SEC Info - Ameriprise Financial Inc. - ‘13F-HR’ for 3/28/02

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Ameriprise Financial Inc. – ‘13F-HR’ for 3/28/02

As of: Thursday, 5/2/02 · For: 3/28/02 · Accession #: 820027-2-373 · File #s: 28-00139, 28-03351 · Correction: This Filing’s Metadata was Corrected `®` by the SEC on 12/9/03.

  As Of               Filer                 Filing    For·On·As Docs:Size

 5/02/02  Ids Financial Corp./MN            13F-HR®     3/28/02    1:483K

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      American Express Financial Corporation 3/28/2002     143±  1.04M 
                Form 13F-HR                                                      

13F-HR 1st “Page” of 3 TOC ↑Top Previous Next ↓Bottom Just 1st
 
UNITED STATES             
SECURITIES AND EXCHANGE COMMISSION              
Washington, D.C. 20549              

FORM 13 (F) COVER PAGE            

Report for the Calendar Year or Quarter Ended: March 28, 2002                   

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:    American Express Financial Corporation                                 
Address: 430 AXP Financial Center                                               
Minneapolis, MN  55474-0000                                   

Form 13F File Number:  28-139                                                   

The institutional investment manager filing this report and the                 
person by whom it is signed hereby represent that the person                    
signing the report is authorized to submit it, that all                         
information contained herein is true, correct and complete, and                 
that it is understood that all required items, statements,                      
schedules, lists, and tables, are considered integral parts of                  
this form.                                                                      

Person Signing this Report on Behalf of Reporting Manager:                      

Name:     John Knight                                                           
Title:    V.P. Investment Accounting                                            
Phone:    612-671-3618                                                          

Signature, Place, and Date of Signing:                                          

/s/ John Knight        Minneapolis, MN             April 22, 2002               
-------------------   ------------------          --------------------          
[Signature]           [City, State]               [Date]                        

Report Type (Check only one.):                                                  

[   ] 13F HOLDINGS REPORT.                                                      

[   ] 13F NOTICE.                                                               

[ x ] 13F COMBINATION REPORT.                                                   

13F-HR 2nd “Page” of 3 TOC 1st Previous Next ↓Bottom Just 2nd
FORM 13F SUMMARY PAGE             

Report Summary:                                                                 
Number of Other Included Managers:          13                                  
Form 13F Information Table Entry Total:     7609                                
Form 13F Information Table Value Total:     $85514383 (thousands)               

List of Other Included Managers:                                                
No.  13F File Number     Name                                                   
--------------------     -----------------------------------------              
01   28-698              American Express Company                               
02   28-2069             IDS Advisory Group, Inc.                               
03   28-1151             American Express Trust Company                         
04   28-140              American Express Certificate Company                   
05   28-143              IDS Life Insurance Company                             
06                       IDS Life Insurance Company of New York                 
07                       American Partners Life                                 
08                       American Centurion Life of New York                    
09                       American Enterprise Life                               
10                       State Street                                           
11                       American Express Asset Management International        
12                       American Express Asset Management International-Japan  
13                       American Express Asset Management Limited              

13F-HR Last “Page” of 3 TOC 1st Previous Next ↓Bottom Just 3rd
                                                        [Enlarge/Download Table]
                                                                                                                                    
