908744     774      16212   SH          DEFINED     19       0         0      16212
VANGUARD VALUE ETF                COMMON    922908744     51       1075    SH          DEFINED      5       0         0      1075
VARIAN INC                        COMMON    922206107     227      4393    SH          DEFINED     20      4393       0        0
VARIAN MEDICAL SYSTEMS INC        COMMON    92220P105    82907    1733009  SH          DEFINED      1    1733009      0        0
VARIAN MEDICAL SYSTEMS INC        COMMON    92220P105      1        15     SH          DEFINED     11       15        0        0
VARIAN MEDICAL SYSTEMS INC        COMMON    92220P105    2469      51616   SH          DEFINED    17,1      0         0      51616
VARIAN MEDICAL SYSTEMS INC        COMMON    92220P105     82       1724    SH          DEFINED     19      1500       0       224
VARIAN MEDICAL SYSTEMS INC        COMMON    92220P105     969      20256   SH          DEFINED      2     20256       0        0
VARIAN MEDICAL SYSTEMS INC        COMMON    92220P105     178      3725    SH          DEFINED     20      3725       0        0
VARIAN MEDICAL SYSTEMS INC        COMMON    92220P105      5        104    SH          DEFINED     21      104        0        0
VARIAN MEDICAL SYSTEMS INC        COMMON    92220P105    11552    241475   SH          DEFINED      4     241475      0        0
VARIAN MEDICAL SYSTEMS INC        COMMON    92220P105     177      3704    SH          DEFINED      5      3600       0       104
VARIAN MEDICAL SYSTEMS INC        COMMON    92220P105     140      2918    SH          DEFINED      7      2918       0        0
VARIAN MEDICAL SYSTEMS INC        COMMON    92220P105     64       1347    SH          DEFINED     8,2     1347       0        0
VARIAN SEMICONDUCTOR EQUIPMENT    COMMON    922207105     163      4489    SH          DEFINED      2      4489       0        0
VARIAN SEMICONDUCTOR EQUIPMENT    COMMON    922207105     203      5605    SH          DEFINED     20      5605       0        0
VASCO DATA SECURITY INTL          COMMON    92230Y104      1        217    SH          DEFINED     20      217        0        0
VASCULAR SOLUTIONS INC            COMMON    92231M109     91       10864   SH          DEFINED     20     10864       0        0
VCA ANTECH INC                    COMMON    918194101    32852    1278269  SH          DEFINED      1    1278269      0        0
VCA ANTECH INC                    COMMON    918194101     46       1800    SH          DEFINED     19      1800       0        0
VCA ANTECH INC                    COMMON    918194101    11956    465195   SH          DEFINED      2     408187      0      57008
VCA ANTECH INC                    COMMON    918194101     145      5654    SH          DEFINED     20      5654       0        0
VECTOR GROUP LTD                  COMMON    92240M108    5430     385665   SH          DEFINED     20     385665      0        0
VECTREN CORPORATION               COMMON    92240G101     132      5433    SH          DEFINED     19       0         0      5433
VECTREN CORPORATION               COMMON    92240G101    3488     143719   SH          DEFINED     20     143719      0        0
VECTREN CORPORATION               COMMON    92240G101      5        190    SH          DEFINED     21      190        0        0
VEECO INSTRS INC DEL              COMMON    922417100    1265      36000   SH          DEFINED     15     36000       0        0
VEECO INSTRS INC DEL              COMMON    922417100    5068     144272   SH          DEFINED     20     144272      0        0
VENOCO INC                        COMMON    92275P307     837      59500   SH          DEFINED     14     17800       0      41700
VENOCO INC                        COMMON    92275P307    2484     176537   SH          DEFINED     20     176537      0        0
VENOCO INC                        COMMON    92275P307     98       7000    SH          DEFINED    5,14     7000       0        0
VENTAS INC                        COMMON    92276F100    1861      42728   SH          DEFINED      1     42728       0        0
VENTAS INC                        COMMON    92276F100    5953     136662   SH          DEFINED    1,11      0         0     136662
VENTAS INC                        COMMON    92276F100    68919    1582160  SH          DEFINED    1,14   1582160      0        0
VENTAS INC                        COMMON    92276F100     126      2900    SH          DEFINED     11      2900       0        0
VENTAS INC                        COMMON    92276F100   159955    3672062  SH          DEFINED     14    1801635      0     1717227
VENTAS INC                        COMMON    92276F100    2744      63000   SH          DEFINED    16,14   63000       0        0
VENTAS INC                        COMMON    92276F100    8210     188474   SH          DEFINED     19     18525       0     169949
VENTAS INC                        COMMON    92276F100    5546     127330   SH          DEFINED    2,14    127330      0        0
VENTAS INC                        COMMON    92276F100    4825     110761   SH          DEFINED     20     110761      0        0
VENTAS INC                        COMMON    92276F100     405      9300    SH          DEFINED    20,14    9300       0        0
VENTAS INC                        COMMON    92276F100      9        202    SH          DEFINED     21      202        0        0
VENTAS INC                        COMMON    92276F100     418      9600    SH          DEFINED    3,14     9600       0        0
VENTAS INC                        COMMON    92276F100    6163     141483   SH          DEFINED      5     122723      0      18760
VENTAS INC                        COMMON    92276F100    13196    302948   SH          DEFINED    5,14    302948      0        0
VENTAS INC                        COMMON    92276F100     126      2900    SH          DEFINED    6,14     2900       0        0
VENTAS INC                        COMMON    92276F100    3464      79519   SH          DEFINED    8,14      0       79519      0
VEOLIA ENVIRONNEMENT-ADR          COMMON    92334N103    75009    2215279  SH          DEFINED     20    2215279      0        0
VERIFONE HOLDINGS INC             COMMON    92342Y109    12031    704800   SH          DEFINED      1     704800      0        0
VERIFONE HOLDINGS INC             COMMON    92342Y109    2236     131000   SH          DEFINED     14     58800       0      72200
VERIFONE HOLDINGS INC             COMMON    92342Y109     745      43673   SH          DEFINED    17,1    43673       0        0
VERIFONE HOLDINGS INC             COMMON    92342Y109    1293      75744   SH          DEFINED     20     75744       0        0
VERIFONE HOLDINGS INC             COMMON    92342Y109     58       3370    SH          DEFINED      5       0         0      3370
VERIFONE HOLDINGS INC             COMMON    92342Y109     239      14000   SH          DEFINED    5,14    14000       0        0
VERIFONE HOLDINGS INC             COMMON    92342Y109     171      10000   SH          DEFINED      8     10000       0        0
VERIFONE HOLDINGS INC             COMMON    92342Y109     48       2800    SH          DEFINED    8,17     2800       0        0
VERIGY LTD                        COMMON    Y93691106      3        192    SH          DEFINED     19       0         0       192
VERIGY LTD                        COMMON    Y93691106     160      12064   SH          DEFINED     20     12064       0        0
VERISIGN INC                      COMMON    92343E102    16220    648819   SH          DEFINED      1     648819      0        0
VERISIGN INC                      COMMON    92343E102      5        200    SH          DEFINED     14       0         0       200
VERISIGN INC                      COMMON    92343E102     113      4500    SH          DEFINED    14,7      0         0      4500
VERISIGN INC                      COMMON    92343E102     973      38908   SH          DEFINED    17,1    38908       0        0
VERISIGN INC                      COMMON    92343E102     654      26162   SH          DEFINED      2     26162       0        0
VERISIGN INC                      COMMON    92343E102    50077    2003078  SH          DEFINED     20    2003078      0        0
VERISIGN INC                      COMMON    92343E102    1850      74013   SH          DEFINED     21     74013       0        0
VERISIGN INC                      COMMON    92343E102     994      39741   SH          DEFINED      5       0         0      39741
VERISIGN INC                      COMMON    92343E102     44       1740    SH          DEFINED     8,2     1740       0        0
VERIZON COMMUNICATIONS            COMMON    92343V104    13785    413480   SH          DEFINED      1     413480      0        0
VERIZON COMMUNICATIONS            COMMON    92343V104    4698     140900   SH          DEFINED    1,14    140900      0        0
VERIZON COMMUNICATIONS            COMMON    92343V104     573      17200   SH          DEFINED     10     17200       0        0
VERIZON COMMUNICATIONS            COMMON    92343V104     683      20500   SH          DEFINED    10,14   20500       0        0
VERIZON COMMUNICATIONS            COMMON    92343V104     443      13282   SH          DEFINED     11     13282       0        0
VERIZON COMMUNICATIONS            COMMON    92343V104     10        300    SH          DEFINED     13      300        0        0
VERIZON COMMUNICATIONS            COMMON    92343V104    60069    1801722  SH          DEFINED     14    1284772      0     432950
VERIZON COMMUNICATIONS            COMMON    92343V104    1407      42200   SH          DEFINED    14,13     0         0      42200
VERIZON COMMUNICATIONS            COMMON    92343V104    6271     188100   SH          DEFINED    14,7      0         0     188100
VERIZON COMMUNICATIONS            COMMON    92343V104    1553      46593   SH          DEFINED     16     46593       0        0
VERIZON COMMUNICATIONS            COMMON    92343V104    4608     138202   SH          DEFINED    17,1    138202      0        0
VERIZON COMMUNICATIONS            COMMON    92343V104     443      13300   SH          DEFINED    17,14     0         0       300
VERIZON COMMUNICATIONS            COMMON    92343V104    15323    459592   SH          DEFINED     19     48125       0     411467
VERIZON COMMUNICATIONS            COMMON    92343V104    21619    648452   SH          DEFINED     20     648452      0        0
VERIZON COMMUNICATIONS            COMMON    92343V104     492      14748   SH          DEFINED     21     14748       0        0
VERIZON COMMUNICATIONS            COMMON    92343V104    10792    323688   SH          DEFINED      5     261981      0      61707
VERIZON COMMUNICATIONS            COMMON    92343V104    3161      94800   SH          DEFINED    5,14    94800       0        0
VERIZON COMMUNICATIONS            COMMON    92343V104     307      9200    SH          DEFINED      6      9200       0        0
VERIZON COMMUNICATIONS            COMMON    92343V104    4120     123575   SH          DEFINED      7     123575      0        0
VERIZON COMMUNICATIONS            COMMON    92343V104    6872     206112   SH          DEFINED      8     206112      0        0
VERIZON COMMUNICATIONS            COMMON    92343V104    3837     115100   SH          DEFINED    8,14    115100      0        0
VERIZON COMMUNICATIONS            COMMON    92343V104     663      19900   SH          DEFINED    9,14      0         0      19900
VERMONT PURE HOLDINGS LTD         COMMON    924237100      1       1000    SH          DEFINED     19       0         0      1000
VERSO PAPER CORP                  COMMON    92531L108     188      72016   SH          DEFINED     20     72016       0        0
VERTEX PHARMACEUTICALS INC        COMMON    92532F100    14607    341455   SH          DEFINED      1     341455      0        0
VERTEX PHARMACEUTICALS INC        COMMON    92532F100    2327      54401   SH          DEFINED    17,1      0         0      54401
VERTEX PHARMACEUTICALS INC        COMMON    92532F100    97640    2282375  SH          DEFINED     20    2282375      0        0
VERTEX PHARMACEUTICALS INC        COMMON    92532F100    3622      84677   SH          DEFINED     21     84677       0        0
VERTEX PHARMACEUTICALS INC        COMMON    92532F100    2954      69050   SH          DEFINED      3     69050       0        0
VERTEX PHARMACEUTICALS INC        COMMON    92532F100      8        186    SH          DEFINED      5       0         0       186
VERTEX PHARMACEUTICALS INC        COMMON    92532F100     107      2500    SH          DEFINED      7      2500       0        0
VF CORPORATION                    COMMON    918204108    9470     126640   SH          DEFINED      1     126640      0        0
VF CORPORATION                    COMMON    918204108     251      3360    SH          DEFINED     14      3360       0        0
VF CORPORATION                    COMMON    918204108    9598     128352   SH          DEFINED     19     11160       0     117192
VF CORPORATION                    COMMON    918204108     615      8223    SH          DEFINED     20      8223       0        0
VF CORPORATION                    COMMON    918204108     17        221    SH          DEFINED     21      221        0        0
VF CORPORATION                    COMMON    918204108    7983     106756   SH          DEFINED      5     88629       0      18127
VF CORPORATION                    COMMON    918204108     124      1653    SH          DEFINED      7      1653       0        0
VIACOM INC CL A VTG               COMMON    92553P102    4387     138604   SH          DEFINED      1     138604      0        0
VIACOM INC CL A VTG               COMMON    92553P102     358      11312   SH          DEFINED    13,2      0         0      11312
VIACOM INC CL B NON-VTG           COMMON    92553P201    11013    366625   SH          DEFINED      1     366625      0        0
VIACOM INC CL B NON-VTG           COMMON    92553P201     105      3500    SH          DEFINED     10      3500       0        0
VIACOM INC CL B NON-VTG           COMMON    92553P201     382      12700   SH          DEFINED    10,14   12700       0        0
VIACOM INC CL B NON-VTG           COMMON    92553P201     36       1200    SH          DEFINED     13      1200       0        0
VIACOM INC CL B NON-VTG           COMMON    92553P201     512      17044   SH          DEFINED    13,2      0         0      17044
VIACOM INC CL B NON-VTG           COMMON    92553P201    17216    573090   SH          DEFINED     14     428490      0     118500
VIACOM INC CL B NON-VTG           COMMON    92553P201     258      8600    SH          DEFINED    14,13     0         0      8600