                                                              FORM 13F INFORMATION TABLE                                            
                                                           VALUE   SHARES/  SH/ PUT/ INVSTMT    OTHER         VOTING AUTHORITY      
        NAME OF ISSUER         TITLE OF CLASS     CUSIP   (x$1000) PRN AMT  PRN CALL DSCRETN   MANAGERS    SOLE     SHARED    NONE  
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAR                            COM              000361105      888    82415 SH       DEFINED 01              82415        0        0
ABENGOA                        COM              000369991      114    16000 SH       DEFINED 01              16000        0        0
ABN AMRO HOLDING NV            COM              000770990     1511    79548 SH       DEFINED 01              79548        0        0
AC MOORE                       COM              00086T103      599    15700 SH       DEFINED 01              15700        0        0
ADC TELECOMMUNICATIONS         COM              000886101      782   192031 SH       DEFINED 01             192031        0        0
ADC TELECOMMUNICATIONS         COM              000886101      819   201168 SH       DEFINED 01 03               0   201168        0
ADC TELECOMMUNICATIONS         COM              000886101       29     7218 SH       DEFINED 01 05               0     7218        0
ACTV INC                       COM              00088E104        0      131 SH       DEFINED 01                131        0        0
ADIDAS AG                      COM              000900993     3247    45391 SH       DEFINED 01 03               0    45391        0
ABM INDS                       COM              000957100     2756    75082 SH       DEFINED 01              75082        0        0
ADVANTECH CO LTD               COM              001009992      131    50000 SH       DEFINED 01              50000        0        0
AFC ENTERPRISES                COM              00104Q107      418    12500 SH       DEFINED 01              12500        0        0
AFLAC                          COM              001055102     5261   178346 SH       DEFINED 01             178346        0        0
AFLAC                          COM              001055102     3903   132315 SH       DEFINED 01 03               0   132315        0
AFLAC                          COM              001055102     6630   224748 SH       DEFINED 01 05               0   224748        0
AGCO                           COM              001084102       62     2700 SH       DEFINED 01                  0     2700        0
AGCO                           COM              001084102     3421   149896 SH       DEFINED 01             149896        0        0
AGCO                           COM              001084102      262    11473 SH       DEFINED 01 05               0    11473        0
AGCO CORP                      COM              001084102       14      610 SH       DEFINED 01 02               0      610        0
MY TRAVLE PLC                  COM              0010979          4     1124 SH       DEFINED 01 10            1124        0        0
AGL RESOURCES                  COM              001204106    15326   652170 SH       DEFINED 01             652170        0        0
AGL RESOURCES INC              COM              001204106       12      510 SH       DEFINED 01 02               0      510        0
AES                            COM              00130H105     2263   251444 SH       DEFINED 01             251444        0        0
AES                            COM              00130H105     1373   152477 SH       DEFINED 01 03               0   152477        0
AES                            COM              00130H105      104    11547 SH       DEFINED 01 05               0    11547        0
CHUBB PLC                      COM              0015219          4     1717 SH       DEFINED 01 10            1717        0        0
KIDDE PLC                      COM              0015402          2     1717 SH       DEFINED 01 10            1717        0        0
AK STEEL HOLDINGS              COM              001547108      839    58692 SH       DEFINED 01              58692        0        0
AMB PROPERTY CORP              COM              00163T109        4      135 SH       DEFINED 01                135        0        0
AMEY                           COM              001730993      134    36000 SH       DEFINED 01              36000        0        0
AMN HEALTHCARE SERV            COM              001744101      536    19932 SH       DEFINED 01              19932        0        0
AMR                            COM              001765106      284    10750 SH       DEFINED 01                  0    10750        0
AMR                            COM              001765106    27676  1047892 SH       DEFINED 01            1047892        0        0
AMR                            COM              001765106     1131    42839 SH       DEFINED 01 03               0    42839        0
AMR                            COM              001765106     2429    91971 SH       DEFINED 01 05               0    91971        0
AMR CORP DEL                   COM              001765106    18945   717548 SH       DEFINED 01 02               0   717548        0
ANC RENTAL CORPORATION         COM              001813104        0       91 SH       DEFINED 01                 91        0        0
AOL TIME WARNER                COM              00184A105      114     4800 SH       DEFINED 01                  0     4800        0
AOL TIME WARNER                COM              00184A105   213781  9039389 SH       DEFINED 01            9039389        0        0
AOL TIME WARNER                COM              00184A105    28545  1206950 SH       DEFINED 01 03               0  1206950        0
AOL TIME WARNER                COM              00184A105    76189  3221532 SH       DEFINED 01 05               0  3221532        0
AOL TIME WARNER INC            COM              00184A105     5346   226055 SH       DEFINED 01                  0   226055        0
AOL TIME WARNER INC            COM              00184A105    42884  1813284 SH       DEFINED 01 02               0  1813284        0
ATI TECHNOLOGIES               COM              001941103     2708   202100 SH       DEFINED 01             202100        0        0
ATI TECHNOLOGIES               COM              001941103      966    72100 SH       DEFINED 01 02               0    72100        0
AT&T                           COM              001957109      152     9650 SH       DEFINED 01                  0     9650        0
AT&T                           COM              001957109   192455 12258290 SH       DEFINED 01           12258290        0        0
AT&T                           COM              001957109    16152  1028768 SH       DEFINED 01 03               0  1028768        0
AT&T                           COM              001957109    67609  4306305 SH       DEFINED 01 05               0  4306305        0
AT&T CORP                      COM              001957109      983    62600 SH       DEFINED 01 02               0    62600        0
ATMI                           COM              00207R101     3457   109947 SH       DEFINED 01             109947        0        0
A T & T WIRELESS SERVICES      COM              00209a106      462    51300 SH       DEFINED 11 12               0    51300        0
AT&T WIRELESS SERVICES         COM              00209A106      116    13000 SH       DEFINED 01                  0    13000        0
AT&T WIRELESS SERVICES         COM              00209A106    14098  1575220 SH       DEFINED 01            1575220        0        0
AT&T WIRELESS SERVICES         COM              00209A106     6850   765366 SH       DEFINED 01 03               0   765366        0
AT&T WIRELESS SERVICES         COM              00209A106      398    44476 SH       DEFINED 01 05               0    44476        0
AT&T WIRELESS SVCS             COM              00209A106      148    16500 SH       DEFINED 01 02               0    16500        0
AVX                            COM              002444107        8      404 SH       DEFINED 01                404        0        0
AXT                            COM              00246W103     2063   192822 SH       DEFINED 01             192822        0        0
AXT                            COM              00246W103       99     9277 SH       DEFINED 01 05               0     9277        0
AXT INC                        COM              00246W103        2      150 SH       DEFINED 01 02               0      150        0
AARON RENTS                    COM              002535201     1401    61311 SH       DEFINED 01              61311        0        0
ABBOTT LABORATORIES            COM              002824100       34      650 SH       DEFINED 01                  0      650        0
ABBOTT LABORATORIES            COM              002824100   158367  3010788 SH       DEFINED 01            3010788        0        0
ABBOTT LABORATORIES            COM              002824100    22188   421809 SH       DEFINED 01 03               0   421809        0
ABBOTT LABORATORIES            COM              002824100    68643  1304982 SH       DEFINED 01 05               0  1304982        0
ABBOTT LABS                    COM              002824100    26864   510755 SH       DEFINED 01 02               0   510755        0
AMEC ORD                       COM              0028262          3      478 SH       DEFINED 01 10             478        0        0
ABERCROMBIE & FITCH            COM              002896207     3961   128615 SH       DEFINED 01             128615        0        0
ABERCROMBIE & FITCH            COM              002896207     4059   131800 SH       DEFINED 01 05               0   131800        0
ABERDEEN ASSET MANAGEMENT      COM              003295995       52    13200 SH       DEFINED 01              13200        0        0
ABGENIX INC                    COM              00339B107       50     2648 SH       DEFINED 01               2648        0        0
ACACIA RESEARCH CORP           COM              003881109        3      231 SH       DEFINED 01 02               0      231        0
ABITIBI-CONSOLIDATED           COM              003924107      370    41550 SH       DEFINED 01                  0    41550        0
ABITIBI-CONSOLIDATED           COM              003924107    18690  2100000 SH       DEFINED 01            2100000        0        0
ABITIBI-CONSOLIDATED           COM              003924107     1779   199998 SH       DEFINED 01 05               0   199998        0
ABITIBI-CONSOLIDATED           COM              003924990       31     3500 SH       DEFINED 01               3500        0        0
SIGNET GROUP PLC               COM              0040374          4     2390 SH       DEFINED 01 10            2390        0        0
ACCELERATED NETWORKS           COM              00429P107        0      243 SH       DEFINED 01                243        0        0
ACCLAIM ENMNT INC              COM              004325205        3      630 SH       DEFINED 01 02               0      630        0
ACCLAIM ENTERTAINMENT INC      COM              004325205     1503   331000 SH       DEFINED 01             331000        0        0
ACCLAIM ENTERTAINMENT INC      COM              004325205       81    17900 SH       DEFINED 01 05               0    17900        0
ACCOR                          COM              004340998      863    21488 SH       DEFINED 01              21488        0        0
ACCOR                          COM              004347993    11014   274441 SH       DEFINED 01             274441        0        0
ACCOR                          COM              004347993    15658   390180 SH       DEFINED 01 05               0   390180        0
ACCREDO HEALTH                 COM              00437V104     5870   102487 SH       DEFINED 01             102487        0        0
ACCRUE SOFTWARE                COM              00437W102        0       64 SH       DEFINED 01                 64        0        0
EMI GROUP                      COM              0044473          9     1800 SH       DEFINED 01 10            1800        0        0
ACKERLY GROUP INC              COM              004527107       54     3000 SH       DEFINED 01                  0     3000        0
ACCTON TECH (2345)             COM              004567996     2488   907000 SH       DEFINED 01             907000        0        0
ACLARA BIOSCIENCES             COM              00461P106        0       80 SH       DEFINED 01                 80        0        0
DIXONS GROUP PLC               COM              0047245         19     5004 SH       DEFINED 01 10            5004        0        0
SAFEWAY                        COM              0049241          6     1480 SH       DEFINED 01 10            1480        0        0
ACTIVISION                     COM              004930202     3383   113380 SH       DEFINED 01             113380        0        0
ACTIVISION                     COM              004930202      103     3450 SH       DEFINED 01 05               0     3450        0
ACTIVISION INC                 COM              004930202        2       75 SH       DEFINED 01 02               0       75        0
ACTION PERFORMANCE             COM              004933107        4       90 SH       DEFINED 01 02               0       90        0
ACTION PERFORMANCE COMPANIES   COM              004933107     3323    67467 SH       DEFINED 01              67467        0        0
ACTION PERFORMANCE COMPANIES   COM              004933107       69     1400 SH       DEFINED 01 05               0     1400        0
ACTEL                          COM              004934105       29     1400 SH       DEFINED 01                  0     1400        0
ACTEL                          COM              004934105     3556   171716 SH       DEFINED 01             171716        0        0
ACTEL                          COM              004934105      132     6351 SH       DEFINED 01 05               0     6351        0
ACTEL CORP                     COM              004934105      580    28000 SH       DEFINED 01                  0    28000        0
ACTEL CORP                     COM              004934105       12      550 SH       DEFINED 01 02               0      550        0
ACTIVE POWER INC               COM              00504W100        0       60 SH       DEFINED 01                 60        0        0
ACTUATE                        COM              00508B102     2280   315790 SH       DEFINED 01             315790        0        0
ACTUATE                        COM              00508B102      162    22446 SH       DEFINED 01 05               0    22446        0
ACTUATE CORPORATION            COM              00508B102        3      430 SH       DEFINED 01 02               0      430        0
ACTUANT CORPORATION            COM              00508X203        7      180 SH       DEFINED 01 02               0      180        0
ACTUANT CORPORATION -CL A      COM              00508X203     1038    24035 SH       DEFINED 01              24035        0        0
ACTUANT CORPORATION -CL A      COM              00508X203      104     2400 SH       DEFINED 01 05               0     2400        0
ACUITIY BRANDS                 COM              00508Y102       83     5000 SH       DEFINED 01                  0     5000        0
ACUITIY BRANDS                 COM              00508Y102     2103   127225 SH       DEFINED 01             127225        0        0
ACXIOM                         COM              005125109    24051  1403175 SH       DEFINED 01            1403175        0        0
ACXIOM                         COM              005125109     3027   176600 SH       DEFINED 01 03               0   176600        0
ACXIOM                         COM              005125109      612    35695 SH       DEFINED 01 05               0    35695        0
ACXIOM CORP                    COM              005125109     1314    76700 SH       DEFINED 01 02               0    76700        0
ADERANS                        COM              005320999      297    10000 SH       DEFINED 01              10000        0        0
SEVERN TRENT                   COM              0054632          4      410 SH       DEFINED 01 10             410        0        0
BILLITON A                     COM              0056650         18     3240 SH       DEFINED 01 10            3240        0        0
ARM HOLDING PLC                COM              0059585          9     2222 SH       DEFINED 01 10            2222        0        0
ADAPTEC                        COM              00651F108       64     4800 SH       DEFINED 01                  0     4800        0
ADAPTEC                        COM              00651F108     6053   452750 SH       DEFINED 01             452750        0        0
ADAPTEC                        COM              00651F108      159    11900 SH       DEFINED 01 05               0    11900        0
ADAPTEC INC                    COM              00651F108       12      870 SH       DEFINED 01 02               0      870        0
ADECCO SA REG                  COM              006700991      357     5629 SH       DEFINED 01               5629        0        0
ADECCO SA REG                  COM              006700991     2674    42125 SH       DEFINED 01 03               0    42125        0
ADECCO SA REG                  COM              006700991      600     9458 SH       DEFINED 01 05               0     9458        0
BAA                            COM              0067340         26     2917 SH       DEFINED 01 10            2917        0        0
BBA GROUP                      COM              0067748          4      966 SH       DEFINED 01 10             966        0        0
ADELPHIA BUSINESS SOLUTIONS    COM              006847107        0      353 SH       DEFINED 01                353        0        0
ADELPHIA COMMUNICATIONS CL A   COM              006848105      477    32030 SH       DEFINED 01              32030        0        0
ADELPHIA COMM PFD  13.00%  CM  PRF              006848303    25474   268150 SH       DEFINED 01             268150        0        0
ADELPHIA COMM PFD  13.00%  CM  PRF              006848303     6161    64850 SH       DEFINED 01 05               0    64850        0
ADAYTUM SOFTWARE SERIES E      PRF              006900XX7     4200   669857 SH       DEFINED 01             669857        0        0
ADAYTUM SOFTWARE SERIES E      PRF              006900XX7     5800   925039 SH       DEFINED 01 05               0   925039        0
ADAYTUM SOFTWARE SERIES E      PRF              006900XY5      352    56179 SH       DEFINED 01              56179        0        0
ADAYTUM SOFTWARE SERIES E      PRF              006900XY5      486    77582 SH       DEFINED 01 05               0    77582        0
ADMINISTAFF                    COM              007094105    40641  1470912 SH       DEFINED 01            1470912        0        0
ADMINISTAFF INC                COM              007094105        4      140 SH       DEFINED 01 02               0      140        0
ADOBE SYSTEMS                  COM              00724F101        6      150 SH       DEFINED 01                  0      150        0
ADOBE SYSTEMS                  COM              00724F101    30570   758714 SH       DEFINED 01             758714        0        0
ADOBE SYSTEMS                  COM              00724F101     2419    60046 SH       DEFINED 01 03               0    60046        0
ADOBE SYSTEMS                  COM              00724F101    51924  1288755 SH       DEFINED 01 05               0  1288755        0
ADOBE SYSTEMS INC              COM              00724F101      415    10300 SH       DEFINED 01 02               0    10300        0
ADTRAN                         COM              00738A106       37     1568 SH       DEFINED 01               1568        0        0
ADVANCE AUTO PARTS             COM              00751Y106       41      900 SH       DEFINED 01                  0      900        0
ADV DIGITAL INFORMAT           COM              007525108        2      139 SH       DEFINED 01                139        0        0
ADVANCED INFO SERVICES         COM              007534985     2569  2378400 SH       DEFINED 01            2378400        0        0
ADVANCED INFO SERVICES         COM              007534985       82    76100 SH       DEFINED 01 05               0    76100        0
ADVANCED MARKETING SERVICES    COM              00753T105     1415    58956 SH       DEFINED 01              58956        0        0
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105      129     6700 SH       DEFINED 01                  0     6700        0
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105       57     2988 SH       DEFINED 01               2988        0        0
ADVANCED TISSUE SCIENCES       COM              00755F103     1451   461428 SH       DEFINED 01             461428        0        0
ADVANCED TISSUE SCIENCES       COM              00755F103       66    20900 SH       DEFINED 01 05               0    20900        0
ADVO                           COM              007585102       93     2200 SH       DEFINED 01                  0     2200        0
ADVO                           COM              007585102     3435    81326 SH       DEFINED 01              81326        0        0
ADVANCED POWER TECHNOLOGY      COM              00761E108     2271   197800 SH       DEFINED 01             197800        0        0
ADVANCED POWER TECHNOLOGY      COM              00761E108      424    36900 SH       DEFINED 01 05               0    36900        0
AEROFLEX                       COM              007768104     5097   396360 SH       DEFINED 01             396360        0        0
AEROFLEX                       COM              007768104      103     7974 SH       DEFINED 01 05               0     7974        0
AEROFLEX INC                   COM              007768104        3      270 SH       DEFINED 01 02               0      270        0
BARCLAYS                       COM              0078201        143     4636 SH       DEFINED 01 10            4636        0        0
ADVANCED MICRO DEV             COM              007903107      115     7800 SH       DEFINED 01 02               0     7800        0
ADVANCED MICRO DEVICES         COM              007903107     6266   425985 SH       DEFINED 01             425985        0        0
ADVANCED MICRO DEVICES         COM              007903107     1267    86125 SH       DEFINED 01 03               0    86125        0
ADVANCED MICRO DEVICES         COM              007903107     5708   388090 SH       DEFINED 01 05               0   388090        0
ADVANCEPCS                     COM              00790K109    44889  1491802 SH       DEFINED 01            1491802        0        0
ADVANCEPCS                     COM              00790K109     1315    43700 SH       DEFINED 01 05               0    43700        0
AEGON                          COM              007930993     7868   322323 SH       DEFINED 01             322323        0        0
AEGON                          COM              007930993    10549   432161 SH       DEFINED 01 05               0   432161        0
ADVANTA CORP - CL A            COM              007942105        1      114 SH       DEFINED 01                114        0        0
ADVANCED ENERGY INDS           COM              007973100     3513    97682 SH       DEFINED 01              97682        0        0
ADVENT SOFTWARE                COM              007974108    17112   289252 SH       DEFINED 01             289252        0        0
ADVENT SOFTWARE                COM              007974108     1028    17394 SH       DEFINED 01 02               0    17394        0
ADVENT SOFTWARE                COM              007974108     1846    31200 SH       DEFINED 01 03               0    31200        0
ADVENT SOFTWARE                COM              007974108      377     6368 SH       DEFINED 01 05               0     6368        0
AEON CREDIT SERVICE            COM              008011991      229     4600 SH       DEFINED 01               4600        0        0
AETHER SYS                     COM              00808V105        0       61 SH       DEFINED 01                 61        0        0
BARRATT DEVE                   COM              0081180          3      509 SH       DEFINED 01 10             509        0        0
AETNA                          COM              00817Y108      138     3536 SH       DEFINED 01               3536        0        0
AETNA                          COM              00817Y108     1424    36681 SH       DEFINED 01 03               0    36681        0
AETNA                          COM              00817Y108       51     1316 SH       DEFINED 01 05               0     1316        0
AFFILIATED COMPUTER            COM              008190100      314     5600 SH       DEFINED 01 02               0     5600        0
AFFILIATED COMPUTER SERVICES C COM              008190100    26016   463478 SH       DEFINED 01             463478        0        0
AFFILIATED COMPUTER SERVICES C COM              008190100    22230   396033 SH       DEFINED 01 05               0   396033        0
AFFILIATED MANAGERS            COM              008252108    32391   450935 SH       DEFINED 01 02               0   450935        0
AFFILIATED MANAGERS GROUP      COM              008252108       50      700 SH       DEFINED 01                  0      700        0
AFFILIATED MANAGERS GROUP      COM              008252108     4503    62682 SH       DEFINED 01              62682        0        0
AFFILIATED MANAGERS GROUP      COM              008252108      675     9400 SH       DEFINED 01 03               0     9400        0
AFFILIATED MANAGERS GROUP      COM              008252108      244     3400 SH       DEFINED 01 05               0     3400        0
AFFYMETRIX                     COM              00826T108        8      268 SH       DEFINED 01                268        0        0
AFL/CIO UNITS OF               COM              008270993      499      460 SH       DEFINED 01 02               0      460        0
AFTER MARKET TECH              COM              008318107     1494    80000 SH       DEFINED 01              80000        0        0
AFTER MARKET TECH              COM              008318107       10      560 SH       DEFINED 01 02               0      560        0
AFTER MARKET TECH              COM              008318107      140     7500 SH       DEFINED 01 05               0     7500        0
AGGREKO                        COM              008455990      208    50000 SH       DEFINED 01              50000        0        0
AGERE SYSTEMS CL A             COM              00845V100     1751   450215 SH       DEFINED 01             450215        0        0
AGILENT TECHNOLOGIES           COM              00846U101    30526   873159 SH       DEFINED 01             873159        0        0
AGILENT TECHNOLOGIES           COM              00846U101     4108   117508 SH       DEFINED 01 03               0   117508        0
AGILENT TECHNOLOGIES           COM              00846U101     5461   156217 SH       DEFINED 01 05               0   156217        0
AGILE SOFTWARE                 COM              00846X105       30     2500 SH       DEFINED 01                  0     2500        0
AGILE SOFTWARE                 COM              00846X105      133    11011 SH       DEFINED 01              11011        0        0
L'AIR LIQUIDE                  COM              009126103      191     1303 SH       DEFINED 01               1303        0        0
AIR PROD & CHEM                COM              009158106      923    17853 SH       DEFINED 01 02               0    17853        0
AIR PRODUCTS & CHEMICALS       COM              009158106        5      100 SH       DEFINED 01                  0      100        0
AIR PRODUCTS & CHEMICALS       COM              009158106   156900  3037742 SH       DEFINED 01            3037742        0        0
AIR PRODUCTS & CHEMICALS       COM              009158106     4022    77873 SH       DEFINED 01 03               0    77873        0
AIR PRODUCTS & CHEMICALS       COM              009158106    33623   650966 SH       DEFINED 01 05               0   650966        0
AIRBORNE                       COM              009269101       27     1533 SH       DEFINED 01               1533        0        0
AIRBORNE INC                   COM              009269101       11      620 SH       DEFINED 01 02               0      620        0
AIRGAS                         COM              009363102     2330   115914 SH       DEFINED 01             115914        0        0
AIRGAS                         COM              009363102      235    11694 SH       DEFINED 01 05               0    11694        0
AIRGAS INC                     COM              009363102       16      770 SH       DEFINED 01 02               0      770        0
AIRGATE PCS                    COM              009367103     2256   161126 SH       DEFINED 01             161126        0        0
AIRGATE PCS                    COM              009367103      105     7474 SH       DEFINED 01 05               0     7474        0
AIRGATE PCS INC                COM              009367103        2      130 SH       DEFINED 01 02               0      130        0
BERKELEY GRO                   COM              0094177          3      276 SH       DEFINED 01 10             276        0        0
AIRNET COMMUNICATION           COM              00941P106        0       49 SH       DEFINED 01                 49        0        0
AIRTRAN HOLDINGS               COM              00949P108     2439   403000 SH       DEFINED 01             403000        0        0
AIRTRAN HOLDINGS               COM              00949P108      195    32300 SH       DEFINED 01 05               0    32300        0
AIRTRAN HOLDINGS INC           COM              00949P108       10     1600 SH       DEFINED 01 02               0     1600        0
BALFOUR BEATTY PLC             COM              0096162          3      935 SH       DEFINED 01 10             935        0        0
AKAMAI TECHNOLOGIES            COM              00971T101       40    10000 SH       DEFINED 01                  0    10000        0
AKAMAI TECHNOLOGIES            COM              00971T101        1      180 SH       DEFINED 01                180        0        0
BTG PLC                        COM              0100159          2      246 SH       DEFINED 01 10             246        0        0
ALABAMA NATL BANC              COM              010317105        9      230 SH       DEFINED 01 02               0      230        0
BOC GROUP                      COM              0108120         21     1364 SH       DEFINED 01 10            1364        0        0
BOOTS CO                       COM              0111441         24     2526 SH       DEFINED 01 10            2526        0        0
ALAMO GROUP                    COM              011311107     1175    72300 SH       DEFINED 01              72300        0        0
ALAMO GROUP                    COM              011311107      239    14700 SH       DEFINED 01 05               0    14700        0
ALAMOSA HOLDINGS INC           COM              011589108        2      347 SH       DEFINED 01                347        0        0
ALASKA AIR GROUP               COM              011659109       37     1101 SH       DEFINED 01               1101        0        0
ALASKA COMM SYSTEM GROUP       COM              01167P101        6      748 SH       DEFINED 01                748        0        0
ALBANY INTL CL A               COM              012348108     1867    61635 SH       DEFINED 01              61635        0        0
ALBANY INTL CL A               COM              012348108      168     5560 SH       DEFINED 01 05               0     5560        0
ALBANY INTL CORP NEW           COM              012348108       10      330 SH       DEFINED 01 02               0      330        0
ALBANY MOLECULAR RESEARCH      COM              012423109        5      211 SH       DEFINED 01                211        0        0
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ALBEMARLE                      COM              012653101      295    10700 SH       DEFINED 01 05               0    10700        0
AMVESCAP PLC                   COM              0128269         28     2024 SH       DEFINED 01 10            2024        0        0
BRITISH AIRW                   COM              0129057          9     2538 SH       DEFINED 01 10            2538        0        0
ALBERTO-CULVER CL B            COM              013068101       79     1460 SH       DEFINED 01               1460        0        0
ALBERTO-CULVER CL B            COM              013068101      789    14606 SH       DEFINED 01 03               0    14606        0
ALBERTO-CULVER CL B            COM              013068101       28      523 SH       DEFINED 01 05               0      523        0
ALBERTSON'S                    COM              013104104    52529  1585084 SH       DEFINED 01            1585084        0        0
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ALBERTSON'S                    COM              013104104     2671    80609 SH       DEFINED 01 05               0    80609        0
ALBERTSONS INC                 COM              013104104      520    15700 SH       DEFINED 01 02               0    15700        0
BRITISH LAND                   COM              0136701          9     1218 SH       DEFINED 01 10            1218        0        0
ALCAN                          COM              013716105    14457   364759 SH       DEFINED 01             364759        0        0
ALCAN                          COM              013716105     3857    97322 SH       DEFINED 01 03               0    97322        0
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ALCOA INC                      COM              013817101     8318   220395 SH       DEFINED 01                  0   220395        0
ALCOA INC                      COM              013817101    39959  1058749 SH       DEFINED 01 02               0  1058749        0
ALDEASA                        COM              013900998       48     2900 SH       DEFINED 01               2900        0        0
BRITISH SKY                    COM              0141192         45     3797 SH       DEFINED 01 10            3797        0        0
ALEXANDER & BALDWIN            COM              014482103     5784   209491 SH       DEFINED 01             209491        0        0
ALEXANDER & BALDWIN            COM              014482103      491    17800 SH       DEFINED 01 05               0    17800        0
ALEXION PHARMACEUTIC           COM              015351109        2       69 SH       DEFINED 01                 69        0        0
ALFA CORP                      COM              015385107       12      440 SH       DEFINED 01                440        0        0
BUNZL                          COM              0154004          7      992 SH       DEFINED 01 10             992        0        0
CABLE & WIRE                   COM              0162557         12     3909 SH       DEFINED 01 10            3909        0        0
ALKERMES                       COM              01642T108        5      188 SH       DEFINED 01                188        0        0
ALLEGHANY CORP                 COM              017175100        5       28 SH       DEFINED 01                 28        0        0
CAPITA GROUP                   COM              0173474          9     1500 SH       DEFINED 01 10            1500        0        0
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ALLEGIANCE TELECOM             COM              01747T102       48    15804 SH       DEFINED 01              15804        0        0
NOVAR PLC                      COM              0176268          2     1018 SH       DEFINED 01 10            1018        0        0
ALLEN TELECOM                  COM              018091108      624    93359 SH       DEFINED 01              93359        0        0
ALLEN CVT PFD                  PRF              018091207      119     2500 SH       DEFINED 01                  0     2500        0
CELLTECH CHIRO                 COM              0182276          6      615 SH       DEFINED 01 10             615        0        0
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ALLETE                         COM              018522102    17541   603004 SH       DEFINED 01             603004        0        0
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ALLIANT TECHSYSTEMS            COM              018804104       12      120 SH       DEFINED 01 02               0      120        0
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ALLOY INC                      COM              019855105     3863   257000 SH       DEFINED 01             257000        0        0
ALLOY INC                      COM              019855105        3      180 SH       DEFINED 01 02               0      180        0
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ALLSCRIPTS HEALTHCARE SOLUTION COM              01988P108        1      105 SH       DEFINED 01                105        0        0
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ALLTEL                         COM              020039103    11005   198122 SH       DEFINED 01             198122        0        0
ALLTEL                         COM              020039103     4726    85082 SH       DEFINED 01 03               0    85082        0
ALLTEL                         COM              020039103    10011   180227 SH       DEFINED 01 05               0   180227        0
ALLTEL CORP                    COM              020039103      667    12000 SH       DEFINED 01                  0    12000        0
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ALPHA INDS                     COM              020753109     2880   188840 SH       DEFINED 01 05               0   188840        0
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ALPHARMA CL A                  COM              020813101     1880   131471 SH       DEFINED 01             131471        0        0
ALTANA                         COM              021275995      122     2288 SH       DEFINED 01               2288        0        0
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ALTERA CORP                    COM              021441100     3082   140890 SH       DEFINED 01 02               0   140890        0
CGNU PLC                       COM              0216238         66     6274 SH       DEFINED 01 10            6274        0        0
ALTRAN TECHNOLOGIES            COM              022090997      183     3191 SH       DEFINED 01               3191        0        0
IONA TECHNOLOGIES              COM              0226185          1       55 SH       DEFINED 01 10              55        0        0
AMADA                          COM              022631105     2566   500000 SH       DEFINED 01             500000        0        0
AMADA                          COM              022631105     1231   240000 SH       DEFINED 01 03               0   240000        0
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AMADEUS GLOBAL TRAV            COM              022657993      158    22192 SH       DEFINED 01              22192        0        0
AMAZON COM INC                 COM              023135106      106     7412 SH       DEFINED 01               7412        0        0
AMB GENERALI HOLDING           COM              023138993     1199    11550 SH       DEFINED 01              11550        0        0
AMBAC FINANCIAL GROUP          COM              023139108     1335    22591 SH       DEFINED 01              22591        0        0
AMBAC FINANCIAL GROUP          COM              023139108     1580    26750 SH       DEFINED 01 03               0    26750        0
AMBAC FINANCIAL GROUP          COM              023139108       57      959 SH       DEFINED 01 05               0      959        0
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AMERADA HESS                   COM              023551104      173     2177 SH       DEFINED 01               2177        0        0
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AMERCO                         COM              023586100        1       73 SH       DEFINED 01                 73        0        0
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AMEREN                         COM              023608102     1649    38570 SH       DEFINED 01 03               0    38570        0
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AMERICA MOVIL ADR CL L         COM              02364W105     4688   236043 SH       DEFINED 01             236043        0        0
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REUTERS GROU                   COM              0236913         29     3710 SH       DEFINED 01 10            3710        0        0
DIAGEO                         COM              0237400        124     9522 SH       DEFINED 01 10            9522        0        0
AMCORE FINL INC                COM              023912108        2       92 SH       DEFINED 01                 92        0        0
SCHRODERS                      COM              0240549          9      699 SH       DEFINED 01 10             699        0        0
AMERICAN AXLE & MFG HOLDINGS   COM              024061103     1289    44456 SH       DEFINED 01              44456        0        0
SIX CONTINENTS PLC             COM              0243195         25     2376 SH       DEFINED 01 10            2376        0        0
AMERICAN ELECTRIC POWER        COM              025537101    41468   899738 SH       DEFINED 01             899738        0        0
AMERICAN ELECTRIC POWER        COM              025537101     4105    89056 SH       DEFINED 01 03               0    89056        0
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AMERICAN EAGLE OUTFITTERS      COM              02553E106      717    28948 SH       DEFINED 01              28948        0        0
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AMERICAN FINANCIAL HOLDINGS    COM              026075101     1961    73678 SH       DEFINED 01              73678        0        0
BAE SYSTEMS PLC                COM              0263494         37     7791 SH       DEFINED 01 10            7791        0        0
AMERICAN GREETINGS CL A        COM              026375105       37     2016 SH       DEFINED 01               2016        0        0
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AMER GROUP                     COM              026377994      299    10600 SH       DEFINED 01              10600        0        0
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PROVIDENT FI                   COM              0268596          6      573 SH       DEFINED 01 10             573        0        0
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AMERICAN INTL GROUP            COM              026874107   762571 10570714 SH       DEFINED 01           10570714        0        0
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AMERICAN MEDICAL SYSTEMS HOLDI COM              02744M108     1375    61100 SH       DEFINED 01              61100        0        0
AMERSHAM PLC                   COM              0274753         16     1489 SH       DEFINED 01 10            1489        0        0
AMERICAN NATL INS CO           COM              028591105        7       78 SH       DEFINED 01                 78        0        0
BRIT AMER TO                   COM              0287580         54     5655 SH       DEFINED 01 10            5655        0        0
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MAN E.D & F                    COM              0294405          6      339 SH       DEFINED 01 10             339        0        0
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AMERICAN TOWER CL A            COM              029912201        9     1612 SH       DEFINED 01               1612        0        0
AMERICAN TOWER CORP            COM              029912201      135    25000 SH       DEFINED 01                  0    25000        0
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AMERON INTL CORP               COM              030710107      933    13000 SH       DEFINED 01              13000        0        0
AMERON INTL CORP               COM              030710107       12      170 SH       DEFINED 01 02               0      170        0
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AMERIPATH                      COM              03071D109     3496   130471 SH       DEFINED 01             130471        0        0
AMERIPATH                      COM              03071D109      253     9426 SH       DEFINED 01 05               0     9426        0
AMERIPATH INC                  COM              03071D109        4      160 SH       DEFINED 01 02               0      160        0
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AMERUS GROUP                   COM              03072M108    10221   265840 SH       DEFINED 01             265840        0        0
AMERUS GROUP                   COM              03072M108      938    24400 SH       DEFINED 01 05               0    24400        0
AMERUS GROUP CO                COM              03072M108       25      650 SH       DEFINED 01 02               0      650        0
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ELECTROCOMPO                   COM              0309644          7     1019 SH       DEFINED 01 10            1019        0        0
AMETEK                         COM              031100100        7      200 SH       DEFINED 01                  0      200        0
AMETEK                         COM              031100100       43     1152 SH       DEFINED 01               1152        0        0
AMETEK INC (NEW)               COM              031100100        2       60 SH       DEFINED 01 02               0       60        0
AMGEN                          COM              031162100   227137  3805905 SH       DEFINED 01            3805905        0        0
AMGEN                          COM              031162100    16987   284627 SH       DEFINED 01 03               0   284627        0
AMGEN                          COM              031162100    43729   732723 SH       DEFINED 01 05               0   732723        0
AMGEN INC                      COM              031162100     8833   148000 SH       DEFINED 01                  0   148000        0
AMGEN INC                      COM              031162100      411     6872 SH       DEFINED 01 02               0     6872        0
AMKOR TECHNOLOGY               COM              031652100     1095    49078 SH       DEFINED 01              49078        0        0
AMPHENOL CL A                  COM              032095101     3020    64527 SH       DEFINED 01              64527        0        0
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AMSOUTH BANCORPORATION         COM              032165102      197     8971 SH       DEFINED 01               8971        0        0
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AMSOUTH BANCORPORATION         COM              032165102       73     3314 SH       DEFINED 01 05               0     3314        0
AMVESCAP                       COM              03235E993      317    22999 SH       DEFINED 01              22999        0        0
ANADARKO PETRO CORP            COM              032511107      773    13700 SH       DEFINED 01 02               0    13700        0
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ANADIGICS                      COM              032515108        2      183 SH       DEFINED 01                183        0        0
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ANALYSTS INTL                  COM              032681108      297    74241 SH       DEFINED 01              74241        0        0
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ANCHOR BANCORP                 COM              032839102       11      540 SH       DEFINED 01 02               0      540        0
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FKI                            COM              0329459          3     1243 SH       DEFINED 01 10            1243        0        0
CARLTON                        COM              0341925          6     1453 SH       DEFINED 01 10            1453        0        0
ANDREW CORP                    COM              034425108       39     2305 SH       DEFINED 01               2305        0        0
ANDREW CORP                    COM              034425108        7      400 SH       DEFINED 01 02               0      400        0
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ANDRX CORP-ANDRX GROUP         COM              034553107     9523   251001 SH       DEFINED 01             251001        0        0
ANDRX CORP-ANDRX GROUP         COM              034553107      345     9100 SH       DEFINED 01 05               0     9100        0
ANGELICA                       COM              034663104      409    26419 SH       DEFINED 01              26419        0        0
AWG PLC-REDEEMABLE             COM              034668954        1  1288320 SH       DEFINED 01            1288320        0        0
AWG - ORD 10P                  COM              034668996       72     9600 SH       DEFINED 01               9600        0        0
ANGLO AMERICAN PLATINU         COM              034670992     1531    35000 SH       DEFINED 01              35000        0        0
ANGLO AMERICAN PLC             COM              034671883     6316   379093 SH       DEFINED 01             379093        0        0
ANGLO AMERICAN PLC             COM              034671883      205    12330 SH       DEFINED 01 05               0    12330        0
ANGLO IRISH BANK CRP           COM              034675959      470   100000 SH       DEFINED 01             100000        0        0
ANGLO IRISH BANK               COM              034675991      103    22000 SH       DEFINED 01              22000        0        0
ANGLOGOLD ADR                  COM              035128206     3266   129700 SH       DEFINED 01             129700        0        0
ANGLOGOLD ADR                  COM              035128206       45     1800 SH       DEFINED 01 05               0     1800        0
ANHEUSER BUSCH CO              COM              035229103    21242   406944 SH       DEFINED 01 02               0   406944        0
ANHEUSER-BUSCH                 COM              035229103       13      250 SH       DEFINED 01                  0      250        0
ANHEUSER-BUSCH                 COM              035229103   217956  4175392 SH       DEFINED 01            4175392        0        0
ANHEUSER-BUSCH                 COM              035229103    12757   244377 SH       DEFINED 01 03               0   244377        0
ANHEUSER-BUSCH                 COM              035229103    63904  1224195 SH       DEFINED 01 05               0  1224195        0
ANIXTER INTL                   COM              035290105     5427   183153 SH       DEFINED 01             183153        0        0
ANIXTER INTL                   COM              035290105      142     4800 SH       DEFINED 01 05               0     4800        0
ANIXTER INTL INC               COM              035290105        7      260 SH       DEFINED 01 02               0      260        0
ANNALY MORT MGMT               COM              035710409     2571   151391 SH       DEFINED 01             151391        0        0
ANNALY MORT MGMT               COM              035710409       11      630 SH       DEFINED 01 02               0      630        0
ANNALY MORT MGMT               COM              035710409      265    15600 SH       DEFINED 01 05               0    15600        0
ANNTAYLOR STORES               COM              036115103       39      900 SH       DEFINED 01                  0      900        0
ANNTAYLOR STORES               COM              036115103     8317   192432 SH       DEFINED 01             192432        0        0
ANNTAYLOR STORES               COM              036115103      220     5100 SH       DEFINED 01 05               0     5100        0
ANNTAYLOR STORES COR           COM              036115103       17      380 SH       DEFINED 01 02               0      380        0
ANSYS                          COM              03662Q105     3340   123260 SH       DEFINED 01             123260        0        0
ANSYS                          COM              03662Q105        3      120 SH       DEFINED 01 02               0      120        0
ANSYS                          COM              03662Q105      157     5800 SH       DEFINED 01 05               0     5800        0
ANTHEM                         COM              03674B104    14406   250251 SH       DEFINED 01             250251        0        0
ANTHEM                         COM              03674B104      549     9532 SH       DEFINED 01 05               0     9532        0
ANTEON INTERNATIONAL           COM              03674E108       27     1300 SH       DEFINED 01 02               0     1300        0
ANTEON INTERNATIONAL CORP      COM              03674E108     2197   105600 SH       DEFINED 01             105600        0        0
ANTEON INTERNATIONAL CORP      COM              03674E108     2980   143273 SH       DEFINED 01 05               0   143273        0
ANSWERTHINK CONSULTING GROUP   COM              036916104     3637   558700 SH       DEFINED 01             558700        0        0
ANSWERTHINK CONSULTING GROUP   COM              036916104      244    37500 SH       DEFINED 01 05               0    37500        0
ANTIGENICS                     COM              037032109     1743   124600 SH       DEFINED 01             124600        0        0
ANTIGENICS                     COM              037032109      155    11100 SH       DEFINED 01 05               0    11100        0
AON                            COM              037389103      600    17150 SH       DEFINED 01                  0    17150        0
AON                            COM              037389103    68123  1946346 SH       DEFINED 01            1946346        0        0
AON                            COM              037389103     3844   109820 SH       DEFINED 01 03               0   109820        0
AON                            COM              037389103     3236    92467 SH       DEFINED 01 05               0    92467        0
AON CORP                       COM              037389103     3955   113000 SH       DEFINED 01                  0   113000        0
AON CORP                       COM              037389103      931    26600 SH       DEFINED 01 02               0    26600        0
APACHE                         COM              037411105    22223   390709 SH       DEFINED 01             390709        0        0
APACHE                         COM              037411105     4862    85458 SH       DEFINED 01 03               0    85458        0
APACHE                         COM              037411105      581    10208 SH       DEFINED 01 05               0    10208        0
APACHE CORP                    COM              037411105     5109    89823 SH       DEFINED 01                  0    89823        0
APACHE CORP                    COM              037411105    37181   653714 SH       DEFINED 01 02               0   653714        0
AIMCO                          COM              03748R101      452     9345 SH       DEFINED 01                  0     9345        0
AIMCON STOCK                   COM              03748R101     3878    80168 SH       DEFINED 01              80168        0        0
AIMCON STOCK                   COM              03748R101     6530   135000 SH       DEFINED 01 05               0   135000        0
APOGEE ENTERPRISES             COM              037598109     1060    86894 SH       DEFINED 01              86894        0        0
APOGEE ENTERPRISES             COM              037598109        9      790 SH       DEFINED 01 02               0      790        0
APOLLO GROUP CL A              COM              037604105     2091    39061 SH       DEFINED 01              39061        0        0
APOLLO GROUP CL A              COM              037604105     2536    47350 SH       DEFINED 01 03               0    47350        0
APOLLO GROUP INC  -C           COM              037604105   123899  2313699 SH       DEFINED 01 02               0  2313699        0
UNIVERSITY OF PHOENIX ONLINE   COM              037604204      249     5950 SH       DEFINED 01               5950        0        0
APOGENT TECHNOLOGIES           COM              03760A101    21066   853554 SH       DEFINED 01             853554        0        0
APOGENT TECHNOLOGIES           COM              03760A101    51228  2075627 SH       DEFINED 01 02               0  2075627        0
APOGENT TECHNOLOGIES           COM              03760A101     3760   152350 SH       DEFINED 01 03               0   152350        0
APOGENT TECHNOLOGIES           COM              03760A101      534    21647 SH       DEFINED 01 05               0    21647        0
APPALACHIAN PWR $100           PRF              037735842     1002    10000 SH       DEFINED 01 04               0    10000        0
APPALACHIAN PWR $100           PRF              037735859     1121    11000 SH       DEFINED 01 04               0    11000        0
APPLE COMPUTER                 COM              037833100        9      400 SH       DEFINED 01                  0      400        0
APPLE COMPUTER                 COM              037833100    38197  1613723 SH       DEFINED 01            1613723        0        0
APPLE COMPUTER                 COM              037833100     2120    89553 SH       DEFINED 01 03               0    89553        0
APPLE COMPUTER                 COM              037833100    27547  1163813 SH       DEFINED 01 05               0  1163813        0
APPLEBEE'S INTL                COM              037899101     9031   248795 SH       DEFINED 01             248795        0        0
APPLEBEE'S INTL                COM              037899101      185     5100 SH       DEFINED 01 05               0     5100        0
APRIA HEALTHCARE GRO           COM              037933108        4      180 SH       DEFINED 01 02               0      180        0
APRIA HEALTHCARE GROUP         COM              037933108     3297   134496 SH       DEFINED 01             134496        0        0
APRIA HEALTHCARE GROUP         COM              037933108      213     8700 SH       DEFINED 01 05               0     8700        0
APPLERA - APP BIOSYS           COM              038020103    34274  1533574 SH       DEFINED 01 02               0  1533574        0
APPLERA - APPLIED BIOSYSTEM GR COM              038020103        3      150 SH       DEFINED 01                  0      150        0
APPLERA - APPLIED BIOSYSTEM GR COM              038020103    17841   798280 SH       DEFINED 01             798280        0        0
APPLERA - APPLIED BIOSYSTEM GR COM              038020103     3575   159924 SH       DEFINED 01 03               0   159924        0
APPLERA - APPLIED BIOSYSTEM GR COM              038020103     4939   221001 SH       DEFINED 01 05               0   221001        0
APPLERA - CELERA GENOMICS GROU COM              038020202       29     1400 SH       DEFINED 01                  0     1400        0
APPLERA - CELERA GENOMICS GROU COM              038020202      471    22959 SH       DEFINED 01              22959        0        0
APPLERA - CELERA GENOMICS GROU COM              038020202       33     1600 SH       DEFINED 01 05               0     1600        0
APPLICA                        COM              03815A106      613    71294 SH       DEFINED 01              71294        0        0
APPLIED FILMS CORP             COM              038197109      213     8650 SH       DEFINED 01               8650        0        0
APPLIED IND TECHNOLO           COM              03820C105        9      440 SH       DEFINED 01 02               0      440        0
APPLIED INDUSTRIAL TECHNOLOGIE COM              03820C105     1135    58936 SH       DEFINED 01              58936        0        0
APPLIED MATERIALS              COM              038222105     6817   125610 SH       DEFINED 01                  0   125610        0
APPLIED MATERIALS              COM              038222105   349179  6434081 SH       DEFINED 01            6434081        0        0
APPLIED MATERIALS              COM              038222105    70326  1295836 SH       DEFINED 01 02               0  1295836        0
APPLIED MATERIALS              COM              038222105    12087   222724 SH       DEFINED 01 03               0   222724        0
APPLIED MATERIALS              COM              038222105   140691  2592406 SH       DEFINED 01 05               0  2592406        0
APPLIED MICRO CIRCUITS         COM              03822W109      456    56850 SH       DEFINED 01              56850        0        0
APPLIED MICRO CIRCUITS         COM              03822W109      607    75867 SH       DEFINED 01 03               0    75867        0
APPLIED MICRO CIRCUITS         COM              03822W109       22     2721 SH       DEFINED 01 05               0     2721        0
APTARGROUP                     COM              038336103     3864   110241 SH       DEFINED 01             110241        0        0
AQUILA INC                     COM              03840P102      915    36848 SH       DEFINED 01              36848        0        0
GUS PLC                        COM              0384704         28     2778 SH       DEFINED 01 10            2778        0        0
CMG PLC -- (GBP)               COM              0384737          5     1419 SH       DEFINED 01 10            1419        0        0
ARACRUZ CELULOSE ADR           COM              038496204     3023   146385 SH       DEFINED 01             146385        0        0
ARACRUZ CELULOSE ADR           COM              038496204       87     4201 SH       DEFINED 01 05               0     4201        0
ARADIGM                        COM              038505103      470   100000 SH       DEFINED 01             100000        0        0
ARAMARK CL B                   COM              038521100        7      254 SH       DEFINED 01                254        0        0
MISYS                          COM              0385785          5     1305 SH       DEFINED 01 10            1305        0        0
ARBITRON INC                   COM              03875Q108       12      350 SH       DEFINED 01 02               0      350        0
ARBITRON3                      COM              03875Q108     3027    89546 SH       DEFINED 01              89546        0        0
ARCELOR                        COM              039366992    10292   751411 SH       DEFINED 01             751411        0        0
ARCELOR                        COM              039366992    13092   955881 SH       DEFINED 01 05               0   955881        0
ARCH CHEMICALS                 COM              03937R102     1502    68097 SH       DEFINED 01              68097        0        0
ARCH COAL                      COM              039380100       40     1870 SH       DEFINED 01               1870        0        0
ARCHER-DANIELS-MIDLAND         COM              039483102      388    27800 SH       DEFINED 01                  0    27800        0
ARCHER-DANIELS-MIDLAND         COM              039483102    14051  1008623 SH       DEFINED 01            1008623        0        0
ARCHER-DANIELS-MIDLAND         COM              039483102     2311   165875 SH       DEFINED 01 03               0   165875        0
ARCHER-DANIELS-MIDLAND         COM              039483102     1332    95566 SH       DEFINED 01 05               0    95566        0
ARCHSTONE-SMITH TRUS           COM              039583109     4379   163470 SH       DEFINED 01                  0   163470        0
ARCHSTONE-SMITH TRUST          COM              039583109      625    23333 SH       DEFINED 01              23333        0        0
ARCTIC CAT                     COM              039670104     3903   193719 SH       DEFINED 01             193719        0        0
ARCTIC CAT                     COM              039670104      185     9200 SH       DEFINED 01 05               0     9200        0
ARDEN REALTY                   COM              039793104        6      208 SH       DEFINED 01                208        0        0
ARENA BRANDS HLD CRP ARENA BRA COM              03999M207     2000   111111 SH       DEFINED 01             111111        0        0
ARENA PHARMACEUTICALS          COM              040047102      896    90000 SH       DEFINED 01              90000        0        0
ARGONAUT GROUP                 COM              040157109     1438    68000 SH       DEFINED 01              68000        0        0
ARGONAUT GROUP                 COM              040157109      123     5800 SH       DEFINED 01 05               0     5800        0
ARGOSY GAMING                  COM              040228108       33      900 SH       DEFINED 01                  0      900        0
ARGOSY GAMING                  COM              040228108     5195   141570 SH       DEFINED 01             141570        0        0
ARGOSY GAMING                  COM              040228108        2       50 SH       DEFINED 01 02               0       50        0
ARGOSY GAMING                  COM              040228108      117     3200 SH       DEFINED 01 05               0     3200        0
ARIBA                          COM              04033V104        7     1620 SH       DEFINED 01               1620        0        0
HAMMERSON                      COM              0406501          5      629 SH       DEFINED 01 10             629        0        0
ARKANSAS BEST                  COM              040790107     4336   156040 SH       DEFINED 01             156040        0        0
ARKANSAS BEST                  COM              040790107      218     7850 SH       DEFINED 01 05               0     7850        0
ARKANSAS BEST CORP             COM              040790107       12      440 SH       DEFINED 01 02               0      440        0
HANSON                         COM              0408983         14     1845 SH       DEFINED 01 10            1845        0        0
STAGECOACH                     COM              0414667          4     3754 SH       DEFINED 01 10            3754        0        0
HAYS PLC                       COM              0416102         10     4052 SH       DEFINED 01 10            4052        0        0
NEXT                           COM              0421861          7      444 SH       DEFINED 01 10             444        0        0
ARMOR HOLDINGS                 COM              042260109     2536    93595 SH       DEFINED 01              93595        0        0
ARMSTRONG WORLD IND            COM              042384107        0       88 SH       DEFINED 01                 88        0        0
REXAM                          COM              0425045          6      862 SH       DEFINED 01 10             862        0        0
ARQULE                         COM              04269E107     1899   150314 SH       DEFINED 01             150314        0        0
ARQULE                         COM              04269E107       83     6560 SH       DEFINED 01 05               0     6560        0
ARQULE INC                     COM              04269E107        4      280 SH       DEFINED 01 02               0      280        0
ARRIS GROUP                    COM              04269Q100     1745   187571 SH       DEFINED 01             187571        0        0
ARRIS GROUP                    COM              04269Q100      137    14728 SH       DEFINED 01 05               0    14728        0
ARRIS GROUP INC                COM              04269Q100        7      740 SH       DEFINED 01 02               0      740        0
ARRAY BIOPHARMA INC            COM              04269X105     1645   127000 SH       DEFINED 01             127000        0        0
ARRAY BIOPHARMA INC            COM              04269X105        3      210 SH       DEFINED 01 02               0      210        0
ARRAY BIOPHARMA INC            COM              04269X105      130    10000 SH       DEFINED 01 05               0    10000        0
ARRK CORPORATION               COM              042700997      158     4000 SH       DEFINED 01               4000        0        0
ARROW ELECTRONICS              COM              042735100     8344   298328 SH       DEFINED 01             298328        0        0
ARROW ELECTRONICS              COM              042735100      313    11200 SH       DEFINED 01 05               0    11200        0
ARROW FINANCIAL CORP           COM              042744102      749    26000 SH       DEFINED 01              26000        0        0
ARROW FINANCIAL CORP           COM              042744102        8      280 SH       DEFINED 01 02               0      280        0
ARROW FINANCIAL CORP           COM              042744102       69     2400 SH       DEFINED 01 05               0     2400        0
ARROW INTL                     COM              042764100      233     4930 SH       DEFINED 01               4930        0        0
ARROW INTL                     COM              042764100       47     1000 SH       DEFINED 01 05               0     1000        0
ART TECH GROUP                 COM              04289L107        1      318 SH       DEFINED 01                318        0        0
ARTISAN COMPONENTS             COM              042923102     2895   174400 SH       DEFINED 01             174400        0        0
ARTESYN TECHNOLOGIES           COM              043127109     1094   117555 SH       DEFINED 01             117555        0        0
ARTHROCARE                     COM              043136100     1579    87685 SH       DEFINED 01              87685        0        0
ARVINMERITOR                   COM              043353101     7804   273324 SH       DEFINED 01             273324        0        0
ARVINMERITOR                   COM              043353101      434    15200 SH       DEFINED 01 05               0    15200        0
ARVINMERITOR INC               COM              043353101       20      700 SH       DEFINED 01 02               0      700        0
ASAHI GLASS CO                 COM              043393990     8151  1280000 SH       DEFINED 01            1280000        0        0
ASAHI GLASS CO                 COM              043393990     3814   599000 SH       DEFINED 01 03               0   599000        0
ASCENTIAL SOFTWARE             COM              04362P108      262    68000 SH       DEFINED 01                  0    68000        0
ASCENTIAL SOFTWARE             COM              04362P108       35     9125 SH       DEFINED 01               9125        0        0
ASHLAND                        COM              044204105    14867   326663 SH       DEFINED 01             326663        0        0
ASHLAND                        COM              044204105      800    17570 SH       DEFINED 01 03               0    17570        0
ASHLAND                        COM              044204105      593    13030 SH       DEFINED 01 05               0    13030        0
EXEL PLC                       COM              0448688          9      698 SH       DEFINED 01 10             698        0        0
ASHWORTH                       COM              04516H101      317    40330 SH       DEFINED 01              40330        0        0
ASK JEEVES INC                 COM              045174109        0      128 SH       DEFINED 01                128        0        0
ASPECT COMMUNICATIONS          COM              04523Q102      623   159329 SH       DEFINED 01             159329        0        0
ASPEN TECH                     COM              045327103        3      140 SH       DEFINED 01 02               0      140        0
ASPEN TECHNOLOGY               COM              045327103     5428   237019 SH       DEFINED 01             237019        0        0
ASPEN TECHNOLOGY               COM              045327103      196     8573 SH       DEFINED 01 05               0     8573        0
IMPERIAL TOBACCO GROUP PLC     COM              0454492         12      730 SH       DEFINED 01 10             730        0        0
ASSOCIATED BANC-CORP           COM              045487105     1362    35816 SH       DEFINED 01              35816        0        0
ASSOCIATED CEMENT              COM              045566999     2437   772149 SH       DEFINED 01             772149        0        0
ASSOCIATED CEMENT              COM              045566999       79    24934 SH       DEFINED 01 05               0    24934        0
ASSURANCES GENERALES DE FRANCE COM              045611993     1082    22000 SH       DEFINED 01              22000        0        0
IMI                            COM              0457963          3      764 SH       DEFINED 01 10             764        0        0
IMPERIAL CHE                   COM              0459497          8     1721 SH       DEFINED 01 10            1721        0        0
ASTEC INDS                     COM              046224101     1057    60181 SH       DEFINED 01              60181        0        0
ASTORIA FINANCIAL              COM              046265104     3526   121370 SH       DEFINED 01             121370        0        0
ASTRAZENECA                    COM              046322996      750    15100 SH       DEFINED 01              15100        0        0
ASTROPOWER                     COM              04644A101     1841    44084 SH       DEFINED 01              44084        0        0
ASUSTEK COMPUTER               COM              046470993     3553   797250 SH       DEFINED 01             797250        0        0
ASUSTEK 144A GDR     GB;ASKD/U COM              04648R100      130    29000 SH       DEFINED 01 05               0    29000        0
ASYST                          COM              04648X107        1       64 SH       DEFINED 01                 64        0        0
JOHNSON MATT                   COM              0476407          7      476 SH       DEFINED 01 10             476        0        0
AGILITI SERIES C CV            PRF              047800XX0     1913  2250000 SH       DEFINED 01            2250000        0        0
AGILITI SERIES C CV            PRF              047800XX0     2337  2750000 SH       DEFINED 01 05               0  2750000        0
ATLANTIC COAST AIRLI           COM              048396105      156     6490 SH       DEFINED 01 02               0     6490        0
ATLANTIC COAST AIRLINES HOLDIN COM              048396105     5560   231852 SH       DEFINED 01             231852        0        0
ATLANTIC COAST AIRLINES HOLDIN COM              048396105     3813   159000 SH       DEFINED 01 05               0   159000        0
ATLAS AIR WORLDWIDE HOLDINGS   COM              049164106        8      600 SH       DEFINED 01                  0      600        0
ATLAS AIR WORLDWIDE HOLDINGS   COM              049164106       19     1424 SH       DEFINED 01               1424        0        0
ATLAS COPCO 'A' SHRS           COM              049255987      121     5142 SH       DEFINED 01               5142        0        0
ATMEL                          COM              049513104     1054   104029 SH       DEFINED 01             104029        0        0
ATMOS ENERGY                   COM              049560105    14783   626418 SH       DEFINED 01             626418        0        0
ATRIX LABORATORIES             COM              04962L101      371    16300 SH       DEFINED 01              16300        0        0
HILTON GROUP                   COM              0500254         16     4416 SH       DEFINED 01 10            4416        0        0
ATWOOD OCEANICS                COM              050095108     1948    42432 SH       DEFINED 01              42432        0        0
ATWOOD OCEANICS                COM              050095108        5      100 SH       DEFINED 01 02               0      100        0
LAND SECURIT                   COM              0504502         16     1277 SH       DEFINED 01 10            1277        0        0
AUDIOVOX CL A                  COM              050757103      505    70288 SH       DEFINED 01              70288        0        0
AUGUST TECH CORP               COM              05106U105     1000    68550 SH       DEFINED 01              68550        0        0
AUGUST TECH CORP               COM              05106U105       88     6050 SH       DEFINED 01 05               0     6050        0
AURIGIN SYSTEMS 2.46%          PRF              051400XX2        0  2285975 SH       DEFINED 01            2285975        0        0
AURIGIN SYSTEMS 2.46%          PRF              051400XX2        0  3811586 SH       DEFINED 01 05               0  3811586        0
AURION GOLD LIMITED            COM              051455996     1796  1100000 SH       DEFINED 01            1100000        0        0
AURORA FOODS RESTRCT           COM              05164B999      134    32010 SH       DEFINED 01                  0    32010        0
AURORA FOODS RESTRCT           COM              05164B999      358    85034 SH       DEFINED 01 02               0    85034        0
AURORA FOODS RESTRCT           COM              05164B999      170    40575 SH       DEFINED 01 05               0    40575        0
AURORA FOODS RESTRICTED 144A   COM              05164B999      613   146435 SH       DEFINED 01             146435        0        0
AURORA FOODS RESTRICTED 144A   COM              05164B999      153    36890 SH       DEFINED 01 05               0    36890        0
AUSPEX SYSTEMS                 COM              052116100      562   450000 SH       DEFINED 01             450000        0        0
LOGICA                         COM              0522708          7     1051 SH       DEFINED 01 10            1051        0        0
AUSTRALIA & NEW ZEALAND BANKIN COM              052545993     1317   138900 SH       DEFINED 01             138900        0        0
AUSTRALIA & NEW ZEALAND BANKIN COM              052545993     3672   387200 SH       DEFINED 01 03               0   387200        0
AUTODESK                       COM              052769106     3843    82326 SH       DEFINED 01              82326        0        0
AUTODESK                       COM              052769106      649    13896 SH       DEFINED 01 03               0    13896        0
AUTODESK                       COM              052769106       23      498 SH       DEFINED 01 05               0      498        0
AUTOGRILL SPA                  COM              052775996      499    45300 SH       DEFINED 01              45300        0        0
AUTOMATIC DATA PROC.           COM              053015103      345     5925 SH       DEFINED 01 02               0     5925        0
AUTOMATIC DATA PROCESSING      COM              053015103   340009  5835062 SH       DEFINED 01            5835062        0        0
AUTOMATIC DATA PROCESSING      COM              053015103    10173   174589 SH       DEFINED 01 03               0   174589        0
AUTOMATIC DATA PROCESSING      COM              053015103    61948  1063123 SH       DEFINED 01 05               0  1063123        0
AUTONATION                     COM              05329W102    14459  1038729 SH       DEFINED 01            1038729        0        0
AUTONATION                     COM              05329W102     4190   301000 SH       DEFINED 01 05               0   301000        0
AUTOSTRADE SPA                 COM              053309993      448    59035 SH       DEFINED 01              59035        0        0
COMPASS GROUP                  COM              0533153         39     5815 SH       DEFINED 01 10            5815        0        0
AUTOZONE                       COM              053332102    19115   277621 SH       DEFINED 01             277621        0        0
AUTOZONE                       COM              053332102      162     2350 SH       DEFINED 01 02               0     2350        0
AUTOZONE                       COM              053332102     1863    27059 SH       DEFINED 01 03               0    27059        0
AUTOZONE                       COM              053332102      788    11444 SH       DEFINED 01 05               0    11444        0
AVALONBAY COMMUNITIES          COM              053484101      182     3661 SH       DEFINED 01               3661        0        0
AVANT!                         COM              053487104     2326   116133 SH       DEFINED 01             116133        0        0
AVANEX CORP                    COM              05348W109        0      111 SH       DEFINED 01                111        0        0
AVANT IMMUNOTHERAPEU           COM              053491106        1      610 SH       DEFINED 01 02               0      610        0
AVAYA                          COM              053499109       71     9625 SH       DEFINED 01               9625        0        0
AVAYA                          COM              053499109      665    90118 SH       DEFINED 01 03               0    90118        0
AVAYA                          COM              053499109       24     3235 SH       DEFINED 01 05               0     3235        0
AdvantGo                       COM              05349M928      186   142153 SH       DEFINED 01             142153        0        0
AVENTIS                        COM              053561999      637     9214 SH       DEFINED 01               9214        0        0
AVENTIS                        COM              053561999     3172    45910 SH       DEFINED 01 03               0    45910        0
AVERY DENNISON                 COM              053611109      164     2694 SH       DEFINED 01               2694        0        0
AVERY DENNISON                 COM              053611109     1700    27850 SH       DEFINED 01 03               0    27850        0
AVERY DENNISON                 COM              053611109       61      999 SH       DEFINED 01 05               0      999        0
AVICI SYSTEMS INC              COM              05367L109        1      270 SH       DEFINED 01                270        0        0
AVID TECHNOLOGY                COM              05367P100     1111    79885 SH       DEFINED 01              79885        0        0
AVISTA                         COM              05379B107     2268   146003 SH       DEFINED 01             146003        0        0
AVNET                          COM              053807103       87     3200 SH       DEFINED 01                  0     3200        0
AVNET                          COM              053807103     1806    66724 SH       DEFINED 01              66724        0        0
AVNET                          COM              053807103      141     5200 SH       DEFINED 01 05               0     5200        0
AVOCENT                        COM              053893103       99     3700 SH       DEFINED 01                  0     3700        0
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AVOCENT CORPORATION            COM              053893103        3       95 SH       DEFINED 01 02               0       95        0
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AWARE                          COM              05453N100       71    11200 SH       DEFINED 01 05               0    11200        0
AWARE INC                      COM              05453N100        2      280 SH       DEFINED 01 02               0      280        0
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RIO TINTO                      COM              0718875         59     2964 SH       DEFINED 01 10            2964        0        0
VODAFONE GROUP PLC             COM              0719210        356   192436 SH       DEFINED 01 10          192436        0        0
RANK GROUP                     COM              0724076          7     1688 SH       DEFINED 01 10            1688        0        0
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RECKITT BENCKISER PLC          COM              0727871         13      797 SH       DEFINED 01 10             797        0        0
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SAGE GROUP PLC                 COM              0802165         10     3029 SH       DEFINED 01 10            3029        0        0
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BIOGEN INC                     COM              090597105    32445   661337 SH       DEFINED 01 02               0   661337        0
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BIOMET                         COM              090613100    61161  2260182 SH       DEFINED 01            2260182        0        0
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SMITH AND NEPHEW PLC           COM              0922320         13     2150 SH       DEFINED 01 10            2150        0        0
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BLUE MARTINI SFTWARE           COM              095698106        1      378 SH       DEFINED 01                378        0        0
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LATTICE GROUP PLC              COM              0976640         24     9686 SH       DEFINED 01 10            9686        0        0
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BON APPETIT GROUP AG           COM              098900996      103     1470 SH       DEFINED 01               1470        0        0
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BRAUN CONSULTING INC           COM              105651103        1      250 SH       DEFINED 01 03               0      250        0
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BRINKER INT'L INC              COM              109641100     2352    72585 SH       DEFINED 01 02               0    72585        0
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BROWN & BROWN INC              COM              115236101        8      240 SH       DEFINED 01 02               0      240        0
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BUCA INC                       COM              117769109       96     5300 SH       DEFINED 01                  0     5300        0
BSQUARE CORP                   COM              11776U102        0      100 SH       DEFINED 01                100        0        0
BUCKEYE PARTNERS LP            COM              118230101        8      204 SH       DEFINED 01                204        0        0
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C&D TECHNOLOGIES               COM              124661109     4476   212914 SH       DEFINED 01             212914        0        0
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C-COR.NET                      COM              125010108     2453   136313 SH       DEFINED 01             136313        0        0
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CMGI INC                       COM              125750109        3     1954 SH       DEFINED 01               1954        0        0
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CPI                            COM              125902106      401    24392 SH       DEFINED 01              24392        0        0
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CNET NETWORKS INC              COM              12613R104        3      531 SH       DEFINED 01                531        0        0
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CTC COMMUNICATIONS GROUP       COM              126419100       35    13600 SH       DEFINED 01              13600        0        0
CTS                            COM              126501105     1442    88689 SH       DEFINED 01              88689        0        0
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CACI INTL CL A                 COM              127190304       98     2800 SH       DEFINED 01 05               0     2800        0
CADBURY SCHWEPP                COM              127209104       63     9191 SH       DEFINED 01               9191        0        0
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CAL DIVE INTL                  COM              127914109     4073   163541 SH       DEFINED 01             163541        0        0
CAL DIVE INTL INC              COM              127914109        4      160 SH       DEFINED 01 02               0      160        0
CALDERA INTL INC               COM              12877Q206        0       30 SH       DEFINED 01                 30        0        0
CALICO COMMERCE                COM              129897104        0      100 SH       DEFINED 01                100        0        0
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CALIPER TECH CORP              COM              130876105        1       61 SH       DEFINED 01                 61        0        0
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CAMBREX                        COM              132011107     4109    97615 SH       DEFINED 01              97615        0        0
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CAMPBELL SOUP                  COM              134429109      272    10156 SH       DEFINED 01              10156        0        0
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CANON                          COM              138006408    16131   434515 SH       DEFINED 01             434515        0        0
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CANON                          COM              138006408    11916   321000 SH       DEFINED 01 05               0   321000        0
CANON SALES                    COM              138010996       28     4000 SH       DEFINED 01               4000        0        0
CANTEL MEDICAL CORP            COM              138098108        3      110 SH       DEFINED 01 02               0      110        0
CAPITA GROUP PLC               COM              139650998       39     6600 SH       DEFINED 01               6600        0        0
CAP GEMINI SA                  COM              140179995     9507   127757 SH       DEFINED 01             127757        0        0
CAP GEMINI SA                  COM              140179995    12370   166221 SH       DEFINED 01 05               0   166221        0
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CAPITAL ONE FINANCIAL          COM              14040H105     4035    63197 SH       DEFINED 01 03               0    63197        0
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CAPITAL ONE FINL COR           COM              14040H105      153     2400 SH       DEFINED 01 02               0     2400        0
Capital One                    COM              1404H0105      427     6686 SH       DEFINED 01               6686        0        0
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CAPSTONE TURBINE               COM              14067D102        1      413 SH       DEFINED 01                413        0        0
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CARBO CERAMICS                 COM              140781105     1876    45812 SH       DEFINED 01              45812        0        0
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CARDINAL HEALTH INC            COM              14149Y108       78     1100 SH       DEFINED 11 12 13            0     1100        0
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CAREER EDUCATIONS              COM              141665109        5      120 SH       DEFINED 01 02               0      120        0
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CAREMARK RX                    COM              141705103    19192   984200 SH       DEFINED 01 05               0   984200        0
CAREMARK RX INC                COM              141705103      174     8900 SH       DEFINED 01 02               0     8900        0
CARDO AB                       COM              141955997      291    13900 SH       DEFINED 01              13900        0        0
CARLISLE COMPANIES             COM              142339100       48     1107 SH       DEFINED 01               1107        0        0
CARNIVAL                       COM              143658102    23658   724600 SH       DEFINED 01             724600        0        0
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CARNIVAL                       COM              143658102      174     5332 SH       DEFINED 01 05               0     5332        0
CARNIVAL CORP                  COM              143658102      699    21400 SH       DEFINED 01 02               0    21400        0
CARPENTER TECHNOLGY            COM              144285103        3      100 SH       DEFINED 01                  0      100        0
CARPENTER TECHNOLGY            COM              144285103      774    26793 SH       DEFINED 01              26793        0        0
CARRAMERICA REALTY             COM              144418100        4      130 SH       DEFINED 01                130        0        0
CARREKER                       COM              144433109      586    67188 SH       DEFINED 01              67188        0        0
CARRIER ACCESS CORP            COM              144460102        0       95 SH       DEFINED 01                 95        0        0
CASCADE CORP                   COM              147195101        9      690 SH       DEFINED 01 02               0      690        0
CASCADE NATURAL GAS            COM              147339105      719    33879 SH       DEFINED 01              33879        0        0
CASEY'S GENERAL STORES         COM              147528103     2054   152171 SH       DEFINED 01             152171        0        0
CASH AMERICA INTL              COM              14754D100      666    75673 SH       DEFINED 01              75673        0        0
CASTLE (AM)                    COM              148411101      469    43303 SH       DEFINED 01              43303        0        0
CATALINA MARKETING             COM              148867104    28362   777040 SH       DEFINED 01             777040        0        0
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CATALINA MKTG                  COM              148867104    49782  1363955 SH       DEFINED 01 02               0  1363955        0
CATAPULT COMMUNICATIONS        COM              149016107     1010    40025 SH       DEFINED 01              40025        0        0
CATELLUS DEVELOPMENT           COM              149111106     3998   203268 SH       DEFINED 01             203268        0        0
CATELLUS DEVELOPMENT           COM              149111106      393    20000 SH       DEFINED 01 05               0    20000        0
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CATERPILLAR                    COM              149123101   448157  7883152 SH       DEFINED 01            7883152        0        0
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CATERPILLAR                    COM              149123101    80333  1413067 SH       DEFINED 01 05               0  1413067        0
CATERPILLAR INC                COM              149123101     6140   108000 SH       DEFINED 01                  0   108000        0
CATERPILLAR INC                COM              149123101    21001   369437 SH       DEFINED 01 02               0   369437        0
CATHAY BANCORP INC             COM              149150104     1377    19100 SH       DEFINED 01              19100        0        0
CATHAY BANCORP INC             COM              149150104       14      190 SH       DEFINED 01 02               0      190        0
CATHAY BANCORP INC             COM              149150104      137     1900 SH       DEFINED 01 05               0     1900        0
CATO CL A                      COM              149205106     3132   140591 SH       DEFINED 01             140591        0        0
CATO CL A                      COM              149205106      116     5200 SH       DEFINED 01 05               0     5200        0
CEDAR FAIR  LP                 COM              150185106        5      198 SH       DEFINED 01                198        0        0
CELESTICA INC                  COM              150900991      217     6000 SH       DEFINED 01               6000        0        0
CELESTICA INC                  COM              150900991     1132    31300 SH       DEFINED 01 03               0    31300        0
CELL GENESYS                   COM              150921104     1504    88732 SH       DEFINED 01              88732        0        0
CELL GENESYS                   COM              150921104      130     7668 SH       DEFINED 01 05               0     7668        0
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CELGENE CORP                   COM              151020104        5      189 SH       DEFINED 01                189        0        0
CELL PATHWAYS INC              COM              15114R101        0      111 SH       DEFINED 01                111        0        0
CENDANT                        COM              151313103   129173  6727783 SH       DEFINED 01            6727783        0        0
CENDANT                        COM              151313103     6230   324519 SH       DEFINED 01 03               0   324519        0
CENDANT                        COM              151313103    27555  1435125 SH       DEFINED 01 05               0  1435125        0
CENDANT CORP                   COM              151313103       51     2650 SH       DEFINED 01 02               0     2650        0
CENTENNIAL COMMUNICATIONS CORP COM              15133V208        2      447 SH       DEFINED 01                447        0        0
CENTERPOINT PROPERTIES         COM              151895109     3523    65187 SH       DEFINED 01              65187        0        0
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CENTILLIUM COMM                COM              152319109      570    47049 SH       DEFINED 01              47049        0        0
CENTEX CONSTRN PRODS INC       COM              15231R109        2       53 SH       DEFINED 01                 53        0        0
CENTRAL ILL LT $100            PRF              153645882     6537    65000 SH       DEFINED 01 04               0    65000        0
CENTRAL PARKING                COM              154785109     2524   109780 SH       DEFINED 01             109780        0        0
CENTRAL VERMONT PUBLIC SERVICE COM              155771108      634    35487 SH       DEFINED 01              35487        0        0
CENTRICA PLC                   COM              155800998     7449  2299362 SH       DEFINED 01            2299362        0        0
CENTRICA PLC                   COM              155800998     5485  1693063 SH       DEFINED 01 03               0  1693063        0
CENTRICA PLC                   COM              155800998     9900  3056161 SH       DEFINED 01 05               0  3056161        0
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CENTURY ALUMINUM               COM              156431108        9      560 SH       DEFINED 01 02               0      560        0
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CENTURY BUSINESS SRV RESTRICTE COM              156490104        1      188 SH       DEFINED 01                188        0        0
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CENTURYTEL                     COM              156700106       17      500 SH       DEFINED 01                  0      500        0
CENTURYTEL                     COM              156700106    30718   903480 SH       DEFINED 01             903480        0        0
CENTURYTEL                     COM              156700106     1216    35764 SH       DEFINED 01 03               0    35764        0
CENTURYTEL                     COM              156700106       44     1283 SH       DEFINED 01 05               0     1283        0
CEPHALON                       COM              156708109    14970   237638 SH       DEFINED 01             237638        0        0
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CERIDIAN                       COM              156779100      655    29700 SH       DEFINED 01 05               0    29700        0
CERNER                         COM              156782104     6841   143380 SH       DEFINED 01             143380        0        0
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CERUS CORPORATION              COM              157085101        5       87 SH       DEFINED 01                 87        0        0
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CHAMPION ENTERPRISES           COM              158496109        5      650 SH       DEFINED 01 02               0      650        0
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CHARLES RIV LABORATORIES       COM              159864107     9669   311900 SH       DEFINED 01 05               0   311900        0
CHARLES TAYLOR CONS            COM              159888999       62    10200 SH       DEFINED 01              10200        0        0
AVASTA E-SERVICES WARRANTS     COM              160000998        0   508113 SH       DEFINED 01 05               0   508113        0
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CHARTER ONE FINANCIAL          COM              160903100      175     5615 SH       DEFINED 01               5615        0        0
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CHARLOTTE RUSSE HOLDING        COM              161048103      944    36400 SH       DEFINED 01              36400        0        0
CHARMING SHOPPES               COM              161133103      427    53900 SH       DEFINED 01                  0    53900        0
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CHARTER COMMUNICATIONS INC     COM              16117M107      101     8947 SH       DEFINED 01               8947        0        0
CHATEAU COMMUNITIES            COM              161726104        2       79 SH       DEFINED 01                 79        0        0
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CHEESECAKE FACTORY (THE)       COM              163072101     8953   242637 SH       DEFINED 01 03               0   242637        0
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CHELSEA PROPERTY GROUP         COM              163421100        4       68 SH       DEFINED 01                 68        0        0
CHEMED                         COM              163596109       22      600 SH       DEFINED 01                  0      600        0
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CHEMICAL FINANCIAL C           COM              163731102        2       69 SH       DEFINED 01                 69        0        0
CHESAPEAKE                     COM              165159104     1264    46562 SH       DEFINED 01              46562        0        0
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CARDINALTEXECO CORPORATION     COM              166764100     1823    20200 SH       DEFINED 11 12               0    20200        0
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CHINA MOBILE                   COM              169425105     5299  1715000 SH       DEFINED 01            1715000        0        0
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CHRISTOPHER & BANKS            COM              171046105     2502    76165 SH       DEFINED 01              76165        0        0
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CIBER INC                      COM              17163B102        8     1010 SH       DEFINED 01 02               0     1010        0
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CIENA                          COM              171779101      166    18513 SH       DEFINED 01              18513        0        0
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CIPHERGEN BIOSYSTEMS INC       COM              17252Y104       29     4800 SH       DEFINED 01                  0     4800        0
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CIRCUIT CITY STORES-CIRCUIT CI COM              172737108     1304    72297 SH       DEFINED 01 03               0    72297        0
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CORNING                        COM              219350105     1964   257745 SH       DEFINED 01 03               0   257745        0
CORNING                        COM              219350105     2161   283592 SH       DEFINED 01 05               0   283592        0
CORNING INC                    COM              219350105     1486   195000 SH       DEFINED 01                  0   195000        0
CORNING INC                    COM              219350105    12509  1641562 SH       DEFINED 01 02               0  1641562        0
CORP EXECUTIVE BOARD           COM              21988R102      306     8140 SH       DEFINED 01 02               0     8140        0
CORPORATE EXECUTIVE BOARD      COM              21988R102    11513   306909 SH       DEFINED 01             306909        0        0
CORPORATE EXECUTIVE BOARD      COM              21988R102     9242   246400 SH       DEFINED 01 05               0   246400        0
CORRECTIONS CORP OF AMERICA SE PRF              22025Y308        0        6 SH       DEFINED 01                  6        0        0
CORRECTIONS CORP OF AMERICA    COM              22025Y407        0       33 SH       DEFINED 01                 33        0        0
CORTEFIEL SA                   COM              220500995       43     7300 SH       DEFINED 01               7300        0        0
CORUS BANKSARES INC            COM              220873103        4       74 SH       DEFINED 01                 74        0        0
CORUS ENTERTAINMENT INC        COM              220880991      461    20000 SH       DEFINED 01              20000        0        0
CORUS GROUP PLC                COM              220999999     4047  3304017 SH       DEFINED 01 03               0  3304017        0
CORVIS CORP                    COM              221009103       17    13700 SH       DEFINED 01                  0    13700        0
CORVIS CORP                    COM              221009103        2     1323 SH       DEFINED 01               1323        0        0
COSINE COMM INC                COM              221222102        0      298 SH       DEFINED 01                298        0        0
COST PLUS                      COM              221485105     2409    88041 SH       DEFINED 01              88041        0        0
COSTCO WHOLESALE               COM              22160K105   289230  7263447 SH       DEFINED 01            7263447        0        0
COSTCO WHOLESALE               COM              22160K105     4565   114641 SH       DEFINED 01 03               0   114641        0
COSTCO WHOLESALE               COM              22160K105    62013  1557314 SH       DEFINED 01 05               0  1557314        0
COSTCO WHOLESALE COR           COM              22160K105      274     6869 SH       DEFINED 01 02               0     6869        0
COSTAR GROUP INC               COM              22160N109       32     1400 SH       DEFINED 01                  0     1400        0
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COUNTRYWIDE CREDIT INDS        COM              222372104     1835    41000 SH       DEFINED 01 03               0    41000        0
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COUSINS PROPERTIES I           COM              222795106        8      317 SH       DEFINED 01                317        0        0
COVAD COMMUNICATIONS GROUP     COM              222814204        1      226 SH       DEFINED 01                226        0        0
COVANCE                        COM              222816100       55     2700 SH       DEFINED 01                  0     2700        0
COVANCE                        COM              222816100     8763   432129 SH       DEFINED 01             432129        0        0
COVANCE                        COM              222816100    14056   693100 SH       DEFINED 01 05               0   693100        0
COVANCE INC                    COM              222816100      319    15700 SH       DEFINED 01 02               0    15700        0
COVANTA ENERGY                 COM              22281N103        0      213 SH       DEFINED 01                213        0        0
COVANSYS CORPORATION           COM              22281W103        1      139 SH       DEFINED 01                139        0        0
COVENTRY HEALTH CARE           COM              222862104    15117   581403 SH       DEFINED 01             581403        0        0
COVENTRY HEALTH CARE           COM              222862104       18      680 SH       DEFINED 01 02               0      680        0
COVENTRY HEALTH CARE           COM              222862104      377    14500 SH       DEFINED 01 05               0    14500        0
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COX RADIO CL A                 COM              224051102      369    13000 SH       DEFINED 01 05               0    13000        0
CRANE                          COM              224399105      591    21600 SH       DEFINED 01                  0    21600        0
CRANE                          COM              224399105    16310   596596 SH       DEFINED 01             596596        0        0
CRANE                          COM              224399105      414    15129 SH       DEFINED 01 03               0    15129        0
CRANE                          COM              224399105     1564    57200 SH       DEFINED 01 05               0    57200        0
CRAWFORD & CO                  COM              224633107        2      167 SH       DEFINED 01                167        0        0
CREDENCE SYSTEMS               COM              225302108       31     1400 SH       DEFINED 01                  0     1400        0
CREDENCE SYSTEMS               COM              225302108     7739   352460 SH       DEFINED 01             352460        0        0
CREDENCE SYSTEMS               COM              225302108      845    38500 SH       DEFINED 01 05               0    38500        0
CREDIT SUISSE GROUP            COM              225400993      297     7848 SH       DEFINED 01               7848        0        0
CREDIT LYONNAIS                COM              225444991       69     1809 SH       DEFINED 01               1809        0        0
CREE                           COM              225447101      320    23439 SH       DEFINED 01              23439        0        0
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CRESCENT REAL ESTATE EQUITIES  COM              225756105      780    40200 SH       DEFINED 01 03               0    40200        0
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CRESTLINE CAP CORP             COM              226153104     2018    60000 SH       DEFINED 01              60000        0        0
CRESTLINE CAP CORP             COM              226153104       11      320 SH       DEFINED 01 02               0      320        0
CRESTLINE CAP CORP             COM              226153104      205     6100 SH       DEFINED 01 05               0     6100        0
CRH PLC                        COM              226530996       97     5496 SH       DEFINED 01               5496        0        0
CROMPTON                       COM              227116100       50     3972 SH       DEFINED 01               3972        0        0
CROSS (AT) CL A                COM              227478104      355    51520 SH       DEFINED 01              51520        0        0
CROSS COUNTRY                  COM              22748P105      594    22000 SH       DEFINED 01              22000        0        0
CROSS MEDIA MKTG               COM              22754R201        0       16 SH       DEFINED 01                 16        0        0
CROSSROADS SYSTEMS             COM              22765D100        0      132 SH       DEFINED 01                132        0        0
CROWN CASTLE INTL              COM              228227104        3      461 SH       DEFINED 01                461        0        0
CROWN CORK & SEAL              COM              228255105       14     1600 SH       DEFINED 01                  0     1600        0
CROWN CORK & SEAL              COM              228255105     1873   209190 SH       DEFINED 01             209190        0        0
CROWN CORK & SEAL              COM              228255105       11     1260 SH       DEFINED 01 02               0     1260        0
CROWN CORK & SEAL              COM              228255105      178    19900 SH       DEFINED 01 05               0    19900        0
CROWN MEDIA HOLDINGS CL A      COM              228411104     1570   126600 SH       DEFINED 01             126600        0        0
CRYOLIFE                       COM              228903100     1758    84106 SH       DEFINED 01              84106        0        0
COMP SIDERURGICA NACIONAL ORD  COM              229540992       58  3228000 SH       DEFINED 01 05               0  3228000        0
CSR                            COM              229555990      626   178000 SH       DEFINED 01             178000        0        0
CUBIST PHARMACEUTICA           COM              229678107        1       60 SH       DEFINED 01 02               0       60        0
CUBIST PHARMACEUTICALS         COM              229678107      448    24270 SH       DEFINED 01              24270        0        0
CUBIST PHARMACEUTICALS         COM              229678107       30     1600 SH       DEFINED 01 05               0     1600        0
CULLEN/FROST BANKERS           COM              229899109       36     1000 SH       DEFINED 01                  0     1000        0
CULLEN/FROST BANKERS           COM              229899109     6171   172048 SH       DEFINED 01             172048        0        0
CUMMINS                        COM              231021106       48     1018 SH       DEFINED 01               1018        0        0
CUMMINS                        COM              231021106      494    10470 SH       DEFINED 01 03               0    10470        0
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CUMULUS MEDIA                  COM              231082108        1       68 SH       DEFINED 01                 68        0        0
CURATIVE HEALTH SERVICES       COM              231264102      296    27751 SH       DEFINED 01              27751        0        0
CURAGEN CORP                   COM              23126R101        3      216 SH       DEFINED 01                216        0        0
CURTISS-WRIGHT                 COM              231561101     4023    60505 SH       DEFINED 01              60505        0        0
CURTISS-WRIGHT                 COM              231561101      180     2700 SH       DEFINED 01 05               0     2700        0
CUTTER & BUCK INC              COM              232217109     1565   214400 SH       DEFINED 01             214400        0        0
CUTTER & BUCK INC              COM              232217109      113    15500 SH       DEFINED 01 05               0    15500        0
CYBEAR GROUP                   COM              23243C201        0        3 SH       DEFINED 01                  3        0        0
CYBERCARE INC                  COM              23243T105        0      133 SH       DEFINED 01                133        0        0
CYBEROPTICS CORP               COM              232517102     1738   134000 SH       DEFINED 01             134000        0        0
CYBEROPTICS CORP               COM              232517102      106     8200 SH       DEFINED 01 05               0     8200        0
CYBER SOURCE COPR              COM              23251J106        0       38 SH       DEFINED 01                 38        0        0
CYGNUS                         COM              232560102      447   114221 SH       DEFINED 01             114221        0        0
CYMER                          COM              232572107     5049   101686 SH       DEFINED 01             101686        0        0
CYMER INC                      COM              232572107        3       60 SH       DEFINED 01 02               0       60        0
CYPRESS SEMICONDUCTOR          COM              232806109    14691   638731 SH       DEFINED 01             638731        0        0
CYPRESS SEMICONDUCTOR          COM              232806109      524    22800 SH       DEFINED 01 05               0    22800        0
CYSIVE INC                     COM              23281T108        0       76 SH       DEFINED 01                 76        0        0
CYTEC INDS                     COM              232820100       46     1500 SH       DEFINED 01                  0     1500        0
CYTEC INDS                     COM              232820100      950    31184 SH       DEFINED 01              31184        0        0
CYTOGEN CORP                   COM              232824102        1      242 SH       DEFINED 01                242        0        0
D & K HEALTHCARE RESOURCES     COM              232861104      858    14300 SH       DEFINED 01              14300        0        0
DNB HOLDING ASA                COM              232919993     1620   307100 SH       DEFINED 01             307100        0        0
CYTYC                          COM              232946103     8819   327626 SH       DEFINED 01             327626        0        0
CYTYC                          COM              232946103     9040   335800 SH       DEFINED 01 05               0   335800        0
CYTYC CORP                     COM              232946103      129     4800 SH       DEFINED 01 02               0     4800        0
DDI                            COM              233162106       36     4200 SH       DEFINED 01                  0     4200        0
DDI                            COM              233162106      605    70924 SH       DEFINED 01              70924        0        0
DMC STRATEX NETWORKS           COM              23322L106     1376   252953 SH       DEFINED 01             252953        0        0
DMI Furniture Inc              COM              233230101        3     1758 SH       DEFINED 01               1758        0        0
DPL                            COM              233293109      109     4281 SH       DEFINED 01               4281        0        0
DQE                            COM              23329J104       46     2164 SH       DEFINED 01               2164        0        0
DRS TECHNOLOGIES               COM              23330X100     3621    87280 SH       DEFINED 01              87280        0        0
HORTON (DR)                    COM              23331A109      577    15309 SH       DEFINED 01              15309        0        0
DST SYSTEMS                    COM              233326107    31682   636203 SH       DEFINED 01             636203        0        0
DST SYSTEMS                    COM              233326107   102150  2051176 SH       DEFINED 01 02               0  2051176        0
DST SYSTEMS                    COM              233326107     4282    85970 SH       DEFINED 01 03               0    85970        0
DST SYSTEMS                    COM              233326107     8870   178113 SH       DEFINED 01 05               0   178113        0
DSP GROUP                      COM              23332B106       23     1100 SH       DEFINED 01                  0     1100        0
DSP GROUP                      COM              23332B106       19      946 SH       DEFINED 01                946        0        0
DSP GROUP                      COM              23332B106        4      190 SH       DEFINED 01 02               0      190        0
DTE ENERGY                     COM              233331107    70603  1551724 SH       DEFINED 01            1551724        0        0
DTE ENERGY                     COM              233331107     2072    45525 SH       DEFINED 01 03               0    45525        0
DTE ENERGY                     COM              233331107      140     3079 SH       DEFINED 01 05               0     3079        0
D/S 1912 CL B                  COM              233334994      111       15 SH       DEFINED 01                 15        0        0
GROUP DANONE                   COM              233640994      213     1805 SH       DEFINED 01               1805        0        0
DAIICHI PHARM                  COM              233816990     1046    56000 SH       DEFINED 01              56000        0        0
DAIMLERCHRYSLER                COM              233833995     8560   188512 SH       DEFINED 01             188512        0        0
DAIMLERCHRYSLER                COM              233833995    11607   255616 SH       DEFINED 01 05               0   255616        0
DAISEKI CO LTD                 COM              234025997      266    18000 SH       DEFINED 01              18000        0        0
DAISYTEK INTRNATIONA           COM              234053106     1336    84000 SH       DEFINED 01              84000        0        0
DAISYTEK INTRNATIONA           COM              234053106        3      210 SH       DEFINED 01 02               0      210        0
DAISYTEK INTRNATIONA           COM              234053106      110     6900 SH       DEFINED 01 05               0     6900        0
DAITO TRUST CONSTR             COM              234055994      213    13000 SH       DEFINED 01              13000        0        0
DAIWA HOUSE INDS               COM              234062107     1415   226000 SH       DEFINED 01             226000        0        0
DAIWA SECURITIES GROUP         COM              234064103       65    11000 SH       DEFINED 01              11000        0        0
DANA                           COM              235811106      480    22350 SH       DEFINED 01                  0    22350        0
DANA                           COM              235811106       79     3706 SH       DEFINED 01               3706        0        0
DANA                           COM              235811106      808    37657 SH       DEFINED 01 03               0    37657        0
DANA                           COM              235811106       29     1350 SH       DEFINED 01 05               0     1350        0
DANAHER                        COM              235851102       11      150 SH       DEFINED 01                  0      150        0
DANAHER                        COM              235851102    32178   453086 SH       DEFINED 01             453086        0        0
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DANAHER                        COM              235851102    25678   361558 SH       DEFINED 01 05               0   361558        0
DANAHER CORP                   COM              235851102    20311   286033 SH       DEFINED 01 02               0   286033        0
DARDEN RESTAURANTS             COM              237194105     2939    72413 SH       DEFINED 01              72413        0        0
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DATASCOPE                      COM              238113104     1332    45383 SH       DEFINED 01              45383        0        0
DAVITA                         COM              23918K108     1327    52459 SH       DEFINED 01              52459        0        0
DAVOX                          COM              239208101      303    37836 SH       DEFINED 01              37836        0        0
DBS GROUP HOLDINGS             COM              240100990     3147   392000 SH       DEFINED 01             392000        0        0
DEAN FOODS                     COM              242370104     7048    93069 SH       DEFINED 01              93069        0        0
DEAN FOODS                     COM              242370104      340     4498 SH       DEFINED 01 05               0     4498        0
DEAN FOODS COMPANY             COM              242370104       16      205 SH       DEFINED 01 02               0      205        0
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DEERE & CO                     COM              244199105      344     7550 SH       DEFINED 01                  0     7550        0
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DEERE & CO                     COM              244199105     2744    60233 SH       DEFINED 01 03               0    60233        0
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DEL MONTE FOODS CO             COM              24522P103        1      139 SH       DEFINED 01                139        0        0
DEL MONTE FOODS CO             COM              24522P103        9      970 SH       DEFINED 01 02               0      970        0
DELANO TECH CORP               COM              245701107      140   250000 SH       DEFINED 01             250000        0        0
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DELL COMPUTER CORP             COM              247025109     3698   141620 SH       DEFINED 01                  0   141620        0
DELL COMPUTER CORP             COM              247025109    28775  1102025 SH       DEFINED 01 02               0  1102025        0
DELL COMPUTERS                 COM              247025109     2838   108678 SH       DEFINED 11 12               0   108678        0
DELL COMPUTERS                 COM              247025109    19636   752048 SH       DEFINED 11 12 13            0   752048        0
DELPHI CORPORATION             COM              247126105      660    41300 SH       DEFINED 01                  0    41300        0
DELPHI CORPORATION             COM              247126105     1294    80949 SH       DEFINED 01              80949        0        0
DELPHI CORPORATION             COM              247126105     2270   141980 SH       DEFINED 01 03               0   141980        0
DELPHI CORPORATION             COM              247126105       81     5094 SH       DEFINED 01 05               0     5094        0
DELPHI FINANCIAL GROUP CL A    COM              247131105     2456    62619 SH       DEFINED 01              62619        0        0
DELTA & PINE LAND              COM              247357106     2240   118088 SH       DEFINED 01             118088        0        0
DELTA AIR LINES                COM              247361108      100     3074 SH       DEFINED 01               3074        0        0
DELTA AIR LINES                COM              247361108     1022    31239 SH       DEFINED 01 03               0    31239        0
DELTA AIR LINES                COM              247361108       37     1120 SH       DEFINED 01 05               0     1120        0
DELTIC TIMBER                  COM              247850100     1104    36481 SH       DEFINED 01              36481        0        0
DELUXE                         COM              248019101     1233    26665 SH       DEFINED 01              26665        0        0
DELUXE                         COM              248019101      778    16821 SH       DEFINED 01 03               0    16821        0
DELUXE                         COM              248019101       28      603 SH       DEFINED 01 05               0      603        0
DANSKE BANK                    COM              248205999      322    20659 SH       DEFINED 01              20659        0        0
DENDRITE                       COM              248239105      796    74455 SH       DEFINED 01 02               0    74455        0
DENDRITE INTL                  COM              248239105    15208  1421337 SH       DEFINED 01            1421337        0        0
DENDRITE INTL                  COM              248239105     1891   176750 SH       DEFINED 01 03               0   176750        0
DENDRITE INTL                  COM              248239105      354    33105 SH       DEFINED 01 05               0    33105        0
DENISON INTL ADR               COM              248335101     2718   139400 SH       DEFINED 01             139400        0        0
DENISON INTL ADR               COM              248335101      246    12600 SH       DEFINED 01 05               0    12600        0
DENTSPLY INTL                  COM              249030107      100     2697 SH       DEFINED 01               2697        0        0
DENTSU (4324)                  COM              249040999     1030      187 SH       DEFINED 01                187        0        0
DENTSU (4324)                  COM              249040999      556      101 SH       DEFINED 01 03               0      101        0
DENTSU (4324)                  COM              249040999     1640      298 SH       DEFINED 01 05               0      298        0
DEPT 56                        COM              249509100      554    39570 SH       DEFINED 01              39570        0        0
DEPFA DEUTSCHE PFANDBRIEFBANK  COM              249525999      227     3150 SH       DEFINED 01               3150        0        0
DEUTSCHE BANK                  COM              251525101    12175   190397 SH       DEFINED 01             190397        0        0
DEUTSCHE BANK                  COM              251525101     5643    88248 SH       DEFINED 01 03               0    88248        0
DEUTSCHE BANK                  COM              251525101    16306   254988 SH       DEFINED 01 05               0   254988        0
DEUTSCHE BOERSE AG             COM              251549994      267     6500 SH       DEFINED 01               6500        0        0
DEUTSCHE TELEKOM               COM              251550992    10459   693000 SH       DEFINED 01             693000        0        0
DEVELOPERS DIVERSIFIED REALTY  COM              251591103     1484    70676 SH       DEFINED 01              70676        0        0
DEVELOPERS DIVERSIFIED REALTY  COM              251591103      158     7500 SH       DEFINED 01 05               0     7500        0
DEVON ENERGY                   COM              25179M103     7635   158170 SH       DEFINED 01             158170        0        0
DEVON ENERGY                   COM              25179M103    43268   896400 SH       DEFINED 01 02               0   896400        0
DEVON ENERGY                   COM              25179M103     3023    62624 SH       DEFINED 01 03               0    62624        0
DEVON ENERGY                   COM              25179M103      150     3113 SH       DEFINED 01 05               0     3113        0
DEVRY                          COM              251893103    21163   702390 SH       DEFINED 01             702390        0        0
DEVRY                          COM              251893103     4188   139000 SH       DEFINED 01 03               0   139000        0
DEVRY                          COM              251893103      537    17807 SH       DEFINED 01 05               0    17807        0
DEVRY INC.                     COM              251893103    68877  2285976 SH       DEFINED 01 02               0  2285976        0
DIA DEXUS CV SERIES C          COM              252425996     6167   795698 SH       DEFINED 01             795698        0        0
DIA DEXUS CV SERIES C          COM              252425996    12333  1591398 SH       DEFINED 01 05               0  1591398        0
DIAGEO PLC NEW ORDS            COM              25243A994      691    52892 SH       DEFINED 01              52892        0        0
DIAGEO ADR                     COM              25243Q205       52     1000 SH       DEFINED 01                  0     1000        0
DIAGEO ADR                     COM              25243Q205     6317   120400 SH       DEFINED 01             120400        0        0
DIAGNOSTIC PRODUCTS            COM              252450101    40256   931861 SH       DEFINED 01             931861        0        0
DIAGNOSTIC PRODUCTS            COM              252450101    18598   430546 SH       DEFINED 01 02               0   430546        0
DIAGNOSTIC PRODUCTS            COM              252450101     4353   100750 SH       DEFINED 01 03               0   100750        0
DIAGNOSTIC PRODUCTS            COM              252450101     1113    25774 SH       DEFINED 01 05               0    25774        0
DIAL                           COM              25247D101       36     2000 SH       DEFINED 01                  0     2000        0
DIAL                           COM              25247D101     2115   117384 SH       DEFINED 01             117384        0        0
DIAMOND OFFSHORE DRI           COM              25271C102        9      293 SH       DEFINED 01                293        0        0
DIAMONDS TRUST SERIE           COM              252787106       60      577 SH       DEFINED 01 02               0      577        0
DIAMONDCLUSTER INTERNATIONAL I COM              25278P106     2120   164063 SH       DEFINED 01             164063        0        0
DIAMONDCLUSTER INTERNATIONAL I COM              25278P106       94     7300 SH       DEFINED 01 05               0     7300        0
DIAMONDCLUSTER INTL            COM              25278P106        2      140 SH       DEFINED 01 02               0      140        0
DIANON SYSTEMS                 COM              252826102     1038    16000 SH       DEFINED 01              16000        0        0
DIEBOLD                        COM              253651103      293     7200 SH       DEFINED 01                  0     7200        0
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DIEBOLD                        COM              253651103     2756    67645 SH       DEFINED 01 05               0    67645        0
DIGEX                          COM              253756100        0       39 SH       DEFINED 01                 39        0        0
DIGI INTL                      COM              253798102      365    66940 SH       DEFINED 01              66940        0        0
DIGITAL LIGHTWAVE              COM              253855100        0       80 SH       DEFINED 01                 80        0        0
DIGITAL INSIGHT                COM              25385P106        2       72 SH       DEFINED 01                 72        0        0
DIGITAL RIVER                  COM              25388B104     1259    85088 SH       DEFINED 01              85088        0        0
DIGITAL RIVER                  COM              25388B104        2      110 SH       DEFINED 01 02               0      110        0
DIGITAL RIVER                  COM              25388B104       86     5800 SH       DEFINED 01 05               0     5800        0
DIGITAS INC                    COM              25388K104        1      110 SH       DEFINED 01                110        0        0
DIGITAL THINK                  COM              25388M100        0       70 SH       DEFINED 01                 70        0        0
DIME COMMUNITY                 COM              253922108       14      440 SH       DEFINED 01 02               0      440        0
DIME COMMUNITY BANCSHARES      COM              253922108     4328   140511 SH       DEFINED 01             140511        0        0
DIME COMMUNITY BANCSHARES      COM              253922108      258     8389 SH       DEFINED 01 05               0     8389        0
DILLARD'S CL A                 COM              254067101     1176    49302 SH       DEFINED 01              49302        0        0
DILLARD'S CL A                 COM              254067101      506    21222 SH       DEFINED 01 03               0    21222        0
DILLARD'S CL A                 COM              254067101       18      761 SH       DEFINED 01 05               0      761        0
DIMON                          COM              254394109      945   136955 SH       DEFINED 01             136955        0        0
DIONEX                         COM              254546104     1600    65764 SH       DEFINED 01              65764        0        0
DISNEY (WALT)                  COM              254687106      173     7500 SH       DEFINED 01                  0     7500        0
DISNEY (WALT)                  COM              254687106    39394  1706948 SH       DEFINED 01            1706948        0        0
DISNEY (WALT)                  COM              254687106    12382   536485 SH       DEFINED 01 03               0   536485        0
DISNEY (WALT)                  COM              254687106    24837  1076144 SH       DEFINED 01 05               0  1076144        0
DISNEY WALT CO                 COM              254687106     4552   197230 SH       DEFINED 01                  0   197230        0
DISNEY WALT CO                 COM              254687106      104     4500 SH       DEFINED 01 02               0     4500        0
DIRECT FOCUS                   COM              254931108     2781    73076 SH       DEFINED 01              73076        0        0
DIRECT FOCUS                   COM              254931108      160     4200 SH       DEFINED 01 05               0     4200        0
DIRECT FOCUS INC               COM              254931108        5      127 SH       DEFINED 01 02               0      127        0
DITECH COMMU CORP              COM              25500M103        1      157 SH       DEFINED 01                157        0        0
DIVERSA CORP                   COM              255064107      851    67012 SH       DEFINED 01              67012        0        0
DIVERSA CORP                   COM              255064107        2      120 SH       DEFINED 01 02               0      120        0
DIVERSA CORP                   COM              255064107       77     6100 SH       DEFINED 01 05               0     6100        0
DIVINE INC-A                   COM              255402109        0      321 SH       DEFINED 01                321        0        0
DIXONS GROUP PL                COM              255555997      333    89304 SH       DEFINED 01              89304        0        0
THEROX SERIES H                PRF              256000XY1     3257   814130 SH       DEFINED 01             814130        0        0
THEROX SERIES H                PRF              256000XY1     5439  1359783 SH       DEFINED 01 05               0  1359783        0
DOBSON COMMUNICATIONS CL A     COM              256069105        1      311 SH       DEFINED 01                311        0        0
DOBSON COMM PIK PFD  13.00%    PRF              256072505    10976    12726 SH       DEFINED 01              12726        0        0
DOBSON COMM PIK PFD  13.00%    PRF              256072505     2224     2579 SH       DEFINED 01 05               0     2579        0
DOCENT                         COM              25608L106       75    42100 SH       DEFINED 01              42100        0        0
DOCUMENTUM INC                 COM              256159104     1199    47134 SH       DEFINED 01              47134        0        0
DOCUMENTUM INC                 COM              256159104        3      100 SH       DEFINED 01 02               0      100        0
DOCUMENTUM INC                 COM              256159104       79     3100 SH       DEFINED 01 05               0     3100        0
DOLE FOOD                      COM              256605106     5182   167172 SH       DEFINED 01             167172        0        0
DOLE FOOD                      COM              256605106      195     6300 SH       DEFINED 01 05               0     6300        0
DOLLAR GENERAL                 COM              256669102      132     8135 SH       DEFINED 01               8135        0        0
DOLLAR GENERAL                 COM              256669102     1372    84282 SH       DEFINED 01 03               0    84282        0
DOLLAR GENERAL                 COM              256669102       49     3024 SH       DEFINED 01 05               0     3024        0
DOLLAR THRIFY AUTOMOTIVE GROUP COM              256743105      890    42100 SH       DEFINED 01              42100        0        0
DOLLAR TREE STORES             COM              256747106     8215   250406 SH       DEFINED 01             250406        0        0
DOLLAR TREE STORES             COM              256747106      125     3800 SH       DEFINED 01 02               0     3800        0
DOLLAR TREE STORES             COM              256747106     8327   253800 SH       DEFINED 01 05               0   253800        0
DOMINION RES INC VA            COM              25746U109     6388    98035 SH       DEFINED 01                  0    98035        0
DOMINION RES INC VA            COM              25746U109    16495   253142 SH       DEFINED 01 02               0   253142        0
DOMINION RESOURCES             COM              25746U109       29      450 SH       DEFINED 01                  0      450        0
DOMINION RESOURCES             COM              25746U109   472399  7249835 SH       DEFINED 01            7249835        0        0
DOMINION RESOURCES             COM              25746U109     4768    73160 SH       DEFINED 01 03               0    73160        0
DOMINION RESOURCES             COM              25746U109   126935  1948059 SH       DEFINED 01 05               0  1948059        0
DOMINION RESOURCES CV 9.50%    PRF              25746U208    33295   542000 SH       DEFINED 01             542000        0        0
DOMTAR INC                     COM              257561993       76     7000 SH       DEFINED 01               7000        0        0
DONALDSON                      COM              257651109      588    14603 SH       DEFINED 01              14603        0        0
DONALDSON CO                   COM              257651109        5      125 SH       DEFINED 01 02               0      125        0
DONNELLEY (RR) & SONS          COM              257867101      653    21000 SH       DEFINED 01                  0    21000        0
DONNELLEY (RR) & SONS          COM              257867101    30323   975025 SH       DEFINED 01             975025        0        0
DONNELLEY (RR) & SONS          COM              257867101     1574    50613 SH       DEFINED 01 03               0    50613        0
DONNELLEY (RR) & SONS          COM              257867101     1490    47906 SH       DEFINED 01 05               0    47906        0
DONNELLEY (RR)&SONS            COM              257867101      448    14400 SH       DEFINED 01 02               0    14400        0
DORAL FINANCIAL                COM              25811P100     2022    59554 SH       DEFINED 01              59554        0        0
DORAL FINANCIAL                COM              25811P100        2       60 SH       DEFINED 01 02               0       60        0
DORAL FINANCIAL                COM              25811P100     6599   194400 SH       DEFINED 01 05               0   194400        0
DOUBLECLICK INC                COM              258609304        8      708 SH       DEFINED 01                708        0        0
DOVER                          COM              260003108      295     7200 SH       DEFINED 01                  0     7200        0
DOVER                          COM              260003108    19096   465755 SH       DEFINED 01             465755        0        0
DOVER                          COM              260003108     2106    51368 SH       DEFINED 01 03               0    51368        0
DOVER                          COM              260003108     1599    38990 SH       DEFINED 01 05               0    38990        0
DOVER DOWNS ENTERTAI           COM              260086103       49     3000 SH       DEFINED 01                  0     3000        0
DOVER DOWNS ENTERTAI           COM              260086103        2      139 SH       DEFINED 01                139        0        0
DOW CHEMICAL                   COM              260543103     2584    78980 SH       DEFINED 01                  0    78980        0
DOW CHEMICAL                   COM              260543103   115148  3519197 SH       DEFINED 01            3519197        0        0
DOW CHEMICAL                   COM              260543103    11379   347840 SH       DEFINED 01 02               0   347840        0
DOW CHEMICAL                   COM              260543103     8964   273945 SH       DEFINED 01 03               0   273945        0
DOW CHEMICAL                   COM              260543103    42997  1314122 SH       DEFINED 01 05               0  1314122        0
DOW JONES                      COM              260561105      121     2079 SH       DEFINED 01               2079        0        0
DOW JONES                      COM              260561105     1245    21380 SH       DEFINED 01 03               0    21380        0
DOW JONES                      COM              260561105       45      767 SH       DEFINED 01 05               0      767        0
DOWNEY FINANCIAL               COM              261018105     5844   128164 SH       DEFINED 01             128164        0        0
DOWNEY FINANCIAL               COM              261018105      105     2300 SH       DEFINED 01 05               0     2300        0
DRESS BARN                     COM              261570105     1661    56094 SH       DEFINED 01              56094        0        0
THE DRESS BARN                 COM              261570105       12      420 SH       DEFINED 01 02               0      420        0
DREXLER TECH CORP              COM              261876106        3      120 SH       DEFINED 01 02               0      120        0
DREYER'S GRAND ICE CREAM       COM              261878102       50     1213 SH       DEFINED 01               1213        0        0
DRIL-QUIP                      COM              262037104     2215    86322 SH       DEFINED 01              86322        0        0
DRIL-QUIP                      COM              262037104       31     1200 SH       DEFINED 01 05               0     1200        0
DRUG STORE.COM                 COM              262241102        0       66 SH       DEFINED 01                 66        0        0
DSL.NET INC                    COM              262506108        0      274 SH       DEFINED 01                274        0        0
DSM                            COM              262510993     1390    33900 SH       DEFINED 01              33900        0        0
DU PONT(EI) DE NEMOURS         COM              263534109       12      250 SH       DEFINED 01                  0      250        0
DU PONT(EI) DE NEMOURS         COM              263534109    26667   565572 SH       DEFINED 01             565572        0        0
DU PONT(EI) DE NEMOURS         COM              263534109    12721   269780 SH       DEFINED 01 03               0   269780        0
DU PONT(EI) DE NEMOURS         COM              263534109    44238   938222 SH       DEFINED 01 05               0   938222        0
E I DUPONT                     COM              263534109      315     6680 SH       DEFINED 01 02               0     6680        0
DUANE READE                    COM              263578106     3100    91247 SH       DEFINED 01              91247        0        0
DUANE READE                    COM              263578106        2       60 SH       DEFINED 01 02               0       60        0
DUANE READE                    COM              263578106      165     4853 SH       DEFINED 01 05               0     4853        0
DUCOMMUN                       COM              264147109      886    45000 SH       DEFINED 01              45000        0        0
DUCOMMUN                       COM              264147109        3      170 SH       DEFINED 01 02               0      170        0
DUCOMMUN                       COM              264147109       89     4500 SH       DEFINED 01 05               0     4500        0
DUKE ENERGY                    COM              264399106        8      200 SH       DEFINED 01                  0      200        0
DUKE ENERGY                    COM              264399106   160224  4238736 SH       DEFINED 01            4238736        0        0
DUKE ENERGY                    COM              264399106     9289   245731 SH       DEFINED 01 03               0   245731        0
DUKE ENERGY                    COM              264399106    38993  1031562 SH       DEFINED 01 05               0  1031562        0
DUKE ENERGY CORP               COM              264399106     2629    69541 SH       DEFINED 01                  0    69541        0
DUKE ENERGY CORP               COM              264399106      753    19920 SH       DEFINED 01 02               0    19920        0
DUKE ENERGY CV 8.25%           PRF              264399585    87720  3411900 SH       DEFINED 01            3411900        0        0
DUKE ENERGY CV 8.25%           PRF              264399585    10497   408300 SH       DEFINED 01 05               0   408300        0
DUKE ENERGY CVT PFD            CONV PRF         264399585       49     1900 SH       DEFINED 01 02               0     1900        0
DUKE REALTY CORP               COM              264411505        8      303 SH       DEFINED 01                303        0        0
DUN & BRADSTREET               COM              26483E100      380     9500 SH       DEFINED 01                  0     9500        0
DUN & BRADSTREET               COM              26483E100    12265   306549 SH       DEFINED 01             306549        0        0
DUN & BRADSTREET               COM              26483E100      382     9539 SH       DEFINED 01 05               0     9539        0
DURA AUTOMOTIVE SYST           COM              265903104        7      400 SH       DEFINED 01 02               0      400        0
DURA AUTOMOTIVE SYSTEMS CL A   COM              265903104     1678    87554 SH       DEFINED 01              87554        0        0
DURA AUTOMOTIVE SYSTEMS CL A   COM              265903104      164     8546 SH       DEFINED 01 05               0     8546        0
DUPONT PHOTOMASKS              COM              26613X101     2857    54940 SH       DEFINED 01              54940        0        0
DYCOM INDS                     COM              267475101      142     9507 SH       DEFINED 01               9507        0        0
DYNEGY CL A                    COM              26816Q101    84435  2911562 SH       DEFINED 01            2911562        0        0
DYNEGY CL A                    COM              26816Q101     3438   118562 SH       DEFINED 01 03               0   118562        0
DYNEGY CL A                    COM              26816Q101      179     6189 SH       DEFINED 01 05               0     6189        0
DYNEGY INC                     COM              26816Q101     3314   114268 SH       DEFINED 01                  0   114268        0
DYNEGY INC                     COM              26816Q101    15328   528500 SH       DEFINED 01 02               0   528500        0
CBEYOND COMMUNICATIO           PRF              268470986     1887   545002 SH       DEFINED 01 05               0   545002        0
CBEYOND COMMUNICATIONS - FORMA PRF              268470994     3113   899041 SH       DEFINED 01 05               0   899041        0
EGL                            COM              268484102       43     2700 SH       DEFINED 01                  0     2700        0
EGL                            COM              268484102      770    48626 SH       DEFINED 01              48626        0        0
EGL                            COM              268484102       62     3900 SH       DEFINED 01 05               0     3900        0
E-LOAN                         COM              26861P107        0      102 SH       DEFINED 01                102        0        0
EMC                            COM              268648102    17253  1447417 SH       DEFINED 01            1447417        0        0
EMC                            COM              268648102     7744   649642 SH       DEFINED 01 03               0   649642        0
EMC                            COM              268648102      524    43947 SH       DEFINED 01 05               0    43947        0
EMC CORPORATION                COM              268648102      667    56000 SH       DEFINED 01                  0    56000        0
EMC CORPORATION                COM              268648102    16065  1347954 SH       DEFINED 01 02               0  1347954        0
EMC CORPORATION                COM              268648102      279    23400 SH       DEFINED 11 12               0    23400        0
AMERICAN INTERNATIONAL GROUP   COM              26874107      2811    38961 SH       DEFINED 11 12               0    38961        0
AMERICAN INTL GROUP            COM              26874107     21127   292857 SH       DEFINED 11 12 13            0   292857        0
ENSCO INTL                     COM              26874Q100    15208   504596 SH       DEFINED 01             504596        0        0
ENSCO INTL                     COM              26874Q100     2822    93600 SH       DEFINED 01 03               0    93600        0
ENSCO INTL                     COM              26874Q100      384    12745 SH       DEFINED 01 05               0    12745        0
ENSCO INTL INC                 COM              26874Q100    36640  1215673 SH       DEFINED 01 02               0  1215673        0
ENI                            COM              26874R991    23668  1614929 SH       DEFINED 01            1614929        0        0
ENI                            COM              26874R991     9618   656245 SH       DEFINED 01 03               0   656245        0
ENI                            COM              26874R991    27735  1892417 SH       DEFINED 01 05               0  1892417        0
EOG RESOURCES                  COM              26875P101     2569    63323 SH       DEFINED 01              63323        0        0
EOG RESOURCES                  COM              26875P101     1187    29274 SH       DEFINED 01 03               0    29274        0
EOG RESOURCES                  COM              26875P101       43     1050 SH       DEFINED 01 05               0     1050        0
E.ON ADR                       COM              268780103    22725   450000 SH       DEFINED 01             450000        0        0
E.ON                           COM              268780996     7976   157372 SH       DEFINED 01             157372        0        0
E.ON                           COM              268780996    10174   200735 SH       DEFINED 01 05               0   200735        0
E.PIPHANY INC                  COM              26881V100        3      462 SH       DEFINED 01                462        0        0
ESS TECHNOLOGY                 COM              269151106     6200   298963 SH       DEFINED 01             298963        0        0
ESS TECHNOLOGY                 COM              269151106        9      390 SH       DEFINED 01 02               0      390        0
ESS TECHNOLOGY                 COM              269151106      164     7900 SH       DEFINED 01 05               0     7900        0
E*TRADE GROUP                  COM              269246104     5107   542150 SH       DEFINED 01             542150        0        0
E*TRADE GROUP                  COM              269246104      414    43900 SH       DEFINED 01 05               0    43900        0
EARTHLINK                      COM              270321102    14358  1414559 SH       DEFINED 01            1414559        0        0
EARTHLINK                      COM              270321102      523    51500 SH       DEFINED 01 05               0    51500        0
EAST WEST BANCORP              COM              27579R104     4112   140368 SH       DEFINED 01             140368        0        0
EAST WEST BANCORP              COM              27579R104        3      105 SH       DEFINED 01 02               0      105        0
EAST WEST BANCORP              COM              27579R104      170     5800 SH       DEFINED 01 05               0     5800        0
EASTMAN CHEMICAL               COM              277432100      675    13850 SH       DEFINED 01                  0    13850        0
EASTMAN CHEMICAL               COM              277432100     5323   109103 SH       DEFINED 01             109103        0        0
EASTMAN CHEMICAL               COM              277432100     1046    21431 SH       DEFINED 01 03               0    21431        0
EASTMAN CHEMICAL               COM              277432100     5352   109701 SH       DEFINED 01 05               0   109701        0
EASTMAN CHEMICAL CO            COM              277432100     7304   149649 SH       DEFINED 01 02               0   149649        0
EASTMAN KODAK                  COM              277461109      634    20350 SH       DEFINED 01                  0    20350        0
EASTMAN KODAK                  COM              277461109    56640  1817094 SH       DEFINED 01            1817094        0        0
EASTMAN KODAK                  COM              277461109      524    16800 SH       DEFINED 01 02               0    16800        0
EASTMAN KODAK                  COM              277461109     3120   100090 SH       DEFINED 01 03               0   100090        0
EASTMAN KODAK                  COM              277461109     3124   100207 SH       DEFINED 01 05               0   100207        0
EATON                          COM              278058102      385     4750 SH       DEFINED 01                  0     4750        0
EATON                          COM              278058102    25243   311706 SH       DEFINED 01             311706        0        0
EATON                          COM              278058102     1422    17566 SH       DEFINED 01 03               0    17566        0
EATON                          COM              278058102     2161    26693 SH       DEFINED 01 05               0    26693        0
EATON VANCE                    COM              278265103       93     2338 SH       DEFINED 01               2338        0        0
EATON VANCE                    COM              278265103    33303   833650 SH       DEFINED 01 02               0   833650        0
EATON VANCE                    COM              278265103      711    17800 SH       DEFINED 01 03               0    17800        0
EBAY                           COM              278642103   117277  2070584 SH       DEFINED 01            2070584        0        0
EBAY                           COM              278642103     1099    19400 SH       DEFINED 01 03               0    19400        0
EBAY                           COM              278642103    20583   363400 SH       DEFINED 01 05               0   363400        0
EBAY INC                       COM              278642103    54514   962482 SH       DEFINED 01 02               0   962482        0
ECHELON CORPORATION            COM              27874N105        1       53 SH       DEFINED 01                 53        0        0
ECHOSTAR COMMUN CORP           COM              278762109    20312   717205 SH       DEFINED 01             717205        0        0
ECHOSTAR COMMUN CORP           COM              278762109     4503   159000 SH       DEFINED 01 05               0   159000        0
ECLIPSYS CORP                  COM              278856109       34     2100 SH       DEFINED 01                  0     2100        0
ECLIPSYS CORP                  COM              278856109        2      132 SH       DEFINED 01                132        0        0
ECOLAB                         COM              278865100     6737   147338 SH       DEFINED 01             147338        0        0
ECOLAB                         COM              278865100     1481    32389 SH       DEFINED 01 03               0    32389        0
ECOLAB                         COM              278865100       53     1162 SH       DEFINED 01 05               0     1162        0
EDEN BIOSCIENCE CORP           COM              279445100        0      155 SH       DEFINED 01                155        0        0
EDISON INTL                    COM              281020107    10183   607977 SH       DEFINED 01             607977        0        0
EDISON INTL                    COM              281020107     1383    82573 SH       DEFINED 01 03               0    82573        0
EDISON INTL                    COM              281020107       50     2962 SH       DEFINED 01 05               0     2962        0
EDISON SCHOOLS INC             COM              281033100       47     3400 SH       DEFINED 01                  0     3400        0
EDISON SCHOOLS INC             COM              281033100        2      176 SH       DEFINED 01                176        0        0
EDO CORP                       COM              281347104     1626    60215 SH       DEFINED 01              60215        0        0
EDUCATION MANAGEMENT           COM              28139T101      687    16284 SH       DEFINED 01              16284        0        0
EDWARDS (JD) & CO              COM              281667105    11216   621739 SH       DEFINED 01             621739        0        0
EDWARDS (JD) & CO              COM              281667105     9579   531000 SH       DEFINED 01 05               0   531000        0
J D EDWARDS & CO               COM              281667105      139     7700 SH       DEFINED 01 02               0     7700        0
EDWARDS (AG)                   COM              281760108      118     2689 SH       DEFINED 01               2689        0        0
EDWARDS LIFESCIENCES           COM              28176E108      117     4184 SH       DEFINED 01               4184        0        0
EDWARDS LIFESCIENCES           COM              28176E108        5      180 SH       DEFINED 01 02               0      180        0
EFUNDS                         COM              28224R101     2286   142471 SH       DEFINED 01             142471        0        0
EGAIN COMMUN CORP              COM              28225C103        0       92 SH       DEFINED 01                 92        0        0
ABBOT LABORATORIES             COM              2824100      21555   409800 SH       DEFINED 11 12 13            0   409800        0
ABBOTT LABORATORIES            COM              2824100       2488    47300 SH       DEFINED 11 12               0    47300        0
ABBOTT LABORATORIES            COM              2824100         63     1200 SH       DEFINED 11 12 13            0     1200        0
EL PASO                        COM              28336L109    86777  1970849 SH       DEFINED 01            1970849        0        0
EL PASO                        COM              28336L109     6614   150214 SH       DEFINED 01 03               0   150214        0
EL PASO                        COM              28336L109     1593    36181 SH       DEFINED 01 05               0    36181        0
EL PASO CORPORATION            COM              28336L109     4549   103315 SH       DEFINED 01                  0   103315        0
EL PASO CORPORATION            COM              28336L109      557    12650 SH       DEFINED 01 02               0    12650        0
EL PASO ELECTRIC               COM              283677854     5297   338495 SH       DEFINED 01             338495        0        0
EL PASO ELECTRIC               COM              283677854       11      700 SH       DEFINED 01 02               0      700        0
EL PASO ELECTRIC               COM              283677854      244    15604 SH       DEFINED 01 05               0    15604        0
ELANTEC SEMICONDUCTO           COM              284155108        4       85 SH       DEFINED 01 02               0       85        0
ELANTEC SEMICONDUCTOR          COM              284155108     6239   145865 SH       DEFINED 01             145865        0        0
ELANTEC SEMICONDUCTOR          COM              284155108      205     4797 SH       DEFINED 01 05               0     4797        0
ELCOR                          COM              284443108     1321    59492 SH       DEFINED 01              59492        0        0
ELECTRO SCIENTIFIC             COM              285229100        3       95 SH       DEFINED 01 02               0       95        0
ELECTRO SCIENTIFIC INDS        COM              285229100     8647   235917 SH       DEFINED 01             235917        0        0
ELECTRO SCIENTIFIC INDS        COM              285229100      294     8034 SH       DEFINED 01 05               0     8034        0
ELECTROCOMPONENTS              COM              285299996      326    48000 SH       DEFINED 01              48000        0        0
ELECTROGLAS                    COM              285324109     4698   277984 SH       DEFINED 01             277984        0        0
ELECTROGLAS                    COM              285324109      331    19600 SH       DEFINED 01 05               0    19600        0
ELECTROLUX CL B                COM              285378998     1429    80414 SH       DEFINED 01              80414        0        0
ELECTRONIC ARTS                COM              285512109    36534   600899 SH       DEFINED 01             600899        0        0
ELECTRONIC ARTS                COM              285512109    50239   826300 SH       DEFINED 01 05               0   826300        0
ELECTRONIC ARTS INC            COM              285512109      510     8400 SH       DEFINED 01 02               0     8400        0
ELECTRONIC DATA SYSTEMS        COM              285661104    21495   370676 SH       DEFINED 01             370676        0        0
ELECTRONIC DATA SYSTEMS        COM              285661104     8092   139542 SH       DEFINED 01 03               0   139542        0
ELECTRONIC DATA SYSTEMS        COM              285661104     4122    71072 SH       DEFINED 01 05               0    71072        0
ELECTRONIC DATA SYSTEMS CV 7.6 PRF              285661203    25275   500000 SH       DEFINED 01             500000        0        0
EDP-ELECTICDADE DE PORTUGAL    COM              285670998       38    18300 SH       DEFINED 01              18300        0        0
ELECTRONICS FOR IMAGING        COM              286082102     1836   100324 SH       DEFINED 01             100324        0        0
ELECTRONICS FOR IMAGING        COM              286082102      126     6900 SH       DEFINED 01 05               0     6900        0
ELOYALTY CORPORATION           COM              290151307        0       12 SH       DEFINED 01                 12        0        0
EMCORE                         COM              290846104        2      224 SH       DEFINED 01                224        0        0
EMCOR GROUP                    COM              29084Q100     5559    95850 SH       DEFINED 01              95850        0        0
EMCOR GROUP                    COM              29084Q100      205     3534 SH       DEFINED 01 05               0     3534        0
EMCOR GROUP INC                COM              29084Q100       11      180 SH       DEFINED 01 02               0      180        0
EMERSON ELECTRIC               COM              291011104    27575   480494 SH       DEFINED 01             480494        0        0
EMERSON ELECTRIC               COM              291011104     6118   106602 SH       DEFINED 01 03               0   106602        0
EMERSON ELECTRIC               COM              291011104     6846   119276 SH       DEFINED 01 05               0   119276        0
EMISPHERE                      COM              291345106      493    29000 SH       DEFINED 01              29000        0        0
EMISPHERE                      COM              291345106       46     2700 SH       DEFINED 01 05               0     2700        0
EMMIS COMMUNICATIONS           COM              291525103       17      650 SH       DEFINED 01 02               0      650        0
EMMIS COMMUNICATIONS CL A      COM              291525103     4977   186141 SH       DEFINED 01             186141        0        0
EMMIS COMMUNICATIONS CL A      COM              291525103      348    13000 SH       DEFINED 01 05               0    13000        0
EMPIRE DISTRICT ELECTRIC       COM              291641108    13154   614965 SH       DEFINED 01 03               0   614965        0
EMPRESA NACIONAL DE ELECTRICID COM              29244T101     2560   272378 SH       DEFINED 01             272378        0        0
EMPRESA NACIONAL DE ELECTRICID COM              29244T101       83     8825 SH       DEFINED 01 05               0     8825        0
EMULEX                         COM              292475209    24640   748264 SH       DEFINED 01             748264        0        0
EMULEX                         COM              292475209      267     8100 SH       DEFINED 01 02               0     8100        0
EMULEX                         COM              292475209      204     6200 SH       DEFINED 01 03               0     6200        0
EMULEX                         COM              292475209    29996   910900 SH       DEFINED 01 05               0   910900        0
ENCOMPASS SVS CORP             COM              29255U104        5     3091 SH       DEFINED 01 02               0     3091        0
ENCORE WIRE                    COM              292562105     1313    79303 SH       DEFINED 01              79303        0        0
ENCORE WIRE                    COM              292562105      124     7497 SH       DEFINED 01 05               0     7497        0
ENCORE WIRE CORP               COM              292562105       10      630 SH       DEFINED 01 02               0      630        0
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ENDESA ORD                     COM              292580990    13479   906227 SH       DEFINED 01 05               0   906227        0
ENDO PHARMACEUTICAL            COM              29264F205      525    51989 SH       DEFINED 01              51989        0        0
ENDOCARE                       COM              29264P104     1557    79000 SH       DEFINED 01              79000        0        0
ENERGEN                        COM              29265N108     5814   219776 SH       DEFINED 01             219776        0        0
ENERGEN                        COM              29265N108      243     9186 SH       DEFINED 01 05               0     9186        0
ENERGY EAST                    COM              29266M109      333    15300 SH       DEFINED 01                  0    15300        0
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ENERGIZER HOLDINGS             COM              29266R108      390    16400 SH       DEFINED 01 05               0    16400        0
ENESERVE CORP                  COM              292799996      328     9000 SH       DEFINED 01               9000        0        0
ENGAGE INC                     COM              292827102        0      641 SH       DEFINED 01                641        0        0
ENGELHARD                      COM              292845104      876    28220 SH       DEFINED 01              28220        0        0
ENGELHARD                      COM              292845104     1021    32897 SH       DEFINED 01 03               0    32897        0
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ENGINEERED SUPPORT SYSTEMS     COM              292866100      235     5076 SH       DEFINED 01 05               0     5076        0
ENDOCARDIAL SOLUTIONS          COM              292962107      122    15000 SH       DEFINED 01              15000        0        0
ENESCO GROUP                   COM              292973104      291    42182 SH       DEFINED 01              42182        0        0
ENRON CORP                     COM              293561106       60   306600 SH       DEFINED 01                  0   306600        0
ENTEGRIS                       COM              29362U104     8908   551577 SH       DEFINED 01             551577        0        0
ENTEGRIS                       COM              29362U104      776    48023 SH       DEFINED 01 05               0    48023        0
ENTEGRIS INC                   COM              29362U104       13      825 SH       DEFINED 01 02               0      825        0
ENTERASYS NETWORKS             COM              293637104       35     8300 SH       DEFINED 01                  0     8300        0
ENTERASYS NETWORKS             COM              293637104       29     6732 SH       DEFINED 01               6732        0        0
ENTERCOM COMMUNICATIONS CL A   COM              293639100     5441    99165 SH       DEFINED 01              99165        0        0
ENTERCOM COMMUNICATIONS CL A   COM              293639100      177     3233 SH       DEFINED 01 05               0     3233        0
ENTERGY                        COM              29364G103    70133  1615604 SH       DEFINED 01            1615604        0        0
ENTERGY                        COM              29364G103     2670    61511 SH       DEFINED 01 03               0    61511        0
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ENTRADA NETWORKS INC           COM              29382Y102        0        8 SH       DEFINED 01                  8        0        0
ENTRUST INC                    COM              293848107      560   110169 SH       DEFINED 01             110169        0        0
ENZON                          COM              293904108     2357    53220 SH       DEFINED 01              53220        0        0
ENZON   INC                    COM              293904108      372     8400 SH       DEFINED 01 02               0     8400        0
ENZO BIOCHEM                   COM              294100102     1770    87350 SH       DEFINED 01              87350        0        0
Epimmune Inc                   COM              29425Y101       53        0 SH       DEFINED 01              20310        0        0
EPLUS INC                      COM              294268107        8      870 SH       DEFINED 01 02               0      870        0
ECM FUND / CORP LPI  11.918 UN COM              294300XX1     1768  2054913 SH       DEFINED 01            2054913        0        0
EPRESENCE                      COM              294348107      300    70850 SH       DEFINED 01              70850        0        0
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EQUIFAX                        COM              294429105     1098    36721 SH       DEFINED 01 03               0    36721        0
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EQUITY RESIDENTIAL PROPERTIES  COM              29476L107    36684  1276429 SH       DEFINED 01            1276429        0        0
EQUITY RESIDENTIAL PROPERTIES  COM              29476L107     2705    94118 SH       DEFINED 01 03               0    94118        0
EQUITY RESIDENTIAL PROPERTIES  COM              29476L107     2080    72375 SH       DEFINED 01 05               0    72375        0
ERICSSON LM ADR CL B           COM              294821400      109    26036 SH       DEFINED 01              26036        0        0
ERIE INDTY CO                  COM              29530P102        7      161 SH       DEFINED 01                161        0        0
ERSTE BANK DER OESTERRICHISCHE COM              295599997       53      850 SH       DEFINED 01                850        0        0
ESCO TECHNOLOGIES              COM              296315104        8      197 SH       DEFINED 01                197        0        0
ESCO TECHNOLOGIES              COM              296315104        9      240 SH       DEFINED 01 02               0      240        0
ESPERION THERAPEUTICS          COM              29664R106      426    70000 SH       DEFINED 01              70000        0        0
ESSILOR INTERNATIONAL          COM              296700990      229     6400 SH       DEFINED 01               6400        0        0
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ESTERLINE TECHNOLOGIES         COM              297425100     3235   158565 SH       DEFINED 01             158565        0        0
ESTERLINE TECHNOLOGIES         COM              297425100      216    10600 SH       DEFINED 01 05               0    10600        0
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ETHAN ALLEN INTERIORS          COM              297602104     7258   190697 SH       DEFINED 01             190697        0        0
ETHAN ALLEN INTERIORS          COM              297602104       84     2200 SH       DEFINED 01 05               0     2200        0
EURONEXT                       COM              298699992      158     8400 SH       DEFINED 01               8400        0        0
EUROMONEY INSTITUTIONAL INVEST COM              298730995       42     8700 SH       DEFINED 01               8700        0        0
EURONET WORLDWIDE INC          COM              298736109     1023    60200 SH       DEFINED 01              60200        0        0
EVERGREEN RESOURCES            COM              299900308     2490    59712 SH       DEFINED 01              59712        0        0
EVOICE SERIES D CV             PRF              300200XX5     1842  4022475 SH       DEFINED 01            4022475        0        0
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EXAR                           COM              300645108     5392   262515 SH       DEFINED 01             262515        0        0
EXAR                           COM              300645108      148     7200 SH       DEFINED 01 05               0     7200        0
EXAR CORP                      COM              300645108        3      170 SH       DEFINED 01 02               0      170        0
EXCHANGE APPLICATION           COM              300867306        0        3 SH       DEFINED 01                  3        0        0
EXEL PLC                       COM              301600995      235    18997 SH       DEFINED 01              18997        0        0
EXELON                         COM              30161N101   112857  2130590 SH       DEFINED 01            2130590        0        0
EXELON                         COM              30161N101     5871   110825 SH       DEFINED 01 03               0   110825        0
EXELON                         COM              30161N101     3850    72660 SH       DEFINED 01 05               0    72660        0
EXELON CORP                    COM              30161N101      757    14300 SH       DEFINED 01 02               0    14300        0
EXELIXIS INC                   COM              30161Q104        2      126 SH       DEFINED 01                126        0        0
EXELIXIS INC                   COM              30161Q104        3      200 SH       DEFINED 01 02               0      200        0
EXTENDED SYSTEMS INC           COM              301973103        0       34 SH       DEFINED 01                 34        0        0
EXIDE CORP 144A                CONV BND         302051AF4      246 16500000 PRN      DEFINED 01 02               0        0 16500000
EXODUS COMMUNICATIONS INC      COM              302088109        0     1207 SH       DEFINED 01               1207        0        0
EXPEDIA INC CL A               COM              302125109        9      135 SH       DEFINED 01                135        0        0
EXPEDIA INC WTS EXP 02/04/2009 COM              302125125        1       25 SH       DEFINED 01                 25        0        0
EXPEDITORS INTL OF WASHINGTON  COM              302130109      108     1779 SH       DEFINED 01               1779        0        0
EXPRO INTERNATIONAL            COM              302155999       59     8500 SH       DEFINED 01               8500        0        0
EXPRESS SCRIPTS CL A           COM              302182100    34104   592202 SH       DEFINED 01             592202        0        0
EXPRESS SCRIPTS CL A           COM              302182100     4472    77650 SH       DEFINED 01 03               0    77650        0
EXPRESS SCRIPTS CL A           COM              302182100     4877    84689 SH       DEFINED 01 05               0    84689        0
EXPRESS SCRIPTS INC            COM              302182100    35635   618774 SH       DEFINED 01 02               0   618774        0
UTD BUSINESS                   COM              3022421          4      462 SH       DEFINED 01 10             462        0        0
EXTENDED STAY AMERICA          COM              30224P101       57     3241 SH       DEFINED 01               3241        0        0
EXTREME NETWORKS               COM              30226D106     1235   118724 SH       DEFINED 01             118724        0        0
EXTREME NETWORKS               COM              30226D106       71     6800 SH       DEFINED 01 05               0     6800        0
EXULT                          COM              302284104        4      410 SH       DEFINED 01                410        0        0
EXXON                          COM              30231G102       66     1500 SH       DEFINED 11 12 13            0     1500        0
EXXON CORP                     COM              30231G102     2503    57100 SH       DEFINED 11 12               0    57100        0
EXXON CORP                     COM              30231g102    16129   368000 SH       DEFINED 11 12 13            0   368000        0
EXXON MOBIL                    COM              30231G102       94     2150 SH       DEFINED 01                  0     2150        0
EXXON MOBIL                    COM              30231G102   772060 17614884 SH       DEFINED 01           17614884        0        0
EXXON MOBIL                    COM              30231G102    82127  1873760 SH       DEFINED 01 03               0  1873760        0
EXXON MOBIL                    COM              30231G102   226423  5165939 SH       DEFINED 01 05               0  5165939        0
EXXON MOBIL CORP               COM              30231G102     8874   202475 SH       DEFINED 01                  0   202475        0
EXXON MOBIL CORP               COM              30231G102     4735   108014 SH       DEFINED 01 02               0   108014        0
FBR ASSET INVESTMENT           COM              30241E303     1806    66400 SH       DEFINED 01              66400        0        0
FBR ASSET INVESTMENT           COM              30241E303      174     6400 SH       DEFINED 01 05               0     6400        0
FEI                            COM              30241L109       45     1265 SH       DEFINED 01               1265        0        0
FMC                            COM              302491303       45     1069 SH       DEFINED 01               1069        0        0
FMC TECHNOLOGIES               COM              30249U101      650    32603 SH       DEFINED 01              32603        0        0
FNB                            COM              302520101        9      312 SH       DEFINED 01                312        0        0
FPL GROUP                      COM              302571104    38985   654666 SH       DEFINED 01             654666        0        0
FPL GROUP                      COM              302571104     2910    48860 SH       DEFINED 01 03               0    48860        0
FPL GROUP                      COM              302571104      208     3499 SH       DEFINED 01 05               0     3499        0
FPL GROUP PFD CVT              PRF              302571203    16830   300000 SH       DEFINED 01             300000        0        0
FTI CONSULTING INC             COM              302941109     3795   122500 SH       DEFINED 01             122500        0        0
FTI CONSULTING INC             COM              302941109        5      150 SH       DEFINED 01 02               0      150        0
FTI CONSULTING INC             COM              302941109      331    10700 SH       DEFINED 01 05               0    10700        0
FACTORY 2-U STORES             COM              303072102      508    39350 SH       DEFINED 01              39350        0        0
FACTSET RESEARCH               COM              303075105        4       95 SH       DEFINED 01 02               0       95        0
FACTSET RESEARCH SYSTEMS       COM              303075105     5220   129379 SH       DEFINED 01             129379        0        0
FACTSET RESEARCH SYSTEMS       COM              303075105      105     2600 SH       DEFINED 01 05               0     2600        0
FAIR ISAAC & CO INC            COM              303250104     1902    30012 SH       DEFINED 01 02               0    30012        0
FAIR, ISAAC & CO               COM              303250104    42538   671051 SH       DEFINED 01             671051        0        0
FAIR, ISAAC & CO               COM              303250104     4152    65500 SH       DEFINED 01 03               0    65500        0
FAIR, ISAAC & CO               COM              303250104      971    15318 SH       DEFINED 01 05               0    15318        0
UNIQ PLC                       COM              3032925          1      263 SH       DEFINED 01 10             263        0        0
WHITBREAD PLC                  COM              3034545          4      416 SH       DEFINED 01 10             416        0        0
FAIRCHILD SEMICONDUC           COM              303726103      149     5200 SH       DEFINED 01 02               0     5200        0
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FAIRCHILD SEMICONDUCTOR INTL C COM              303726103    30501  1066500 SH       DEFINED 01 05               0  1066500        0
FAIRMONT HOTELS & RESORTS INC  COM              305204109       77     2722 SH       DEFINED 01               2722        0        0
HBOS PLC                       COM              3058750        108     9998 SH       DEFINED 01 10            9998        0        0
BRAMBLES INDUSTRIES            COM              3061673          9     1877 SH       DEFINED 01 10            1877        0        0
GKN                            COM              3064650          8     1674 SH       DEFINED 01 10            1674        0        0
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BANK OF IRELAND                COM              3070732         12     1146 SH       DEFINED 01 10            1146        0        0
FANUC LTD                      COM              307295998      170     3093 SH       DEFINED 01               3093        0        0
KINGFISHER                     COM              3073850         20     3592 SH       DEFINED 01 10            3592        0        0
BT GROUP PLC                   COM              3091357         95    23929 SH       DEFINED 01 10           23929        0        0
CANARY WHARF                   COM              3101609         10     1609 SH       DEFINED 01 10            1609        0        0
RYANAIR HLDG                   COM              3111761          6     1548 SH       DEFINED 01 10            1548        0        0
AMGEN                          COM              31162100      2250    37700 SH       DEFINED 11 12               0    37700        0
AMGEN                          COM              31162100     13571   227400 SH       DEFINED 11 12 13            0   227400        0
FASTENAL                       COM              311900104    46418   616283 SH       DEFINED 01             616283        0        0
FASTENAL                       COM              311900104     6428    85350 SH       DEFINED 01 03               0    85350        0
FASTENAL                       COM              311900104     4166    55309 SH       DEFINED 01 05               0    55309        0
FASTENAL CO                    COM              311900104    44720   593736 SH       DEFINED 01 02               0   593736        0
NATIONAL GRI                   COM              3122387         32     4884 SH       DEFINED 01 10            4884        0        0
THUS PLC                       COM              3125944          1     2675 SH       DEFINED 01 10            2675        0        0
MARKS & SPEN PLC               COM              3127489         34     6227 SH       DEFINED 01 10            6227        0        0
MARKS & SPENCER REDEEMABLE     COM              3127490          8     7693 SH       DEFINED 01 10            7693        0        0
IMPERIAL CHEM NEW              COM              3131327          5     1095 SH       DEFINED 01 10            1095        0        0
FEDDERS                        COM              313135105      298    99355 SH       DEFINED 01              99355        0        0
FEDERAL AG MORTGAGE            COM              313148306        4      100 SH       DEFINED 01 02               0      100        0
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FEDERAL AGRICULTURAL MTGE CL C COM              313148306      265     5964 SH       DEFINED 01 05               0     5964        0
FREDDIE MAC                    COM              313400301     3330    52542 SH       DEFINED 01                  0    52542        0
FREDDIE MAC                    COM              313400301    74458  1174967 SH       DEFINED 01            1174967        0        0
FREDDIE MAC                    COM              313400301      105     1660 SH       DEFINED 01 02               0     1660        0
FREDDIE MAC                    COM              313400301    12703   200453 SH       DEFINED 01 03               0   200453        0
FREDDIE MAC                    COM              313400301    75540  1192043 SH       DEFINED 01 05               0  1192043        0
FEDERAL MOGUL                  COM              313549107        0      230 SH       DEFINED 01                230        0        0
FANNIE MAE                     COM              313586109       24      300 SH       DEFINED 01                  0      300        0
FANNIE MAE                     COM              313586109   390992  4894720 SH       DEFINED 01            4894720        0        0
FANNIE MAE                     COM              313586109    22714   284356 SH       DEFINED 01 03               0   284356        0
FANNIE MAE                     COM              313586109   126028  1577708 SH       DEFINED 01 05               0  1577708        0
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FEDERAL SIGNAL                 COM              313855108       36     1539 SH       DEFINED 01               1539        0        0
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FEDERATED INVESTORS CL B       COM              314211103     7440   230000 SH       DEFINED 01 05               0   230000        0
FEDEX                          COM              31428X106    14305   246219 SH       DEFINED 01             246219        0        0
FEDEX                          COM              31428X106     5456    93905 SH       DEFINED 01 03               0    93905        0
FEDEX                          COM              31428X106      565     9713 SH       DEFINED 01 05               0     9713        0
FELCOR LODGING TRUST           COM              31430F101        6      266 SH       DEFINED 01                266        0        0
FERRO                          COM              315405100       29     1000 SH       DEFINED 01                  0     1000        0
FERRO                          COM              315405100     2068    71832 SH       DEFINED 01              71832        0        0
FERRO                          COM              315405100      209     7260 SH       DEFINED 01 05               0     7260        0
FERRO CORP                     COM              315405100       12      400 SH       DEFINED 01 02               0      400        0
F5 NETWORKS                    COM              315616102        2       88 SH       DEFINED 01                 88        0        0
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FIBROGEN CV SERIES E           PRF              316000XX1    10000  2227171 SH       DEFINED 01 05               0  2227171        0
FIDELITY NATL FINANCIAL        COM              316326107     1363    51687 SH       DEFINED 01              51687        0        0
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FIFTH THIRD BANCORP            COM              316773100    10518   155866 SH       DEFINED 01 03               0   155866        0
FIFTH THIRD BANCORP            COM              316773100     7990   118402 SH       DEFINED 01 05               0   118402        0
FILENET                        COM              316869106     1849   108181 SH       DEFINED 01             108181        0        0
FINANCIAL FEDERAL              COM              317492106     2791    85039 SH       DEFINED 01              85039        0        0
FINANCIAL FEDERAL              COM              317492106        7      190 SH       DEFINED 01 02               0      190        0
FINANCIAL FEDERAL              COM              317492106      102     3100 SH       DEFINED 01 05               0     3100        0
FININFO                        COM              317869998      187     7000 SH       DEFINED 01               7000        0        0
FINISAR                        COM              31787A101    17954  2331872 SH       DEFINED 01            2331872        0        0
FINISAR                        COM              31787A101     1635   212300 SH       DEFINED 01 03               0   212300        0
FINISAR                        COM              31787A101     7884  1023922 SH       DEFINED 01 05               0  1023922        0
FINISAR CORP                   COM              31787A101    12255  1591400 SH       DEFINED 01 02               0  1591400        0
FINOVA GROUP INC.              COM              317928109        0      293 SH       DEFINED 01                293        0        0
FIREPOND INC                   COM              318224102        0       53 SH       DEFINED 01                 53        0        0
FIRST AMERICAN                 COM              318522307     7457   350445 SH       DEFINED 01             350445        0        0
FIRST AMERICAN                 COM              318522307      545    25600 SH       DEFINED 01 05               0    25600        0
FIRST AMERICAN CORP            COM              318522307       13      605 SH       DEFINED 01 02               0      605        0
FIRST BANCORP                  COM              318672102     4145   143420 SH       DEFINED 01             143420        0        0
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FIRST BANCORP/PR               COM              318672102       10      350 SH       DEFINED 01 02               0      350        0
FIRST CHOICE HOLIDAYS PLC      COM              319459996       67    35300 SH       DEFINED 01              35300        0        0
FIRST CITIZENS BANK            COM              31946M103       10       93 SH       DEFINED 01                 93        0        0
FIRST COMWLTH FINL P           COM              319829107        2      146 SH       DEFINED 01                146        0        0
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FIRST FINL BANCORP             COM              320209109        7      470 SH       DEFINED 01                470        0        0
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FIRST HORIZON PHARMACEUTICAL   COM              32051K106      144     6450 SH       DEFINED 01 05               0     6450        0
FIRST INDUSTRIAL REL           COM              32054K103        9      277 SH       DEFINED 01                277        0        0
FIRST MIDWEST BANC             COM              320867104       16      575 SH       DEFINED 01 02               0      575        0
FIRST MIDWEST BANCORP          COM              320867104     7082   243896 SH       DEFINED 01             243896        0        0
FIRST MIDWEST BANCORP          COM              320867104      238     8211 SH       DEFINED 01 05               0     8211        0
FIRST HEALTH GROUP             COM              320960107    35926  1488839 SH       DEFINED 01            1488839        0        0
FIRST HEALTH GROUP             COM              320960107    56044  2322574 SH       DEFINED 01 02               0  2322574        0
FIRST HEALTH GROUP             COM              320960107     2906   120400 SH       DEFINED 01 03               0   120400        0
FIRST HEALTH GROUP             COM              320960107    15700   650656 SH       DEFINED 01 05               0   650656        0
FIRST QUANTUM MINERALS         COM              335934998      802   400000 SH       DEFINED 01             400000        0        0
FIRST REPUBLIC BANK            COM              336158100     1186    41777 SH       DEFINED 01              41777        0        0
FIRST TECHNOLOGY PLC           COM              336297999      124    18500 SH       DEFINED 01              18500        0        0
FIRST SOURCE                   COM              336901103      521    22001 SH       DEFINED 01              22001        0        0
FIRST SOURCE                   COM              336901103       47     1974 SH       DEFINED 01 05               0     1974        0
FIRST TN NAT'L CORP            COM              337162101      152     4329 SH       DEFINED 01               4329        0        0
MORLEY II STABLE               COM              337199996     8128   336384 SH       DEFINED 01 03               0   336384        0
FIRST VIRGINIA BANKS           COM              337477103     1153    21503 SH       DEFINED 01              21503        0        0
FISERV                         COM              337738108   166390  3617944 SH       DEFINED 01            3617944        0        0
FISERV                         COM              337738108    11141   242247 SH       DEFINED 01 03               0   242247        0
FISERV                         COM              337738108    56661  1232046 SH       DEFINED 01 05               0  1232046        0
FISERV INC                     COM              337738108     1242    27000 SH       DEFINED 01                  0    27000        0
FISERV INC                     COM              337738108     4195    91221 SH       DEFINED 01 02               0    91221        0
FIRSTFED FINANCIAL             COM              337907109     3454   132101 SH       DEFINED 01             132101        0        0
FIRSTFED FINANCIAL             COM              337907109      200     7643 SH       DEFINED 01 05               0     7643        0
FIRSTFED FINL CORP             COM              337907109        9      370 SH       DEFINED 01 02               0      370        0
FIRSTMERIT                     COM              337915102       84     2916 SH       DEFINED 01               2916        0        0
FLAGSTAR BANCORP               COM              337930101     2106    90450 SH       DEFINED 01              90450        0        0
FLAGSTAR BANCORP               COM              337930101      200     8600 SH       DEFINED 01 05               0     8600        0
FLAGSTAR BANCORP INC           COM              337930101        9      370 SH       DEFINED 01 02               0      370        0
FIRSTENERGY                    COM              337932107    55671  1609889 SH       DEFINED 01            1609889        0        0
FIRSTENERGY                    COM              337932107     2864    82810 SH       DEFINED 01 03               0    82810        0
FIRSTENERGY                    COM              337932107    12653   365906 SH       DEFINED 01 05               0   365906        0
FISHER SCIENTIFIC IN           COM              338032204      118     4200 SH       DEFINED 01                  0     4200        0
FISHER SCIENTIFIC IN           COM              338032204        8      290 SH       DEFINED 01                290        0        0
FISHER SCIENTIFIC IN           COM              338032204        2       70 SH       DEFINED 01 02               0       70        0
FISKARS CORP                   COM              338060999       54     6800 SH       DEFINED 01               6800        0        0
FIVE STAR QUALITY CARE         COM              33832D106        0        9 SH       DEFINED 01                  9        0        0
FLEETBOSTON FINANCIAL          COM              339030108        7      200 SH       DEFINED 01                  0      200        0
FLEETBOSTON FINANCIAL          COM              339030108    60782  1736627 SH       DEFINED 01            1736627        0        0
FLEETBOSTON FINANCIAL          COM              339030108    10758   307401 SH       DEFINED 01 03               0   307401        0
FLEETBOSTON FINANCIAL          COM              339030108    40818  1166215 SH       DEFINED 01 05               0  1166215        0
FLEETBOSTON FINL CO            COM              339030108    37482  1070637 SH       DEFINED 01 02               0  1070637        0
FLEETWOOD ENTERPRISES          COM              339099103     3698   342402 SH       DEFINED 01             342402        0        0
FLEETWOOD ENTERPRISES          COM              339099103     4320   400000 SH       DEFINED 01 05               0   400000        0
FLEMING COMPANIES              COM              339130106       34     1500 SH       DEFINED 01                  0     1500        0
FLEMING COMPANIES              COM              339130106     3053   136315 SH       DEFINED 01             136315        0        0
FL EAST COAST RY CO            COM              340632108        4      155 SH       DEFINED 01                155        0        0
FLORIDA ROCK INDS              COM              341140101     5230   131270 SH       DEFINED 01             131270        0        0
FLORIDA ROCK INDS              COM              341140101      131     3300 SH       DEFINED 01 05               0     3300        0
FLUOR                          COM              343412102    16397   401984 SH       DEFINED 01             401984        0        0
FLUOR                          COM              343412102      828    20309 SH       DEFINED 01 03               0    20309        0
FLUOR                          COM              343412102     1583    38815 SH       DEFINED 01 05               0    38815        0
FLOW INTL                      COM              343468104      458    46786 SH       DEFINED 01              46786        0        0
FLOWERS FOODS INC              COM              343498101       51     2000 SH       DEFINED 01                  0     2000        0
FLOWERS FOODS INC              COM              343498101        3      115 SH       DEFINED 01                115        0        0
FLOWSERVE                      COM              34354P105      115     3600 SH       DEFINED 01                  0     3600        0
FLOWSERVE                      COM              34354P105       49     1541 SH       DEFINED 01               1541        0        0
FLUGHAFEN WIEN AG              COM              343599999      225     7200 SH       DEFINED 01               7200        0        0
FOAMEX                         COM              344123104       14     1400 SH       DEFINED 01 02               0     1400        0
FOCAL COM                      COM              344155205        0        3 SH       DEFINED 01                  3        0        0
FOMENTO ECONOMICO MEXICANO ADR COM              344419106      128     2717 SH       DEFINED 01               2717        0        0
FOOT LOCKER INC                COM              344849104       45     2800 SH       DEFINED 01                  0     2800        0
FOOT LOCKER INC                COM              344849104      684    42267 SH       DEFINED 01              42267        0        0
FOOTSTAR                       COM              344912100     1868    61282 SH       DEFINED 01              61282        0        0
FORD MOTOR                     COM              345370860        8      500 SH       DEFINED 01                  0      500        0
FORD MOTOR                     COM              345370860     4948   300091 SH       DEFINED 01             300091        0        0
FORD MOTOR                     COM              345370860     7567   458891 SH       DEFINED 01 03               0   458891        0
FORD MOTOR                     COM              345370860     7363   446467 SH       DEFINED 01 05               0   446467        0
FORD MOTOR CO                  COM              345370860       28     1711 SH       DEFINED 01 02               0     1711        0
FORD                           PRF              345395206    11248   200000 SH       DEFINED 01 05               0   200000        0
FOREST CITY ENTERPRISES CL A   COM              345550107     2984    78533 SH       DEFINED 01              78533        0        0
FOREST CITY ENTERPRISES CL A   COM              345550107      380    10000 SH       DEFINED 01 05               0    10000        0
FOREST LABORATORIES            COM              345838106       12      150 SH       DEFINED 01                  0      150        0
FOREST LABORATORIES            COM              345838106   119564  1463446 SH       DEFINED 01            1463446        0        0
FOREST LABORATORIES            COM              345838106     3699    45274 SH       DEFINED 01 03               0    45274        0
FOREST LABORATORIES            COM              345838106    51719   633025 SH       DEFINED 01 05               0   633025        0
FOREST LABS                    COM              345838106     1634    20000 SH       DEFINED 01                  0    20000        0
FOREST LABS                    COM              345838106    16405   200800 SH       DEFINED 01 02               0   200800        0
FOREST OIL                     COM              346091705       50     1680 SH       DEFINED 01               1680        0        0
FORRESTER RESEARCH INC         COM              346563109       42     2200 SH       DEFINED 01                  0     2200        0
GRANADA PLC                    COM              348900994     2143  1098120 SH       DEFINED 01            1098120        0        0
GRANADA PLC                    COM              348900994      263   134840 SH       DEFINED 01 03               0   134840        0
FORTUM OYJ                     COM              349581991      638   120000 SH       DEFINED 01             120000        0        0
FORTUNE BRANDS                 COM              349631101       25      500 SH       DEFINED 01                  0      500        0
FORTUNE BRANDS                 COM              349631101      181     3664 SH       DEFINED 01               3664        0        0
FORTUNE BRANDS                 COM              349631101     1859    37651 SH       DEFINED 01 03               0    37651        0
FORTUNE BRANDS                 COM              349631101       67     1351 SH       DEFINED 01 05               0     1351        0
FORWARD AIR                    COM              349853101     4913   155229 SH       DEFINED 01             155229        0        0
FORWARD AIR                    COM              349853101      158     5000 SH       DEFINED 01 05               0     5000        0
FORWARD AIR CORP               COM              349853101        3      110 SH       DEFINED 01 02               0      110        0
FOSSIL                         COM              349882100     2463    92633 SH       DEFINED 01              92633        0        0
FOUNDRY NETWORKS               COM              35063R100      702    97600 SH       DEFINED 01              97600        0        0
4 KIDS ENTERTAINMENT           COM              350865101     2040   102381 SH       DEFINED 01             102381        0        0
4 KIDS ENTERTAINMENT           COM              350865101      122     6100 SH       DEFINED 01 05               0     6100        0
4KIDS ENTERTAINMENT            COM              350865101        3      130 SH       DEFINED 01 02               0      130        0
FOUR SEASONS                   COM              351009998     1656    31267 SH       DEFINED 01 03               0    31267        0
FOX ENTERTAINMENT GR           COM              35138T107       95     4000 SH       DEFINED 01                  0     4000        0
FOX ENTERTAINMENT GR           COM              35138T107       17      731 SH       DEFINED 01                731        0        0
FRANCE TELECOM                 COM              352190995     6354   207411 SH       DEFINED 01             207411        0        0
FRANCE TELECOM                 COM              352190995     8845   288665 SH       DEFINED 01 05               0   288665        0
FRANKLIN COVEY                 COM              353469109      156    61002 SH       DEFINED 01              61002        0        0
FRANKLIN RESOURCES             COM              354613101      273     6518 SH       DEFINED 01               6518        0        0
FRANKLIN RESOURCES             COM              354613101     2777    66241 SH       DEFINED 01 03               0    66241        0
FRANKLIN RESOURCES             COM              354613101      100     2377 SH       DEFINED 01 05               0     2377        0
FREDS INC                      COM              356108100     4240   117790 SH       DEFINED 01             117790        0        0
FREDS INC                      COM              356108100        5      140 SH       DEFINED 01 02               0      140        0
FREDS INC                      COM              356108100     6921   192250 SH       DEFINED 01 05               0   192250        0
FREEMARKETS INC                COM              356602102        4      182 SH       DEFINED 01                182        0        0
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857        6      350 SH       DEFINED 01                  0      350        0
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857     1386    78616 SH       DEFINED 01              78616        0        0
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857      643    36489 SH       DEFINED 01 03               0    36489        0
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857     8921   506309 SH       DEFINED 01 05               0   506309        0
FREMONT GENERAL                COM              357288109     1324   217030 SH       DEFINED 01             217030        0        0
FRESENIUS AG PFD               PRF              358029999      205     2700 SH       DEFINED 01               2700        0        0
FRONTIER AIRLINES              COM              359065109     1964   107163 SH       DEFINED 01             107163        0        0
FRONTIER FINL CORP W           COM              35907K105        2       85 SH       DEFINED 01                 85        0        0
FRONTLINE CAPITAL GROUP        COM              35921N101        0      103 SH       DEFINED 01                103        0        0
FUELCELL ENERGY INC            COM              35952H106      364    23118 SH       DEFINED 01              23118        0        0
FUGRO NV                       COM              359539996      309     5490 SH       DEFINED 01               5490        0        0
FUJI HEAVY INDS                COM              359555992     1040   213000 SH       DEFINED 01             213000        0        0
FUJI SEAL INC                  COM              359575990      155     5000 SH       DEFINED 01               5000        0        0
FUJI PHOTO  FILM ORD JP;4901/Y COM              359586104     3681   117000 SH       DEFINED 01             117000        0        0
FUJI PHOTO  FILM ORD JP;4901/Y COM              359586104     1825    58000 SH       DEFINED 01 03               0    58000        0
FUJI PHOTO  FILM ORD JP;4901/Y COM              359586104     6953   221000 SH       DEFINED 01 05               0   221000        0
FUJITSU LTD                    COM              359591997      720    94000 SH       DEFINED 01              94000        0        0
FULLER (HB)                    COM              359694106     1976    65970 SH       DEFINED 01              65970        0        0
FULLER (HB)                    COM              359694106      204     6800 SH       DEFINED 01 05               0     6800        0
FULLER H B COMPANY             COM              359694106       13      440 SH       DEFINED 01 02               0      440        0
FULTON FINL CORP               COM              360271100        7      265 SH       DEFINED 01                265        0        0
FURNITURE BRAND INTL           COM              360921100       14      370 SH       DEFINED 01 02               0      370        0
FURNITURE BRANDS INTL          COM              360921100       33      900 SH       DEFINED 01                  0      900        0
FURNITURE BRANDS INTL          COM              360921100       69     1912 SH       DEFINED 01               1912        0        0
G&K SERVICES CL A              COM              361268105     2851    76510 SH       DEFINED 01              76510        0        0
GATX                           COM              361448103       64     2000 SH       DEFINED 01                  0     2000        0
GATX                           COM              361448103       53     1670 SH       DEFINED 01               1670        0        0
GBC BANCORP                    COM              361475106     1184    35408 SH       DEFINED 01              35408        0        0
GFK AG                         COM              361670995      273    13300 SH       DEFINED 01              13300        0        0
GABRIEL RES PVT 144A           COM              361970957      509   215000 SH       DEFINED 01             215000        0        0
GKN PLC                        COM              362001992      235    47852 SH       DEFINED 01              47852        0        0
GABLE RESIDENTIAL TRUST        COM              362418105     1922    61883 SH       DEFINED 01              61883        0        0
GABLE RESIDENTIAL TRUST        COM              362418105      202     6500 SH       DEFINED 01 05               0     6500        0
GADZOOX NETWORK                COM              362555104        0      138 SH       DEFINED 01                138        0        0
GALLAGHER (ARTHUR J)           COM              363576109     1300    39657 SH       DEFINED 01              39657        0        0
GALYAN'S TRADING               COM              36458R101     5852   382500 SH       DEFINED 01             382500        0        0
GALYAN'S TRADING               COM              36458R101      513    33500 SH       DEFINED 01 05               0    33500        0
GAMESTOP CORP                  COM              36466R101     8145   403200 SH       DEFINED 01             403200        0        0
GAMESTOP CORP                  COM              36466R101      113     5600 SH       DEFINED 01 02               0     5600        0
GAMESTOP CORP                  COM              36466R101    11968   592500 SH       DEFINED 01 05               0   592500        0
GAMESTOP CORP                  COM              36466R101     1424    70500 SH       DEFINED 11 12               0    70500        0
GAMESTOP CORP                  COM              36466R101       51     2500 SH       DEFINED 11 12 13            0     2500        0
GANNETT                        COM              364730101   240521  3160581 SH       DEFINED 01            3160581        0        0
GANNETT                        COM              364730101     7345    96508 SH       DEFINED 01 03               0    96508        0
GANNETT                        COM              364730101    30745   404034 SH       DEFINED 01 05               0   404034        0
GANNETT CO INC                 COM              364730101    15704   206355 SH       DEFINED 01 02               0   206355        0
GAP                            COM              364760108     5532   367829 SH       DEFINED 01             367829        0        0
GAP                            COM              364760108     3296   219168 SH       DEFINED 01 03               0   219168        0
GAP                            COM              364760108     5382   357864 SH       DEFINED 01 05               0   357864        0
GAP INC.  THE                  COM              364760108       17     1150 SH       DEFINED 01 02               0     1150        0
GARDNER DENVER                 COM              365558105     2927   119480 SH       DEFINED 01             119480        0        0
GARDNER DENVER                 COM              365558105      195     7940 SH       DEFINED 01 05               0     7940        0
GARDNER DENVER INC             COM              365558105        9      380 SH       DEFINED 01 02               0      380        0
GART SPORTS                    COM              366630101     2115    70040 SH       DEFINED 01              70040        0        0
GART SPORTS                    COM              366630101      207     6860 SH       DEFINED 01 05               0     6860        0
GART SPORTS COMPANY            COM              366630101       11      370 SH       DEFINED 01 02               0      370        0
GARTNER GROUP CL B             COM              366651206       41     3164 SH       DEFINED 01               3164        0        0
GATEWAY                        COM              367626108       51     7969 SH       DEFINED 01               7969        0        0
GATEWAY                        COM              367626108      519    82100 SH       DEFINED 01 03               0    82100        0
GATEWAY                        COM              367626108       19     2945 SH       DEFINED 01 05               0     2945        0
GAYLORD ENTERTAINMEN           COM              367905106       40     1500 SH       DEFINED 01                  0     1500        0
GAYLORD ENTERTAINMEN           COM              367905106        4      149 SH       DEFINED 01                149        0        0
OAO GAZPROM ADR                COM              368287207       96     6764 SH       DEFINED 01               6764        0        0
GEBERIT AG                     COM              368394995      168      650 SH       DEFINED 01                650        0        0
GEMSTAR-TV GUIDE INTL INC      COM              36866W106     8026   542615 SH       DEFINED 01             542615        0        0
GEMSTAR-TV GUIDE INTL INC      COM              36866W106      299    20200 SH       DEFINED 01 05               0    20200        0
GENCORP                        COM              368682100       31     2000 SH       DEFINED 01                  0     2000        0
GENCORP                        COM              368682100     2861   181993 SH       DEFINED 01             181993        0        0
GENE LOGIC INC                 COM              368689105     1499    77068 SH       DEFINED 01              77068        0        0
GENE LOGIC INC                 COM              368689105        3      140 SH       DEFINED 01 02               0      140        0
GENE LOGIC INC                 COM              368689105      117     6000 SH       DEFINED 01 05               0     6000        0
GENENTECH                      COM              368710406       18      350 SH       DEFINED 01                  0      350        0
GENENTECH                      COM              368710406   140387  2782724 SH       DEFINED 01            2782724        0        0
GENENTECH                      COM              368710406    59014  1169759 SH       DEFINED 01 05               0  1169759        0
GENENTECH INC                  COM              368710406      100     1982 SH       DEFINED 01 02               0     1982        0
GENERAL COMMUNICATION CL A     COM              369385109     2504   287822 SH       DEFINED 01             287822        0        0
GENERAL COMMUNICATION CL A     COM              369385109       95    10870 SH       DEFINED 01 05               0    10870        0
GENERAL DYNAMICS               COM              369550108        9      100 SH       DEFINED 01                  0      100        0
GENERAL DYNAMICS               COM              369550108     3760    40024 SH       DEFINED 01              40024        0        0
GENERAL DYNAMICS               COM              369550108     4804    51133 SH       DEFINED 01 03               0    51133        0
GENERAL DYNAMICS               COM              369550108    21311   226835 SH       DEFINED 01 05               0   226835        0
GENERAL ELECTRIC               COM              369604103    26234   700477 SH       DEFINED 01                  0   700477        0
GENERAL ELECTRIC               COM              369604103  1111997 29692829 SH       DEFINED 01           29692829        0        0
GENERAL ELECTRIC               COM              369604103   148647  3969176 SH       DEFINED 01 02               0  3969176        0
GENERAL ELECTRIC               COM              369604103   102679  2741758 SH       DEFINED 01 03               0  2741758        0
GENERAL ELECTRIC               COM              369604103   309656  8268511 SH       DEFINED 01 05               0  8268511        0
GENERAL ELECTRIC               COM              369604103     4244   113333 SH       DEFINED 11 12               0   113333        0
GENERAL ELECTRIC COMPANY       COM              369604103    30379   811210 SH       DEFINED 11 12 13            0   811210        0
GENERAL GROWTH                 COM              370021107        5      105 SH       DEFINED 01                105        0        0
GENERAL MILLS                  COM              370334104     6769   138560 SH       DEFINED 01                  0   138560        0
GENERAL MILLS                  COM              370334104   152707  3126064 SH       DEFINED 01            3126064        0        0
GENERAL MILLS                  COM              370334104    19153   392058 SH       DEFINED 01 02               0   392058        0
GENERAL MILLS                  COM              370334104     4522    92573 SH       DEFINED 01 03               0    92573        0
GENERAL MILLS                  COM              370334104    79524  1627913 SH       DEFINED 01 05               0  1627913        0
GENERAL MOTORS                 COM              370442105       60     1000 SH       DEFINED 01                  0     1000        0
GENERAL MOTORS                 COM              370442105    89217  1475878 SH       DEFINED 01            1475878        0        0