VIACOM INC CL B NON-VTG           COMMON    92553P201    2650      88200   SH          DEFINED    14,7      0         0      88200
VIACOM INC CL B NON-VTG           COMMON    92553P201     36       1200    SH          DEFINED    17,14     0         0      1200
VIACOM INC CL B NON-VTG           COMMON    92553P201     185      6167    SH          DEFINED     19      148        0      6019
VIACOM INC CL B NON-VTG           COMMON    92553P201    17988    598798   SH          DEFINED     20     598798      0        0
VIACOM INC CL B NON-VTG           COMMON    92553P201     471      15694   SH          DEFINED     21     15694       0        0
VIACOM INC CL B NON-VTG           COMMON    92553P201     26        877    SH          DEFINED      5       0         0       877
VIACOM INC CL B NON-VTG           COMMON    92553P201     583      19400   SH          DEFINED    5,14    19400       0        0
VIACOM INC CL B NON-VTG           COMMON    92553P201     252      8386    SH          DEFINED      7      8386       0        0
VIACOM INC CL B NON-VTG           COMMON    92553P201     911      30336   SH          DEFINED      8     30336       0        0
VIACOM INC CL B NON-VTG           COMMON    92553P201    1571      52300   SH          DEFINED    8,14    52300       0        0
VIACOM INC CL B NON-VTG           COMMON    92553P201     120      4000    SH          DEFINED    9,14      0         0      4000
VIACOM INC CVT (L) 3.25 03-15-    CONVERT   530715AR2     15       25000   SH          DEFINED     19     25000       0        0
VIAD CORP                         COMMON    92552R406     244      11755   SH          DEFINED     20     11755       0        0
VIASAT INC                        COMMON    92552V100     780      24638   SH          DEFINED     20     24638       0        0
VICOR CORP                        COMMON    925815102     39       4160    SH          DEFINED     20      4160       0        0
VICOR CORP                        COMMON    925815102     495      53000   SH          DEFINED      5     53000       0        0
VIEWPOINT FINANCIAL GROUP         COMMON    926727108      1        96     SH          DEFINED     20       96        0        0
VILLAGE SUPER MARKET-CLASS A      COMMON    927107409     44       1626    SH          DEFINED     20      1626       0        0
VIMICRO INTERNATIONAL CO-ADR      COMMON    92718N109     352      72041   SH          DEFINED     20     72041       0        0
VIRGIN MEDIA INC                  COMMON    92769L101    1874     107929   SH          DEFINED      1     107929      0        0
VIRGIN MEDIA INC                  COMMON    92769L101     85       4900    SH          DEFINED    1,14     4900       0        0
VIRGIN MEDIA INC                  COMMON    92769L101    2609     150270   SH          DEFINED     14     116770      0      18000
VIRGIN MEDIA INC                  COMMON    92769L101     115      6600    SH          DEFINED    14,7      0         0      6600
VIRGIN MEDIA INC                  COMMON    92769L101    64168    3696336  SH          DEFINED     20    3696336      0        0
VIRGIN MEDIA INC                  COMMON    92769L101    2423     139583   SH          DEFINED     21     139583      0        0
VIRGINIA COMMERCE BANCORP         COMMON    92778Q109     26       7037    SH          DEFINED     20      7037       0        0
VIROPHARMA INC                    COMMON    928241108    5390     611135   SH          DEFINED      1     611135      0        0
VIROPHARMA INC                    COMMON    928241108      9       1000    SH          DEFINED     19       0         0      1000
VIROPHARMA INC                    COMMON    928241108    2415     273866   SH          DEFINED      2     115357      0     158509
VIROPHARMA INC                    COMMON    928241108    5775     654718   SH          DEFINED     20     654718      0        0
VIROPHARMA INC                    COMMON    928241108     40       4565    SH          DEFINED      5       0         0      4565
VIRTUAL RADIOLOGIC CORP           COMMON    92826B104      1        49     SH          DEFINED     20       49        0        0
VIRTUSA CORP                      COMMON    92827P102     196      21773   SH          DEFINED     20     21773       0        0
VISA INC-CLASS A SHARES           COMMON    92826C839    44865    514922   SH          DEFINED      1     514922      0        0
VISA INC-CLASS A SHARES           COMMON    92826C839    1725      19800   SH          DEFINED     14     17500       0        0
VISA INC-CLASS A SHARES           COMMON    92826C839    8050      92392   SH          DEFINED     19      4562       0      87830
VISA INC-CLASS A SHARES           COMMON    92826C839    1879      21566   SH          DEFINED      2     21566       0        0
VISA INC-CLASS A SHARES           COMMON    92826C839    10470    120161   SH          DEFINED     20     120161      0        0
VISA INC-CLASS A SHARES           COMMON    92826C839     44        504    SH          DEFINED     21      504        0        0
VISA INC-CLASS A SHARES           COMMON    92826C839    4296      49300   SH          DEFINED      3     49300       0        0
VISA INC-CLASS A SHARES           COMMON    92826C839    2371      27212   SH          DEFINED      5      6984       0      20228
VISA INC-CLASS A SHARES           COMMON    92826C839     618      7089    SH          DEFINED      7      7089       0        0
VISA INC-CLASS A SHARES           COMMON    92826C839    26487    303991   SH          DEFINED      8     303991      0        0
VISA INC-CLASS A SHARES           COMMON    92826C839     125      1433    SH          DEFINED     8,2     1433       0        0
VISHAY INTERTECHNOLOGY INC        COMMON    928298108     112      12800   SH          DEFINED      1     12800       0        0
VISHAY INTERTECHNOLOGY INC        COMMON    928298108     37       4200    SH          DEFINED    1,14     4200       0        0
VISHAY INTERTECHNOLOGY INC        COMMON    928298108    20295    2322101  SH          DEFINED     14    1652901      0     533300
VISHAY INTERTECHNOLOGY INC        COMMON    928298108    1783     204000   SH          DEFINED    14,7      0         0     204000
VISHAY INTERTECHNOLOGY INC        COMMON    928298108    3080     352356   SH          DEFINED     20     352356      0        0
VISHAY INTERTECHNOLOGY INC        COMMON    928298108     21       2365    SH          DEFINED     21      2365       0        0
VISHAY INTERTECHNOLOGY INC        COMMON    928298108      3        330    SH          DEFINED      5       0         0       330
VISHAY INTERTECHNOLOGY INC        COMMON    928298108     517      59100   SH          DEFINED    5,14    59100       0        0
VISHAY INTERTECHNOLOGY INC        COMMON    928298108    1051     120200   SH          DEFINED      8     120200      0        0
VISHAY INTERTECHNOLOGY INC        COMMON    928298108     203      23200   SH          DEFINED    8,17    23200       0        0
VISIONCHINA MEDIA INC-ADR         COMMON    92833U103    1639     150085   SH          DEFINED     20     150085      0        0
VISTAPRINT NV                     COMMON    N93540107    12497    218976   SH          DEFINED      1     218976      0        0
VISTAPRINT NV                     COMMON    N93540107    12008    210402   SH          DEFINED      2     210402      0        0
VISTAPRINT NV                     COMMON    N93540107     442      7737    SH          DEFINED     20      7737       0        0
VISTAPRINT NV                     COMMON    N93540107     206      3602    SH          DEFINED      5      2242       0      1360
VITAL IMAGES INC                  COMMON    92846N104     124      9833    SH          DEFINED     20      9833       0        0
VITRAN CORP INC-A                 COMMON    92850E107      1        125    SH          DEFINED     20      125        0        0
VIVO PARTICIPACOES SA-ADR         COMMON    92855S200      1        28     SH          DEFINED     19       0         0       28
VIVO PARTICIPACOES SA-ADR         COMMON    92855S200    1190      36390   SH          DEFINED     20     36390       0        0
VIVO PARTICIPACOES SA-ADR         COMMON    92855S200    14351    439000   SH          DEFINED      8     439000      0        0
VIVUS INC                         COMMON    928551100    6017     645609   SH          DEFINED      1     645609      0        0
VIVUS INC                         COMMON    928551100     466      50000   SH          DEFINED     19     50000       0        0
VIVUS INC                         COMMON    928551100    2765     296628   SH          DEFINED      2     127573      0     169055
VIVUS INC                         COMMON    928551100      6        619    SH          DEFINED     20      619        0        0
VMWARE INC-CLASS A                COMMON    928563402    4627     102263   SH          DEFINED     20     102263      0        0
VMWARE INC-CLASS A                COMMON    928563402      7        150    SH          DEFINED     21      150        0        0
VMWARE INC-CLASS A                COMMON    928563402     149      3300    SH          DEFINED      7      3300       0        0
VOCUS INC                         COMMON    92858J108     43       2314    SH          DEFINED     20      2314       0        0
VODAFONE GROUP PLC ADR            COMMON    92857W209    43041    1869730  SH          DEFINED     11    1869730      0        0
VODAFONE GROUP PLC ADR            COMMON    92857W209     425      18469   SH          DEFINED     14     18469       0        0
VODAFONE GROUP PLC ADR            COMMON    92857W209     860      37367   SH          DEFINED     19      825        0      36542
VODAFONE GROUP PLC ADR            COMMON    92857W209   156265    6788208  SH          DEFINED     20    6788208      0        0
VODAFONE GROUP PLC ADR            COMMON    92857W209    5473     237764   SH          DEFINED     21     237764      0        0
VODAFONE GROUP PLC ADR            COMMON    92857W209    30471    1323689  SH          DEFINED      4    1323689      0        0
VODAFONE GROUP PLC ADR            COMMON    92857W209     385      16708   SH          DEFINED      5      9927       0      6781
VOLCOM                            COMMON    92864N101    5301     314200   SH          DEFINED      1     314200      0        0
VOLCOM                            COMMON    92864N101    2401     142302   SH          DEFINED      2     60314       0      81988
VOLCOM                            COMMON    92864N101     180      10649   SH          DEFINED     20     10649       0        0
VOLT INFO SCIENCES INC            COMMON    928703107     283      27707   SH          DEFINED     20     27707       0        0
VOLT INFO SCIENCES INC            COMMON    928703107     12       1198    SH          DEFINED     21      1198       0        0
VOLTERRA SEMICONDUCTOR CORP       COMMON    928708106      4        195    SH          DEFINED     20      195        0        0
VONAGE HOLDINGS CORP              COMMON    92886T201     664     431378   SH          DEFINED     20     431378      0        0
VORNADO REALTY TRUST CVT 3.625    CONVERT   929043AE7    30113     3E+07   SH          DEFINED     14       0         0     2.5E+07
VORNADO REALTY TRUST REIT         COMMON    929042109    7539     108489   SH          DEFINED    1,11      0         0     108489
VORNADO REALTY TRUST REIT         COMMON    929042109    83526    1201982  SH          DEFINED    1,14   1201982      0        0
VORNADO REALTY TRUST REIT         COMMON    929042109     158      2271    SH          DEFINED     11      2271       0        0
VORNADO REALTY TRUST REIT         COMMON    929042109   206251    2968073  SH          DEFINED     14    1515169      0     1333378
VORNADO REALTY TRUST REIT         COMMON    929042109    3469      49920   SH          DEFINED    16,14   49920       0        0
VORNADO REALTY TRUST REIT         COMMON    929042109     65        932    SH          DEFINED     19       0         0       932
VORNADO REALTY TRUST REIT         COMMON    929042109    6991     100606   SH          DEFINED    2,14    100606      0        0
VORNADO REALTY TRUST REIT         COMMON    929042109    1108      15940   SH          DEFINED     20     15940       0        0
VORNADO REALTY TRUST REIT         COMMON    929042109     316      4550    SH          DEFINED    20,14    4550       0        0
VORNADO REALTY TRUST REIT         COMMON    929042109     36        519    SH          DEFINED     21      519        0        0
VORNADO REALTY TRUST REIT         COMMON    929042109     529      7614    SH          DEFINED    3,14     7614       0        0
VORNADO REALTY TRUST REIT         COMMON    929042109      1        20     SH          DEFINED      4       20        0        0
VORNADO REALTY TRUST REIT         COMMON    929042109     186      2673    SH          DEFINED      5      2240       0       433
VORNADO REALTY TRUST REIT         COMMON    929042109    17718    254976   SH          DEFINED    5,14    254976      0        0
VORNADO REALTY TRUST REIT         COMMON    929042109     158      2271    SH          DEFINED    6,14     2271       0        0
VORNADO REALTY TRUST REIT         COMMON    929042109    4323      62204   SH          DEFINED    8,14      0       62204      0
VSE CORP                          COMMON    918284100     162      3490    SH          DEFINED     20      3490       0        0
VULCAN MATERIALS CO               COMMON    929160109     430      8120    SH          DEFINED     19      3700       0      4420
VULCAN MATERIALS CO               COMMON    929160109     503      9497    SH          DEFINED     20      9497       0        0
VULCAN MATERIALS CO               COMMON    929160109     11        213    SH          DEFINED     21      213        0        0
VULCAN MATERIALS CO               COMMON    929160109     12        235    SH          DEFINED      5       0         0       235
VULCAN MATERIALS CO               COMMON    929160109     133      2504    SH          DEFINED      7      2504       0        0
W&T OFFSHORE                      COMMON    92922P106     31       2528    SH          DEFINED     20      2528       0        0
W&T OFFSHORE                      COMMON    92922P106      2        137    SH          DEFINED     21      137        0        0
W.P. CAREY & CO. LLC              COMMON    92930Y107     251      9106    SH          DEFINED     20      9106       0        0
W.R. GRACE & CO                   COMMON    38388F108    2074      78400   SH          DEFINED     14     56400       0      13800
W.R. GRACE & CO                   COMMON    38388F108    1791      67679   SH          DEFINED     20     67679       0        0
WABASH NATL CORP                  COMMON    929566107     67       32717   SH          DEFINED     20     32717       0        0
WABCO HOLDINGS INC                COMMON    92927K102    41450    1554180  SH          DEFINED      1    1554180      0        0
WABCO HOLDINGS INC                COMMON    92927K102     226      8462    SH          DEFINED     20      8462       0        0
WABCO HOLDINGS INC                COMMON    92927K102      6        228    SH          DEFINED     21      228        0        0
WABCO HOLDINGS INC                COMMON    92927K102     17        646    SH          DEFINED      5       0         0       646
WABTEC                            COMMON    929740108    12237    293239   SH          DEFINED      1     293239      0        0
WABTEC                            COMMON    929740108    1168      28000   SH          DEFINED     14     20900       0      3700
WABTEC                            COMMON    929740108    11490    275350   SH          DEFINED      2     275350      0        0
WABTEC                            COMMON    929740108     131      3145    SH          DEFINED     20      3145       0        0
WABTEC                            COMMON    929740108     292      7000    SH          DEFINED      5       0         0      7000
WACOAL HOLDINGS CORP ADR          COMMON    930004205    2439      42606   SH          DEFINED     20     42606       0        0
WADDELL & REED FINANCIAL INC      COMMON    930059100     160      5073    SH          DEFINED     19      1246       0      3827
WADDELL & REED FINANCIAL INC      COMMON    930059100    1317      41670   SH          DEFINED     20     41670       0        0
WADDELL & REED FINANCIAL INC      COMMON    930059100    2885      91294   SH          DEFINED      5     79828       0      11466
WAINWRIGHT BANK TRUST CO          COMMON    930705108     73       9957    SH          DEFINED      5       0         0      9957
WALGREEN CO                       COMMON    931422109   131900    3564867  SH          DEFINED      1    3564867      0        0
WALGREEN CO                       COMMON    931422109     252      6819    SH          DEFINED     11      6819       0        0
WALGREEN CO                       COMMON    931422109    1441      38947   SH          DEFINED     14     35447       0      1200
WALGREEN CO                       COMMON    931422109     296      8000    SH          DEFINED    14,7      0         0      8000
WALGREEN CO                       COMMON    931422109    26170    707302   SH          DEFINED     19     103515      0     603787
WALGREEN CO                       COMMON    931422109    9691     261921   SH          DEFINED     20     261921      0        0
WALGREEN CO                       COMMON    931422109     14        380    SH          DEFINED    20,14    380        0        0
WALGREEN CO                       COMMON    931422109     74       2004    SH          DEFINED     21      2004       0        0
WALGREEN CO                       COMMON    931422109      9        245    SH          DEFINED      4      245        0        0
WALGREEN CO                       COMMON    931422109    13870    374871   SH          DEFINED      5     293681      0      81190
WALGREEN CO                       COMMON    931422109     532      14381   SH          DEFINED      7     14381       0        0
WALGREEN CO                       COMMON    931422109    16254    439288   SH          DEFINED      8     394822    44466      0
WAL-MART STORES INC               COMMON    931142103   151280    2817656  SH          DEFINED      1    2817656      0        0
WAL-MART STORES INC               COMMON    931142103    6990     130200   SH          DEFINED    1,14    130200      0        0
WAL-MART STORES INC               COMMON    931142103    1144      21300   SH          DEFINED     10     21300       0        0
WAL-MART STORES INC               COMMON    931142103    1085      20200   SH          DEFINED    10,14   20200       0        0
WAL-MART STORES INC               COMMON    931142103     499      9302    SH          DEFINED     11      9302       0        0
WAL-MART STORES INC               COMMON    931142103     544      10134   SH          DEFINED     13     10134       0        0
WAL-MART STORES INC               COMMON    931142103    97724    1820157  SH          DEFINED     14    1388537      0     369420
WAL-MART STORES INC               COMMON    931142103    2797      52100   SH          DEFINED    14,13     0         0      52100
WAL-MART STORES INC               COMMON    931142103    9976     185800   SH          DEFINED    14,7      0         0     185800
WAL-MART STORES INC               COMMON    931142103     239      4458    SH          DEFINED     16      4458       0        0
WAL-MART STORES INC               COMMON    931142103     988      18400   SH          DEFINED    17,14     0         0        0
WAL-MART STORES INC               COMMON    931142103    1718      32000   SH          DEFINED     18     32000       0        0
WAL-MART STORES INC               COMMON    931142103    34734    646934   SH          DEFINED     19     264212      0     382722
WAL-MART STORES INC               COMMON    931142103    1688      31438   SH          DEFINED      2     31438       0        0
WAL-MART STORES INC               COMMON    931142103    14942    278300   SH          DEFINED     20     278300      0        0
WAL-MART STORES INC               COMMON    931142103     28        525    SH          DEFINED    20,14    525        0        0
WAL-MART STORES INC               COMMON    931142103     487      9062    SH          DEFINED     21      9062       0        0
WAL-MART STORES INC               COMMON    931142103      8        155    SH          DEFINED      4      155        0        0
WAL-MART STORES INC               COMMON    931142103    25731    479247   SH          DEFINED      5     458443      0      20804
WAL-MART STORES INC               COMMON    931142103    6276     116900   SH          DEFINED    5,14    116900      0        0
WAL-MART STORES INC               COMMON    931142103    1192      22200   SH          DEFINED      6     22200       0        0
WAL-MART STORES INC               COMMON    931142103    5533     103055   SH          DEFINED      7     103055      0        0
WAL-MART STORES INC               COMMON    931142103    56615    1054485  SH          DEFINED      8    1054485      0        0
WAL-MART STORES INC               COMMON    931142103    6292     117200   SH          DEFINED    8,14    117200      0        0
WAL-MART STORES INC               COMMON    931142103     112      2091    SH          DEFINED     8,2     2091       0        0
WAL-MART STORES INC               COMMON    931142103     499      9300    SH          DEFINED      9      9300       0        0
WAL-MART STORES INC               COMMON    931142103    1310      24400   SH          DEFINED    9,14      0         0      24400
WALTER ENERGY INC                 COMMON    93317Q105    45329    553537   SH          DEFINED      1     553537      0        0
WALTER ENERGY INC                 COMMON    93317Q105     197      2400    SH          DEFINED    1,14     2400       0        0
WALTER ENERGY INC                 COMMON    93317Q105    2236      27300   SH          DEFINED     1,8    27300       0        0
WALTER ENERGY INC                 COMMON    93317Q105     66        800    SH          DEFINED     11      800        0        0
WALTER ENERGY INC                 COMMON    93317Q105     262      3200    SH          DEFINED     13      3200       0        0
WALTER ENERGY INC                 COMMON    93317Q105    3357      41000   SH          DEFINED    13,2      0         0      41000
WALTER ENERGY INC                 COMMON    93317Q105    8828     107800   SH          DEFINED     14     88500       0      10500
WALTER ENERGY INC                 COMMON    93317Q105     491      6000    SH          DEFINED    14,7      0         0      6000
WALTER ENERGY INC                 COMMON    93317Q105     229      2795    SH          DEFINED     16      2795       0        0
WALTER ENERGY INC                 COMMON    93317Q105    1122      13700   SH          DEFINED     18     13700       0        0
WALTER ENERGY INC                 COMMON    93317Q105    2647      32320   SH          DEFINED      2      3995       0      28325
WALTER ENERGY INC                 COMMON    93317Q105    3067      37457   SH          DEFINED     20     37457       0        0
WALTER ENERGY INC                 COMMON    93317Q105      4        50     SH          DEFINED      5       0         0       50
WALTER ENERGY INC                 COMMON    93317Q105     639      7800    SH          DEFINED      7      7800       0        0
WALTER ENERGY INC                 COMMON    93317Q105    13692    167200   SH          DEFINED      8     167200      0        0
WALTER ENERGY INC                 COMMON    93317Q105     516      6300    SH          DEFINED      9      6300       0        0
WALTER INV MGMT CORP              COMMON    93317W102     952      66200   SH          DEFINED     14     33000       0      33200
WALTER INV MGMT CORP              COMMON    93317W102     106      7400    SH          DEFINED     20      7400       0        0
WALTER INV MGMT CORP              COMMON    93317W102     99       6900    SH          DEFINED    5,14     6900       0        0
WALTER INV MGMT CORP              COMMON    93317W102     116      8100    SH          DEFINED      8      8100       0        0
WALTER INV MGMT CORP              COMMON    93317W102     33       2300    SH          DEFINED    8,17     2300       0        0
WARNACO GROUP INC-THE             COMMON    934390402    10082    224735   SH          DEFINED      1     224735      0        0
WARNACO GROUP INC-THE             COMMON    934390402    9660     215336   SH          DEFINED      2     215336      0        0
WARNACO GROUP INC-THE             COMMON    934390402     900      20071   SH          DEFINED     20     20071       0        0
WARNER CHILCOTT PLC-CLASS A       COMMON    G94368100    78008    2737117  SH          DEFINED     20    2737117      0        0
WARNER CHILCOTT PLC-CLASS A       COMMON    G94368100    2910     102089   SH          DEFINED     21     102089      0        0
WARNER CHILCOTT PLC-CLASS A       COMMON    G94368100     69       2410    SH          DEFINED      5       0         0      2410
WARNER CHILCOTT PLC-CLASS A       COMMON    G94368100     374      13107   SH          DEFINED      8     13107       0        0
WARNER MUSIC GROUP CORP           COMMON    934550104    4197     679200   SH          DEFINED     14     509800      0     109400
WARNER MUSIC GROUP CORP           COMMON    934550104     434      70300   SH          DEFINED    14,7      0         0      70300
WARNER MUSIC GROUP CORP           COMMON    934550104     105      17039   SH          DEFINED     20     17039       0        0
WARNER MUSIC GROUP CORP           COMMON    934550104      6        996    SH          DEFINED     21      996        0        0
WARNER MUSIC GROUP CORP           COMMON    934550104     10       1696    SH          DEFINED      5       0         0      1696
WARNER MUSIC GROUP CORP           COMMON    934550104     75       12100   SH          DEFINED    5,14    12100       0        0
WARREN RESOURCES INC              COMMON    93564A100     118      47266   SH          DEFINED     20     47266       0        0
WASHINGTON FEDERAL INC            COMMON    938824109     156      7766    SH          DEFINED     20      7766       0        0
WASHINGTON FEDERAL INC            COMMON    938824109      6        314    SH          DEFINED     21      314        0        0
WASHINGTON FEDERAL INC            COMMON    938824109     70       3475    SH          DEFINED      5       0         0      3475
WASHINGTON POST CO                COMMON    939640108     129       290    SH          DEFINED     19       0         0       290
WASHINGTON POST CO                COMMON    939640108    1865      4206    SH          DEFINED     20      4206       0        0
WASHINGTON REAL ESTATE INV        COMMON    939653101     717      26396   SH          DEFINED    1,11      0         0      26396
WASHINGTON REAL ESTATE INV        COMMON    939653101    10162    374284   SH          DEFINED    1,14    374284      0        0
WASHINGTON REAL ESTATE INV        COMMON    939653101     24        900    SH          DEFINED     11      900        0        0
WASHINGTON REAL ESTATE INV        COMMON    939653101    18208    670649   SH          DEFINED     14     224535      0     415367
WASHINGTON REAL ESTATE INV        COMMON    939653101     346      12737   SH          DEFINED    16,14   12737       0        0
WASHINGTON REAL ESTATE INV        COMMON    939653101     704      25925   SH          DEFINED    2,14    25925       0        0
WASHINGTON REAL ESTATE INV        COMMON    939653101     243      8958    SH          DEFINED     20      8958       0        0
WASHINGTON REAL ESTATE INV        COMMON    939653101     52       1900    SH          DEFINED    3,14     1900       0        0
WASHINGTON REAL ESTATE INV        COMMON    939653101     769      28337   SH          DEFINED    5,14    28337       0        0
WASHINGTON REAL ESTATE INV        COMMON    939653101     24        900    SH          DEFINED    6,14     900        0        0
WASHINGTON REAL ESTATE INV        COMMON    939653101     426      15695   SH          DEFINED    8,14      0       15695      0
WASHINGTON TRUST BANCORP          COMMON    940610108     48       3093    SH          DEFINED     20      3093       0        0
WASTE CONNECTIONS INC             COMMON    941053100    6170     186130   SH          DEFINED      1     186130      0        0
WASTE CONNECTIONS INC             COMMON    941053100    2821      85096   SH          DEFINED      2     35963       0      49133
WASTE CONNECTIONS INC             COMMON    941053100     188      5671    SH          DEFINED     20      5671       0        0
WASTE MANAGEMENT INC              COMMON    94106L109   132023    3881876  SH          DEFINED      1    3881876      0        0
WASTE MANAGEMENT INC              COMMON    94106L109    2736      80440   SH          DEFINED     14     71640       0      5500
WASTE MANAGEMENT INC              COMMON    94106L109     956      28100   SH          DEFINED    14,7      0         0      28100
WASTE MANAGEMENT INC              COMMON    94106L109    1903      55947   SH          DEFINED     19      4370       0      51577