GENERAL MOTORS                 COM              370442105      991    16400 SH       DEFINED 01 02               0    16400        0
GENERAL MOTORS                 COM              370442105    10318   170690 SH       DEFINED 01 03               0   170690        0
GENERAL MOTORS                 COM              370442105    12408   205277 SH       DEFINED 01 05               0   205277        0
GENERAL MOTORS                 PRF              370442733    23709   867500 SH       DEFINED 01             867500        0        0
GENERAL MOTORS                 PRF              370442733     3621   132500 SH       DEFINED 01 05               0   132500        0
GENERAL MOTORS CL H            COM              370442832     1956   118908 SH       DEFINED 01             118908        0        0
GENESCO                        COM              371532102     1844    66893 SH       DEFINED 01              66893        0        0
GENESEE & WYOMING              COM              371559105     1875    79200 SH       DEFINED 01              79200        0        0
GENESEE & WYOMING              COM              371559105        9      345 SH       DEFINED 01 02               0      345        0
GENESEE & WYOMING              COM              371559105      185     7800 SH       DEFINED 01 05               0     7800        0
GENESIS HEALTH VENTU           COM              37183F107        8      432 SH       DEFINED 01                432        0        0
GENESIS MICROCHIP              COM              37184C103      543    20900 SH       DEFINED 01              20900        0        0
GENTEX                         COM              371901109       76     2577 SH       DEFINED 01               2577        0        0
GENTEX                         COM              371901109     1019    34400 SH       DEFINED 01 03               0    34400        0
GENTEX CORP                    COM              371901109    46552  1571100 SH       DEFINED 01 02               0  1571100        0
GENLYTE GROUP INC              COM              372302109       19      500 SH       DEFINED 01                  0      500        0
GENLYTE GROUP INC              COM              372302109        7      180 SH       DEFINED 01 02               0      180        0
GENTA INC                      COM              37245M207        6      385 SH       DEFINED 01                385        0        0
GENTA INC                      COM              37245M207        2      130 SH       DEFINED 01 02               0      130        0
GENUINE PARTS                  COM              372460105     5794   157562 SH       DEFINED 01                  0   157562        0
GENUINE PARTS                  COM              372460105     3841   104481 SH       DEFINED 01             104481        0        0
GENUINE PARTS                  COM              372460105     1620    44058 SH       DEFINED 01 03               0    44058        0
GENUINE PARTS                  COM              372460105       58     1580 SH       DEFINED 01 05               0     1580        0
GENUS                          COM              372461103      212    50000 SH       DEFINED 01              50000        0        0
GENTIVA HEALTH SERVICES        COM              37247A102        1       48 SH       DEFINED 01                 48        0        0
GENZYME CORP                   COM              372917104      197     4500 SH       DEFINED 01 02               0     4500        0
GENZYME-GENERAL DIVISION       COM              372917104    16607   380308 SH       DEFINED 01             380308        0        0
GENZYME-GENERAL DIVISION       COM              372917104     2348    53768 SH       DEFINED 01 03               0    53768        0
GENZYME-GENERAL DIVISION       COM              372917104    21255   486730 SH       DEFINED 01 05               0   486730        0
GEORGIA GULF                   COM              373200203     4849   180607 SH       DEFINED 01             180607        0        0
GEORGIA GULF                   COM              373200203      126     4703 SH       DEFINED 01 05               0     4703        0
GEORGIA GULF CORP              COM              373200203        4      150 SH       DEFINED 01 02               0      150        0
GEORGIA-PACIFIC                COM              373298108    17866   596540 SH       DEFINED 01             596540        0        0
GEORGIA-PACIFIC                COM              373298108     3095   103334 SH       DEFINED 01 03               0   103334        0
GEORGIA-PACIFIC                COM              373298108      581    19389 SH       DEFINED 01 05               0    19389        0
GERBER SCIENTIFIC              COM              373730100      498    67710 SH       DEFINED 01              67710        0        0
GETTY IMAGES INC               COM              374276103       10      330 SH       DEFINED 01                330        0        0
GILBRALTER STEEL               COM              37476F103     1850    85000 SH       DEFINED 01              85000        0        0
GILBRALTER STEEL               COM              37476F103      159     7300 SH       DEFINED 01 05               0     7300        0
GILEAD SCIENCES                COM              375558103    40939  1137500 SH       DEFINED 01            1137500        0        0
GILEAD SCIENCES                COM              375558103    38900  1080820 SH       DEFINED 01 02               0  1080820        0
GILEAD SCIENCES                COM              375558103      770    21400 SH       DEFINED 01 03               0    21400        0
GILEAD SCIENCES                COM              375558103    24268   674298 SH       DEFINED 01 05               0   674298        0
GILLETTE                       COM              375766102       10      300 SH       DEFINED 01                  0      300        0
GILLETTE                       COM              375766102   193516  5689977 SH       DEFINED 01            5689977        0        0
GILLETTE                       COM              375766102     9592   282028 SH       DEFINED 01 03               0   282028        0
GILLETTE                       COM              375766102    61816  1817621 SH       DEFINED 01 05               0  1817621        0
GILLETTE CO                    COM              375766102    25401   746804 SH       DEFINED 01 02               0   746804        0
GJENSIDIGE NOR SPAREBANK       COM              376499992       27      800 SH       DEFINED 01                800        0        0
GLADSTONE CAP CORP             COM              376535100        7      390 SH       DEFINED 01 02               0      390        0
GLADSTONE CAPITAL              COM              376535100     1314    73800 SH       DEFINED 01              73800        0        0
GLADSTONE CAPITAL              COM              376535100      146     8200 SH       DEFINED 01 05               0     8200        0
GIVAUDAN AG                    COM              376543997      716     2230 SH       DEFINED 01               2230        0        0
GLAMIS GOLD LTD                COM              376775102      588   110000 SH       DEFINED 01             110000        0        0
GLATFELTER                     COM              377316104       33     1843 SH       DEFINED 01               1843        0        0
GLAXOSMITHKLINE PLC-ADR        COM              37733W105    13865   295000 SH       DEFINED 01             295000        0        0
GLAXOSMITHKLINE PLC-ADR        COM              37733W105      531    11300 SH       DEFINED 01 05               0    11300        0
GLAXOSMITHKLINE                COM              377555990    46697  1982667 SH       DEFINED 01            1982667        0        0
GLAXOSMITHKLINE                COM              377555990     7218   306441 SH       DEFINED 01 03               0   306441        0
GLAXOSMITHKLINE                COM              377555990    28403  1205904 SH       DEFINED 01 05               0  1205904        0
GLENAYRE TECHNOLOGIE           COM              377899109        0      212 SH       DEFINED 01                212        0        0
GLENBOROUGH REALTY T           COM              37803P105        3      139 SH       DEFINED 01                139        0        0
GLOBAL BIO-CHEM TECH           COM              379305998      126   360000 SH       DEFINED 01             360000        0        0
GLOBAL INDUSTRIES              COM              379336100       12     1300 SH       DEFINED 01                  0     1300        0
GLOBAL INDUSTRIES              COM              379336100      257    27543 SH       DEFINED 01              27543        0        0
GLOBAL IMAGING SYS             COM              37934A100      780    42400 SH       DEFINED 01              42400        0        0
GLOBAL SPORT INC               COM              37937A107        6      350 SH       DEFINED 01                350        0        0
GLOBAL PAYMENTS                COM              37940X102     6615   180450 SH       DEFINED 01             180450        0        0
GLOBAL PAYMENTS                COM              37940X102      176     4800 SH       DEFINED 01 05               0     4800        0
GLOBAL PAYMENTS INC            COM              37940X102        4      120 SH       DEFINED 01 02               0      120        0
GLOBIX CORP                    COM              37957F101        0      104 SH       DEFINED 01                104        0        0
GLOBESPAN VIRATA INC           COM              37957V106      104     7000 SH       DEFINED 01                  0     7000        0
GLOBESPAN VIRATA INC           COM              37957V106     3124   209429 SH       DEFINED 01             209429        0        0
GOLD BANC CORP                 COM              379907108       10     1140 SH       DEFINED 01 02               0     1140        0
GOAMERICA INC                  COM              38020R106        1      371 SH       DEFINED 01                371        0        0
GOLDCREST CO LTD               COM              380455998      123     3500 SH       DEFINED 01               3500        0        0
GOLD FIELDS                    COM              380570994     6815   652000 SH       DEFINED 01             652000        0        0
GOLD FIELDS                    COM              380570994      105    10000 SH       DEFINED 01 05               0    10000        0
GOLDFIELDS ADR                 COM              38059T106     2457   235800 SH       DEFINED 01             235800        0        0
GOLDFIELDS ADR                 COM              38059T106      183    17600 SH       DEFINED 01 05               0    17600        0
GOLDCORP                       COM              380956995     2609   150000 SH       DEFINED 01             150000        0        0
GOLDEN STATE BANCORP           COM              381197102     9211   310238 SH       DEFINED 01             310238        0        0
GOLDEN STATE BANCORP           COM              381197102      621    20900 SH       DEFINED 01 03               0    20900        0
GOLDEN STATE BANCORP           COM              381197102      238     8000 SH       DEFINED 01 05               0     8000        0
GOLDEN STAR RESOURCES LTD      COM              38119T104      432   250000 SH       DEFINED 01             250000        0        0
GOLDEN WEST FINANCIAL          COM              381317106    17185   270617 SH       DEFINED 01             270617        0        0
GOLDEN WEST FINANCIAL          COM              381317106     3311    52139 SH       DEFINED 01 03               0    52139        0
GOLDEN WEST FINANCIAL          COM              381317106      389     6133 SH       DEFINED 01 05               0     6133        0
GOLDMAN SACHS GROUP            COM              38141G104    13130   145484 SH       DEFINED 01             145484        0        0
GOLDMAN SACHS GROUP            COM              38141G104      498     5520 SH       DEFINED 01 05               0     5520        0
GOODRICH                       COM              382388106      698    22050 SH       DEFINED 01                  0    22050        0
GOODRICH                       COM              382388106    27041   854647 SH       DEFINED 01             854647        0        0
GOODRICH                       COM              382388106      815    25768 SH       DEFINED 01 03               0    25768        0
GOODRICH                       COM              382388106     2306    72889 SH       DEFINED 01 05               0    72889        0
GOODRICH CORPORATION           COM              382388106     4746   150000 SH       DEFINED 01                  0   150000        0
GOODYEAR TIRE & RUBBER         COM              382550101      102     4010 SH       DEFINED 01               4010        0        0
GOODYEAR TIRE & RUBBER         COM              382550101     1057    41335 SH       DEFINED 01 03               0    41335        0
GOODYEAR TIRE & RUBBER         COM              382550101       38     1483 SH       DEFINED 01 05               0     1483        0
GOODY'S FAMILY CLOTHING        COM              382588101      782    99566 SH       DEFINED 01              99566        0        0
GORP.COM(SER B PREF).          PRF              382900XX1      151    97087 SH       DEFINED 01              97087        0        0
GORP.COM(SER B PREF).          PRF              382900XX1     1363   873786 SH       DEFINED 01 05               0   873786        0
W R GRACE                      COM              38388F108        0      124 SH       DEFINED 01                124        0        0
GRACO                          COM              384109104     5085   124475 SH       DEFINED 01             124475        0        0
GAMESA ORDS                    COM              38414M911      136     8000 SH       DEFINED 01               8000        0        0
GRAINGER (WW)                  COM              384802104     8452   150313 SH       DEFINED 01             150313        0        0
GRAINGER (WW)                  COM              384802104     1894    33697 SH       DEFINED 01 03               0    33697        0
GRAINGER (WW)                  COM              384802104      267     4750 SH       DEFINED 01 05               0     4750        0
Granite Broadcasting Corp      COM              387241102       18     8566 SH       DEFINED 01                  0        0     8566
GRANITE CONSTRUCTION           COM              387328107       52     2100 SH       DEFINED 01                  0     2100        0
GRANITE CONSTRUCTION           COM              387328107       42     1718 SH       DEFINED 01               1718        0        0
GRANT PRIDECO                  COM              38821G101     8800   643277 SH       DEFINED 01             643277        0        0
GRANT PRIDECO                  COM              38821G101    14510  1060700 SH       DEFINED 01 05               0  1060700        0
GRANT PRIDECO INC              COM              38821G101     3091   225948 SH       DEFINED 01                  0   225948        0
GRANT PRIDECO INC              COM              38821G101       89     6500 SH       DEFINED 01 02               0     6500        0
GREAT AMERICAN FINANCIAL RESOU COM              389915109        7      410 SH       DEFINED 01                410        0        0
GREAT ATLANTIC & PACIFIC TEA   COM              390064103     3289   117956 SH       DEFINED 01             117956        0        0
GREAT LAKES CHEMICAL           COM              390568103       40     1405 SH       DEFINED 01               1405        0        0
GREAT LAKES CHEMICAL           COM              390568103      358    12722 SH       DEFINED 01 03               0    12722        0
GREAT LAKES CHEMICAL           COM              390568103       13      456 SH       DEFINED 01 05               0      456        0
GUS PLC                        COM              391091998      248    24909 SH       DEFINED 01              24909        0        0
GREAT PLAINS ENERGY            COM              391164100       56     2257 SH       DEFINED 01               2257        0        0
GREATER BAY BANCORP            COM              391648102     4018   117767 SH       DEFINED 01             117767        0        0
GREATER BAY BANCORP            COM              391648102        5      150 SH       DEFINED 01 02               0      150        0
GREATER BAY BANCORP            COM              391648102     7500   219800 SH       DEFINED 01 05               0   219800        0
GREEN MOUNTAIN COFFEE          COM              393122106     1200    57800 SH       DEFINED 01              57800        0        0
GREEN MOUNTAIN COFFEE          COM              393122106      100     4800 SH       DEFINED 01 05               0     4800        0
GREEN MOUNTAIN INC             COM              393122106        2      100 SH       DEFINED 01 02               0      100        0
GREEN MOUNTAIN POWER           COM              393154109      318    17434 SH       DEFINED 01              17434        0        0
GREENPOINT FINANCIAL           COM              395384100    11482   262746 SH       DEFINED 01             262746        0        0
GREENPOINT FINANCIAL           COM              395384100      865    19800 SH       DEFINED 01 03               0    19800        0
GREENPOINT FINANCIAL           COM              395384100      332     7600 SH       DEFINED 01 05               0     7600        0
GREIF BROS CORP                COM              397624107       14      400 SH       DEFINED 01                  0      400        0
GREIF BROS CORP                COM              397624107        5      144 SH       DEFINED 01                144        0        0
GREY ADVERTISING INC           COM              39787M108        3        5 SH       DEFINED 01                  5        0        0
GREY WOLF                      COM              397888108       49    12300 SH       DEFINED 01                  0    12300        0
GREY WOLF                      COM              397888108     2420   610901 SH       DEFINED 01             610901        0        0
GREY WOLF                      COM              397888108      258    65200 SH       DEFINED 01 05               0    65200        0
GREY WOLF INC                  COM              397888108        3      800 SH       DEFINED 01 02               0      800        0
GRIFFON                        COM              398433102     3367   201013 SH       DEFINED 01             201013        0        0
GRIFFON                        COM              398433102      162     9700 SH       DEFINED 01 05               0     9700        0
GRIFFON CORP                   COM              398433102       11      676 SH       DEFINED 01 02               0      676        0
GROUP 1 AUTOMOTIVE             COM              398905109     5810   148794 SH       DEFINED 01             148794        0        0
GROUP 1 AUTOMOTIVE             COM              398905109      219     5600 SH       DEFINED 01 05               0     5600        0
GROUP ONE AUTOMOTIVE           COM              398905109        6      160 SH       DEFINED 01 02               0      160        0
GROUP 4 FALCK A/S              COM              399011998       95      791 SH       DEFINED 01                791        0        0
BOUYGUES                       COM              4002121         23      692 SH       DEFINED 01 10             692        0        0
GRUPO DRAGADOS                 COM              400380994     1336   104500 SH       DEFINED 01             104500        0        0
GRUPO FERROVIAL                COM              400400990      115     5153 SH       DEFINED 01               5153        0        0
GRUPO FINANCIERO BBVA BANCOMER COM              400401550    16178 14765839 SH       DEFINED 01           14765839        0        0
GRUPO FINANCIERO BBVA BANCOMER COM              400401550      228   207687 SH       DEFINED 01 05               0   207687        0
GRUPO MODELO - C ...  MX;GMOD. COM              400488987     5197  2034178 SH       DEFINED 01            2034178        0        0
GRUPO MODELO - C ...  MX;GMOD. COM              400488987      169    66199 SH       DEFINED 01 05               0    66199        0
GRUPO TELEVISA ADR             COM              40049J206       53     1100 SH       DEFINED 01                  0     1100        0
GRUPO TELEVISA ADR             COM              40049J206    61905  1276138 SH       DEFINED 01            1276138        0        0
GRUPO TELEVISA ADR             COM              40049J206    11356   234088 SH       DEFINED 01 05               0   234088        0
G-TELEVISA                     COM              40049J206       53     1100 SH       DEFINED 01 02               0     1100        0
UMICORE                        COM              4005001          2       58 SH       DEFINED 01 10              58        0        0
GTECH HOLDINGS                 COM              400518106     3804    78012 SH       DEFINED 01              78012        0        0
GTECH HOLDINGS                 COM              400518106      239     4900 SH       DEFINED 01 05               0     4900        0
GRUPO AEROPORTUARIO S-ADR      COM              40051E202      104     6900 SH       DEFINED 01               6900        0        0
GUANGDONG ALLIANCE             COM              400651998        1    52309 SH       DEFINED 01                  0    52309        0
AIR LIQUIDE(                   COM              4011406         36      243 SH       DEFINED 01 10             243        0        0
EADS                           COM              4012250          6      447 SH       DEFINED 01 10             447        0        0
GUCCI GROUP                    COM              401566104       93     1000 SH       DEFINED 01                  0     1000        0
GUCCI GROUP                    COM              401566104       42      454 SH       DEFINED 01                454        0        0
ALLEANZA ASSICURAZ             COM              4015970         10     1000 SH       DEFINED 01 10            1000        0        0
GUESS INC                      COM              401617105        1      174 SH       DEFINED 01                174        0        0
GUIDANT                        COM              401698105    19660   453848 SH       DEFINED 01             453848        0        0
GUIDANT                        COM              401698105     3345    77217 SH       DEFINED 01 03               0    77217        0
GUIDANT                        COM              401698105    32189   743071 SH       DEFINED 01 05               0   743071        0
GUIDANT CORP                   COM              401698105    13047   301190 SH       DEFINED 01 02               0   301190        0
ALLIED IRISH                   COM              4020684         33     2712 SH       DEFINED 01 10            2712        0        0
ADIDAS-SALOM                   COM              4031976          7      100 SH       DEFINED 01 10             100        0        0
GYMBOREE                       COM              403777105     3629   246003 SH       DEFINED 01             246003        0        0
GYMBOREE                       COM              403777105        3      200 SH       DEFINED 01 02               0      200        0
GYMBOREE                       COM              403777105      195    13200 SH       DEFINED 01 05               0    13200        0
HCA                            COM              404119109   390040  8848467 SH       DEFINED 01            8848467        0        0
HCA                            COM              404119109     6423   145710 SH       DEFINED 01 03               0   145710        0
HCA                            COM              404119109    83043  1883925 SH       DEFINED 01 05               0  1883925        0
HCA INC                        COM              404119109    19046   432121 SH       DEFINED 01 02               0   432121        0
HCC INSURANCE                  COM              404132102    40449  1447150 SH       DEFINED 01 02               0  1447150        0
HCC INSURANCE HOLDINGS         COM              404132102     5178   185251 SH       DEFINED 01             185251        0        0
HCC INSURANCE HOLDINGS         COM              404132102      741    26500 SH       DEFINED 01 03               0    26500        0
HDFC BANK ADR                  COM              40415F101     2384   155300 SH       DEFINED 01             155300        0        0
HDFC BANK ADR                  COM              40415F101       75     4900 SH       DEFINED 01 05               0     4900        0
HEI                            COM              404160103      683   112000 SH       DEFINED 01             112000        0        0
HBOS                           COM              404200990     7145   661563 SH       DEFINED 01             661563        0        0
HBOS                           COM              404200990    10314   954842 SH       DEFINED 01 05               0   954842        0
HK PROPERTY                    COM              404207995        1    52309 SH       DEFINED 01                  0    52309        0
HNC SOFTWARE                   COM              40425P107     3949   235049 SH       DEFINED 01             235049        0        0
HNC SOFTWARE                   COM              40425P107        2      140 SH       DEFINED 01 02               0      140        0
HNC SOFTWARE                   COM              40425P107      151     9000 SH       DEFINED 01 05               0     9000        0
HPL TECHNOLOGIES INC           COM              40426C105        3      170 SH       DEFINED 01 02               0      170        0
HRPT PROPERTIES TR             COM              40426W101        8      923 SH       DEFINED 01                923        0        0
HSBC HOLDINGS                  COM              404400996    31972  2765051 SH       DEFINED 01            2765051        0        0
HSBC HOLDINGS                  COM              404400996     7563   654087 SH       DEFINED 01 03               0   654087        0
HSBC HOLDINGS                  COM              404400996     9561   826883 SH       DEFINED 01 05               0   826883        0
HAEMONETICS                    COM              405024100      102     3200 SH       DEFINED 01                  0     3200        0
HAEMONETICS                    COM              405024100     2582    81360 SH       DEFINED 01              81360        0        0
ATLAS COPCO                    COM              4050971          7      300 SH       DEFINED 01 10             300        0        0
ATLAS COPCO                    COM              4050982          2      100 SH       DEFINED 01 10             100        0        0
HAGEMEYER                      COM              405111998      511    23050 SH       DEFINED 01              23050        0        0
HAGGAR                         COM              405173105      240    19506 SH       DEFINED 01              19506        0        0
HAIN CELESTIAL GROUP           COM              405217100       49     2200 SH       DEFINED 01                  0     2200        0
HAIN CELESTIAL GROUP           COM              405217100     2313   103962 SH       DEFINED 01             103962        0        0
ASSIC GENERALI                 COM              4056719         87     3530 SH       DEFINED 01 10            3530        0        0
L'OREAL                        COM              4057808        104     1405 SH       DEFINED 01 10            1405        0        0
BCO ESPIR SA                   COM              4058061          5      489 SH       DEFINED 01 10             489        0        0
HALL, KINION & ASSOCIATES      COM              406069104      329    39684 SH       DEFINED 01              39684        0        0
LVMH MOET                      COM              4061412         52     1018 SH       DEFINED 01 10            1018        0        0
HALLA CLIMATE CONTRO           COM              406150995      318     7000 SH       DEFINED 01               7000        0        0
HALLIBURTON                    COM              406216101      180    10548 SH       DEFINED 01              10548        0        0
HALLIBURTON                    COM              406216101     1857   108799 SH       DEFINED 01 03               0   108799        0
HALLIBURTON                    COM              406216101       67     3904 SH       DEFINED 01 05               0     3904        0
AUTOPISTAS C                   COM              4065663          6      686 SH       DEFINED 01 10             686        0        0
BCA POP DI M                   COM              4072168          3      680 SH       DEFINED 01 10             680        0        0
SAGEM(APPLIC GEN)              COM              4074432          5       84 SH       DEFINED 01 10              84        0        0
INTESABCI S.P.A.               COM              4076836         43    14463 SH       DEFINED 01 10           14463        0        0
INTESABCI SPA                  COM              4076847          4     2000 SH       DEFINED 01 10            2000        0        0
MONDADORI                      COM              4084895          4      500 SH       DEFINED 01 10             500        0        0
HANCOCK FABRICS                COM              409900107     3036   168228 SH       DEFINED 01             168228        0        0
HANCOCK FABRICS                COM              409900107      162     9000 SH       DEFINED 01 05               0     9000        0
BERGESEN DY ASA CL A           COM              4100898          3      135 SH       DEFINED 01 10             135        0        0
HANCOCK HLDG CO                COM              410120109        3       51 SH       DEFINED 01                 51        0        0
HANCOCK JOHN FINL SV           COM              41014S106    16238   425210 SH       DEFINED 01 02               0   425210        0
JOHN HANCOCK FINANCIAL SERVICE COM              41014S106        6      150 SH       DEFINED 01                  0      150        0
JOHN HANCOCK FINANCIAL SERVICE COM              41014S106     5034   131838 SH       DEFINED 01             131838        0        0
JOHN HANCOCK FINANCIAL SERVICE COM              41014S106     2890    75680 SH       DEFINED 01 03               0    75680        0
JOHN HANCOCK FINANCIAL SERVICE COM              41014S106     7551   197716 SH       DEFINED 01 05               0   197716        0
HANDLEMAN                      COM              410252100     1122   109305 SH       DEFINED 01             109305        0        0
HANDLEMAN                      COM              410252100       85     8237 SH       DEFINED 01 05               0     8237        0
HANDSPRING INC                 COM              410293104      615   132162 SH       DEFINED 01             132162        0        0
ELEC DE PORT                   COM              4103596         18     8755 SH       DEFINED 01 10            8755        0        0
HANG LUNG PROPERTIES LTD       COM              410435994       65    69000 SH       DEFINED 01              69000        0        0
HANNOVER RUECKVERSICHERUNGS    COM              410755995      401     5500 SH       DEFINED 01               5500        0        0
HANOVER COMPRESSOR             COM              410768105       40     2247 SH       DEFINED 01               2247        0        0
HANOVER COMPRESS CVT           CONV BND         410768AC9     2434  3000000 PRN      DEFINED 01 02               0        0  3000000
HANOVER DIRECT INC             COM              410783104        0      889 SH       DEFINED 01                889        0        0
HANSON ADR                     COM              411352404    64428  1680000 SH       DEFINED 01            1680000        0        0
HANSON ADR                     COM              411352404     1430    37300 SH       DEFINED 01 03               0    37300        0
HANSON ADR                     COM              411352404     3161    82441 SH       DEFINED 01 05               0    82441        0
HANSON PLC ADR                 COM              411352404      924    24100 SH       DEFINED 01 02               0    24100        0
BWT                            COM              4119054          1       30 SH       DEFINED 01 10              30        0        0
BANK OF PIRAEUS                COM              4122676          3      520 SH       DEFINED 01 10             520        0        0
HARLAND (JOHN H)               COM              412693103     5326   183210 SH       DEFINED 01             183210        0        0
HARLAND (JOHN H)               COM              412693103      174     6000 SH       DEFINED 01 05               0     6000        0
HARLAND JOHN H                 COM              412693103       12      420 SH       DEFINED 01 02               0      420        0
HARLEY DAVIDSON                COM              412822108      772    14000 SH       DEFINED 01                  0    14000        0
HARLEY-DAVIDSON                COM              412822108    13073   237139 SH       DEFINED 01             237139        0        0
HARLEY-DAVIDSON                COM              412822108     4654    84408 SH       DEFINED 01 03               0    84408        0
HARLEY-DAVIDSON                COM              412822108    12441   225653 SH       DEFINED 01 05               0   225653        0
HARMAN INTERNATIONAL           COM              413086109       16      330 SH       DEFINED 01 02               0      330        0
HARMAN INTL INDS               COM              413086109       44      900 SH       DEFINED 01                  0      900        0
HARMAN INTL INDS               COM              413086109     9245   187350 SH       DEFINED 01             187350        0        0
HARMAN INTL INDS               COM              413086109      244     4938 SH       DEFINED 01 05               0     4938        0
HARMONY GOLD MINING            COM              413138991     3083   275000 SH       DEFINED 01             275000        0        0
HARMONIC                       COM              413160102     2103   181233 SH       DEFINED 01             181233        0        0
HARMONY GOLD MINING WTS EXP 06 COM              413216110      252    33000 SH       DEFINED 01              33000        0        0
HARRAH'S ENTERTAINMENT         COM              413619107    28437   642494 SH       DEFINED 01             642494        0        0
HARRAH'S ENTERTAINMENT         COM              413619107     1259    28441 SH       DEFINED 01 03               0    28441        0
HARRAH'S ENTERTAINMENT         COM              413619107     1058    23902 SH       DEFINED 01 05               0    23902        0
HARRIS                         COM              413875105       80     2231 SH       DEFINED 01               2231        0        0
ELSEVIER NV                    COM              4148810         25     1847 SH       DEFINED 01 10            1847        0        0
DANISCO A/S                    COM              4155586          3      100 SH       DEFINED 01 10             100        0        0
HARSCO                         COM              415864107       58     1470 SH       DEFINED 01               1470        0        0
HARSCO CORP                    COM              415864107       17      445 SH       DEFINED 01 02               0      445        0
HARTE-HANKS                    COM              416196103       75     2351 SH       DEFINED 01               2351        0        0
THALES (EX THOMPSON CSF)       COM              4162791         14      400 SH       DEFINED 01 10             400        0        0
CAP GEMINI                     COM              4163437         22      298 SH       DEFINED 01 10             298        0        0
HARTFORD FINANCIAL SERVICES GR COM              416515104    18864   276915 SH       DEFINED 01             276915        0        0
HARTFORD FINANCIAL SERVICES GR COM              416515104     4232    62126 SH       DEFINED 01 03               0    62126        0
HARTFORD FINANCIAL SERVICES GR COM              416515104     9724   142757 SH       DEFINED 01 05               0   142757        0
HARTFORD FINL SVCS             COM              416515104      341     5010 SH       DEFINED 01 02               0     5010        0
HARVARD BIOSCIENCE             COM              416906105        2      200 SH       DEFINED 01 02               0      200        0
HARVARD BIOSCIENCE, INC.       COM              416906105     1327   151000 SH       DEFINED 01             151000        0        0
HARVARD BIOSCIENCE, INC.       COM              416906105      143    16300 SH       DEFINED 01 05               0    16300        0
CARLSBERG                      COM              4169208          4      100 SH       DEFINED 01 10             100        0        0
CARLSBERG                      COM              4169219          4      100 SH       DEFINED 01 10             100        0        0
CIMPOR CIMEN                   COM              4175896          7      392 SH       DEFINED 01 10             392        0        0
CASINO GUICH                   COM              4178419         14      195 SH       DEFINED 01 10             195        0        0
HASBRO                         COM              418056107      337    21300 SH       DEFINED 01                  0    21300        0
HASBRO                         COM              418056107       66     4169 SH       DEFINED 01               4169        0        0
HASBRO                         COM              418056107      693    43785 SH       DEFINED 01 03               0    43785        0
HASBRO                         COM              418056107       25     1570 SH       DEFINED 01 05               0     1570        0
CRH                            COM              4182249         24     1367 SH       DEFINED 01 10            1367        0        0
DCC PLC                        COM              4189477          2      189 SH       DEFINED 01 10             189        0        0
HAVAS ADVERTISING              COM              419313101      226    25088 SH       DEFINED 01                  0    25088        0
HAVERTY FURNITURE              COM              419596101        1       78 SH       DEFINED 01                 78        0        0
HAWAIIAN ELEC IND              COM              419870100       20      460 SH       DEFINED 01 02               0      460        0
HAWAIIAN ELECTRIC INDS         COM              419870100     2122    48209 SH       DEFINED 01              48209        0        0
HAWAIIAN ELECTRIC INDS         COM              419870100      211     4800 SH       DEFINED 01 05               0     4800        0
HAYS PLC                       COM              420400996     3382  1315711 SH       DEFINED 01 03               0  1315711        0
CLUB MEDITER                   COM              4204370          2       40 SH       DEFINED 01 10              40        0        0
HAWTHORNE FINANCIAL            COM              420542102        9      290 SH       DEFINED 01 02               0      290        0
HAYES LEMMERZ INTERNATIONAL IN COM              420781106        0       86 SH       DEFINED 01                 86        0        0
COMMERCIAL BANK OF GREECE      COM              4212823          7      300 SH       DEFINED 01 10             300        0        0
HEALTH CARE PROP INV           COM              421915109        6      153 SH       DEFINED 01                153        0        0
HEALTHSOUTH                    COM              421924101     1874   130623 SH       DEFINED 01             130623        0        0
HEALTHSOUTH                    COM              421924101     1427    99409 SH       DEFINED 01 03               0    99409        0
HEALTHSOUTH                    COM              421924101       51     3567 SH       DEFINED 01 05               0     3567        0
HEALTH MANAGEMENT ASSOCIATES C COM              421933102    41584  2005971 SH       DEFINED 01            2005971        0        0
HEALTH MANAGEMENT ASSOCIATES C COM              421933102     6506   313857 SH       DEFINED 01 03               0   313857        0
HEALTH MANAGEMENT ASSOCIATES C COM              421933102     1102    53148 SH       DEFINED 01 05               0    53148        0
HEALTH MGMT ASSOC              COM              421933102     2254   108730 SH       DEFINED 01 02               0   108730        0
HEALTHCARE RLTY TR             COM              421946104     1315    43338 SH       DEFINED 01              43338        0        0
HEALTHCARE RLTY TR             COM              421946104      121     4000 SH       DEFINED 01 05               0     4000        0
HEADWATERS                     COM              42210P102     1858   121426 SH       DEFINED 01             121426        0        0
HEADWATERS                     COM              42210P102      191    12474 SH       DEFINED 01 05               0    12474        0
HEADWATERS INC                 COM              42210P102        4      260 SH       DEFINED 01 02               0      260        0
HEALTH CARE REIT INC           COM              42217K106        3      103 SH       DEFINED 01                103        0        0
HEALTH NET                     COM              42222G108      118     4316 SH       DEFINED 01               4316        0        0
HEARST-ARGYLE TELEVI           COM              422317107        6      253 SH       DEFINED 01                253        0        0
HEARTLAND EXPRESS              COM              422347104     6566   328894 SH       DEFINED 01             328894        0        0
HEARTLAND EXPRESS              COM              422347104     1996   100013 SH       DEFINED 01 05               0   100013        0
HEARTLAND EXPRESS IN           COM              422347104        9      416 SH       DEFINED 01 02               0      416        0
HEIDRICK & STRUGGLES INTL      COM              422819102     1959    94181 SH       DEFINED 01              94181        0        0
HEIDELBERGER ZEMENT            COM              422820100      190     4100 SH       DEFINED 01               4100        0        0
HEINEKEN NV                    COM              423011998      272     6685 SH       DEFINED 01               6685        0        0
HERO HONDA MOTORS              COM              423055995     2400   350780 SH       DEFINED 01             350780        0        0
HERO HONDA MOTORS              COM              423055995       78    11350 SH       DEFINED 01 05               0    11350        0
HEINZ (HJ)                     COM              423074103      153     3700 SH       DEFINED 01                  0     3700        0
HEINZ (HJ)                     COM              423074103    13588   327431 SH       DEFINED 01             327431        0        0
HEINZ (HJ)                     COM              423074103     3887    93659 SH       DEFINED 01 03               0    93659        0
HEINZ (HJ)                     COM              423074103    13637   328594 SH       DEFINED 01 05               0   328594        0
HEINZ H.J.                     COM              423074103     3598    86720 SH       DEFINED 01 02               0    86720        0
UNICREDITO                     COM              4232445         53    12250 SH       DEFINED 01 10           12250        0        0
HELIX TECHNOLOGY               COM              423319102     3856   152299 SH       DEFINED 01             152299        0        0
HELIX TECHNOLOGY               COM              423319102        4      140 SH       DEFINED 01 02               0      140        0
HELIX TECHNOLOGY               COM              423319102      102     4034 SH       DEFINED 01 05               0     4034        0
HELMERICH & PAYNE              COM              423452101      657    16400 SH       DEFINED 01                  0    16400        0
HELMERICH & PAYNE              COM              423452101     1964    48979 SH       DEFINED 01              48979        0        0
HELMERICH & PAYNE              COM              423452101      164     4100 SH       DEFINED 01 05               0     4100        0
ALPHA BANK                     COM              4235864         10      620 SH       DEFINED 01 10             620        0        0
D'IETEREN TR                   COM              4247494          2       13 SH       DEFINED 01 10              13        0        0
D S 1912 DK1000                COM              4248754         22        3 SH       DEFINED 01 10               3        0        0
D/S SVENBORG                   COM              4253048         19        2 SH       DEFINED 01 10               2        0        0
DELHAIZE-LE                    COM              4262118         12      250 SH       DEFINED 01 10             250        0        0
HENRY (JACK) & ASSOC           COM              426281101      339    15300 SH       DEFINED 01 02               0    15300        0
HENRY (JACK) & ASSOCIATES      COM              426281101      365    16451 SH       DEFINED 01              16451        0        0
HENRY (JACK) & ASSOCIATES      COM              426281101     4436   200000 SH       DEFINED 01 05               0   200000        0
DNB HOLDING ASA                COM              4263304         16     3100 SH       DEFINED 01 10            3100        0        0
HERCULES                       COM              427056106      200    15000 SH       DEFINED 01                  0    15000        0
HERCULES                       COM              427056106       41     3114 SH       DEFINED 01               3114        0        0
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HERCULES                       COM              427056106       13      986 SH       DEFINED 01 05               0      986        0
HERLEY INDUST INC              COM              427398102     1600    80000 SH       DEFINED 01              80000        0        0
HERLEY INDUST INC              COM              427398102        9      480 SH       DEFINED 01 02               0      480        0
HERLEY INDUST INC              COM              427398102      118     5900 SH       DEFINED 01 05               0     5900        0
HERSHEY FOODS                  COM              427866108     1609    23477 SH       DEFINED 01              23477        0        0
HERSHEY FOODS                  COM              427866108     2356    34376 SH       DEFINED 01 03               0    34376        0
HERSHEY FOODS                  COM              427866108       85     1233 SH       DEFINED 01 05               0     1233        0
HEWLETT PACKARD                COM              428236103     1184    66000 SH       DEFINED 01                  0    66000        0
HEWLETT PACKARD                COM              428236103    14219   792600 SH       DEFINED 01 02               0   792600        0
HEWLETT-PACKARD                COM              428236103        9      500 SH       DEFINED 01                  0      500        0
HEWLETT-PACKARD                COM              428236103    83259  4640937 SH       DEFINED 01            4640937        0        0
HEWLETT-PACKARD                COM              428236103    10365   577770 SH       DEFINED 01 03               0   577770        0
HEWLETT-PACKARD                COM              428236103    25317  1411204 SH       DEFINED 01 05               0  1411204        0
HIBERNIA CL A                  COM              428656102      973    50953 SH       DEFINED 01              50953        0        0
HICKORY TECHNOLOGY C           COM              429060106        2      100 SH       DEFINED 01 02               0      100        0
ELECTRABEL                     COM              4294791         36      174 SH       DEFINED 01 10             174        0        0
HIGH SPEED ACCESS              COM              42979U102        0       86 SH       DEFINED 01                 86        0        0
ELAN CORP PLC                  COM              4305507         14     1030 SH       DEFINED 01 10            1030        0        0
ELKEM ASA                      COM              4310385          3      135 SH       DEFINED 01 10             135        0        0
HIGHWOOD PROPERTY              COM              431284108       11      374 SH       DEFINED 01                374        0        0
HILB, ROGAL & HAMILTON         COM              431294107     2712    86900 SH       DEFINED 01              86900        0        0
HILLENBRAND INDS               COM              431573104     4139    67159 SH       DEFINED 01              67159        0        0
HILLENBRAND INDS               COM              431573104      129     2100 SH       DEFINED 01 05               0     2100        0
BAYER                          COM              4325419         40     1100 SH       DEFINED 01 10            1100        0        0
HILTON GROUP PLC               COM              432835999      204    57443 SH       DEFINED 01              57443        0        0
HILTON HOTELS                  COM              432848109     6494   454153 SH       DEFINED 01             454153        0        0
HILTON HOTELS                  COM              432848109       97     6800 SH       DEFINED 01 02               0     6800        0
HILTON HOTELS                  COM              432848109     1338    93591 SH       DEFINED 01 03               0    93591        0
HILTON HOTELS                  COM              432848109    10469   732158 SH       DEFINED 01 05               0   732158        0
HINDUSTAN LEVER                COM              433099991     3066   663702 SH       DEFINED 01             663702        0        0
HINDUSTAN LEVER                COM              433099991       97    21049 SH       DEFINED 01 05               0    21049        0
HITE BREWERY (00140)           COM              433567997     3693    60120 SH       DEFINED 01              60120        0        0
HITE BREWERY (00140)           COM              433567997      117     1910 SH       DEFINED 01 05               0     1910        0
HIT ENTERTAINMENT PLC          COM              433571999      238    47000 SH       DEFINED 01              47000        0        0
HITACHI                        COM              433578101    14604  1997490 SH       DEFINED 01            1997490        0        0
HITACHI                        COM              433578101     3631   496600 SH       DEFINED 01 03               0   496600        0
HITACHI                        COM              433578101    13482  1844000 SH       DEFINED 01 05               0  1844000        0
HISPANIC BROADCASTING          COM              43357B104     4920   168947 SH       DEFINED 01             168947        0        0
HISPANIC BROADCASTING          COM              43357B104      183     6300 SH       DEFINED 01 05               0     6300        0
HITACHI MAXELL                 COM              433599990       13     1000 SH       DEFINED 01               1000        0        0
HK EXCHANGES & CLEAR (0388)    COM              434150991      155   100000 SH       DEFINED 01             100000        0        0
GEORG FISCHE                   COM              4341783          2       10 SH       DEFINED 01 10              10        0        0
ROCHE HOLDS GENUSSCHEINE       COM              434510996    14050   180735 SH       DEFINED 01             180735        0        0
ROCHE HOLDS GENUSSCHEINE       COM              434510996    19163   246488 SH       DEFINED 01 05               0   246488        0
HOKUTO CORPORATION             COM              434900999      131     5280 SH       DEFINED 01               5280        0        0
HOLLINGER INTL INC             COM              435569108        8      585 SH       DEFINED 01                585        0        0
SYNGENTA AG                    COM              4356646         21      347 SH       DEFINED 01 10             347        0        0
HOLLY CORP                     COM              435758305     1150    62000 SH       DEFINED 01              62000        0        0
HOLLY CORP                     COM              435758305        2       90 SH       DEFINED 01 02               0       90        0
HOLLY CORP                     COM              435758305      109     5900 SH       DEFINED 01 05               0     5900        0
FLUGHAFFEN WIEN AG             COM              4359690          1       27 SH       DEFINED 01 10              27        0        0
HOLLYWOOD ENTERTAINM           COM              436141105       12      700 SH       DEFINED 01 02               0      700        0
HOLLYWOOD ENTERTAINMENT        COM              436141105      559    33250 SH       DEFINED 01              33250        0        0
HOLMES PLACE                   COM              436269997      225   110000 SH       DEFINED 01             110000        0        0
HOLMEN CL B                    COM              436435994      212     8800 SH       DEFINED 01               8800        0        0
HOLOGIC                        COM              436440101      898    58141 SH       DEFINED 01              58141        0        0
HOME DEPOT                     COM              437076102       24      500 SH       DEFINED 01                  0      500        0
HOME DEPOT                     COM              437076102   397233  8171843 SH       DEFINED 01            8171843        0        0
HOME DEPOT                     COM              437076102    31561   649273 SH       DEFINED 01 03               0   649273        0
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HOME DEPOT                     COM              437076102     9814   201900 SH       DEFINED 11 12 13            0   201900        0
HOME DEPOT                     COM              437076102     1439    29600 SH       DEFINED 12 12               0    29600        0
HOME DEPOT INC                 COM              437076102    23163   476493 SH       DEFINED 01                  0   476493        0
HOME DEPOT INC                 COM              437076102    82604  1699296 SH       DEFINED 01 02               0  1699296        0
ZELTIA SA                      COM              4370839          5      483 SH       DEFINED 01 10             483        0        0
HOME PROPERTIES                COM              437306103        3       73 SH       DEFINED 01                 73        0        0
HOMESTORE.COM                  COM              437852106        3     1054 SH       DEFINED 01               1054        0        0
PUBLICIS GROUPE SA             COM              4380429         11      321 SH       DEFINED 01 10             321        0        0
HON HAI PRECISION GDR 144A     COM              438090102      124    13308 SH       DEFINED 01 05               0    13308        0
HON INDS                       COM              438092108       63     2228 SH       DEFINED 01               2228        0        0
HONDA MOTOR                    COM              438120990    12333   293457 SH       DEFINED 01             293457        0        0
HONDA MOTOR                    COM              438120990    16374   389600 SH       DEFINED 01 05               0   389600        0
HONEYWELL INTL                 COM              438516106       57     1500 SH       DEFINED 01                  0     1500        0
HONEYWELL INTL                 COM              438516106    85794  2241784 SH       DEFINED 01            2241784        0        0
HONEYWELL INTL                 COM              438516106     9573   250167 SH       DEFINED 01 03               0   250167        0
HONEYWELL INTL                 COM              438516106    19216   502107 SH       DEFINED 01 05               0   502107        0
HONEYWELL INTL INC             COM              438516106      731    19100 SH       DEFINED 01 02               0    19100        0
HON HAI PRECISION INDS         COM              438800997     3277   703656 SH       DEFINED 01             703656        0        0
HOOPER HOLMES                  COM              439104100       60     5700 SH       DEFINED 01                  0     5700        0
HOOPER HOLMES                  COM              439104100     2081   198380 SH       DEFINED 01             198380        0        0
HORACE MANN EDUCATORS          COM              440327104       37     1670 SH       DEFINED 01               1670        0        0
HORIZON OFFSHORE INC           COM              44043J105        3      220 SH       DEFINED 01 02               0      220        0
HORIZON PCS INC WTS EXP 10/01/ COM              44043U118      799    26625 SH       DEFINED 01              26625        0        0
HORIZON PCS INC WTS EXP 10/01/ COM              44043U118      160     5325 SH       DEFINED 01 05               0     5325        0
HORMEL FOODS                   COM              440452100      131     4771 SH       DEFINED 01               4771        0        0
HOSPITALITY PROPERTIES TRUST   COM              44106M102       75     2209 SH       DEFINED 01               2209        0        0
HOST MARRIOTT                  COM              44107P104       47     3900 SH       DEFINED 01                  0     3900        0
HOST MARRIOTT                  COM              44107P104        7      612 SH       DEFINED 01                612        0        0
HOT TOPIC                      COM              441339108     3434   164314 SH       DEFINED 01             164314        0        0
HOUSEHOLD INTL                 COM              441815107    32315   568917 SH       DEFINED 01             568917        0        0
HOUSEHOLD INTL                 COM              441815107      131     2300 SH       DEFINED 01 02               0     2300        0
HOUSEHOLD INTL                 COM              441815107     7974   140388 SH       DEFINED 01 03               0   140388        0
HOUSEHOLD INTL                 COM              441815107     6734   118562 SH       DEFINED 01 05               0   118562        0
COCA-COLA HELLENIC BOT.        COM              4420723          6      420 SH       DEFINED 01 10             420        0        0
HOUSTON EXPLOR                 COM              442120101        3       98 SH       DEFINED 01                 98        0        0
IBERDROLA SA                   COM              4424640         35     2660 SH       DEFINED 01 10            2660        0        0
INSTUMENTAR                    COM              4434166          5      200 SH       DEFINED 01 10             200        0        0
HUBBELL CL B                   COM              443510201       68     2076 SH       DEFINED 01               2076        0        0
HUDSON CITY BANCORP            COM              443683107        8      243 SH       DEFINED 01                243        0        0
IHC CALAND N                   COM              4441155          3       65 SH       DEFINED 01 10              65        0        0
HUDSON UNITED BANCORP          COM              444165104     4520   142072 SH       DEFINED 01             142072        0        0
HUFFY                          COM              444356109      217    31874 SH       DEFINED 01              31874        0        0
HUGHES SUPPLY                  COM              444482103     2820    72372 SH       DEFINED 01              72372        0        0
HUGHES SUPPLY                  COM              444482103       17      440 SH       DEFINED 01 02               0      440        0
HUGO BOSS PFD                  PRF              444600993      208     9100 SH       DEFINED 01               9100        0        0
HUMANA                         COM              444859102      384    28400 SH       DEFINED 01                  0    28400        0
HUMANA                         COM              444859102    17849  1319195 SH       DEFINED 01            1319195        0        0
HUMANA                         COM              444859102      579    42759 SH       DEFINED 01 03               0    42759        0
HUMANA                         COM              444859102      699    51633 SH       DEFINED 01 05               0    51633        0
HUMAN GENOME SCIENCES          COM              444903108       80     3672 SH       DEFINED 01               3672        0        0
IRISH LIFE &                   COM              4455253          9      684 SH       DEFINED 01 10             684        0        0
HUNT (JB) TRANSPORT SERVICES   COM              445658107     2454    86294 SH       DEFINED 01              86294        0        0
HUNT (JB) TRANSPORT SERVICES   COM              445658107      165     5800 SH       DEFINED 01 05               0     5800        0
J.B. HUNT TRANSPORT            COM              445658107       12      400 SH       DEFINED 01 02               0      400        0
HUNTER DOUGLAS NV              COM              445666993      186     6300 SH       DEFINED 01               6300        0        0
SNIA ORDS                      COM              4457594          2     1300 SH       DEFINED 01 10            1300        0        0
IMETAL                         COM              4457765          4       34 SH       DEFINED 01 10              34        0        0
HUNTINGTON BANCSHARES          COM              446150104      122     6204 SH       DEFINED 01               6204        0        0
HUNTINGTON BANCSHARES          COM              446150104     1254    63654 SH       DEFINED 01 03               0    63654        0
HUNTINGTON BANCSHARES          COM              446150104       45     2284 SH       DEFINED 01 05               0     2284        0
JERONIMO MAR                   COM              4477235          2      200 SH       DEFINED 01 10             200        0        0
HUTCHINSON TECHNOLOGY          COM              448407106     2324   107717 SH       DEFINED 01             107717        0        0
HUTTIG BUILDING PRODUCTS INC   COM              448451104        0       23 SH       DEFINED 01                 23        0        0
ICN PHARMACEUTICALS            COM              448924100       88     2765 SH       DEFINED 01               2765        0        0
ICN PHARMACEUTICALS            COM              448924100      194     6100 SH       DEFINED 01 05               0     6100        0
IDT CORP                       COM              448947101        2       88 SH       DEFINED 01                 88        0        0
KESKO OYJ                      COM              4490005          2      200 SH       DEFINED 01 10             200        0        0
HYPERION SOLUTIONS             COM              44914M104       30     1100 SH       DEFINED 01                  0     1100        0
HYPERION SOLUTIONS             COM              44914M104     3992   147823 SH       DEFINED 01             147823        0        0
HYPERION SOLUTIONS             COM              44914M104       11      420 SH       DEFINED 01 02               0      420        0
HYPERION SOLUTIONS             COM              44914M104      124     4600 SH       DEFINED 01 05               0     4600        0
HYSEQ INC                      COM              449163302        0       38 SH       DEFINED 01                 38        0        0
HYUNDAI MOTOR C                COM              449181999     4115   133194 SH       DEFINED 01             133194        0        0
HYUNDAI MOTOR C                COM              449181999      128     4131 SH       DEFINED 01 05               0     4131        0
ICOS                           COM              449295104        5      100 SH       DEFINED 01                  0      100        0
ICOS                           COM              449295104    17601   382699 SH       DEFINED 01             382699        0        0
ICOS                           COM              449295104    29582   643200 SH       DEFINED 01 05               0   643200        0
ICOS CORP                      COM              449295104      221     4800 SH       DEFINED 01 02               0     4800        0
IDEC PHARM                     COM              449370105   103567  1610702 SH       DEFINED 01 02               0  1610702        0
IDEC PHARMACEUTICALS           COM              449370105        6      100 SH       DEFINED 01                  0      100        0
IDEC PHARMACEUTICALS           COM              449370105   108329  1684746 SH       DEFINED 01            1684746        0        0
IDEC PHARMACEUTICALS           COM              449370105     6102    94900 SH       DEFINED 01 03               0    94900        0
IDEC PHARMACEUTICALS           COM              449370105    56471   878250 SH       DEFINED 01 05               0   878250        0
IDX SYSTEMS                    COM              449491109        2      120 SH       DEFINED 01                120        0        0
IGEN INC                       COM              449536101        3       77 SH       DEFINED 01                 77        0        0
IHOP                           COM              449623107     2140    63495 SH       DEFINED 01              63495        0        0
IMC GLOBAL                     COM              449669100      112     7600 SH       DEFINED 01                  0     7600        0
IMC GLOBAL                     COM              449669100       59     3978 SH       DEFINED 01               3978        0        0
IMCO RECYCLING                 COM              449681105      403    45262 SH       DEFINED 01              45262        0        0
IMCO RECYCLING INC             COM              449681105        7      800 SH       DEFINED 01 02               0      800        0
I-MANY                         COM              44973Q103      848   171000 SH       DEFINED 01             171000        0        0
I-MAY INC                      COM              44973Q103        1      270 SH       DEFINED 01 02               0      270        0
KBC                            COM              4497749         21      648 SH       DEFINED 01 10             648        0        0
INT MEDIA GROUP INC            COM              44979N104        0       79 SH       DEFINED 01                 79        0        0
IPCS INC WTS EXP 06/15/2010    COM              44980Y115      148    14810 SH       DEFINED 01              14810        0        0
IPCS INC WTS EXP 06/15/2010    COM              44980Y115       32     3155 SH       DEFINED 01 05               0     3155        0
IMS HEALTH                     COM              449934108      162     7240 SH       DEFINED 01               7240        0        0
IMS HEALTH                     COM              449934108     1681    74896 SH       DEFINED 01 03               0    74896        0
IMS HEALTH                     COM              449934108       60     2687 SH       DEFINED 01 05               0     2687        0
IMS HEALTH INC                 COM              449934108      225    10000 SH       DEFINED 01                  0    10000        0
KVAERNER ASA CL A              COM              4502029          1      673 SH       DEFINED 01 10             673        0        0
LAFARGE                        COM              4502706         33      368 SH       DEFINED 01 10             368        0        0
ITC DELTACOM INC               COM              45031T104        0      296 SH       DEFINED 01                296        0        0
STARWOOD FINANCIAL INC         COM              45031U101        5      185 SH       DEFINED 01                185        0        0
ITC GDR                        COM              45031U994     2282   159809 SH       DEFINED 01             159809        0        0
ITC GDR                        COM              45031U994       74     5211 SH       DEFINED 01 05               0     5211        0
ITT EDUCATIONAL SERVICES       COM              45068B109     5405   120111 SH       DEFINED 01             120111        0        0
ITT EDUCATIONAL SERVICES       COM              45068B109      220     4900 SH       DEFINED 01 05               0     4900        0
ITT EDUCATIONAL SVCS           COM              45068B109        5      120 SH       DEFINED 01 02               0      120        0
ITXC CORP                      COM              45069F109      527    87100 SH       DEFINED 01              87100        0        0
ITXC CORP                      COM              45069F109       49     8100 SH       DEFINED 01 05               0     8100        0
IXIA                           COM              45071R109        2      195 SH       DEFINED 01                195        0        0
IBASIS INC                     COM              450732102        0       68 SH       DEFINED 01                 68        0        0
IBERDROLA                      COM              450740105     1265    96900 SH       DEFINED 01              96900        0        0
ITT INDS                       COM              450911102      894    14183 SH       DEFINED 01              14183        0        0
ITT INDS                       COM              450911102     1412    22394 SH       DEFINED 01 03               0    22394        0
ITT INDS                       COM              450911102       51      803 SH       DEFINED 01 05               0      803        0
IAM GOLD                       COM              450913108     1442   400000 SH       DEFINED 01             400000        0        0
ICON                           COM              45103T107      714    21000 SH       DEFINED 01              21000        0        0
IDACORP                        COM              451107106     1551    38307 SH       DEFINED 01              38307        0        0
IDEX                           COM              45167R104     4893   132239 SH       DEFINED 01             132239        0        0
IDEXX LABORATORIES             COM              45168D104     2771   103214 SH       DEFINED 01             103214        0        0
IDEXX LABS INC                 COM              45168D104      483    18000 SH       DEFINED 01                  0    18000        0
IGATE CORPORATION              COM              45169U105        1      162 SH       DEFINED 01                162        0        0
IKON OFFICE SOLUTION           COM              451713101       18     1510 SH       DEFINED 01 02               0     1510        0
IKON OFFICE SOLUTIONS          COM              451713101     5516   470579 SH       DEFINED 01             470579        0        0
IKON OFFICE SOLUTIONS          COM              451713101      369    31500 SH       DEFINED 01 05               0    31500        0
ILEX ONCOLOGY                  COM              451923106     1435    83100 SH       DEFINED 01              83100        0        0
ILEX ONCOLOGY                  COM              451923106       90     5200 SH       DEFINED 01 05               0     5200        0
ILEX ONCOLOGY INC              COM              451923106        2      130 SH       DEFINED 01 02               0      130        0
KERRY GROUP                    COM              4519579          5      406 SH       DEFINED 01 10             406        0        0
ILLINOIS TOOL WORKERS          COM              452308109    17306   239200 SH       DEFINED 11 12 13            0   239200        0
ILLINOIS TOOL WORKS            COM              452308109     9743   134679 SH       DEFINED 01                  0   134679        0
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ILLINOIS TOOL WORKS            COM              452308109     2301    31800 SH       DEFINED 11 12               0    31800        0
ILLUMINA INC                   COM              452327109        1      128 SH       DEFINED 01                128        0        0
IMATION                        COM              45245A107       40     1499 SH       DEFINED 01               1499        0        0
IMCLONE SYSTEMS                COM              45245W109       54     2193 SH       DEFINED 01               2193        0        0
IMANAGE                        COM              45245Y105     1388   207800 SH       DEFINED 01             207800        0        0
IMAGISTICS INTL                COM              45247T104      954    59957 SH       DEFINED 01              59957        0        0
WARTSILA OY                    COM              4525189          2      100 SH       DEFINED 01 10             100        0        0
IMMERSION CORP                 COM              452521107        0       85 SH       DEFINED 01                 85        0        0
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IMMUNEX CORP                   COM              452528102     1593    52688 SH       DEFINED 01 02               0    52688        0
IMMUNOGEN INC                  COM              45253H101        2      200 SH       DEFINED 01 02               0      200        0
IMPALA PLATINUM HOLDINGS LTD   COM              452554991     4881    91998 SH       DEFINED 01              91998        0        0
IMPALA PLATINUM HOLDINGS LTD   COM              452554991       75     1412 SH       DEFINED 01 05               0     1412        0
IMPATH                         COM              45255G101     3937    95933 SH       DEFINED 01              95933        0        0
IMPAX LABORATORIES INC         COM              45256B101      432    62300 SH       DEFINED 01              62300        0        0
IMPERIAL CHEMICL IND GB;ICI    COM              452704992      136    27834 SH       DEFINED 01              27834        0        0
IMMUNOMEDICS INC               COM              452907108       10      523 SH       DEFINED 01                523        0        0
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INCYTE GENOMICS INC            COM              45337C102        2      150 SH       DEFINED 01 02               0      150        0
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INDEPENDENCE COMMUNITY BANK    COM              453414104      205     7300 SH       DEFINED 01 05               0     7300        0
INDEPENDENT BANK CO            COM              453836108     2188    84550 SH       DEFINED 01              84550        0        0
INDEPENDENT BANK CO            COM              453836108       14      540 SH       DEFINED 01 02               0      540        0
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LAGARDERE SC                   COM              4547213         15      313 SH       DEFINED 01 10             313        0        0
INDITEX SA                     COM              455366997     3595   191220 SH       DEFINED 01 03               0   191220        0
MAYR-MELWKOF KARTON            COM              4563640          1       21 SH       DEFINED 01 10              21        0        0
SMEDVIG ASA-A SHARES           COM              4564665          2      270 SH       DEFINED 01 10             270        0        0
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INDYMAC BANCORP                COM              456607100       51     2060 SH       DEFINED 01               2060        0        0
INET TECH                      COM              45662V105        2      169 SH       DEFINED 01                169        0        0
INFOCUS                        COM              45665B106       28     1495 SH       DEFINED 01               1495        0        0
INFORMATICA CORP               COM              45666Q102        2      218 SH       DEFINED 01                218        0        0
INFONET SERVICES               COM              45666T106        2      722 SH       DEFINED 01                722        0        0
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INGRAM MICRO                   COM              457153104       28     1700 SH       DEFINED 01                  0     1700        0
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INKTOMI CORP                   COM              457277101        2      538 SH       DEFINED 01                538        0        0
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INSITUFORM TECHNOLOGIES CL A   COM              457667103     2056    81354 SH       DEFINED 01              81354        0        0
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INTEL CORP                     COM              458140100     2326    76500 SH       DEFINED 11 12               0    76500        0
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INTEGRA BANK CORPORATION       COM              45814P105        2       78 SH       DEFINED 01                 78        0        0
VALORA HOLDI                   COM              4581619          2       10 SH       DEFINED 01 10              10        0        0
INTERBREW 144A                 COM              458300993      121     4353 SH       DEFINED 01               4353        0        0
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INTERDIGITAL COMM CO           COM              45866A105        2      228 SH       DEFINED 01                228        0        0
INTERGRAPH                     COM              458683109      634    36000 SH       DEFINED 01              36000        0        0
INTERLAND INC                  COM              458727104        1      505 SH       DEFINED 01                505        0        0
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MICHELIN(CGD                   COM              4588364         11      300 SH       DEFINED 01 10             300        0        0
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DANSKE BANK                    COM              4588825         31     1960 SH       DEFINED 01 10            1960        0        0
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IBM                            COM              459200101     2278    21900 SH       DEFINED 11 12               0    21900        0
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IMTECH NV                      COM              459370995      360    17950 SH       DEFINED 01              17950        0        0
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DOUGLAS HLDG                   COM              4596680          3      110 SH       DEFINED 01 10             110        0        0
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INTL PAPER                     COM              460146103        9      200 SH       DEFINED 01                  0      200        0
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INTL SPECIALTY PRODS           COM              460337108        2      224 SH       DEFINED 01                224        0        0
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iPIX                           COM              46059S200      124    44426 SH       DEFINED 01              44426        0        0
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INTERSIL                       COM              46069S109     9447   333230 SH       DEFINED 01             333230        0        0
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INTERSTATE BAKERIES            COM              46072H108       44     1823 SH       DEFINED 01               1823        0        0
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INTERTAN INC                   COM              461120107     5893   519200 SH       DEFINED 01             519200        0        0
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INTERTRUST TECH                COM              46113Q109        0      360 SH       DEFINED 01                360        0        0
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INTRADO INC                    COM              46117A100      911    41800 SH       DEFINED 01              41800        0        0
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INTUIT                         COM              461202103    40406  1053366 SH       DEFINED 01            1053366        0        0
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UNAXIS HOLDING                 COM              4612757          4       32 SH       DEFINED 01 10              32        0        0
INVESTMENT TECHNOLOGY GROUP    COM              46145F105       84     1600 SH       DEFINED 01                  0     1600        0
INVESTMENT TECHNOLOGY GROUP    COM              46145F105      814    15435 SH       DEFINED 01              15435        0        0
INVESTORS GROUP INC            COM              46152H994      230    13100 SH       DEFINED 01              13100        0        0
DEUTSCHE POST AG               COM              4617859          8      506 SH       DEFINED 01 10             506        0        0
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IOMEGA CORP                    COM              462030305        2      203 SH       DEFINED 01                203        0        0
IONA TECHNOLOGIES ADR          COM              46206P109     1634    96500 SH       DEFINED 01              96500        0        0
IONICS                         COM              462218108     1720    53644 SH       DEFINED 01              53644        0        0
NATL BANK OF GREECE            COM              4625959         16      820 SH       DEFINED 01 10             820        0        0
IRISH LIFE & PERMANENT PLC     COM              462600990       95     7500 SH       DEFINED 01               7500        0        0
IRISH LIFE & PERMANENT         COM              462603994      492    39000 SH       DEFINED 01              39000        0        0
IRON MOUNTAIN                  COM              462846106       11      337 SH       DEFINED 01                337        0        0
IRON MOUNTAIN INC              COM              462846106      523    16500 SH       DEFINED 01                  0    16500        0
TELEKOM AUSTRIA AG             COM              4635088          3      366 SH       DEFINED 01 10             366        0        0
IRWIN FINANCIAL                COM              464119106     1508    80609 SH       DEFINED 01              80609        0        0
IRWIN FINANCIAL                COM              464119106      116     6194 SH       DEFINED 01 05               0     6194        0
IRWIN FINANCIAL CORP           COM              464119106        7      340 SH       DEFINED 01 02               0      340        0
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OMV AG                         COM              4651459          6       60 SH       DEFINED 01 10              60        0        0
ITRON                          COM              465741106     4248   142815 SH       DEFINED 01             142815        0        0
ITRON                          COM              465741106      223     7500 SH       DEFINED 01 05               0     7500        0
ITRON INC                      COM              465741106        4      140 SH       DEFINED 01 02               0      140        0
I2 TECHNOLOGIES                COM              465754109       67    13185 SH       DEFINED 01              13185        0        0
IVAX                           COM              465823102     1685   105000 SH       DEFINED 01                  0   105000        0
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IVEX PACKAGING                 COM              465855104     2124    92650 SH       DEFINED 01              92650        0        0
IVEX PACKAGING                 COM              465855104      205     8950 SH       DEFINED 01 05               0     8950        0
IVEX PACKAGING CORP            COM              465855104       10      460 SH       DEFINED 01 02               0      460        0
JAAKKO POYRY GROUP             COM              465910990       38     2500 SH       DEFINED 01               2500        0        0
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IXYS CORP                      COM              46600W106      544    46600 SH       DEFINED 01              46600        0        0
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JDS UNIPHASE                   COM              46612J101      424    71954 SH       DEFINED 01              71954        0        0
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J. JILL GROUP                  COM              466189107     1750    61500 SH       DEFINED 01              61500        0        0
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J P MORGAN CHASE               COM              46625H100     1296    36330 SH       DEFINED 01 02               0    36330        0
J.P. MORGAN CHASE              COM              46625H100       16      450 SH       DEFINED 01                  0      450        0
J.P. MORGAN CHASE              COM              46625H100    65064  1825091 SH       DEFINED 01            1825091        0        0
J.P. MORGAN CHASE              COM              46625H100    19243   539775 SH       DEFINED 01 03               0   539775        0
J.P. MORGAN CHASE              COM              46625H100    45486  1275906 SH       DEFINED 01 05               0  1275906        0
JABIL CIRCUIT                  COM              466313103     7644   324825 SH       DEFINED 01             324825        0        0
JABIL CIRCUIT                  COM              466313103     1175    49954 SH       DEFINED 01 03               0    49954        0
JABIL CIRCUIT                  COM              466313103      221     9392 SH       DEFINED 01 05               0     9392        0
JABIL CIRCUT                   COM              466313103      612    26000 SH       DEFINED 01                  0    26000        0
JACK IN THE BOX                COM              466367109     3590   121069 SH       DEFINED 01             121069        0        0
OUTOKUMPU OY                   COM              4665148          6      500 SH       DEFINED 01 10             500        0        0
PERNOD-RICAR                   COM              4682329         10      125 SH       DEFINED 01 10             125        0        0
PIRELLI SPA                    COM              4689900          8     5000 SH       DEFINED 01 10            5000        0        0
ASCOM HOLDIN                   COM              4697378          1       56 SH       DEFINED 01 10              56        0        0
JACOBS ENGINEERING GROUP       COM              469814107       72     1007 SH       DEFINED 01               1007        0        0
INDEPENDENT                    COM              4699103          2     1216 SH       DEFINED 01 10            1216        0        0
JAKKS PACIFIC                  COM              47012E106     3716   163301 SH       DEFINED 01             163301        0        0
JAKKS PACIFIC                  COM              47012E106      174     7660 SH       DEFINED 01 05               0     7660        0
JAKKS PACIFIC INC              COM              47012E106        9      420 SH       DEFINED 01 02               0      420        0
NEW BARCO                      COM              4704096          1       28 SH       DEFINED 01 10              28        0        0
JARDINE LLOYD THOMPSON         COM              471110999      154    18000 SH       DEFINED 01              18000        0        0
RENAULT                        COM              4712798          8      166 SH       DEFINED 01 10             166        0        0
KUOMI REISEN NAMEN B           COM              4714750          5       16 SH       DEFINED 01 10              16        0        0
RAS                            COM              4718246         24     1800 SH       DEFINED 01 10            1800        0        0
JCG HOLDINGS LTD               COM              472168996       93   154000 SH       DEFINED 01             154000        0        0
JEFFERIES GROUP                COM              472319102     6676   138489 SH       DEFINED 01             138489        0        0
JEFFERIES GROUP                COM              472319102      275     5700 SH       DEFINED 01 05               0     5700        0
JEFFERIES GROUP -NEW           COM              472319102       12      260 SH       DEFINED 01 02               0      260        0
RAUTARUUKKI OYJ                COM              4727662          2      500 SH       DEFINED 01 10             500        0        0
TOMRA SYSTEM                   COM              4730875          4      400 SH       DEFINED 01 10             400        0        0
TELENOR AS                     COM              4732495          5     1186 SH       DEFINED 01 10            1186        0        0
AVENTIS                        COM              4736817        149     2153 SH       DEFINED 01 10            2153        0        0
RINASCENTE(L                   COM              4740034          4     1000 SH       DEFINED 01 10            1000        0        0
MERCK KGAA                     COM              4741844         12      400 SH       DEFINED 01 10             400        0        0
JEFFERSON-PILOT                COM              475070108      346     6900 SH       DEFINED 01                  0     6900        0
JEFFERSON-PILOT                COM              475070108    53520  1068692 SH       DEFINED 01            1068692        0        0
JEFFERSON-PILOT                COM              475070108     1909    38119 SH       DEFINED 01 03               0    38119        0
JEFFERSON-PILOT                COM              475070108     2319    46289 SH       DEFINED 01 05               0    46289        0
INTERBREW +                    COM              4755317         11      397 SH       DEFINED 01 10             397        0        0
JENOPTIK AG                    COM              476199997      283    16200 SH       DEFINED 01              16200        0        0
SKF AB                         COM              4767066          2      100 SH       DEFINED 01 10             100        0        0
SKF AB                         COM              4767099          2      100 SH       DEFINED 01 10             100        0        0
CIE DE ST-GO                   COM              4768371         40      242 SH       DEFINED 01 10             242        0        0
RWE AG                         COM              4768962         53     1401 SH       DEFINED 01 10            1401        0        0
RWE AG                         COM              4769147          6      200 SH       DEFINED 01 10             200        0        0
JIANGSU EXP CO LTD H           COM              477311997       91   380000 SH       DEFINED 01             380000        0        0
JO-ANN STORES CL A             COM              47758P109      922    57131 SH       DEFINED 01              57131        0        0
JOHN NUVEEN                    COM              478035108        7      121 SH       DEFINED 01                121        0        0
JOHNSON & JOHNSON              COM              478160104    10992   169246 SH       DEFINED 01                  0   169246        0
JOHNSON & JOHNSON              COM              478160104   737195 11350198 SH       DEFINED 01           11350198        0        0
JOHNSON & JOHNSON              COM              478160104    74730  1150584 SH       DEFINED 01 02               0  1150584        0
JOHNSON & JOHNSON              COM              478160104    54669   841717 SH       DEFINED 01 03               0   841717        0
JOHNSON & JOHNSON              COM              478160104   208436  3209151 SH       DEFINED 01 05               0  3209151        0
JOHNSON CONTROLS               COM              478366107    11532   130586 SH       DEFINED 01             130586        0        0
JOHNSON CONTROLS               COM              478366107     2757    31220 SH       DEFINED 01 03               0    31220        0
JOHNSON CONTROLS               COM              478366107      379     4297 SH       DEFINED 01 05               0     4297        0
SCHIBSTED AS                   COM              4790534          2      200 SH       DEFINED 01 10             200        0        0
JONES APPAREL GROUP            COM              480074103     1051    30069 SH       DEFINED 01              30069        0        0
JONES APPAREL GROUP            COM              480074103     1111    31784 SH       DEFINED 01 03               0    31784        0
JONES APPAREL GROUP            COM              480074103       40     1140 SH       DEFINED 01 05               0     1140        0
JONES LANG LASALLE             COM              48020Q107     1764    79646 SH       DEFINED 01              79646        0        0
JONES LANG LASALLE             COM              48020Q107      155     7000 SH       DEFINED 01 05               0     7000        0
JOURNAL REGISTER               COM              481138105     3543   167147 SH       DEFINED 01             167147        0        0
JOURNAL REGISTER               COM              481138105      229    10800 SH       DEFINED 01 05               0    10800        0
JOURNAL REGISTER CO            COM              481138105       14      650 SH       DEFINED 01 02               0      650        0
SIRTI SPA                      COM              4811899          1      500 SH       DEFINED 01 10             500        0        0
SKAND ENSKIL                   COM              4813345         17     1720 SH       DEFINED 01 10            1720        0        0
JULIUS BAER HOLDING LTD        COM              481600997      482     1503 SH       DEFINED 01               1503        0        0
SMURFIT(JEFF                   COM              4816151          6     2555 SH       DEFINED 01 10            2555        0        0
VINCI                          COM              4818083         16      254 SH       DEFINED 01 10             254        0        0
SGL CARBON AG                  COM              4818351          2      100 SH       DEFINED 01 10             100        0        0
JUNIPER NETWORKS               COM              48203R104       80     6373 SH       DEFINED 01               6373        0        0
JUPITER MEDIA METRIX INC       COM              48206U104        0       40 SH       DEFINED 01                 40        0        0
SOLVAY SA                      COM              4821100         13      200 SH       DEFINED 01 10             200        0        0
SGS SOCIETE GENERALE           COM              4824778          3       10 SH       DEFINED 01 10              10        0        0
KLA-TENCOR                     COM              482480100    79656  1197847 SH       DEFINED 01            1197847        0        0
KLA-TENCOR                     COM              482480100     4051    60909 SH       DEFINED 01 03               0    60909        0
KLA-TENCOR                     COM              482480100     9527   143266 SH       DEFINED 01 05               0   143266        0
KLA-TENCOR CORP                COM              482480100      186     2800 SH       DEFINED 01 02               0     2800        0
K-MART CORPORATION             COM              482584109        2     1060 SH       DEFINED 01               1060        0        0
KPMG CONSULTING INC            COM              48265R109        7      335 SH       DEFINED 01                335        0        0
K-SWISS CL A                   COM              482686102     1191    28366 SH       DEFINED 01              28366        0        0
K2                             COM              482732104      359    55044 SH       DEFINED 01              55044        0        0
KADANT INC                     COM              48282T104        0       25 SH       DEFINED 01                 25        0        0
KABA HOLDING AG-REG B          COM              482999992      206      910 SH       DEFINED 01                910        0        0
KAISER ALUMINUM CORP           COM              483007100        0      286 SH       DEFINED 01                286        0        0
SCHNEIDER                      COM              4834108         24      468 SH       DEFINED 01 10             468        0        0
VIVENDI                        COM              4834777        110     2820 SH       DEFINED 01 10            2820        0        0
KAMAN CL A                     COM              483548103     1163    68614 SH       DEFINED 01              68614        0        0
KANA SOFTWARE INC              COM              483600300        1       60 SH       DEFINED 01                 60        0        0
KANGWON LAND INC               COM              484287990      132      862 SH       DEFINED 01                862        0        0
SCHERING AG                    COM              4845757         35      600 SH       DEFINED 01 10             600        0        0
SAP AG                         COM              4846288        126      835 SH       DEFINED 01 10             835        0        0
SSAB(SVENSKT                   COM              4847195          2      200 SH       DEFINED 01 10             200        0        0
KANSAS CITY SOUTHERN INDS      COM              485170302     2891   181392 SH       DEFINED 01             181392        0        0
STOREBRAND A                   COM              4852832          3      600 SH       DEFINED 01 10             600        0        0
SULZER AG                      COM              4854719          2       10 SH       DEFINED 01 10              10        0        0
KAO                            COM              485570998     3709   199000 SH       DEFINED 01             199000        0        0
KAO                            COM              485570998     1827    98000 SH       DEFINED 01 03               0    98000        0
KAO                            COM              485570998     6970   374000 SH       DEFINED 01 05               0   374000        0
KARSTADT                       COM              485700991       70     2166 SH       DEFINED 01               2166        0        0
KAWASUMI LABS INC              COM              486524994      223    24000 SH       DEFINED 01              24000        0        0
SVENSKA CELL                   COM              4865379         16      500 SH       DEFINED 01 10             500        0        0
KAYDON                         COM              486587108       28     1034 SH       DEFINED 01               1034        0        0
KCI KONECRANES INTERNATIONAL   COM              486663990      206     6650 SH       DEFINED 01               6650        0        0
KEANE                          COM              486665102       48     2846 SH       DEFINED 01               2846        0        0
KB HOME                        COM              48666K109       61     1403 SH       DEFINED 01               1403        0        0
KB HOME                        COM              48666K109       14      320 SH       DEFINED 01 02               0      320        0
KB HOME                        COM              48666K109      554    12755 SH       DEFINED 01 03               0    12755        0
KB HOME                        COM              48666K109       20      457 SH       DEFINED 01 05               0      457        0
TECHNIP                        COM              4874160          5       34 SH       DEFINED 01 10              34        0        0
KEITHLEY INSTRUMENTS           COM              487584104     1061    48275 SH       DEFINED 01              48275        0        0
T.I.M.SPA                      COM              4876746         97    20000 SH       DEFINED 01 10           20000        0        0
KELLOGG                        COM              487836108       34     1000 SH       DEFINED 01                  0     1000        0
KELLOGG                        COM              487836108    35085  1045139 SH       DEFINED 01            1045139        0        0
KELLOGG                        COM              487836108     3683   109699 SH       DEFINED 01 03               0   109699        0
KELLOGG                        COM              487836108     1610    47973 SH       DEFINED 01 05               0    47973        0
KELLOGG CO.                    COM              487836108      151     4500 SH       DEFINED 01 02               0     4500        0
KELLWOOD                       COM              488044108    25258  1039885 SH       DEFINED 01            1039885        0        0
KELLWOOD                       COM              488044108     2246    92461 SH       DEFINED 01 05               0    92461        0
KELLY SERVICES CL A            COM              488152208       41     1458 SH       DEFINED 01               1458        0        0
KEMET                          COM              488360108     8597   443817 SH       DEFINED 01             443817        0        0
KEMET                          COM              488360108      887    45800 SH       DEFINED 01 05               0    45800        0
ITALGAS(SOC                    COM              4884073         10     1000 SH       DEFINED 01 10            1000        0        0
KENNAMETAL                     COM              489170100     2879    71221 SH       DEFINED 01              71221        0        0
KENNAMETAL                     COM              489170100     4852   120000 SH       DEFINED 01 05               0   120000        0
KENSEY NASH CORP               COM              490057106       23     1400 SH       DEFINED 01                  0     1400        0
TRELLEBORG SER B               COM              4902384          2      200 SH       DEFINED 01 10             200        0        0
TOTAL FINA ELF SA              COM              4905413        298     1931 SH       DEFINED 01 10            1931        0        0
UNION FENOSA                   COM              4913223         12      717 SH       DEFINED 01 10             717        0        0
KEPPEL CORP ORD                COM              492051990     2466  1109000 SH       DEFINED 01            1109000        0        0
KEPPEL CORP ORD                COM              492051990       73    33000 SH       DEFINED 01 05               0    33000        0
VA TECHNOLOG                   COM              4921635          1       35 SH       DEFINED 01 10              35        0        0
KERR MCGEE                     COM              492386107      115     1830 SH       DEFINED 01 02               0     1830        0
KERR-MCGEE                     COM              492386107      324     5150 SH       DEFINED 01                  0     5150        0
KERR-MCGEE                     COM              492386107    71742  1141467 SH       DEFINED 01            1141467        0        0
KERR-MCGEE                     COM              492386107     1759    27998 SH       DEFINED 01 03               0    27998        0
KERR-MCGEE                     COM              492386107    54593   868644 SH       DEFINED 01 05               0   868644        0
KERRY GROUP PLC CL A           COM              492400999      386    29000 SH       DEFINED 01              29000        0        0
KEY ENERGY SERVICES            COM              492914106     2954   275646 SH       DEFINED 01             275646        0        0
KEY ENERGY SERVICES            COM              492914106        2      200 SH       DEFINED 01 02               0      200        0
KEY ENERGY SERVICES            COM              492914106      235    21940 SH       DEFINED 01 05               0    21940        0
KEY PRODUCTION                 COM              493138101     3510   185192 SH       DEFINED 01             185192        0        0
KEY PRODUCTION                 COM              493138101      208    11000 SH       DEFINED 01 05               0    11000        0
KEY PRODUCTION CO              COM              493138101        7      400 SH       DEFINED 01 02               0      400        0
KEYCORP                        COM              493267108      286    10750 SH       DEFINED 01                  0    10750        0
KEYCORP                        COM              493267108      281    10523 SH       DEFINED 01              10523        0        0
KEYCORP                        COM              493267108     2860   107321 SH       DEFINED 01 03               0   107321        0
KEYCORP                        COM              493267108      103     3851 SH       DEFINED 01 05               0     3851        0
KEY3MEDIA GROUP                COM              49326R104        3      581 SH       DEFINED 01                581        0        0
KEYNOTE SYSTEMS INC            COM              493308100        1       55 SH       DEFINED 01                 55        0        0
KEYSPAN                        COM              49337W100    52718  1448706 SH       DEFINED 01            1448706        0        0
KEYSPAN                        COM              49337W100     1417    38939 SH       DEFINED 01 03               0    38939        0
KEYSPAN                        COM              49337W100       97     2664 SH       DEFINED 01 05               0     2664        0
VALEO                          COM              4937579          8      180 SH       DEFINED 01 10             180        0        0
VOLVO(AB)                      COM              4937728          6      300 SH       DEFINED 01 10             300        0        0
VOLVO(AB)                      COM              4937739         14      700 SH       DEFINED 01 10             700        0        0
WATERFORD WEDGEWOOD            COM              4942636          1     1594 SH       DEFINED 01 10            1594        0        0
KIMBALL INTL INC               COM              494274103        2      125 SH       DEFINED 01                125        0        0
KILROY REALTY                  COM              49427F108     2379    84315 SH       DEFINED 01              84315        0        0
E.ON AG                        COM              4942904         97     1900 SH       DEFINED 01 10            1900        0        0
KIMBERLY CLARK                 COM              494368103     5689    88000 SH       DEFINED 01                  0    88000        0
KIMBERLY CLARK                 COM              494368103      160     2485 SH       DEFINED 01 02               0     2485        0
KIMBERLY-CLARK                 COM              494368103    21032   325320 SH       DEFINED 01             325320        0        0
KIMBERLY-CLARK                 COM              494368103     9418   145676 SH       DEFINED 01 03               0   145676        0
KIMBERLY-CLARK                 COM              494368103    16135   249576 SH       DEFINED 01 05               0   249576        0
PECHINEY                       COM              4943792          9      177 SH       DEFINED 01 10             177        0        0
KIMCO REALTY CORP              COM              49446R109        7      228 SH       DEFINED 01                228        0        0
KINDER MORGAN                  COM              49455P101    24849   513088 SH       DEFINED 01             513088        0        0
KINDER MORGAN                  COM              49455P101     1633    33727 SH       DEFINED 01 03               0    33727        0
KINDER MORGAN                  COM              49455P101      823    16998 SH       DEFINED 01 05               0    16998        0
KINDRED HEALTHCARE             COM              494580103       36      900 SH       DEFINED 01                  0      900        0
KINDRED HEALTHCARE             COM              494580103        5      124 SH       DEFINED 01                124        0        0
KINGFISHER ORD                 COM              495286999      185    33588 SH       DEFINED 01              33588        0        0
KING PHARMACEUTICAL            COM              495582108       81     2300 SH       DEFINED 01 02               0     2300        0
KING PHARMACEUTICALS           COM              495582108    29480   842085 SH       DEFINED 01             842085        0        0
KING PHARMACEUTICALS           COM              495582108     2835    80989 SH       DEFINED 01 03               0    80989        0
KING PHARMACEUTICALS           COM              495582108     9318   266184 SH       DEFINED 01 05               0   266184        0
KINGSGATE CONSOLIDATED         COM              496500992     1057  1100000 SH       DEFINED 01            1100000        0        0
KINROSS GOLD                   COM              496902107     2163  1700000 SH       DEFINED 01            1700000        0        0
VNU-VER NED UITGEV             COM              4970950         10      315 SH       DEFINED 01 10             315        0        0
KIRBY                          COM              497266106     4040   135101 SH       DEFINED 01             135101        0        0
KIRBY                          COM              497266106      194     6500 SH       DEFINED 01 05               0     6500        0
KIRBY CORP                     COM              497266106       12      430 SH       DEFINED 01 02               0      430        0
KNIGHT-RIDDER                  COM              499040103      103     1500 SH       DEFINED 01                  0     1500        0
KNIGHT-RIDDER                  COM              499040103    21778   317059 SH       DEFINED 01             317059        0        0
KNIGHT-RIDDER                  COM              499040103     1464    21317 SH       DEFINED 01 03               0    21317        0
KNIGHT-RIDDER                  COM              499040103     2614    38056 SH       DEFINED 01 05               0    38056        0
KNIGHT TRADING GROUP INC       COM              499063105        4      551 SH       DEFINED 01                551        0        0
KNOWLEDGE MECHANICS            COM              49925M993       19  1175160 SH       DEFINED 01            1175160        0        0
KNOWLEDGE MECHANICS            COM              49925M993       23  1436310 SH       DEFINED 01 05               0  1436310        0
KOBENHAVNS LUFTHAVNE           COM              500000997      107     1500 SH       DEFINED 01               1500        0        0
KOC HOLDINGS AS                COM              500055991      135  5492000 SH       DEFINED 01 05               0  5492000        0
KOGER EQUITY                   COM              500228101      225    12631 SH       DEFINED 01              12631        0        0
KOHL'S                         COM              500255104    14924   209756 SH       DEFINED 01             209756        0        0
KOHL'S                         COM              500255104     6039    84880 SH       DEFINED 01 03               0    84880        0
KOHL'S                         COM              500255104    24671   346746 SH       DEFINED 01 05               0   346746        0
KOHLS CORP                     COM              500255104      443     6206 SH       DEFINED 01 02               0     6206        0
KONINKLIJKE KPN NA             COM              500468996     7567  1477637 SH       DEFINED 01            1477637        0        0