WASTE MANAGEMENT INC              COMMON    94106L109    1268      37283   SH          DEFINED      2     37283       0        0
WASTE MANAGEMENT INC              COMMON    94106L109     739      21729   SH          DEFINED     20     21729       0        0
WASTE MANAGEMENT INC              COMMON    94106L109     32        949    SH          DEFINED     21      949        0        0
WASTE MANAGEMENT INC              COMMON    94106L109    45356    1333600  SH          DEFINED      3    1333600      0        0
WASTE MANAGEMENT INC              COMMON    94106L109      8        228    SH          DEFINED      4      228        0        0
WASTE MANAGEMENT INC              COMMON    94106L109    1068      31388   SH          DEFINED      5     24021       0      7367
WASTE MANAGEMENT INC              COMMON    94106L109     175      5144    SH          DEFINED      7      5144       0        0
WASTE MANAGEMENT INC              COMMON    94106L109     84       2472    SH          DEFINED     8,2     2472       0        0
WASTE SERVICES INC                COMMON    941075202     81       8676    SH          DEFINED     20      8676       0        0
WATERS CORP                       COMMON    941848103    66980    1101823  SH          DEFINED      1    1101823      0        0
WATERS CORP                       COMMON    941848103     802      13200   SH          DEFINED     14     11700       0       700
WATERS CORP                       COMMON    941848103     340      5600    SH          DEFINED    14,7      0         0      5600
WATERS CORP                       COMMON    941848103    21393    351917   SH          DEFINED     20     351917      0        0
WATERS CORP                       COMMON    941848103     446      7329    SH          DEFINED     21      7329       0        0
WATERS CORP                       COMMON    941848103    13592    223588   SH          DEFINED      4     223588      0        0
WATERS CORP                       COMMON    941848103      2        41     SH          DEFINED      5       0         0       41
WATERS CORP                       COMMON    941848103     174      2858    SH          DEFINED      7      2858       0        0
WATERSTONE FINANCIAL INC          COMMON    941888109      8       3870    SH          DEFINED     20      3870       0        0
WATSCO INC                        COMMON    942622200    7406     153397   SH          DEFINED      1     153397      0        0
WATSCO INC                        COMMON    942622200    7364     152536   SH          DEFINED      2     152536      0        0
WATSCO INC                        COMMON    942622200     180      3725    SH          DEFINED     20      3725       0        0
WATSCO INC                        COMMON    942622200     526      10900   SH          DEFINED      3     10900       0        0
WATSON PHARMACEUTICALS INC        COMMON    942683103    1806      45272   SH          DEFINED     20     45272       0        0
WATSON PHARMACEUTICALS INC        COMMON    942683103     16        411    SH          DEFINED     21      411        0        0
WATSON WYATT WORLDWIDE INC        COMMON    942712100     451      9500    SH          DEFINED     19       0         0      9500
WATSON WYATT WORLDWIDE INC        COMMON    942712100     238      5013    SH          DEFINED     20      5013       0        0
WATTS WATER TECHNOLOGIES INC      COMMON    942749102    13706    438880   SH          DEFINED     14     283180      0     135200
WATTS WATER TECHNOLOGIES INC      COMMON    942749102     415      13300   SH          DEFINED    14,7      0         0      13300
WATTS WATER TECHNOLOGIES INC      COMMON    942749102    43098    1380014  SH          DEFINED     20    1380014      0        0
WATTS WATER TECHNOLOGIES INC      COMMON    942749102     71       2275    SH          DEFINED      5       0         0      2275
WATTS WATER TECHNOLOGIES INC      COMMON    942749102     681      21800   SH          DEFINED    5,14    21800       0        0
WATTS WATER TECHNOLOGIES INC      COMMON    942749102    1380      44200   SH          DEFINED      8     44200       0        0
WATTS WATER TECHNOLOGIES INC      COMMON    942749102     393      12600   SH          DEFINED    8,17    12600       0        0
WAUSAU PAPER CORP                 COMMON    943315101    1397     121653   SH          DEFINED     20     121653      0        0
WCA WASTE CORP                    COMMON    92926K103     166      38568   SH          DEFINED     20     38568       0        0
WD-40 CO                          COMMON    929236107    2169      68377   SH          DEFINED     20     68377       0        0
WD-40 CO                          COMMON    929236107     113      3558    SH          DEFINED     21      3558       0        0
WEATHERFORD INTL LTD              COMMON    H27013103   124771    6556548  SH          DEFINED      1    6556548      0        0
WEATHERFORD INTL LTD              COMMON    H27013103      1        56     SH          DEFINED     11       56        0        0
WEATHERFORD INTL LTD              COMMON    H27013103    11970    629000   SH          DEFINED    13,2      0         0     629000
WEATHERFORD INTL LTD              COMMON    H27013103    6942     364789   SH          DEFINED     19     58295       0     306494
WEATHERFORD INTL LTD              COMMON    H27013103     692      36385   SH          DEFINED      2     36385       0        0
WEATHERFORD INTL LTD              COMMON    H27013103    10482    550792   SH          DEFINED     20     550792      0        0
WEATHERFORD INTL LTD              COMMON    H27013103     20       1061    SH          DEFINED     21      1061       0        0
WEATHERFORD INTL LTD              COMMON    H27013103    1137      59753   SH          DEFINED      4     59753       0        0
WEATHERFORD INTL LTD              COMMON    H27013103    3167     166411   SH          DEFINED      5     124062      0      42349
WEATHERFORD INTL LTD              COMMON    H27013103     231      12116   SH          DEFINED      7     12116       0        0
WEATHERFORD INTL LTD              COMMON    H27013103     46       2419    SH          DEFINED     8,2     2419       0        0
WEBMD HEALTH CORP                 COMMON    94770V102     515      13383   SH          DEFINED     20     13383       0        0
WEBMD HEALTH CORP                 COMMON    94770V102      6        155    SH          DEFINED      5       0         0       155
WEBMEDIABRANDS INC                COMMON    94770W100     20       22892   SH          DEFINED     20     22892       0        0
WEBSENSE INC                      COMMON    947684106    9569     540322   SH          DEFINED      1     540322      0        0
WEBSENSE INC                      COMMON    947684106    9214     520260   SH          DEFINED      2     520260      0        0
WEBSENSE INC                      COMMON    947684106     909      51315   SH          DEFINED     20     51315       0        0
WEBSTER FINANCIAL CORP            COMMON    947890109     854      69100   SH          DEFINED     14     69100       0        0
WEBSTER FINANCIAL CORP            COMMON    947890109     444      35956   SH          DEFINED     20     35956       0        0
WEBSTER FINANCIAL CORP            COMMON    947890109     15       1190    SH          DEFINED     21      1190       0        0
WEBSTER FINANCIAL CORP            COMMON    947890109     260      21030   SH          DEFINED      5     21030       0        0
WEBSTER FINANCIAL CORP            COMMON    947890109     105      8500    SH          DEFINED    5,14     8500       0        0
WEIGHT WATCHERS INTERNATIONAL     COMMON    948626106    6088     209007   SH          DEFINED      1     209007      0        0
WEIGHT WATCHERS INTERNATIONAL     COMMON    948626106     201      6900    SH          DEFINED     14      6300       0        0
WEIGHT WATCHERS INTERNATIONAL     COMMON    948626106     157      5377    SH          DEFINED     19      1273       0      4104
WEIGHT WATCHERS INTERNATIONAL     COMMON    948626106     90       3073    SH          DEFINED     20      3073       0        0
WEIGHT WATCHERS INTERNATIONAL     COMMON    948626106    2226      76404   SH          DEFINED      5     59234       0      17170
WEINGARTEN REALTY INVESTORS RE    COMMON    948741103    4594     227225   SH          DEFINED     14     138525      0      88700
WEINGARTEN REALTY INVESTORS RE    COMMON    948741103     211      10418   SH          DEFINED     20     10418       0        0
WEINGARTEN REALTY INVESTORS RE    COMMON    948741103      9        438    SH          DEFINED     21      438        0        0
WEIS MKTS INC                     COMMON    948849104     757      21000   SH          DEFINED     14      6900       0      14100
WEIS MKTS INC                     COMMON    948849104    1800      49925   SH          DEFINED     20     49925       0        0
WEIS MKTS INC                     COMMON    948849104     76       2100    SH          DEFINED    5,14     2100       0        0
WEIS MKTS INC                     COMMON    948849104     79       2200    SH          DEFINED      8      2200       0        0
WEIS MKTS INC                     COMMON    948849104     22        600    SH          DEFINED    8,17     600        0        0
WELLCARE HEALTH PLANS INC         COMMON    94946T106    1376      37100   SH          DEFINED      1     37100       0        0
WELLCARE HEALTH PLANS INC         COMMON    94946T106     772      20800   SH          DEFINED    1,14    20800       0        0
WELLCARE HEALTH PLANS INC         COMMON    94946T106     101      2710    SH          DEFINED     11      2710       0        0
WELLCARE HEALTH PLANS INC         COMMON    94946T106    12846    346243   SH          DEFINED     14     227843      0      96200
WELLCARE HEALTH PLANS INC         COMMON    94946T106    1930      52034   SH          DEFINED     20     52034       0        0
WELLCARE HEALTH PLANS INC         COMMON    94946T106     386      10400   SH          DEFINED    5,14    10400       0        0
WELLCARE HEALTH PLANS INC         COMMON    94946T106     445      12000   SH          DEFINED      8     12000       0        0
WELLCARE HEALTH PLANS INC         COMMON    94946T106     126      3400    SH          DEFINED    8,17     3400       0        0
WELLPOINT INC COMMON              COMMON    94973V107   142979    2367202  SH          DEFINED      1    2367202      0        0
WELLPOINT INC COMMON              COMMON    94973V107     103      1700    SH          DEFINED    1,14     1700       0        0
WELLPOINT INC COMMON              COMMON    94973V107     36        600    SH          DEFINED     10      600        0        0
WELLPOINT INC COMMON              COMMON    94973V107     399      6600    SH          DEFINED    10,14    6600       0        0
WELLPOINT INC COMMON              COMMON    94973V107    21127    349787   SH          DEFINED     11     84833       0     264954
WELLPOINT INC COMMON              COMMON    94973V107     24        400    SH          DEFINED     13      400        0        0
WELLPOINT INC COMMON              COMMON    94973V107    9588     158740   SH          DEFINED     14     134140      0      19900
WELLPOINT INC COMMON              COMMON    94973V107     97       1600    SH          DEFINED    14,13     0         0      1600
WELLPOINT INC COMMON              COMMON    94973V107    2235      37000   SH          DEFINED    14,7      0         0      37000
WELLPOINT INC COMMON              COMMON    94973V107     483      8000    SH          DEFINED     15      8000       0        0
WELLPOINT INC COMMON              COMMON    94973V107     28        459    SH          DEFINED    16,11    459        0        0
WELLPOINT INC COMMON              COMMON    94973V107    2927      48462   SH          DEFINED    16,14   40623       0      7839
WELLPOINT INC COMMON              COMMON    94973V107    5009      82927   SH          DEFINED    17,1      0         0      82927
WELLPOINT INC COMMON              COMMON    94973V107     24        400    SH          DEFINED    17,14     0         0       400
WELLPOINT INC COMMON              COMMON    94973V107     60       1000    SH          DEFINED     18      1000       0        0
WELLPOINT INC COMMON              COMMON    94973V107    2838      46979   SH          DEFINED     19     11839       0      35140
WELLPOINT INC COMMON              COMMON    94973V107    10600    175489   SH          DEFINED      2     175489      0        0
WELLPOINT INC COMMON              COMMON    94973V107    12396    205236   SH          DEFINED     20     205236      0        0
WELLPOINT INC COMMON              COMMON    94973V107     86       1430    SH          DEFINED    20,14    1430       0        0
WELLPOINT INC COMMON              COMMON    94973V107     127      2101    SH          DEFINED     21      2101       0        0
WELLPOINT INC COMMON              COMMON    94973V107   125262    2073868  SH          DEFINED      3    2073868      0        0
WELLPOINT INC COMMON              COMMON    94973V107     30        500    SH          DEFINED      4      500        0        0
WELLPOINT INC COMMON              COMMON    94973V107    3599      59584   SH          DEFINED      5     42454       0      17130
WELLPOINT INC COMMON              COMMON    94973V107     211      3500    SH          DEFINED    5,14     3500       0        0
WELLPOINT INC COMMON              COMMON    94973V107     444      7357    SH          DEFINED      7      7357       0        0
WELLPOINT INC COMMON              COMMON    94973V107     592      9800    SH          DEFINED      8      9800       0        0
WELLPOINT INC COMMON              COMMON    94973V107    1697      28100   SH          DEFINED    8,14    28100       0        0
WELLPOINT INC COMMON              COMMON    94973V107     42        700    SH          DEFINED    9,14      0         0       700
WELLS FARGO & CO                  COMMON    949746101    59702    2126899  SH          DEFINED      1    2126899      0        0
WELLS FARGO & CO                  COMMON    949746101     632      22500   SH          DEFINED    1,14    22500       0        0
WELLS FARGO & CO                  COMMON    949746101     775      27600   SH          DEFINED     10     27600       0        0
WELLS FARGO & CO                  COMMON    949746101    1611      57400   SH          DEFINED    10,14   57400       0        0
WELLS FARGO & CO                  COMMON    949746101     120      4283    SH          DEFINED     11      4283       0        0
WELLS FARGO & CO                  COMMON    949746101      3        100    SH          DEFINED     13      100        0        0