KONINKLIJKE KPN NA             COM              500468996     2686   524365 SH       DEFINED 01 03               0   524365        0
KONINKLIJKE KPN NA             COM              500468996     9992  1951106 SH       DEFINED 01 05               0  1951106        0
PHILIPS ELECTRON NYS           COM              500472303    16191   535774 SH       DEFINED 01             535774        0        0
PHILIPS ELECTRON NYS           COM              500472303      598    19800 SH       DEFINED 01 05               0    19800        0
KONAMI CORP                    COM              500485990      223    10000 SH       DEFINED 01              10000        0        0
KOOKMIN BANK NEW               COM              500497995     9682   231503 SH       DEFINED 01             231503        0        0
KOOKMIN BANK NEW               COM              500497995      306     7316 SH       DEFINED 01 05               0     7316        0
KOPIN                          COM              500600101     1833   201208 SH       DEFINED 01             201208        0        0
KOREA ELEC POWER               COM              500610993       90     4611 SH       DEFINED 01               4611        0        0
KOREA TELECOM ADR              COM              50063P103     3477   145000 SH       DEFINED 01             145000        0        0
KOREA TELECOM ADR              COM              50063P103     5875   245000 SH       DEFINED 01 05               0   245000        0
KORN/FERRY INTL                COM              500643200       13     1296 SH       DEFINED 01               1296        0        0
KOSAN BIOSCIENCED INC          COM              50064W107        5      703 SH       DEFINED 01                703        0        0
KRAFT FOODS CL A               COM              50075N104    54857  1419329 SH       DEFINED 01            1419329        0        0
KRAFT FOODS CL A               COM              50075N104    12170   314866 SH       DEFINED 01 05               0   314866        0
KRISPY KREME DONUTS            COM              501014104      237     5800 SH       DEFINED 01 02               0     5800        0
KRISPY KREME DOUGHNUTS         COM              501014104        6      150 SH       DEFINED 01                  0      150        0
KRISPY KREME DOUGHNUTS         COM              501014104    15571   381174 SH       DEFINED 01             381174        0        0
KRISPY KREME DOUGHNUTS         COM              501014104    30638   750000 SH       DEFINED 01 05               0   750000        0
KROGER                         COM              501044101    46902  2116473 SH       DEFINED 01            2116473        0        0
KROGER                         COM              501044101     6737   303977 SH       DEFINED 01 03               0   303977        0
KROGER                         COM              501044101     7665   345934 SH       DEFINED 01 05               0   345934        0
KROGER CO.                     COM              501044101      355    16000 SH       DEFINED 01                  0    16000        0
KROGER CO.                     COM              501044101    49864  2250058 SH       DEFINED 01 02               0  2250058        0
KROLL                          COM              501049100     1150    69076 SH       DEFINED 01              69076        0        0
KRONOS                         COM              501052104     6147   130824 SH       DEFINED 01             130824        0        0
KRONOS                         COM              501052104      188     4000 SH       DEFINED 01 05               0     4000        0
KRONOS INC                     COM              501052104        4       80 SH       DEFINED 01 02               0       80        0
KULICKE & SOFFA INDS           COM              501242101     3141   150937 SH       DEFINED 01             150937        0        0
KULICKE &SOFFA IND             COM              501242101       14      670 SH       DEFINED 01 02               0      670        0
KUONI REISEN AG REG SHARES     COM              501255996      295      890 SH       DEFINED 01                890        0        0
KYOCERA CORPORATION            COM              501556104       63      916 SH       DEFINED 01                916        0        0
KYUSHU ELECTRIC POWER          COM              501588990      817    58000 SH       DEFINED 01              58000        0        0
KYUSHU ELECTRIC POWER          COM              501588990     1669   118400 SH       DEFINED 01 03               0   118400        0
LI & FUNG LTD-NEW              COM              501918999      342   214000 SH       DEFINED 01             214000        0        0
LTV CORP NEW                   COM              501921100        0      471 SH       DEFINED 01                471        0        0
LNR PPTY CORP                  COM              501940100     3858   110008 SH       DEFINED 01             110008        0        0
LSI LOGIC                      COM              502161102    15156   891548 SH       DEFINED 01             891548        0        0
LSI LOGIC                      COM              502161102     2297   135162 SH       DEFINED 01 03               0   135162        0
LSI LOGIC                      COM              502161102      517    30386 SH       DEFINED 01 05               0    30386        0
LTX                            COM              502392103    13705   504069 SH       DEFINED 01             504069        0        0
LTX                            COM              502392103    16996   625100 SH       DEFINED 01 05               0   625100        0
LTX CORP                       COM              502392103      160     5900 SH       DEFINED 01 02               0     5900        0
L-3 COMMUNICATIONS             COM              502424104     1456    13000 SH       DEFINED 01                  0    13000        0
L-3 COMMUNICATIONS HOLDINGS    COM              502424104     3475    31033 SH       DEFINED 01              31033        0        0
L-3 COMMUNICATIONS HOLDINGS    COM              502424104      246     2200 SH       DEFINED 01 03               0     2200        0
L-3 COMMUNICATIONS HOLDINGS    COM              502424104       90      800 SH       DEFINED 01 05               0      800        0
METRO AG                       COM              5041413         24      700 SH       DEFINED 01 10             700        0        0
LA QUINTA CORP                 COM              50419U202        8     1159 SH       DEFINED 01               1159        0        0
SWEDISH MATC                   COM              5048566          5      743 SH       DEFINED 01 10             743        0        0
UPM-KYMMENE                    COM              5051252         27      800 SH       DEFINED 01 10             800        0        0
OTE (HELLENIC TLCM)            COM              5051605         17     1140 SH       DEFINED 01 10            1140        0        0
LA-Z-BOY                       COM              505336107     5133   186990 SH       DEFINED 01             186990        0        0
LABOR READY                    COM              505401208     1603   205505 SH       DEFINED 01             205505        0        0
LABOR READY                    COM              505401208       89    11400 SH       DEFINED 01 05               0    11400        0
LABOR READY INC                COM              505401208        1      150 SH       DEFINED 01 02               0      150        0
LAB CORP OF AMERICA            COM              50540R409      230     2400 SH       DEFINED 01 02               0     2400        0
LABORATORY CORP AMERICA HOLDGI COM              50540R409       10      100 SH       DEFINED 01                  0      100        0
LABORATORY CORP AMERICA HOLDGI COM              50540R409    77220   805560 SH       DEFINED 01             805560        0        0
LABORATORY CORP AMERICA HOLDGI COM              50540R409    53358   556632 SH       DEFINED 01 05               0   556632        0
LABRANCHE                      COM              505447102       65     2083 SH       DEFINED 01               2083        0        0
LACLEDE GROUP                  COM              505597104     1349    57915 SH       DEFINED 01              57915        0        0
LAFARGE                        COM              505861989     7840    87681 SH       DEFINED 01              87681        0        0
LAFARGE                        COM              505861989     3900    43611 SH       DEFINED 01 03               0    43611        0
LAFARGE                        COM              505861989    10663   119245 SH       DEFINED 01 05               0   119245        0
LAFARGE NORTH AMERICA INC      COM              505862102    15792   365198 SH       DEFINED 01             365198        0        0
LAFARGE NORTH AMERICA INC      COM              505862102      602    13930 SH       DEFINED 01 05               0    13930        0
PUBLIGROUPE AG                 COM              5064744          1        6 SH       DEFINED 01 10               6        0        0
TELE2 AB                       COM              5065060         11      350 SH       DEFINED 01 10             350        0        0
BAYER AG                       COM              5069211         75     2200 SH       DEFINED 01 10            2200        0        0
STORA ENSO                     COM              5072673         12      925 SH       DEFINED 01 10             925        0        0
MEDIASET                       COM              5077946         26     3000 SH       DEFINED 01 10            3000        0        0
BASF AG                        COM              5086577         69     1700 SH       DEFINED 01 10            1700        0        0
GEHE AG                        COM              5105182          8      200 SH       DEFINED 01 10             200        0        0
BEIERSDORF A                   COM              5107401         24      200 SH       DEFINED 01 10             200        0        0
HEIDELBERGER                   COM              5120679          5      100 SH       DEFINED 01 10             100        0        0
LAM RESEARCH                   COM              512807108    40969  1397282 SH       DEFINED 01            1397282        0        0
LAM RESEARCH                   COM              512807108    31848  1086200 SH       DEFINED 01 05               0  1086200        0
LAM RESEARCH CORP              COM              512807108      235     8000 SH       DEFINED 01 02               0     8000        0
LAMAR ADVERTISING              COM              512815101     1105    27186 SH       DEFINED 01              27186        0        0
FRESENIUS ME                   COM              5129074         11      179 SH       DEFINED 01 10             179        0        0
LANCASTER COLONY               COM              513847103       56     1518 SH       DEFINED 01               1518        0        0
ALITALIA LINEE                 COM              5140343          3     4000 SH       DEFINED 01 10            4000        0        0
LANCE                          COM              514606102     1274    89093 SH       DEFINED 01              89093        0        0
LANDAMERICA FINANCIAL GROUP    COM              514936103     1974    57000 SH       DEFINED 01              57000        0        0
LANDS' END                     COM              515086106       50     1096 SH       DEFINED 01               1096        0        0
LANDRY'S RESTAURANTS           COM              51508L103     3598   156684 SH       DEFINED 01             156684        0        0
LANDRY'S RESTAURANTS           COM              51508L103       11      480 SH       DEFINED 01 02               0      480        0
LANDRY'S RESTAURANTS           COM              51508L103      217     9450 SH       DEFINED 01 05               0     9450        0
LANDSTAR SYSTEM                COM              515098101     4963    53478 SH       DEFINED 01              53478        0        0
LANDSTAR SYSTEM                COM              515098101      185     1991 SH       DEFINED 01 05               0     1991        0
LANDSTAR SYSTEM INC            COM              515098101        4       40 SH       DEFINED 01 02               0       40        0
LANTE CORP                     COM              516540101        0       84 SH       DEFINED 01                 84        0        0
LANTRONIX                      COM              516548104      550   212200 SH       DEFINED 01             212200        0        0
FRANCE TELEC                   COM              5176177         59     1918 SH       DEFINED 01 10            1918        0        0
LATITUDE COMMUNICATIONS        COM              518292107      184    80069 SH       DEFINED 01              80069        0        0
LATTICE GROUP                  COM              518411996      163    65700 SH       DEFINED 01              65700        0        0
LATTICE SEMICONDUCTR           COM              518415104       70     3986 SH       DEFINED 01               3986        0        0
ESTE  LAUDER                   COM              518439104        9      271 SH       DEFINED 01                271        0        0
CIAB SPECIALTY                 COM              5196744          7       98 SH       DEFINED 01 10              98        0        0
ROYAL DUTCH                    COM              5202704        364     6654 SH       DEFINED 01 10            6654        0        0
VEDIOR                         COM              5205361          3      233 SH       DEFINED 01 10             233        0        0
LAWSON PRODUCTS                COM              520776105      852    29571 SH       DEFINED 01              29571        0        0
LAWSON SOFTWARE                COM              520780107     2637   219700 SH       DEFINED 01             219700        0        0
LAWSON SOFTWARE                COM              520780107     4745   395450 SH       DEFINED 01 05               0   395450        0
HAGEMEYER                      COM              5209073          5      248 SH       DEFINED 01 10             248        0        0
LEAP WIRELESS INTL             COM              521863100        8     1000 SH       DEFINED 01                  0     1000        0
LEAP WIRELESS INTL             COM              521863100     2281   270945 SH       DEFINED 01             270945        0        0
LEAP WIRELESS INTL             COM              521863100      176    20861 SH       DEFINED 01 05               0    20861        0
LEAP WIRELESS INTL I           COM              521863100        3      340 SH       DEFINED 01 02               0      340        0
LEAR                           COM              521865105     1768    37152 SH       DEFINED 01              37152        0        0
LEAR                           COM              521865105       64     1350 SH       DEFINED 01 05               0     1350        0
LEARNING TREE INTL             COM              522015106     1243    51366 SH       DEFINED 01              51366        0        0
LEARNING TREE INTL             COM              522015106      102     4234 SH       DEFINED 01 05               0     4234        0
GROUP 4 FALCK A/S              COM              5223459          6       53 SH       DEFINED 01 10              53        0        0
SAMPO-LEONIA PLC               COM              5226038          9     1000 SH       DEFINED 01 10            1000        0        0
ALLIANZ AG                     COM              5231485        154      645 SH       DEFINED 01 10             645        0        0
UPONOR OYJ                     COM              5232671          2      100 SH       DEFINED 01 10             100        0        0
LEE ENTERPRISES                COM              523768109       62     1663 SH       DEFINED 01               1663        0        0
LEE ENTERPRISES INC            COM              523768109        3       90 SH       DEFINED 01 02               0       90        0
LEGATO                         COM              524651106      198    22000 SH       DEFINED 01                  0    22000        0
LEGATO                         COM              524651106        1      160 SH       DEFINED 01 02               0      160        0
LEGATO SYSTEMS                 COM              524651106     8374   929252 SH       DEFINED 01             929252        0        0
LEGATO SYSTEMS                 COM              524651106      346    38400 SH       DEFINED 01 05               0    38400        0
LEGGETT & PLATT                COM              524660107     6940   279847 SH       DEFINED 01             279847        0        0
LEGGETT & PLATT                COM              524660107     1235    49801 SH       DEFINED 01 03               0    49801        0
LEGGETT & PLATT                COM              524660107     3819   153986 SH       DEFINED 01 05               0   153986        0
LEGG MASON                     COM              524901105    31969   602283 SH       DEFINED 01             602283        0        0
LEGG MASON                     COM              524901105     7024   132332 SH       DEFINED 01 03               0   132332        0
LEGG MASON                     COM              524901105      813    15308 SH       DEFINED 01 05               0    15308        0
LEGG MASON INC                 COM              524901105   151661  2857214 SH       DEFINED 01 02               0  2857214        0
LEHMAN BROS HOLDINGS           COM              524908100     2398    37100 SH       DEFINED 01 02               0    37100        0
LEHMAN BROTHERS HOLDINGS       COM              524908100   168354  2604502 SH       DEFINED 01            2604502        0        0
LEHMAN BROTHERS HOLDINGS       COM              524908100     7957   123099 SH       DEFINED 01 03               0   123099        0
LEHMAN BROTHERS HOLDINGS       COM              524908100    15240   235754 SH       DEFINED 01 05               0   235754        0
ABN-AMRO HLD                   COM              5250769         84     4422 SH       DEFINED 01 10            4422        0        0
AHOLD (KON)                    COM              5252602         65     2475 SH       DEFINED 01 10            2475        0        0
SAPA AB                        COM              5255850          1      100 SH       DEFINED 01 10             100        0        0
AUTOGRILL SP                   COM              5256206         11     1000 SH       DEFINED 01 10            1000        0        0
BULGARI SPA                    COM              5256477          9     1000 SH       DEFINED 01 10            1000        0        0
LENNAR                         COM              526057104     2463    46685 SH       DEFINED 01              46685        0        0
LENNOX INTL                    COM              526107107     2296   173672 SH       DEFINED 01             173672        0        0
LENNOX INTL                    COM              526107107       10      790 SH       DEFINED 01 02               0      790        0
FLS INDUSTRI                   COM              5263574          1      100 SH       DEFINED 01 10             100        0        0
SULZER MEDICA                  COM              5268319          2       20 SH       DEFINED 01 10              20        0        0
ENDESA SA                      COM              5271782         46     3103 SH       DEFINED 01 10            3103        0        0
LEUCADIA NATL                  COM              527288104     3899   109067 SH       DEFINED 01             109067        0        0
LEUCADIA NATL                  COM              527288104      497    13900 SH       DEFINED 01 05               0    13900        0
LEVEL 3 COMM                   COM              52729N100       10     2875 SH       DEFINED 01               2875        0        0
ALTANA AG                      COM              5273131          5      100 SH       DEFINED 01 10             100        0        0
DEUTSCHE                       COM              5287488         17     1100 SH       DEFINED 01 10            1100        0        0
LEXAR MEDIA INC                COM              52886P104        1      467 SH       DEFINED 01                467        0        0
LEXICON GENETICS               COM              528872104     1614   170813 SH       DEFINED 01             170813        0        0
LEXICON GENETICS               COM              528872104      114    12100 SH       DEFINED 01 05               0    12100        0
AUSTRIAN AIRLINES              COM              5288726          1       65 SH       DEFINED 01 10              65        0        0
MUNCHENER                      COM              5294121         93      374 SH       DEFINED 01 10             374        0        0
TELECOM ITAL                   COM              5297313         11     2000 SH       DEFINED 01 10            2000        0        0
TELECOM ITAL                   COM              5297506         91    11000 SH       DEFINED 01 10           11000        0        0
LEXMARK INTL CL A              COM              529771107    22913   400747 SH       DEFINED 01             400747        0        0
LEXMARK INTL CL A              COM              529771107     1883    32936 SH       DEFINED 01 03               0    32936        0
LEXMARK INTL CL A              COM              529771107      701    12248 SH       DEFINED 01 05               0    12248        0
LEXMARK INTL INC               COM              529771107     1144    20000 SH       DEFINED 01                  0    20000        0
LEXMARK INTL INC               COM              529771107     2667    46650 SH       DEFINED 01 02               0    46650        0
LG ELECTRONICS                 COM              529833998      296     8724 SH       DEFINED 01               8724        0        0
BIC                            COM              5298781          4      120 SH       DEFINED 01 10             120        0        0
LIBBEY                         COM              529898108     1812    47038 SH       DEFINED 01              47038        0        0
LIBERATE TECH                  COM              530129105        3      560 SH       DEFINED 01                560        0        0
AUTOMATIC DATA PROCESSING      COM              53015103       268     4600 SH       DEFINED 11 12               0     4600        0
LIBERTY CORP  S C              COM              530370105       40     1000 SH       DEFINED 01                  0     1000        0
LIBERTY CORP  S C              COM              530370105        8      189 SH       DEFINED 01                189        0        0
LIBERTY TX EXMPT INS           COM              530544402       29     3477 SH       DEFINED 01 02               0     3477        0
LIBERTY MEDIA                  COM              530718105     6305   498817 SH       DEFINED 01                  0   498817        0
LIBERTY MEDIA                  COM              530718105       63     5000 SH       DEFINED 01 02               0     5000        0
LIBERTY MEDIA CL A             COM              530718105      132    10500 SH       DEFINED 01                  0    10500        0
LIBERTY MEDIA CL A             COM              530718105    22623  1789795 SH       DEFINED 01            1789795        0        0
LIBERTY MEDIA CL A             COM              530718105    22532  1782554 SH       DEFINED 01 05               0  1782554        0
LIBERTY PROPERTY TRU           COM              531172104        4      130 SH       DEFINED 01                130        0        0
LIFEPOINT HOSP INC             COM              53219L109    48221  1304710 SH       DEFINED 01 02               0  1304710        0
LIFEPOINT HOSPITALS            COM              53219L109       52     1400 SH       DEFINED 01                  0     1400        0
LIFEPOINT HOSPITALS            COM              53219L109    15131   409404 SH       DEFINED 01             409404        0        0
LIFEPOINT HOSPITALS            COM              53219L109     1031    27900 SH       DEFINED 01 03               0    27900        0
LIFEPOINT HOSPITALS            COM              53219L109    12469   337350 SH       DEFINED 01 05               0   337350        0
LIGHTBRIDGE INC                COM              532226107     3773   324400 SH       DEFINED 01             324400        0        0
LIGHTBRIDGE INC                COM              532226107      330    28400 SH       DEFINED 01 05               0    28400        0
LIHIR GOLD                     COM              532300993     1068  1300000 SH       DEFINED 01            1300000        0        0
LIHIR GOLD                     COM              532300993      855  1040740 SH       DEFINED 01 03               0  1040740        0
ELI LILLY                      COM              532457108      206     2710 SH       DEFINED 01 02               0     2710        0
LILLY (ELI)                    COM              532457108    46150   605637 SH       DEFINED 01             605637        0        0
LILLY (ELI)                    COM              532457108    23815   312529 SH       DEFINED 01 03               0   312529        0
LILLY (ELI)                    COM              532457108     5379    70590 SH       DEFINED 01 05               0    70590        0
LIMITED                        COM              532716107    20682  1155420 SH       DEFINED 01            1155420        0        0
LIMITED                        COM              532716107     2341   130762 SH       DEFINED 01 03               0   130762        0
LIMITED                        COM              532716107     5654   315892 SH       DEFINED 01 05               0   315892        0
THE LIMITED INC                COM              532716107      703    39270 SH       DEFINED 01                  0    39270        0
LINCARE HOLDINGS               COM              532791100    26467   975923 SH       DEFINED 01             975923        0        0
LINCARE HOLDINGS               COM              532791100     4217   155500 SH       DEFINED 01 03               0   155500        0
LINCARE HOLDINGS               COM              532791100      621    22896 SH       DEFINED 01 05               0    22896        0
LINCARE HOLDINGS INC           COM              532791100    51355  1893630 SH       DEFINED 01 02               0  1893630        0
MODERN TIMES                   COM              5328127          4      159 SH       DEFINED 01 10             159        0        0
DASSAULT SYS                   COM              5330047         13      258 SH       DEFINED 01 10             258        0        0
ACS ACTIVIDA                   COM              5333381          4      129 SH       DEFINED 01 10             129        0        0
LINCOLN ELECTRIC HOLDINGS      COM              533900106     5303   185597 SH       DEFINED 01             185597        0        0
LINCOLN ELECTRIC HOLDINGS      COM              533900106      409    14300 SH       DEFINED 01 05               0    14300        0
LINCOLN NAT                    COM              534187109      875    17240 SH       DEFINED 01 02               0    17240        0
LINCOLN NATL                   COM              534187109      302     5950 SH       DEFINED 01                  0     5950        0
LINCOLN NATL                   COM              534187109    84963  1674807 SH       DEFINED 01            1674807        0        0
LINCOLN NATL                   COM              534187109     3495    68905 SH       DEFINED 01 03               0    68905        0
LINCOLN NATL                   COM              534187109     2374    46802 SH       DEFINED 01 05               0    46802        0
LINDE AG                       COM              535055990       64     1301 SH       DEFINED 01               1301        0        0
LINDSAY MFG                    COM              535555106     1868    76731 SH       DEFINED 01              76731        0        0
LINEAR TECHNOLOGY              COM              535678106      855    19330 SH       DEFINED 01              19330        0        0
LINEAR TECHNOLOGY              COM              535678106     3556    80426 SH       DEFINED 01 03               0    80426        0
LINEAR TECHNOLOGY              COM              535678106      128     2886 SH       DEFINED 01 05               0     2886        0
LINENS 'N THINGS               COM              535679104       67     2200 SH       DEFINED 01                  0     2200        0
LINENS 'N THINGS               COM              535679104     4486   146930 SH       DEFINED 01             146930        0        0
LION BIOSCIENCE ORD            COM              536100993       58     5800 SH       DEFINED 01               5800        0        0
LIQUID AUDIO                   COM              53631T102        0       62 SH       DEFINED 01                 62        0        0
NORDEA                         COM              5380031         41     7199 SH       DEFINED 01 10            7199        0        0
LIZ CLAIBORNE                  COM              539320101      305    10750 SH       DEFINED 01                  0    10750        0
LIZ CLAIBORNE                  COM              539320101     3759   132544 SH       DEFINED 01             132544        0        0
LIZ CLAIBORNE                  COM              539320101      756    26664 SH       DEFINED 01 03               0    26664        0
LIZ CLAIBORNE                  COM              539320101     6266   220956 SH       DEFINED 01 05               0   220956        0
LLOYDS TSB GROUP ADR           COM              539439109     2473    59600 SH       DEFINED 01              59600        0        0
LLOYDS TSB GROUP               COM              539500991    15783  1537396 SH       DEFINED 01            1537396        0        0
LLOYDS TSB GROUP               COM              539500991     4727   460390 SH       DEFINED 01 03               0   460390        0
LLOYDS TSB GROUP               COM              539500991    11467  1116910 SH       DEFINED 01 05               0  1116910        0
LOCAL FINANCIAL                COM              539553107     2031   129050 SH       DEFINED 01             129050        0        0
LOCAL FINANCIAL                COM              539553107      194    12350 SH       DEFINED 01 05               0    12350        0
LOCAL FINANCIAL CORP           COM              539553107        9      580 SH       DEFINED 01 02               0      580        0
LOCKHEED MARTIN                COM              539830109       29      500 SH       DEFINED 01                  0      500        0
LOCKHEED MARTIN                COM              539830109   132027  2292928 SH       DEFINED 01            2292928        0        0
LOCKHEED MARTIN                COM              539830109     8030   139468 SH       DEFINED 01 03               0   139468        0
LOCKHEED MARTIN                COM              539830109    29372   510110 SH       DEFINED 01 05               0   510110        0
LODGENET ENT                   COM              540211109       63     3700 SH       DEFINED 01                  0     3700        0
NUTRICIA                       COM              5402601          6      217 SH       DEFINED 01 10             217        0        0
LOEWS                          COM              540424108   107018  1826863 SH       DEFINED 01            1826863        0        0
LOEWS                          COM              540424108     5699    97285 SH       DEFINED 01 03               0    97285        0
LOEWS                          COM              540424108     4406    75215 SH       DEFINED 01 05               0    75215        0
LOEWS CORP                     COM              540424108     1488    25400 SH       DEFINED 01 02               0    25400        0
LOGITECH INTERNATIONAL         COM              541410999       86     1819 SH       DEFINED 01               1819        0        0
LONE STAR STEAKHOUSE & SALOON  COM              542307103     1542    73825 SH       DEFINED 01              73825        0        0
LONE STAR TECHNOLOG            COM              542312103        3      145 SH       DEFINED 01 02               0      145        0
LONE STAR TECHNOLOGIES         COM              542312103     2812   123284 SH       DEFINED 01             123284        0        0
LONE STAR TECHNOLOGIES         COM              542312103      103     4534 SH       DEFINED 01 05               0     4534        0
LONGS DRUG STORES              COM              543162101       43     1522 SH       DEFINED 01               1522        0        0
LONGVIEW FIBRE                 COM              543213102       18     1693 SH       DEFINED 01               1693        0        0
LONMIN                         COM              543399992     1423    84000 SH       DEFINED 01              84000        0        0
LOOKSMART LTD                  COM              543442107        1      427 SH       DEFINED 01                427        0        0
KAMPS AG                       COM              5437078          2      200 SH       DEFINED 01 10             200        0        0
OM AB                          COM              5437744          2      200 SH       DEFINED 01 10             200        0        0
METROVACESA                    COM              5442685          2      128 SH       DEFINED 01 10             128        0        0
TELEPIZZA                      COM              5443365          1      505 SH       DEFINED 01 10             505        0        0
ALTADIS SA                     COM              5444012         16      864 SH       DEFINED 01 10             864        0        0
OCE NV                         COM              5446751          2      197 SH       DEFINED 01 10             197        0        0
OYJ HARWALL                    COM              5446944          4      150 SH       DEFINED 01 10             150        0        0
GAMBRO AB                      COM              5450031          3      500 SH       DEFINED 01 10             500        0        0
GAMBRO AB                      COM              5450053          1      200 SH       DEFINED 01 10             200        0        0
LOUDEYE TECHNOLOGIES           COM              545754103        0       80 SH       DEFINED 01                 80        0        0
AKZO NOBEL N                   COM              5458314         40      863 SH       DEFINED 01 10             863        0        0
ORKLA ASA                      COM              5459715         15      835 SH       DEFINED 01 10             835        0        0
SKANDIA INSU                   COM              5461572         15     3000 SH       DEFINED 01 10            3000        0        0
LOUISIANA PAC.                 COM              546347105       14     1320 SH       DEFINED 01 02               0     1320        0
LOUISIANA-PACIFIC              COM              546347105     3263   303871 SH       DEFINED 01             303871        0        0
LOUISIANA-PACIFIC              COM              546347105      284    26476 SH       DEFINED 01 03               0    26476        0
LOUISIANA-PACIFIC              COM              546347105      286    26630 SH       DEFINED 01 05               0    26630        0
LOUISVILLE G&E PFD             PRF              546676800     1197    12000 SH       DEFINED 01 04               0    12000        0
ELECTROLUX A                   COM              5466782         14      800 SH       DEFINED 01 10             800        0        0
EBRO PULEVA SA                 COM              5468324          1       51 SH       DEFINED 01 10              51        0        0
PETROLEUM GE                   COM              5469372          1      200 SH       DEFINED 01 10             200        0        0
TIETOENATOR                    COM              5479702          5      200 SH       DEFINED 01 10             200        0        0
TPG NV                         COM              5481558         24     1147 SH       DEFINED 01 10            1147        0        0
LOWES COMPANIES                COM              548661107     4282    98420 SH       DEFINED 01 02               0    98420        0
LOWE'S COMPANIES               COM              548661107       15      350 SH       DEFINED 01                  0      350        0
LOWE'S COMPANIES               COM              548661107    22311   513015 SH       DEFINED 01             513015        0        0
LOWE'S COMPANIES               COM              548661107     9659   222113 SH       DEFINED 01 03               0   222113        0
LOWE'S COMPANIES               COM              548661107    26831   616941 SH       DEFINED 01 05               0   616941        0
LUBRIZOL                       COM              549271104       62     1767 SH       DEFINED 01               1767        0        0
LUBY'S CAFETERIAS              COM              549282101      468    68803 SH       DEFINED 01              68803        0        0
LUCENT TECHNOLOGIES            COM              549463107       94    19800 SH       DEFINED 01                  0    19800        0
LUCENT TECHNOLOGIES            COM              549463107    10984  2322309 SH       DEFINED 01            2322309        0        0
LUCENT TECHNOLOGIES            COM              549463107      218    46100 SH       DEFINED 01 02               0    46100        0
LUCENT TECHNOLOGIES            COM              549463107     4437   938036 SH       DEFINED 01 03               0   938036        0
LUCENT TECHNOLOGIES            COM              549463107     3860   816126 SH       DEFINED 01 05               0   816126        0
LUCENT CVT PFD CVT             PRF              549463305      183      200 SH       DEFINED 01                  0      200        0
VOLKSWAGEN A                   COM              5497102         47      900 SH       DEFINED 01 10             900        0        0
VOLKSWAGEN A                   COM              5497168          7      200 SH       DEFINED 01 10             200        0        0
ACERINOX SA                    COM              5500118          5      138 SH       DEFINED 01 10             138        0        0
BCO BILBAO ARGENTARIA          COM              5501906        117     9860 SH       DEFINED 01 10            9860        0        0
VALLEHERMOSO                   COM              5504789          2      304 SH       DEFINED 01 10             304        0        0
PIN-PRINTEMP                   COM              5505072         35      299 SH       DEFINED 01 10             299        0        0
LYDALL                         COM              550819106      693    48841 SH       DEFINED 01              48841        0        0
BUHRMANN NV                    COM              5516751          3      232 SH       DEFINED 01 10             232        0        0
WILLIAM LYON HOMES             COM              552074106      886    47000 SH       DEFINED 01              47000        0        0
WILLIAM LYON HOMES             COM              552074106        5      260 SH       DEFINED 01 02               0      260        0
WILLIAM LYON HOMES             COM              552074106       89     4700 SH       DEFINED 01 05               0     4700        0
LYONDELL CHEMICAL              COM              552078107      795    47828 SH       DEFINED 01              47828        0        0
M-CELL LTD                     COM              552600991     1730  1478300 SH       DEFINED 01            1478300        0        0
M-CELL LTD                     COM              552600991       50    42600 SH       DEFINED 01 05               0    42600        0
M&T BANK                       COM              55261F104     1382    17198 SH       DEFINED 01              17198        0        0
MAF BANCORP                    COM              55261R108     3555   100876 SH       DEFINED 01             100876        0        0
MAF BANCORP                    COM              55261R108      132     3743 SH       DEFINED 01 05               0     3743        0
MBIA                           COM              55262C100    22045   403095 SH       DEFINED 01             403095        0        0
MBIA                           COM              55262C100     2883    52719 SH       DEFINED 01 03               0    52719        0
MBIA                           COM              55262C100      734    13415 SH       DEFINED 01 05               0    13415        0
MBNA                           COM              55262L100     4573   118566 SH       DEFINED 01                  0   118566        0
MBNA                           COM              55262L100   322078  8350497 SH       DEFINED 01            8350497        0        0
MBNA                           COM              55262L100      517    13406 SH       DEFINED 01 02               0    13406        0
MBNA                           COM              55262L100     9293   240942 SH       DEFINED 01 03               0   240942        0
MBNA                           COM              55262L100    65756  1704846 SH       DEFINED 01 05               0  1704846        0
M.D.C. HOLDINGS                COM              552676108     6064   140382 SH       DEFINED 01             140382        0        0
M.D.C. HOLDINGS                COM              552676108      161     3730 SH       DEFINED 01 05               0     3730        0
MDC HOLDINGS INC               COM              552676108       12      268 SH       DEFINED 01 02               0      268        0
MDU RESOURCES GROUP            COM              552690109    31973  1031385 SH       DEFINED 01            1031385        0        0
MCSI INC                       COM              55270M108      524    44000 SH       DEFINED 01              44000        0        0
MCSI INC                       COM              55270M108        5      400 SH       DEFINED 01 02               0      400        0
MCSI INC                       COM              55270M108       48     4000 SH       DEFINED 01 05               0     4000        0
MEMC ELECTRONIC MAT            COM              552715104        1      164 SH       DEFINED 01                164        0        0
MGIC INVESTMENT                COM              552848103      183     2674 SH       DEFINED 01               2674        0        0
MGIC INVESTMENT                COM              552848103     1858    27157 SH       DEFINED 01 03               0    27157        0
MGIC INVESTMENT                COM              552848103       67      975 SH       DEFINED 01 05               0      975        0
BANC NAZIO                     COM              5528604          6     2672 SH       DEFINED 01 10            2672        0        0
MGI PHARMA                     COM              552880106     1016    73816 SH       DEFINED 01              73816        0        0
DAIMLERCHRYS                   COM              5529027        132     2900 SH       DEFINED 01 10            2900        0        0
MGM MIRAGE                     COM              552953101     3677   101490 SH       DEFINED 01             101490        0        0
MGM MIRAGE                     COM              552953101     3804   105000 SH       DEFINED 01 05               0   105000        0
M/I SCHOTTENSTEIN HM           COM              55305B101        9      165 SH       DEFINED 01 02               0      165        0
MKS INSTRUMENT INC             COM              55306N104       12      345 SH       DEFINED 01                345        0        0
MM02 PLC                       COM              553095993       11    11100 SH       DEFINED 01              11100        0        0
SWISSCOM AG                    COM              5533976         45      150 SH       DEFINED 01 10             150        0        0
MPS GROUP                      COM              553409103     3440   393171 SH       DEFINED 01             393171        0        0
MPS GROUP                      COM              553409103      247    28200 SH       DEFINED 01 05               0    28200        0
MRV COMMUNICATIONS             COM              553477100        1      424 SH       DEFINED 01                424        0        0
MRO SOFTWARE                   COM              55347W105     1363   109538 SH       DEFINED 01             109538        0        0
MRO SOFTWARE                   COM              55347W105       48     3850 SH       DEFINED 01 05               0     3850        0
MRO SOFTWARE INC               COM              55347W105        5      470 SH       DEFINED 01 02               0      470        0
MSC.SOFTWARE CORP              COM              553531104        6      270 SH       DEFINED 01 02               0      270        0
MTI TECHOLOGY CORP             COM              553903105        0      136 SH       DEFINED 01                136        0        0
DROTT AB-B SHS                 COM              5541087          3      300 SH       DEFINED 01 10             300        0        0
MACDERMID                      COM              554273102     2134    98542 SH       DEFINED 01              98542        0        0
MACERICH CO                    COM              554382101        3       99 SH       DEFINED 01                 99        0        0
MACK-CALI REALTY               COM              554489104        8      223 SH       DEFINED 01                223        0        0
SECURITAS                      COM              5554041         20     1000 SH       DEFINED 01 10            1000        0        0
AUTOSTRADE SPA                 COM              5554654         26     3448 SH       DEFINED 01 10            3448        0        0
SAN PAOLO-IM                   COM              5556575         40     3400 SH       DEFINED 01 10            3400        0        0
SONERA OYJ                     COM              5556586          9     1900 SH       DEFINED 01 10            1900        0        0
MACROVISION                    COM              555904101       52     1940 SH       DEFINED 01               1940        0        0
MACRO MEDIA                    COM              556100105       35     1700 SH       DEFINED 01                  0     1700        0
MACRO MEDIA                    COM              556100105       44     2154 SH       DEFINED 01               2154        0        0
KON VENDEX KBB                 COM              5562389          3      231 SH       DEFINED 01 10             231        0        0
STEVEN MADDEN LTD              COM              556269108     3071   175500 SH       DEFINED 01             175500        0        0
STEVEN MADDEN LTD              COM              556269108      270    15400 SH       DEFINED 01 05               0    15400        0
MAN AG ORD N                   COM              5563520          5      200 SH       DEFINED 01 10             200        0        0
MAN AG NON V                   COM              5563531          2      100 SH       DEFINED 01 10             100        0        0
MAGELLAN HEALTH SERVICES       COM              559079108     1141   200130 SH       DEFINED 01             200130        0        0
MAGELLAN HEALTH SERVICES       COM              559079108      104    18270 SH       DEFINED 01 05               0    18270        0
MAGELLAN HEALTH SVS            COM              559079108        2      320 SH       DEFINED 01 02               0      320        0
MAGNA ENTERTAINMENT            COM              559211107        8     1000 SH       DEFINED 01                  0     1000        0
MAGNA ENTERTAINMENT            COM              559211107      354    43700 SH       DEFINED 01              43700        0        0
MAGNA INTERNATIONAL            COM              559222997     1113    15200 SH       DEFINED 01              15200        0        0
MAGNETEK                       COM              559424106       12     1000 SH       DEFINED 01                  0     1000        0
MAGNETEK                       COM              559424106      806    68881 SH       DEFINED 01              68881        0        0
UCB                            COM              5596991         18      466 SH       DEFINED 01 10             466        0        0
MAIL WELL INC                  COM              560321200        1      153 SH       DEFINED 01                153        0        0
WCM                            COM              5604816          5      533 SH       DEFINED 01 10             533        0        0
MALAYAN BANKING BHD            COM              560801995     4041  1687600 SH       DEFINED 01            1687600        0        0
MALAYAN BANKING BHD            COM              560801995      125    52400 SH       DEFINED 01 05               0    52400        0
MAN AG                         COM              561500992      152     6030 SH       DEFINED 01               6030        0        0
MANAGEMENT NETWORK             COM              561693102      511    93000 SH       DEFINED 01              93000        0        0
MANAGEMENT NETWORK             COM              561693102        1      250 SH       DEFINED 01 02               0      250        0
MANAGEMENT NETWORK             COM              561693102       46     8300 SH       DEFINED 01 05               0     8300        0
MANDALAY RESORT GROUP          COM              562567107       81     2648 SH       DEFINED 01               2648        0        0
MANDALAY RESORT GRP            COM              562567107      829    27000 SH       DEFINED 01                  0    27000        0
MANHATTAN ASS                  COM              562750109        4      105 SH       DEFINED 01 02               0      105        0
MANHATTAN ASSOCIATES           COM              562750109     7096   186246 SH       DEFINED 01             186246        0        0
MANHATTAN ASSOCIATES           COM              562750109      223     5850 SH       DEFINED 01 05               0     5850        0
MANITOWOC                      COM              563571108     5854   148182 SH       DEFINED 01             148182        0        0
MANITOWOC                      COM              563571108      275     6968 SH       DEFINED 01 05               0     6968        0
MANITOWOC CO.                  COM              563571108       15      390 SH       DEFINED 01 02               0      390        0
THYSSENKRUPP AG                COM              5636927         24     1500 SH       DEFINED 01 10            1500        0        0
MANOR CARE                     COM              564055101       33     1400 SH       DEFINED 01                  0     1400        0
MANOR CARE                     COM              564055101       59     2539 SH       DEFINED 01               2539        0        0
MANOR CARE                     COM              564055101      604    25944 SH       DEFINED 01 03               0    25944        0
MANOR CARE                     COM              564055101       22      930 SH       DEFINED 01 05               0      930        0
UNILEVER NV                    COM              5640898        100     1750 SH       DEFINED 01 10            1750        0        0
NAVISION                       COM              5641125          3      100 SH       DEFINED 01 10             100        0        0
CARREFOUR                      COM              5641567         79     1675 SH       DEFINED 01 10            1675        0        0
MANPOWER                       COM              56418H100     5542   142544 SH       DEFINED 01             142544        0        0
MANPOWER                       COM              56418H100     7387   190000 SH       DEFINED 01 05               0   190000        0
MANUF HOME                     COM              564682102        3       88 SH       DEFINED 01                 88        0        0
MANULIFE FINANCIAL CORP        COM              564765998      164     6000 SH       DEFINED 01               6000        0        0
MANUGISTICS GROUP              COM              565011103    45543  2120219 SH       DEFINED 01            2120219        0        0
MANUGISTICS GROUP              COM              565011103     2943   137000 SH       DEFINED 01 03               0   137000        0
MANUGISTICS GROUP              COM              565011103    18889   879365 SH       DEFINED 01 05               0   879365        0
MANUGISTICS GROUP IN           COM              565011103     1589    73950 SH       DEFINED 01 02               0    73950        0
GAS NATURAL                    COM              5650422         18     1054 SH       DEFINED 01 10            1054        0        0
MAP INFO                       COM              565105103      459    45876 SH       DEFINED 01              45876        0        0
EFG EUROBANK                   COM              5654316          7      600 SH       DEFINED 01 10             600        0        0
MARATHON OIL                   COM              565849106    46088  1600287 SH       DEFINED 01            1600287        0        0
MARATHON OIL                   COM              565849106     2465    85613 SH       DEFINED 01 03               0    85613        0
MARATHON OIL                   COM              565849106     4021   139605 SH       DEFINED 01 05               0   139605        0
MARCUS                         COM              566330106     1446    89717 SH       DEFINED 01              89717        0        0
PREUSSAG AG                    COM              5666292         15      500 SH       DEFINED 01 10             500        0        0
REPSOL SA (R                   COM              5669354         45     3602 SH       DEFINED 01 10            3602        0        0
WOLTERS KLUW                   COM              5671519         18      865 SH       DEFINED 01 10             865        0        0
SANOFI-SYNTH                   COM              5671735         98     1521 SH       DEFINED 01 10            1521        0        0
MARIMBA                        COM              56781Q109        0       65 SH       DEFINED 01                 65        0        0
CHARLES VOEGELE HOLDING AG     COM              5682577          1       21 SH       DEFINED 01 10              21        0        0
GRUPO DRAGAD                   COM              5687000          5      405 SH       DEFINED 01 10             405        0        0
HENNES & MAU                   COM              5687431         39     1925 SH       DEFINED 01 10            1925        0        0
AGFA GEVAERT                   COM              5689051          5      325 SH       DEFINED 01 10             325        0        0
ASSA ABLOY                     COM              5698789         11      800 SH       DEFINED 01 10             800        0        0
TDC A/S                        COM              5698790         16      500 SH       DEFINED 01 10             500        0        0
WIENERBERGER AG                COM              5699373          3      162 SH       DEFINED 01 10             162        0        0
SVENSKA                        COM              5703661         27     1900 SH       DEFINED 01 10            1900        0        0
SVENSKA HANDELSBANKEN-B SHS    COM              5703672          1      100 SH       DEFINED 01 10             100        0        0
MARKEL                         COM              570535104      228     1120 SH       DEFINED 01               1120        0        0
BCO SANT CEN                   COM              5705946        112    13324 SH       DEFINED 01 10           13324        0        0
MARKETWATCH.COM INC            COM              570619106        0       40 SH       DEFINED 01                 40        0        0
MARKETSOFT CV                  PRF              570620XX7     4510   924180 SH       DEFINED 01             924180        0        0
MARKETSOFT CV                  PRF              570620XX7     5490  1125000 SH       DEFINED 01 05               0  1125000        0
MARKS & SPENCER GROUP PLC      COM              570697508    17374  3167079 SH       DEFINED 01            3167079        0        0
MARKS & SPENCER GROUP PLC      COM              570697508    22917  4177438 SH       DEFINED 01 05               0  4177438        0
MARKS & SPENCER GROUP PLC REDE COM              570697557     3730  3823786 SH       DEFINED 01            3823786        0        0
MARKS & SPENCER GROUP PLC REDE COM              570697557     5034  5160365 SH       DEFINED 01 05               0  5160365        0
METSO OYJ                      COM              5713422          4      300 SH       DEFINED 01 10             300        0        0
MARS SERIES G                  PRF              571650993     2380  2380000 SH       DEFINED 01            2380000        0        0
MARS SERIES G                  PRF              571650993     4760  4760000 SH       DEFINED 01 05               0  4760000        0
MARS  INC. CVT PFD   CVT PFD   PRF              571650XX3     3000  2702703 SH       DEFINED 01 05               0  2702703        0
MARS CV SERIES D               PRF              571650XY1     2143  2142857 SH       DEFINED 01            2142857        0        0
MARS CV SERIES D               PRF              571650XY1     2619  2619048 SH       DEFINED 01 05               0  2619048        0
MARSH & MCLENNAN               COM              571748102       39      350 SH       DEFINED 01                  0      350        0
MARSH & MCLENNAN               COM              571748102   394844  3502251 SH       DEFINED 01            3502251        0        0
MARSH & MCLENNAN               COM              571748102     8173    72491 SH       DEFINED 01 03               0    72491        0
MARSH & MCLENNAN               COM              571748102   132537  1175598 SH       DEFINED 01 05               0  1175598        0
MARSH MCLENNAN CO              COM              571748102    29078   257925 SH       DEFINED 01 02               0   257925        0
MARSHALL & ILSLEY              COM              571834100      163     2621 SH       DEFINED 01               2621        0        0
MARSHALL & ILSLEY              COM              571834100     1688    27125 SH       DEFINED 01 03               0    27125        0
MARSHALL & ILSLEY              COM              571834100       61      973 SH       DEFINED 01 05               0      973        0
MARRIOTT INTL CL A             COM              571903202   231034  5139789 SH       DEFINED 01            5139789        0        0
MARRIOTT INTL CL A             COM              571903202      221     4909 SH       DEFINED 01 02               0     4909        0
MARRIOTT INTL CL A             COM              571903202     2745    61076 SH       DEFINED 01 03               0    61076        0
MARRIOTT INTL CL A             COM              571903202    59104  1314891 SH       DEFINED 01 05               0  1314891        0
MLP AG                         COM              5720273          6       84 SH       DEFINED 01 10              84        0        0
BPI SGPS                       COM              5721759          3     1462 SH       DEFINED 01 10            1462        0        0
HUGO BOSS VZ                   COM              5726709          3      149 SH       DEFINED 01 10             149        0        0
SIEMENS AG                     COM              5727973        186     2800 SH       DEFINED 01 10            2800        0        0
MARTEK BIOSCIENCES             COM              572901106     1259    40000 SH       DEFINED 01              40000        0        0
AGUAS DE                       COM              5729065          4      328 SH       DEFINED 01 10             328        0        0
TELEFONICA S                   COM              5732524        157    13968 SH       DEFINED 01 10           13968        0        0
QIAGEN NV                      COM              5732825          5      307 SH       DEFINED 01 10             307        0        0
MARTIN MARIETTA MATE           COM              573284106      422    10000 SH       DEFINED 01                  0    10000        0
MARTIN MARIETTA MATE           COM              573284106     1281    30332 SH       DEFINED 01 02               0    30332        0
MARTIN MARIETTA MATERIALS      COM              573284106    39452   934467 SH       DEFINED 01             934467        0        0
MARTIN MARIETTA MATERIALS      COM              573284106     2664    63100 SH       DEFINED 01 03               0    63100        0
MARTIN MARIETTA MATERIALS      COM              573284106    43186  1022886 SH       DEFINED 01 05               0  1022886        0
BUDERUS ORD                    COM              5733486          2      100 SH       DEFINED 01 10             100        0        0
MARUICHI STEEL TUBE LTD        COM              573820990      206    20000 SH       DEFINED 01              20000        0        0
SOL MELIA SA                   COM              5738298          3      404 SH       DEFINED 01 10             404        0        0
LINDE AG                       COM              5740817         15      300 SH       DEFINED 01 10             300        0        0
MASCO                          COM              574599106    12412   452182 SH       DEFINED 01             452182        0        0
MASCO                          COM              574599106     3193   116305 SH       DEFINED 01 03               0   116305        0
MASCO                          COM              574599106    12056   439173 SH       DEFINED 01 05               0   439173        0
FIAT SPA                       COM              5748521         14     1000 SH       DEFINED 01 10            1000        0        0
FIAT SPA-PRIV                  COM              5748554          2      210 SH       DEFINED 01 10             210        0        0
DEUTSCHE BAN                   COM              5750355        113     1750 SH       DEFINED 01 10            1750        0        0
DYCKERHOFF A                   COM              5761573          2      128 SH       DEFINED 01 10             128        0        0
MASSEY ENERGY                  COM              576206106     3883   229796 SH       DEFINED 01             229796        0        0
MASTEC INC.          MTZ       COM              576323109        2      277 SH       DEFINED 01                277        0        0
MATERIAL SCIENCES              COM              576674105      472    45147 SH       DEFINED 01              45147        0        0
MATRIA HEALTHCARE IN           COM              576817209       34     1400 SH       DEFINED 01                  0     1400        0
MATRIXONE                      COM              57685P304      536    60116 SH       DEFINED 01              60116        0        0
MATSUSHITA ELECTRIC INDUSTRIAL COM              576879100      195    16000 SH       DEFINED 01              16000        0        0
MATTEL                         COM              577081102        4      200 SH       DEFINED 01                  0      200        0
MATTEL                         COM              577081102   102574  4921947 SH       DEFINED 01            4921947        0        0
MATTEL                         COM              577081102     2279   109376 SH       DEFINED 01 03               0   109376        0
MATTEL                         COM              577081102    17958   861675 SH       DEFINED 01 05               0   861675        0
MATTEL INC.                    COM              577081102     2719   130543 SH       DEFINED 01 02               0   130543        0
MAXTOR CORP                    COM              577729205       85    12300 SH       DEFINED 01                  0    12300        0
MAXTOR CORP                    COM              577729205      541    77860 SH       DEFINED 01              77860        0        0
MAXIM INTEGRATED               COM              57772K101   154082  2765805 SH       DEFINED 01 02               0  2765805        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101   393721  7067314 SH       DEFINED 01            7067314        0        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101    14410   258654 SH       DEFINED 01 03               0   258654        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101   106231  1906870 SH       DEFINED 01 05               0  1906870        0
MAXIM PHARMACEUTICAL           COM              57772M107        1      134 SH       DEFINED 01                134        0        0
MAXWELL SHOE CL A              COM              577766108     4886   305400 SH       DEFINED 01             305400        0        0
MAXWELL SHOE CL A              COM              577766108      517    32300 SH       DEFINED 01 05               0    32300        0
MAXWELL SHOE INC - A           COM              577766108       14      880 SH       DEFINED 01 02               0      880        0
MAXYGEN                        COM              577776107        1       69 SH       DEFINED 01                 69        0        0
MAY DEPT STORES                COM              577778103      348    10000 SH       DEFINED 01                  0    10000        0
MAY DEPT STORES                COM              577778103    13322   382278 SH       DEFINED 01             382278        0        0
MAY DEPT STORES                COM              577778103      383    11000 SH       DEFINED 01 02               0    11000        0
MAY DEPT STORES                COM              577778103     3186    91432 SH       DEFINED 01 03               0    91432        0
MAY DEPT STORES                COM              577778103       93     2664 SH       DEFINED 01 05               0     2664        0
MAVERICK TUBE CORP             COM              577914104      976    59800 SH       DEFINED 01              59800        0        0
MAXIMUS                        COM              577933104     2189    71238 SH       DEFINED 01              71238        0        0
MAYTAG                         COM              578592107    16123   364353 SH       DEFINED 01             364353        0        0
MAYTAG                         COM              578592107     1547    34957 SH       DEFINED 01 03               0    34957        0
MAYTAG                         COM              578592107    12240   276598 SH       DEFINED 01 05               0   276598        0
EPCOS AG                       COM              5785993          7      142 SH       DEFINED 01 10             142        0        0
KLM                            COM              5786491          2      131 SH       DEFINED 01 10             131        0        0
KARSTADT AG                    COM              5786565         10      300 SH       DEFINED 01 10             300        0        0
FOM CONST Y                    COM              5787115          7      283 SH       DEFINED 01 10             283        0        0
MCAFEE.COM CORP                COM              579062100      576    35000 SH       DEFINED 01              35000        0        0
KONE CORP                      COM              5792528          4       40 SH       DEFINED 01 10              40        0        0
LONZA GROUP AG                 COM              5794223         13       20 SH       DEFINED 01 10              20        0        0
MCCLATCHY CO HOLDING           COM              579489105     1434    24152 SH       DEFINED 01              24152        0        0
TOP DANMARK AS                 COM              5797147          2      100 SH       DEFINED 01 10             100        0        0
MCCORMICK                      COM              579780206      122     2383 SH       DEFINED 01               2383        0        0
MCDATA CL B                    COM              580031102     9332   771183 SH       DEFINED 01             771183        0        0
MCDATA CL B                    COM              580031102     1071    88500 SH       DEFINED 01 03               0    88500        0
MCDATA CL B                    COM              580031102      242    19951 SH       DEFINED 01 05               0    19951        0
MCDATA CORP - CL B             COM              580031102      469    38789 SH       DEFINED 01 02               0    38789        0
MCDATA CL A                    COM              580031201      613    51659 SH       DEFINED 01              51659        0        0
MCDATA CORPORATION-A           COM              580031201       25     2061 SH       DEFINED 01                  0     2061        0
MCDERMOTT INTL                 COM              580037109      832    53500 SH       DEFINED 01                  0    53500        0
MCDERMOTT INTL                 COM              580037109    38905  2501927 SH       DEFINED 01            2501927        0        0
MCDERMOTT INTL                 COM              580037109      243    15635 SH       DEFINED 01 03               0    15635        0
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MCDONALDS                      COM              580135101       83     3000 SH       DEFINED 01 02               0     3000        0
MCDONALD'S                     COM              580135101    21945   790807 SH       DEFINED 01             790807        0        0
MCDONALD'S                     COM              580135101     9628   346955 SH       DEFINED 01 03               0   346955        0
MCDONALD'S                     COM              580135101    17615   634789 SH       DEFINED 01 05               0   634789        0
BRISA(AUTO-E                   COM              5803925          8     1750 SH       DEFINED 01 10            1750        0        0
COLRUYT SA                     COM              5806225          4       93 SH       DEFINED 01 10              93        0        0
MCGRAW-HILL COMPANIES          COM              580645109      102     1500 SH       DEFINED 01                  0     1500        0
MCGRAW-HILL COMPANIES          COM              580645109    97768  1432492 SH       DEFINED 01            1432492        0        0
MCGRAW-HILL COMPANIES          COM              580645109     3346    49019 SH       DEFINED 01 03               0    49019        0
MCGRAW-HILL COMPANIES          COM              580645109     8067   118190 SH       DEFINED 01 05               0   118190        0
MCGRAW-HILL COS INC            COM              580645109      116     1700 SH       DEFINED 01 02               0     1700        0
MCK COMMUNICATIONS             COM              581243102        0        4 SH       DEFINED 01                  4        0        0
BCO COM PORT                   COM              5812493         20     5594 SH       DEFINED 01 10            5594        0        0
TERRA NETWORKS                 COM              5813720          5      575 SH       DEFINED 01 10             575        0        0
MCKESSON CORP                  COM              58155Q103    27649   738811 SH       DEFINED 01 02               0   738811        0
MCKESSON HBOC                  COM              58155Q103       34      900 SH       DEFINED 01                  0      900        0
MCKESSON HBOC                  COM              58155Q103     4840   129308 SH       DEFINED 01             129308        0        0
MCKESSON HBOC                  COM              58155Q103     2877    76845 SH       DEFINED 01 03               0    76845        0
MCKESSON HBOC                  COM              58155Q103    59425  1587614 SH       DEFINED 01 05               0  1587614        0
PORTUGAL TELECOM SGPS SA       COM              5817186         22     2994 SH       DEFINED 01 10            2994        0        0
MCLEOD                         COM              582266102        0     2746 SH       DEFINED 01               2746        0        0
BEKAERT SA                     COM              5827431          2       51 SH       DEFINED 01 10              51        0        0
MEADE INSTRUMENTS              COM              583062104      181    50541 SH       DEFINED 01              50541        0        0
MEADWESTVACO                   COM              583334107      164     4954 SH       DEFINED 01               4954        0        0
MEADWESTVACO                   COM              583334107     1669    50338 SH       DEFINED 01 03               0    50338        0
MEADWESTVACO                   COM              583334107       60     1806 SH       DEFINED 01 05               0     1806        0
GRUPPO ED                      COM              5836200          3      833 SH       DEFINED 01 10             833        0        0
MEDAREX                        COM              583916101      205    12718 SH       DEFINED 01              12718        0        0
MED-DESIGN                     COM              583926100      253    18000 SH       DEFINED 01              18000        0        0
MEDCATH CORP                   COM              58404W109      803    46000 SH       DEFINED 01              46000        0        0
MEDCATH CORP                   COM              58404W109        1       70 SH       DEFINED 01 02               0       70        0
MEDCATH CORP                   COM              58404W109       75     4300 SH       DEFINED 01 05               0     4300        0
DEUTSCHE TEL                   COM              5842359        115     7637 SH       DEFINED 01 10            7637        0        0
SEAT-PAGINE SPA                COM              5843642          7     8793 SH       DEFINED 01 10            8793        0        0
MEDIA GENERAL CL A             COM              584404107      190     3000 SH       DEFINED 01                  0     3000        0
MEDIA GENERAL CL A             COM              584404107       57      911 SH       DEFINED 01                911        0        0
MEDIACOM COMM CORP             COM              58446K105       78     5600 SH       DEFINED 01                  0     5600        0
MEDIACOM COMM CORP             COM              58446K105        5      324 SH       DEFINED 01                324        0        0
MEDIASET SPA                   COM              584475990      289    33684 SH       DEFINED 01              33684        0        0
MEDICALOGIC/MEDSCAPE INC       COM              584642102        0      126 SH       DEFINED 01                126        0        0
MEDICIS PHARMACEUTICAL CL A    COM              584690309     6326   113984 SH       DEFINED 01             113984        0        0
MEDIMMUNE                      COM              584699102   105641  2685977 SH       DEFINED 01            2685977        0        0
MEDIMMUNE                      COM              584699102     6085   154723 SH       DEFINED 01 03               0   154723        0
MEDIMMUNE                      COM              584699102    42101  1070471 SH       DEFINED 01 05               0  1070471        0
MEDIMMUNE INC                  COM              584699102   116376  2958981 SH       DEFINED 01 02               0  2958981        0
MEDQUIST INC                   COM              584949101        6      216 SH       DEFINED 01                216        0        0
MEDTRONIC                      COM              585055106     9416   208276 SH       DEFINED 01                  0   208276        0
MEDTRONIC                      COM              585055106   420789  9307398 SH       DEFINED 01            9307398        0        0
MEDTRONIC                      COM              585055106    28070   620921 SH       DEFINED 01 02               0   620921        0
MEDTRONIC                      COM              585055106    14800   327377 SH       DEFINED 01 03               0   327377        0
MEDTRONIC                      COM              585055106   101597  2247218 SH       DEFINED 01 05               0  2247218        0
MEDTRONIC INC                  COM              585055106     1881    41600 SH       DEFINED 11 12               0    41600        0
MEDTRONIC INC                  COM              585055106    17975   397600 SH       DEFINED 11 12 13            0   397600        0
MEDICAL INSTRUMENTS            COM              58505Y103      469    36200 SH       DEFINED 01              36200        0        0
ACCOR                          COM              5852842         24      586 SH       DEFINED 01 10             586        0        0
MELLON FINANCIAL               COM              58551A108    14038   363770 SH       DEFINED 01             363770        0        0
MELLON FINANCIAL               COM              58551A108     4575   118564 SH       DEFINED 01 03               0   118564        0
MELLON FINANCIAL               COM              58551A108    14635   379254 SH       DEFINED 01 05               0   379254        0
MEMBERWORKS                    COM              586002107     3200   169068 SH       DEFINED 01             169068        0        0
MEN'S WEARHOUSE                COM              587118100     3042   130263 SH       DEFINED 01             130263        0        0
MENTOR                         COM              587188103     6020   166859 SH       DEFINED 01             166859        0        0
MENTOR                         COM              587188103      307     8500 SH       DEFINED 01 05               0     8500        0
MENTOR CORP MN                 COM              587188103        6      180 SH       DEFINED 01 02               0      180        0
MENTOR GRAPHICS                COM              587200106       48     2282 SH       DEFINED 01               2282        0        0
MERCANTILE BANKSHARES          COM              587405101      101     2334 SH       DEFINED 01               2334        0        0
MERCATOR SOFTWARE INC          COM              587587106        0       74 SH       DEFINED 01                 74        0        0
INFINEON TECH                  COM              5889505         12      520 SH       DEFINED 01 10             520        0        0
MERCK                          COM              589331107      478     8300 SH       DEFINED 01 02               0     8300        0
MERCK & CO                     COM              589331107   113109  1964379 SH       DEFINED 01            1964379        0        0
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MERCK KGAA                     COM              589359991      346    11400 SH       DEFINED 01              11400        0        0
MERCURY COMP SYS INC           COM              589378108        3       95 SH       DEFINED 01 02               0       95        0
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MERCURY COMPUTER SYSTEMS       COM              589378108       86     2700 SH       DEFINED 01 05               0     2700        0
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MERIX                          COM              590049102     1778    95140 SH       DEFINED 01              95140        0        0
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MERIX CORP                     COM              590049102        2      130 SH       DEFINED 01 02               0      130        0
MERRILL LYNCH                  COM              590188108        8      150 SH       DEFINED 01                  0      150        0
MERRILL LYNCH                  COM              590188108    43340   782580 SH       DEFINED 01             782580        0        0
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MERRILL LYNCH & CO             COM              590188108      166     3000 SH       DEFINED 01 02               0     3000        0
NOKIA (AB) O                   COM              5902941        301    14228 SH       DEFINED 01 10           14228        0        0
MESA AIR GROUP                 COM              590479101     1137   101518 SH       DEFINED 01             101518        0        0
METASOLV INC                   COM              59139P104      905   120069 SH       DEFINED 01             120069        0        0
METASOLV INC                   COM              59139P104        1      170 SH       DEFINED 01 02               0      170        0
METASOLV INC                   COM              59139P104       67     8900 SH       DEFINED 01 05               0     8900        0
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METLIFE                        COM              59156R108    25565   811579 SH       DEFINED 01             811579        0        0
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METRICOM INC                   COM              591596101        0       70 SH       DEFINED 01                 70        0        0
METRIS COMPANIES               COM              591598107     1757    87850 SH       DEFINED 01              87850        0        0
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METRO GOLDWYN MAYER            COM              591610100      108     6500 SH       DEFINED 01                  0     6500        0
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METTLER-TOLEDO INTL            COM              592688105      647    14300 SH       DEFINED 01              14300        0        0
AEGON NV                       COM              5927375         88     3603 SH       DEFINED 01 10            3603        0        0
MICHAELS STORES                COM              594087108    11213   296635 SH       DEFINED 01             296635        0        0
MICHAELS STORES                COM              594087108      238     6300 SH       DEFINED 01 05               0     6300        0
MICHAELS STORES INC            COM              594087108       10      275 SH       DEFINED 01 02               0      275        0
MICHELIN B                     COM              594100992      127     3336 SH       DEFINED 01               3336        0        0
MICREL                         COM              594793101    22001   872352 SH       DEFINED 01             872352        0        0
MICREL                         COM              594793101      720    28582 SH       DEFINED 01 02               0    28582        0
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MICROSOFT                      COM              594918104    24917   413158 SH       DEFINED 01                  0   413158        0
MICROSOFT                      COM              594918104  1199374 19886828 SH       DEFINED 01           19886828        0        0
MICROSOFT                      COM              594918104   139618  2314878 SH       DEFINED 01 02               0  2314878        0
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MICROSOFT CORPORATION          COM              594918104     4193    69526 SH       DEFINED 11 12               0    69526        0
MICROSOFT CORPORATION          COM              594918104    21480   356146 SH       DEFINED 11 12 13            0   356146        0
ASML HOLDINGS NV               COM              5949368         33     1326 SH       DEFINED 01 10            1326        0        0
MICRO STRATEGY                 COM              594972101        0       52 SH       DEFINED 01                 52        0        0
MICRO-CHIP                     COM              595017104    66341  1585932 SH       DEFINED 01 02               0  1585932        0
MICROCHIP TECHNOLOGY           COM              595017104    64800  1549145 SH       DEFINED 01            1549145        0        0
MICROCHIP TECHNOLOGY           COM              595017104     5897   140975 SH       DEFINED 01 03               0   140975        0
MICROCHIP TECHNOLOGY           COM              595017104    42964  1027108 SH       DEFINED 01 05               0  1027108        0
MICROMUSE                      COM              595094103       13     1500 SH       DEFINED 01                  0     1500        0
MICROMUSE                      COM              595094103      354    40501 SH       DEFINED 01              40501        0        0
MICRON TECHNOLOGIES            COM              595112103      211     6400 SH       DEFINED 11 12               0     6400        0
MICRON TECHNOLOGY              COM              595112103        3      100 SH       DEFINED 01                  0      100        0
MICRON TECHNOLOGY              COM              595112103    30244   919244 SH       DEFINED 01             919244        0        0
MICRON TECHNOLOGY              COM              595112103    41781  1269905 SH       DEFINED 01 02               0  1269905        0
MICRON TECHNOLOGY              COM              595112103     5795   176157 SH       DEFINED 01 03               0   176157        0
MICRON TECHNOLOGY              COM              595112103     6658   202358 SH       DEFINED 01 05               0   202358        0
MICROSEMI                      COM              595137100     3052   187033 SH       DEFINED 01             187033        0        0
MICROSEMI                      COM              595137100       46     2826 SH       DEFINED 01 05               0     2826        0
MICROSEMI CORP                 COM              595137100        2      130 SH       DEFINED 01 02               0      130        0
MICROTUNE                      COM              59514P109     5254   365601 SH       DEFINED 01             365601        0        0
MICROTUNE                      COM              59514P109      110     7670 SH       DEFINED 01 05               0     7670        0
MICROTUNE INC                  COM              59514P109        2      170 SH       DEFINED 01 02               0      170        0
MID-AMERICA APT                COM              59522J103        2       87 SH       DEFINED 01                 87        0        0
MID ATLANTIC MEDICAL           COM              59523C107        4      140 SH       DEFINED 01 02               0      140        0
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MID ATLANTIC MEDICAL SERVICES  COM              59523C107      225     7900 SH       DEFINED 01 05               0     7900        0
NORDEA AB                      COM              5952496          8     1501 SH       DEFINED 01 10            1501        0        0
ISS INTERNAT                   COM              5952816          5      100 SH       DEFINED 01 10             100        0        0
TISCALI SPA -- (EUR)           COM              5953529          2      204 SH       DEFINED 01 10             204        0        0
KON KPN NV                     COM              5956078         24     4763 SH       DEFINED 01 10            4763        0        0
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MIDAMERICAN ENERGY             PRF              595620204     5050    48891 SH       DEFINED 01 04               0    48891        0
MIDAS INC                      COM              595626102      652    45731 SH       DEFINED 01              45731        0        0
S&P MID-CAP 400 DEPOSITARY REC COM              595635103      593     5994 SH       DEFINED 01               5994        0        0
ERICSSON(LM)                   COM              5959378         99    23500 SH       DEFINED 01 10           23500        0        0
WILLIAM DEMANT                 COM              5961544          5      200 SH       DEFINED 01 10             200        0        0
STM MICROELECTRONICS           COM              5962332         66     1968 SH       DEFINED 01 10            1968        0        0
SANDVIK AB                     COM              5963108         14      600 SH       DEFINED 01 10             600        0        0
VESTAS WIND                    COM              5964651          9      270 SH       DEFINED 01 10             270        0        0
SOC GENERALE                   COM              5966516         67     1066 SH       DEFINED 01 10            1066        0        0
MIDDLESEX WATER CO             COM              596680108       84     3600 SH       DEFINED 01                  0     3600        0
WM-DATA AB                     COM              5970465          3     1000 SH       DEFINED 01 10            1000        0        0
GETRONICS NV                   COM              5971424          3      808 SH       DEFINED 01 10             808        0        0
SONAE SGPS S                   COM              5973992          5     5779 SH       DEFINED 01 10            5779        0        0
MIDLAND CO.                    COM              597486109       10      230 SH       DEFINED 01 02               0      230        0
ALCATEL "A" SHARES             COM              5975006         49     3408 SH       DEFINED 01 10            3408        0        0
BANCA POPOLARE-CARIRE SPA      COM              5975062          8     5099 SH       DEFINED 01 10            5099        0        0
ITALCEMENT SPA                 COM              5975932          5      520 SH       DEFINED 01 10             520        0        0
TELIA AB                       COM              5978384         16     4400 SH       DEFINED 01 10            4400        0        0
MIDWEST EXPRESS                COM              597911106      776    42429 SH       DEFINED 01              42429        0        0
GIVAUDAN                       COM              5980613          7       22 SH       DEFINED 01 10              22        0        0
SERONO                         COM              5981070          9       10 SH       DEFINED 01 10              10        0        0
MIDWAY GAMES                   COM              598148104     1893   140600 SH       DEFINED 01             140600        0        0
DANONE                         COM              5981810         46      393 SH       DEFINED 01 10             393        0        0
ZURICH FINANCIAL SERVICES GRP  COM              5983816         56      243 SH       DEFINED 01 10             243        0        0
KON PHILIPS ELECTRONICS NV     COM              5986622        123     4028 SH       DEFINED 01 10            4028        0        0
MILACRON INC                   COM              598709103     3761   257800 SH       DEFINED 01             257800        0        0
MILACRON INC                   COM              598709103     3720   255000 SH       DEFINED 01 05               0   255000        0
TF1-TV                         COM              5997118          5      176 SH       DEFINED 01 10             176        0        0
MILLENIUM PHARMACEUTICALS      COM              599902103     1033    46333 SH       DEFINED 01              46333        0        0
MILLENIUM CHEM INC             COM              599903101        3      208 SH       DEFINED 01                208        0        0
ASM PACIFIC TECHNOLOGY         COM              6002453          2     1000 SH       DEFINED 01 10            1000        0        0
MILLER (MILLER)                COM              600544100     3628   152562 SH       DEFINED 01             152562        0        0
MILLER (MILLER)                COM              600544100     5945   250000 SH       DEFINED 01 05               0   250000        0
MILLIPORE                      COM              601073109     5996   135541 SH       DEFINED 01             135541        0        0
MILLIPORE                      COM              601073109      535    12103 SH       DEFINED 01 03               0    12103        0
MILLIPORE                      COM              601073109       19      434 SH       DEFINED 01 05               0      434        0
MILLIPORE CORP                 COM              601073109     2510    56760 SH       DEFINED 01 02               0    56760        0
AJINOMOTO CO                   COM              6010906         18     2000 SH       DEFINED 01 10            2000        0        0
MILLS                          COM              601148109        2       74 SH       DEFINED 01                 74        0        0
ALPS ELECTRIC                  COM              6021500         12     1000 SH       DEFINED 01 10            1000        0        0
AMADA CO                       COM              6022105          5     1000 SH       DEFINED 01 10            1000        0        0
MINEFINDERS RESTRICTED SPECIAL COM              602500993      249   125000 SH       DEFINED 01             125000        0        0
MINERALS TECHNOLOGIE           COM              603158106       14      270 SH       DEFINED 01 02               0      270        0
MINERALS TECHNOLOGIES          COM              603158106       37      700 SH       DEFINED 01                  0      700        0
MINERALS TECHNOLOGIES          COM              603158106       42      794 SH       DEFINED 01                794        0        0
FUJI TELEVISION NETWORK, INC.  COM              6036582          5        1 SH       DEFINED 01 10               1        0        0
MINNESOTA MINING & MFG         COM              604059105       17      150 SH       DEFINED 01                  0      150        0
MINNESOTA MINING & MFG         COM              604059105   563161  4896645 SH       DEFINED 01            4896645        0        0
MINNESOTA MINING & MFG         COM              604059105    12430   108075 SH       DEFINED 01 03               0   108075        0
MINNESOTA MINING & MFG         COM              604059105   140257  1219524 SH       DEFINED 01 05               0  1219524        0
MN MINING & MFG CO             COM              604059105    63985   556329 SH       DEFINED 01 02               0   556329        0
SINGAPORE TE                   COM              6043214          9     7000 SH       DEFINED 01 10            7000        0        0
MIPS TECH INC                  COM              604567107       20     2700 SH       DEFINED 01                  0     2700        0
MIPS TECH INC                  COM              604567107      406    55173 SH       DEFINED 01              55173        0        0
MIPS TECHNOLOGIES CL B         COM              604567206        8     1245 SH       DEFINED 01               1245        0        0
AOYAMA TRADI                   COM              6045878          2      200 SH       DEFINED 01 10             200        0        0
MIRANT                         COM              604675108       29     2000 SH       DEFINED 01                  0     2000        0
MIRANT                         COM              604675108     2086   144357 SH       DEFINED 01             144357        0        0
MIRANT                         COM              604675108     1468   101561 SH       DEFINED 01 03               0   101561        0
MIRANT                         COM              604675108       53     3644 SH       DEFINED 01 05               0     3644        0
ACOM CO                        COM              6049784         24      400 SH       DEFINED 01 10             400        0        0
BANK OF AMERICA CORP           COM              60505104      3394    49900 SH       DEFINED 11 12               0    49900        0
BANK OF AMERICA CORP           COM              60505104     27528   404700 SH       DEFINED 11 12 13            0   404700        0
MISSISSIPPI CHEMICAL GRO       COM              605288208      221    80185 SH       DEFINED 01              80185        0        0
WESTFIELD HOLDINGS             COM              6054142          5      557 SH       DEFINED 01 10             557        0        0
ASAHI BREWER                   COM              6054409          8     1000 SH       DEFINED 01 10            1000        0        0
ASAHI KASEI CO                 COM              6054603         13     4000 SH       DEFINED 01 10            4000        0        0
ASAHI GLASS                    COM              6055208         19     3000 SH       DEFINED 01 10            3000        0        0
ASATSU DK                      COM              6056052          2      100 SH       DEFINED 01 10             100        0        0
ASHIKAGA BAN                   COM              6056977          1     1000 SH       DEFINED 01 10            1000        0        0
MISSISSIPPI VALLEY B           COM              605720101        3       70 SH       DEFINED 01 02               0       70        0
MISSISSIPPI VALLEY BANCSHARES  COM              605720101     1016    25274 SH       DEFINED 01              25274        0        0
MISSISSIPPI VALLEY BANCSHARES  COM              605720101       94     2326 SH       DEFINED 01 05               0     2326        0
AUST GAS LIG                   COM              6064969          4      763 SH       DEFINED 01 10             763        0        0
ANZ BANK                       COM              6065586         18     1851 SH       DEFINED 01 10            1851        0        0
AMCOR LIMITE                   COM              6066608          6     1428 SH       DEFINED 01 10            1428        0        0
MITSUBISHI                     COM              606755999    13010  1726000 SH       DEFINED 01            1726000        0        0
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MITSUBISHI ELECTRIC            COM              606777993      746   162000 SH       DEFINED 01             162000        0        0
MITSUBISHI HEAVY IND LTD       COM              606793107      246    75000 SH       DEFINED 01              75000        0        0
MITSUI CHEMICALS               COM              606822997      460   105000 SH       DEFINED 01             105000        0        0
MITSUI O.S.K. LINES            COM              606829992      772   347000 SH       DEFINED 01             347000        0        0
MITSUI FUDOSAN                 COM              606839991     3372   422000 SH       DEFINED 01             422000        0        0
MITSUI FUDOSAN                 COM              606839991     2661   333000 SH       DEFINED 01 03               0   333000        0
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AUTOBACS SEV                   COM              6068422          2      100 SH       DEFINED 01 10             100        0        0
MOBILE MINI INC.               COM              60740F105     1391    43232 SH       DEFINED 01              43232        0        0
BK OF EAST A                   COM              6075648          6     3200 SH       DEFINED 01 10            3200        0        0
FUKUOKA BANK                   COM              6075693          7     2000 SH       DEFINED 01 10            2000        0        0
WESTPAC BKG                    COM              6076146         36     4378 SH       DEFINED 01 10            4378        0        0
MODINE MFG                     COM              607828100       81     3000 SH       DEFINED 01                  0     3000        0
MODINE MFG                     COM              607828100     2276    84332 SH       DEFINED 01              84332        0        0
MODINE MFG                     COM              607828100      181     6717 SH       DEFINED 01 05               0     6717        0
MODINE MFG CO                  COM              607828100       12      470 SH       DEFINED 01 02               0      470        0
MOHAWK INDS                    COM              608190104        3       50 SH       DEFINED 01                  0       50        0
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MOHAWK INDS                    COM              608190104     6823   113559 SH       DEFINED 01 05               0   113559        0
MOL MAGYAR GDR                 COM              608464202     2374   132989 SH       DEFINED 01             132989        0        0
MOL MAGYAR GDR                 COM              608464202       85     4756 SH       DEFINED 01 05               0     4756        0
MOLECULAR DEVICES              COM              60851C107        2      114 SH       DEFINED 01                114        0        0
MOLEX                          COM              608554101      256     7386 SH       DEFINED 01               7386        0        0
MOLEX                          COM              608554101     1707    49228 SH       DEFINED 01 03               0    49228        0
MOLEX                          COM              608554101       61     1767 SH       DEFINED 01 05               0     1767        0
TELSTRA CORP                   COM              6087289         37    12807 SH       DEFINED 01 10           12807        0        0
MONACO COACH                   COM              60886R103     2131    87714 SH       DEFINED 01              87714        0        0
CLP HOLDINGS                   COM              6097017         27     6600 SH       DEFINED 01 10            6600        0        0
MONOLITHIC SYS TECH            COM              609842109        4      309 SH       DEFINED 01                309        0        0
BERGESEN D Y ASA-B SHARES      COM              6100906          1       35 SH       DEFINED 01 10              35        0        0
AMP LIMITED                    COM              6115715         28     2794 SH       DEFINED 01 10            2794        0        0
MONSANTO CO NEW                COM              61166W101     7922   250788 SH       DEFINED 01             250788        0        0
MONSANTO CO NEW                COM              61166W101      303     9600 SH       DEFINED 01 05               0     9600        0
BRAMBLES IND                   COM              6120009         10     1994 SH       DEFINED 01 10            1994        0        0
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COCA-COLA AM                   COM              6123451          7     2273 SH       DEFINED 01 10            2273        0        0
AUCKLAND INTL AIRPORT   CO     COM              6123707          1      691 SH       DEFINED 01 10             691        0        0
NTT DATA COM                   COM              6125639          9        2 SH       DEFINED 01 10               2        0        0
MONTEREY PASTA CO              COM              612570101        3      300 SH       DEFINED 01 02               0      300        0
SEMBCORP                       COM              6128713          4     4000 SH       DEFINED 01 10            4000        0        0
NIT DOCOMO                     COM              6129277         16        6 SH       DEFINED 01 10               6        0        0
BRIDGESTONE                    COM              6132101         27     2000 SH       DEFINED 01 10            2000        0        0
SINGAPORE PR                   COM              6133966         13     1000 SH       DEFINED 01 10            1000        0        0
BHP BILLITON LTD               COM              6144690         57     9319 SH       DEFINED 01 10            9319        0        0
MONTPELIER RE HLDS             COM              614500999    15000   150000 SH       DEFINED 01 05               0   150000        0
CONTACT ENER                   COM              6152529          2     1411 SH       DEFINED 01 10            1411        0        0
MONY GROUP                     COM              615337102     5575   138259 SH       DEFINED 01             138259        0        0
MONY GROUP                     COM              615337102      452    11200 SH       DEFINED 01 05               0    11200        0
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MOOG CL A                      COM              615394202      167     5214 SH       DEFINED 01 05               0     5214        0
MOOG INC CL A                  COM              615394202       10      310 SH       DEFINED 01 02               0      310        0
MOORE CORP LTD                 COM              615785995      263    20200 SH       DEFINED 01              20200        0        0
MIRVAC GROUP                   COM              6161978          2     1067 SH       DEFINED 01 10            1067        0        0
PACIFIC CENTURY CYBERWORKS     COM              6164007          9    34355 SH       DEFINED 01 10           34355        0        0
CANON INC                      COM              6172323        111     3000 SH       DEFINED 01 10            3000        0        0
MORGAN ST DEAN WITTE           COM              617446448    14704   256568 SH       DEFINED 01                  0   256568        0
MORGAN ST DEAN WITTE           COM              617446448     1918    33456 SH       DEFINED 01 02               0    33456        0
MORGAN STANLEY DAN WITTER      COM              617446448    12408   216500 SH       DEFINED 11 12 13            0   216500        0
MORGAN STANLEY DEAN WITTER     COM              617446448     1685    29400 SH       DEFINED 11 12               0    29400        0
MORGAN STANLEY DEAN WITTER     COM              617446448       40      700 SH       DEFINED 11 12 13            0      700        0
MORGAN STANLEY, DEAN WITTER &  COM              617446448        9      150 SH       DEFINED 01                  0      150        0
MORGAN STANLEY, DEAN WITTER &  COM              617446448   689921 12038366 SH       DEFINED 01           12038366        0        0
MORGAN STANLEY, DEAN WITTER &  COM              617446448    19685   343469 SH       DEFINED 01 03               0   343469        0
MORGAN STANLEY, DEAN WITTER &  COM              617446448   148521  2591534 SH       DEFINED 01 05               0  2591534        0
DBS GROUP HL                   COM              6175203         32     4000 SH       DEFINED 01 10            4000        0        0
CARTER HOLT                    COM              6178406          3     4053 SH       DEFINED 01 10            4053        0        0
CASIO COMPUT                   COM              6178967          5     1000 SH       DEFINED 01 10            1000        0        0
CATHAY PACIF                   COM              6179755         12     8000 SH       DEFINED 01 10            8000        0        0
COMPUTERSHARE LTD              COM              6180412          1      997 SH       DEFINED 01 10             997        0        0
CHARTERED SEMICONDUCTOR        COM              6180917          8     3000 SH       DEFINED 01 10            3000        0        0
CENTRAL JAPA                   COM              6183552         29        5 SH       DEFINED 01 10               5        0        0
CSL                            COM              6185495          6      281 SH       DEFINED 01 10             281        0        0
CHEUNG                         COM              6190273         18     2000 SH       DEFINED 01 10            2000        0        0
PYRAMID RUSSELL 2000           COM              619464XX3    94357   168721 SH       DEFINED 01 03               0   168721        0
PYRAMID FIXED INCOME           COM              619465XX0    28109   106267 SH       DEFINED 01 03               0   106267        0
PYRAMID EAFE INDEX             COM              619466XX8     1397    11493 SH       DEFINED 01 03               0    11493        0
CHUBU                          COM              6195609         13      800 SH       DEFINED 01 10             800        0        0
CHUGAI PHARM                   COM              6196408         11     1000 SH       DEFINED 01 10            1000        0        0
CITIZEN WATC                   COM              6197304          6     1000 SH       DEFINED 01 10            1000        0        0
CITY DEVELOP                   COM              6197928          7     2000 SH       DEFINED 01 10            2000        0        0
MOTIENT                        COM              619908106        0      170 SH       DEFINED 01                170        0        0
MOTOROLA                       COM              620076109     2856   201100 SH       DEFINED 01                  0   201100        0
MOTOROLA                       COM              620076109   100321  7064905 SH       DEFINED 01            7064905        0        0
MOTOROLA                       COM              620076109       93     6550 SH       DEFINED 01 02               0     6550        0
MOTOROLA                       COM              620076109     8009   564020 SH       DEFINED 01 03               0   564020        0
MOTOROLA                       COM              620076109    40918  2881547 SH       DEFINED 01 05               0  2881547        0
TRANSURBAN GROUP               COM              6200882          2      955 SH       DEFINED 01 10             955        0        0
COLES MYER                     COM              6209908         12     2656 SH       DEFINED 01 10            2656        0        0
ORIGIN ENERGY                  COM              6214861          2     1202 SH       DEFINED 01 10            1202        0        0
CMNWLTH BK OF AUST             COM              6215035         54     3144 SH       DEFINED 01 10            3144        0        0
CSK CORP                       COM              6215552          5      200 SH       DEFINED 01 10             200        0        0
BORAL LIMITE                   COM              6218670          3     1202 SH       DEFINED 01 10            1202        0        0
RIO TINTO LI                   COM              6220103         12      617 SH       DEFINED 01 10             617        0        0
PAPERLINX LTD                  COM              6222206          1      453 SH       DEFINED 01 10             453        0        0
COMFORT GROUP                  COM              6223629          1     1500 SH       DEFINED 01 10            1500        0        0
COSMO OIL                      COM              6226338          2     1000 SH       DEFINED 01 10            1000        0        0
CSR LIMITED                    COM              6238645          8     2208 SH       DEFINED 01 10            2208        0        0
CYCLE & CARR                   COM              6242260          2     1006 SH       DEFINED 01 10            1006        0        0
MOVIE GALLERY                  COM              624581104     1691    98500 SH       DEFINED 01              98500        0        0
MOVIE GALLERY                  COM              624581104      182    10600 SH       DEFINED 01 05               0    10600        0
MPOWER HOLDING                 COM              62473L101        0      100 SH       DEFINED 01                100        0        0
MUELLER INDS                   COM              624756102     3597   102792 SH       DEFINED 01             102792        0        0
DAIEI INC                      COM              6249982          1     2000 SH       DEFINED 01 10            2000        0        0
DAIICHI PHAR                   COM              6250218         19     1000 SH       DEFINED 01 10            1000        0        0
DAITO TRUST                    COM              6250508          5      300 SH       DEFINED 01 10             300        0        0
DAICEL CHEM                    COM              6250542          3     1000 SH       DEFINED 01 10            1000        0        0
DAIKIN INDUS                   COM              6250724         18     1000 SH       DEFINED 01 10            1000        0        0
DAIMARU INC                    COM              6250768          4     1000 SH       DEFINED 01 10            1000        0        0
DAINIPPON                      COM              6250821          4     2000 SH       DEFINED 01 10            2000        0        0
DAI NIPPON                     COM              6250906         22     2000 SH       DEFINED 01 10            2000        0        0
DAIWA HOUSE                    COM              6251363         13     2000 SH       DEFINED 01 10            2000        0        0
DAIWA SECS G                   COM              6251448         24     4000 SH       DEFINED 01 10            4000        0        0
ARISTOCRAT LEISURE LTD AUD     COM              6253983          3      785 SH       DEFINED 01 10             785        0        0
MULTIMEDIA GAMES INC           COM              625453105        2       50 SH       DEFINED 01 02               0       50        0
MUENCHENER RUECKVERSICHERUNGS- COM              625820998    15634    62879 SH       DEFINED 01              62879        0        0
MUENCHENER RUECKVERSICHERUNGS- COM              625820998     9138    36753 SH       DEFINED 01 05               0    36753        0
MURPHY OIL                     COM              626717102   144149  1501554 SH       DEFINED 01            1501554        0        0
MURPHY OIL                     COM              626717102     2801    29172 SH       DEFINED 01 02               0    29172        0
MURPHY OIL                     COM              626717102     6230    64900 SH       DEFINED 01 03               0    64900        0
MURPHY OIL                     COM              626717102    18683   194623 SH       DEFINED 01 05               0   194623        0
JOHNSON ELECTRIC HOLDINGS ORD  COM              6281939         14    10000 SH       DEFINED 01 10           10000        0        0
GIORDANO HOLDINGS LD           COM              6282040          2     4000 SH       DEFINED 01 10            4000        0        0
MYERS IND INC                  COM              628464109     1061    73156 SH       DEFINED 01              73156        0        0
MYKROLIS                       COM              62852P103      863    56449 SH       DEFINED 01              56449        0        0
MYKROLIS CORP.                 COM              62852P103      586    38413 SH       DEFINED 01 02               0    38413        0
MYLAN LABORATORIES             COM              628530107     9684   328702 SH       DEFINED 01             328702        0        0
MYLAN LABORATORIES             COM              628530107      731    24800 SH       DEFINED 01 03               0    24800        0
MYLAN LABORATORIES             COM              628530107      280     9500 SH       DEFINED 01 05               0     9500        0
MYRIAD GENETICS                COM              62855J104     1484    44278 SH       DEFINED 01              44278        0        0
LI & FUNG                      COM              6286257         13     8000 SH       DEFINED 01 10            8000        0        0
MIZUHO HOLDINGS, INC.          COM              6286280         50       21 SH       DEFINED 01 10              21        0        0
PACIFIC DUNL                   COM              6286611          1     1971 SH       DEFINED 01 10            1971        0        0
NBTY                           COM              628782104     5787   339158 SH       DEFINED 01             339158        0        0
NBTY                           COM              628782104      179    10500 SH       DEFINED 01 05               0    10500        0
NBTY INC                       COM              628782104       15      890 SH       DEFINED 01 02               0      890        0
NCI BUILDING SYSTEMS           COM              628852105     1282    57000 SH       DEFINED 01              57000        0        0
NCI BUILDING SYSTEMS           COM              628852105      119     5300 SH       DEFINED 01 05               0     5300        0
NCO GROUP                      COM              628858102       24      865 SH       DEFINED 01                865        0        0
NCO GROUP                      COM              628858102        3      110 SH       DEFINED 01 02               0      110        0
NCR                            COM              62886E108     7356   164395 SH       DEFINED 01             164395        0        0
NCR                            COM              62886E108     1101    24611 SH       DEFINED 01 03               0    24611        0
NCR                            COM              62886E108      226     5042 SH       DEFINED 01 05               0     5042        0
NL INDUSTRIES INC              COM              629156407        3      200 SH       DEFINED 01                200        0        0
NMS COMM CORP                  COM              629248105      341    80088 SH       DEFINED 01              80088        0        0
NPS PHARMACEUTICALS            COM              62936P103     2323    71214 SH       DEFINED 01              71214        0        0
NPS PHARMACEUTICALS            COM              62936P103        3      100 SH       DEFINED 01 02               0      100        0
NPS PHARMACEUTICALS            COM              62936P103      131     4000 SH       DEFINED 01 05               0     4000        0
ONESTEEL LTD.                  COM              6293729          1      909 SH       DEFINED 01 10             909        0        0
NRG ENERGY                     COM              629377102        2      176 SH       DEFINED 01                176        0        0
NRG ENERGY CV 6.50%            PRF              629377201     6486   486200 SH       DEFINED 01             486200        0        0
NRJ GROUP                      COM              629379991      200     9200 SH       DEFINED 01               9200        0        0
NTL INCORPORATED               COM              629407107        0      570 SH       DEFINED 01                570        0        0
NTL INC PIK PFD  13.00%  02/15 PRF              629407503      712    35588 SH       DEFINED 01              35588        0        0
NTL INC PIK PFD  13.00%  02/15 PRF              629407503      106     5296 SH       DEFINED 01 05               0     5296        0
NTT DOCOMO W/I (BONUS SHARES)  COM              629425885    13316     4916 SH       DEFINED 01               4916        0        0
NTT DOCOMO W/I (BONUS SHARES)  COM              629425885     2914     1076 SH       DEFINED 01 03               0     1076        0
NTT DOCOMO W/I (BONUS SHARES)  COM              629425885    14009     5172 SH       DEFINED 01 05               0     5172        0
NTT DOCOMO                     COM              629425992     3339     1229 SH       DEFINED 01               1229        0        0
NTT DOCOMO                     COM              629425992      731      269 SH       DEFINED 01 03               0      269        0
NTT DOCOMO                     COM              629425992     3512     1293 SH       DEFINED 01 05               0     1293        0
NUI CORP                       COM              629431107     1186    47651 SH       DEFINED 01              47651        0        0
NVR                            COM              62944T105    11278    35749 SH       DEFINED 01              35749        0        0
NVR                            COM              62944T105      278      880 SH       DEFINED 01 05               0      880        0
NVR INC                        COM              62944T105        4       14 SH       DEFINED 01 02               0       14        0
NYMAGIC                        COM              629484106      161     8500 SH       DEFINED 01               8500        0        0
NABI BIOPHARMACEUTIC           COM              629519109        1      190 SH       DEFINED 01 02               0      190        0
NABI BIOPHARMACEUTICALS        COM              629519109      930   151000 SH       DEFINED 01             151000        0        0
NABI BIOPHARMACEUTICALS        COM              629519109       63    10200 SH       DEFINED 01 05               0    10200        0
NABORS INDS                    COM              629568106     4171    98726 SH       DEFINED 01              98726        0        0
NABORS INDS                    COM              629568106     1547    36607 SH       DEFINED 01 03               0    36607        0
NABORS INDS                    COM              629568106       54     1281 SH       DEFINED 01 05               0     1281        0
NABORS INDUSTRIES IN           COM              629568106     8305   196510 SH       DEFINED 01 02               0   196510        0
NACCO IND CL A                 COM              629579103        2       31 SH       DEFINED 01                 31        0        0
NSM STEEL WARRANTS 144A  2/01/ COM              629844119        0 10129482 SH       DEFINED 01           10129482        0        0
NSM STEEL WARRANTS 144A  2/01/ COM              629844119        0  4115102 SH       DEFINED 01 05               0  4115102        0
EAST JAPAN                     COM              6298542         46       11 SH       DEFINED 01 10              11        0        0
NANOGEN INC                    COM              630075109        0       75 SH       DEFINED 01                 75        0        0
EBARA CORP                     COM              6302700          6     1000 SH       DEFINED 01 10            1000        0        0
EISAI CO                       COM              6307200         25     1000 SH       DEFINED 01 10            1000        0        0
CAPITALAND                     COM              6309303          6     6000 SH       DEFINED 01 10            6000        0        0
DENKI KAGAKU                   COM              6309820          3     1000 SH       DEFINED 01 10            1000        0        0
NASDAQ-100 INDEX TRACKING      COM              631100104   305025  8451805 SH       DEFINED 01            8451805        0        0
NASDAQ-100 INDEX TRACKING      COM              631100104      485    13450 SH       DEFINED 01 03               0    13450        0
NASDAQ-100 INDEX TRACKING      COM              631100104    52711  1460525 SH       DEFINED 01 05               0  1460525        0
NASDAQ-100 SHARES              COM              631100104      283     7853 SH       DEFINED 01 02               0     7853        0
NASDAQ STOCK MARKET            COM              631103108        3      300 SH       DEFINED 01                  0      300        0
NASDAQ STOCK MARKET            COM              631103108        3      300 SH       DEFINED 01 05               0      300        0
NASH FINCH                     COM              631158102     2764   101440 SH       DEFINED 01             101440        0        0
NASH FINCH                     COM              631158102      183     6700 SH       DEFINED 01 05               0     6700        0
NASH FINCH CO                  COM              631158102       11      390 SH       DEFINED 01 02               0      390        0
ESPRIT HOLDINGS LIMITED        COM              6321642          5     3040 SH       DEFINED 01 10            3040        0        0
NATL AUSTRALIA BANK            COM              632993994     1145    62800 SH       DEFINED 01              62800        0        0
NATL AUSTRALIA BANK            COM              632996997     9178   503254 SH       DEFINED 01             503254        0        0
NATL AUSTRALIA BANK            COM              632996997    16827   922713 SH       DEFINED 01 05               0   922713        0
NIPPON UNIPAC HOLDING          COM              6334781         15        3 SH       DEFINED 01 10               3        0        0
MITSUBISHI TOKYO FINANCIAL GRO COM              6335171         86       14 SH       DEFINED 01 10              14        0        0
UFJ HOLDINGS INC               COM              6335223          7        3 SH       DEFINED 01 10               3        0        0
GOODMAN FIEL                   COM              6336549          2     2866 SH       DEFINED 01 10            2866        0        0
FOSTERS GROUP LTD              COM              6349268         10     3933 SH       DEFINED 01 10            3933        0        0
FRASER & NEA                   COM              6350602          4     1000 SH       DEFINED 01 10            1000        0        0
NATL CITY                      COM              635405103      696    22620 SH       DEFINED 01              22620        0        0
NATL CITY                      COM              635405103     4735   153918 SH       DEFINED 01 03               0   153918        0
NATL CITY                      COM              635405103      170     5523 SH       DEFINED 01 05               0     5523        0
NATL COMMERCE FINANCIAL        COM              63545P104      193     6960 SH       DEFINED 01               6960        0        0
FUJI PHOTO F                   COM              6356525         31     1000 SH       DEFINED 01 10            1000        0        0
FUJI MACHINE                   COM              6356592          2      100 SH       DEFINED 01 10             100        0        0
FUJIKURA                       COM              6356707          4     1000 SH       DEFINED 01 10            1000        0        0
FANUC                          COM              6356934         27      500 SH       DEFINED 01 10             500        0        0
FUJITSU                        COM              6356945         38     5000 SH       DEFINED 01 10            5000        0        0
FUJI SOFT AB                   COM              6357001          3      100 SH       DEFINED 01 10             100        0        0
FURUKAWA ELE                   COM              6357562         10     2000 SH       DEFINED 01 10            2000        0        0
GANDEL RETAIL TRUST            COM              6361370          2     2559 SH       DEFINED 01 10            2559        0        0
NATL FUEL GAS                  COM              636180101       68     2774 SH       DEFINED 01               2774        0        0
NATL GRID GROUP PLC            COM              636251993     7306  1107492 SH       DEFINED 01            1107492        0        0
NATL GRID GROUP PLC            COM              636251993     9748  1477604 SH       DEFINED 01 05               0  1477604        0
NATL INFO CONSORT              COM              636491102        1      153 SH       DEFINED 01                153        0        0
NATL INSTRUMENT                COM              636518102       73     1748 SH       DEFINED 01               1748        0        0
GEN PROPERTY                   COM              6365866          5     3449 SH       DEFINED 01 10            3449        0        0
NATL-OILWELL                   COM              637071101     1540    60804 SH       DEFINED 01              60804        0        0
NATL PENN BANCSHARE            COM              637138108        2       86 SH       DEFINED 01                 86        0        0
NATL PRESTO IND                COM              637215104      603    20979 SH       DEFINED 01              20979        0        0
NATIONAL PROCESSING            COM              637229105        7      262 SH       DEFINED 01                262        0        0
NATL SEMICONDUCTOR             COM              637640103      318     9450 SH       DEFINED 01                  0     9450        0
NATL SEMICONDUCTOR             COM              637640103     1664    49377 SH       DEFINED 01              49377        0        0
NATL SEMICONDUCTOR             COM              637640103     1517    45021 SH       DEFINED 01 03               0    45021        0
NATL SEMICONDUCTOR             COM              637640103     2412    71615 SH       DEFINED 01 05               0    71615        0
NATIONAL SERVICE INDUSTRIES IN COM              637657206        0       16 SH       DEFINED 01                 16        0        0
NATIONAL VISION INC            COM              63845P101      234   292419 SH       DEFINED 01 02               0   292419        0
NATIONWIDE FINL                COM              638612101     2247    52503 SH       DEFINED 01              52503        0        0
NATIONWIDE HEALTH              COM              638620104        2      120 SH       DEFINED 01                120        0        0
NAVIGATORS GROUP               COM              638904102      312    12300 SH       DEFINED 01              12300        0        0
NATURES SUNSHINE PRO           COM              639027101      560    49931 SH       DEFINED 01              49931        0        0
NAUTICA ENTERPRISES            COM              639089101     8026   529415 SH       DEFINED 01             529415        0        0
NAUTICA ENTERPRISES            COM              639089101        9      630 SH       DEFINED 01 02               0      630        0
NAUTICA ENTERPRISES            COM              639089101      550    36300 SH       DEFINED 01 05               0    36300        0
NAVISTAR INTL                  COM              63934E108       22      500 SH       DEFINED 01                  0      500        0
NAVISTAR INTL                  COM              63934E108    13382   302069 SH       DEFINED 01             302069        0        0
NAVISTAR INTL                  COM              63934E108      673    15191 SH       DEFINED 01 03               0    15191        0
NAVISTAR INTL                  COM              63934E108     5271   118994 SH       DEFINED 01 05               0   118994        0
NAVISITE INC                   COM              63935M109        0      279 SH       DEFINED 01                279        0        0
NAVIGANT CONSULTING            COM              63935N107      123    19000 SH       DEFINED 01                  0    19000        0
NAVIGANT CONSULTING            COM              63935N107        0       66 SH       DEFINED 01                 66        0        0
NDCHEALTH                      COM              639480102     3820   104986 SH       DEFINED 01             104986        0        0
GUNMA BANK                     COM              6398088          4     1000 SH       DEFINED 01 10            1000        0        0
GUNZE                          COM              6398709          3     1000 SH       DEFINED 01 10            1000        0        0
NEIMAN-MARCUS GROUP CL A       COM              640204202      138     4000 SH       DEFINED 01                  0     4000        0
NEIMAN-MARCUS GROUP CL A       COM              640204202       57     1676 SH       DEFINED 01               1676        0        0
NELSON (THOMAS) INC            COM              640376109      536    44082 SH       DEFINED 01              44082        0        0
NEOFORMA INC                   COM              640475505        0       10 SH       DEFINED 01                 10        0        0
NEOPOST SA                     COM              640479994      238     7000 SH       DEFINED 01               7000        0        0
NEON COMMUNICATIONS INC        COM              640506101        0       61 SH       DEFINED 01                 61        0        0
HANG SENG BA                   COM              6408374         44     3900 SH       DEFINED 01 10            3900        0        0
HANKYU DEPT STORES             COM              6408705          6     1000 SH       DEFINED 01 10            1000        0        0
NEUBERGER BERMAN GENESIS TRUST COM              640917100      146     4668 SH       DEFINED 01 03               0     4668        0
NEUBERGER BERMAN PARTNERS TRUS COM              640917407      910    55307 SH       DEFINED 01 03               0    55307        0
NEOPHARM INC                   COM              640919106     1074    50000 SH       DEFINED 01              50000        0        0
NET.B@NK INC                   COM              640933107      272    16094 SH       DEFINED 01              16094        0        0
NETWORK ASSOCIATES             COM              640938106    34202  1413248 SH       DEFINED 01            1413248        0        0
NETWORK ASSOCIATES             COM              640938106      523    21600 SH       DEFINED 01 03               0    21600        0
NETWORK ASSOCIATES             COM              640938106     1142    47200 SH       DEFINED 01 05               0    47200        0
NESTLE                         COM              641069992    36813   165539 SH       DEFINED 01             165539        0        0
NESTLE                         COM              641069992     8182    36796 SH       DEFINED 01 03               0    36796        0
NESTLE                         COM              641069992    19801    89039 SH       DEFINED 01 05               0    89039        0
NET 2 PHONE                    COM              64108N106        0       37 SH       DEFINED 01                 37        0        0
Netcentives                    COM              64108P101        0    83334 SH       DEFINED 01                  0    83334        0
NETEGRITY                      COM              64110P107     5131   346951 SH       DEFINED 01             346951        0        0
NETEGRITY                      COM              64110P107      142     9614 SH       DEFINED 01 05               0     9614        0
NETEGRITY INC                  COM              64110P107        2      160 SH       DEFINED 01 02               0      160        0
NESTOR HEALTHCARE GROUP        COM              641111992      310    40000 SH       DEFINED 01              40000        0        0
NETOPIA INC                    COM              64114K104        0       48 SH       DEFINED 01                 48        0        0
NETRO CORP                     COM              64114R109        0      102 SH       DEFINED 01                102        0        0
NET IQ                         COM              64115P102      509    23321 SH       DEFINED 01              23321        0        0
NETSCOUT SYS INC               COM              64115T104      803   112088 SH       DEFINED 01             112088        0        0
NETSCOUT SYS INC               COM              64115T104        2      340 SH       DEFINED 01 02               0      340        0
NETSCOUT SYS INC               COM              64115T104       70     9800 SH       DEFINED 01 05               0     9800        0
NETRATINGS INC                 COM              64116M108        2      157 SH       DEFINED 01                157        0        0
NETWORK EQUIP TECH             COM              641208103      349    67857 SH       DEFINED 01              67857        0        0
NETWORK APPLIANCE              COM              64120L104    25386  1245596 SH       DEFINED 01            1245596        0        0
NETWORK APPLIANCE              COM              64120L104      330    16200 SH       DEFINED 01 02               0    16200        0
NETWORK APPLIANCE              COM              64120L104     1724    84611 SH       DEFINED 01 03               0    84611        0
NETWORK APPLIANCE              COM              64120L104    35207  1727536 SH       DEFINED 01 05               0  1727536        0
NETWORK ACCESS SOLUT           COM              64120S109        0      154 SH       DEFINED 01                154        0        0
NETWORK PLUS                   COM              64122D506        0      167 SH       DEFINED 01                167        0        0
NEUBERGER BERMAN               COM              641234109      838    17880 SH       DEFINED 01              17880        0        0
NEURO CRINE                    COM              64125C109        4      100 SH       DEFINED 01 02               0      100        0
NEUROCRINE BIOSCIENCES         COM              64125C109     2629    64778 SH       DEFINED 01              64778        0        0
NEUROCRINE BIOSCIENCES         COM              64125C109      138     3400 SH       DEFINED 01 05               0     3400        0
JAMES HARDIE                   COM              6412977          3      868 SH       DEFINED 01 10             868        0        0
Netcentives                    COM              641993944        0   733137 SH       DEFINED 01                  0   733137        0
HENDERSON LAND                 COM              6420538         17     4000 SH       DEFINED 01 10            4000        0        0
DAIWA BANK                     COM              6421553          8    12000 SH       DEFINED 01 10           12000        0        0
HIROSE ELECT                   COM              6428725          7      100 SH       DEFINED 01 10             100        0        0
HITACHI                        COM              6429104         66     9000 SH       DEFINED 01 10            9000        0        0
HITACHI ZOSEN CORP             COM              6429308          1     2000 SH       DEFINED 01 10            2000        0        0
MITSUI TRUST HOLDINGS          COM              6431897          5     2900 SH       DEFINED 01 10            2900        0        0
HOKURIKU BAN                   COM              6433161          3     2000 SH       DEFINED 01 10            2000        0        0
HONDA MOTOR                    COM              6435145         97     2300 SH       DEFINED 01 10            2300        0        0
HONG KONG ELECTRIC             COM              6435327          8     2000 SH       DEFINED 01 10            2000        0        0
WHARF (HOLDI                   COM              6435576         14     6000 SH       DEFINED 01 10            6000        0        0
HONGKONG&CHI                   COM              6436557         20    14410 SH       DEFINED 01 10           14410        0        0
NEW ENGLAND BUS SERV           COM              643872104     1008    39282 SH       DEFINED 01              39282        0        0
HOTEL PROPERTIES               COM              6440183          1     1000 SH       DEFINED 01 10            1000        0        0
HOYA CORP.                     COM              6441506         21      300 SH       DEFINED 01 10             300        0        0
NEW FOCUS                      COM              644383101        2      561 SH       DEFINED 01                561        0        0
HUTCHISON WH                   COM              6448068         87     9900 SH       DEFINED 01 10            9900        0        0
HYSAN DEVELO                   COM              6449629          2     2029 SH       DEFINED 01 10            2029        0        0
ORICA LIMITE                   COM              6458001          2      577 SH       DEFINED 01 10             577        0        0
NEW JERSEY RESOURCES           COM              646025106    26420   873697 SH       DEFINED 01             873697        0        0
NEW JERSEY RESOURCES           COM              646025106       17      560 SH       DEFINED 01 02               0      560        0
NEW JERSEY RESOURCES           COM              646025106      119     3939 SH       DEFINED 01 05               0     3939        0
ISETAN                         COM              6466844         10     1000 SH       DEFINED 01 10            1000        0        0
ISHIHARA SANGYO Y50            COM              6466866          2     1000 SH       DEFINED 01 10            1000        0        0
ISHIKAWAJIMA                   COM              6466985          6     3000 SH       DEFINED 01 10            3000        0        0
ITOCHU CORP                    COM              6467803         14     4000 SH       DEFINED 01 10            4000        0        0
ITO-YOKADO C                   COM              6467944         40     1000 SH       DEFINED 01 10            1000        0        0
NIPPON SHOKUBAI                COM              6470588          4     1000 SH       DEFINED 01 10            1000        0        0
JAPAN AIR LI                   COM              6471871         11     4000 SH       DEFINED 01 10            4000        0        0
JGC CORP                       COM              6473468          8     1000 SH       DEFINED 01 10            1000        0        0
JAPAN TOBACCO                  COM              6474535         24        4 SH       DEFINED 01 10               4        0        0
JOYO BANK                      COM              6479767          5     2000 SH       DEFINED 01 10            2000        0        0
AEON CO. LTD                   COM              6480048         20     1000 SH       DEFINED 01 10            1000        0        0
NEW PLAN EXCEL REALTY TRUST    COM              648053106       72     3555 SH       DEFINED 01               3555        0        0
KAJIMA CORP                    COM              6481320          5     2000 SH       DEFINED 01 10            2000        0        0
KAMIGUMI CO                    COM              6482668          4     1000 SH       DEFINED 01 10            1000        0        0
KANEBO                         COM              6483241          2     1000 SH       DEFINED 01 10            1000        0        0
KANEKA CORP                    COM              6483360          6     1000 SH       DEFINED 01 10            1000        0        0
KANSAI ELEC                    COM              6483489         38     2700 SH       DEFINED 01 10            2700        0        0
KAO CORP                       COM              6483809         37     2000 SH       DEFINED 01 10            2000        0        0
KATOKICHI CO                   COM              6484244          2      100 SH       DEFINED 01 10             100        0        0
KAWASAKI HEA                   COM              6484620          3     3000 SH       DEFINED 01 10            3000        0        0
KAWASAKI STE                   COM              6484664          7     7000 SH       DEFINED 01 10            7000        0        0
KAWASAKI KIS                   COM              6484686          1     1000 SH       DEFINED 01 10            1000        0        0
KEIHIN ELEC                    COM              6487306          4     1000 SH       DEFINED 01 10            1000        0        0
KEIO ELECTRIC                  COM              6487362          4     1000 SH       DEFINED 01 10            1000        0        0
KEPPEL CORP                    COM              6490263          4     2000 SH       DEFINED 01 10            2000        0        0
KIKKOMAN SHOYU                 COM              6490809          5     1000 SH       DEFINED 01 10            1000        0        0
NEW WORLD RESTAURANT GROUP     COM              649271103       55   130000 SH       DEFINED 01             130000        0        0
KINDEN                         COM              6492924          4     1000 SH       DEFINED 01 10            1000        0        0
KINKI NIPPON                   COM              6492968         13     4120 SH       DEFINED 01 10            4120        0        0
KIRIN BREWER                   COM              6493745         20     3000 SH       DEFINED 01 10            3000        0        0
NEW YORK COM BANCORP           COM              649445103        3      120 SH       DEFINED 01 02               0      120        0
NEW YORK COMMUNITY BANCORP     COM              649445103     1592    57592 SH       DEFINED 01              57592        0        0
NEW YORK COMMUNITY BANCORP     COM              649445103      155     5600 SH       DEFINED 01 05               0     5600        0
KOMATSU                        COM              6496584          7     2000 SH       DEFINED 01 10            2000        0        0
KONAMI CORP.                   COM              6496681          7      300 SH       DEFINED 01 10             300        0        0
KONICA                         COM              6496700          6     1000 SH       DEFINED 01 10            1000        0        0
KOYO SEIKO CO                  COM              6497082          5     1000 SH       DEFINED 01 10            1000        0        0
KUBOTA CORP                    COM              6497509         12     4000 SH       DEFINED 01 10            4000        0        0
KURARAY CO                     COM              6497662          6     1000 SH       DEFINED 01 10            1000        0        0
KYOCERA CORP.                  COM              6499260         35      500 SH       DEFINED 01 10             500        0        0
KYOWA HAKKO                    COM              6499550          5     1000 SH       DEFINED 01 10            1000        0        0
KYUSHU                         COM              6499806          7      500 SH       DEFINED 01 10             500        0        0
NEW YORK TIMES CL A            COM              650111107       10      200 SH       DEFINED 01                  0      200        0
NEW YORK TIMES CL A            COM              650111107      179     3727 SH       DEFINED 01               3727        0        0
NEW YORK TIMES CL A            COM              650111107     1829    38210 SH       DEFINED 01 03               0    38210        0
NEW YORK TIMES CL A            COM              650111107       66     1371 SH       DEFINED 01 05               0     1371        0
TELECOM CORP OF NEW ZEALAND    COM              650200991      620   289311 SH       DEFINED 01             289311        0        0
NEWCREST MINING                COM              650902992      672   200000 SH       DEFINED 01             200000        0        0
NEWCREST MINING                COM              650902992     1905   566767 SH       DEFINED 01 03               0   566767        0
NEWMONT MINING                 COM              6509772          4     1448 SH       DEFINED 01 10            1448        0        0
LEIGHTON HOL                   COM              6511227          3      558 SH       DEFINED 01 10             558        0        0
LEND LEASE C                   COM              6512004          7     1072 SH       DEFINED 01 10            1072        0        0
NEWELL RUBBERMAID              COM              651229106    31044   971357 SH       DEFINED 01             971357        0        0
NEWELL RUBBERMAID              COM              651229106     3121    97644 SH       DEFINED 01 03               0    97644        0
NEWELL RUBBERMAID              COM              651229106     1018    31827 SH       DEFINED 01 05               0    31827        0
NEWFIELD EXPLORATION           COM              651290108    24656   666569 SH       DEFINED 01             666569        0        0
NEWFIELD EXPLORATION           COM              651290108    35048   947484 SH       DEFINED 01 02               0   947484        0
NEWFIELD EXPLORATION           COM              651290108     3048    82400 SH       DEFINED 01 03               0    82400        0
NEWFIELD EXPLORATION           COM              651290108      471    12739 SH       DEFINED 01 05               0    12739        0
NEWHALL LAND & FARMG           COM              651426108        3       85 SH       DEFINED 01                 85        0        0
NEWMONT MINING                 COM              651639106    53297  1924771 SH       DEFINED 01            1924771        0        0
NEWMONT MINING                 COM              651639106     2749    99271 SH       DEFINED 01 03               0    99271        0
NEWMONT MINING                 COM              651639106    11627   419862 SH       DEFINED 01 05               0   419862        0
NEWMONT MINING CORP - CHESS DE COM              651639999      553   192500 SH       DEFINED 01             192500        0        0
NTT DOCOMO W/I                 COM              6516697         65       24 SH       DEFINED 01 10              24        0        0
NEWPARK RESOURCES              COM              651718504      274    35330 SH       DEFINED 01              35330        0        0
NEWPORT                        COM              651824104     2430   101678 SH       DEFINED 01             101678        0        0
NEWPORT                        COM              651824104      159     6650 SH       DEFINED 01 05               0     6650        0
NEWPORT CORP                   COM              651824104        3      130 SH       DEFINED 01 02               0      130        0
NEWPOWER HOLDINGS INC          COM              652463100        0      667 SH       DEFINED 01                667        0        0
NEWS CORPORATION LIMITED - SPO COM              652487802       48     2000 SH       DEFINED 01                  0     2000        0
NEXT                           COM              652500992      232    15008 SH       DEFINED 01              15008        0        0
NEXT                           COM              652500992     4019   260137 SH       DEFINED 01 03               0   260137        0
NEXTCARD                       COM              65332K107        0      222 SH       DEFINED 01                222        0        0
NEXTEL COMMUNICATIONS CL A     COM              65332V103       22     4000 SH       DEFINED 01                  0     4000        0
NEXTEL COMMUNICATIONS CL A     COM              65332V103      249    46236 SH       DEFINED 01              46236        0        0
NEXTEL COMMUNICATIONS CL A     COM              65332V103     1088   202293 SH       DEFINED 01 03               0   202293        0
NEXTEL COMMUNICATIONS CL A     COM              65332V103       39     7259 SH       DEFINED 01 05               0     7259        0
NEXTEL PIK PFD SER-D  13.000   PRF              65332V400    12456    30381 SH       DEFINED 01              30381        0        0
NEXTEL PIK PFD SER-D  13.000   PRF              65332V400     1758     4287 SH       DEFINED 01 05               0     4287        0
NEXTEL PIK PFD SERIES E  11.12 PRF              65332V707     4908    14024 SH       DEFINED 01              14024        0        0
NEXTEL PIK PFD SERIES E  11.12 PRF              65332V707      680     1944 SH       DEFINED 01 05               0     1944        0
NEXTEL COM CVT                 CONV BND         65332VAY9     6000 12000000 PRN      DEFINED 01 02               0        0 12000000
NEXTEL PARTNERS INC            COM              65333F107       31     5100 SH       DEFINED 01                  0     5100        0
NEXTEL PARTNERS INC            COM              65333F107      306    50870 SH       DEFINED 01              50870        0        0
NEXPRISE INC                   COM              65333Q103        0       54 SH       DEFINED 01                 54        0        0
NET LEVEL COMM                 COM              65333U104        0      121 SH       DEFINED 01                121        0        0
NH HOTELES S.A.                COM              653400994      252    22000 SH       DEFINED 01              22000        0        0
NICHICON                       COM              654078997       17     1300 SH       DEFINED 01               1300        0        0
NICOR                          COM              654086107    11443   251212 SH       DEFINED 01             251212        0        0
NICOR                          COM              654086107      511    11224 SH       DEFINED 01 03               0    11224        0
NICOR                          COM              654086107       18      402 SH       DEFINED 01 05               0      402        0
NIKE CL B                      COM              654106103    28402   473288 SH       DEFINED 01             473288        0        0
NIKE CL B                      COM              654106103     4075    67913 SH       DEFINED 01 03               0    67913        0
NIKE CL B                      COM              654106103     1096    18267 SH       DEFINED 01 05               0    18267        0
99 CENTS ONLY STORE            COM              65440K106    53971  1407720 SH       DEFINED 01 02               0  1407720        0
99 CENTS ONLY STORES           COM              65440K106    28823   751788 SH       DEFINED 01             751788        0        0
99 CENTS ONLY STORES           COM              65440K106     4708   122800 SH       DEFINED 01 03               0   122800        0
99 CENTS ONLY STORES           COM              65440K106      731    19065 SH       DEFINED 01 05               0    19065        0
NINTENDO                       COM              654450998     6855    46586 SH       DEFINED 01              46586        0        0
NINTENDO                       COM              654450998     1692    11500 SH       DEFINED 01 03               0    11500        0
NINTENDO                       COM              654450998    11947    81200 SH       DEFINED 01 05               0    81200        0
NIPPON MEAT PACKERS INC        COM              654460997     1499   154000 SH       DEFINED 01             154000        0        0
NIPPON STEEL                   COM              654619956       91    63293 SH       DEFINED 01              63293        0        0
NIPPON TELEGRAPH & TELEPHONE   COM              654620962      707      184 SH       DEFINED 01                184        0        0
NIPPON TELEGRAPH & TELEPHONE   COM              654620962     2708      705 SH       DEFINED 01 03               0      705        0
NISOURCE                       COM              65473P105      317    13800 SH       DEFINED 01                  0    13800        0
NISOURCE                       COM              65473P105      117     5089 SH       DEFINED 01               5089        0        0
NISOURCE                       COM              65473P105     1207    52593 SH       DEFINED 01 03               0    52593        0
NISOURCE                       COM              65473P105       43     1886 SH       DEFINED 01 05               0     1886        0
NISOURCE INC SAILS             COM              65473P600        0      128 SH       DEFINED 01                128        0        0
NISSAN MOTOR                   COM              654744994     4491   621337 SH       DEFINED 01             621337        0        0
NISSAN MOTOR                   COM              654744994     2147   297000 SH       DEFINED 01 03               0   297000        0
NISSAN MOTOR                   COM              654744994     8117  1123000 SH       DEFINED 01 05               0  1123000        0
NISSIN HEALTHCARE              COM              654885995      282    12000 SH       DEFINED 01              12000        0        0
NOBLE AFFILIATES               COM              654894104      743    19009 SH       DEFINED 01              19009        0        0
NOKIA ADR A                    COM              654902204    16096   776089 SH       DEFINED 01                  0   776089        0
NOKIA ADR A                    COM              654902204    39502  1904607 SH       DEFINED 01 02               0  1904607        0
NOKIA ADR CL A                 COM              654902204   117250  5653326 SH       DEFINED 01            5653326        0        0
NOKIA ADR CL A                 COM              654902204      350    16850 SH       DEFINED 01 03               0    16850        0
NOKIA ADR CL A                 COM              654902204    30437  1467529 SH       DEFINED 01 05               0  1467529        0
MIM HOLDINGS                   COM              6550167          3     3659 SH       DEFINED 01 10            3659        0        0
NOBLE DRILLING                 COM              655042109     2015    48702 SH       DEFINED 01              48702        0        0
NOBLE DRILLING                 COM              655042109     1426    34430 SH       DEFINED 01 03               0    34430        0
NOBLE DRILLING                 COM              655042109       50     1201 SH       DEFINED 01 05               0     1201        0
NOBLE DRILLING CORP            COM              655042109     8263   199710 SH       DEFINED 01 02               0   199710        0
NOMURA HOLDINGS                COM              655361103    15824  1220000 SH       DEFINED 01            1220000        0        0
NOMURA HOLDINGS                COM              655361103     4942   381000 SH       DEFINED 01 03               0   381000        0
NOMURA HOLDINGS                COM              655361103    13567  1046000 SH       DEFINED 01 05               0  1046000        0
NORDEA                         COM              655499994      872   152968 SH       DEFINED 01             152968        0        0
NORDSON                        COM              655663102      243     8046 SH       DEFINED 01               8046        0        0
NORDSTROM                      COM              655664100       82     3353 SH       DEFINED 01               3353        0        0
NORDSTROM                      COM              655664100      834    34051 SH       DEFINED 01 03               0    34051        0
NORDSTROM                      COM              655664100       30     1222 SH       DEFINED 01 05               0     1222        0
NORFOLK SOUTHERN               COM              655844108      342    14300 SH       DEFINED 01                  0    14300        0
NORFOLK SOUTHERN               COM              655844108    59362  2479622 SH       DEFINED 01            2479622        0        0
NORFOLK SOUTHERN               COM              655844108     2345    97956 SH       DEFINED 01 03               0    97956        0
NORFOLK SOUTHERN               COM              655844108     9128   381315 SH       DEFINED 01 05               0   381315        0
NORFOLK SOUTHERN CO            COM              655844108       47     1959 SH       DEFINED 01 02               0     1959        0
NORSK HYDRO                    COM              656531993       19      400 SH       DEFINED 01                400        0        0
NORSKE SKOGSINDUSTRIER         COM              656533999       11      600 SH       DEFINED 01                600        0        0
NORTEK INC                     COM              656559101       36     1000 SH       DEFINED 01                  0     1000        0
NORTEK INC                     COM              656559101        9      230 SH       DEFINED 01 02               0      230        0
NORTEL NETWORKS                COM              656568102     6782  1510522 SH       DEFINED 01            1510522        0        0
NORTEL NETWORKS                COM              656568102     4032   897998 SH       DEFINED 01 03               0   897998        0
NORTEL NETWORKS                COM              656568102      131    29141 SH       DEFINED 01 05               0    29141        0
NORTEL NETWORKS CORP           COM              656568102    14149  3150612 SH       DEFINED 01 02               0  3150612        0
NORTEL NETWORKS                COM              656568995      722   164400 SH       DEFINED 01             164400        0        0
MARUBENI COR                   COM              6569464          2     3000 SH       DEFINED 01 10            3000        0        0
MARUI CO                       COM              6569527         12     1000 SH       DEFINED 01 10            1000        0        0
MATSUSHITA COMM                COM              6572666          3      100 SH       DEFINED 01 10             100        0        0
MATSUSHITA E                   COM              6572707         73     6000 SH       DEFINED 01 10            6000        0        0
MATSUSHITA                     COM              6572729          8     1000 SH       DEFINED 01 10            1000        0        0
MAYNE GROUP                    COM              6574606          4     1528 SH       DEFINED 01 10            1528        0        0
MEIJI DAIRIES CORP             COM              6576088          3     1000 SH       DEFINED 01 10            1000        0        0
MEIJI SEIKA                    COM              6576185          4     1000 SH       DEFINED 01 10            1000        0        0
MEITEC                         COM              6576356          3      100 SH       DEFINED 01 10             100        0        0
SUNCORP-METW                   COM              6585084          6      955 SH       DEFINED 01 10             955        0        0
NOKIA                          COM              659002FR5    43137  2040685 SH       DEFINED 01            2040685        0        0
NOKIA                          COM              659002FR5     5897   279000 SH       DEFINED 01 03               0   279000        0
NOKIA                          COM              659002FR5    44359  2098518 SH       DEFINED 01 05               0  2098518        0
CREDIT SAISO                   COM              6591809          8      400 SH       DEFINED 01 10             400        0        0
NORTH FORK BANCORPORATION      COM              659424105     1657    46587 SH       DEFINED 01              46587        0        0
MITSUBISHI E                   COM              6596729         21     3000 SH       DEFINED 01 10            3000        0        0
MITSUBISHI C                   COM              6596785         30     4000 SH       DEFINED 01 10            4000        0        0
MITSUBISHI G                   COM              6596923          2     1000 SH       DEFINED 01 10            1000        0        0
MITSUBISHI C                   COM              6597001         11     5000 SH       DEFINED 01 10            5000        0        0
MITSUBISHI E                   COM              6597045         28     6000 SH       DEFINED 01 10            6000        0        0
MITSUBISHI H                   COM              6597067         29     9000 SH       DEFINED 01 10            9000        0        0
MITSUBISHI                     COM              6597089          5     3000 SH       DEFINED 01 10            3000        0        0
MITSUBISHI PAPER MILL          COM              6597142          2     1000 SH       DEFINED 01 10            1000        0        0
MITSUBISHI R                   COM              6597164          5     2000 SH       DEFINED 01 10            2000        0        0
MITSUI & CO                    COM              6597302         24     4000 SH       DEFINED 01 10            4000        0        0
MITSUI MININ                   COM              6597346          3     1000 SH       DEFINED 01 10            1000        0        0
MITSUI ENG & SHIP              COM              6597380          2     2000 SH       DEFINED 01 10            2000        0        0
MITSUKOSHI                     COM              6597487          3     1000 SH       DEFINED 01 10            1000        0        0
MITSUI FUDOS                   COM              6597603         16     2000 SH       DEFINED 01 10            2000        0        0
MURATA MFG C                   COM              6610403         45      700 SH       DEFINED 01 10             700        0        0
NGK INSULATO                   COM              6619507          7     1000 SH       DEFINED 01 10            1000        0        0
NGK SPARK PL                   COM              6619604          8     1000 SH       DEFINED 01 10            1000        0        0
NEWS CORPORA                   COM              6620758         34     5726 SH       DEFINED 01 10            5726        0        0
NAMCO                          COM              6620941          2      100 SH       DEFINED 01 10             100        0        0
NATL AUSTRAL                   COM              6624608         71     3870 SH       DEFINED 01 10            3870        0        0
NEPTUNE ORIE                   COM              6628859          2     3000 SH       DEFINED 01 10            3000        0        0
NEW WORLD DE                   COM              6633767          4     5000 SH       DEFINED 01 10            5000        0        0
NINTENDO CO                    COM              6639550         59      400 SH       DEFINED 01 10             400        0        0
NIKKO SECURITIES               COM              6640284          9     2000 SH       DEFINED 01 10            2000        0        0
DENSO CORP                     COM              6640381         38     2500 SH       DEFINED 01 10            2500        0        0
NEC CORP                       COM              6640400         42     5000 SH       DEFINED 01 10            5000        0        0
NIDEC CORPOR                   COM              6640682         13      200 SH       DEFINED 01 10             200        0        0
NIPPON MEAT                    COM              6640767         10     1000 SH       DEFINED 01 10            1000        0        0
NICHIREI COR                   COM              6640864          3     1000 SH       DEFINED 01 10            1000        0        0
NIPPON SUISA                   COM              6640927          1     1000 SH       DEFINED 01 10            1000        0        0
NISSHIN SEIFUN GROUP INC       COM              6640961          6     1000 SH       DEFINED 01 10            1000        0        0
NISHIMATSU                     COM              6640983          3     1000 SH       DEFINED 01 10            1000        0        0
JAPAN ENERGY                   COM              6641209          3     2000 SH       DEFINED 01 10            2000        0        0
NIPPON TELEGRAPH & TELEPHONE   COM              6641373         88       23 SH       DEFINED 01 10              23        0        0
NIPPON MITSU                   COM              6641403         19     4000 SH       DEFINED 01 10            4000        0        0
NIPPON SHEET                   COM              6641447          4     1000 SH       DEFINED 01 10            1000        0        0
NSK                            COM              6641544          4     1000 SH       DEFINED 01 10            1000        0        0
NISSIN FOOD                    COM              6641760          5      300 SH       DEFINED 01 10             300        0        0
NITTO DENKO CORP               COM              6641801         12      400 SH       DEFINED 01 10             400        0        0
NIPPON EXPRE                   COM              6642127         12     3000 SH       DEFINED 01 10            3000        0        0
NIKON CORP                     COM              6642321         11     1000 SH       DEFINED 01 10            1000        0        0
YAMAHA                         COM              6642387          7     1000 SH       DEFINED 01 10            1000        0        0
MINEBEA CO                     COM              6642406          6     1000 SH       DEFINED 01 10            1000        0        0
NIPPON STEEL                   COM              6642569         24    17000 SH       DEFINED 01 10           17000        0        0
NISSAN MOTOR                   COM              6642860         65     9000 SH       DEFINED 01 10            9000        0        0
NISSHINBO IN                   COM              6642923          4     1000 SH       DEFINED 01 10            1000        0        0
NOMURA HOLDINGS                COM              6643108         65     5000 SH       DEFINED 01 10            5000        0        0
NIPPON YUSEN                   COM              6643960         10     3000 SH       DEFINED 01 10            3000        0        0
NORTHEAST UTILITIES            COM              664397106       20     1000 SH       DEFINED 01                  0     1000        0
NORTHEAST UTILITIES            COM              664397106     5096   256473 SH       DEFINED 01             256473        0        0
NORTHEAST UTILITIES            COM              664397106     8409   423200 SH       DEFINED 01 05               0   423200        0
ORIENTAL LAN                   COM              6648891         19      300 SH       DEFINED 01 10             300        0        0
NTN CORP                       COM              6651189          2     1000 SH       DEFINED 01 10            1000        0        0
OBAYASHI COR                   COM              6656407          6     2000 SH       DEFINED 01 10            2000        0        0
OJI PAPER CO                   COM              6657701         14     3000 SH       DEFINED 01 10            3000        0        0
OKUMURA CORP                   COM              6657808          3     1000 SH       DEFINED 01 10            1000        0        0
NORTHERN TRUST                 COM              665859104      334     5549 SH       DEFINED 01               5549        0        0
NORTHERN TRUST                 COM              665859104     3383    56284 SH       DEFINED 01 03               0    56284        0
NORTHERN TRUST                 COM              665859104      121     2020 SH       DEFINED 01 05               0     2020        0
OLYMPUS OPTI                   COM              6658801         12     1000 SH       DEFINED 01 10            1000        0        0
OMRON CORP                     COM              6659428         14     1000 SH       DEFINED 01 10            1000        0        0
TAIHEIYO CEM                   COM              6660204          3     2000 SH       DEFINED 01 10            2000        0        0
ORIX CORP                      COM              6661144         16      220 SH       DEFINED 01 10             220        0        0
OSAKA GAS CO                   COM              6661768         13     6000 SH       DEFINED 01 10            6000        0        0
O/SEAS CHINE                   COM              6663689         30     4000 SH       DEFINED 01 10            4000        0        0
NORTHROP GRUMMAN               COM              666807102       57      500 SH       DEFINED 01                  0      500        0
NORTHROP GRUMMAN               COM              666807102    71804   635159 SH       DEFINED 01             635159        0        0
NORTHROP GRUMMAN               COM              666807102     4425    39144 SH       DEFINED 01 03               0    39144        0
NORTHROP GRUMMAN               COM              666807102      928     8209 SH       DEFINED 01 05               0     8209        0
NORTHROP GRUMMAN COR           COM              666807102       42      365 SH       DEFINED 01 02               0      365        0
NWA                            COM              667280101    10746   563490 SH       DEFINED 01             563490        0        0
NWA                            COM              667280101      143     7500 SH       DEFINED 01 02               0     7500        0
NWA                            COM              667280101    17325   908500 SH       DEFINED 01 05               0   908500        0
NORTHWEST NATURAL GAS COMPANY  COM              667655104     2165    77301 SH       DEFINED 01              77301        0        0
NW NATURAL GAS CO              COM              667655104       12      420 SH       DEFINED 01 02               0      420        0
NORTHWEST NAT GA 100           PRF              667655708    17255   170000 SH       DEFINED 01 04               0   170000        0
NORTHWESTERN CORP              COM              668074107     1849    84049 SH       DEFINED 01              84049        0        0
NORTHWESTERN CORP              COM              668074107       10      440 SH       DEFINED 01 02               0      440        0
PIONEER CORP                   COM              6688745         10      500 SH       DEFINED 01 10             500        0        0
NU HORIZONS ELEC COR           COM              669908105     3185   323300 SH       DEFINED 01             323300        0        0
NU HORIZONS ELEC COR           COM              669908105      262    26600 SH       DEFINED 01 05               0    26600        0
NUANCE COMMUNICATION           COM              669967101        1       82 SH       DEFINED 01                 82        0        0
NOVAVAX                        COM              670002104      808    70600 SH       DEFINED 01              70600        0        0
NOVELL                         COM              670006105     2008   516081 SH       DEFINED 01             516081        0        0
NOVELL                         COM              670006105      358    91904 SH       DEFINED 01 03               0    91904        0
NOVELL                         COM              670006105      174    44597 SH       DEFINED 01 05               0    44597        0
NOVELL INC                     COM              670006105       10     2670 SH       DEFINED 01 02               0     2670        0
NOVELLUS SYSTEMS               COM              670008101    58007  1071607 SH       DEFINED 01            1071607        0        0
NOVELLUS SYSTEMS               COM              670008101     6786   125377 SH       DEFINED 01 03               0   125377        0
NOVELLUS SYSTEMS               COM              670008101    43690   807121 SH       DEFINED 01 05               0   807121        0
NOVELLUS SYSTEMS INC           COM              670008101    64876  1198497 SH       DEFINED 01 02               0  1198497        0
NOVEN PHARMACEUTICAL           COM              670009109        4      210 SH       DEFINED 01 02               0      210        0
NOVEN PHARMACEUTICALS          COM              670009109     3852   185696 SH       DEFINED 01             185696        0        0
NOVEN PHARMACEUTICALS          COM              670009109      207    10000 SH       DEFINED 01 05               0    10000        0
NOVO NORDISK CL B              COM              670100999      213     5334 SH       DEFINED 01               5334        0        0
NU SKIN ENTERPRISES            COM              67018T105        7      660 SH       DEFINED 01                660        0        0
NUCENTRIX BROADBAND            COM              670198100        1      119 SH       DEFINED 01                119        0        0
NSTAR                          COM              67019E107       81     1789 SH       DEFINED 01               1789        0        0
PROMISE CO                     COM              6703295         13      300 SH       DEFINED 01 10             300        0        0
NUCOR                          COM              670346105    38805   604061 SH       DEFINED 01             604061        0        0
NUCOR                          COM              670346105     2276    35418 SH       DEFINED 01 03               0    35418        0
NUCOR                          COM              670346105     2017    31407 SH       DEFINED 01 05               0    31407        0
NUCOR CORP                     COM              670346105      659    10250 SH       DEFINED 01 02               0    10250        0
NUEVO ENERGY CO                COM              670509108      777    52151 SH       DEFINED 01              52151        0        0
NUMERICAL TECHNOLOG            COM              67053T101     8513   630159 SH       DEFINED 01             630159        0        0
NUMERICAL TECHNOLOG            COM              67053T101      324    24000 SH       DEFINED 01 05               0    24000        0
NUTRECO HOLDING N.V.           COM              670610997      155     4750 SH       DEFINED 01               4750        0        0
NVIDIA                         COM              67066G104    34344   774192 SH       DEFINED 01             774192        0        0
NVIDIA                         COM              67066G104     2234    50346 SH       DEFINED 01 03               0    50346        0
NVIDIA                         COM              67066G104    12464   280964 SH       DEFINED 01 05               0   280964        0
NVIDIA CORP                    COM              67066G104     2326    52450 SH       DEFINED 01 02               0    52450        0
NYFIX INC                      COM              670712108     1261    84314 SH       DEFINED 01              84314        0        0
SUEZ SA                        COM              670800994      410    14491 SH       DEFINED 01              14491        0        0
O`CHARLEY`S                    COM              670823103     1231    57115 SH       DEFINED 01              57115        0        0
OKLAHOMA GAS & ELEC            COM              670837103       65     2708 SH       DEFINED 01               2708        0        0
OM GROUP                       COM              670872100    11586   160258 SH       DEFINED 01             160258        0        0
OM GROUP                       COM              670872100      260     3600 SH       DEFINED 01 05               0     3600        0
NOVARTIS                       COM              670889997    43116  1096198 SH       DEFINED 01            1096198        0        0
NOVARTIS                       COM              670889997     5215   132602 SH       DEFINED 01 03               0   132602        0
NOVARTIS                       COM              670889997    25108   638339 SH       DEFINED 01 05               0   638339        0
OMV                            COM              671039998       81      850 SH       DEFINED 01                850        0        0
OSI PHARMACEUTICALS            COM              671040103     7779   198694 SH       DEFINED 01             198694        0        0
OSI PHARMACEUTICALS            COM              671040103      106     2700 SH       DEFINED 01 02               0     2700        0
OSI PHARMACEUTICALS            COM              671040103    11271   287900 SH       DEFINED 01 05               0   287900        0
OSI SYSTEMS INC                COM              671044105      517    20500 SH       DEFINED 01              20500        0        0
OTG SOFTWARE INC               COM              671059103        1       70 SH       DEFINED 01                 70        0        0
QBE INS GROU                   COM              6715740          4     1062 SH       DEFINED 01 10            1062        0        0
OAK TECHNOLOGY                 COM              671802106       30     2000 SH       DEFINED 01                  0     2000        0
OAK TECHNOLOGY                 COM              671802106     3638   244516 SH       DEFINED 01             244516        0        0
OAK TECHNOLOGY                 COM              671802106        4      250 SH       DEFINED 01 02               0      250        0
OAK TECHNOLOGY                 COM              671802106      170    11400 SH       DEFINED 01 05               0    11400        0
OAKLEY                         COM              673662102     2586   144417 SH       DEFINED 01             144417        0        0
OAKLEY                         COM              673662102      115     6400 SH       DEFINED 01 05               0     6400        0
RICOH                          COM              6738220         19     1000 SH       DEFINED 01 10            1000        0        0
OCCIDENTAL PETROLEUM           COM              674599105     8435   289356 SH       DEFINED 01             289356        0        0
OCCIDENTAL PETROLEUM           COM              674599105     3007   103165 SH       DEFINED 01 03               0   103165        0
OCCIDENTAL PETROLEUM           COM              674599105      396    13597 SH       DEFINED 01 05               0    13597        0
OCE NV                         COM              674625991      236    19950 SH       DEFINED 01              19950        0        0
ROHM CO                        COM              6747204         45      300 SH       DEFINED 01 10             300        0        0
OCEAN ENERGY                   COM              67481E106      330    16700 SH       DEFINED 01                  0    16700        0
OCEAN ENERGY                   COM              67481E106    21084  1065433 SH       DEFINED 01            1065433        0        0
OCEAN ENERGY                   COM              67481E106    17959   907484 SH       DEFINED 01 05               0   907484        0
OCEAN ENERGY INC TEX           COM              67481E106       83     4200 SH       DEFINED 01 02               0     4200        0
OCEANEERING INT L              COM              675232102     2286    78804 SH       DEFINED 01              78804        0        0
OCULAR SCIENCES                COM              675744106     2562    91500 SH       DEFINED 01              91500        0        0
OCULAR SCIENCES                COM              675744106      257     9200 SH       DEFINED 01 05               0     9200        0
OCWEN FINANCIAL CORP           COM              675746101       65     9800 SH       DEFINED 01                  0     9800        0
ODYSSEY RE HOLDINGS            COM              67612W108        6      395 SH       DEFINED 01                395        0        0
OFFICE DEPOT                   COM              676220106     7541   379927 SH       DEFINED 01             379927        0        0
OFFICE DEPOT                   COM              676220106     2108   106200 SH       DEFINED 01 03               0   106200        0
OFFICE DEPOT                   COM              676220106      464    23391 SH       DEFINED 01 05               0    23391        0
OFFICE MAX                     COM              67622M108        2      432 SH       DEFINED 01                432        0        0
OFFSHORE LOGISTICS             COM              676255102     2292   106359 SH       DEFINED 01             106359        0        0
SMC CORP                       COM              6763965         24      200 SH       DEFINED 01 10             200        0        0
SOUTHCORP LT                   COM              6764689          5     1317 SH       DEFINED 01 10            1317        0        0
SOFTBANK COR                   COM              6770620         17      900 SH       DEFINED 01 10             900        0        0
SHANGRI-LA A                   COM              6771032          3     4000 SH       DEFINED 01 10            4000        0        0
OHIO CASUALTY                  COM              677240103     2592   136842 SH       DEFINED 01             136842        0        0
OHIO CASUALTY                  COM              677240103       83     4400 SH       DEFINED 01 05               0     4400        0
OHIO CASUALTY CORP             COM              677240103       11      560 SH       DEFINED 01 02               0      560        0
OHIO POWER CO $100             PRF              677415796     3518    36000 SH       DEFINED 01 04               0    36000        0
OHI PWR CO $100                PRF              677415812      984    10000 SH       DEFINED 01 04               0    10000        0
OHIO PWR CO $100               PRF              677415820      513     5000 SH       DEFINED 01 04               0     5000        0
SANKYO CO                      COM              6775283         15     1000 SH       DEFINED 01 10            1000        0        0
SANRIO                         COM              6776349          2      200 SH       DEFINED 01 10             200        0        0
SANTOS LIMIT                   COM              6776703          4     1191 SH       DEFINED 01 10            1191        0        0
SANYO ELECTR                   COM              6776769         23     5000 SH       DEFINED 01 10            5000        0        0
SAPPORO BREW                   COM              6776907          3     1000 SH       DEFINED 01 10            1000        0        0
LUKOIL HOLDING ADR             COM              677862104       96     1689 SH       DEFINED 01               1689        0        0
OJI PAPER                      COM              678118993      834   176000 SH       DEFINED 01             176000        0        0
FIRST CAPITAL                  COM              6786735          1     1000 SH       DEFINED 01 10            1000        0        0
SECOM CO                       COM              6791591         22      500 SH       DEFINED 01 10             500        0        0
SEGA CORPORATION               COM              6791955          5      300 SH       DEFINED 01 10             300        0        0
SEIYU                          COM              6793780          4     1000 SH       DEFINED 01 10            1000        0        0
SEKISUI CHEM                   COM              6793821          3     1000 SH       DEFINED 01 10            1000        0        0
SEKISUI HOUS                   COM              6793906         14     2000 SH       DEFINED 01 10            2000        0        0
SEVEN ELEVEN                   COM              6797179         31     1000 SH       DEFINED 01 10            1000        0        0
OLD NATL BANCORP               COM              680033107        6      260 SH       DEFINED 01                260        0        0
SHARP CORP                     COM              6800602         40     3000 SH       DEFINED 01 10            3000        0        0
OLD REPUBLIC INTL              COM              680223104     1513    47346 SH       DEFINED 01              47346        0        0
SHIMAMURA CO                   COM              6804035          7      100 SH       DEFINED 01 10             100        0        0
77TH BANK                      COM              6804165          4     1000 SH       DEFINED 01 10            1000        0        0
SHIMIZU CORP                   COM              6804400          7     2000 SH       DEFINED 01 10            2000        0        0
SHIMACHU                       COM              6804455          1      100 SH       DEFINED 01 10             100        0        0
SHIN-ETSU                      COM              6804585         51     1200 SH       DEFINED 01 10            1200        0        0
SHIONOGI & C                   COM              6804682         16     1000 SH       DEFINED 01 10            1000        0        0
SHIMANO INC                    COM              6804820          4      300 SH       DEFINED 01 10             300        0        0
SHISEIDO CO                    COM              6805265         10     1000 SH       DEFINED 01 10            1000        0        0
SHIZUOKA BAN                   COM              6805328         13     2000 SH       DEFINED 01 10            2000        0        0
SHOWA DENKO                    COM              6805469          3     2000 SH       DEFINED 01 10            2000        0        0
SHOWA SHELL                    COM              6805544          6     1000 SH       DEFINED 01 10            1000        0        0
OLIN                           COM              680665205       29     1542 SH       DEFINED 01               1542        0        0
SINO LAND CO                   COM              6810429          3     8099 SH       DEFINED 01 10            8099        0        0
SINGAPORE                      COM              6810753         13    15000 SH       DEFINED 01 10           15000        0        0
PARKWAY HOLDINGS               COM              6811143          1     2000 SH       DEFINED 01 10            2000        0        0
SINGAPORE AIRLINES             COM              6811734         23     3000 SH       DEFINED 01 10            3000        0        0
SNOW BRAND M                   COM              6818401          1     1000 SH       DEFINED 01 10            1000        0        0
OMNICARE                       COM              681904108       52     2000 SH       DEFINED 01                  0     2000        0
OMNICARE                       COM              681904108       84     3257 SH       DEFINED 01               3257        0        0
OMNICOM GROUP                  COM              681919106    63213   669628 SH       DEFINED 01             669628        0        0
OMNICOM GROUP                  COM              681919106      250     2650 SH       DEFINED 01 02               0     2650        0
OMNICOM GROUP                  COM              681919106     4445    47091 SH       DEFINED 01 03               0    47091        0
OMNICOM GROUP                  COM              681919106     1156    12243 SH       DEFINED 01 05               0    12243        0
OMNOVA SOLUTIONS W/I           COM              682129101     1215   146384 SH       DEFINED 01             146384        0        0
SONY CORP                      COM              6821506        135     2600 SH       DEFINED 01 10            2600        0        0
ON ASSIGNMENT INC              COM              682159108     1229    68686 SH       DEFINED 01              68686        0        0
ON COMMAND CORP                COM              682160106        1      113 SH       DEFINED 01                113        0        0
ON SEMICONDUCTOR CORP          COM              682189105        1      233 SH       DEFINED 01                233        0        0
SCMP GROUP LTD                 COM              6824657          2     4000 SH       DEFINED 01 10            4000        0        0
ONEOK                          COM              682680103       21     1000 SH       DEFINED 01                  0     1000        0
ONEOK                          COM              682680103     2970   142428 SH       DEFINED 01             142428        0        0
ONEOK                          COM              682680103      315    15100 SH       DEFINED 01 05               0    15100        0
ONI SYSTEMS CORP               COM              68273F103        7     1071 SH       DEFINED 01               1071        0        0
ONYX SOFTWARE CP               COM              683402101        0       56 SH       DEFINED 01                 56        0        0
VIMPEL COMMUNICATIONS ADR      COM              68370R109     2902    90184 SH       DEFINED 01              90184        0        0
VIMPEL COMMUNICATIONS ADR      COM              68370R109       84     2610 SH       DEFINED 01 05               0     2610        0
OPENWAVE SYSTEMS               COM              683718100       26     4100 SH       DEFINED 01                  0     4100        0
OPENWAVE SYSTEMS               COM              683718100        8     1285 SH       DEFINED 01               1285        0        0
OPG GROEP                      COM              683735997      454    11580 SH       DEFINED 01              11580        0        0
OPNET TECHNOLOGIES             COM              683757108      648    68000 SH       DEFINED 01              68000        0        0
OPLINK COMM INC                COM              68375Q106        1      362 SH       DEFINED 01                362        0        0
OPTICAL CABLE CORP             COM              683827109        0      138 SH       DEFINED 01                138        0        0
OPTICAL COMM PROD              COM              68382T101       98    35000 SH       DEFINED 01              35000        0        0
ORACLE                         COM              68389X105    39884  3115996 SH       DEFINED 01            3115996        0        0
ORACLE                         COM              68389X105    18775  1466787 SH       DEFINED 01 03               0  1466787        0
ORACLE                         COM              68389X105     2258   176387 SH       DEFINED 01 05               0   176387        0
ORACLE                         COM              68389X105     2295   179300 SH       DEFINED 11 12               0   179300        0
ORACLE                         COM              68389X105    14815  1157400 SH       DEFINED 11 12 13            0  1157400        0
ORACLE CORP COM                COM              68389X105    10288   803788 SH       DEFINED 01                  0   803788        0
ORACLE CORP COM                COM              68389X105    31093  2429106 SH       DEFINED 01 02               0  2429106        0
ORACLE INC.                    COM              68389X105       46     3600 SH       DEFINED 11 12 13            0     3600        0
OPTION CARE INC                COM              683948103        3      210 SH       DEFINED 01 02               0      210        0
STOCKLAND TRUST                COM              6850856          2      832 SH       DEFINED 01 10             832        0        0
ORANGE                         COM              685444994       19     2800 SH       DEFINED 01               2800        0        0
ORANGE                         COM              685444994     2421   355315 SH       DEFINED 01 03               0   355315        0
ORBITAL SCIENCES COR           COM              685564106        6     1150 SH       DEFINED 01 02               0     1150        0
ORBITAL SCIENCES COR ORB       COM              685564106     1802   344000 SH       DEFINED 01             344000        0        0
ORBITAL SCIENCES COR ORB       COM              685564106      149    28400 SH       DEFINED 01 05               0    28400        0
ORBITAL SCIENCES WTS           COM              685564130       13     5220 SH       DEFINED 01               5220        0        0
ORCHID BIOSCIENCE              COM              68571P100        0      133 SH       DEFINED 01                133        0        0
SUMITOMO MITSUI BANK CORP      COM              6858526         54    13000 SH       DEFINED 01 10           13000        0        0
SUMITOMO OSAKA CEMENT          COM              6858548          1     1000 SH       DEFINED 01 10            1000        0        0
SUMITOMO CHE                   COM              6858560         15     4000 SH       DEFINED 01 10            4000        0        0
SUMITOMO ELE                   COM              6858708         14     2000 SH       DEFINED 01 10            2000        0        0
SUMITOMO HEA                   COM              6858731          1     1000 SH       DEFINED 01 10            1000        0        0
SUMITOMO MET                   COM              6858827          3     8000 SH       DEFINED 01 10            8000        0        0
SUMITOMO MET                   COM              6858849          8     2000 SH       DEFINED 01 10            2000        0        0
SUMITOMO RLTY+DEV              COM              6858902          5     1000 SH       DEFINED 01 10            1000        0        0
SUMITOMO COR                   COM              6858946         17     3000 SH       DEFINED 01 10            3000        0        0
SUMITOMO                       COM              6859002          4     1000 SH       DEFINED 01 10            1000        0        0
ORGANOGENISIS                  COM              685906109       33    23600 SH       DEFINED 01              23600        0        0
SUN HUNG KAI                   COM              6859927         46     6000 SH       DEFINED 01 10            6000        0        0
OREGON STEEL MILLS             COM              686079104      874   115000 SH       DEFINED 01             115000        0        0
O REILLY AUTOMOTIVE            COM              686091109     5981   189468 SH       DEFINED 01             189468        0        0
ORIENTAL LAND CO LTD           COM              686223991     1336    21400 SH       DEFINED 01 03               0    21400        0
ORIX                           COM              686475997    12434   165800 SH       DEFINED 01             165800        0        0
ORIX                           COM              686475997     3405    45400 SH       DEFINED 01 03               0    45400        0
ORIX                           COM              686475997    13027   173700 SH       DEFINED 01 05               0   173700        0
ORKLA ASA                      COM              686480997      270    14950 SH       DEFINED 01              14950        0        0
SWIRE PACIFI                   COM              6867748         22     4000 SH       DEFINED 01 10            4000        0        0
TDK CORP                       COM              6869302         11      200 SH       DEFINED 01 10             200        0        0
TAISEI CORP                    COM              6870100          4     2000 SH       DEFINED 01 10            2000        0        0
MITSUI                         COM              6870122         20     4180 SH       DEFINED 01 10            4180        0        0
TAISHO PHARM                   COM              6870144         15     1000 SH       DEFINED 01 10            1000        0        0
TAKARA SMUZO                   COM              6870382          8     1000 SH       DEFINED 01 10            1000        0        0
TAKASHIMAYA                    COM              6870401          5     1000 SH       DEFINED 01 10            1000        0        0
TAKEDA CHEM                    COM              6870445         81     2000 SH       DEFINED 01 10            2000        0        0
ADVANTEST                      COM              6870490         23      300 SH       DEFINED 01 10             300        0        0
TABCORP HLDG                   COM              6873262          4      649 SH       DEFINED 01 10             649        0        0
ORTHODONTIC CENTERS OF AMERICA COM              68750P103     5205   188544 SH       DEFINED 01             188544        0        0
TAKEFUJI COR                   COM              6876067         25      400 SH       DEFINED 01 10             400        0        0
TEIJIN                         COM              6880507          7     2000 SH       DEFINED 01 10            2000        0        0
TEIKOKU OIL                    COM              6880905          4     1000 SH       DEFINED 01 10            1000        0        0
TELECOM CORP                   COM              6881436          6     2984 SH       DEFINED 01 10            2984        0        0
TELEVISION                     COM              6881674          5     1000 SH       DEFINED 01 10            1000        0        0
OSHKOSH B-GOSH CLA             COM              688222207     1574    36721 SH       DEFINED 01              36721        0        0
OSHKOSH TRUCK CORP             COM              688239201     2920    51310 SH       DEFINED 01              51310        0        0
TERUMO CORP                    COM              6885074          7      500 SH       DEFINED 01 10             500        0        0
OSTEOTECH INC                  COM              688582105      289    43190 SH       DEFINED 01              43190        0        0
NEWS CORPORA                   COM              6886925         37     5292 SH       DEFINED 01 10            5292        0        0
TODA CORP                      COM              6893884          2     1000 SH       DEFINED 01 10            1000        0        0
TOKIO MARINE                   COM              6894768         28     4000 SH       DEFINED 01 10            4000        0        0
TOBU RAILWAY                   COM              6895169          5     2000 SH       DEFINED 01 10            2000        0        0
TOHOKU ELEC                    COM              6895266         16     1300 SH       DEFINED 01 10            1300        0        0
TOKYO ELEC P                   COM              6895404         72     3800 SH       DEFINED 01 10            3800        0        0
TOKYO GAS CO                   COM              6895448         17     7000 SH       DEFINED 01 10            7000        0        0
TOKYO ELECTRON LTD             COM              6895675         35      500 SH       DEFINED 01 10             500        0        0
TOKYU CORP                     COM              6896548          9     3000 SH       DEFINED 01 10            3000        0        0
TOPPAN PRINT                   COM              6897024         19     2000 SH       DEFINED 01 10            2000        0        0
TORAY INDS I                   COM              6897143         11     4000 SH       DEFINED 01 10            4000        0        0
TOSHIBA CORP                   COM              6897217         34     8000 SH       DEFINED 01 10            8000        0        0
TOTO                           COM              6897466          4     1000 SH       DEFINED 01 10            1000        0        0
OUTBACK STEAKHOUSE             COM              689899102       94     2629 SH       DEFINED 01               2629        0        0
OUTBACK STEAKHOUSE             COM              689899102      147     4100 SH       DEFINED 01 02               0     4100        0
OUTBACK STEAKHOUSE             COM              689899102      182     5100 SH       DEFINED 01 05               0     5100        0
TOSTEM CORP.                   COM              6900212         13     1000 SH       DEFINED 01 10            1000        0        0
TOYO SEIKAN KAISHA             COM              6900267         12     1000 SH       DEFINED 01 10            1000        0        0
TOSOH CORP                     COM              6900289          3     1000 SH       DEFINED 01 10            1000        0        0
TOYOBO CO                      COM              6900502          3     2000 SH       DEFINED 01 10            2000        0        0
TOYOTA MOTOR                   COM              6900643        245     8500 SH       DEFINED 01 10            8500        0        0
TRANS COSMOS                   COM              6900955          3      100 SH       DEFINED 01 10             100        0        0
OVERSEAS SHIPBUILDING GROUP    COM              690368105       31     1272 SH       DEFINED 01               1272        0        0
OVERTURE SERVICES INC          COM              69039R100      430    15376 SH       DEFINED 01              15376        0        0
OWENS & MINOR                  COM              690732102     2041   103913 SH       DEFINED 01             103913        0        0
OWENS & MINOR INC              COM              690732102        4      180 SH       DEFINED 01 02               0      180        0
OWENS-CORNING                  COM              69073F103        0      102 SH       DEFINED 01                102        0        0
OWENS ILLINOIS INC             COM              690768403     7913   465499 SH       DEFINED 01             465499        0        0
OWENS ILLINOIS INC             COM              690768403       20     1160 SH       DEFINED 01 02               0     1160        0
OWENS ILLINOIS INC             COM              690768403      475    27900 SH       DEFINED 01 05               0    27900        0
UBE INDUSTRI                   COM              6910705          2     2000 SH       DEFINED 01 10            2000        0        0
UNI-CHARM CORP.                COM              6911485          5      200 SH       DEFINED 01 10             200        0        0
OXFORD HEALTH PLANS            COM              691471106        4      100 SH       DEFINED 01                  0      100        0
OXFORD HEALTH PLANS            COM              691471106     9068   216979 SH       DEFINED 01             216979        0        0
OXFORD HEALTH PLANS            COM              691471106    12856   307644 SH       DEFINED 01 05               0   307644        0
OXFORD INDUSTRIES              COM              691497309      609    23054 SH       DEFINED 01              23054        0        0
UNITED O/SEAS BK (LOCAL SHR'S) COM              6916781         26     3112 SH       DEFINED 01 10            3112        0        0
UNITED OVERSEAS LAND           COM              6916844          1     1000 SH       DEFINED 01 10            1000        0        0
UNY CO., LTD.                  COM              6918624          9     1000 SH       DEFINED 01 10            1000        0        0
VENTURE MFG                    COM              6927374         10     1000 SH       DEFINED 01 10            1000        0        0
P.A.M. TRANSPORT SVC           COM              693149106      506    20000 SH       DEFINED 01              20000        0        0
P.A.M. TRANSPORT SVC           COM              693149106       48     1900 SH       DEFINED 01 05               0     1900        0
PC-TEL                         COM              69325Q105     3897   450555 SH       DEFINED 01             450555        0        0
PC-TEL                         COM              69325Q105      242    28000 SH       DEFINED 01 05               0    28000        0
P-COM INC                      COM              693262107        0      209 SH       DEFINED 01                209        0        0
PDF SOLUTIONS INC              COM              693282105        2      100 SH       DEFINED 01 02               0      100        0
PDI INC                        COM              69329V100        1       39 SH       DEFINED 01                 39        0        0
PG&E                           COM              69331C108     2949   125158 SH       DEFINED 01             125158        0        0
PG&E                           COM              69331C108     2549   108211 SH       DEFINED 01 03               0   108211        0
PG&E                           COM              69331C108      173     7327 SH       DEFINED 01 05               0     7327        0
PFF BANCORP INC                COM              69331W104        7      210 SH       DEFINED 01 02               0      210        0
PT GUDANG GARAM TBK            COM              693333999     2541  2290000 SH       DEFINED 01            2290000        0        0
PT GUDANG GARAM TBK            COM              693333999       80    72000 SH       DEFINED 01 05               0    72000        0
P.F. CHANGS CHINA B            COM              69333Y108    61580   924210 SH       DEFINED 01 02               0   924210        0
P.F. CHANG'S CHINA BISTRO      COM              69333Y108     5317    79800 SH       DEFINED 01              79800        0        0
P.F. CHANG'S CHINA BISTRO      COM              69333Y108     1319    19800 SH       DEFINED 01 03               0    19800        0
P.F. CHANG'S CHINA BISTRO      COM              69333Y108     3651    54800 SH       DEFINED 01 05               0    54800        0
PIMCO TOTAL RETURN FUND        COM              693390726     5731   550550 SH       DEFINED 01 03               0   550550        0
PMA CAPITAL CORP A             COM              693419202     4684   204200 SH       DEFINED 01             204200        0        0
PMA CAPITAL CORP A             COM              693419202      367    16000 SH       DEFINED 01 05               0    16000        0
PMC-SIERRA                     COM              69344F106      316    19404 SH       DEFINED 01              19404        0        0
PMC-SIERRA                     COM              69344F106      739    45391 SH       DEFINED 01 03               0    45391        0
PMC-SIERRA                     COM              69344F106       24     1501 SH       DEFINED 01 05               0     1501        0
PMC-SIERRA INC                 COM              69344F106     7393   454173 SH       DEFINED 01 02               0   454173        0
PMI GROUP                      COM              69344M101    10146   133908 SH       DEFINED 01             133908        0        0
PMI GROUP                      COM              69344M101      606     8000 SH       DEFINED 01 03               0     8000        0
PMI GROUP                      COM              69344M101      227     3000 SH       DEFINED 01 05               0     3000        0
PNC FINANCIAL SERVICES GROUP   COM              693475105    20117   327161 SH       DEFINED 01             327161        0        0
PNC FINANCIAL SERVICES GROUP   COM              693475105     4488    72984 SH       DEFINED 01 03               0    72984        0
PNC FINANCIAL SERVICES GROUP   COM              693475105    32443   527619 SH       DEFINED 01 05               0   527619        0
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PNM RESOURCES                  COM              69349H107      248     8100 SH       DEFINED 01 05               0     8100        0
PNM RESOURCES INC              COM              69349H107       18      575 SH       DEFINED 01 02               0      575        0
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PPG INDS                       COM              693506107     1494    27210 SH       DEFINED 01              27210        0        0
PPG INDS                       COM              693506107     2349    42779 SH       DEFINED 01 03               0    42779        0
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PPG INDUSTRIES INC             COM              693506107     2448    44601 SH       DEFINED 01 02               0    44601        0
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PPL                            COM              69351T106       53     1333 SH       DEFINED 01 05               0     1333        0
PRG-SCHULTZ INTERNATIONAL INC  COM              69357C107     2743   195217 SH       DEFINED 01             195217        0        0
PRI AUTOMATION INC             COM              69357H106        1       56 SH       DEFINED 01                 56        0        0
PS BUSINESS PARKS              COM              69360J107        3       88 SH       DEFINED 01                 88        0        0
PSS WORLD MEDICAL              COM              69366A100        3      296 SH       DEFINED 01                296        0        0
PSS WORLD MEDICAL              COM              69366A100       14     1360 SH       DEFINED 01 02               0     1360        0
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PAC-WEST TELECOMM              COM              69371Y101        0      132 SH       DEFINED 01                132        0        0
THE WAREHOUSE GROUP LIMITED    COM              6939625          2      474 SH       DEFINED 01 10             474        0        0
PACIFIC CAP BANCORP            COM              69404P101        2       60 SH       DEFINED 01                 60        0        0
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PACKAGING CORP OF AMERICA      COM              695156109      632    31904 SH       DEFINED 01              31904        0        0
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PANAMSAT CORP                  COM              697933109     1815    79448 SH       DEFINED 01              79448        0        0
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PAPA JOHN'S INTL               COM              698813102      997    35770 SH       DEFINED 01              35770        0        0
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PAREXEL                        COM              699462107     1229    76642 SH       DEFINED 01              76642        0        0
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PARK ELECTROCHEMICAL           COM              700416209       10      330 SH       DEFINED 01 02               0      330        0
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PORTUCEL EMPRESA PRODUCTORA    COM              7018556          1      965 SH       DEFINED 01 10             965        0        0
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PAYCHEX INC                    COM              704326107   136624  3441179 SH       DEFINED 01 02               0  3441179        0
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PEABODY ENERGY CORP            COM              704549104        7      247 SH       DEFINED 01                247        0        0
PEARSON PLC                    COM              705010999      627    48798 SH       DEFINED 01              48798        0        0
PEC SOLUTIONS                  COM              705107100      413    16800 SH       DEFINED 01              16800        0        0
PECO II                        COM              705221109     2298   461400 SH       DEFINED 01             461400        0        0
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PEGASUS COMM CORP              COM              705904100        1      337 SH       DEFINED 01                337        0        0
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PEGASUS SOLUTIONS INC          COM              705906105     3950   213527 SH       DEFINED 01             213527        0        0
PEGASUS SOLUTIONS INC          COM              705906105      279    15100 SH       DEFINED 01 05               0    15100        0
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PEMSTAR                        COM              706552106      398    41500 SH       DEFINED 01              41500        0        0
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NORSKE                         COM              7070396          5      250 SH       DEFINED 01 10             250        0        0
PENFORD CORP                   COM              707051108      372    23128 SH       DEFINED 01              23128        0        0
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PENN NATL GAMING               COM              707569109       84     2400 SH       DEFINED 01 05               0     2400        0
UNIBAIL SA                     COM              7076242          5      102 SH       DEFINED 01 10             102        0        0
NOVO-NORDISK                   COM              7077524         40     1000 SH       DEFINED 01 10            1000        0        0
PENNEY (JC)                    COM              708160106     8637   417088 SH       DEFINED 01             417088        0        0
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AXA                            COM              7088429         97     4280 SH       DEFINED 01 10            4280        0        0
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PENTAIR                        COM              709631105     6554   145761 SH       DEFINED 01             145761        0        0
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PENTON MEDIA INC               COM              709668107      740    97971 SH       DEFINED 01              97971        0        0
GPE BRUXELLE                   COM              7097328         18      330 SH       DEFINED 01 10             330        0        0
PORSCHE AG-PFD                 COM              7101069          5       12 SH       DEFINED 01 10              12        0        0
PEOPLES BANK                   COM              710198102       10      393 SH       DEFINED 01                393        0        0
NOVARTIS AG                    COM              7103065        349     8883 SH       DEFINED 01 10            8883        0        0
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NKT HOLDING A/S                COM              7106354          1      100 SH       DEFINED 01 10             100        0        0
HEINEKEN NV                    COM              7108048         35      865 SH       DEFINED 01 10             865        0        0
ABB LTD                        COM              7108899         29     3640 SH       DEFINED 01 10            3640        0        0
ROCHE HOLDING AG-BEARER        COM              7108918         34      357 SH       DEFINED 01 10             357        0        0
PEOPLES ENERGY                 COM              711030106       39      995 SH       DEFINED 01                995        0        0
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ROCHE HLDGS                    COM              7110388        161     2073 SH       DEFINED 01 10            2073        0        0
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HOLCIM LTD                     COM              7110764         23      100 SH       DEFINED 01 10             100        0        0
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CLARIANT AG                    COM              7113990          5      211 SH       DEFINED 01 10             211        0        0
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KUDELSKI SA                    COM              7121250          6      116 SH       DEFINED 01 10             116        0        0
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UBS AG                         COM              7126114        198     4016 SH       DEFINED 01 10            4016        0        0
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PERICOM SEMICONDUCTOR          COM              713831105     1098    77679 SH       DEFINED 01              77679        0        0
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SKANSKA AB                     COM              7142091          9     1200 SH       DEFINED 01 10            1200        0        0
PERNOD-RICARD                  COM              714255999       96     1201 SH       DEFINED 01               1201        0        0
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PERRIGO                        COM              714290103     2959   247599 SH       DEFINED 01             247599        0        0
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PERRIGO COMPANY                COM              714290103        4      340 SH       DEFINED 01 02               0      340        0
ENEL SPA                       COM              7144569         52     9251 SH       DEFINED 01 10            9251        0        0
ENI                            COM              7145056        152    10350 SH       DEFINED 01 10           10350        0        0
CEREOL                         COM              7147319          2       59 SH       DEFINED 01 10              59        0        0
DEXIA                          COM              7147610         17     1152 SH       DEFINED 01 10            1152        0        0
RICHEMONT                      COM              7151116         14      615 SH       DEFINED 01 10             615        0        0
LOGITECH INTL. +               COM              7151149          6      127 SH       DEFINED 01 10             127        0        0
ING GROEP NV                   COM              7154182        161     5928 SH       DEFINED 01 10            5928        0        0
BANCO DI ROMA                  COM              7154609          7     3000 SH       DEFINED 01 10            3000        0        0
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PETCO ANIMAL SUP INC           COM              716016209       32     1369 SH       DEFINED 01 05               0     1369        0
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PFEIFFER VACUM TECHNOLOGY AG   COM              717070999       36     1027 SH       DEFINED 01               1027        0        0
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CREDIT SUISS                   COM              7171589        131     3450 SH       DEFINED 01 10            3450        0        0
PHELPS DODGE                   COM              717265102      358     8500 SH       DEFINED 01                  0     8500        0
PHELPS DODGE                   COM              717265102     7024   166831 SH       DEFINED 01             166831        0        0
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PHELPS DODGE                   COM              717265102    10134   240715 SH       DEFINED 01 05               0   240715        0
PHILADELPHIA CONS HD           COM              717528103     4224   106128 SH       DEFINED 01             106128        0        0
PHILADELPHIA CONS HD           COM              717528103       11      280 SH       DEFINED 01 02               0      280        0
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PHILADELPHIA SUBN              COM              718009608     4923   209493 SH       DEFINED 01             209493        0        0
PHILADELPHIA SUBN              COM              718009608        9      370 SH       DEFINED 01 02               0      370        0
KONINKLIJKE (ROYAL) PHILIPS EL COM              718040991    20636   676418 SH       DEFINED 01             676418        0        0
KONINKLIJKE (ROYAL) PHILIPS EL COM              718040991     8228   269715 SH       DEFINED 01 03               0   269715        0
KONINKLIJKE (ROYAL) PHILIPS EL COM              718040991    27762   909997 SH       DEFINED 01 05               0   909997        0
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PHILLIPS-VAN HEUSEN            COM              718592108     3135   222168 SH       DEFINED 01             222168        0        0
PHILLIPS-VAN HEUSEN            COM              718592108        9      600 SH       DEFINED 01 02               0      600        0
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SWISS REINSURANCE CO. REGD     COM              7189816         81      885 SH       DEFINED 01 10             885        0        0
PHOENIX COMPANIES              COM              71902E109     6454   336145 SH       DEFINED 01             336145        0        0
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PHOENIX TECHNOLOGY             COM              719153108     1057    77425 SH       DEFINED 01              77425        0        0
PHONETEL TECHNOLOGIES INC      COM              71921H505      122  2034800 SH       DEFINED 01            2034800        0        0
PHONETEL TECHNOLOGIES INC      COM              71921H505       63  1035580 SH       DEFINED 01 05               0  1035580        0
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PHOTRONICS                     COM              719405102     6179   183193 SH       DEFINED 01             183193        0        0
PHOTRONICS                     COM              719405102      154     4568 SH       DEFINED 01 05               0     4568        0
PHOTRONICS CORP                COM              719405102        4      120 SH       DEFINED 01 02               0      120        0
PIEDMONT NATURAL GAS           COM              720186105     3563   100089 SH       DEFINED 01             100089        0        0
PIER 1 IMPORTS                 COM              720279108       62     3000 SH       DEFINED 01                  0     3000        0
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PIER ONE IMPORTS INC           COM              720279108       23     1080 SH       DEFINED 01 02               0     1080        0
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PILGRIMS PRIDE                 COM              721467108        7      560 SH       DEFINED 01 02               0      560        0
PINKROCCADE NV                 COM              723435996      166     8900 SH       DEFINED 01               8900        0        0
PINNACLE ENTERTAINMENT INC     COM              723456109      630    78186 SH       DEFINED 01              78186        0        0
PINNACLE HLDGS INC             COM              72346N101        0      105 SH       DEFINED 01                105        0        0
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BILLERUD AB                    COM              7240371          1       92 SH       DEFINED 01 10              92        0        0
PITNEY BOWES                   COM              724479100      306     7150 SH       DEFINED 01                  0     7150        0
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PITNEY BOWES                   COM              724479100     2120    49522 SH       DEFINED 01 05               0    49522        0