WELLS FARGO & CO                  COMMON    949746101    79951    2848280  SH          DEFINED     14    2095780      0     669900
WELLS FARGO & CO                  COMMON    949746101    1900      67700   SH          DEFINED    14,13     0         0      67700
WELLS FARGO & CO                  COMMON    949746101    8842     315000   SH          DEFINED    14,7      0         0     315000
WELLS FARGO & CO                  COMMON    949746101     168      5975    SH          DEFINED     16      5975       0        0
WELLS FARGO & CO                  COMMON    949746101     839      29900   SH          DEFINED    17,14     0         0       100
WELLS FARGO & CO                  COMMON    949746101     140      5000    SH          DEFINED     18      5000       0        0
WELLS FARGO & CO                  COMMON    949746101    20411    727164   SH          DEFINED     19     88056       0     639108
WELLS FARGO & CO                  COMMON    949746101    14678    522912   SH          DEFINED     20     522912      0        0
WELLS FARGO & CO                  COMMON    949746101     456      16249   SH          DEFINED     21     16249       0        0
WELLS FARGO & CO                  COMMON    949746101    6025     214650   SH          DEFINED      3     214650      0        0
WELLS FARGO & CO                  COMMON    949746101      4        147    SH          DEFINED      4      147        0        0
WELLS FARGO & CO                  COMMON    949746101    23121    823683   SH          DEFINED      5     715279      0     108404
WELLS FARGO & CO                  COMMON    949746101    4261     151800   SH          DEFINED    5,14    151800      0        0
WELLS FARGO & CO                  COMMON    949746101    4672     166453   SH          DEFINED      7     166453      0        0
WELLS FARGO & CO                  COMMON    949746101    29887    1064727  SH          DEFINED      8    1064727      0        0
WELLS FARGO & CO                  COMMON    949746101    5086     181200   SH          DEFINED    8,14    181200      0        0
WELLS FARGO & CO                  COMMON    949746101    1253      44644   SH          DEFINED      9     44644       0        0
WELLS FARGO & CO                  COMMON    949746101     890      31700   SH          DEFINED    9,14      0         0      31700
WENDY'S/ARBY'S GROUP INC-A        COMMON    950587105     22       4900    SH          DEFINED     14      4900       0        0
WENDY'S/ARBY'S GROUP INC-A        COMMON    950587105     89       19513   SH          DEFINED     20     19513       0        0
WERNER ENTERPRISES INC            COMMON    950755108    11325    552420   SH          DEFINED     14     358720      0     165200
WERNER ENTERPRISES INC            COMMON    950755108     297      14500   SH          DEFINED    14,7      0         0      14500
WERNER ENTERPRISES INC            COMMON    950755108     48       2323    SH          DEFINED     20      2323       0        0
WERNER ENTERPRISES INC            COMMON    950755108      3        134    SH          DEFINED     21      134        0        0
WERNER ENTERPRISES INC            COMMON    950755108     697      34000   SH          DEFINED    5,14    34000       0        0
WERNER ENTERPRISES INC            COMMON    950755108     613      29900   SH          DEFINED      8     29900       0        0
WERNER ENTERPRISES INC            COMMON    950755108     174      8500    SH          DEFINED    8,17     8500       0        0
WESBANCO INC                      COMMON    950810101     161      13093   SH          DEFINED     20     13093       0        0
WESCO FINL CORP                   COMMON    950817106     93        269    SH          DEFINED     20      269        0        0
WESCO FINL CORP                   COMMON    950817106      4        12     SH          DEFINED      5       0         0       12
WESCO INTL INC                    COMMON    95082P105    10056    362000   SH          DEFINED     14     254900      0      75800
WESCO INTL INC                    COMMON    95082P105     350      12600   SH          DEFINED    14,7      0         0      12600
WESCO INTL INC                    COMMON    95082P105    1722      61972   SH          DEFINED     20     61972       0        0
WESCO INTL INC                    COMMON    95082P105      8        299    SH          DEFINED     21      299        0        0
WESCO INTL INC                    COMMON    95082P105     297      10700   SH          DEFINED    5,14    10700       0        0
WESCO INTL INC                    COMMON    95082P105     61       2200    SH          DEFINED      8      2200       0        0
WESCO INTL INC                    COMMON    95082P105     17        600    SH          DEFINED    8,17     600        0        0
WEST BANCORPORATION               COMMON    95123P106     77       15500   SH          DEFINED     14     15500       0        0
WEST BANCORPORATION               COMMON    95123P106     21       4308    SH          DEFINED     20      4308       0        0
WEST BANCORPORATION               COMMON    95123P106      9       1800    SH          DEFINED    5,14     1800       0        0
WEST COAST BANCORP/OREGON         COMMON    952145100     47       22377   SH          DEFINED     20     22377       0        0
WEST MARINE INC                   COMMON    954235107     208      23094   SH          DEFINED     20     23094       0        0
West Pharmaceutical Services I    COMMON    955306105     144      3707    SH          DEFINED     20      3707       0        0
West Pharmaceutical Services I    COMMON    955306105     113      2900    SH          DEFINED      5       0         0      2900
WESTAMERICA BANCORPORATION        COMMON    957090103     931      16940   SH          DEFINED     14     16040       0       100
WESTAMERICA BANCORPORATION        COMMON    957090103     473      8600    SH          DEFINED    14,7      0         0      8600
WESTAMERICA BANCORPORATION        COMMON    957090103     771      14036   SH          DEFINED     20     14036       0        0
WESTAR ENERGY INC                 COMMON    95709T100     11        500    SH          DEFINED     19      500        0        0
WESTAR ENERGY INC                 COMMON    95709T100     98       4544    SH          DEFINED     20      4544       0        0
WESTAR ENERGY INC                 COMMON    95709T100      6        263    SH          DEFINED     21      263        0        0
WESTAR ENERGY INC                 COMMON    95709T100     148      6847    SH          DEFINED      5       0         0      6847
WESTELL TECHNOLOGIES INC          COMMON    957541105     89       73868   SH          DEFINED     20     73868       0        0
WESTERN ALLIANCE BANCORP          COMMON    957638109     98       25378   SH          DEFINED     20     25378       0        0
WESTERN ASSET HIGH INCOME OP C    COMMON    95766K109     18       3000    SH          DEFINED     19       0         0      3000
WESTERN DIGITAL CORP              COMMON    958102105    74532    1604217  SH          DEFINED      1    1604217      0        0
WESTERN DIGITAL CORP              COMMON    958102105    6230     134100   SH          DEFINED    1,14    134100      0        0
WESTERN DIGITAL CORP              COMMON    958102105    1194      25700   SH          DEFINED     10     25700       0        0
WESTERN DIGITAL CORP              COMMON    958102105    1491      32100   SH          DEFINED    10,14   32100       0        0
WESTERN DIGITAL CORP              COMMON    958102105     272      5846    SH          DEFINED     11      5846       0        0
WESTERN DIGITAL CORP              COMMON    958102105     70       1500    SH          DEFINED     13      1500       0        0
WESTERN DIGITAL CORP              COMMON    958102105   111615    2402397  SH          DEFINED     14    1621547      0     658050
WESTERN DIGITAL CORP              COMMON    958102105    2941      63300   SH          DEFINED    14,13     0         0      63300
WESTERN DIGITAL CORP              COMMON    958102105    5162     111100   SH          DEFINED    14,7      0         0     111100
WESTERN DIGITAL CORP              COMMON    958102105    1907      41037   SH          DEFINED    17,1    41037       0        0
WESTERN DIGITAL CORP              COMMON    958102105     362      7800    SH          DEFINED    17,14     0         0      1500
WESTERN DIGITAL CORP              COMMON    958102105    2940      63280   SH          DEFINED     19      9322       0      53958
WESTERN DIGITAL CORP              COMMON    958102105    16595    357197   SH          DEFINED      2     310409      0      46788
WESTERN DIGITAL CORP              COMMON    958102105    13398    288387   SH          DEFINED     20     288387      0        0
WESTERN DIGITAL CORP              COMMON    958102105     687      14780   SH          DEFINED     21     14780       0        0
WESTERN DIGITAL CORP              COMMON    958102105     31        658    SH          DEFINED      4      658        0        0
WESTERN DIGITAL CORP              COMMON    958102105    3706      79762   SH          DEFINED      5     71403       0      8359
WESTERN DIGITAL CORP              COMMON    958102105    6607     142200   SH          DEFINED    5,14    142200      0        0
WESTERN DIGITAL CORP              COMMON    958102105    1896      40800   SH          DEFINED      7     40800       0        0
WESTERN DIGITAL CORP              COMMON    958102105    1626      35000   SH          DEFINED      8     35000       0        0
WESTERN DIGITAL CORP              COMMON    958102105    3187      68600   SH          DEFINED    8,14    68600       0        0
WESTERN DIGITAL CORP              COMMON    958102105    1375      29600   SH          DEFINED    9,14      0         0      29600
WESTERN GAS PARTNERS LP           COMMON    958254104     289      14820   SH          DEFINED     19       0         0      14820
WESTERN GAS PARTNERS LP           COMMON    958254104    21382    1097073  SH          DEFINED      5    1072843      0      24230
WESTERN LIBERTY BANCORP           COMMON    961443108     91       11993   SH          DEFINED     20     11993       0        0
WESTERN REFINING INC              COMMON    959319104     102      18624   SH          DEFINED     20     18624       0        0
WESTERN REFINING INC              COMMON    959319104      2        274    SH          DEFINED     21      274        0        0
WESTERN UNION CO                  COMMON    959802109    89487    4707366  SH          DEFINED      1    4707366      0        0
WESTERN UNION CO                  COMMON    959802109     156      8200    SH          DEFINED     10      8200       0        0
WESTERN UNION CO                  COMMON    959802109     422      22200   SH          DEFINED    10,14   22200       0        0
WESTERN UNION CO                  COMMON    959802109      1        75     SH          DEFINED     11       75        0        0
WESTERN UNION CO                  COMMON    959802109      4        200    SH          DEFINED     13      200        0        0
WESTERN UNION CO                  COMMON    959802109    16186    851435   SH          DEFINED     14     620735      0     204200
WESTERN UNION CO                  COMMON    959802109     390      20500   SH          DEFINED    14,13     0         0      20500
WESTERN UNION CO                  COMMON    959802109    2509     132000   SH          DEFINED    14,7      0         0     132000
WESTERN UNION CO                  COMMON    959802109     738      38805   SH          DEFINED    17,1    38805       0        0
WESTERN UNION CO                  COMMON    959802109      4        200    SH          DEFINED    17,14     0         0       200
WESTERN UNION CO                  COMMON    959802109    12658    665859   SH          DEFINED     19     102866      0     562993
WESTERN UNION CO                  COMMON    959802109    5445     286430   SH          DEFINED     20     286430      0        0
WESTERN UNION CO                  COMMON    959802109     10        502    SH          DEFINED     21      502        0        0
WESTERN UNION CO                  COMMON    959802109    1121      58962   SH          DEFINED      4     58962       0        0
WESTERN UNION CO                  COMMON    959802109    15564    818753   SH          DEFINED      5     686189      0     132564
WESTERN UNION CO                  COMMON    959802109     861      45300   SH          DEFINED    5,14    45300       0        0
WESTERN UNION CO                  COMMON    959802109     396      20819   SH          DEFINED      6     20819       0        0
WESTERN UNION CO                  COMMON    959802109     424      22281   SH          DEFINED      7     22281       0        0
WESTERN UNION CO                  COMMON    959802109     300      15769   SH          DEFINED      8     15769       0        0
WESTERN UNION CO                  COMMON    959802109    1738      91400   SH          DEFINED    8,14    91400       0        0
WESTERN UNION CO                  COMMON    959802109     181      9500    SH          DEFINED    9,14      0         0      9500
WESTFIELD FINANCIAL INC           COMMON    96008P104     106      12839   SH          DEFINED     20     12839       0        0
WESTLAKE CHEMICAL CORP            COMMON    960413102     33       1301    SH          DEFINED     20      1301       0        0
WESTLAKE CHEMICAL CORP            COMMON    960413102      2        70     SH          DEFINED     21       70        0        0
WESTPAC BANKING ADR               COMMON    961214301     200      1710    SH          DEFINED     19      210        0      1500
WESTPAC BANKING ADR               COMMON    961214301    10032     85922   SH          DEFINED     20     85922       0        0
WESTPORT INNOVATIONS INC          COMMON    960908309     38       4295    SH          DEFINED     20      4295       0        0
WESTPORT INNOVATIONS INC          COMMON    960908309     390      33695   SH          DEFINED     20     33695       0        0
WET SEAL INC                      COMMON    961840105     49       15683   SH          DEFINED     20     15683       0        0
WET SEAL INC                      COMMON    961840105     90       28690   SH          DEFINED      5       0         0      28690
WEYCO GROUP INC                   COMMON    962149100     38       1593    SH          DEFINED     20      1593       0        0
WEYERHAEUSER CO                   COMMON    962166104    11047    244287   SH          DEFINED      1     244287      0        0
WEYERHAEUSER CO                   COMMON    962166104     36        800    SH          DEFINED     19       0         0       800
WEYERHAEUSER CO                   COMMON    962166104    5143     113732   SH          DEFINED     20     113732      0        0
WEYERHAEUSER CO                   COMMON    962166104     58       1289    SH          DEFINED     21      1289       0        0
WEYERHAEUSER CO                   COMMON    962166104     454      10029   SH          DEFINED      5      9850       0       179
WEYERHAEUSER CO                   COMMON    962166104     188      4151    SH          DEFINED      7      4151       0        0
WGL HOLDINGS INC                  COMMON    92924F106     122      3658    SH          DEFINED     20      3658       0        0
WGL HOLDINGS INC                  COMMON    92924F106      4        123    SH          DEFINED     21      123        0        0
WHIRLPOOL CORP                    COMMON    963320106    36657    448234   SH          DEFINED      1     448234      0        0
WHIRLPOOL CORP                    COMMON    963320106    2204      26956   SH          DEFINED     20     26956       0        0
WHIRLPOOL CORP                    COMMON    963320106     71        865    SH          DEFINED     21      865        0        0
WHIRLPOOL CORP                    COMMON    963320106    1325      16197   SH          DEFINED      4     16197       0        0
WHIRLPOOL CORP                    COMMON    963320106      9        116    SH          DEFINED      5       34        0       82
WHIRLPOOL CORP                    COMMON    963320106     147      1800    SH          DEFINED      7      1800       0        0
WHIRLPOOL CORP                    COMMON    963320106    14832    181359   SH          DEFINED      8     181359      0        0
WHITE ELECTRONIC DESIGNS          COMMON    963801105     119      25451   SH          DEFINED     20     25451       0        0
WHITE MOUNTAINS INSURANCE GP      COMMON    G9618E107    1131      3386    SH          DEFINED     20      3386       0        0
WHITE MOUNTAINS INSURANCE GP      COMMON    G9618E107     11        33     SH          DEFINED     21       33        0        0
WHITING PETROLEUM CORP            COMMON    966387102    10976    145883   SH          DEFINED      1     145883      0        0
WHITING PETROLEUM CORP            COMMON    966387102    13157    174870   SH          DEFINED     14     132070      0      23600
WHITING PETROLEUM CORP            COMMON    966387102    10483    139326   SH          DEFINED      2     139326      0        0
WHITING PETROLEUM CORP            COMMON    966387102    1941      25795   SH          DEFINED     20     25795       0        0
WHITING PETROLEUM CORP            COMMON    966387102      9        121    SH          DEFINED     21      121        0        0
WHITING PETROLEUM CORP            COMMON    966387102     77       1025    SH          DEFINED      5       46        0       979
WHITNEY HLDG CORP                 COMMON    966612103     448      47177   SH          DEFINED     20     47177       0        0
WHOLE FOODS MKT INC               COMMON    966837106     744      26940   SH          DEFINED     19      5050       0      21890
WHOLE FOODS MKT INC               COMMON    966837106     368      13313   SH          DEFINED     20     13313       0        0
WHOLE FOODS MKT INC               COMMON    966837106     15        550    SH          DEFINED     21      550        0        0
WHOLE FOODS MKT INC               COMMON    966837106     381      13784   SH          DEFINED      5     13547       0       237
WILEY JOHN & SONS INC             COMMON    968223206    18713    450058   SH          DEFINED     1,3    450058      0        0
WILEY JOHN & SONS INC             COMMON    968223206     557      13400   SH          DEFINED    16,3    13400       0        0
WILEY JOHN & SONS INC             COMMON    968223206    2938      70650   SH          DEFINED     20     70650       0        0
WILEY JOHN & SONS INC             COMMON    968223206    6334     152342   SH          DEFINED      3     152342      0        0
WILEY JOHN & SONS INC             COMMON    968223206     191      4604    SH          DEFINED      5       4         0      4600
WILLBROS GROUP INC                COMMON    969203108    5735     315088   SH          DEFINED     20     315088      0        0
WILLIAMS COS INC                  COMMON    969457100   150703    6887694  SH          DEFINED      1    6887694      0        0
WILLIAMS COS INC                  COMMON    969457100    8227     376000   SH          DEFINED    13,2      0         0     376000
WILLIAMS COS INC                  COMMON    969457100    2654     121315   SH          DEFINED     14     94015       0      16100
WILLIAMS COS INC                  COMMON    969457100     302      13800   SH          DEFINED    14,7      0         0      13800
WILLIAMS COS INC                  COMMON    969457100    7418     339031   SH          DEFINED     19     48734       0     290297
WILLIAMS COS INC                  COMMON    969457100    18306    836648   SH          DEFINED     20     836648      0        0
WILLIAMS COS INC                  COMMON    969457100     923      42194   SH          DEFINED     21     42194       0        0
WILLIAMS COS INC                  COMMON    969457100    14439    659896   SH          DEFINED      4     659896      0        0
WILLIAMS COS INC                  COMMON    969457100    7502     342863   SH          DEFINED      5     296545      0      46318
WILLIAMS COS INC                  COMMON    969457100     233      10650   SH          DEFINED      7     10650       0        0
WILLIAMS PARTNERS LP              COMMON    96950F104    4190     136603   SH          DEFINED     20     136603      0        0
WILLIAMS PARTNERS LP              COMMON    96950F104     155      5056    SH          DEFINED     21      5056       0        0
WILLIAMS PARTNERS LP              COMMON    96950F104     41       1350    SH          DEFINED      5      1350       0        0
WILLIAMS PIPELINE PARTNERS L      COMMON    96950K103     444      18671   SH          DEFINED     20     18671       0        0
WILLIAMS SONOMA INC               COMMON    969904101    10895    508854   SH          DEFINED      1     508854      0        0
WILLIAMS SONOMA INC               COMMON    969904101     492      23000   SH          DEFINED    1,14    23000       0        0
WILLIAMS SONOMA INC               COMMON    969904101    12208    570180   SH          DEFINED     14     423080      0      97800
WILLIAMS SONOMA INC               COMMON    969904101    1362      63600   SH          DEFINED    14,7      0         0      63600
WILLIAMS SONOMA INC               COMMON    969904101    10091    471344   SH          DEFINED      2     471344      0        0
WILLIAMS SONOMA INC               COMMON    969904101     168      7860    SH          DEFINED     20      7860       0        0
WILLIAMS SONOMA INC               COMMON    969904101     10        479    SH          DEFINED     21      479        0        0
WILLIS GROUP HLDGS LTD            COMMON    G96655108     528      20000   SH          DEFINED     1,3    20000       0        0
WILLIS GROUP HLDGS LTD            COMMON    G96655108      1        25     SH          DEFINED     11       25        0        0
WILLIS GROUP HLDGS LTD            COMMON    G96655108    1942      73600   SH          DEFINED    16,3    73600       0        0
WILLIS GROUP HLDGS LTD            COMMON    G96655108    1303      49400   SH          DEFINED    17,3    49400       0        0
WILLIS GROUP HLDGS LTD            COMMON    G96655108    4812     182418   SH          DEFINED     20     182418      0        0
WILLIS GROUP HLDGS LTD            COMMON    G96655108      6        238    SH          DEFINED     21      238        0        0
WILLIS GROUP HLDGS LTD            COMMON    G96655108   210534    7980821  SH          DEFINED      3    7980821      0        0
WILLIS LEASE FINANCE CORP         COMMON    970646105     164      11248   SH          DEFINED     20     11248       0        0
WILMINGTON TRUST CORP             COMMON    971807102     28       2166    SH          DEFINED     19       0         0      2166
WILMINGTON TRUST CORP             COMMON    971807102     341      26817   SH          DEFINED     20     26817       0        0
WILMINGTON TRUST CORP             COMMON    971807102      4        351    SH          DEFINED     21      351        0        0
WILMINGTON TRUST CORP             COMMON    971807102     105      8250    SH          DEFINED      5       0         0      8250
WILSHIRE BANCORP INC              COMMON    97186T108     41       4916    SH          DEFINED     20      4916       0        0
WILSHIRE BANCORP INC              COMMON    97186T108     98       11673   SH          DEFINED      5       0         0      11673
WIMM-BILL-DANN FOODS 144A ADR     COMMON    97263M109     580      22895   SH          DEFINED     20     22895       0        0
WINDSTREAM CORP                   COMMON    97381W104    4181     377342   SH          DEFINED     1,8    377342      0        0
WINDSTREAM CORP                   COMMON    97381W104      7        599    SH          DEFINED     19       0         0       599
WINDSTREAM CORP                   COMMON    97381W104     808      72940   SH          DEFINED     20     72940       0        0
WINDSTREAM CORP                   COMMON    97381W104     20       1815    SH          DEFINED     21      1815       0        0
WINDSTREAM CORP                   COMMON    97381W104     66       5981    SH          DEFINED      5      5415       0       566
WINDSTREAM CORP                   COMMON    97381W104     350      31626   SH          DEFINED      7     31626       0        0
WINN-DIXIE STORES INC             COMMON    974280307     108      10626   SH          DEFINED     20     10626       0        0
WINN-DIXIE STORES INC             COMMON    974280307      6        597    SH          DEFINED     21      597        0        0
WINNEBAGO INDUSTRIES              COMMON    974637100     179      14716   SH          DEFINED     20     14716       0        0
WINNER MEDICAL GROUP INC          COMMON    97476P204     345      46750   SH          DEFINED     20     46750       0        0
WINTHROP REALTY TRUST             COMMON    976391300     38       3374    SH          DEFINED     20      3374       0        0
WINTRUST FINANCIAL CORP           COMMON    97650W108      3        100    SH          DEFINED     13      100        0        0
WINTRUST FINANCIAL CORP           COMMON    97650W108     506      16500   SH          DEFINED     14     15300       0      1200
WINTRUST FINANCIAL CORP           COMMON    97650W108     144      4700    SH          DEFINED    14,7      0         0      4700
WINTRUST FINANCIAL CORP           COMMON    97650W108      3        100    SH          DEFINED    17,14     0         0       100
WINTRUST FINANCIAL CORP           COMMON    97650W108     123      4000    SH          DEFINED     19       0         0      4000
WINTRUST FINANCIAL CORP           COMMON    97650W108     330      10748   SH          DEFINED     20     10748       0        0
WIPRO LTD-ADR                     COMMON    97651M109    5924     254449   SH          DEFINED     20     254449      0        0
WISCONSIN ENERGY CORP             COMMON    976657106    12310    250823   SH          DEFINED      1     250823      0        0
WISCONSIN ENERGY CORP             COMMON    976657106     174      3555    SH          DEFINED     19      2250       0      1305
WISCONSIN ENERGY CORP             COMMON    976657106     256      5215    SH          DEFINED     20      5215       0        0
WISCONSIN ENERGY CORP             COMMON    976657106     10        196    SH          DEFINED     21      196        0        0
WISCONSIN ENERGY CORP             COMMON    976657106    16630    338830   SH          DEFINED      4     338830      0        0
WISCONSIN ENERGY CORP             COMMON    976657106     434      8850    SH          DEFINED      5      2050       0      6800
WISCONSIN ENERGY CORP             COMMON    976657106     132      2685    SH          DEFINED      7      2685       0        0
WISCONSIN ENERGY CORP             COMMON    976657106    16190    329876   SH          DEFINED      8     329876      0        0
WISDOMTREE EMG MKTS EQUI INCOM    COMMON    97717W315      3        68     SH          DEFINED     19       0         0       68
WISDOMTREE EMG MKTS EQUI INCOM    COMMON    97717W315     331      6655    SH          DEFINED      5      6655       0        0
WISDOMTREE EURO FUND ETF          COMMON    97717W174     23       1000    SH          DEFINED     19       0         0      1000
WISDOMTREE INDIA EARNINGS ETF     COMMON    97717W422    3471     151000   SH          DEFINED     11       0         0     151000
WISDOMTREE INTL M/C DVD FUND E    COMMON    97717W778     29        600    SH          DEFINED      5      600        0        0
WMS INDUSTRIES INC                COMMON    929297109    20139    474414   SH          DEFINED      1     474414      0        0
WMS INDUSTRIES INC                COMMON    929297109     776      18286   SH          DEFINED    13,2      0         0      18286
WMS INDUSTRIES INC                COMMON    929297109    10956    258090   SH          DEFINED      2     258090      0        0
WMS INDUSTRIES INC                COMMON    929297109    1726      40653   SH          DEFINED     20     40653       0        0
WOLVERINE WORLD WIDE INC          COMMON    978097103     54       2000    SH          DEFINED     19       0         0      2000
WOLVERINE WORLD WIDE INC          COMMON    978097103    3295     121053   SH          DEFINED     20     121053      0        0
WOLVERINE WORLD WIDE INC          COMMON    978097103     77       2841    SH          DEFINED     21      2841       0        0
WONDER AUTO TECHNOLOGY INC        COMMON    978166106    1011      78892   SH          DEFINED     20     78892       0        0
WOODWARD GOVERNOR CO              COMMON    980745103     27       1000    SH          DEFINED     19       0         0      1000
WOODWARD GOVERNOR CO              COMMON    980745103    3645     135920   SH          DEFINED     20     135920      0        0
WORLD ACCEPTANCE CORP             COMMON    981419104    2161      58600   SH          DEFINED     14     28800       0      29800
WORLD ACCEPTANCE CORP             COMMON    981419104    1025      27811   SH          DEFINED     20     27811       0        0
WORLD ACCEPTANCE CORP             COMMON    981419104     188      5100    SH          DEFINED    5,14     5100       0        0
WORLD ACCEPTANCE CORP             COMMON    981419104     457      12400   SH          DEFINED      8     12400       0        0
WORLD ACCEPTANCE CORP             COMMON    981419104     129      3500    SH          DEFINED    8,17     3500       0        0
WORLD FUEL SERVICES CORP          COMMON    981475106    1080      39600   SH          DEFINED      1     39600       0        0
WORLD FUEL SERVICES CORP          COMMON    981475106     92       3366    SH          DEFINED     11      3366       0        0
WORLD FUEL SERVICES CORP          COMMON    981475106    7497     274919   SH          DEFINED     14     131719      0     143200
WORLD FUEL SERVICES CORP          COMMON    981475106     567      20805   SH          DEFINED     20     20805       0        0
WORLD FUEL SERVICES CORP          COMMON    981475106      8        306    SH          DEFINED     21      306        0        0
WORLD FUEL SERVICES CORP          COMMON    981475106     545      20000   SH          DEFINED    5,14    20000       0        0
WORLD FUEL SERVICES CORP          COMMON    981475106    1312      48100   SH          DEFINED      8     48100       0        0
WORLD FUEL SERVICES CORP          COMMON    981475106     374      13700   SH          DEFINED    8,17    13700       0        0
WORLD WRESTLING ENTERTAINMENT     COMMON    98156Q108    7326     459874   SH          DEFINED      1     459874      0        0
WORLD WRESTLING ENTERTAINMENT     COMMON    98156Q108    3409     214014   SH          DEFINED      2     91377       0     122637
WORLD WRESTLING ENTERTAINMENT     COMMON    98156Q108     751      47127   SH          DEFINED     20     47127       0        0
WORTHINGTON INDUSTRIES            COMMON    981811102     162      11700   SH          DEFINED    1,14    11700       0        0
WORTHINGTON INDUSTRIES            COMMON    981811102    14591    1051260  SH          DEFINED     14     706860      0     267000
WORTHINGTON INDUSTRIES            COMMON    981811102     430      31000   SH          DEFINED    14,7      0         0      31000
WORTHINGTON INDUSTRIES            COMMON    981811102     126      9051    SH          DEFINED     20      9051       0        0
WORTHINGTON INDUSTRIES            COMMON    981811102      6        398    SH          DEFINED     21      398        0        0
WORTHINGTON INDUSTRIES            COMMON    981811102     439      31600   SH          DEFINED    5,14    31600       0        0
WORTHINGTON INDUSTRIES            COMMON    981811102    1305      94000   SH          DEFINED      8     94000       0        0
WORTHINGTON INDUSTRIES            COMMON    981811102     158      11400   SH          DEFINED    8,17    11400       0        0
WPP PLC-SPONSORED ADR             COMMON    92933H101     22        456    SH          DEFINED     19       0         0       456
WPP PLC-SPONSORED ADR             COMMON    92933H101    4474      91972   SH          DEFINED     20     91972       0        0
WPP PLC-SPONSORED ADR             COMMON    92933H101    16960    348611   SH          DEFINED      4     348611      0        0
WPP PLC-SPONSORED ADR             COMMON    92933H101      1        20     SH          DEFINED      5       20        0        0
WRIGHT EXPRESS CORP               COMMON    98233Q105    7209     219237   SH          DEFINED      1     219237      0        0
WRIGHT EXPRESS CORP               COMMON    98233Q105    5287     160800   SH          DEFINED     14     62200       0      98600
WRIGHT EXPRESS CORP               COMMON    98233Q105    3310     100682   SH          DEFINED      2     43360       0      57322
WRIGHT EXPRESS CORP               COMMON    98233Q105    4362     132676   SH          DEFINED     20     132676      0        0
WRIGHT EXPRESS CORP               COMMON    98233Q105     128      3885    SH          DEFINED     21      3885       0        0
WRIGHT EXPRESS CORP               COMMON    98233Q105     447      13600   SH          DEFINED    5,14    13600       0        0
WRIGHT EXPRESS CORP               COMMON    98233Q105     875      26600   SH          DEFINED      8     26600       0        0
WRIGHT EXPRESS CORP               COMMON    98233Q105     250      7600    SH          DEFINED    8,17     7600       0        0
WRIGHT MEDICAL GROUP INC          COMMON    98235T107    9380     503211   SH          DEFINED      1     503211      0        0
WRIGHT MEDICAL GROUP INC          COMMON    98235T107    1495      80211   SH          DEFINED    17,1      0         0      80211
WRIGHT MEDICAL GROUP INC          COMMON    98235T107     34       1837    SH          DEFINED     20      1837       0        0
WRIGHT MEDICAL GROUP INC          COMMON    98235T107     35       1900    SH          DEFINED      5       0         0      1900
WSFS FINL CORP                    COMMON    929328102     660      26000   SH          DEFINED     14     20600       0      5400
WSFS FINL CORP                    COMMON    929328102     38       1506    SH          DEFINED     20      1506       0        0
WSFS FINL CORP                    COMMON    929328102     81       3200    SH          DEFINED    5,14     3200       0        0
WSP HOLDINGS LTD-ADR              COMMON    92934F104     669     215096   SH          DEFINED     20     215096      0        0
WUHAN GENERAL GROUP CHINA IN      COMMON    982569105     119      52997   SH          DEFINED     20     52997       0        0
WUXI PHARMATECH INC-ADR           COMMON    929352102    2613     163737   SH          DEFINED     20     163737      0        0
WYNDHAM WORLDWIDE 3.5 05-01-12    CONVERT   98310WAC2    16242    9450000  SH          DEFINED     14       0         0     8000000
WYNDHAM WORLDWIDE CORP            COMMON    98310W108     209      10100   SH          DEFINED     10     10100       0        0
WYNDHAM WORLDWIDE CORP            COMMON    98310W108     298      14400   SH          DEFINED    10,14   14400       0        0
WYNDHAM WORLDWIDE CORP            COMMON    98310W108     48       2300    SH          DEFINED     13      2300       0        0
WYNDHAM WORLDWIDE CORP            COMMON    98310W108    30058    1451400  SH          DEFINED     14    1060700      0     304800
WYNDHAM WORLDWIDE CORP            COMMON    98310W108     516      24900   SH          DEFINED    14,13     0         0      24900
WYNDHAM WORLDWIDE CORP            COMMON    98310W108     990      47800   SH          DEFINED    14,7      0         0      47800
WYNDHAM WORLDWIDE CORP            COMMON    98310W108     72       3500    SH          DEFINED    17,14     0         0      2300
WYNDHAM WORLDWIDE CORP            COMMON    98310W108      9        420    SH          DEFINED     19       0         0       420
WYNDHAM WORLDWIDE CORP            COMMON    98310W108    2988     144270   SH          DEFINED     20     144270      0        0
WYNDHAM WORLDWIDE CORP            COMMON    98310W108     37       1778    SH          DEFINED     21      1778       0        0
WYNDHAM WORLDWIDE CORP            COMMON    98310W108      8        401    SH          DEFINED      5       0         0       401
WYNDHAM WORLDWIDE CORP            COMMON    98310W108    1160      56000   SH          DEFINED    5,14    56000       0        0
WYNDHAM WORLDWIDE CORP            COMMON    98310W108     267      12900   SH          DEFINED      7     12900       0        0
WYNDHAM WORLDWIDE CORP            COMMON    98310W108     172      8300    SH          DEFINED      8      8300       0        0
WYNDHAM WORLDWIDE CORP            COMMON    98310W108    1562      75400   SH          DEFINED    8,14    75400       0        0
WYNDHAM WORLDWIDE CORP            COMMON    98310W108     240      11600   SH          DEFINED    9,14      0         0      11600
WYNN RESORTS LTD                  COMMON    983134107    99344    1464175  SH          DEFINED     20    1464175      0        0
WYNN RESORTS LTD                  COMMON    983134107    3715      54760   SH          DEFINED     21     54760       0        0
WYNN RESORTS LTD                  COMMON    983134107     136      2000    SH          DEFINED      7      2000       0        0
XCEL ENERGY INC                   COMMON    98389B100    11618    557730   SH          DEFINED      1     557730      0        0
XCEL ENERGY INC                   COMMON    98389B100     171      8200    SH          DEFINED    10,14    8200       0        0
XCEL ENERGY INC                   COMMON    98389B100    2908     139620   SH          DEFINED     14     129020      0      6700
XCEL ENERGY INC                   COMMON    98389B100     515      24700   SH          DEFINED    14,7      0         0      24700
XCEL ENERGY INC                   COMMON    98389B100     67       3201    SH          DEFINED     19       0         0      3201
XCEL ENERGY INC                   COMMON    98389B100     541      25993   SH          DEFINED     20     25993       0        0
XCEL ENERGY INC                   COMMON    98389B100     19        929    SH          DEFINED     21      929        0        0
XCEL ENERGY INC                   COMMON    98389B100     208      10002   SH          DEFINED      5      9725       0       277
XCEL ENERGY INC                   COMMON    98389B100     163      7838    SH          DEFINED      7      7838       0        0
XCEL ENERGY INC                   COMMON    98389B100     575      27581   SH          DEFINED      8     27581       0        0
XCEL ENERGY INC                   COMMON    98389B100     973      46700   SH          DEFINED    8,14    46700       0        0
XENOPORT INC                      COMMON    98411C100      4        233    SH          DEFINED     20      233        0        0
XERIUM TECHNOLOGIES INC           COMMON    98416J100     34       43632   SH          DEFINED     20     43632       0        0
XEROX CORP                        COMMON    984121103    94022    1.1E+07  SH          DEFINED      1    10882188     0        0
XEROX CORP                        COMMON    984121103     178      20560   SH          DEFINED     14     17560       0      3000
XEROX CORP                        COMMON    984121103     22       2560    SH          DEFINED     19      1000       0      1560
XEROX CORP                        COMMON    984121103    2610     302128   SH          DEFINED     20     302128      0        0
XEROX CORP                        COMMON    984121103     44       5039    SH          DEFINED     21      5039       0        0
XEROX CORP                        COMMON    984121103    8127     940633   SH          DEFINED      4     940633      0        0
XEROX CORP                        COMMON    984121103      8        942    SH          DEFINED      5      195        0       747
XEROX CORP                        COMMON    984121103     129      14925   SH          DEFINED      7     14925       0        0
XEROX CORP                        COMMON    984121103     995     115124   SH          DEFINED      8     115124      0        0
XILINX INC                        COMMON    983919101   127528    5088893  SH          DEFINED      1    5088893      0        0
XILINX INC                        COMMON    983919101      3        100    SH          DEFINED     13      100        0        0
XILINX INC                        COMMON    983919101    2263      90300   SH          DEFINED     14     58300       0      6500
XILINX INC                        COMMON    983919101     789      31500   SH          DEFINED    14,7      0         0      31500
XILINX INC                        COMMON    983919101    1469      58637   SH          DEFINED     15     58637       0        0
XILINX INC                        COMMON    983919101     236      9432    SH          DEFINED     16      9432       0        0
XILINX INC                        COMMON    983919101     947      37805   SH          DEFINED    17,1    37805       0        0
XILINX INC                        COMMON    983919101      3        100    SH          DEFINED    17,14     0         0       100
XILINX INC                        COMMON    983919101    1816      72456   SH          DEFINED     19     12406       0      60050
XILINX INC                        COMMON    983919101    12978    517878   SH          DEFINED      2     442471      0      75407
XILINX INC                        COMMON    983919101   108729    4338734  SH          DEFINED     20    4338734      0        0
XILINX INC                        COMMON    983919101    3753     149766   SH          DEFINED     21     149766      0        0
XILINX INC                        COMMON    983919101     36       1449    SH          DEFINED      4      1449       0        0
XILINX INC                        COMMON    983919101    2027      80872   SH          DEFINED      5     71901       0      8971
XILINX INC                        COMMON    983919101     163      6485    SH          DEFINED      7      6485       0        0
XILINX INC                        COMMON    983919101     921      36768   SH          DEFINED      8     36768       0        0
XILINX INC                        COMMON    983919101     118      4704    SH          DEFINED     8,2     4704       0        0
XINHUA SPORTS & ENTERTAINMENT-    COMMON    983982109     134     157740   SH          DEFINED     20     157740      0        0
XINYUAN REAL ESTATE CO L-ADR      COMMON    98417P105     821     183605   SH          DEFINED     20     183605      0        0
XL CAPITAL LIMITED CL A           COMMON    G98255105   120230    6467456  SH          DEFINED      1    6467456      0        0
XL CAPITAL LIMITED CL A           COMMON    G98255105    2947     158500   SH          DEFINED    1,14    158500      0        0
XL CAPITAL LIMITED CL A           COMMON    G98255105     526      28300   SH          DEFINED     10     28300       0        0
XL CAPITAL LIMITED CL A           COMMON    G98255105     749      40300   SH          DEFINED    10,14   40300       0        0
XL CAPITAL LIMITED CL A           COMMON    G98255105     253      13632   SH          DEFINED     11     13632       0        0
XL CAPITAL LIMITED CL A           COMMON    G98255105     48       2600    SH          DEFINED     13      2600       0        0
XL CAPITAL LIMITED CL A           COMMON    G98255105    51874    2790427  SH          DEFINED     14    1967227      0     702200
XL CAPITAL LIMITED CL A           COMMON    G98255105    1294      69600   SH          DEFINED    14,13     0         0      69600
XL CAPITAL LIMITED CL A           COMMON    G98255105    4155     223500   SH          DEFINED    14,7      0         0     223500
XL CAPITAL LIMITED CL A           COMMON    G98255105     93       5000    SH          DEFINED    17,14     0         0      2600
XL CAPITAL LIMITED CL A           COMMON    G98255105     19       1016    SH          DEFINED     19       85        0       931
XL CAPITAL LIMITED CL A           COMMON    G98255105    5187     279000   SH          DEFINED     20     279000      0        0
XL CAPITAL LIMITED CL A           COMMON    G98255105     112      6037    SH          DEFINED     21      6037       0        0
XL CAPITAL LIMITED CL A           COMMON    G98255105    2769     148957   SH          DEFINED      4     148957      0        0
XL CAPITAL LIMITED CL A           COMMON    G98255105     395      21245   SH          DEFINED      5       0         0      21245
XL CAPITAL LIMITED CL A           COMMON    G98255105    2902     156100   SH          DEFINED    5,14    156100      0        0
XL CAPITAL LIMITED CL A           COMMON    G98255105     634      34100   SH          DEFINED      7     34100       0        0
XL CAPITAL LIMITED CL A           COMMON    G98255105     253      13600   SH          DEFINED      8     13600       0        0
XL CAPITAL LIMITED CL A           COMMON    G98255105    3242     174400   SH          DEFINED    8,14    174400      0        0
XL CAPITAL LIMITED CL A           COMMON    G98255105     606      32600   SH          DEFINED    9,14      0         0      32600
XOMA LTD                          COMMON    G9825R107      2       2500    SH          DEFINED     19       0         0      2500
XOMA LTD                          COMMON    G9825R107      1       1533    SH          DEFINED     20      1533       0        0
X-RITE INC                        COMMON    983857103     15       6445    SH          DEFINED     20      6445       0        0
XTO ENERGY INC                    COMMON    98385X106   100146    2100818  SH          DEFINED      1    2100818      0        0
XTO ENERGY INC                    COMMON    98385X106     262      5500    SH          DEFINED    10,14    5500       0        0
XTO ENERGY INC                    COMMON    98385X106      1        17     SH          DEFINED     11       17        0        0
XTO ENERGY INC                    COMMON    98385X106    2002      42000   SH          DEFINED    13,2      0         0      42000
XTO ENERGY INC                    COMMON    98385X106    3540      74260   SH          DEFINED     14     69860       0      4400
XTO ENERGY INC                    COMMON    98385X106     849      17800   SH          DEFINED    14,7      0         0      17800
XTO ENERGY INC                    COMMON    98385X106    12296    257948   SH          DEFINED     19     50444       0     207504
XTO ENERGY INC                    COMMON    98385X106    3867      81120   SH          DEFINED     20     81120       0        0
XTO ENERGY INC                    COMMON    98385X106     25        526    SH          DEFINED     21      526        0        0
XTO ENERGY INC                    COMMON    98385X106      9        187    SH          DEFINED      4      187        0        0
XTO ENERGY INC                    COMMON    98385X106    24329    510360   SH          DEFINED      5     464849      0      45511
XTO ENERGY INC                    COMMON    98385X106     471      9888    SH          DEFINED      7      9888       0        0
XTO ENERGY INC                    COMMON    98385X106    1106      23200   SH          DEFINED    8,14    23200       0        0
XYRATEX LTD                       COMMON    G98268108     195      14647   SH          DEFINED     20     14647       0        0
YAHOO INC                         COMMON    984332106    5490     318636   SH          DEFINED      1     318636      0        0
YAHOO INC                         COMMON    984332106     155      9000    SH          DEFINED    10,14    9000       0        0
YAHOO INC                         COMMON    984332106      7        400    SH          DEFINED     13      400        0        0
YAHOO INC                         COMMON    984332106    2696     156500   SH          DEFINED     14     136200      0      10700
YAHOO INC                         COMMON    984332106     937      54400   SH          DEFINED    14,7      0         0      54400
YAHOO INC                         COMMON    984332106     584      33866   SH          DEFINED    17,1    33866       0        0
YAHOO INC                         COMMON    984332106      7        400    SH          DEFINED    17,14     0         0       400
YAHOO INC                         COMMON    984332106     142      8270    SH          DEFINED     19      5270       0      3000
YAHOO INC                         COMMON    984332106   127976    7427502  SH          DEFINED     20    7427502      0        0
YAHOO INC                         COMMON    984332106    4751     275744   SH          DEFINED     21     275744      0        0
YAHOO INC                         COMMON    984332106   101292    5878800  SH          DEFINED      3    5878800      0        0
YAHOO INC                         COMMON    984332106     47       2725    SH          DEFINED      5      1857       0       868
YAHOO INC                         COMMON    984332106     333      19334   SH          DEFINED      7     19334       0        0
YAHOO INC                         COMMON    984332106    11736    681163   SH          DEFINED      8     681163      0        0
YAHOO INC                         COMMON    984332106     322      18700   SH          DEFINED    8,14    18700       0        0
YAMANA GOLD INC                   COMMON    98462Y100    21364    1809000  SH          DEFINED      1    1809000      0        0
YAMANA GOLD INC                   COMMON    98462Y100     12       1000    SH          DEFINED     19       0         0      1000
YAMANA GOLD INC                   COMMON    98462Y100    1254     109503   SH          DEFINED     20     109503      0        0
YAMANA GOLD INC                   COMMON    98462Y100    47938    4186133  SH          DEFINED      3    4186133      0        0
YAMANA GOLD INC                   COMMON    98462Y100      7        588    SH          DEFINED     3,1     588        0        0
YAMANA GOLD INC                   COMMON    98462Y100     133      11639   SH          DEFINED      7     11639       0        0
YANZHOU COAL MNG CO LTD ADR       COMMON    984846105    21052    964354   SH          DEFINED     20     964354      0        0
YINGLI GREEN ENERGY HOLD-ADR      COMMON    98584B103    32343    1748292  SH          DEFINED     20    1748292      0        0
YINGLI GREEN ENERGY HOLD-ADR      COMMON    98584B103     169      9154    SH          DEFINED     21      9154       0        0
YONGYE INTERNATIONAL INC          COMMON    98607B106      2        266    SH          DEFINED     20      266        0        0
YOUNG INNOVATIONS INC             COMMON    987520103      1        45     SH          DEFINED     20       45        0        0
YRC WORLDWIDE INC                 COMMON    984249102      2       3000    SH          DEFINED     19       0         0      3000
YRC WORLDWIDE INC                 COMMON    984249102     38       55210   SH          DEFINED     20     55210       0        0
YRC WORLDWIDE INC                 COMMON    984249102      2       3518    SH          DEFINED     21      3518       0        0
YUCHENG TECHNOLOGIES LTD          COMMON    G98777108     314      36843   SH          DEFINED     20     36843       0        0
YUHE INTERNATIONAL INC            COMMON    988432100     337      32866   SH          DEFINED     20     32866       0        0
YUM! BRANDS INC                   COMMON    988498101    6167     176365   SH          DEFINED      1     176365      0        0
YUM! BRANDS INC                   COMMON    988498101     513      14683   SH          DEFINED    13,2      0         0      14683
YUM! BRANDS INC                   COMMON    988498101     21        600    SH          DEFINED     14      600        0        0
YUM! BRANDS INC                   COMMON    988498101     315      9022    SH          DEFINED     18      9022       0        0
YUM! BRANDS INC                   COMMON    988498101     325      9308    SH          DEFINED     19       0         0      9308
YUM! BRANDS INC                   COMMON    988498101    8028     229575   SH          DEFINED     20     229575      0        0
YUM! BRANDS INC                   COMMON    988498101     18        506    SH          DEFINED     21      506        0        0
YUM! BRANDS INC                   COMMON    988498101    4738     135490   SH          DEFINED      5     134749      0       741
YUM! BRANDS INC                   COMMON    988498101     674      19262   SH          DEFINED      6     19262       0        0
YUM! BRANDS INC                   COMMON    988498101    1235      35326   SH          DEFINED      7     35326       0        0
YUM! BRANDS INC                   COMMON    988498101    1941      55512   SH          DEFINED      8     55512       0        0
ZALE CORP                         COMMON    988858106     94       34921   SH          DEFINED     20     34921       0        0
ZALE CORP                         COMMON    988858106      5       2043    SH          DEFINED     21      2043       0        0
ZEBRA TECHNOLOGIES CORP CL A      COMMON    989207105     231      8072    SH          DEFINED     20      8072       0        0
ZENITH NATIONAL INSURANCE CP      COMMON    989390109     123      4121    SH          DEFINED     20      4121       0        0
ZENITH NATIONAL INSURANCE CP      COMMON    989390109     408      13707   SH          DEFINED      5     13707       0        0
ZEP INC                           COMMON    98944B108    5039     277470   SH          DEFINED      1     277470      0        0
ZEP INC                           COMMON    98944B108    2302     126744   SH          DEFINED      2     53778       0      72966
ZEP INC                           COMMON    98944B108     621      34195   SH          DEFINED     20     34195       0        0
ZEP INC                           COMMON    98944B108     105      5774    SH          DEFINED      5      5774       0        0
ZHONGPIN INC                      COMMON    98952K107    1171      72270   SH          DEFINED     20     72270       0        0
ZIMMER HOLDINGS INC               COMMON    98956P102    72398    1169220  SH          DEFINED      1    1169220      0        0
ZIMMER HOLDINGS INC               COMMON    98956P102    6842     110500   SH          DEFINED     1,3    110500      0        0
ZIMMER HOLDINGS INC               COMMON    98956P102    1167      18850   SH          DEFINED     14     15850       0      1500
ZIMMER HOLDINGS INC               COMMON    98956P102     359      5800    SH          DEFINED    14,7      0         0      5800
ZIMMER HOLDINGS INC               COMMON    98956P102     111      1800    SH          DEFINED     15      1800       0        0
ZIMMER HOLDINGS INC               COMMON    98956P102    3545      57254   SH          DEFINED    17,1      0         0      57254
ZIMMER HOLDINGS INC               COMMON    98956P102    4229      68298   SH          DEFINED     19     22245       0      46053
ZIMMER HOLDINGS INC               COMMON    98956P102    6359     102690   SH          DEFINED     20     102690      0        0
ZIMMER HOLDINGS INC               COMMON    98956P102     23        376    SH          DEFINED     21      376        0        0
ZIMMER HOLDINGS INC               COMMON    98956P102   142870    2307339  SH          DEFINED      3    2307339      0        0
ZIMMER HOLDINGS INC               COMMON    98956P102    22877    369464   SH          DEFINED      4     369464      0        0
ZIMMER HOLDINGS INC               COMMON    98956P102    1070      17273   SH          DEFINED      5      4713       0      12560
ZIMMER HOLDINGS INC               COMMON    98956P102     261      4223    SH          DEFINED      7      4223       0        0
ZIONS BANCORPORATION              COMMON    989701107    11652    844354   SH          DEFINED      1     844354      0        0
ZIONS BANCORPORATION              COMMON    989701107      4        300    SH          DEFINED     14      300        0        0
ZIONS BANCORPORATION              COMMON    989701107     303      21953   SH          DEFINED     20     21953       0        0
ZIONS BANCORPORATION              COMMON    989701107     19       1410    SH          DEFINED     21      1410       0        0
ZIONS BANCORPORATION              COMMON    989701107      2        121    SH          DEFINED      5       0         0       121
ZIX CORPORATION                   COMMON    98974P100      1        491    SH          DEFINED     20      491        0        0
ZOLL MEDICAL CORP                 COMMON    989922109    9596     340416   SH          DEFINED      1     340416      0        0
ZOLL MEDICAL CORP                 COMMON    989922109    9256     328327   SH          DEFINED      2     328327      0        0
ZOLL MEDICAL CORP                 COMMON    989922109     198      7030    SH          DEFINED     20      7030       0        0
ZOLL MEDICAL CORP                 COMMON    989922109     100      3559    SH          DEFINED      5       0         0      3559
ZOLTEK COMPANIES INC              COMMON    98975W104    21957    2249688  SH          DEFINED     20    2249688      0        0
ZOLTEK COMPANIES INC              COMMON    98975W104     56       5734    SH          DEFINED     21      5734       0        0
ZORAN CORP                        COMMON    98975F101     245      22218   SH          DEFINED     20     22218       0        0
ZORAN CORP                        COMMON    98975F101     82       7465    SH          DEFINED      5       0         0      7465
ZST DIGITAL NETWORKS INC          COMMON    98878T208     207      21356   SH          DEFINED     20     21356       0        0
ZUMIEZ                            COMMON    989817101     36       2889    SH          DEFINED     20      2889       0        0
ZUMIEZ                            COMMON    989817101     77       6225    SH          DEFINED      5       0         0      6225
ZYGO CORPU                        COMMON    989855101     44       6059    SH          DEFINED     20      6059       0        0
ZYMOGENETICS INC                  COMMON    98985T109    5802     873811   SH          DEFINED     20     873811      0        0
ZYMOGENETICS INC                  COMMON    98985T109    3283     494400   SH          DEFINED      3     494400      0        0

Grand Total                                       107,900,083
Total Count                                            15,222