PITTSTON BRINK'S GROUP         COM              725701106       52     2099 SH       DEFINED 01               2099        0        0
PITTSTON BRINKS GRP            COM              725701106        9      350 SH       DEFINED 01 02               0      350        0
PIXAR                          COM              725811103       74     2000 SH       DEFINED 01                  0     2000        0
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PIXELWORKS                     COM              72581M107        1       79 SH       DEFINED 01                 79        0        0
PLACER DOME                    COM              725906101    12646  1032349 SH       DEFINED 01            1032349        0        0
PLACER DOME                    COM              725906101     1020    83227 SH       DEFINED 01 03               0    83227        0
PLACER DOME                    COM              725906101      692    56486 SH       DEFINED 01 05               0    56486        0
PLAINS ALL AMERN PIP           COM              726503105        6      251 SH       DEFINED 01                251        0        0
PLAINS RESOURCES INC           COM              726540503     1779    71520 SH       DEFINED 01              71520        0        0
FORTIS GROUP                   COM              7266139         46     2082 SH       DEFINED 01 10            2082        0        0
PLANAR SYSTEMS                 COM              726900103     3317   126350 SH       DEFINED 01             126350        0        0
PLANAR SYSTEMS                 COM              726900103      193     7360 SH       DEFINED 01 05               0     7360        0
PLANAR SYSTEMS INC             COM              726900103        3      120 SH       DEFINED 01 02               0      120        0
PLANTRONICS                    COM              727493108     2471   118094 SH       DEFINED 01             118094        0        0
PLANTRONICS                    COM              727493108        3      150 SH       DEFINED 01 02               0      150        0
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PLATO LEARNING                 COM              72764Y100     2289   129400 SH       DEFINED 01             129400        0        0
PLAYBOY ENTERPRISES            COM              728117300        1       86 SH       DEFINED 01                 86        0        0
PLAYTEX PRODUCTS               COM              72813P100       61     5600 SH       DEFINED 01                  0     5600        0
PLAYTEX PRODUCTS               COM              72813P100       60     5523 SH       DEFINED 01               5523        0        0
ARCELOR                        COM              7281875          7      528 SH       DEFINED 01 10             528        0        0
PLEXUS                         COM              729132100     2990   126691 SH       DEFINED 01             126691        0        0
PLEXUS                         COM              729132100       73     3080 SH       DEFINED 01 05               0     3080        0
PLEXUS CORP                    COM              729132100        5      210 SH       DEFINED 01 02               0      210        0
PLUG PWR INC                   COM              72919P103        3      325 SH       DEFINED 01                325        0        0
PLUM CREEK TIMBER              COM              729251108     1634    55005 SH       DEFINED 01              55005        0        0
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ZODIAC                         COM              7294334          2      110 SH       DEFINED 01 10             110        0        0
POGO PRODUCING                 COM              730448107    32687  1031151 SH       DEFINED 01            1031151        0        0
POGO PRODUCING                 COM              730448107     4280   135000 SH       DEFINED 01 03               0   135000        0
POGO PRODUCING                 COM              730448107      676    21306 SH       DEFINED 01 05               0    21306        0
POGO PRODUCING CO              COM              730448107    50446  1591357 SH       DEFINED 01 02               0  1591357        0
POHANG IRON &  STEEL           COM              730455995     2370    22790 SH       DEFINED 01              22790        0        0
POHANG IRON &  STEEL           COM              730455995       78      750 SH       DEFINED 01 05               0      750        0
BNP PARIBAS S.A.               COM              7309681        122     2410 SH       DEFINED 01 10            2410        0        0
POLARIS INDS INC               COM              731068102     6334    99424 SH       DEFINED 01              99424        0        0
POLARIS INDS INC               COM              731068102        3       50 SH       DEFINED 01 02               0       50        0
POLAROID CORP                  COM              731095105        0       96 SH       DEFINED 01                 96        0        0
BANCO ESPIRITO NEW             COM              7315451          3      244 SH       DEFINED 01 10             244        0        0
POLO RALPH LAUREN              COM              731572103       11      384 SH       DEFINED 01                384        0        0
POLYCOM                        COM              73172K104       30     1200 SH       DEFINED 01                  0     1200        0
POLYCOM                        COM              73172K104      470    19096 SH       DEFINED 01              19096        0        0
POLYMEDICA                     COM              731738100      944    37096 SH       DEFINED 01              37096        0        0
POLYMER                        COM              731745105        0      116 SH       DEFINED 01                116        0        0
POLYONE CORP                   COM              73179P106     4136   339069 SH       DEFINED 01             339069        0        0
POLYONE CORP                   COM              73179P106       11      860 SH       DEFINED 01 02               0      860        0
POLYONE CORP                   COM              73179P106       62     5100 SH       DEFINED 01 05               0     5100        0
POMEROY COMPUTER RES           COM              731822102      729    48000 SH       DEFINED 01              48000        0        0
POMEROY COMPUTER RES           COM              731822102        7      470 SH       DEFINED 01 02               0      470        0
POMEROY COMPUTER RES           COM              731822102       67     4400 SH       DEFINED 01 05               0     4400        0
TELEFONICA SA RTS.             COM              7325234          3    13968 SH       DEFINED 01 10           13968        0        0
POPE & TALBOT                  COM              732827100      703    47923 SH       DEFINED 01              47923        0        0
POPULAR INC                    COM              733174106        9      312 SH       DEFINED 01                312        0        0
PORTAL SOFTWARE                COM              736126103      443   231713 SH       DEFINED 01             231713        0        0
PORTAL SOFTWARE                COM              736126103    11967  6264510 SH       DEFINED 01 02               0  6264510        0
PORTAL SOFTWARE                COM              736126103      125    65950 SH       DEFINED 01 03               0    65950        0
PORTERA SERIES G               PRF              736400XX5      973  1871644 SH       DEFINED 01            1871644        0        0
PORTERA SERIES G               PRF              736400XX5     1239  2382091 SH       DEFINED 01 05               0  2382091        0
PORTUGAL TELECOM SGPS          COM              737260992    16081  2160969 SH       DEFINED 01            2160969        0        0
PORTUGAL TELECOM SGPS          COM              737260992     2388   321013 SH       DEFINED 01 03               0   321013        0
PORTUGAL TELECOM SGPS          COM              737260992     9748  1310013 SH       DEFINED 01 05               0  1310013        0
POST PROPERTIES                COM              737464107       10      285 SH       DEFINED 01                285        0        0
POTLATCH                       COM              737628107       38     1148 SH       DEFINED 01               1148        0        0
POTOMAC ELECTRIC POWER         COM              737679100       84     3610 SH       DEFINED 01               3610        0        0
POWELL IND INC                 COM              739128106      911    41000 SH       DEFINED 01              41000        0        0
POWELL IND INC                 COM              739128106        3      120 SH       DEFINED 01 02               0      120        0
POWELL IND INC                 COM              739128106       82     3700 SH       DEFINED 01 05               0     3700        0
POWER INTEGRATIONS             COM              739276103     2396   125763 SH       DEFINED 01             125763        0        0
POWER-ONE                      COM              739308104     1438   175888 SH       DEFINED 01             175888        0        0
POWER-ONE                      COM              739308104      164    19989 SH       DEFINED 01 03               0    19989        0
POWER-ONE                      COM              739308104     5214   637416 SH       DEFINED 01 05               0   637416        0
POWER-ONE INC                  COM              739308104      103    12540 SH       DEFINED 01 02               0    12540        0
POWERWAVE                      COM              739363109        3      210 SH       DEFINED 01 02               0      210        0
POWERWAVE TECHNOLOGIES         COM              739363109     4417   343121 SH       DEFINED 01             343121        0        0
POWERWAVE TECHNOLOGIES         COM              739363109     1393   108200 SH       DEFINED 01 05               0   108200        0
PRACTICWORKS INC               COM              739419109        0       25 SH       DEFINED 01                 25        0        0
PRAECIS PHARMACEUTIC           COM              739421105        1      135 SH       DEFINED 01                135        0        0
PRAXAIR                        COM              74005P104        6      100 SH       DEFINED 01                  0      100        0
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PRAXAIR                        COM              74005P104     9715   162450 SH       DEFINED 01 02               0   162450        0
PRAXAIR                        COM              74005P104     3232    54052 SH       DEFINED 01 03               0    54052        0
PRAXAIR                        COM              74005P104    20409   341295 SH       DEFINED 01 05               0   341295        0
PRE PAID LEGAL SVCS            COM              740065107     1873    65566 SH       DEFINED 01              65566        0        0
PRECISION CASTPARTS            COM              740189105       64     1786 SH       DEFINED 01               1786        0        0
PRECISION DRILLING             COM              74022D100     5817   182000 SH       DEFINED 01             182000        0        0
PRECISION DRILLING             COM              74022D100      569    17800 SH       DEFINED 01 05               0    17800        0
PREDICTIVE SYSTEMS             COM              74036W102        0       76 SH       DEFINED 01                 76        0        0
PRENTISS                       COM              740706106       10      323 SH       DEFINED 01                323        0        0
PRESIDENTIAL LIFE CO           COM              740884101     2046    89947 SH       DEFINED 01              89947        0        0
PRICE COMMUNICATIONS           COM              741437305     1902   107866 SH       DEFINED 01             107866        0        0
PRICE COMMUNICATIONS           COM              741437305        3      150 SH       DEFINED 01 02               0      150        0
PRICE COMMUNICATIONS           COM              741437305      129     7300 SH       DEFINED 01 05               0     7300        0
T ROWE PRICE                   COM              74144T108      118     3034 SH       DEFINED 01               3034        0        0
T ROWE PRICE                   COM              74144T108     1217    31262 SH       DEFINED 01 03               0    31262        0
T ROWE PRICE                   COM              74144T108       44     1121 SH       DEFINED 01 05               0     1121        0
PRICELINE.COM                  COM              741503106     1051   201014 SH       DEFINED 01             201014        0        0
PRIDE INTL                     COM              74153Q102     2474   155613 SH       DEFINED 01             155613        0        0
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PRIME SUCCESSION               COM              741572101       62    44447 SH       DEFINED 01 02               0    44447        0
PRIME SUCCESSION               COM              741572101      591   422687 SH       DEFINED 01 05               0   422687        0
PRIMEDIA INC                   COM              74157K101       32    10000 SH       DEFINED 01                  0    10000        0
PRIMEDIA INC                   COM              74157K101        2      764 SH       DEFINED 01                764        0        0
PRIMUS KNOWLEDGE               COM              74163Q100        0       44 SH       DEFINED 01                 44        0        0
PRIMA ENERGY                   COM              741901201      972    39022 SH       DEFINED 01              39022        0        0
PRIME HOSPITALITY CO           COM              741917108     1806   137352 SH       DEFINED 01             137352        0        0
PRIMUS TELECOMMUNICATIONS GROU COM              741929103       49    95299 SH       DEFINED 01              95299        0        0
PRINCETON REVIEW INC           COM              742352107      708    81400 SH       DEFINED 01              81400        0        0
PRINCIPAL FINANCIAL GROUP      COM              74251V102      361    14271 SH       DEFINED 01              14271        0        0
PRIORITY HEALTHCARE CL B       COM              74264T102     5663   217743 SH       DEFINED 01             217743        0        0
PRIORITY HEALTHCARE CL B       COM              74264T102       83     3200 SH       DEFINED 01 05               0     3200        0
PROASSURANCE                   COM              74267C106     1702    94284 SH       DEFINED 01              94284        0        0
PROASSURANCE                   COM              74267C106      152     8400 SH       DEFINED 01 05               0     8400        0
PROCTER & GAMBLE               COM              742718109     8379    93000 SH       DEFINED 01                  0    93000        0
PROCTER & GAMBLE               COM              742718109   393981  4373182 SH       DEFINED 01            4373182        0        0
PROCTER & GAMBLE               COM              742718109    41976   465957 SH       DEFINED 01 02               0   465957        0
PROCTER & GAMBLE               COM              742718109    32222   357656 SH       DEFINED 01 03               0   357656        0
PROCTER & GAMBLE               COM              742718109    73215   812695 SH       DEFINED 01 05               0   812695        0
PROCTER & GAMBLE               COM              742718109     2649    29400 SH       DEFINED 11 12               0    29400        0
PROCTER & GAMBLE               COM              742718109    21212   235900 SH       DEFINED 11 12 13            0   235900        0
PROGRESS ENERGY                COM              743263105    48444   968102 SH       DEFINED 01             968102        0        0
PROGRESS ENERGY                COM              743263105     3038    60725 SH       DEFINED 01 03               0    60725        0
PROGRESS ENERGY                COM              743263105      200     3989 SH       DEFINED 01 05               0     3989        0
PROGRESS ENERGY INC-CVO        COM              743263AA3        0      153 SH       DEFINED 01                153        0        0
PROGRESS SOFTWARE CO           COM              743312100     1992   109842 SH       DEFINED 01             109842        0        0
PROGRESSIVE CORP               COM              743315103     5201    31216 SH       DEFINED 01              31216        0        0
PROGRESSIVE CORP               COM              743315103     8575    51462 SH       DEFINED 01 03               0    51462        0
PROGRESSIVE CORP               COM              743315103      111      667 SH       DEFINED 01 05               0      667        0
PROMISE                        COM              743400996     1455    33900 SH       DEFINED 01              33900        0        0
PROLOGIS TRUST                 COM              743410102        9      399 SH       DEFINED 01                399        0        0
PROQUEST CO                    COM              74346P102     1170    27216 SH       DEFINED 01              27216        0        0
PROQUEST CO                    COM              74346P102      107     2500 SH       DEFINED 01 05               0     2500        0
PROSEGUR DE SEGURIDAD          COM              743555997      159    12000 SH       DEFINED 01              12000        0        0
PROTECTIVE LIFE                COM              743674103     3460   110978 SH       DEFINED 01             110978        0        0
PROTECTIVE LIFE                COM              743674103    33382  1070623 SH       DEFINED 01 03               0  1070623        0
PROTECTIVE LIFE                COM              743674103      228     7300 SH       DEFINED 01 05               0     7300        0
NOBEX SERIES E 2.50%           PRF              743690XX2     5000  2000000 SH       DEFINED 01            2000000        0        0
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PROTEIN DESIGN LABS            COM              74369L103      816    47666 SH       DEFINED 01              47666        0        0
PROTON ENERGY SYSTEM           COM              74371K101        2      270 SH       DEFINED 01 02               0      270        0
PROVIDENT BANKSHARES           COM              743859100     1885    78507 SH       DEFINED 01              78507        0        0
PROVIDENT FINANCIAL GROUP      COM              743866105       50     1735 SH       DEFINED 01               1735        0        0
PROVINCE HEALTHCARE            COM              743977100        3      100 SH       DEFINED 01                  0      100        0
PROVINCE HEALTHCARE            COM              743977100     5070   159606 SH       DEFINED 01             159606        0        0
PROVINCE HEALTHCARE            COM              743977100        3       90 SH       DEFINED 01 02               0       90        0
PROVIDIAN FIN                  COM              74406A102     1148   152000 SH       DEFINED 01                  0   152000        0
PROVIDIAN FINANCIAL            COM              74406A102       42     5600 SH       DEFINED 01                  0     5600        0
PROVIDIAN FINANCIAL            COM              74406A102      270    35797 SH       DEFINED 01              35797        0        0
PROVIDIAN FINANCIAL            COM              74406A102      544    72031 SH       DEFINED 01 03               0    72031        0
PROVIDIAN FINANCIAL            COM              74406A102       20     2584 SH       DEFINED 01 05               0     2584        0
PROXIM CORP - CL A             COM              744283102      740   308639 SH       DEFINED 01             308639        0        0
PROXIM CORP - CL A             COM              744283102        2      730 SH       DEFINED 01 02               0      730        0
PROXIM CORP - CL A             COM              744283102       48    20132 SH       DEFINED 01 05               0    20132        0
PRUDENTIAL FINANCIAL           COM              744320102       43     1397 SH       DEFINED 01               1397        0        0
PRUDENTIAL FINANCIAL           PRF              744320201     4760    86200 SH       DEFINED 01              86200        0        0
PRUDENTIAL FINANCIAL           PRF              744320201     2352    42600 SH       DEFINED 01 05               0    42600        0
PTT EXPLORATION                COM              744445990     2728   973300 SH       DEFINED 01             973300        0        0
PTT EXPLORATION                COM              744445990       88    31400 SH       DEFINED 01 05               0    31400        0
PUBLIC SERVICE ENTERPRISE GROU COM              744573106    65046  1420239 SH       DEFINED 01            1420239        0        0
PUBLIC SERVICE ENTERPRISE GROU COM              744573106     2627    57358 SH       DEFINED 01 03               0    57358        0
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PUBLIC STORAGE                 COM              74460D109       11      287 SH       DEFINED 01                287        0        0
PUBLICIS GROUPE                COM              744630997      172     5067 SH       DEFINED 01               5067        0        0
PUGET ENERGY                   COM              745310102       65     3160 SH       DEFINED 01               3160        0        0
PULITZER INC                   COM              745769109       64     1200 SH       DEFINED 01                  0     1200        0
PULTE HOMES                    COM              745867101       70     1449 SH       DEFINED 01               1449        0        0
PULTE HOMES                    COM              745867101      732    15297 SH       DEFINED 01 03               0    15297        0
PULTE HOMES                    COM              745867101       26      548 SH       DEFINED 01 05               0      548        0
PUMATECH INC                   COM              745887109        0       92 SH       DEFINED 01                 92        0        0
PURCHASEPRO.COM INC            COM              746144104        0      348 SH       DEFINED 01                348        0        0
PURE RES INC                   COM              74622E102        6      281 SH       DEFINED 01                281        0        0
QANTAS AIRLINES LTD  AU;QAN    COM              747269991     2159   901000 SH       DEFINED 01 03               0   901000        0
QRS CORP                       COM              74726X105      565    47906 SH       DEFINED 01              47906        0        0
QLOGIC                         COM              747277101     6477   130814 SH       DEFINED 01             130814        0        0
QLOGIC                         COM              747277101     1524    30759 SH       DEFINED 01 03               0    30759        0
QLOGIC                         COM              747277101     2157    43545 SH       DEFINED 01 05               0    43545        0
QUAKER CHEMICAL CORP           COM              747316107      654    28013 SH       DEFINED 01              28013        0        0
QUAKER CITY BANCORP            COM              74731K106      665    21000 SH       DEFINED 01              21000        0        0
QUAKER CITY BANCORP            COM              74731K106        9      300 SH       DEFINED 01 02               0      300        0
QUAKER CITY BANCORP            COM              74731K106       60     1900 SH       DEFINED 01 05               0     1900        0
QUALCOMM                       COM              747525103     5896   156667 SH       DEFINED 01             156667        0        0
QUALCOMM                       COM              747525103     7318   194412 SH       DEFINED 01 03               0   194412        0
QUALCOMM                       COM              747525103      263     6976 SH       DEFINED 01 05               0     6976        0
QUALCOMM                       COM              747525103      203     5400 SH       DEFINED 11 12               0     5400        0
QUANTA COMPUTER                COM              747610996     4138  1065000 SH       DEFINED 01            1065000        0        0
QUANEX CORP                    COM              747620102     1472    41454 SH       DEFINED 01              41454        0        0
QUANEX CORP                    COM              747620102        9      250 SH       DEFINED 01 02               0      250        0
QUANTA SERVICES                COM              74762E102       40     2333 SH       DEFINED 01               2333        0        0
QUANTUM-DLT & STORAGE SYSTEMS  COM              747906204       42     5378 SH       DEFINED 01               5378        0        0
QUEBECOR WORLD                 COM              748203999       25      950 SH       DEFINED 01                950        0        0
QUEST DIAGNOSTICS              COM              74834L100        4       50 SH       DEFINED 01                  0       50        0
QUEST DIAGNOSTICS              COM              74834L100    65890   795284 SH       DEFINED 01             795284        0        0
QUEST DIAGNOSTICS              COM              74834L100    23077   278683 SH       DEFINED 01 02               0   278683        0
QUEST DIAGNOSTICS              COM              74834L100     1127    13600 SH       DEFINED 01 03               0    13600        0
QUEST DIAGNOSTICS              COM              74834L100    50708   612045 SH       DEFINED 01 05               0   612045        0
QUEST SOFTWARE                 COM              74834T103      347    22966 SH       DEFINED 01              22966        0        0
QUESTAR                        COM              748356102    26706  1038731 SH       DEFINED 01            1038731        0        0
QUICKLOGIC CORP                COM              74837P108      311    63000 SH       DEFINED 01              63000        0        0
QUICKLOGIC CORP                COM              74837P108        7     1370 SH       DEFINED 01 02               0     1370        0
QUICKLOGIC CORP                COM              74837P108       31     6300 SH       DEFINED 01 05               0     6300        0
QUICKSILVER INC                COM              74838C106     2325   106247 SH       DEFINED 01             106247        0        0
QUINTILES TRANSNATIONAL        COM              748767100       52     2943 SH       DEFINED 01               2943        0        0
QUINTILES TRANSNATIONAL        COM              748767100      538    30317 SH       DEFINED 01 03               0    30317        0
QUINTILES TRANSNATIONAL        COM              748767100       19     1087 SH       DEFINED 01 05               0     1087        0
QUIXOTE CORP                   COM              749056107       12      620 SH       DEFINED 01 02               0      620        0
QWEST COMMUNICATIONS INTL      COM              749121109     6897   839177 SH       DEFINED 01             839177        0        0
QWEST COMMUNICATIONS INTL      COM              749121109     3748   456013 SH       DEFINED 01 03               0   456013        0
QWEST COMMUNICATIONS INTL      COM              749121109     4507   548340 SH       DEFINED 01 05               0   548340        0
R & G FINANCIAL CL B           COM              749136107     1702    85419 SH       DEFINED 01              85419        0        0
R & G FINANCIAL CL B           COM              749136107      144     7231 SH       DEFINED 01 05               0     7231        0
R & G FINANCIAL CORP           COM              749136107        7      340 SH       DEFINED 01 02               0      340        0
QUOVADX INC                    COM              74913K106        4      458 SH       DEFINED 01                458        0        0
RCN CORP                       COM              749361101        1      357 SH       DEFINED 01                357        0        0
DONNELLEY (RH)                 COM              74955W307     3920   128809 SH       DEFINED 01             128809        0        0
DONNELLEY (RH)                 COM              74955W307      307    10100 SH       DEFINED 01 05               0    10100        0
RH DONNELLEY CORP              COM              74955W307        5      180 SH       DEFINED 01 02               0      180        0
RGS ENERGY GROUP INC           COM              74956K104       78     2000 SH       DEFINED 01                  0     2000        0
RGS ENERGY GROUP INC           COM              74956K104     4183   106577 SH       DEFINED 01             106577        0        0
RLI CORP                       COM              749607107     1557    30121 SH       DEFINED 01              30121        0        0
RLI CORP                       COM              749607107       10      190 SH       DEFINED 01 02               0      190        0
RPM INC OHIO                   COM              749685103       19     1210 SH       DEFINED 01 02               0     1210        0
RPM/OHIO                       COM              749685103     2445   157212 SH       DEFINED 01             157212        0        0
RPM/OHIO                       COM              749685103      230    14800 SH       DEFINED 01 05               0    14800        0
RSA SECURITY                   COM              749719100     1274   141507 SH       DEFINED 01             141507        0        0
RTL GROUP                      COM              749735999      146     3750 SH       DEFINED 01               3750        0        0
RTI INTL METALS                COM              74973W107     2112   182842 SH       DEFINED 01             182842        0        0
RTI INTL METALS                COM              74973W107        5      490 SH       DEFINED 01 02               0      490        0
RTI INTL METALS                COM              74973W107      161    13911 SH       DEFINED 01 05               0    13911        0
RWE                            COM              749750998     5872   156531 SH       DEFINED 01             156531        0        0
RWE                            COM              749750998     8038   214282 SH       DEFINED 01 05               0   214282        0
RMH TELESERVICES               COM              749938106     2049   103500 SH       DEFINED 01             103500        0        0
RF MICRO DEVICES               COM              749941100    14819   827914 SH       DEFINED 01             827914        0        0
RF MICRO DEVICES               COM              749941100      648    36200 SH       DEFINED 01 03               0    36200        0
RF MICRO DEVICES               COM              749941100    20515  1146100 SH       DEFINED 01 05               0  1146100        0
RF MICRO DEVICES INC           COM              749941100    31477  1758550 SH       DEFINED 01 02               0  1758550        0
RADIAN GROUP                   COM              750236101     8913   181625 SH       DEFINED 01             181625        0        0
RADIAN GROUP                   COM              750236101      456     9300 SH       DEFINED 01 03               0     9300        0
RADIAN GROUP                   COM              750236101      172     3500 SH       DEFINED 01 05               0     3500        0
RADIANT SYSTEMS                COM              75025N102      761    84055 SH       DEFINED 01              84055        0        0
RADIANT SYSTEMS                COM              75025N102        2      230 SH       DEFINED 01 02               0      230        0
RADIO ONE CL A                 COM              75040P108        1       44 SH       DEFINED 01                 44        0        0
RADIO ONE CL A                 COM              75040P108     4352   200000 SH       DEFINED 01 05               0   200000        0
RADIO ONE CL D                 COM              75040P405       33     1600 SH       DEFINED 01                  0     1600        0
RADIO ONE CL D                 COM              75040P405      700    34000 SH       DEFINED 01              34000        0        0
RADIOSHACK                     COM              750438103     2607    86802 SH       DEFINED 01              86802        0        0
RADIOSHACK                     COM              750438103     1365    45427 SH       DEFINED 01 03               0    45427        0
RADIOSHACK                     COM              750438103       49     1629 SH       DEFINED 01 05               0     1629        0
RADISYS                        COM              750459109      959    53271 SH       DEFINED 01              53271        0        0
RAILAMERICA                    COM              750753105      433    41200 SH       DEFINED 01              41200        0        0
RAINBOW TECHNOLOGIES           COM              750862104     3350   333002 SH       DEFINED 01             333002        0        0
RAINBOW TECHNOLOGIES           COM              750862104       12     1120 SH       DEFINED 01 02               0     1120        0
RAINBOW TECHNOLOGIES           COM              750862104      219    21800 SH       DEFINED 01 05               0    21800        0
RAINDANCE COMMUNICATIONS       COM              75086X106      693   198600 SH       DEFINED 01             198600        0        0
RAMBUS INC                     COM              750917106        4      504 SH       DEFINED 01                504        0        0
RALCORP HOLDINGS INC           COM              751028101     2501    91956 SH       DEFINED 01              91956        0        0
RALCORP HOLDINGS INC           COM              751028101       14      530 SH       DEFINED 01 02               0      530        0
RANGE RESOURCES                COM              75281A109     1375   265000 SH       DEFINED 01             265000        0        0
RANGE RESOURCES                COM              75281A109       11     2020 SH       DEFINED 01 02               0     2020        0
RANGE RESOURCES                COM              75281A109      129    24900 SH       DEFINED 01 05               0    24900        0
LONGHORN STEAK                 COM              753820109        3      135 SH       DEFINED 01 02               0      135        0
RARE HOSPITALITY INTL          COM              753820109     5804   228301 SH       DEFINED 01             228301        0        0
RARE HOSPITALITY INTL          COM              753820109      309    12134 SH       DEFINED 01 05               0    12134        0
RARE MEDIUM GROUP IN           COM              75382N109        0       77 SH       DEFINED 01                 77        0        0
RIUNIONE ADRIATICA DI SICURTA  COM              754050995     1112    85000 SH       DEFINED 01              85000        0        0
RATIONAL SOFTWARE              COM              75409P202     9760   616619 SH       DEFINED 01             616619        0        0
RATIONAL SOFTWARE              COM              75409P202      136     8600 SH       DEFINED 01 02               0     8600        0
RATIONAL SOFTWARE              COM              75409P202      780    49265 SH       DEFINED 01 03               0    49265        0
RATIONAL SOFTWARE              COM              75409P202    14285   902367 SH       DEFINED 01 05               0   902367        0
RAYMOND JAMES FIN              COM              754730109       11      320 SH       DEFINED 01 02               0      320        0
RAYMOND JAMES FINANCIAL        COM              754730109     9979   291495 SH       DEFINED 01             291495        0        0
RAYMOND JAMES FINANCIAL        COM              754730109      281     8200 SH       DEFINED 01 05               0     8200        0
RAYONIER                       COM              754907103     1969    36959 SH       DEFINED 01              36959        0        0
RAYONIER                       COM              754907103       17      330 SH       DEFINED 01 02               0      330        0
RAYONIER                       COM              754907103      186     3500 SH       DEFINED 01 05               0     3500        0
RAYOVAC CORP                   COM              755081106       31     2000 SH       DEFINED 01                  0     2000        0
RAYOVAC CORP                   COM              755081106        1       90 SH       DEFINED 01                 90        0        0
RAYTECH CORP-DEL               COM              755103108        9     2000 SH       DEFINED 01                  0     2000        0
RAYTHEON                       COM              755111507    38442   936466 SH       DEFINED 01             936466        0        0
RAYTHEON                       COM              755111507     4066    99061 SH       DEFINED 01 03               0    99061        0
RAYTHEON                       COM              755111507      579    14114 SH       DEFINED 01 05               0    14114        0
RAZORFISH INC                  COM              755236106        0      421 SH       DEFINED 01                421        0        0
READ RITE                      COM              755246105      104    34000 SH       DEFINED 01                  0    34000        0
READ RITE                      COM              755246105     1837   598445 SH       DEFINED 01             598445        0        0
READ RITE                      COM              755246105        1      350 SH       DEFINED 01 02               0      350        0
READ RITE                      COM              755246105       47    15400 SH       DEFINED 01 05               0    15400        0
READER'S DIGEST ASSN CL A      COM              755267101       83     3701 SH       DEFINED 01               3701        0        0
READERS DIGEST CL-B            COM              755267200       36     1500 SH       DEFINED 01                  0     1500        0
REALNETWORKS INC               COM              75605L104        5      702 SH       DEFINED 01                702        0        0
REALTEK SEMI144A GDR           COM              756063103     6168   306100 SH       DEFINED 01             306100        0        0
REALTEK SEMI144A GDR           COM              756063103      183     9100 SH       DEFINED 01 05               0     9100        0
REALITY INCOME CORP            COM              756109104       10      293 SH       DEFINED 01                293        0        0
RECKSON ASSOCIATES REALTY      COM              75621K106        5      212 SH       DEFINED 01                212        0        0
RECKITT BENCKIS                COM              756220992      277    16877 SH       DEFINED 01              16877        0        0
RED ELECTRICA DE ESPANA        COM              756499992      289    29400 SH       DEFINED 01              29400        0        0
RED HAT                        COM              756577102        5      958 SH       DEFINED 01                958        0        0
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REDBACK NETWORKS               COM              757209101        1      308 SH       DEFINED 01                308        0        0
REEBOK INTL                    COM              758110100       27     1000 SH       DEFINED 01                  0     1000        0
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REEBOK INTL                    COM              758110100       14      535 SH       DEFINED 01 05               0      535        0
REED INTERNATIO                COM              758212708      947    97651 SH       DEFINED 01              97651        0        0
REGAL BELOIT                   COM              758750103     1918    75093 SH       DEFINED 01              75093        0        0
REGAL BELOIT                   COM              758750103       11      430 SH       DEFINED 01 02               0      430        0
REGENCY CENTERS CORP           COM              758849103       11      373 SH       DEFINED 01                373        0        0
REGENERON PHARMACEUT           COM              75886F107        2      100 SH       DEFINED 01 02               0      100        0
REGENERON PHARMACEUTICALS      COM              75886F107     5188   207584 SH       DEFINED 01             207584        0        0
REGENERON PHARMACEUTICALS      COM              75886F107      142     5700 SH       DEFINED 01 05               0     5700        0
REGENERATION TECHNOLOGIES      COM              75886N100      781   107700 SH       DEFINED 01             107700        0        0
REGIS CORP MINN                COM              758932107     3651   130021 SH       DEFINED 01             130021        0        0
REGIS CORP MINN                COM              758932107        9      330 SH       DEFINED 01 02               0      330        0
REGIONS FINANCIAL              COM              758940100      195     5685 SH       DEFINED 01               5685        0        0
REGIONS FINANCIAL              COM              758940100     1980    57628 SH       DEFINED 01 03               0    57628        0
REGIONS FINANCIAL              COM              758940100       71     2068 SH       DEFINED 01 05               0     2068        0
REHABCARE GROUP INC            COM              759148109     1515    53151 SH       DEFINED 01              53151        0        0
REGISTER.COM                   COM              75914G101     1086   121000 SH       DEFINED 01             121000        0        0
REGISTER.COM                   COM              75914G101        2      250 SH       DEFINED 01 02               0      250        0
REGISTER.COM                   COM              75914G101       77     8600 SH       DEFINED 01 05               0     8600        0
REINSURANCE GROUP OF AMERICA   COM              759351109       34     1100 SH       DEFINED 01                  0     1100        0
REINSURANCE GROUP OF AMERICA   COM              759351109     5314   169742 SH       DEFINED 01             169742        0        0
REINSURANCE GROUP OF AMERICA   COM              759351109      460    14700 SH       DEFINED 01 05               0    14700        0
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RELIANT RESOURCES              COM              75952B105        4      251 SH       DEFINED 01                251        0        0
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REMEC                          COM              759543101       16     1700 SH       DEFINED 01                  0     1700        0
REMEC                          COM              759543101     3091   334112 SH       DEFINED 01             334112        0        0
REMEC                          COM              759543101      209    22583 SH       DEFINED 01 05               0    22583        0
REMEC INC                      COM              759543101        1      140 SH       DEFINED 01 02               0      140        0
REMINGTON OIL & GAS            COM              759594302     4114   204045 SH       DEFINED 01             204045        0        0
REMINGTON OIL & GAS            COM              759594302        3      170 SH       DEFINED 01 02               0      170        0
REMINGTON OIL & GAS            COM              759594302      252    12493 SH       DEFINED 01 05               0    12493        0
RENAISSANCE LEARNING           COM              75968L105      364    11121 SH       DEFINED 01              11121        0        0
SAMSUNG E MECHANICS            COM              759800998     4093    70540 SH       DEFINED 01              70540        0        0
SAMSUNG E MECHANICS            COM              759800998      124     2140 SH       DEFINED 01 05               0     2140        0
RENAL CARE GROUP               COM              759930100     5317   162088 SH       DEFINED 01             162088        0        0
RENAL CARE GROUP               COM              759930100        5      160 SH       DEFINED 01 02               0      160        0
RENT-A-CENTER                  COM              76009N100      926    18112 SH       DEFINED 01              18112        0        0
RENT-A-CENTER INC              COM              76009N100        3       60 SH       DEFINED 01 02               0       60        0
RENT WAY INC                   COM              76009U104       11     1380 SH       DEFINED 01 02               0     1380        0
RENAULT SA                     COM              760100990      334     6953 SH       DEFINED 01               6953        0        0
RENTOKIL INITIAL               COM              760101998    12458  3091229 SH       DEFINED 01            3091229        0        0
RENTOKIL INITIAL               COM              760101998     3433   852031 SH       DEFINED 01 03               0   852031        0
RENTOKIL INITIAL               COM              760101998    16569  4111293 SH       DEFINED 01 05               0  4111293        0
REPSOL-YPF                     COM              760260992      701    55600 SH       DEFINED 01              55600        0        0
REPUBLIC BANCORP               COM              760282103      476    34015 SH       DEFINED 01              34015        0        0
REPUBLIC BANCORP               COM              760282103       41     2940 SH       DEFINED 01 05               0     2940        0
REPUBLIC SERVICES              COM              760759100       28     1500 SH       DEFINED 01                  0     1500        0
REPUBLIC SERVICES              COM              760759100     8122   434761 SH       DEFINED 01             434761        0        0
REPUBLIC SERVICES              COM              760759100      572    30600 SH       DEFINED 01 03               0    30600        0
REPUBLIC SERVICES              COM              760759100      220    11800 SH       DEFINED 01 05               0    11800        0
MAJESCOR RESOURCE              COM              760960997      162   200000 SH       DEFINED 01             200000        0        0
RANBAXY LABORATORIES           COM              760990994     2884   160167 SH       DEFINED 01             160167        0        0
RANBAXY LABORATORIES           COM              760990994       87     4815 SH       DEFINED 01 05               0     4815        0
RESMED INC                     COM              761152107     3966    98833 SH       DEFINED 01              98833        0        0
RESPIRONICS                    COM              761230101     6665   205687 SH       DEFINED 01             205687        0        0
RESPIRONICS                    COM              761230101      225     6950 SH       DEFINED 01 05               0     6950        0
RESPIRONICS INC                COM              761230101        6      170 SH       DEFINED 01 02               0      170        0
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RETEK                          COM              76128Q109      987    37586 SH       DEFINED 01              37586        0        0
REX STORES                     COM              761624105       11      580 SH       DEFINED 01 02               0      580        0
REYNOLDS & REYNOLDS            COM              761695105      824    27449 SH       DEFINED 01              27449        0        0
RJ REYNOLDS TOBACCO HOLDINGS   COM              76182K105      385     5950 SH       DEFINED 01                  0     5950        0
RJ REYNOLDS TOBACCO HOLDINGS   COM              76182K105     2797    43195 SH       DEFINED 01              43195        0        0
RHOEN-KLINIKUM AG VORZUG       COM              762420990     1000    20000 SH       DEFINED 01              20000        0        0
RHOEN-KLINIKUM AG              COM              762421998      107     2000 SH       DEFINED 01               2000        0        0
RIGGS NATL CORP WASH           COM              766570105     1344    87546 SH       DEFINED 01              87546        0        0
RIGHT MANAGEMENT CON           COM              766573109      253    10000 SH       DEFINED 01              10000        0        0
RIO TINTO                      COM              767208994    12102   612312 SH       DEFINED 01             612312        0        0
RIO TINTO                      COM              767208994    17948   908092 SH       DEFINED 01 05               0   908092        0
RITE AID                       COM              767754104       83    24000 SH       DEFINED 01                  0    24000        0
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RIVERSTONE NETWORKS            COM              769320102      821   136953 SH       DEFINED 01             136953        0        0
ROADWAY CORPORATION            COM              769742107     2849    76989 SH       DEFINED 01              76989        0        0
ROBBINS & MYERS INC  RBN       COM              770196103      993    36294 SH       DEFINED 01              36294        0        0
ROBERT HALF INTL               COM              770323103   123079  4169321 SH       DEFINED 01            4169321        0        0
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ROBERT HALF INTL INC           COM              770323103     4691   158919 SH       DEFINED 01 02               0   158919        0
ROCK TENN CO                   COM              772739207     1266    59000 SH       DEFINED 01              59000        0        0
ROCK TENN CO                   COM              772739207       10      460 SH       DEFINED 01 02               0      460        0
ROCK TENN CO                   COM              772739207      120     5600 SH       DEFINED 01 05               0     5600        0
ROCKWELL INTLORP               COM              773903109       91     4517 SH       DEFINED 01               4517        0        0
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ROCKWELL COLLINS               COM              774341101       42     1668 SH       DEFINED 01 05               0     1668        0
ROGERS CORP                    COM              775133101     1599    48152 SH       DEFINED 01              48152        0        0
ROHM & HAAS                    COM              775371107    34047   805487 SH       DEFINED 01             805487        0        0
ROHM & HAAS                    COM              775371107     2360    55840 SH       DEFINED 01 03               0    55840        0
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ROLLINS                        COM              775711104       21     1000 SH       DEFINED 01                  0     1000        0
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ROPER INC NEW                  COM              776696106        5      100 SH       DEFINED 01 02               0      100        0
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ROPER INDS                     COM              776696106      219     4400 SH       DEFINED 01 05               0     4400        0
ROSLYN BANCORP                 COM              778162107      311    15062 SH       DEFINED 01              15062        0        0
ROSS STORES                    COM              778296103      569    15038 SH       DEFINED 01              15038        0        0
ROUSE CO                       COM              779273101       53     1700 SH       DEFINED 01                  0     1700        0
ROUSE CO                       COM              779273101        7      221 SH       DEFINED 01                221        0        0
ROWAN COMPANIES                COM              779382100       53     2303 SH       DEFINED 01               2303        0        0
ROWAN COMPANIES                COM              779382100      548    23764 SH       DEFINED 01 03               0    23764        0
ROWAN COMPANIES                COM              779382100       20      852 SH       DEFINED 01 05               0      852        0
ROXIO INC                      COM              780008108     1338    58971 SH       DEFINED 01              58971        0        0
ROYAL APPLIANCE                COM              780076105      226    42294 SH       DEFINED 01              42294        0        0
ROYAL BANK OF CANADA           COM              780087995     2382    71430 SH       DEFINED 01 03               0    71430        0
ROYAL DUTCH PETROLEUM ADR      COM              780257804    33582   618237 SH       DEFINED 01             618237        0        0
ROYAL DUTCH PETROLEUM ADR      COM              780257804    31605   581838 SH       DEFINED 01 03               0   581838        0
ROYAL DUTCH PETROLEUM ADR      COM              780257804     1956    36014 SH       DEFINED 01 05               0    36014        0
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ROYAL DUTCH PETROLEUM          COM              780257994    11784   215262 SH       DEFINED 01 05               0   215262        0
ROYAL BANK OF SCOTLAND GROUP   COM              780261996    23106   897461 SH       DEFINED 01             897461        0        0
ROYAL BANK OF SCOTLAND GROUP   COM              780261996     8430   327410 SH       DEFINED 01 03               0   327410        0
ROYAL BANK OF SCOTLAND GROUP   COM              780261996    30516  1185245 SH       DEFINED 01 05               0  1185245        0
ROYAL & SUN ALLIANCE INSURANCE COM              780490991     1832   436100 SH       DEFINED 01             436100        0        0
RUBY TUESDAY INC COM           COM              781182100     4605   198071 SH       DEFINED 01             198071        0        0
RUBY TUESDAY INC COM           COM              781182100        3      135 SH       DEFINED 01 02               0      135        0
RUDDICK                        COM              781258108       25     1476 SH       DEFINED 01               1476        0        0
RUDOLPH TECHNOLOGIES           COM              781270103     4214    97635 SH       DEFINED 01              97635        0        0
RUDOLPH TECHNOLOGIES           COM              781270103       10      235 SH       DEFINED 01 02               0      235        0
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RURAL CELLULAR PIK  12.25%     PRF              781904404    10185    25462 SH       DEFINED 01              25462        0        0
RURAL CELLULAR PIK  12.25%     PRF              781904404     2253     5633 SH       DEFINED 01 05               0     5633        0
RUSS BERRIE & CO               COM              782233100     1991    61847 SH       DEFINED 01              61847        0        0
RUSSELL CORP                   COM              782352108     1465    98304 SH       DEFINED 01              98304        0        0
RYANAIR HOLDINGS ADR           COM              783513104     8088   269500 SH       DEFINED 01 05               0   269500        0
RYANS FAMILY STEAK             COM              783519101     4070   169578 SH       DEFINED 01             169578        0        0
RYANS FAMILY STEAK             COM              783519101       16      680 SH       DEFINED 01 02               0      680        0
RYANS FAMILY STEAK             COM              783519101      178     7400 SH       DEFINED 01 05               0     7400        0
RYDER SYSTEM                   COM              783549108      787    26663 SH       DEFINED 01              26663        0        0
RYDER SYSTEM                   COM              783549108      454    15375 SH       DEFINED 01 03               0    15375        0
RYDER SYSTEM                   COM              783549108       16      551 SH       DEFINED 01 05               0      551        0
RYERSON TULL INC               COM              78375P107      834    76132 SH       DEFINED 01              76132        0        0
RYLAND GROUP                   COM              783764103     6193    68654 SH       DEFINED 01              68654        0        0
RYLAND GROUP                   COM              783764103      144     1600 SH       DEFINED 01 05               0     1600        0
RYLAND GROUP INC               COM              783764103       12      140 SH       DEFINED 01 02               0      140        0
S&T BANCORP INC                COM              783859101        2       87 SH       DEFINED 01                 87        0        0
SBC COMMUNICATIONS             COM              78387G103     5225   139551 SH       DEFINED 01                  0   139551        0
SBC COMMUNICATIONS             COM              78387G103   167065  4462187 SH       DEFINED 01            4462187        0        0
SBC COMMUNICATIONS             COM              78387G103      611    16303 SH       DEFINED 01 02               0    16303        0
SBC COMMUNICATIONS             COM              78387G103    34855   930967 SH       DEFINED 01 03               0   930967        0
SBC COMMUNICATIONS             COM              78387G103    34974   934144 SH       DEFINED 01 05               0   934144        0
SBS TECH INC                   COM              78387P103        1       90 SH       DEFINED 01 02               0       90        0
SBS TECHNOLOGIES               COM              78387P103     1903   148843 SH       DEFINED 01             148843        0        0
SBS TECHNOLOGIES               COM              78387P103      105     8200 SH       DEFINED 01 05               0     8200        0
SBA COMMUNICATIONS             COM              78388J106        0       73 SH       DEFINED 01                 73        0        0
SWISSCOM AG                    COM              783901994      216      715 SH       DEFINED 01                715        0        0
SCM MICROSYSTEMS INC           COM              784018103      550    47052 SH       DEFINED 01              47052        0        0
SCP POOL CORP                  COM              784028102     2405    76584 SH       DEFINED 01              76584        0        0
SCP POOL CORP                  COM              784028102        5      150 SH       DEFINED 01 02               0      150        0
SCPIE HOLDINGS INC             COM              78402P104      485    28580 SH       DEFINED 01              28580        0        0
SEI INVESTMENTS                COM              784117103     3826    89390 SH       DEFINED 01              89390        0        0
SEI INVESTMENTS                COM              784117103      428    10000 SH       DEFINED 01 03               0    10000        0
SEI INVESTMENTS CO             COM              784117103    18974   443250 SH       DEFINED 01 02               0   443250        0
STMICROELECTRONICS             COM              784214991     9665   288882 SH       DEFINED 01             288882        0        0
STMICROELECTRONICS             COM              784214991     3765   112520 SH       DEFINED 01 03               0   112520        0
STMICROELECTRONICS             COM              784214991    13828   413333 SH       DEFINED 01 05               0   413333        0
SGW HOLDINGS WARRANT 2/1/07    COM              78422P118        0     2750 SH       DEFINED 01               2750        0        0
SGW HOLDINGS WARRANT 2/1/07    COM              78422P118        0      250 SH       DEFINED 01 05               0      250        0
SGW HOLDINGS PFD PIK SERIES B  PRF              78422P209      954   190701 SH       DEFINED 01             190701        0        0
SGW HOLDINGS PFD PIK SERIES B  PRF              78422P209       87    17327 SH       DEFINED 01 05               0    17327        0
SGW HOLDINGS  0.00%  PFDCVT SE PRF              78422P993      174    87091 SH       DEFINED 01              87091        0        0
SGW HOLDINGS  0.00%  PFDCVT SE PRF              78422P993       19     9677 SH       DEFINED 01 05               0     9677        0
SJW CORP                       COM              784305104       41      500 SH       DEFINED 01                  0      500        0
SK TELECOM ADR                 COM              78440P108      152     6178 SH       DEFINED 01               6178        0        0
SL GREEN REALTY                COM              78440X101     2059    61304 SH       DEFINED 01              61304        0        0
SL GREEN REALTY                COM              78440X101      208     6200 SH       DEFINED 01 05               0     6200        0
SLI INC                        COM              78442T108      261   102497 SH       DEFINED 01             102497        0        0
SMC CORP                       COM              784619991     4425    37470 SH       DEFINED 01              37470        0        0
SMC CORP                       COM              784619991     1429    12100 SH       DEFINED 01 03               0    12100        0
SPS TECHNOLOGIES               COM              784626103       85     2000 SH       DEFINED 01                  0     2000        0
SPS TECHNOLOGIES               COM              784626103     1704    40218 SH       DEFINED 01              40218        0        0
S&P 500 DEP RECPT              COM              78462F103    32025   279400 SH       DEFINED 01             279400        0        0
S&P 500 DEP RECPT              COM              78462F103     2387    20820 SH       DEFINED 01 02               0    20820        0
S&P 500 DEP RECPT              COM              78462F103     1342    11709 SH       DEFINED 01 05               0    11709        0
STANDARD & POORS 500 INDEX     COM              78462F103     2516    21950 SH       DEFINED 11 12               0    21950        0
STANDARD & POORS 500 INDEX     COM              78462F103    31538   275150 SH       DEFINED 11 12 13            0   275150        0
SPSS                           COM              78462K102     1946   110968 SH       DEFINED 01             110968        0        0
SPSS                           COM              78462K102      132     7500 SH       DEFINED 01 05               0     7500        0
SPX                            COM              784635104     7261    51282 SH       DEFINED 01              51282        0        0
SPX                            COM              784635104      460     3250 SH       DEFINED 01 03               0     3250        0
SPX                            COM              784635104      177     1250 SH       DEFINED 01 05               0     1250        0
S1 CORPORATION                 COM              78463B101        1       76 SH       DEFINED 01                 76        0        0
S1 CORPORATION                 COM              78463B101        3      180 SH       DEFINED 01 02               0      180        0
SRI/SURGICAL EXPRESS           COM              78464W104      690    45240 SH       DEFINED 01              45240        0        0
SRI/SURGICAL EXPRESS           COM              78464W104       70     4610 SH       DEFINED 01 05               0     4610        0
SWS GROUP INC                  COM              78503N107     4474   220956 SH       DEFINED 01             220956        0        0
SWS GROUP INC                  COM              78503N107      490    24200 SH       DEFINED 01 05               0    24200        0
SABRE HOLDINGS CL A            COM              785905100    10830   231852 SH       DEFINED 01             231852        0        0
SABRE HOLDINGS CL A            COM              785905100     1594    34123 SH       DEFINED 01 03               0    34123        0
SABRE HOLDINGS CL A            COM              785905100     5028   107653 SH       DEFINED 01 05               0   107653        0
SAFECO                         COM              786429100    30540   953162 SH       DEFINED 01             953162        0        0
SAFECO                         COM              786429100     1037    32370 SH       DEFINED 01 03               0    32370        0
SAFECO                         COM              786429100     2939    91733 SH       DEFINED 01 05               0    91733        0
SAFEGUARD SCIENTIFIC           COM              786449108        2      555 SH       DEFINED 01                555        0        0
SAFENET INC                    COM              78645R107        7      470 SH       DEFINED 01 02               0      470        0
SAFEWAY                        COM              786500991     1235   295300 SH       DEFINED 01             295300        0        0
SAFEWAY                        COM              786514208       11      250 SH       DEFINED 01                  0      250        0
SAFEWAY                        COM              786514208   115902  2574447 SH       DEFINED 01            2574447        0        0
SAFEWAY                        COM              786514208     6615   146928 SH       DEFINED 01 03               0   146928        0
SAFEWAY                        COM              786514208    45054  1000764 SH       DEFINED 01 05               0  1000764        0
SAFEWAY INC.                   COM              786514208    15981   354960 SH       DEFINED 01                  0   354960        0
SAFEWAY INC.                   COM              786514208    37929   842397 SH       DEFINED 01 02               0   842397        0
SAGA COMMUNICATIONS            COM              786598102        5      190 SH       DEFINED 01 02               0      190        0
SAGE PLC                       COM              786639997     1951   606197 SH       DEFINED 01             606197        0        0
SAIPEM                         COM              786801993      454    73872 SH       DEFINED 01              73872        0        0
SANKYO   JP;4501               COM              786900993      703    46000 SH       DEFINED 01              46000        0        0
ST FRANCIS CAP CORP            COM              789374105       11      460 SH       DEFINED 01 02               0      460        0
ST. JAME'S PLACE CAPITAL       COM              790105993       64    15800 SH       DEFINED 01              15800        0        0
ST JOE PAPER CORP              COM              790148100     2823    94111 SH       DEFINED 01              94111        0        0
ST JUDE MEDICAL                COM              790849103      324     4200 SH       DEFINED 01 02               0     4200        0
ST. JUDE MEDICAL               COM              790849103        8      100 SH       DEFINED 01                  0      100        0
ST. JUDE MEDICAL               COM              790849103    45359   587934 SH       DEFINED 01             587934        0        0
ST. JUDE MEDICAL               COM              790849103     2241    29054 SH       DEFINED 01 03               0    29054        0
ST. JUDE MEDICAL               COM              790849103    43794   567660 SH       DEFINED 01 05               0   567660        0
ST. MARY LAND & EXPLORATION    COM              792228108     6866   316285 SH       DEFINED 01             316285        0        0
ST. MARY LAND & EXPLORATION    COM              792228108      421    19400 SH       DEFINED 01 05               0    19400        0
ST PAUL COMPANIES              COM              792860108    15029   327810 SH       DEFINED 01 02               0   327810        0
ST. PAUL COMPANIES             COM              792860108      316     6900 SH       DEFINED 01                  0     6900        0
ST. PAUL COMPANIES             COM              792860108    35981   784762 SH       DEFINED 01             784762        0        0
ST. PAUL COMPANIES             COM              792860108     2642    57613 SH       DEFINED 01 03               0    57613        0
ST. PAUL COMPANIES             COM              792860108     2465    53792 SH       DEFINED 01 05               0    53792        0
SAKS                           COM              79377W108       68     5202 SH       DEFINED 01               5202        0        0
SALIX PHARMACEUTICALS LTD      COM              795435106      726    41400 SH       DEFINED 01              41400        0        0
SALTON INC                     COM              795757103     2138   107712 SH       DEFINED 01             107712        0        0
SALTON INC                     COM              795757103        9      460 SH       DEFINED 01 02               0      460        0
SALTON INC                     COM              795757103      139     7000 SH       DEFINED 01 05               0     7000        0
SAMSUNG ELECTRONICS            COM              796611994    18338    68063 SH       DEFINED 01              68063        0        0
SAMSUNG ELECTRONICS            COM              796611994      288     1070 SH       DEFINED 01 05               0     1070        0
SAMSUNG ELECTRONICS            COM              796700995     5842    43070 SH       DEFINED 01              43070        0        0
SAMSUNG ELECTRONICS            COM              796700995      184     1360 SH       DEFINED 01 05               0     1360        0
SAMSUNG FIRE & MARIN           COM              796722999       99     1830 SH       DEFINED 01               1830        0        0
SAN DIEGO G&E $25              PRF              797440831     1448    59500 SH       DEFINED 01 04               0    59500        0
SAN PAOLO-IMI                  COM              798200994      439    37300 SH       DEFINED 01              37300        0        0
SANCHEZ COMP ASS INC           COM              799702105       17     2500 SH       DEFINED 01                  0     2500        0
SANCHEZ COMP ASS INC           COM              799702105        0       70 SH       DEFINED 01                 70        0        0
SANDERSON FARMS INC            COM              800013104        9      350 SH       DEFINED 01 02               0      350        0
SANDISK                        COM              80004C101       55     2540 SH       DEFINED 01               2540        0        0
SANDVIK AB-A SHS               COM              800200990       93     3917 SH       DEFINED 01               3917        0        0
SANDY SPRINGS & SVNG           COM              800363103       14      430 SH       DEFINED 01 02               0      430        0
SANDY SPRINGS BANCORP          COM              800363103     2159    66535 SH       DEFINED 01              66535        0        0
SANDY SPRINGS BANCORP          COM              800363103      237     7315 SH       DEFINED 01 05               0     7315        0
SANMINA-SCI                    COM              800907107     1318   112290 SH       DEFINED 01             112290        0        0
SANMINA-SCI                    COM              800907107     1662   141454 SH       DEFINED 01 03               0   141454        0
SANMINA-SCI                    COM              800907107       56     4754 SH       DEFINED 01 05               0     4754        0
SANMINA-SCI CORP               COM              800907107    17104  1456110 SH       DEFINED 01 02               0  1456110        0
SANOF SYNTHELABO               COM              800955999    35910   559271 SH       DEFINED 01             559271        0        0
SANOF SYNTHELABO               COM              800955999     1329    20700 SH       DEFINED 01 05               0    20700        0
SANGSTAT MEDICAL CP            COM              801003104     2526    94083 SH       DEFINED 01              94083        0        0
SANGSTAT MEDICAL CP            COM              801003104        3      110 SH       DEFINED 01 02               0      110        0
SANGSTAT MEDICAL CP            COM              801003104      183     6800 SH       DEFINED 01 05               0     6800        0
SANTANDER BANCO                COM              802809103        3      129 SH       DEFINED 01                129        0        0
SAP                            COM              803053990      580     3819 SH       DEFINED 01               3819        0        0
SAP                            COM              803053990     4576    30142 SH       DEFINED 01 03               0    30142        0
SAP ADR                        COM              803054204    93275  2507400 SH       DEFINED 01            2507400        0        0
SAP ADR                        COM              803054204    11309   303989 SH       DEFINED 01 05               0   303989        0
SAP AG ADR                     COM              803054204      200     5374 SH       DEFINED 01 02               0     5374        0
SAPIENT                        COM              803062108       16     3415 SH       DEFINED 01               3415        0        0
SAPIENT                        COM              803062108      152    32020 SH       DEFINED 01 03               0    32020        0
SAPIENT                        COM              803062108        5     1148 SH       DEFINED 01 05               0     1148        0
SANYO ELECTRIC CO LTD          COM              803071992      160    35259 SH       DEFINED 01              35259        0        0
SARA LEE                       COM              803111103    27498  1324586 SH       DEFINED 01            1324586        0        0
SARA LEE                       COM              803111103     4132   199033 SH       DEFINED 01 03               0   199033        0
SARA LEE                       COM              803111103     5949   286542 SH       DEFINED 01 05               0   286542        0
SAVVIS COMM CORP               COM              805423100        0      229 SH       DEFINED 01                229        0        0
SCANA                          COM              80589M102      109     3577 SH       DEFINED 01               3577        0        0
SCHEIN (HENRY)                 COM              806407102       69     1565 SH       DEFINED 01               1565        0        0
SCHERING                       COM              806584991    12310   210607 SH       DEFINED 01             210607        0        0
SCHERING                       COM              806584991     3262    55816 SH       DEFINED 01 03               0    55816        0
SCHERING                       COM              806584991    16551   283159 SH       DEFINED 01 05               0   283159        0
SCHERING PLOUGH                COM              806605101     7508   239883 SH       DEFINED 01                  0   239883        0
SCHERING PLOUGH                COM              806605101      329    10500 SH       DEFINED 01 02               0    10500        0
SCHERING-PLOUGH                COM              806605101    68246  2180378 SH       DEFINED 01            2180378        0        0
SCHERING-PLOUGH                COM              806605101    12680   405107 SH       DEFINED 01 03               0   405107        0
SCHERING-PLOUGH                COM              806605101     7848   250714 SH       DEFINED 01 05               0   250714        0
SCHLUMBERGER                   COM              806857108   294379  5004747 SH       DEFINED 01            5004747        0        0
SCHLUMBERGER                   COM              806857108     9661   164233 SH       DEFINED 01 03               0   164233        0
SCHLUMBERGER                   COM              806857108    60620  1030614 SH       DEFINED 01 05               0  1030614        0
SCHLUMBERGER                   COM              806857108     1047    17800 SH       DEFINED 11 12               0    17800        0
SCHLUMBERGER                   COM              806857108     8005   136100 SH       DEFINED 11 12 13            0   136100        0
SCHLUMBERGER LTD               COM              806857108    42876   728916 SH       DEFINED 01 02               0   728916        0
SCHNEIDER ELECTRIC             COM              806878997      147     2915 SH       DEFINED 01               2915        0        0
SCHOLASTIC                     COM              807066105    11745   216731 SH       DEFINED 01             216731        0        0
SCHOLASTIC                     COM              807066105    15840   292304 SH       DEFINED 01 05               0   292304        0
SCHOLASTIC CORP                COM              807066105      155     2850 SH       DEFINED 01 02               0     2850        0
SCHOOL SPECIALTY INC           COM              807863105     1477    55284 SH       DEFINED 01              55284        0        0
SCHRODERS PLC                  COM              808177992       50     3898 SH       DEFINED 01               3898        0        0
SCHULMAN (A)                   COM              808194104     1389    75931 SH       DEFINED 01              75931        0        0
SCHULMAN (A)                   COM              808194104      130     7100 SH       DEFINED 01 05               0     7100        0
SCHULMAN (A.) INC              COM              808194104       11      610 SH       DEFINED 01 02               0      610        0
UBS                            COM              808411995    35795   727071 SH       DEFINED 01             727071        0        0
UBS                            COM              808411995     7496   152254 SH       DEFINED 01 03               0   152254        0
UBS                            COM              808411995    27555   559681 SH       DEFINED 01 05               0   559681        0
SCHWAB (CHARLES)               COM              808513105    11879   907436 SH       DEFINED 01             907436        0        0
SCHWAB (CHARLES)               COM              808513105     4795   366335 SH       DEFINED 01 03               0   366335        0
SCHWAB (CHARLES)               COM              808513105    12602   962727 SH       DEFINED 01 05               0   962727        0
SCHWAB CHARLES CORP            COM              808513105      196    15000 SH       DEFINED 01                  0    15000        0
SCHWAB CHARLES CORP            COM              808513105    44592  3406444 SH       DEFINED 01 02               0  3406444        0
SCHWEITZER MAUDUIT             COM              808541106     1131    45506 SH       DEFINED 01              45506        0        0
SCIENT INC                     COM              808649107        0      440 SH       DEFINED 01                440        0        0
SCIENTIFIC-ATLANTA             COM              808655104       44     1900 SH       DEFINED 01                  0     1900        0
SCIENTIFIC-ATLANTA             COM              808655104    18606   805436 SH       DEFINED 01             805436        0        0
SCIENTIFIC-ATLANTA             COM              808655104     1323    57248 SH       DEFINED 01 03               0    57248        0
SCIENTIFIC-ATLANTA             COM              808655104      692    29922 SH       DEFINED 01 05               0    29922        0
SCIENTIFIC GAMES               COM              80874P109     1283   153300 SH       DEFINED 01             153300        0        0
SCIOS                          COM              808905103     3616   125009 SH       DEFINED 01             125009        0        0
SCIOS                          COM              808905103      184     6350 SH       DEFINED 01 05               0     6350        0
SCIOS INC                      COM              808905103        5      170 SH       DEFINED 01 02               0      170        0
SCIQUEST INC                   COM              80908Q107        0       82 SH       DEFINED 01                 82        0        0
SCOTTS CO CLA                  COM              810186106     4801   104874 SH       DEFINED 01             104874        0        0
SCRIPPS CO (E.W) CLA           COM              811054204       49      600 SH       DEFINED 01                  0      600        0
SCRIPPS CO (E.W) CLA           COM              811054204       14      172 SH       DEFINED 01                172        0        0
SEACHANGE INTL                 COM              811699107     1118    73627 SH       DEFINED 01              73627        0        0
SEACHANGE INTL                 COM              811699107       87     5751 SH       DEFINED 01 05               0     5751        0
SEACHANGE INTL INC             COM              811699107        2      140 SH       DEFINED 01 02               0      140        0
SEACOAST BANK COR FL           COM              811707108        7      165 SH       DEFINED 01 02               0      165        0
SEACOAST BANKING OF FLORIDA    COM              811707108      987    20859 SH       DEFINED 01              20859        0        0
SEACOAST BANKING OF FLORIDA    COM              811707108       97     2041 SH       DEFINED 01 05               0     2041        0
SEACOAST FINL SERV             COM              81170Q106       11      540 SH       DEFINED 01 02               0      540        0
SEACOR SMIT INC                COM              811904101     4744    96804 SH       DEFINED 01              96804        0        0
SEACOR SMIT INC                COM              811904101       14      280 SH       DEFINED 01 02               0      280        0
SEACOR SMIT INC                COM              811904101      181     3700 SH       DEFINED 01 05               0     3700        0
SEALED AIR                     COM              81211K100     5479   116375 SH       DEFINED 01             116375        0        0
SEALED AIR                     COM              81211K100      999    21226 SH       DEFINED 01 03               0    21226        0
SEALED AIR                     COM              81211K100       36      761 SH       DEFINED 01 05               0      761        0
SEARS, ROEBUCK                 COM              812387108    31425   612923 SH       DEFINED 01             612923        0        0
SEARS, ROEBUCK                 COM              812387108     5488   107044 SH       DEFINED 01 03               0   107044        0
SEARS, ROEBUCK                 COM              812387108    11599   226234 SH       DEFINED 01 05               0   226234        0
SECOM                          COM              813113990     4731   107000 SH       DEFINED 01             107000        0        0
SECOM                          COM              813113990     1636    37000 SH       DEFINED 01 03               0    37000        0
AMEX CONSUMER STAPLE           COM              81369Y308       25      957 SH       DEFINED 01 02               0      957        0
AMEX ENERGY SELECT S           COM              81369Y506       11      370 SH       DEFINED 01 02               0      370        0
AMEX FINANCIAL SELEC           COM              81369Y605       15      546 SH       DEFINED 01 02               0      546        0
AMEX TECH SEL SPDR             COM              81369Y803       14      660 SH       DEFINED 01 02               0      660        0
SECURITAS                      COM              813701992      448    22602 SH       DEFINED 01              22602        0        0
SECURE CO                      COM              813705100        4      180 SH       DEFINED 01 02               0      180        0
SECURE COMPUTING               COM              813705100     3855   196600 SH       DEFINED 01             196600        0        0
SECURE COMPUTING               COM              813705100      155     7900 SH       DEFINED 01 05               0     7900        0
SECURITY CAPITAL GROUP-B       COM              81413P204       11      437 SH       DEFINED 01                437        0        0
SEEBEYOND TECHNOLOGY           COM              815704101        2      250 SH       DEFINED 01 02               0      250        0
SEEBEYOND TECHNOLOGY CORP      COM              815704101      452    59172 SH       DEFINED 01              59172        0        0
SEITEL INC                     COM              816074306      703    76869 SH       DEFINED 01              76869        0        0
SELECT MEDICAL                 COM              816196109      951    59400 SH       DEFINED 01              59400        0        0
SELECTIVE INSURANCE GROUP      COM              816300107     2145    80337 SH       DEFINED 01              80337        0        0
SEMBCORP INDUSTRIES            COM              816624993     1738  1942000 SH       DEFINED 01 03               0  1942000        0
SEMBCORP LOGISTICS LIMITED     COM              816625990      126   105000 SH       DEFINED 01             105000        0        0
SEMTECH                        COM              816850101        4      100 SH       DEFINED 01                  0      100        0
SEMTECH                        COM              816850101    13915   381227 SH       DEFINED 01             381227        0        0
SEMTECH                        COM              816850101     6201   169900 SH       DEFINED 01 05               0   169900        0
SEMPRA ENERGY                  COM              816851109    64757  2574825 SH       DEFINED 01            2574825        0        0
SEMPRA ENERGY                  COM              816851109     1457    57912 SH       DEFINED 01 03               0    57912        0
SEMPRA ENERGY                  COM              816851109      100     3984 SH       DEFINED 01 05               0     3984        0
SENSIENT TECHNOLOGIES          COM              81725T100       23     1000 SH       DEFINED 01                  0     1000        0
SENSIENT TECHNOLOGIES          COM              81725T100       44     1893 SH       DEFINED 01               1893        0        0
SERCO GROUP                    COM              817314990       87    20000 SH       DEFINED 01              20000        0        0
SEPRACOR                       COM              817315104       93     4786 SH       DEFINED 01               4786        0        0
SEQUA CL A                     COM              817320104       17      331 SH       DEFINED 01                331        0        0
SEQUA CORP -CL B               COM              817320203       24      400 SH       DEFINED 01                  0      400        0
SEQUENOM INC                   COM              817337108        0       61 SH       DEFINED 01                 61        0        0
SERENA SOFTWARE INC            COM              817492101     1634    83828 SH       DEFINED 01              83828        0        0
SERENA SOFTWARE INC            COM              817492101        3      130 SH       DEFINED 01 02               0      130        0
SERENA SOFTWARE INC            COM              817492101      103     5300 SH       DEFINED 01 05               0     5300        0
SEROLOGICALS                   COM              817523103       17     1100 SH       DEFINED 01                  0     1100        0
SEROLOGICALS                   COM              817523103     1827   116640 SH       DEFINED 01             116640        0        0
SEROLOGICALS                   COM              817523103      140     8960 SH       DEFINED 01 05               0     8960        0
SEROLOGICALS CORP              COM              817523103        3      220 SH       DEFINED 01 02               0      220        0
SERVICE CORP INTL              COM              817565104        8     1466 SH       DEFINED 01               1466        0        0
SERVICEMASTER CO               COM              81760N109       10      741 SH       DEFINED 01                741        0        0
7-ELEVEN INC                   COM              817826209       17     1500 SH       DEFINED 01                  0     1500        0
7-ELEVEN INC                   COM              817826209        9      812 SH       DEFINED 01                812        0        0
SHARP                          COM              819882101      991    75088 SH       DEFINED 01              75088        0        0
SHAW GROUP                     COM              820280105    16474   599049 SH       DEFINED 01             599049        0        0
SHAW GROUP                     COM              820280105     1001    36400 SH       DEFINED 01 03               0    36400        0
SHAW GROUP                     COM              820280105      382    13900 SH       DEFINED 01 05               0    13900        0
SHELL TRANSPORT & TRADING      COM              822703997     6190   831145 SH       DEFINED 01             831145        0        0
SHELL TRANSPORT & TRADING      COM              822703997     8000  1074215 SH       DEFINED 01 05               0  1074215        0
SHERWIN-WILLIAMS               COM              824348106      109     3839 SH       DEFINED 01               3839        0        0
SHERWIN-WILLIAMS               COM              824348106     1114    39129 SH       DEFINED 01 03               0    39129        0
SHERWIN-WILLIAMS               COM              824348106       40     1404 SH       DEFINED 01 05               0     1404        0
SHINSEGAE CO LTD               COM              824555999     3081    19560 SH       DEFINED 01              19560        0        0
SHINSEGAE CO LTD               COM              824555999       96      610 SH       DEFINED 01 05               0      610        0
SHINHAN FINANCIAL GROUP        COM              824777999     5390   409900 SH       DEFINED 01             409900        0        0
SHINHAN FINANCIAL GROUP        COM              824777999      176    13350 SH       DEFINED 01 05               0    13350        0
SHOPKO STORES                  COM              824911101     2921   161392 SH       DEFINED 01             161392        0        0
SHOPKO STORES                  COM              824911101       65     3611 SH       DEFINED 01 05               0     3611        0
SHIN-ETSU CHEMICAL             COM              824925994     7319   172900 SH       DEFINED 01             172900        0        0
SHIN-ETSU CHEMICAL             COM              824925994     3729    88100 SH       DEFINED 01 03               0    88100        0
SHIN-ETSU CHEMICAL             COM              824925994    13866   327600 SH       DEFINED 01 05               0   327600        0
SHIONOGI                       COM              824930994      105     6692 SH       DEFINED 01               6692        0        0
SHUFFLE MASTER                 COM              825549108      547    26500 SH       DEFINED 01              26500        0        0
SHUFFLE MASTER INC             COM              825549108        1       25 SH       DEFINED 01 02               0       25        0
SHURGARD STORAGE CTR           COM              82567D104     3384    99816 SH       DEFINED 01              99816        0        0
GENSIA PHARMACEUTICS INC       COM              825846108       38     2200 SH       DEFINED 01                  0     2200        0
GENSIA PHARMACEUTICS INC       COM              825846108        8      444 SH       DEFINED 01                444        0        0
SIDERCA S.A.I.C                COM              825863103       56     3000 SH       DEFINED 01               3000        0        0
INVENSYS PLC                   COM              825995996     6836  3871784 SH       DEFINED 01            3871784        0        0
INVENSYS PLC                   COM              825995996     9306  5269743 SH       DEFINED 01 05               0  5269743        0
SIEBEL SYSTEMS                 COM              826170102     3361   103071 SH       DEFINED 01             103071        0        0
SIEBEL SYSTEMS                 COM              826170102    12205   374283 SH       DEFINED 01 02               0   374283        0
SIEBEL SYSTEMS                 COM              826170102     3948   121061 SH       DEFINED 01 03               0   121061        0
SIEBEL SYSTEMS                 COM              826170102     2094    64205 SH       DEFINED 01 05               0    64205        0
SIEBEL SYSTEMS INC             COM              826170102      395    12100 SH       DEFINED 11 12               0    12100        0
SIEMENS                        COM              826197105     2895    44258 SH       DEFINED 01              44258        0        0
SIERRA HEALTH SERVIC           COM              826322109     1119    85545 SH       DEFINED 01              85545        0        0
SIERRA PACIFIC RESOURCES       COM              826428104       55     3645 SH       DEFINED 01               3645        0        0
SIGMA-ALDRICH                  COM              826552101    54088  1151798 SH       DEFINED 01            1151798        0        0
SIGMA-ALDRICH                  COM              826552101     3037    64652 SH       DEFINED 01 02               0    64652        0
SIGMA-ALDRICH                  COM              826552101     7701   163981 SH       DEFINED 01 03               0   163981        0
SIGMA-ALDRICH                  COM              826552101     1406    29953 SH       DEFINED 01 05               0    29953        0
SIGNET                         COM              826680993     8822  5162893 SH       DEFINED 01            5162893        0        0
SIGNET                         COM              826680993    11556  6762792 SH       DEFINED 01 05               0  6762792        0
SIGNALSOFT RESTRICTED          COM              82668M979     1185   760624 SH       DEFINED 01             760624        0        0
SIGNALSOFT RESTRICTED          COM              82668M979     2370  1521249 SH       DEFINED 01 05               0  1521249        0
SIGNALSOFT RESTRICTED          COM              82668M987        0       10 SH       DEFINED 01 05               0       10        0
SILICON LABORATORIES           COM              826919102     2040    57746 SH       DEFINED 01              57746        0        0
SILGAN HOLDINGS                COM              827048109     2975    89000 SH       DEFINED 01              89000        0        0
SILGAN HOLDINGS                COM              827048109       14      420 SH       DEFINED 01 02               0      420        0
SILGAN HOLDINGS                COM              827048109      324     9700 SH       DEFINED 01 05               0     9700        0
SILICON GRAPHICS INC           COM              827056102        4     1043 SH       DEFINED 01               1043        0        0
SILICON GRAPHICS INC           COM              827056102       11     2635 SH       DEFINED 01 02               0     2635        0
SILICON STORAGE TECH           COM              827057100      131    12400 SH       DEFINED 01                  0    12400        0
SILICON STORAGE TECH           COM              827057100        3      303 SH       DEFINED 01                303        0        0
SILICON IMAGE                  COM              82705T102        1      122 SH       DEFINED 01                122        0        0
SILICON VALLEY BANCSHARES      COM              827064106      763    25204 SH       DEFINED 01              25204        0        0
SILICONIX INC                  COM              827079203        5      173 SH       DEFINED 01                173        0        0
SILVERSTREAM SOFTWA            COM              827907106        0       62 SH       DEFINED 01                 62        0        0
SIME DARBY                     COM              828620997     3083  2320000 SH       DEFINED 01            2320000        0        0
SIME DARBY                     COM              828620997      100    75000 SH       DEFINED 01 05               0    75000        0
SIMON PROPERTY GROUP           COM              828806109       12      377 SH       DEFINED 01                377        0        0
SIMPSON MFG                    COM              829073105     4898    80102 SH       DEFINED 01              80102        0        0
SIMPSON MFG                    COM              829073105      196     3200 SH       DEFINED 01 05               0     3200        0
SINCLAIR BROADCASTIN           COM              829226109       72     5300 SH       DEFINED 01                  0     5300        0
SINCLAIR BROADCASTIN           COM              829226109        3      190 SH       DEFINED 01                190        0        0
SINGAPORE AIRLINES             COM              829295997      196    25083 SH       DEFINED 01              25083        0        0
SINGAPORE TECH ENGINEERING LTD COM              829298991      119    95000 SH       DEFINED 01              95000        0        0
SIRENZA MICRODEVICES           COM              82966T106        1      101 SH       DEFINED 01                101        0        0
SIRIUS SATELLITE RADIO INC     COM              82966U103        1      274 SH       DEFINED 01                274        0        0
SIX CONTINENTS                 COM              829900992      396    37200 SH       DEFINED 01              37200        0        0
SIX FLAGS                      COM              83001P109       54     3000 SH       DEFINED 01                  0     3000        0
SIX FLAGS                      COM              83001P109       58     3198 SH       DEFINED 01               3198        0        0
SK TELECOM                     COM              830530994     6910    31400 SH       DEFINED 01              31400        0        0
SK TELECOM                     COM              830530994      224     1020 SH       DEFINED 01 05               0     1020        0
SKILLSOFT                      COM              83066P101      281    12200 SH       DEFINED 01              12200        0        0
SKY FINL GROUP INC             COM              83080P103        9      394 SH       DEFINED 01                394        0        0
SKYLINE                        COM              830830105      799    25738 SH       DEFINED 01              25738        0        0
SKYWEST                        COM              830879102    20650   828304 SH       DEFINED 01             828304        0        0
SKYWEST                        COM              830879102     3390   136000 SH       DEFINED 01 03               0   136000        0
SKYWEST                        COM              830879102      382    15316 SH       DEFINED 01 05               0    15316        0
SKYWEST INC                    COM              830879102    58289  2338027 SH       DEFINED 01 02               0  2338027        0
SMARTFORCE ADR                 COM              83170A206      120    11400 SH       DEFINED 01              11400        0        0
SMITH (A O) CORP               COM              831865209     3299   129629 SH       DEFINED 01             129629        0        0
SMITH (A O) CORP               COM              831865209        9      345 SH       DEFINED 01 02               0      345        0
SMITH (A O) CORP               COM              831865209      162     6360 SH       DEFINED 01 05               0     6360        0
SMITH & NEPHEW                 COM              831911995      377    64495 SH       DEFINED 01              64495        0        0
SMITH INTL                     COM              832110100      895    13202 SH       DEFINED 01              13202        0        0
SMITHFIELD FOODS               COM              832248108     8445   323548 SH       DEFINED 01             323548        0        0
SMITHFIELD FOODS               COM              832248108      501    19200 SH       DEFINED 01 03               0    19200        0
SMITHFIELD FOODS               COM              832248108      193     7400 SH       DEFINED 01 05               0     7400        0
SMITHS GROUP PLC               COM              832389993     1052    91100 SH       DEFINED 01              91100        0        0
SMUCKER (JM)                   COM              832696306       29      879 SH       DEFINED 01                879        0        0
SMURFIT-STONE CONTAINER        COM              832727101      873    50979 SH       DEFINED 01              50979        0        0
SNAM RETE GAS 144              COM              833029556     3299  1231693 SH       DEFINED 01 03               0  1231693        0
SNAP-ON                        COM              833034101       51     1491 SH       DEFINED 01               1491        0        0
SNAP-ON                        COM              833034101      500    14676 SH       DEFINED 01 03               0    14676        0
SNAP-ON                        COM              833034101       18      526 SH       DEFINED 01 05               0      526        0
SOC GEN DE AGUSA DE BARCELONA  COM              833637994        0       34 SH       DEFINED 01                 34        0        0
SOCIETE GENERALE CL A          COM              833639990    11172   176654 SH       DEFINED 01             176654        0        0
SOCIETE GENERALE CL A          COM              833639990    13133   207642 SH       DEFINED 01 05               0   207642        0
SOFTWARE AG                    COM              834024994       97     5500 SH       DEFINED 01               5500        0        0
SOLA INTL                      COM              834092108       15     1000 SH       DEFINED 01                  0     1000        0
SOLA INTL                      COM              834092108     1103    74907 SH       DEFINED 01              74907        0        0
SOLECTRON                      COM              834182107    19017  2437939 SH       DEFINED 01            2437939        0        0
SOLECTRON                      COM              834182107     2348   300908 SH       DEFINED 01 03               0   300908        0
SOLECTRON                      COM              834182107      584    74977 SH       DEFINED 01 05               0    74977        0
SOLECTRON CORP                 COM              834182107     1092   140000 SH       DEFINED 01                  0   140000        0
SOLECTRON CORP                 COM              834182107    25202  3230713 SH       DEFINED 01 02               0  3230713        0
SOLUTIA                        COM              834376105     2513   288777 SH       DEFINED 01             288777        0        0
SOLUTIA                        COM              834376105     4176   480000 SH       DEFINED 01 05               0   480000        0
SOLUTIA INC                    COM              834376105       54     6200 SH       DEFINED 01 02               0     6200        0
SOMERA COMMUNICATION           COM              834458101        4      500 SH       DEFINED 01 02               0      500        0
SOMERA COMMUNICATIONS          COM              834458101     5808   793400 SH       DEFINED 01             793400        0        0
SOMERA COMMUNICATIONS          COM              834458101      503    68700 SH       DEFINED 01 05               0    68700        0
SONIC CORP                     COM              835451105     3152   122582 SH       DEFINED 01             122582        0        0
SONIC CORP                     COM              835451105    13747   534700 SH       DEFINED 01 02               0   534700        0
SONIC CORP                     COM              835451105      154     6000 SH       DEFINED 01 03               0     6000        0
SONIC AUTOMOTIVE INC           COM              83545G102     2248    75000 SH       DEFINED 01              75000        0        0
SONIC AUTOMOTIVE INC           COM              83545G102       14      490 SH       DEFINED 01 02               0      490        0
SONIC AUTOMOTIVE INC           COM              83545G102      222     7400 SH       DEFINED 01 05               0     7400        0
S3 INCORPORATED                COM              83546Q109        0      185 SH       DEFINED 01                185        0        0
SONICWALL                      COM              835470105      448    34373 SH       DEFINED 01              34373        0        0
SONICWALL INC                  COM              835470105        1      110 SH       DEFINED 01 02               0      110        0
SONOCO PRODUCTS                COM              835495102       94     3308 SH       DEFINED 01               3308        0        0
SONS OF GWALIA ORD AU;SGW/A$ R COM              835688102      355   100000 SH       DEFINED 01             100000        0        0
SONY                           COM              835699109    15962   307045 SH       DEFINED 01             307045        0        0
SONY                           COM              835699109     2714    52200 SH       DEFINED 01 03               0    52200        0
SONY                           COM              835699109    15175   291900 SH       DEFINED 01 05               0   291900        0
SORRENTO NETWORKS CORPORATION  COM              83586Q100        0       32 SH       DEFINED 01                 32        0        0
SOTHEBY'S HOLDINGS CL A        COM              835898107       38     2418 SH       DEFINED 01               2418        0        0
SONUS NETWORKS                 COM              835916107      116    44219 SH       DEFINED 01              44219        0        0
SOURCECORP                     COM              836167106     1574    53370 SH       DEFINED 01              53370        0        0
SCMP GROUP LTD                 COM              837400993       89   158000 SH       DEFINED 01             158000        0        0
SOUTH FINANCIAL GROUP          COM              837841105     4189   205851 SH       DEFINED 01             205851        0        0
SOUTH FINANCIAL GROUP          COM              837841105      163     8000 SH       DEFINED 01 05               0     8000        0
SOUTH FINANCIAL GRP            COM              837841105       12      560 SH       DEFINED 01 02               0      560        0
SOUTH JERSEY IND INC           COM              838518108       10      330 SH       DEFINED 01 02               0      330        0
SOUTHERN CO                    COM              842587107    17587   663940 SH       DEFINED 01             663940        0        0
SOUTHERN CO                    COM              842587107     5119   193251 SH       DEFINED 01 03               0   193251        0
SOUTHERN CO                    COM              842587107      342    12921 SH       DEFINED 01 05               0    12921        0
SOUTHERN UNION CO              COM              844030106     2940   160488 SH       DEFINED 01             160488        0        0
SOUTHTRUST                     COM              844730101     7434   281600 SH       DEFINED 01             281600        0        0
SOUTHTRUST                     COM              844730101     2318    87807 SH       DEFINED 01 03               0    87807        0
SOUTHTRUST                     COM              844730101    10115   383151 SH       DEFINED 01 05               0   383151        0
SOUTHWEST AIRLINES             COM              844741108       10      500 SH       DEFINED 01                  0      500        0
SOUTHWEST AIRLINES             COM              844741108   395681 20448623 SH       DEFINED 01           20448623        0        0
SOUTHWEST AIRLINES             COM              844741108      452    23411 SH       DEFINED 01 02               0    23411        0
SOUTHWEST AIRLINES             COM              844741108     3760   194310 SH       DEFINED 01 03               0   194310        0
SOUTHWEST AIRLINES             COM              844741108    90533  4678671 SH       DEFINED 01 05               0  4678671        0
SOUTHWEST BANCORP OF TEXAS     COM              84476R109     3371   101112 SH       DEFINED 01             101112        0        0
SOUTHWEST GAS CORP             COM              844895102       25     1000 SH       DEFINED 01                  0     1000        0
SOUTHWEST GAS CORP             COM              844895102     2485    99418 SH       DEFINED 01              99418        0        0
SOUTHWESTERN ENERGY            COM              845467109      972    77301 SH       DEFINED 01              77301        0        0
SOVEREIGN BANCORP              COM              845905108      127     9001 SH       DEFINED 01               9001        0        0
SPACELABS                      COM              846247104      420    29876 SH       DEFINED 01              29876        0        0
SPANISH BRDCAST CL A           COM              846425882        5      390 SH       DEFINED 01 02               0      390        0
SPARTECH CORP                  COM              847220209        2       71 SH       DEFINED 01                 71        0        0
SPECIALTY LAB                  COM              84749R100      280    11700 SH       DEFINED 01              11700        0        0
SPECIALTY LAB                  COM              84749R100    15794   661100 SH       DEFINED 01 02               0   661100        0
SPECIALTY LAB                  COM              84749R100      323    13500 SH       DEFINED 01 03               0    13500        0
SPECTRASITE HOLDINGS           COM              84760T100        1      646 SH       DEFINED 01                646        0        0
SPECTRIS PLC                   COM              847610995      400    53500 SH       DEFINED 01              53500        0        0
SPEECHWORKS INTL INC           COM              84764M101        2      311 SH       DEFINED 01                311        0        0
SPEEDWAY MOTOR SPORT           COM              847788106        9      318 SH       DEFINED 01                318        0        0
SPHERION                       COM              848420105     5308   480380 SH       DEFINED 01             480380        0        0
SPHERION                       COM              848420105      313    28300 SH       DEFINED 01 05               0    28300        0
SPIEGEL INC  -CL A             COM              848457107        1      833 SH       DEFINED 01                833        0        0
SPINNAKER EXPLORATION          COM              84855W109       21      500 SH       DEFINED 01                  0      500        0
SPINNAKER EXPLORATION          COM              84855W109        5      130 SH       DEFINED 01                130        0        0
SPORTSLINE.COM INC             COM              848934105        0       77 SH       DEFINED 01                 77        0        0
SPRINT (FON GROUP)             COM              852061100       46     3000 SH       DEFINED 01                  0     3000        0
SPRINT (FON GROUP)             COM              852061100    47529  3108551 SH       DEFINED 01            3108551        0        0
SPRINT (FON GROUP)             COM              852061100     4340   283794 SH       DEFINED 01 03               0   283794        0
SPRINT (FON GROUP)             COM              852061100     2322   151907 SH       DEFINED 01 05               0   151907        0
SPRINT CORP FON GRP            COM              852061100    32278  2110935 SH       DEFINED 01 02               0  2110935        0
SPRINT (PCS GROUP)             COM              852061506       10     1000 SH       DEFINED 01                  0     1000        0
SPRINT (PCS GROUP)             COM              852061506    30931  3005960 SH       DEFINED 01            3005960        0        0
SPRINT (PCS GROUP)             COM              852061506     2808   272961 SH       DEFINED 01 03               0   272961        0
SPRINT (PCS GROUP)             COM              852061506     1229   119391 SH       DEFINED 01 05               0   119391        0
STAGE STORES INC.              COM              85254C305      717    26949 SH       DEFINED 01              26949        0        0
STAMPS.COM                     COM              852857101        1      196 SH       DEFINED 01                196        0        0
STANCORP FINANCIAL GROUP       COM              852891100     4985    90647 SH       DEFINED 01              90647        0        0
STANCORP FINANCIAL GROUP       COM              852891100      368     6700 SH       DEFINED 01 05               0     6700        0
STANCORP FINL GROUP            COM              852891100       19      350 SH       DEFINED 01 02               0      350        0
STANDARD COMMERCIAL            COM              853258101     2014   104800 SH       DEFINED 01             104800        0        0
STANDARD COMMERCIAL            COM              853258101       11      580 SH       DEFINED 01 02               0      580        0
STANDARD COMMERCIAL            COM              853258101      195    10150 SH       DEFINED 01 05               0    10150        0
STANDARD MICROSYSTEM           COM              853626109     1134    49312 SH       DEFINED 01              49312        0        0
STANDARD MOTOR PRO             COM              853666105      559    38265 SH       DEFINED 01              38265        0        0
STANDARD PAC CORP              COM              85375C101     2531    90082 SH       DEFINED 01              90082        0        0
STANDARD REGISTER              COM              853887107     2383    84759 SH       DEFINED 01              84759        0        0
STANDEX INTL                   COM              854231107      909    37205 SH       DEFINED 01              37205        0        0
STANDEX INTL                   COM              854231107    27417  1122718 SH       DEFINED 01 03               0  1122718        0
STANLEY WORKS                  COM              854616109       98     2115 SH       DEFINED 01               2115        0        0
STANLEY WORKS                  COM              854616109      997    21556 SH       DEFINED 01 03               0    21556        0
STANLEY WORKS                  COM              854616109       36      773 SH       DEFINED 01 05               0      773        0
STAPLES                        COM              855030102     8848   443072 SH       DEFINED 01             443072        0        0
STAPLES                        COM              855030102     2336   116987 SH       DEFINED 01 03               0   116987        0
STAPLES                        COM              855030102      272    13598 SH       DEFINED 01 05               0    13598        0
STARBUCKS                      COM              855244109    48826  2110906 SH       DEFINED 01            2110906        0        0
STARBUCKS                      COM              855244109     1614    69760 SH       DEFINED 01 02               0    69760        0
STARBUCKS                      COM              855244109     4954   214193 SH       DEFINED 01 03               0   214193        0
STARBUCKS                      COM              855244109    44102  1906729 SH       DEFINED 01 05               0  1906729        0
STARMEDIA NETWORK IN           COM              855546107        0      150 SH       DEFINED 01                150        0        0
STARTEK INC                    COM              85569C107     1000    43218 SH       DEFINED 01              43218        0        0
STARWOOD HOTELS & RE           COM              85590A203      115     3050 SH       DEFINED 01 02               0     3050        0
STARWOOD HOTELS & RESORTS WORL COM              85590A203       21      550 SH       DEFINED 01                  0      550        0
STARWOOD HOTELS & RESORTS WORL COM              85590A203    28640   761533 SH       DEFINED 01             761533        0        0
STARWOOD HOTELS & RESORTS WORL COM              85590A203     1885    50121 SH       DEFINED 01 03               0    50121        0
STARWOOD HOTELS & RESORTS WORL COM              85590A203    41295  1097977 SH       DEFINED 01 05               0  1097977        0
STATE STREET                   COM              857477103       19      350 SH       DEFINED 01                  0      350        0
STATE STREET                   COM              857477103   395401  7139787 SH       DEFINED 01            7139787        0        0
STATE STREET                   COM              857477103     4556    82275 SH       DEFINED 01 03               0    82275        0
STATE STREET                   COM              857477103   104450  1886053 SH       DEFINED 01 05               0  1886053        0
STATE STREET CORP              COM              857477103    22717   410198 SH       DEFINED 01 02               0   410198        0
STATEN BANCORP IN              COM              857550107       14      750 SH       DEFINED 01 02               0      750        0
STATEN ISLAND BANCORP          COM              857550107     6236   316867 SH       DEFINED 01             316867        0        0
STATEN ISLAND BANCORP          COM              857550107      240    12200 SH       DEFINED 01 05               0    12200        0
STATION CASINO                 COM              857689103      113     6800 SH       DEFINED 01                  0     6800        0
STATION CASINO                 COM              857689103      674    40508 SH       DEFINED 01              40508        0        0
THE STEAK N SHAKE COMPANY      COM              857873103     1203    85588 SH       DEFINED 01              85588        0        0
STEEL DYNAMICS                 COM              858119100     2305   140472 SH       DEFINED 01             140472        0        0
STEEL TECHNOLOGIES             COM              858147101      250    29323 SH       DEFINED 01              29323        0        0
STEIN MART                     COM              858375108     5964   595820 SH       DEFINED 01             595820        0        0
STEIN MART                     COM              858375108      419    41900 SH       DEFINED 01 05               0    41900        0
STEINWAY MUSICAL INS           COM              858495104       12      630 SH       DEFINED 01 02               0      630        0
STELLENT                       COM              85856W105     1344   139546 SH       DEFINED 01             139546        0        0
STELLENT                       COM              85856W105       55     5704 SH       DEFINED 01 05               0     5704        0
STERLING BANCSHARES            COM              858907108     1733   129845 SH       DEFINED 01             129845        0        0
STERICYCLE                     COM              858912108     2815    44998 SH       DEFINED 01              44998        0        0
STERICYCLE                     COM              858912108      175     2800 SH       DEFINED 01 05               0     2800        0
STERICYCLE INC                 COM              858912108        2       30 SH       DEFINED 01 02               0       30        0
STERIS                         COM              859152100     2888   138444 SH       DEFINED 01             138444        0        0
STERIS                         COM              859152100      119     5700 SH       DEFINED 01 05               0     5700        0
STERIS CORP                    COM              859152100        5      220 SH       DEFINED 01 02               0      220        0
STERLING BANCORP               COM              859158107     1841    57700 SH       DEFINED 01              57700        0        0
STERLING BANCORP               COM              859158107        9      300 SH       DEFINED 01 02               0      300        0
STERLING BANCORP               COM              859158107      179     5600 SH       DEFINED 01 05               0     5600        0
STERLING FINL CORP             COM              859319105     1060    47000 SH       DEFINED 01              47000        0        0
STERLING FINL CORP             COM              859319105        9      390 SH       DEFINED 01 02               0      390        0
STERLING FINL CORP             COM              859319105      106     4700 SH       DEFINED 01 05               0     4700        0
STEWART & STEVENSON SERVICES   COM              860342104      753    38906 SH       DEFINED 01              38906        0        0
STEWART ENTERPRISES CL A       COM              860370105      929   155698 SH       DEFINED 01             155698        0        0
STEWART ENTERPRISES CL A       COM              860370105       59     9800 SH       DEFINED 01 05               0     9800        0
STEWART INFORMATION SERVICES   COM              860372101     2269   113442 SH       DEFINED 01             113442        0        0
STEWART INFORMATION SERVICES   COM              860372101      100     5000 SH       DEFINED 01 05               0     5000        0
STILLWATER MIN REST            COM              860490994     1018    60000 SH       DEFINED 01              60000        0        0
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STILLWATER MINING              COM              86074Q102     4695   249086 SH       DEFINED 01             249086        0        0
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STILWELL FINANCIAL             COM              860831106       49     2012 SH       DEFINED 01 05               0     2012        0
STINNES ORD                    COM              861100998      438    18600 SH       DEFINED 01              18600        0        0
STONE ENERGY                   COM              861642106     7556   195001 SH       DEFINED 01             195001        0        0
STONE ENERGY                   COM              861642106     8351   215500 SH       DEFINED 01 05               0   215500        0
STORAGE USA                    COM              861907103        9      216 SH       DEFINED 01                216        0        0
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STORAGE TECHNOLOGY             COM              862111200      163     7600 SH       DEFINED 01 05               0     7600        0
STORAGENETWORKS INC            COM              86211E103        0       55 SH       DEFINED 01                 55        0        0
STRATOS LIGHTWAVE IN           COM              863100103      913   206466 SH       DEFINED 01             206466        0        0
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STRIDE RITE CORP               COM              863314100     1061   128655 SH       DEFINED 01             128655        0        0
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STRYKER CORP                   COM              863667101      368     6100 SH       DEFINED 01 02               0     6100        0
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TEXAS INSTRUMENTS INC          COM              866810104     3158    95400 SH       DEFINED 11 12               0    95400        0
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SUNRISE TELECOM INC            COM              86769Y105        0      137 SH       DEFINED 01                137        0        0
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SUPERTEX INC                   COM              868532102      813    38245 SH       DEFINED 01              38245        0        0
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SUPPORT.COM                    COM              868587106     1058   350176 SH       DEFINED 01             350176        0        0
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SURMODICS INC                  COM              868873100     2917    66901 SH       DEFINED 01              66901        0        0
SURMODICS INC                  COM              868873100        3       60 SH       DEFINED 01 02               0       60        0
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SWATCH GROUP AG                COM              869999557      114     5281 SH       DEFINED 01               5281        0        0
SWIFT ENERGY                   COM              870738101     2405   122085 SH       DEFINED 01             122085        0        0
SWIFT ENERGY CO                COM              870738101        4      190 SH       DEFINED 01 02               0      190        0
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SWITCHBOARD INC                COM              871045100        0       90 SH       DEFINED 01                 90        0        0
SYBASE                         COM              871130100    11177   639772 SH       DEFINED 01             639772        0        0
SYBASE                         COM              871130100      386    22100 SH       DEFINED 01 05               0    22100        0
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TAIWAN SEMICONDUCTOR MFG       COM              871456992     5689  2096000 SH       DEFINED 01 05               0  2096000        0
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SYMMETRICOM INC                COM              871543104      423    68414 SH       DEFINED 01              68414        0        0
SYMYX TECHNOLOGIES             COM              87155S108     2686   130088 SH       DEFINED 01             130088        0        0
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TBC CORP                       COM              872180104      933    64353 SH       DEFINED 01              64353        0        0
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TCF FINANCIAL                  COM              872275102    30482   579400 SH       DEFINED 01 05               0   579400        0
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TDK CORP ORD                   COM              872351994       65     1204 SH       DEFINED 01               1204        0        0
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TEPPCO PARTNERS LP             COM              872384102        9      280 SH       DEFINED 01                280        0        0
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THQ INC                        COM              872443403    17865   363850 SH       DEFINED 01 02               0   363850        0
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TPG NV                         COM              872600994     3933   189189 SH       DEFINED 01 03               0   189189        0
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TMP WORLDWIDE                  COM              872941109      966    28024 SH       DEFINED 01 03               0    28024        0
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TXU                            COM              873168108    85626  1570823 SH       DEFINED 01            1570823        0        0
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TAKE-TWO INTERACTIVE SOFTWRE   COM              874054109     2270   112929 SH       DEFINED 01             112929        0        0
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TAKEFUJI                       COM              874110992     1575    25700 SH       DEFINED 01              25700        0        0
TAKKT AG                       COM              874113996      128    22300 SH       DEFINED 01              22300        0        0
TALBOTS                        COM              874161102      393    11116 SH       DEFINED 01              11116        0        0
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TALK AMERICA HOLDINGS INC      COM              87426R103        0      150 SH       DEFINED 01                150        0        0
TALX                           COM              874918105      564    35240 SH       DEFINED 01              35240        0        0
TANABE SEIYAKU ORD             COM              875333999      586    63000 SH       DEFINED 01              63000        0        0
TANDBERG ASA                   COM              875350993       62     4914 SH       DEFINED 01               4914        0        0
TANNING TECHNOLOGY             COM              87588P101        0       63 SH       DEFINED 01                 63        0        0
TANOX INC                      COM              87588Q109        2      122 SH       DEFINED 01                122        0        0
TARGET                         COM              87612E106       32      750 SH       DEFINED 01                  0      750        0
TARGET                         COM              87612E106   520087 12061379 SH       DEFINED 01           12061379        0        0
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TARGET CORP                    COM              87612e106     3117    72300 SH       DEFINED 11 12               0    72300        0
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TARGET CORPORATION             COM              87612E106    26510   614668 SH       DEFINED 01 02               0   614668        0
TAUBMAN CENTERS INC            COM              876664103        3      182 SH       DEFINED 01                182        0        0
TAYLOR NELSON SOFRES           COM              877300996       63    18600 SH       DEFINED 01              18600        0        0
TECH DATA                      COM              878237106    10644   231940 SH       DEFINED 01             231940        0        0
TECH DATA                      COM              878237106      670    14600 SH       DEFINED 01 03               0    14600        0
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TECHNE                         COM              878377100    25068   909283 SH       DEFINED 01             909283        0        0
TECHNE                         COM              878377100     2150    78000 SH       DEFINED 01 03               0    78000        0
TECHNE                         COM              878377100      492    17828 SH       DEFINED 01 05               0    17828        0
TECHNE CORP                    COM              878377100      940    34123 SH       DEFINED 01 02               0    34123        0
TECHNIP                        COM              878554997      378     2749 SH       DEFINED 01               2749        0        0
TECHNITROL                     COM              878555101     5114   214513 SH       DEFINED 01             214513        0        0
TECHNITROL                     COM              878555101      177     7441 SH       DEFINED 01 05               0     7441        0
TECHNITROL INC                 COM              878555101        3      125 SH       DEFINED 01 02               0      125        0
TECH SOLUTIONS                 COM              87872T108        0      121 SH       DEFINED 01                121        0        0
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TELEFONICA                     COM              878950997    32604  2908395 SH       DEFINED 01            2908395        0        0
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TELEFLEX                       COM              879369106       80     1451 SH       DEFINED 01               1451        0        0
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TELEFONOS DE MEXICO ADR CL L   COM              879403780      205     5076 SH       DEFINED 01 05               0     5076        0
TELINDUS GROUP NV              COM              879409993      106    17900 SH       DEFINED 01              17900        0        0
TELEMAR NORTE LESTE SA         COM              879426997       63  2873000 SH       DEFINED 01 05               0  2873000        0
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TELIK INC                      COM              87959M109     1151    94900 SH       DEFINED 01              94900        0        0
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TELLABS INC                    COM              879664100      261    24900 SH       DEFINED 11 22               0    24900        0
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TEMPLE-INLAND                  COM              879868107      710    12516 SH       DEFINED 01 03               0    12516        0
TEMPLE-INLAND                  COM              879868107     6264   110448 SH       DEFINED 01 05               0   110448        0
TELETECH HLDGS INC             COM              879939106       23     1700 SH       DEFINED 01                  0     1700        0
TELETECH HLDGS INC             COM              879939106      747    55561 SH       DEFINED 01              55561        0        0
TEMP INST FOREIGN EQUITY       COM              880210505    34695  2319179 SH       DEFINED 01 03               0  2319179        0
TENFOLD CORPORATION            COM              88033A103        0       82 SH       DEFINED 01                 82        0        0
TENET HEALTHCARE               COM              88033G100    41544   619887 SH       DEFINED 01             619887        0        0
TENET HEALTHCARE               COM              88033G100     7166   106923 SH       DEFINED 01 03               0   106923        0
TENET HEALTHCARE               COM              88033G100     6621    98783 SH       DEFINED 01 05               0    98783        0
TENNECO AUTOMOTIVE INC         COM              880349105        0       53 SH       DEFINED 01                 53        0        0
TERADYNE                       COM              880770102    24360   617826 SH       DEFINED 01             617826        0        0
TERADYNE                       COM              880770102     1805    45772 SH       DEFINED 01 03               0    45772        0
TERADYNE                       COM              880770102    32327   819842 SH       DEFINED 01 05               0   819842        0
TERADYNE INC                   COM              880770102     1025    26000 SH       DEFINED 01                  0    26000        0
TERADYNE INC                   COM              880770102      304     7700 SH       DEFINED 01 02               0     7700        0
TERAYON COMM. SYSTEM           COM              880775101     1664   196098 SH       DEFINED 01             196098        0        0
TERAYON COMM. SYSTEM           COM              880775101        2      220 SH       DEFINED 01 02               0      220        0
TERAYON COMM. SYSTEM           COM              880775101       81     9600 SH       DEFINED 01 05               0     9600        0
TEREX                          COM              880779103      612    27067 SH       DEFINED 01              27067        0        0
TESCO                          COM              881575104    15704  4576118 SH       DEFINED 01            4576118        0        0
TESCO                          COM              881575104     5705  1662504 SH       DEFINED 01 03               0  1662504        0
TESCO                          COM              881575104    22848  6657511 SH       DEFINED 01 05               0  6657511        0
TEVA PHARMACEUTICAL INDS ADR   COM              881624209    14346   262409 SH       DEFINED 01             262409        0        0
TEVA PHARMACEUTICAL INDS ADR   COM              881624209      543     9936 SH       DEFINED 01 05               0     9936        0
TETRA TECHNOLOGIES             COM              88162F105       64     2200 SH       DEFINED 01                  0     2200        0
TETRA TECHNOLOGIES             COM              88162F105     1255    43215 SH       DEFINED 01              43215        0        0
TETRA TECH                     COM              88162G103     2300   160949 SH       DEFINED 01             160949        0        0
TEXAS INDS                     COM              882491103     2647    64241 SH       DEFINED 01              64241        0        0
TEXAS INSTRUMENTS              COM              882508104     3485   105289 SH       DEFINED 01                  0   105289        0
TEXAS INSTRUMENTS              COM              882508104   547187 16531277 SH       DEFINED 01           16531277        0        0
TEXAS INSTRUMENTS              COM              882508104    35963  1086410 SH       DEFINED 01 02               0  1086410        0
TEXAS INSTRUMENTS              COM              882508104    15615   471744 SH       DEFINED 01 03               0   471744        0
TEXAS INSTRUMENTS              COM              882508104   105038  3173343 SH       DEFINED 01 05               0  3173343        0
TEXAS INSTRUMENTS INC          COM              882508104    23213   701300 SH       DEFINED 11 12 13            0   701300        0
TEXTRON                        COM              883203101      497     9725 SH       DEFINED 01                  0     9725        0
TEXTRON                        COM              883203101    55994  1095763 SH       DEFINED 01            1095763        0        0
TEXTRON                        COM              883203101     2289    44791 SH       DEFINED 01 03               0    44791        0
TEXTRON                        COM              883203101    16516   323205 SH       DEFINED 01 05               0   323205        0
THERAGENICS                    COM              883375107     7828   790592 SH       DEFINED 01             790592        0        0
THERAGENICS                    COM              883375107      565    57100 SH       DEFINED 01 05               0    57100        0
THERAGENICS CORP               COM              883375107        2      220 SH       DEFINED 01 02               0      220        0
THERASENSE                     COM              883381105        5      275 SH       DEFINED 01                275        0        0
THERMA-WAVE                    COM              88343A108     3429   237417 SH       DEFINED 01             237417        0        0
THERMA-WAVE                    COM              88343A108      124     8586 SH       DEFINED 01 05               0     8586        0
THERMA-WAVE INC                COM              88343A108        2      120 SH       DEFINED 01 02               0      120        0
THERMO-ELECTRON                COM              883556102       91     4397 SH       DEFINED 01               4397        0        0
THERMO-ELECTRON                COM              883556102      934    45061 SH       DEFINED 01 03               0    45061        0
THERMO-ELECTRON                COM              883556102       33     1616 SH       DEFINED 01 05               0     1616        0
THESTREET.COM INC              COM              88368Q103        0      100 SH       DEFINED 01                100        0        0
THOMAS & BETTS                 COM              884315102      233    11000 SH       DEFINED 01                  0    11000        0
THOMAS & BETTS                 COM              884315102       32     1479 SH       DEFINED 01               1479        0        0
THOMAS & BETTS                 COM              884315102      312    14736 SH       DEFINED 01 03               0    14736        0
THOMAS & BETTS                 COM              884315102       11      528 SH       DEFINED 01 05               0      528        0
THOMAS INDS INC                COM              884425109     4608   157520 SH       DEFINED 01             157520        0        0
THOMAS INDS INC                COM              884425109       11      390 SH       DEFINED 01 02               0      390        0
THOMAS INDS INC                COM              884425109      272     9300 SH       DEFINED 01 05               0     9300        0
THOR INDS                      COM              885160101     2932    61982 SH       DEFINED 01              61982        0        0
THOR INDS                      COM              885160101       14      300 SH       DEFINED 01 05               0      300        0
THORATEC                       COM              885175307      849    77599 SH       DEFINED 01              77599        0        0
THORNBURG MORTGAGE             COM              885218107     1703    85000 SH       DEFINED 01              85000        0        0
THORNBURG MORTGAGE             COM              885218107        7      350 SH       DEFINED 01 02               0      350        0
THORNBURG MORTGAGE             COM              885218107      168     8400 SH       DEFINED 01 05               0     8400        0
3 COM CORP                     COM              885535104      116    19000 SH       DEFINED 01                  0    19000        0
3 COM CORP                     COM              885535104    23765  3889631 SH       DEFINED 01 02               0  3889631        0
3COM                           COM              885535104       42     6900 SH       DEFINED 01                  0     6900        0
3COM                           COM              885535104      655   107097 SH       DEFINED 01             107097        0        0
3COM                           COM              885535104      164    26900 SH       DEFINED 01 03               0    26900        0
THREE-FIVE SYS IN              COM              88554L108        1       70 SH       DEFINED 01 02               0       70        0
THREE-FIVE SYSTEMS             COM              88554L108     2453   165578 SH       DEFINED 01             165578        0        0
THREE-FIVE SYSTEMS             COM              88554L108      109     7386 SH       DEFINED 01 05               0     7386        0
TIBCO SOFTWARE INC             COM              88632Q103        5      410 SH       DEFINED 01                410        0        0
TICKETMASTER CL B              COM              88633P203    17518   592254 SH       DEFINED 01             592254        0        0
TICKETMASTER CL B              COM              88633P203      503    17000 SH       DEFINED 01 03               0    17000        0
TICKETMASTER CL B              COM              88633P203      609    20600 SH       DEFINED 01 05               0    20600        0
TIDEWATER                      COM              886423102      360     8500 SH       DEFINED 01                  0     8500        0
TIDEWATER                      COM              886423102    55354  1307081 SH       DEFINED 01            1307081        0        0
TIDEWATER                      COM              886423102     2231    52700 SH       DEFINED 01 03               0    52700        0
TIDEWATER                      COM              886423102     4452   105111 SH       DEFINED 01 05               0   105111        0
TIDEWATER INC                  COM              886423102    31789   750681 SH       DEFINED 01 02               0   750681        0
TIER TECHNOLOGIES              COM              88650Q100      581    32900 SH       DEFINED 01              32900        0        0
TIETOENATOR OYJ                COM              886539998      375    14803 SH       DEFINED 01              14803        0        0
TIFFANY                        COM              886547108      126     3559 SH       DEFINED 01               3559        0        0
TIFFANY                        COM              886547108     1305    36714 SH       DEFINED 01 03               0    36714        0
TIFFANY                        COM              886547108       47     1317 SH       DEFINED 01 05               0     1317        0
TIFFANY & CO-NEW               COM              886547108     1564    44000 SH       DEFINED 01                  0    44000        0
TIMBERLAND CL A                COM              887100105       56     1342 SH       DEFINED 01               1342        0        0
TIMBERWEST FOREST              COM              887147205     1390   165000 SH       DEFINED 01             165000        0        0
TIMBERWEST FOREST              COM              887147205      232    27500 SH       DEFINED 01 05               0    27500        0
TIME WARNER TELECOM CL A       COM              887319101      214    35087 SH       DEFINED 01              35087        0        0
TIMKEN CO                      COM              887389104     4248   184004 SH       DEFINED 01             184004        0        0
TINGYI HOLDINGS CO             COM              887400992      117   640000 SH       DEFINED 01             640000        0        0
TIPPINGPOINT TECHNOLOGIES INC  COM              888011103        0       14 SH       DEFINED 01                 14        0        0
TITAN                          COM              888266103     2392   115843 SH       DEFINED 01             115843        0        0
TITAN                          COM              888266103       76     3700 SH       DEFINED 01 05               0     3700        0
TITAN CORPORATION              COM              888266103        3      150 SH       DEFINED 01 02               0      150        0
TITAN INTL INC                 COM              88830M102      324    63488 SH       DEFINED 01              63488        0        0
TITAN PHARMACEUTICAL           COM              888314101     1150   164123 SH       DEFINED 01             164123        0        0
TITAN PHARMACEUTICAL           COM              888314101        2      240 SH       DEFINED 01 02               0      240        0
TITAN PHARMACEUTICAL           COM              888314101       86    12200 SH       DEFINED 01 05               0    12200        0
TITANIUM METAL                 COM              888339108      373    69000 SH       DEFINED 01              69000        0        0
TOKYO ELECTRON LTD             COM              888696994      199     2864 SH       DEFINED 01               2864        0        0
TIVO INC                       COM              888706108      425    80268 SH       DEFINED 01              80268        0        0
TOHOKU ELECTRIC POWER          COM              889070991      838    66100 SH       DEFINED 01              66100        0        0
TOKYO STYLE                    COM              889125993      201    24000 SH       DEFINED 01              24000        0        0
TOLL BROTHERS        TOLL BROT COM              889478103     5373   107768 SH       DEFINED 01             107768        0        0
TOLLGRADE COMMUNICAT           COM              889542106     2018    82323 SH       DEFINED 01              82323        0        0
TOLLGRADE COMMUNICAT           COM              889542106        1       50 SH       DEFINED 01 02               0       50        0
TOLLGRADE COMMUNICAT           COM              889542106       64     2600 SH       DEFINED 01 05               0     2600        0
TOMKINS ADR                    COM              890030208    20580  1400000 SH       DEFINED 01            1400000        0        0
TOMKINS ADR                    COM              890030208     1962   133458 SH       DEFINED 01 05               0   133458        0
TOO                            COM              890333107     6095   206679 SH       DEFINED 01             206679        0        0
TOO                            COM              890333107      215     7300 SH       DEFINED 01 05               0     7300        0
TOO INC                        COM              890333107        4      130 SH       DEFINED 01 02               0      130        0
TANJONG                        COM              890400997     3758  1428000 SH       DEFINED 01            1428000        0        0
TANJONG                        COM              890400997      124    47000 SH       DEFINED 01 05               0    47000        0
TOOTSIE ROLL INDS              COM              890516107       87     1898 SH       DEFINED 01               1898        0        0
TOPPAN PRINTING                COM              890746993      461    49000 SH       DEFINED 01              49000        0        0
TOPPAN FORMS CO LTD            COM              890780992      280    18000 SH       DEFINED 01              18000        0        0
TOPPS                          COM              890786106     4727   492419 SH       DEFINED 01             492419        0        0
TOPPS                          COM              890786106      402    41881 SH       DEFINED 01 05               0    41881        0
TORCHMARK                      COM              891027104      635    15750 SH       DEFINED 01                  0    15750        0
TORCHMARK                      COM              891027104    26151   649066 SH       DEFINED 01             649066        0        0
TORCHMARK                      COM              891027104     1267    31458 SH       DEFINED 01 03               0    31458        0
TORCHMARK                      COM              891027104     2408    59781 SH       DEFINED 01 05               0    59781        0
TOREX PLC                      COM              891030991      334    31000 SH       DEFINED 01              31000        0        0
TORO CO                        COM              891092108     2255    37830 SH       DEFINED 01              37830        0        0
TOTAL FINA ELF                 COM              891508996    46479   301003 SH       DEFINED 01             301003        0        0
TOTAL FINA ELF                 COM              891508996     7875    50998 SH       DEFINED 01 03               0    50998        0
TOTAL FINA ELF                 COM              891508996    43558   282083 SH       DEFINED 01 05               0   282083        0
TOTALFINAELF ADR               COM              89151E109    11490   150000 SH       DEFINED 01             150000        0        0
TOTALFINAELF ADR               COM              89151E109      381     4972 SH       DEFINED 01 05               0     4972        0
TOUCH AMERICA HOLDINGS INC     COM              891539108        2      654 SH       DEFINED 01                654        0        0
TOWER AUTO                     COM              891707101     6577   470147 SH       DEFINED 01                  0   470147        0
TOWER AUTOMOTIVE               COM              891707101     6052   432612 SH       DEFINED 01             432612        0        0
TOWER AUTOMOTIVE               COM              891707101     6645   475000 SH       DEFINED 01 05               0   475000        0
TOWER AUTOMOTIVE CVT           CONV BND         891707AE1      918  1000000 PRN      DEFINED 01 02               0        0  1000000
TOTAL SYS SVCS INC             COM              891906109        3      100 SH       DEFINED 01                  0      100        0
TOTAL SYS SVCS INC             COM              891906109       11      427 SH       DEFINED 01                427        0        0
TOTAL SYS SVCS INC             COM              891906109      548    21800 SH       DEFINED 01 02               0    21800        0
TOTAL SYS SVCS INC             COM              891906109     4653   185000 SH       DEFINED 01 05               0   185000        0
TOYOTA MOTOR                   COM              892331992    18446   639965 SH       DEFINED 01             639965        0        0
TOYOTA MOTOR                   COM              892331992     5563   193000 SH       DEFINED 01 03               0   193000        0
TOYOTA MOTOR                   COM              892331992    14901   517000 SH       DEFINED 01 05               0   517000        0
TOYS "R" US                    COM              892335100      300    16700 SH       DEFINED 01                  0    16700        0
TOYS "R" US                    COM              892335100     3409   189787 SH       DEFINED 01             189787        0        0
TOYS "R" US                    COM              892335100      895    49843 SH       DEFINED 01 03               0    49843        0
TOYS "R" US                    COM              892335100     5600   311788 SH       DEFINED 01 05               0   311788        0
TRAMMELL CROW                  COM              89288R106     3128   215700 SH       DEFINED 01             215700        0        0
TRAMMELL CROW                  COM              89288R106      355    24500 SH       DEFINED 01 05               0    24500        0
TRANS WORLD ENTMT CP           COM              89336Q100        1      170 SH       DEFINED 01                170        0        0
TRANSACTION SYSTEMS ARCHITECTS COM              893416107       14     1202 SH       DEFINED 01               1202        0        0
TRANSATLANTIC HLDS             COM              893521104     4231    51520 SH       DEFINED 01              51520        0        0
TRANSGENOMIC INC               COM              89365K206      972   107450 SH       DEFINED 01             107450        0        0
TRANSGENOMIC INC               COM              89365K206        1      130 SH       DEFINED 01 02               0      130        0
TRANSGENOMIC INC               COM              89365K206       85     9450 SH       DEFINED 01 05               0     9450        0
TRANSKARYOTIC THERAPIES        COM              893735100      395     9189 SH       DEFINED 01               9189        0        0
TRANSMETA CORP                 COM              89376R109        3      726 SH       DEFINED 01                726        0        0
TRANSPORTES AZKAR S.A.         COM              893871996      102    20000 SH       DEFINED 01              20000        0        0
TRANSWITCH                     COM              894065101     1585   486025 SH       DEFINED 01             486025        0        0
TRANSWITCH                     COM              894065101       93    28400 SH       DEFINED 01 05               0    28400        0
TRANSWITCH CORP                COM              894065101        2      520 SH       DEFINED 01 02               0      520        0
TRAVELERS PROPERTY C           COM              89420G109     7047   352330 SH       DEFINED 01 02               0   352330        0
TRAVELERS PROPERTY CASUALT-A   COM              89420G109   146100  7305000 SH       DEFINED 01            7305000        0        0
TRAVELERS PROPERTY CASUALT-A   COM              89420G109     3260   163000 SH       DEFINED 01 03               0   163000        0
TRAVELERS PROPERTY CASUALT-A   COM              89420G109    12280   614000 SH       DEFINED 01 05               0   614000        0
TRAVELERS PROPERTY CASUALTY    COM              89420G109     1856    92800 SH       DEFINED 11 12               0    92800        0
TRAVELERS PROPERTY CASUALTY    COM              89420G109    11462   573100 SH       DEFINED 11 12 13            0   573100        0
TRAVELSKY TECH H(0696)         COM              894255991      114   150000 SH       DEFINED 01             150000        0        0
TREDEGAR                       COM              894650100     2191   117136 SH       DEFINED 01             117136        0        0
TRIAD HOSPITALS                COM              89579K109       86     2500 SH       DEFINED 01                  0     2500        0
TRIAD HOSPITALS                COM              89579K109     1546    44966 SH       DEFINED 01              44966        0        0
TRIANGLE PHARMACEUTI           COM              89589H104        1      121 SH       DEFINED 01                121        0        0
TRIAD GUARANTY                 COM              895925105     1777    40883 SH       DEFINED 01              40883        0        0
TRIAD GUARANTY                 COM              895925105      188     4317 SH       DEFINED 01 05               0     4317        0
TRIAD GUARANTY INC             COM              895925105        9      230 SH       DEFINED 01 02               0      230        0
TRIARC COS INC CL A            COM              895927101     1741    62617 SH       DEFINED 01              62617        0        0
TRICON GLOBAL REST             COM              895953107      141     2400 SH       DEFINED 01 02               0     2400        0
TRICON GLOBAL RESTAURANTS      COM              895953107    15191   258438 SH       DEFINED 01             258438        0        0
TRICON GLOBAL RESTAURANTS      COM              895953107     2896    49270 SH       DEFINED 01 03               0    49270        0
TRICON GLOBAL RESTAURANTS      COM              895953107      545     9276 SH       DEFINED 01 05               0     9276        0
TRIBUNE                        COM              896047107      136     3000 SH       DEFINED 01                  0     3000        0
TRIBUNE                        COM              896047107     8816   193931 SH       DEFINED 01             193931        0        0
TRIBUNE                        COM              896047107     3432    75499 SH       DEFINED 01 03               0    75499        0
TRIBUNE                        COM              896047107     7624   167709 SH       DEFINED 01 05               0   167709        0
TRIGON HEALTHCARE              COM              89618L100     5850    79244 SH       DEFINED 01              79244        0        0
TRIGON HEALTHCARE              COM              89618L100      181     2450 SH       DEFINED 01 05               0     2450        0
TRIMBLE NAVIGATION L           COM              896239100     1279    76908 SH       DEFINED 01              76908        0        0
TRIMERIS                       COM              896263100     1579    36577 SH       DEFINED 01              36577        0        0
TRIMERIS                       COM              896263100       91     2100 SH       DEFINED 01 05               0     2100        0
TRIMERIS INC                   COM              896263100        2       40 SH       DEFINED 01 02               0       40        0
TRINITY INDS                   COM              896522109     2078    85498 SH       DEFINED 01              85498        0        0
TRINITY INDS                   COM              896522109      486    20000 SH       DEFINED 01 05               0    20000        0
TRI QUINT                      COM              89674K103        3      250 SH       DEFINED 01 02               0      250        0
TRIQUINT SEMICONDUCTOR         COM              89674K103     5306   441850 SH       DEFINED 01             441850        0        0
TRIQUINT SEMICONDUCTOR         COM              89674K103      514    42800 SH       DEFINED 01 05               0    42800        0
TRITON PCS HOLDINGS CL A       COM              89677M106        6      570 SH       DEFINED 01                570        0        0
TRIUMPH GROUP INC              COM              896818101     1901    48491 SH       DEFINED 01              48491        0        0
TRIPOS INC                     COM              896928108     1309    50000 SH       DEFINED 01              50000        0        0
TRUST CO NJ JERSEY C           COM              898304100        2       90 SH       DEFINED 01                 90        0        0
TRUSTCO BANK CORP              COM              898349105     2829   219152 SH       DEFINED 01             219152        0        0
TRUSTMARK CORP                 COM              898402102        9      368 SH       DEFINED 01                368        0        0
TRUSTMARK CORP                 COM              898402102        7      260 SH       DEFINED 01 02               0      260        0
TUESDAY MORNING                COM              899035505      443    21688 SH       DEFINED 01              21688        0        0
TUESDAY MORNING CORP           COM              899035505        4      190 SH       DEFINED 01 02               0      190        0
TULARIK INC                    COM              899165104        0       14 SH       DEFINED 01                 14        0        0
TULLOW OIL PLC                 COM              899255996      278   188000 SH       DEFINED 01             188000        0        0
TUMBLEWEED COMMUNICA           COM              899690101        0       63 SH       DEFINED 01                 63        0        0
TUPPERWARE                     COM              899896104       39     1687 SH       DEFINED 01               1687        0        0
TUPPERWARE                     COM              899896104      335    14730 SH       DEFINED 01 03               0    14730        0
TUPPERWARE                     COM              899896104       12      528 SH       DEFINED 01 05               0      528        0
TURNSTONE SYSTEMS              COM              900423104        0       10 SH       DEFINED 01                 10        0        0
TUT SYSTEMS INC                COM              901103101        0       65 SH       DEFINED 01                 65        0        0
TWEETER HOME ENTERTA           COM              901167106        2       90 SH       DEFINED 01 02               0       90        0
TWEETER HOME ENTERTAINMENT GRO COM              901167106     1156    59161 SH       DEFINED 01              59161        0        0
TWEETER HOME ENTERTAINMENT GRO COM              901167106      104     5339 SH       DEFINED 01 05               0     5339        0
21ST CENTURY INSURANCE GROUP   COM              90130N103        7      386 SH       DEFINED 01                386        0        0
24-7 REAL MEDIA INC            COM              901314104        0       49 SH       DEFINED 01                 49        0        0
TYCO INTERNATIONAL             COM              902124106      583    18030 SH       DEFINED 01                  0    18030        0
TYCO INTERNATIONAL             COM              902124106    31968   989131 SH       DEFINED 01 02               0   989131        0
TYCO INTL                      COM              902124106       27      850 SH       DEFINED 01                  0      850        0
TYCO INTL                      COM              902124106    48448  1499024 SH       DEFINED 01            1499024        0        0
TYCO INTL                      COM              902124106    18214   563545 SH       DEFINED 01 03               0   563545        0
TYCO INTL                      COM              902124106    60360  1867574 SH       DEFINED 01 05               0  1867574        0
TYSON FOODS CL A               COM              902494103    41418  3318726 SH       DEFINED 01            3318726        0        0
TYSON FOODS CL A               COM              902494103      769    61600 SH       DEFINED 01 03               0    61600        0
TYSON FOODS CL A               COM              902494103      330    26368 SH       DEFINED 01 05               0    26368        0
UAL CORP                       COM              902549500        4      250 SH       DEFINED 01                250        0        0
UCAR INTL                      COM              90262K109       26     1871 SH       DEFINED 01               1871        0        0
UCBH HOLDINGS                  COM              90262T308     2650    73637 SH       DEFINED 01              73637        0        0
UGI                            COM              902681105     5824   185829 SH       DEFINED 01             185829        0        0
UGI                            COM              902681105      339    10826 SH       DEFINED 01 05               0    10826        0
UGI CORP                       COM              902681105       14      420 SH       DEFINED 01 02               0      420        0
UICI                           COM              902737105     2771   146221 SH       DEFINED 01             146221        0        0
UIL HOLDINGS                   COM              902748102     4492    77322 SH       DEFINED 01              77322        0        0
UIL HOLDINGS                   COM              902748102      187     3217 SH       DEFINED 01 05               0     3217        0
UIL HOLDINGS CORP              COM              902748102       14      235 SH       DEFINED 01 02               0      235        0
UMB FINL CORP                  COM              902788108        8      192 SH       DEFINED 01                192        0        0
UST                            COM              902911106    19838   509546 SH       DEFINED 01             509546        0        0
UST                            COM              902911106     1661    42664 SH       DEFINED 01 03               0    42664        0
UST                            COM              902911106      706    18124 SH       DEFINED 01 05               0    18124        0
UST INC                        COM              902911106    24540   630355 SH       DEFINED 01 02               0   630355        0
U.S. BANCORP                   COM              902973304        8      350 SH       DEFINED 01                  0      350        0
U.S. BANCORP                   COM              902973304    92666  4105764 SH       DEFINED 01            4105764        0        0
U.S. BANCORP                   COM              902973304    12111   536628 SH       DEFINED 01 03               0   536628        0
U.S. BANCORP                   COM              902973304    53703  2379398 SH       DEFINED 01 05               0  2379398        0
US BANCORP                     COM              902973304     4414   195553 SH       DEFINED 01                  0   195553        0
US BANCORP                     COM              902973304      355    15690 SH       DEFINED 01 02               0    15690        0
US BANCORP                     COM              902973304     2325   103000 SH       DEFINED 11 12               0   103000        0
US BANCORP                     COM              902973304    17878   792100 SH       DEFINED 11 12 13            0   792100        0
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USA NETWORKS                   COM              902984103   298988  9410987 SH       DEFINED 01            9410987        0        0
USA NETWORKS                   COM              902984103    78594  2473850 SH       DEFINED 01 05               0  2473850        0
USA NETWORKS INC               COM              902984103     4145   130474 SH       DEFINED 01                  0   130474        0
USA NETWORKS INC               COM              902984103      404    12708 SH       DEFINED 01 02               0    12708        0
UFJ HOLDINGS                   COM              903000990      137       57 SH       DEFINED 01                 57        0        0
URS CORP                       COM              903236107     1776    56018 SH       DEFINED 01              56018        0        0
USG CORP                       COM              903293405        1      104 SH       DEFINED 01                104        0        0
USEC INC                       COM              90333E108        1      212 SH       DEFINED 01                212        0        0
USEC INC                       COM              90333E108        5      910 SH       DEFINED 01 02               0      910        0
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U.S. PHYSICAL THERAPY          COM              90337L108      202    11200 SH       DEFINED 01 05               0    11200        0
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US UNWIRED CL A                COM              90338R104       69    12520 SH       DEFINED 01 05               0    12520        0
US UNWIRED INC                 COM              90338R104        2      310 SH       DEFINED 01 02               0      310        0
US ONCOLOGY INC                COM              90338W103     2568   291448 SH       DEFINED 01             291448        0        0
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UBIQUITEL                      COM              903474302       41    16563 SH       DEFINED 01 05               0    16563        0
UBIQUITEL INC                  COM              903474302        1      370 SH       DEFINED 01 02               0      370        0
ULTICOM INC                    COM              903844108        1      135 SH       DEFINED 01                135        0        0
ULTIMATE ELECTRONICS           COM              903849107      956    34093 SH       DEFINED 01              34093        0        0
USA EDUCATION                  COM              90390U102   378673  3871917 SH       DEFINED 01            3871917        0        0
USA EDUCATION                  COM              90390U102     3885    39720 SH       DEFINED 01 03               0    39720        0
USA EDUCATION                  COM              90390U102    89381   913926 SH       DEFINED 01 05               0   913926        0
USA EDUCATION INC              COM              90390U102     1070    10933 SH       DEFINED 01 02               0    10933        0
ULTRATECH STEPPER              COM              904034105     1432    68838 SH       DEFINED 01              68838        0        0
UNICREDITO ITALIANO            COM              904660990     1633   375705 SH       DEFINED 01             375705        0        0
UNIFI                          COM              904677101       18     1891 SH       DEFINED 01               1891        0        0
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UNIFIED ENERGY ADR             COM              904688108      134     8200 SH       DEFINED 01 05               0     8200        0
UNILEVER                       COM              904700994      540    67500 SH       DEFINED 01              67500        0        0
UNIFIRST CORP                  COM              904708104     1635    65000 SH       DEFINED 01              65000        0        0
UNIFIRST CORP                  COM              904708104       11      440 SH       DEFINED 01 02               0      440        0
UNIFIRST CORP                  COM              904708104      189     7500 SH       DEFINED 01 05               0     7500        0
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UNILEVER                       COM              904784709      727    12793 SH       DEFINED 01              12793        0        0
UNILEVER                       COM              904784709     8227   144835 SH       DEFINED 01 03               0   144835        0
UNILEVER                       COM              904784709      295     5198 SH       DEFINED 01 05               0     5198        0
UNION PACIFIC                  COM              907818108   142257  2289306 SH       DEFINED 01            2289306        0        0
UNION PACIFIC                  COM              907818108     4209    67740 SH       DEFINED 01 03               0    67740        0
UNION PACIFIC                  COM              907818108    12714   204594 SH       DEFINED 01 05               0   204594        0
UNION PACIFIC CORP             COM              907818108       62     1000 SH       DEFINED 01 02               0     1000        0
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UNION PLANTERS                 COM              908068109      160     3379 SH       DEFINED 01               3379        0        0
UNION PLANTERS                 COM              908068109     1650    34809 SH       DEFINED 01 03               0    34809        0
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UNI-CHARM CORPORATION          COM              908500994      110     4000 SH       DEFINED 01               4000        0        0
UNIONBANCAL CORP               COM              908906100      704    16000 SH       DEFINED 01                  0    16000        0
UNIONBANCAL CORP               COM              908906100       16      354 SH       DEFINED 01                354        0        0
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UNISYS                         COM              909214108      226    17932 SH       DEFINED 01 05               0    17932        0
UNISYS CORP                    COM              909214108      316    25000 SH       DEFINED 01                  0    25000        0
UNIT CORP                      COM              909218109     2019   110401 SH       DEFINED 01             110401        0        0
UNITED CMNTY FINL CO           COM              909839102        1      134 SH       DEFINED 01                134        0        0
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UNITED BANCSHARES              COM              909907107       11      390 SH       DEFINED 01 02               0      390        0
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UNITED DOMINION REALTY TRUST   COM              910197102      290    18300 SH       DEFINED 01 05               0    18300        0
UNITED MICROELECTRONICS ADR    COM              910873207     2833   266000 SH       DEFINED 01             266000        0        0
UNITED MICROELECTRONICS ADR    COM              910873207      144    13500 SH       DEFINED 01 05               0    13500        0
UNITED MICROELECTRONICS  TW230 COM              910875996      981   648000 SH       DEFINED 01             648000        0        0
UNITED NATURAL FOODS           COM              911163103     1426    57266 SH       DEFINED 01              57266        0        0
UNITED ONLINE INC              COM              911268100        1       78 SH       DEFINED 01                 78        0        0
UNITED OVERSEAS BANK           COM              911271104    14402  1747000 SH       DEFINED 01            1747000        0        0
UNITED OVERSEAS BANK           COM              911271104     3915   475000 SH       DEFINED 01 03               0   475000        0
UNITED OVERSEAS BANK           COM              911271104     7181   871000 SH       DEFINED 01 05               0   871000        0
UNITED PARCEL SERVICE CL B     COM              911312106    11225   184628 SH       DEFINED 01             184628        0        0
UNITED RENTALS                 COM              911363109       70     2562 SH       DEFINED 01               2562        0        0
US CELLULAR CORP               COM              911684108        8      187 SH       DEFINED 01                187        0        0
UNY                            COM              911689990      458    51000 SH       DEFINED 01              51000        0        0
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UNITED STATES STEEL CORP       COM              912909108      195    10750 SH       DEFINED 01                  0    10750        0
UNITED STATES STEEL CORP       COM              912909108       38     2133 SH       DEFINED 01               2133        0        0
UNITED STATES STEEL CORP       COM              912909108      410    22610 SH       DEFINED 01 03               0    22610        0
UNITED STATES STEEL CORP       COM              912909108       15      811 SH       DEFINED 01 05               0      811        0
UNITED SERVICES GROUP NV       COM              913000998      403    20300 SH       DEFINED 01              20300        0        0
UNITED STATIONERS              COM              913004107     3969   104186 SH       DEFINED 01             104186        0        0
UNITED SURGICAL PARTNERS INTL  COM              913016309      257    11043 SH       DEFINED 01              11043        0        0
UNITED TECHNOLOGIES            COM              913017109     6821    91931 SH       DEFINED 01                  0    91931        0
UNITED TECHNOLOGIES            COM              913017109    98847  1332183 SH       DEFINED 01            1332183        0        0
UNITED TECHNOLOGIES            COM              913017109    11504   155032 SH       DEFINED 01 02               0   155032        0
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UNITED THERAPEUTICS            COM              91307C102        0       36 SH       DEFINED 01                 36        0        0
UNITEDGLOBALCOM INC.           COM              913247508        3      489 SH       DEFINED 01                489        0        0
UNITEDHEALTH GROUP             COM              91324P102     6145    80400 SH       DEFINED 01                  0    80400        0
UNITEDHEALTH GROUP             COM              91324P102   407917  5337853 SH       DEFINED 01            5337853        0        0
UNITEDHEALTH GROUP             COM              91324P102      322     4214 SH       DEFINED 01 02               0     4214        0
UNITEDHEALTH GROUP             COM              91324P102     7344    96099 SH       DEFINED 01 03               0    96099        0
UNITEDHEALTH GROUP             COM              91324P102   125488  1642079 SH       DEFINED 01 05               0  1642079        0
UNITEDNETWORKS LIMITED         COM              913257994       96    26800 SH       DEFINED 01              26800        0        0
UNITRIN                        COM              913275103       92     2266 SH       DEFINED 01               2266        0        0
UNIVERSAL AMER FINANCIAL CRP   COM              913377107      579    84200 SH       DEFINED 01              84200        0        0
UNIVERSAL AMER FINANCIAL CRP   COM              913377107       56     8200 SH       DEFINED 01 05               0     8200        0
UNIVERSAL COMPRESSION          COM              913431102       95     3600 SH       DEFINED 01                  0     3600        0
UNIVERSAL                      COM              913456109       39      982 SH       DEFINED 01                982        0        0
UNIVERSAL CORP                 COM              913456109       13      330 SH       DEFINED 01 02               0      330        0
UNIVERSAL FST PRO              COM              913543104     1451    60719 SH       DEFINED 01              60719        0        0
UNIVERSAL HEALTH SERVICES CL B COM              913903100      581    14072 SH       DEFINED 01              14072        0        0
UNIVISION                      COM              914906102    80471  1915970 SH       DEFINED 01 02               0  1915970        0
UNIVISION COMMUNICATIONS CL A  COM              914906102       10      250 SH       DEFINED 01                  0      250        0
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UNIVISION COMMUNICATIONS CL A  COM              914906102    38648   920176 SH       DEFINED 01 05               0   920176        0
UNOCAL                         COM              915289102      331     8500 SH       DEFINED 01                  0     8500        0
UNOCAL                         COM              915289102    28646   735463 SH       DEFINED 01             735463        0        0
UNOCAL                         COM              915289102     2638    67726 SH       DEFINED 01 03               0    67726        0
UNOCAL                         COM              915289102     2607    66946 SH       DEFINED 01 05               0    66946        0
UNOVA INC                      COM              91529B106     1054   132457 SH       DEFINED 01             132457        0        0
UNOVA INC                      COM              91529B106        7      790 SH       DEFINED 01 02               0      790        0
UNOVA INC                      COM              91529B106       96    12000 SH       DEFINED 01 05               0    12000        0
UNUMPROVIDENT                  COM              91529Y106    17096   612137 SH       DEFINED 01             612137        0        0
UNUMPROVIDENT                  COM              91529Y106     2886   103330 SH       DEFINED 01 03               0   103330        0
UNUMPROVIDENT                  COM              91529Y106      509    18251 SH       DEFINED 01 05               0    18251        0
UPM KYMMENE                    COM              915435994       94     2754 SH       DEFINED 01               2754        0        0
UPM KYMMENE                    COM              915435994     4084   119436 SH       DEFINED 01 03               0   119436        0
USFREIGHTWAYS                  COM              916906100     2872    81031 SH       DEFINED 01              81031        0        0
US INTERNETWORKING             COM              917311805        0      420 SH       DEFINED 01                420        0        0
UTSTARCOM INC                  COM              918076100        1       30 SH       DEFINED 01                 30        0        0
VCA ANTECH INC                 COM              918194101     5400   400000 SH       DEFINED 01 05               0   400000        0
VA SOFTWARE CORP               COM              91819B105        0      179 SH       DEFINED 01                179        0        0
VF                             COM              918204108      368     8500 SH       DEFINED 01                  0     8500        0
VF                             COM              918204108    10032   231957 SH       DEFINED 01             231957        0        0
VF                             COM              918204108     1947    45015 SH       DEFINED 01 03               0    45015        0
VF                             COM              918204108      325     7509 SH       DEFINED 01 05               0     7509        0
VOEST-ALPINE                   COM              918445990       23      800 SH       DEFINED 01                800        0        0
VAIL RESORTS INC               COM              91879Q109        2       98 SH       DEFINED 01                 98        0        0
VALASSIS COMMUNICATIONS        COM              918866104       76     1969 SH       DEFINED 01               1969        0        0
VALHI INC NEW                  COM              918905100        3      311 SH       DEFINED 01                311        0        0
VALENCE TECHNOLOGY             COM              918914102      427   139929 SH       DEFINED 01             139929        0        0
VALEO                          COM              919134999      209     4711 SH       DEFINED 01               4711        0        0
VALERO ENERGY                  COM              91913Y100     6173   124657 SH       DEFINED 01             124657        0        0
VALERO ENERGY                  COM              91913Y100      188     3800 SH       DEFINED 01 05               0     3800        0
VALLEY NATL BANCORP            COM              919794107       11      322 SH       DEFINED 01                322        0        0
VALMONT INDUSTRIES             COM              920253101     1344    75091 SH       DEFINED 01              75091        0        0
VALSPAR                        COM              920355104       81     1719 SH       DEFINED 01               1719        0        0
VALUE CITY DEPT STOR           COM              920387107        1      129 SH       DEFINED 01                129        0        0
VALUECLICK INC                 COM              92046N102        0       43 SH       DEFINED 01                 43        0        0
VALUEVISION INTL INC           COM              92047K107       75     3600 SH       DEFINED 01                  0     3600        0
VALUEVISION INTL INC           COM              92047K107        1       71 SH       DEFINED 01                 71        0        0
VAN DER MOOLEN HOLDING-ADR     COM              921020103       24      800 SH       DEFINED 01                  0      800        0
VCOMMERCE CV SERIES C          PRF              922100XX5     1010   834335 SH       DEFINED 01             834335        0        0
VCOMMERCE CV SERIES C          PRF              922100XX5     1587  1311588 SH       DEFINED 01 05               0  1311588        0
VARCO INTL                     COM              922122106     5758   286464 SH       DEFINED 01             286464        0        0
VARCO INTL                     COM              922122106     9332   464300 SH       DEFINED 01 05               0   464300        0
VARCO INTL INC                 COM              922122106       86     4300 SH       DEFINED 01 02               0     4300        0
VARDE FUND V LP      0.00 04/2 PRF              922150XX0    28842 25000000 SH       DEFINED 01           25000000        0        0
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VARIAN                         COM              922206107       42     1100 SH       DEFINED 01                  0     1100        0
VARIAN                         COM              922206107     6704   176715 SH       DEFINED 01             176715        0        0
VARIAN                         COM              922206107      190     5000 SH       DEFINED 01 05               0     5000        0
VARIAN SEMICONDUCTOR           COM              922207105        4       90 SH       DEFINED 01 02               0       90        0
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VARIAN MEDICAL SYSTEMS         COM              92220P105      810    19808 SH       DEFINED 01 05               0    19808        0
VECTREN                        COM              92240G101     6482   252360 SH       DEFINED 01             252360        0        0
VECTOR GROUP LTD               COM              92240M108     1239    43321 SH       DEFINED 01              43321        0        0
VEECO                          COM              922417100        4      120 SH       DEFINED 01 02               0      120        0
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VEECO INSTRUMENTS              COM              922417100      158     4500 SH       DEFINED 01 05               0     4500        0
VENTAS INC                     COM              92276F100        7      518 SH       DEFINED 01                518        0        0
VENTIV HEALTH INC              COM              922793104       12     6000 SH       DEFINED 01                  0     6000        0
VENTURE MFG(SINGAPORE) LTD     COM              923269997      197    20000 SH       DEFINED 01              20000        0        0
VERITAS                        COM              923436109      368     8400 SH       DEFINED 11 12               0     8400        0
VERITAS SOFTWARE               COM              923436109    81204  1852696 SH       DEFINED 01            1852696        0        0
VERITAS SOFTWARE               COM              923436109      219     5000 SH       DEFINED 01 02               0     5000        0
VERITAS SOFTWARE               COM              923436109     4452   101585 SH       DEFINED 01 03               0   101585        0
VERITAS SOFTWARE               COM              923436109    39532   901933 SH       DEFINED 01 05               0   901933        0
VERITY                         COM              92343C106       25     1400 SH       DEFINED 01                  0     1400        0
VERITY                         COM              92343C106     2475   140002 SH       DEFINED 01             140002        0        0
VERISIGN                       COM              92343E102      179     6615 SH       DEFINED 01               6615        0        0
VERITAS DGC                    COM              92343P107     1606    94978 SH       DEFINED 01              94978        0        0
VERITAS DGC                    COM              92343P107        2      130 SH       DEFINED 01 02               0      130        0
VERIZON COMM                   COM              92343V104     8001   175278 SH       DEFINED 01                  0   175278        0
VERIZON COMM                   COM              92343V104    42533   931865 SH       DEFINED 01 02               0   931865        0
VERIZON COMMUNICATIONS         COM              92343V104   580077 12707068 SH       DEFINED 01           12707068        0        0
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VERIZON COMMUNICATIONS         COM              92343V104    10541   230900 SH       DEFINED 11 12 13            0   230900        0
VERSICOR INC                   COM              925314106      795    44000 SH       DEFINED 01              44000        0        0
VERSICOR INC                   COM              925314106        2      110 SH       DEFINED 01 02               0      110        0
VERSICOR INC                   COM              925314106       49     2700 SH       DEFINED 01 05               0     2700        0
VERTEX PHARMACEUTICALS         COM              92532F100      768    27567 SH       DEFINED 01              27567        0        0
VERTICALNET INC                COM              92532L107        0      106 SH       DEFINED 01                106        0        0
VIACOM INTL                    COM              925524100       49     1000 SH       DEFINED 01                  0     1000        0
VIACOM CL B                    COM              925524308       29      600 SH       DEFINED 01                  0      600        0
VIACOM CL B                    COM              925524308   671735 13887440 SH       DEFINED 01           13887440        0        0
VIACOM CL B                    COM              925524308    24203   500375 SH       DEFINED 01 03               0   500375        0
VIACOM CL B                    COM              925524308   189043  3908255 SH       DEFINED 01 05               0  3908255        0
VIACOM INC CL B                COM              925524308     7731   159838 SH       DEFINED 01                  0   159838        0
VIACOM INC CL B                COM              925524308     1279    26428 SH       DEFINED 01 02               0    26428        0
VIATEL INC                     COM              925529208        0      208 SH       DEFINED 01                208        0        0
VIAD                           COM              92552R109       83     2985 SH       DEFINED 01               2985        0        0
VIASAT                         COM              92552V100     1114    79442 SH       DEFINED 01              79442        0        0
VIASYSTEMS GRP INC             COM              92553H100        0      377 SH       DEFINED 01                377        0        0
VIANT CORP                     COM              92553N107        0      217 SH       DEFINED 01                217        0        0
VIASYS HEALTHCARE INC          COM              92553Q209     1795    79829 SH       DEFINED 01              79829        0        0
VICINITY CORP                  COM              925653107        0      103 SH       DEFINED 01                103        0        0
VICOR CORP                     COM              925815102     2201   130266 SH       DEFINED 01             130266        0        0
VIA NET.WORKS INC              COM              925912107        0      119 SH       DEFINED 01                119        0        0
VIEWPOINT                      COM              92672P108     1386   229400 SH       DEFINED 01             229400        0        0
VIGNETTE CORP                  COM              926734104       18     5100 SH       DEFINED 01                  0     5100        0
VIGNETTE CORP                  COM              926734104        4     1142 SH       DEFINED 01               1142        0        0
VINCI                          COM              927299990      181     2791 SH       DEFINED 01               2791        0        0
VINTAGE PETROLEUM              COM              927460105     5181   352457 SH       DEFINED 01             352457        0        0
VINTAGE PETROLEUM              COM              927460105      137     9286 SH       DEFINED 01 05               0     9286        0
VIROPHARMA INC                 COM              928241108        0       41 SH       DEFINED 01                 41        0        0
VISHAY INTERTECHNOLOGY         COM              928298108     1547    76063 SH       DEFINED 01              76063        0        0
VISTEON                        COM              92839U107       35     2100 SH       DEFINED 01                  0     2100        0
VISTEON                        COM              92839U107     1626    98274 SH       DEFINED 01              98274        0        0
VISTEON                        COM              92839U107      547    33038 SH       DEFINED 01 03               0    33038        0
VISTEON                        COM              92839U107     2585   156185 SH       DEFINED 01 05               0   156185        0
VISTEON CORP                   COM              92839U107        2      128 SH       DEFINED 01 02               0      128        0
VISUAL NETWORKS INC            COM              928444108      287    97858 SH       DEFINED 01              97858        0        0
VISX                           COM              92844S105     2181   123499 SH       DEFINED 01             123499        0        0
VISX                           COM              92844S105      189    10700 SH       DEFINED 01 05               0    10700        0
VITAL SIGNS INC                COM              928469105     1465    39727 SH       DEFINED 01              39727        0        0
VITALWORKS INC                 COM              928483106        1      101 SH       DEFINED 01                101        0        0
VITESSE SEMICONDUCTOR          COM              928497106       14     1400 SH       DEFINED 01                  0     1400        0
VITESSE SEMICONDUCTOR          COM              928497106      417    42541 SH       DEFINED 01              42541        0        0
VITESSE SEMICONDUCTOR          COM              928497106      497    50743 SH       DEFINED 01 03               0    50743        0
VITESSE SEMICONDUCTOR          COM              928497106       18     1820 SH       DEFINED 01 05               0     1820        0
VITRIA TECHNOLOGY              COM              92849Q104      319    80701 SH       DEFINED 01              80701        0        0
VIVENDI UNIVERSAL SA           COM              928516996    21581   554923 SH       DEFINED 01             554923        0        0
VIVENDI UNIVERSAL SA           COM              928516996     2559    65807 SH       DEFINED 01 03               0    65807        0
VIVENDI UNIVERSAL SA           COM              928516996    17866   459379 SH       DEFINED 01 05               0   459379        0
VNU NV                         COM              928563998     3757   118292 SH       DEFINED 01 03               0   118292        0
VODAFONE GROUP                 COM              92857TXX0    30431 16470860 SH       DEFINED 01           16470860        0        0
VODAFONE GROUP                 COM              92857TXX0     8044  4353488 SH       DEFINED 01 03               0  4353488        0
VODAFONE GROUP                 COM              92857TXX0    28011 15160791 SH       DEFINED 01 05               0 15160791        0
VODAFONE AIRTOUCH ADR          COM              92857W100     2027   110000 SH       DEFINED 01             110000        0        0
VODAFONE AIRTOUCH ADR          COM              92857W100     3410   185000 SH       DEFINED 01 05               0   185000        0
VODAFONE GROUP PLC             COM              92857W100     2069   112250 SH       DEFINED 01                  0   112250        0
VOLKSWAGEN                     COM              928600998     1703    32545 SH       DEFINED 01              32545        0        0
VOLKSWAGEN                     COM              928663988      363    10500 SH       DEFINED 01              10500        0        0
VOLT INFO SCIENCES             COM              928703107      871    46694 SH       DEFINED 01              46694        0        0
VOPAK                          COM              928875996      284    15900 SH       DEFINED 01              15900        0        0
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WD-40 CO                       COM              929236107     1454    48283 SH       DEFINED 01              48283        0        0
WFS FINANCIAL INC              COM              92923B106        2       98 SH       DEFINED 01                 98        0        0
WCI COMMUNITIES                COM              92923C104       24      968 SH       DEFINED 01 05               0      968        0
WGL HOLDINGS                   COM              92924F106       50     1846 SH       DEFINED 01               1846        0        0
W HOLDING COMPANY INC          COM              929251106      893    50592 SH       DEFINED 01              50592        0        0
W HOLDING COMPANY INC          COM              929251106       80     4550 SH       DEFINED 01 05               0     4550        0
WJ COMMUNICATIONS              COM              929284107        1      202 SH       DEFINED 01                202        0        0
WMS INDS                       COM              929297109       19     1000 SH       DEFINED 01                  0     1000        0
WMS INDS                       COM              929297109     1874    98630 SH       DEFINED 01              98630        0        0
WPP GROUP PLC ADR              COM              929309300      988    17500 SH       DEFINED 01              17500        0        0
W.P. CAREY & CO LLC            COM              92930Y107        3      118 SH       DEFINED 01                118        0        0
WPP GROUP                      COM              929310993      369    32352 SH       DEFINED 01              32352        0        0
WPP GROUP                      COM              929310993     3898   341290 SH       DEFINED 01 03               0   341290        0
WPS RESOURES CORP              COM              92931B106       49     1224 SH       DEFINED 01               1224        0        0
WABASH NATL                    COM              929566107      699    70603 SH       DEFINED 01              70603        0        0
WESTINGHOUSE AIR BRA           COM              929740108        2      121 SH       DEFINED 01                121        0        0
WACKENHUT CORP                 COM              929794105       12      350 SH       DEFINED 01 02               0      350        0
WACHOVIA                       COM              929903102        9      250 SH       DEFINED 01                  0      250        0
WACHOVIA                       COM              929903102    80278  2164999 SH       DEFINED 01            2164999        0        0
WACHOVIA                       COM              929903102    15156   408756 SH       DEFINED 01 03               0   408756        0
WACHOVIA                       COM              929903102    50266  1355624 SH       DEFINED 01 05               0  1355624        0
WACHOVIA CORPORATION           COM              929903102     4678   126165 SH       DEFINED 01                  0   126165        0
WACHOVIA CORPORATION           COM              929903102      514    13860 SH       DEFINED 01 02               0    13860        0
WADDELL & REED FINANCIAL CL A  COM              930059100      587    19237 SH       DEFINED 01              19237        0        0
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WAL MART STORES                COM              931142103   107146  1748182 SH       DEFINED 01 02               0  1748182        0
WAL-MART STORES                COM              931142103       40      650 SH       DEFINED 01                  0      650        0
WAL-MART STORES                COM              931142103  1063575 17353151 SH       DEFINED 01           17353151        0        0
WAL-MART STORES                COM              931142103    75302  1228616 SH       DEFINED 01 03               0  1228616        0
WAL-MART STORES                COM              931142103   244134  3983271 SH       DEFINED 01 05               0  3983271        0
WAL-MART STORES INC            COM              931142103    17321   282600 SH       DEFINED 11 12 13            0   282600        0
WAL-MART STORES INC.           COM              931142103     2225    36300 SH       DEFINED 11 12               0    36300        0
WALGREEN                       COM              931422109   127233  3246585 SH       DEFINED 01            3246585        0        0
WALGREEN                       COM              931422109    10148   258953 SH       DEFINED 01 03               0   258953        0
WALGREEN                       COM              931422109    19454   496384 SH       DEFINED 01 05               0   496384        0
WALGREEN CO.                   COM              931422109    14220   362841 SH       DEFINED 01 02               0   362841        0
WALLACE COMPUTER SERVICES      COM              932270101       26     1306 SH       DEFINED 01               1306        0        0
WALTER INDS                    COM              93317Q105        2      153 SH       DEFINED 01                153        0        0
WANT-WANT HOLDINGS IN USD      COM              933697997      111    45000 SH       DEFINED 01              45000        0        0
WASHINGTON FED INC             COM              938824109     4669   195018 SH       DEFINED 01             195018        0        0
WASHINGTON MUT INC             COM              939322103     4828   145739 SH       DEFINED 01                  0   145739        0
Washington Mut Inc             COM              939322103     4105   123910 SH       DEFINED 01             123910        0        0
WASHINGTON MUT INC             COM              939322103      832    25100 SH       DEFINED 01 02               0    25100        0
WASHINGTON MUTUAL              COM              939322103    82687  2495861 SH       DEFINED 01            2495861        0        0
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WASH POST REGISTERED W/SALE    COM              939640XX1     7284    12000 SH       DEFINED 01 05               0    12000        0
WASH REAL ESTATE INC           COM              939653101        4      130 SH       DEFINED 01                130        0        0
WASTE CONNECTION               COM              941053100        5      140 SH       DEFINED 01 02               0      140        0
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WASTE RECYCLING GROUP          COM              941069999      124    20000 SH       DEFINED 01              20000        0        0
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WASTE MANAGEMENT INC           COM              94106L109      925    33942 SH       DEFINED 01 02               0    33942        0
WATCHGUARD TECHNOLOGIES        COM              941105108      156    25053 SH       DEFINED 01              25053        0        0
WATER PIK TECH                 COM              94113U100        0       14 SH       DEFINED 01                 14        0        0
WATERFORD WEDGWOOD             COM              941513996      252   370000 SH       DEFINED 01             370000        0        0
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WATERS                         COM              941848103    16415   586889 SH       DEFINED 01 05               0   586889        0
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WATSCO                         COM              942622200     1460    81784 SH       DEFINED 01              81784        0        0
WATSON PHARMACEUTICALS         COM              942683103       71     2605 SH       DEFINED 01               2605        0        0
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WATTS INDUSTRIES INC           COM              942749102       11      645 SH       DEFINED 01 02               0      645        0
WATTS INDUSTRIES INC           COM              942749102      175    10400 SH       DEFINED 01 05               0    10400        0
WAUSAU-MOSINEE PAPER           COM              943315101       26     2062 SH       DEFINED 01               2062        0        0
WAVE SYS CORP                  COM              943526103        0      127 SH       DEFINED 01                127        0        0
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WEATHERFORD INTL               COM              947074100    35183   738699 SH       DEFINED 01             738699        0        0
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WEBEX COMMUNICATIONS           COM              94767L109        5      283 SH       DEFINED 01                283        0        0
WEBSENSE                       COM              947684106      181     7200 SH       DEFINED 01               7200        0        0
WEBMETHODS INC                 COM              94768C108        5      311 SH       DEFINED 01                311        0        0
WEBMETHODS INC                 COM              94768C108        2      120 SH       DEFINED 01 02               0      120        0
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WEBSTER FINANCIAL              COM              947890109      927    24758 SH       DEFINED 01              24758        0        0
WEIDER NUTRITION INT           COM              948603105       10     5000 SH       DEFINED 01                  0     5000        0
WEIGHT WATCHERS INTL           COM              948626106       10      258 SH       DEFINED 01                258        0        0
WEINGARTEN REALTY IN           COM              948741103       11      209 SH       DEFINED 01                209        0        0
WEIS MARKETS INC               COM              948849104        7      239 SH       DEFINED 01                239        0        0
WELLMAN                        COM              949702104       35     2100 SH       DEFINED 01                  0     2100        0
WELLMAN                        COM              949702104     2393   145463 SH       DEFINED 01             145463        0        0
WELLPOINT HEALTH NETWORKS      COM              94973H108    34500   541862 SH       DEFINED 01             541862        0        0
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WELLS FARGO                    COM              949746101       15      300 SH       DEFINED 01                  0      300        0
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WELLS FARGO                    COM              949746101   111105  2249083 SH       DEFINED 01 05               0  2249083        0
WELLS FARGO CO (NEW)           COM              949746101     4113    83261 SH       DEFINED 01                  0    83261        0
WELLS FARGO CO (NEW)           COM              949746101    36570   740361 SH       DEFINED 01 02               0   740361        0
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WELLSFORD REAL PROP            COM              950240200      201    10000 SH       DEFINED 01 05               0    10000        0
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WENDYS INTL INC                COM              950590109      672    19250 SH       DEFINED 01 02               0    19250        0
WERNER ENTERPRISES             COM              950755108     4784   228368 SH       DEFINED 01             228368        0        0
WESCAST INDS CL A              COM              950813105     4478   135400 SH       DEFINED 01             135400        0        0
WESCAST INDS CL A              COM              950813105      390    11800 SH       DEFINED 01 05               0    11800        0
WESCO FINANCIAL CORP           COM              950817106     1219     3898 SH       DEFINED 01               3898        0        0
WESCO FINANCIAL CORP           COM              950817106      128      410 SH       DEFINED 01 05               0      410        0
WESCO INTERNATIONAL            COM              95082P105        1      146 SH       DEFINED 01                146        0        0
WEST CORP                      COM              952355105        7      218 SH       DEFINED 01                218        0        0
WEST PHARMACEUTICAL            COM              955306105        2       54 SH       DEFINED 01                 54        0        0
WESTAMERICA BANCORPORATION     COM              957090103       57     1336 SH       DEFINED 01               1336        0        0
WESTCORP                       COM              957907108        3      128 SH       DEFINED 01                128        0        0
WESTERN DIGITAL                COM              958102105      239    38300 SH       DEFINED 01                  0    38300        0
WESTERN DIGITAL                COM              958102105     1906   306012 SH       DEFINED 01             306012        0        0
WESTERN DIGITAL                COM              958102105       16     2550 SH       DEFINED 01 02               0     2550        0
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WESTERN WIRELESS CL A          COM              95988E204        1      149 SH       DEFINED 01                149        0        0
WESTPAC BANKING ORD            COM              961214103     2174   261000 SH       DEFINED 01 03               0   261000        0
WESTPOINT STEVENS IN           COM              961238102        0      100 SH       DEFINED 01                100        0        0
WESTWOOD ONE                   COM              961815107        6      150 SH       DEFINED 01                  0      150        0
WESTWOOD ONE                   COM              961815107    45291  1180996 SH       DEFINED 01            1180996        0        0
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WESTWOOD ONE                   COM              961815107    25352   661070 SH       DEFINED 01 05               0   661070        0
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WET SEAL CL A                  COM              961840105      260     7458 SH       DEFINED 01 05               0     7458        0
WET SEAL INC                   COM              961840105        5      155 SH       DEFINED 01 02               0      155        0
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WEYERHAEUSER                   COM              962166104     3508    55806 SH       DEFINED 01 03               0    55806        0
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WHARF HOLDINGS                 COM              962257101      982   413000 SH       DEFINED 01             413000        0        0
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WHIRLPOOL CORP                 COM              963320106      884    11700 SH       DEFINED 01 02               0    11700        0
WHITBREAD PLC                  COM              963367990     1373   148300 SH       DEFINED 01             148300        0        0
WHITEHALL JEWELLERS            COM              965063100        3      160 SH       DEFINED 01 02               0      160        0
WHITNEY HOLDING CORP           COM              966612103     4050    81236 SH       DEFINED 01              81236        0        0
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WILD OATS MARKETS              COM              96808B107       28     3300 SH       DEFINED 01                  0     3300        0
WILD OATS MARKETS              COM              96808B107        1       75 SH       DEFINED 01                 75        0        0
WILEY JOHN &SONS INC           COM              968223206        7      262 SH       DEFINED 01                262        0        0
WILLIAMS COMMUNICATIONS        COM              969455104        0     2599 SH       DEFINED 01               2599        0        0
WILLIAM COMPANIES              COM              969457100      690    29300 SH       DEFINED 01 02               0    29300        0
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WILLIAMS-SONOMA                COM              969904101     1580    34361 SH       DEFINED 01 05               0    34361        0
WILMINGTON TRUST               COM              971807102       77     1149 SH       DEFINED 01               1149        0        0
WILSHIRE WI ADVISOR            WT               97187@117       49       12 SH       DEFINED 01 05               0       12        0
WILSHIRE LA ADVISERS           WT               97188#AA4       47       12 SH       DEFINED 01 05               0       12        0
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WILSHIRE NY ADVISOR            WT               971993118       68       60 SH       DEFINED 01                  0       60        0
WILSON GREATBATCH              COM              972232102      951    37000 SH       DEFINED 01              37000        0        0
WILSON GREATBATCH              COM              972232102        7      260 SH       DEFINED 01 02               0      260        0
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WILSONS THE LEATHER EXPERTS    COM              972463103     4529   378700 SH       DEFINED 01             378700        0        0
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WIND RIVER SYSTEMS             COM              973149107       27     2000 SH       DEFINED 01                  0     2000        0
WIND RIVER SYSTEMS             COM              973149107       39     2831 SH       DEFINED 01               2831        0        0
WING HANG BANK LTD             COM              973855992      112    31000 SH       DEFINED 01              31000        0        0
WING LUNG BANK                 COM              974000994       88    19900 SH       DEFINED 01              19900        0        0
WINK COMMUNICATIONS            COM              974168106        0       90 SH       DEFINED 01                 90        0        0
WINN-DIXIE STORES              COM              974280109       45     2800 SH       DEFINED 01                  0     2800        0
WINN-DIXIE STORES              COM              974280109       62     3888 SH       DEFINED 01               3888        0        0
WINN-DIXIE STORES              COM              974280109      571    35620 SH       DEFINED 01 03               0    35620        0
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WINNEBAGO IND INC              COM              974637100     2669    63568 SH       DEFINED 01              63568        0        0
WINTRUST FINANCIAL             COM              97650W108     2458   107000 SH       DEFINED 01             107000        0        0
WINTRUST FINANCIAL             COM              97650W108       13      555 SH       DEFINED 01 02               0      555        0
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WIRELESS FACILITIES            COM              97653A103        1       89 SH       DEFINED 01                 89        0        0
WISCONSIN ENERGY               COM              976657106       97     3897 SH       DEFINED 01               3897        0        0
WITNESS SYSTEMS  INC           COM              977424100     2474   175800 SH       DEFINED 01             175800        0        0
WITNESS SYSTEMS  INC           COM              977424100        2      170 SH       DEFINED 01 02               0      170        0
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WOLTERS KLUWER                 COM              977874999      366    17500 SH       DEFINED 01              17500        0        0
WOLSELEY                       COM              977989995      854    84100 SH       DEFINED 01              84100        0        0
WOLVERINE TUBE INC             COM              978093102      323    37121 SH       DEFINED 01              37121        0        0
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WOLVERINE                      COM              978097103       90     5000 SH       DEFINED 01 05               0     5000        0
WOODWARD GOVERNOR CO           COM              980745103     7946   115491 SH       DEFINED 01             115491        0        0
WOODWARD GOVERNOR CO           COM              980745103        3       50 SH       DEFINED 01 02               0       50        0
WOODWARD GOVERNOR CO           COM              980745103      526     7650 SH       DEFINED 01 05               0     7650        0
WORLDGATE COMM                 COM              98156L307        0       87 SH       DEFINED 01                 87        0        0
WORLD WRESTLING FED            COM              98156Q108       32     2200 SH       DEFINED 01                  0     2200        0
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WORLDCOM INC/GROUP             COM              98157D106      208    30800 SH       DEFINED 01 02               0    30800        0
WORLDCOM-WORLDCOM GROUP        COM              98157D106    10549  1565201 SH       DEFINED 01            1565201        0        0
WORLDCOM-WORLDCOM GROUP        COM              98157D106     5328   790406 SH       DEFINED 01 03               0   790406        0
WORLDCOM-WORLDCOM GROUP        COM              98157D106      181    26820 SH       DEFINED 01 05               0    26820        0
WORLDCOM INC (MCI)             COM              98157D304     1420   240267 SH       DEFINED 01             240267        0        0
WORLDCOM INC (MCI)             COM              98157D304     2364   400000 SH       DEFINED 01 05               0   400000        0
WORLDCOM INC-MCI GRP           COM              98157D304       47     8040 SH       DEFINED 01                  0     8040        0
WORTHINGTON IND                COM              981811102       12      790 SH       DEFINED 01 02               0      790        0
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WRIGHT MEDICAL GROUP           COM              98235T107     1109    55200 SH       DEFINED 01              55200        0        0
WRIGLEY (WM) JR                COM              982526105      298     5576 SH       DEFINED 01               5576        0        0
WRIGLEY (WM) JR                COM              982526105     3043    57085 SH       DEFINED 01 03               0    57085        0
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WYETH                          COM              983024100   270457  4119673 SH       DEFINED 01            4119673        0        0
WYETH                          COM              983024100     8920   135860 SH       DEFINED 01 02               0   135860        0
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FOSTER WHEELER LTD             COM              G36535105        1      172 SH       DEFINED 01                172        0        0
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INGERSOLL-RAND CO              COM              G4776G101    15664   312646 SH       DEFINED 01 02               0   312646        0
IPC HOLDINGS LTD               COM              G4933P101        9      260 SH       DEFINED 01 02               0      260        0
LORAL SPACE & COMMUNICATIONS   COM              G56462107        3     1217 SH       DEFINED 01               1217        0        0
MARVELL TECHNOLOGY GROUP       COM              G5876H105    29127   665000 SH       DEFINED 01             665000        0        0
MARVELL TECHNOLOGY GROUP       COM              G5876H105     1110    25344 SH       DEFINED 01 05               0    25344        0
MIH LTD                        COM              G6116R101      134    46850 SH       DEFINED 01              46850        0        0
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SCOTTISH ANN & LIFE            COM              G7885T104        7      400 SH       DEFINED 01 02               0      400        0
SCOTTISH ANNUNITY & LIFE HOLDI COM              G7885T104     2488   130923 SH       DEFINED 01             130923        0        0
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XL CAPITAL CL A                COM              G98255105   105044  1125269 SH       DEFINED 01            1125269        0        0
XL CAPITAL CL A                COM              G98255105     5136    55012 SH       DEFINED 01 03               0    55012        0
XL CAPITAL CL A                COM              G98255105    35364   378831 SH       DEFINED 01 05               0   378831        0
XL CAPITAL LTD CL A            COM              G98255105     2273    24350 SH       DEFINED 01 02               0    24350        0
XOMA                           COM              G9825R107     1927   224364 SH       DEFINED 01             224364        0        0
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XOMA LTD                       COM              G9825R107        2      250 SH       DEFINED 01 02               0      250        0
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GBP@GOLDMAN (FUT)              COM              GBPF00002       86    60487 SH       DEFINED 01 10           60487        0        0
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PRECISE SOFTWARE SOLUTIONS     COM              M41450103     1658    71200 SH       DEFINED 01              71200        0        0
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M-SYSTEMS FLASH DISK PIONEERS  COM              M7061C100      555    59500 SH       DEFINED 01              59500        0        0
ASML HOLDING NV-NY REG SHS     COM              N07059111      273    10752 SH       DEFINED 01              10752        0        0
ERG **                         COM              NA            2037 14841655 SH       DEFINED 01           14841655        0        0
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NEW ZEALAND DOLLAR             COM              NZD000001        5    12294 SH       DEFINED 01 10           12294        0        0
SUN INTL                       COM              P8797T133        4      130 SH       DEFINED 01 02               0      130        0
SWEDISH KRONA                  COM              SEK000001       48   501548 SH       DEFINED 01 10          501548        0        0
SEK@GOLDMAN (FUT)              COM              SEKF00002        9    90677 SH       DEFINED 01 10           90677        0        0
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ROYAL CARIBBEAN                COM              V7780T103      377    16700 SH       DEFINED 01                  0    16700        0
ROYAL CARIBBEAN                COM              V7780T103    29888  1325392 SH       DEFINED 01            1325392        0        0
ROYAL CARIBBEAN                COM              V7780T103     2849   126364 SH       DEFINED 01 05               0   126364        0
ASE TEST LTD                   COM              Y02516105      289    18500 SH       DEFINED 01              18500        0        0
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FLEXTRONICS INTL               COM              Y2573F102     9351   512400 SH       DEFINED 01 05               0   512400        0
FLEXTRONICS INTL LTD           COM              Y2573F102       86     4700 SH       DEFINED 01 02               0     4700        0

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Dates Referenced Herein

		Referenced-On Page
This ‘13F-HR’ Filing	Date	First	Last	Other Filings

Corrected on:	12/9/03			None on these Dates
Filed on:	5/2/02
	4/22/02	1
For Period end:	3/28/02	1
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Filing Submission 0000820027-02-000373 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Ameriprise Financial Inc. – ‘13F-HR’ for 3/28/02

As of: Thursday, 5/2/02 · For: 3/28/02 · Accession #: 820027-2-373 · File #s: 28-00139, 28-03351 · Correction: This Filing’s Metadata was Corrected ® by the SEC on 12/9/03.

Previous ‘13F-HR’: ‘13F-HR’ on 2/7/02 for 12/31/01 · Next: ‘13F-HR’ on 7/31/02 for 6/28/02 · Latest: ‘13F-HR’ on 2/14/24 for 12/31/23

Quarterly Holdings and Combination Report by a Money Manager — Form 13FFiling Table of Contents

Dates Referenced Herein

As of: Thursday, 5/2/02 · For: 3/28/02 · Accession #: 820027-2-373 · File #s: 28-00139, 28-03351 · Correction: This Filing’s Metadata was Corrected `®` by the SEC on 12/9/03.

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents