SEC Info - Ameriprise Financial Inc. - ‘13F-HR’ for 6/28/02

SEC Info℠

Home

Help

Please Sign In

Ameriprise Financial Inc. – ‘13F-HR’ for 6/28/02

On: Wednesday, 7/31/02, at 1:31pm ET · For: 6/28/02 · Accession #: 820027-2-524 · File #: 28-00139

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

 7/31/02  Ids Financial Corp./MN            13F-HR      6/28/02    1:478K

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 6/28/2002     141±  1.03M 
                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: June 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:     Jeffrey Fox                                                           
Title:    V.P. Investment Accounting                                            
Phone:    612-671-6741                                                          

Signature, Place, and Date of Signing:                                          

/s/ Jeffrey Fox        Minneapolis, MN             July 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:     7499                                
Form 13F Information Table Value Total:     $73309489 (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     1031   102185 SH       DEFINED 01             102185        0        0
AAREAL BANK AG                 COM              000365999       51     3150 SH       DEFINED 01               3150        0        0
ABENGOA                        COM              000369991      116    16000 SH       DEFINED 01              16000        0        0
ABN AMRO HOLDING NV            COM              000770990     1597    87925 SH       DEFINED 01              87925        0        0
ADC TELECOMMUNICATIONS         COM              000886101      108    47221 SH       DEFINED 01              47221        0        0
ADC TELECOMMUNICATIONS         COM              000886101      428   186858 SH       DEFINED 01 03               0   186858        0
ADC TELECOMMUNICATIONS         COM              000886101       20     8563 SH       DEFINED 01 05               0     8563        0
ACTV INC                       COM              00088E104        0      131 SH       DEFINED 01                131        0        0
ADIDAS AG                      COM              000900993     3057    37300 SH       DEFINED 01 03               0    37300        0
ABM INDS                       COM              000957100     2756   158764 SH       DEFINED 01             158764        0        0
ADVANTECH CO LTD               COM              001009992      365   166000 SH       DEFINED 01             166000        0        0
AFC ENTERPRISES                COM              00104Q107        6      190 SH       DEFINED 01                190        0        0
AFLAC                          COM              001055102    20630   644703 SH       DEFINED 01             644703        0        0
AFLAC                          COM              001055102     3900   121885 SH       DEFINED 01 03               0   121885        0
AFLAC                          COM              001055102     7245   226383 SH       DEFINED 01 05               0   226383        0
AFLAC INC                      COM              001055102     3584   112000 SH       DEFINED 01                  0   112000        0
AGCO                           COM              001084102     4165   212264 SH       DEFINED 01             212264        0        0
AGCO                           COM              001084102        3      168 SH       DEFINED 01 03               0      168        0
AGCO                           COM              001084102      133     6773 SH       DEFINED 01 05               0     6773        0
AGCO CORP                      COM              001084102       55     2814 SH       DEFINED 01 02               0     2814        0
MY TRAVLE PLC                  COM              0010979          3     1124 SH       DEFINED 01 10            1124        0        0
AGL RESOURCES                  COM              001204106    17015   726798 SH       DEFINED 01             726798        0        0
AGL RESOURCES                  COM              001204106        7      318 SH       DEFINED 01 03               0      318        0
AGL RESOURCES INC              COM              001204106      118     5050 SH       DEFINED 01 02               0     5050        0
AES                            COM              00130H105       80    14772 SH       DEFINED 01              14772        0        0
AES                            COM              00130H105      681   125707 SH       DEFINED 01 03               0   125707        0
AES                            COM              00130H105       31     5760 SH       DEFINED 01 05               0     5760        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      564    44121 SH       DEFINED 01              44121        0        0
AMB PROPERTY CORP              COM              00163T109        4      135 SH       DEFINED 01                135        0        0
AMC ENTERTAINMENT              COM              001669100     1423   100200 SH       DEFINED 01             100200        0        0
AMEY                           COM              001730993       82    30000 SH       DEFINED 01              30000        0        0
AMN HEALTHCARE SERV            COM              001744101     1177    33632 SH       DEFINED 01              33632        0        0
AMR                            COM              001765106    48157  2856315 SH       DEFINED 01            2856315        0        0
AMR                            COM              001765106     1565    92849 SH       DEFINED 01 03               0    92849        0
AMR                            COM              001765106     5970   354085 SH       DEFINED 01 05               0   354085        0
AMR CORP DEL                   COM              001765106    16470   976878 SH       DEFINED 01 02               0   976878        0
ANC RENTAL CORPORATION         COM              001813104        0       91 SH       DEFINED 01                 91        0        0
AOL TIME WARNER                COM              00184A105   166604 11325917 SH       DEFINED 01           11325917        0        0
AOL TIME WARNER                COM              00184A105    16745  1138315 SH       DEFINED 01 03               0  1138315        0
AOL TIME WARNER                COM              00184A105   102318  6955799 SH       DEFINED 01 05               0  6955799        0
AOL TIME WARNER INC            COM              00184A105     1383    94000 SH       DEFINED 01                  0    94000        0
AOL TIME WARNER INC            COM              00184A105      783    53264 SH       DEFINED 01 02               0    53264        0
ATI TECHNOLOGIES               COM              001941103      326    47200 SH       DEFINED 01 02               0    47200        0
AT&T                           COM              001957109    98385  9194723 SH       DEFINED 01            9194723        0        0
AT&T                           COM              001957109    11621  1085998 SH       DEFINED 01 03               0  1085998        0
AT&T                           COM              001957109    72747  6798935 SH       DEFINED 01 05               0  6798935        0
AT&T CORP                      COM              001957109      632    59100 SH       DEFINED 01 02               0    59100        0
A S A LIMITED                  COM              002050102     3869   126200 SH       DEFINED 01             126200        0        0
A S A LIMITED                  COM              002050102      374    12200 SH       DEFINED 01 05               0    12200        0
ATMI                           COM              00207R101     3531   157867 SH       DEFINED 01             157867        0        0
A T & T WIRELESS SERVICES      COM              00209a106      462    51300 SH       DEFINED 11 12               0    51300        0
AT&T WIRELESS SERVICES         COM              00209A106    17592  3007005 SH       DEFINED 01            3007005        0        0
AT&T WIRELESS SERVICES         COM              00209A106     4351   743701 SH       DEFINED 01 03               0   743701        0
AT&T WIRELESS SERVICES         COM              00209A106     1783   304683 SH       DEFINED 01 05               0   304683        0
AT&T WIRELESS SVCS             COM              00209A106      189    32300 SH       DEFINED 01 02               0    32300        0
AVX                            COM              002444107        7      404 SH       DEFINED 01                404        0        0
AXT                            COM              00246W103     1318   165182 SH       DEFINED 01             165182        0        0
AXT                            COM              00246W103       74     9277 SH       DEFINED 01 05               0     9277        0
AXT INC                        COM              00246W103        1      150 SH       DEFINED 01 02               0      150        0
AARON RENTS                    COM              002535201     1781    74341 SH       DEFINED 01              74341        0        0
AARON RENTS INC-CL A           COM              002535300       45     2000 SH       DEFINED 01               2000        0        0
ABBOTT LABORATORIES            COM              002824100   111287  2955856 SH       DEFINED 01            2955856        0        0
ABBOTT LABORATORIES            COM              002824100    13951   370534 SH       DEFINED 01 03               0   370534        0
ABBOTT LABORATORIES            COM              002824100    46123  1224999 SH       DEFINED 01 05               0  1224999        0
ABBOTT LABS                    COM              002824100    15993   424765 SH       DEFINED 01 02               0   424765        0
AMEC ORD                       COM              0028262          3      478 SH       DEFINED 01 10             478        0        0
ABERCROMBIE & FITCH            COM              002896207     2054    85161 SH       DEFINED 01              85161        0        0
ABERCROMBIE & FITCH            COM              002896207     1765    73200 SH       DEFINED 01 05               0    73200        0
ABGENIX                        COM              00339B107      678    68564 SH       DEFINED 01              68564        0        0
ABGENIX                        COM              00339B107        2      224 SH       DEFINED 01 03               0      224        0
ABGENIX INC                    COM              00339B107       36     3562 SH       DEFINED 01 02               0     3562        0
ABITIBI-CONSOLIDATED           COM              003924107    20232  2191950 SH       DEFINED 01            2191950        0        0
ABITIBI-CONSOLIDATED           COM              003924107     2312   250498 SH       DEFINED 01 05               0   250498        0
SIGNET GROUP PLC               COM              0040374          7     5047 SH       DEFINED 01 10            5047        0        0
ACCLAIM ENMNT INC              COM              004325205        2      630 SH       DEFINED 01 02               0      630        0
ACCLAIM ENTERTAINMENT INC      COM              004325205     1581   448000 SH       DEFINED 01             448000        0        0
ACCLAIM ENTERTAINMENT INC      COM              004325205      129    36500 SH       DEFINED 01 05               0    36500        0
ACCOR                          COM              004340998     1192    29400 SH       DEFINED 01              29400        0        0
ACCOR                          COM              004347993    10511   259141 SH       DEFINED 01             259141        0        0
ACCOR                          COM              004347993    15825   390180 SH       DEFINED 01 05               0   390180        0
ACCREDO HEALTH                 COM              00437V104     6446   139691 SH       DEFINED 01             139691        0        0
ACCREDO HEALTH                 COM              00437V104      102     2200 SH       DEFINED 01 05               0     2200        0
ACCREDO HEALTH INC             COM              00437V104        4       80 SH       DEFINED 01 02               0       80        0
ACCRUE SOFTWARE                COM              00437W102        0       64 SH       DEFINED 01                 64        0        0
EMI GROUP                      COM              0044473          7     1800 SH       DEFINED 01 10            1800        0        0
ACLARA BIOSCIENCES             COM              00461P106        0       80 SH       DEFINED 01                 80        0        0
DIXONS GROUP PLC               COM              0047245         15     5004 SH       DEFINED 01 10            5004        0        0
ACOM                           COM              004900999     1045    15300 SH       DEFINED 01              15300        0        0
SAFEWAY                        COM              0049241         13     3123 SH       DEFINED 01 10            3123        0        0
ACTIVISION                     COM              004930202     1451    49942 SH       DEFINED 01              49942        0        0
ACTIVISION                     COM              004930202       89     3050 SH       DEFINED 01 05               0     3050        0
ACTIVISION INC                 COM              004930202        2       75 SH       DEFINED 01 02               0       75        0
ACTION PERFORMANCE             COM              004933107        3       90 SH       DEFINED 01 02               0       90        0
ACTION PERFORMANCE COMPANIES   COM              004933107     3495   110607 SH       DEFINED 01             110607        0        0
ACTION PERFORMANCE COMPANIES   COM              004933107      180     5700 SH       DEFINED 01 05               0     5700        0
ACTEL                          COM              004934105     3951   187946 SH       DEFINED 01             187946        0        0
ACTEL                          COM              004934105        4      175 SH       DEFINED 01 03               0      175        0
ACTEL                          COM              004934105      152     7251 SH       DEFINED 01 05               0     7251        0
ACTEL CORP                     COM              004934105      589    28000 SH       DEFINED 01                  0    28000        0
ACTEL CORP                     COM              004934105       63     3000 SH       DEFINED 01 02               0     3000        0
ACTIVE POWER INC               COM              00504W100        0       60 SH       DEFINED 01                 60        0        0
ACTUATE                        COM              00508B102     1029   228790 SH       DEFINED 01             228790        0        0
ACTUATE                        COM              00508B102      118    26146 SH       DEFINED 01 05               0    26146        0
ACTUATE CORPORATION            COM              00508B102        1      300 SH       DEFINED 01 02               0      300        0
ACTUANT CORPORATION -CL A      COM              00508X203        1       35 SH       DEFINED 01                 35        0        0
ACUITIY BRANDS                 COM              00508Y102     2550   140085 SH       DEFINED 01             140085        0        0
ACXIOM                         COM              005125109    24548  1403540 SH       DEFINED 01            1403540        0        0
ACXIOM                         COM              005125109     2309   132000 SH       DEFINED 01 03               0   132000        0
ACXIOM                         COM              005125109     1002    57295 SH       DEFINED 01 05               0    57295        0
ACXIOM CORP                    COM              005125109     1331    76100 SH       DEFINED 01 02               0    76100        0
ADERANS                        COM              005320999      314    10000 SH       DEFINED 01              10000        0        0
SEVERN TRENT                   COM              0054632         11     1019 SH       DEFINED 01 10            1019        0        0
ASSOCIATED BRITISH PORTS       COM              0056434          7      979 SH       DEFINED 01 10             979        0        0
BILLITON A                     COM              0056650         35     6501 SH       DEFINED 01 10            6501        0        0
ARM HOLDING PLC                COM              0059585          5     2222 SH       DEFINED 01 10            2222        0        0
ADAPTEC                        COM              00651F108     4269   541040 SH       DEFINED 01             541040        0        0
ADAPTEC                        COM              00651F108        3      417 SH       DEFINED 01 03               0      417        0
ADAPTEC                        COM              00651F108     1218   154300 SH       DEFINED 01 05               0   154300        0
ADAPTEC INC                    COM              00651F108       51     6410 SH       DEFINED 01 02               0     6410        0
ADECCO SA REG                  COM              006700991      567     9544 SH       DEFINED 01               9544        0        0
ADECCO SA REG                  COM              006700991      562     9458 SH       DEFINED 01 05               0     9458        0
BAA                            COM              0067340         27     2917 SH       DEFINED 01 10            2917        0        0
BBA GROUP                      COM              0067748          4      966 SH       DEFINED 01 10             966        0        0
ADELPHIA COMMUNICATIONS CL A   COM              006848105       23   150000 SH       DEFINED 01             150000        0        0
BPB                            COM              0068707          8     1459 SH       DEFINED 01 10            1459        0        0
ADAYTUM SOFTWARE SERIES E      PRF              006900XX7     2626   669857 SH       DEFINED 01             669857        0        0
ADAYTUM SOFTWARE SERIES E      PRF              006900XX7     3626   925039 SH       DEFINED 01 05               0   925039        0
ADAYTUM SOFTWARE SERIES E      PRF              006900XY5      220    56179 SH       DEFINED 01              56179        0        0
ADAYTUM SOFTWARE SERIES E      PRF              006900XY5      304    77582 SH       DEFINED 01 05               0    77582        0
Administaff                    COM              007094105    38302  1386252 SH       DEFINED 01            1386252        0        0
ADMINISTAFF                    COM              007094105     2018   201810 SH       DEFINED 01             201810        0        0
ADMINISTAFF                    COM              007094105      117    11700 SH       DEFINED 01 05               0    11700        0
ADMINISTAFF INC                COM              007094105        2      200 SH       DEFINED 01 02               0      200        0
ADOBE SYSTEMS                  COM              00724F101     9942   348809 SH       DEFINED 01             348809        0        0
ADOBE SYSTEMS                  COM              00724F101     1608    56406 SH       DEFINED 01 03               0    56406        0
ADOBE SYSTEMS                  COM              00724F101     7376   258788 SH       DEFINED 01 05               0   258788        0
ADTRAN                         COM              00738A106       32     1690 SH       DEFINED 01               1690        0        0
ADVANCE AUTO PARTS             COM              00751Y106     1489    27300 SH       DEFINED 01              27300        0        0
ADVANCE AUTO PARTS             COM              00751Y106     6236   114400 SH       DEFINED 01 05               0   114400        0
ADV DIGITAL INFORMAT           COM              007525108        1      139 SH       DEFINED 01                139        0        0
ADVANCED MARKETING SERVICES    COM              00753T105     1128    61626 SH       DEFINED 01              61626        0        0
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     1675   101229 SH       DEFINED 01             101229        0        0
ADVO                           COM              007585102     3528    91266 SH       DEFINED 01              91266        0        0
ADVANCED POWER TECHNOLOGY      COM              00761E108     3194   220400 SH       DEFINED 01             220400        0        0
ADVANCED POWER TECHNOLOGY      COM              00761E108      543    37500 SH       DEFINED 01 05               0    37500        0
AEROFLEX                       COM              007768104     2479   356810 SH       DEFINED 01             356810        0        0
AEROFLEX                       COM              007768104       69     9874 SH       DEFINED 01 05               0     9874        0
AEROFLEX INC                   COM              007768104        2      270 SH       DEFINED 01 02               0      270        0
AEROPOSTALE INC                COM              007865108      156     5710 SH       DEFINED 01               5710        0        0
AEROPOSTALE INC                COM              007865108      486    17750 SH       DEFINED 01 05               0    17750        0
ADVANCED MICRO DEVICES         COM              007903107     1308   134543 SH       DEFINED 01             134543        0        0
ADVANCED MICRO DEVICES         COM              007903107      781    80345 SH       DEFINED 01 03               0    80345        0
ADVANCED MICRO DEVICES         COM              007903107     2029   208676 SH       DEFINED 01 05               0   208676        0
ADVANCEPCS                     COM              00790K109    23965  1001037 SH       DEFINED 01            1001037        0        0
ADVANCEPCS                     COM              00790K109        8      350 SH       DEFINED 01 02               0      350        0
ADVANCEPCS                     COM              00790K109     7477   312300 SH       DEFINED 01 05               0   312300        0
ADVANTA CORP - CL A            COM              007942105        1      114 SH       DEFINED 01                114        0        0
ADVANCED ENERGY INDS           COM              007973100     2281   102852 SH       DEFINED 01             102852        0        0
ADVENT SOFTWARE                COM              007974108     7744   301319 SH       DEFINED 01             301319        0        0
ADVENT SOFTWARE                COM              007974108      403    15677 SH       DEFINED 01 02               0    15677        0
ADVENT SOFTWARE                COM              007974108      696    27100 SH       DEFINED 01 03               0    27100        0
ADVENT SOFTWARE                COM              007974108      316    12298 SH       DEFINED 01 05               0    12298        0
AEON CREDIT SERVICES           COM              008010993       78   200000 SH       DEFINED 01             200000        0        0
AEON CREDIT SERVICE            COM              008011991      275     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      196     4093 SH       DEFINED 01               4093        0        0
AETNA                          COM              00817Y108     1647    34341 SH       DEFINED 01 03               0    34341        0
AETNA                          COM              00817Y108       75     1573 SH       DEFINED 01 05               0     1573        0
AFFILIATED COMPUTER            COM              008190100      128     2700 SH       DEFINED 01 02               0     2700        0
AFFILIATED COMPUTER SERVICES C COM              008190100     9734   205016 SH       DEFINED 01             205016        0        0
AFFILIATED COMPUTER SERVICES C COM              008190100    10303   217000 SH       DEFINED 01 05               0   217000        0
AFFILIATED MANAGERS            COM              008252108    24310   395310 SH       DEFINED 01 02               0   395310        0
AFFILIATED MANAGERS GROUP      COM              008252108     4185    68032 SH       DEFINED 01              68032        0        0
AFFILIATED MANAGERS GROUP      COM              008252108      667    10850 SH       DEFINED 01 03               0    10850        0
AFFILIATED MANAGERS GROUP      COM              008252108      129     2100 SH       DEFINED 01 05               0     2100        0
AFFYMETRIX                     COM              00826T108        6      268 SH       DEFINED 01                268        0        0
AFL/CIO UNITS OF               COM              008270993      499      460 SH       DEFINED 01 02               0      460        0
AFRICAN RAINBOW MIN            COM              008279994     1120   220000 SH       DEFINED 01             220000        0        0
AGFA GEVAERT NV                COM              008453995     1202    66000 SH       DEFINED 01              66000        0        0
AGGREKO                        COM              008455990      138    50000 SH       DEFINED 01              50000        0        0
AGERE SYSTEMS CL A             COM              00845V100      879   628287 SH       DEFINED 01             628287        0        0
AGERE SYSTEMS CL A             COM              00845V100       12     8461 SH       DEFINED 01 05               0     8461        0
AGERE SYSTEMS INC-CL           COM              00845V209        8     5238 SH       DEFINED 01                  0     5238        0
AGERE SYSTEMS INC-CL B         COM              00845V209      185   123221 SH       DEFINED 01             123221        0        0
AGERE SYSTEMS INC-CL B         COM              00845V209      312   207681 SH       DEFINED 01 05               0   207681        0
AGILENT TECHNOLOGIES           COM              00846U101     1972    82618 SH       DEFINED 01              82618        0        0
AGILENT TECHNOLOGIES           COM              00846U101     2608   109218 SH       DEFINED 01 03               0   109218        0
AGILENT TECHNOLOGIES           COM              00846U101     1791    75004 SH       DEFINED 01 05               0    75004        0
AGILENT TECH CVT               CONV BND         00846UAB7      112   110000 PRN      DEFINED 01 02               0        0   110000
AGILE SOFTWARE                 COM              00846X105      799   109811 SH       DEFINED 01             109811        0        0
L'AIR LIQUIDE                  COM              009126103      257     1669 SH       DEFINED 01               1669        0        0
AIR PROD & CHEM                COM              009158106     3331    66000 SH       DEFINED 01                  0    66000        0
AIR PROD & CHEM                COM              009158106    14751   292263 SH       DEFINED 01 02               0   292263        0
AIR PRODUCTS & CHEMICALS       COM              009158106   176201  3491211 SH       DEFINED 01            3491211        0        0
AIR PRODUCTS & CHEMICALS       COM              009158106     4712    93363 SH       DEFINED 01 03               0    93363        0
AIR PRODUCTS & CHEMICALS       COM              009158106    39362   779901 SH       DEFINED 01 05               0   779901        0
AIRBORNE                       COM              009269101     1742    90731 SH       DEFINED 01              90731        0        0
AIRBORNE                       COM              009269101        8      399 SH       DEFINED 01 03               0      399        0
AIRBORNE                       COM              009269101      196    10200 SH       DEFINED 01 05               0    10200        0
AIRBORNE INC                   COM              009269101      118     6160 SH       DEFINED 01 02               0     6160        0
AIRGAS                         COM              009363102     2736   158187 SH       DEFINED 01             158187        0        0
AIRGAS                         COM              009363102        8      472 SH       DEFINED 01 03               0      472        0
AIRGAS                         COM              009363102      299    17294 SH       DEFINED 01 05               0    17294        0
AIRGAS INC                     COM              009363102      128     7390 SH       DEFINED 01 02               0     7390        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
BALFOUR BEATTY PLC             COM              0096162          3      935 SH       DEFINED 01 10             935        0        0
AKAMAI TECHNOLOGIES            COM              00971T101       13    10000 SH       DEFINED 01                  0    10000        0
AKAMAI TECHNOLOGIES            COM              00971T101        0      180 SH       DEFINED 01                180        0        0
BTG PLC                        COM              0100159          1      246 SH       DEFINED 01 10             246        0        0
AKZO NOBEL NV ORD              COM              010199990     9797   225000 SH       DEFINED 01             225000        0        0
AKZO NOBEL NV ORD              COM              010199990      370     8500 SH       DEFINED 01 05               0     8500        0
ALABAMA NATL BANC              COM              010317105       58     1350 SH       DEFINED 01 02               0     1350        0
ALABAMA NATL BANC              COM              010317105        4       88 SH       DEFINED 01 03               0       88        0
BOC GROUP                      COM              0108120         21     1364 SH       DEFINED 01 10            1364        0        0
BOOTS CO                       COM              0111441         25     2526 SH       DEFINED 01 10            2526        0        0
ALAMO GROUP                    COM              011311107     1121    72300 SH       DEFINED 01              72300        0        0
ALAMO GROUP                    COM              011311107      228    14700 SH       DEFINED 01 05               0    14700        0
ALAMOSA HOLDINGS INC           COM              011589108        0      347 SH       DEFINED 01                347        0        0
ALASKA AIR GROUP               COM              011659109       32     1210 SH       DEFINED 01               1210        0        0
ALASKA COMM SYSTEM GROUP       COM              01167P101        4      748 SH       DEFINED 01                748        0        0
ALBANY INTL CL A               COM              012348108     2184    81137 SH       DEFINED 01              81137        0        0
ALBANY INTL CL A               COM              012348108        5      190 SH       DEFINED 01 03               0      190        0
ALBANY INTL CL A               COM              012348108      251     9310 SH       DEFINED 01 05               0     9310        0
ALBANY INTL CORP NEW           COM              012348108       82     3071 SH       DEFINED 01 02               0     3071        0
ALBANY MOLECULAR RESEARCH      COM              012423109        4      211 SH       DEFINED 01                211        0        0
ALBEMARLE                      COM              012653101     3708   120169 SH       DEFINED 01             120169        0        0
ALBEMARLE                      COM              012653101      330    10700 SH       DEFINED 01 05               0    10700        0
AMVESCAP PLC                   COM              0128269         16     2024 SH       DEFINED 01 10            2024        0        0
BRITISH AIRW                   COM              0129057          7     2538 SH       DEFINED 01 10            2538        0        0
ALBERTO-CULVER CL B            COM              013068101       78     1637 SH       DEFINED 01               1637        0        0
ALBERTO-CULVER CL B            COM              013068101      650    13596 SH       DEFINED 01 03               0    13596        0
ALBERTO-CULVER CL B            COM              013068101       30      620 SH       DEFINED 01 05               0      620        0
ALBERTSON'S                    COM              013104104    13957   458206 SH       DEFINED 01             458206        0        0
ALBERTSON'S                    COM              013104104     2914    95671 SH       DEFINED 01 03               0    95671        0
ALBERTSON'S                    COM              013104104     1084    35599 SH       DEFINED 01 05               0    35599        0
BRITISH LAND                   COM              0136701         10     1218 SH       DEFINED 01 10            1218        0        0
ALCAN                          COM              013716105    21658   577221 SH       DEFINED 01             577221        0        0
ALCAN                          COM              013716105     2961    78907 SH       DEFINED 01 03               0    78907        0
ALCAN                          COM              013716105     3920   104469 SH       DEFINED 01 05               0   104469        0
ALCOA                          COM              013817101   262074  7905735 SH       DEFINED 01            7905735        0        0
ALCOA                          COM              013817101     9590   289282 SH       DEFINED 01 03               0   289282        0
ALCOA                          COM              013817101    45328  1367336 SH       DEFINED 01 05               0  1367336        0
ALCOA INC                      COM              013817101     7307   220395 SH       DEFINED 01                  0   220395        0
ALCOA INC                      COM              013817101    48183  1453449 SH       DEFINED 01 02               0  1453449        0
BRITISH SKY                    COM              0141192         36     3797 SH       DEFINED 01 10            3797        0        0
ALEXANDER & BALDWIN            COM              014482103     6105   239161 SH       DEFINED 01             239161        0        0
ALEXANDER & BALDWIN            COM              014482103      454    17800 SH       DEFINED 01 05               0    17800        0
ALEXION PHARMACEUTIC           COM              015351109        1       69 SH       DEFINED 01                 69        0        0
ALFA LAVAL - AB                COM              015355993      798    79719 SH       DEFINED 01              79719        0        0
ALFA LAVAL - AB                COM              015355993     5118   511233 SH       DEFINED 01 03               0   511233        0
ALFA CORP                      COM              015385107        5      428 SH       DEFINED 01                428        0        0
BUNZL                          COM              0154004          8      992 SH       DEFINED 01 10             992        0        0
CABLE & WIRE                   COM              0162557         17     6694 SH       DEFINED 01 10            6694        0        0
ALKERMES                       COM              01642T108        3      188 SH       DEFINED 01                188        0        0
ALLEGHANY                      COM              017175100     1151     6027 SH       DEFINED 01               6027        0        0
CAPITA GROUP                   COM              0173474          7     1500 SH       DEFINED 01 10            1500        0        0
ALLEGHENY ENERGY               COM              017361106     4678   181707 SH       DEFINED 01             181707        0        0
ALLEGHENY ENERGY               COM              017361106      760    29533 SH       DEFINED 01 03               0    29533        0
ALLEGHENY ENERGY               COM              017361106       67     2590 SH       DEFINED 01 05               0     2590        0
ALLEGHENY TECHNOLOGIES         COM              01741R102       39     2509 SH       DEFINED 01               2509        0        0
ALLEGHENY TECHNOLOGIES         COM              01741R102      301    18965 SH       DEFINED 01 03               0    18965        0
ALLEGHENY TECHNOLOGIES         COM              01741R102       14      865 SH       DEFINED 01 05               0      865        0
ALLEGIANT BANCORP IN           COM              017476102       30     1610 SH       DEFINED 01 02               0     1610        0
ALLEGIANT BANCORP INC          COM              017476102      858    47200 SH       DEFINED 01              47200        0        0
ALLEGIANT BANCORP INC          COM              017476102        2      110 SH       DEFINED 01 03               0      110        0
ALLEGIANT BANCORP INC          COM              017476102       85     4700 SH       DEFINED 01 05               0     4700        0
ALLEGIANCE TELECOM             COM              01747T102        1      604 SH       DEFINED 01                604        0        0
NOVAR PLC                      COM              0176268          2     1018 SH       DEFINED 01 10            1018        0        0
ALLEN TELECOM                  COM              018091108      415    97709 SH       DEFINED 01              97709        0        0
CELLTECH CHIRO                 COM              0182276          5      615 SH       DEFINED 01 10             615        0        0
ALLERGAN                       COM              018490102    16037   240247 SH       DEFINED 01             240247        0        0
ALLERGAN                       COM              018490102     2350    35217 SH       DEFINED 01 03               0    35217        0
ALLERGAN                       COM              018490102    23468   351587 SH       DEFINED 01 05               0   351587        0
ALLERGAN INC                   COM              018490102    34515   517066 SH       DEFINED 01 02               0   517066        0
ALLERGAN INC CVT               CONV BND         018490AA0      119   190000 PRN      DEFINED 01 02               0        0   190000
ALLETE                         COM              018522102    16351   603362 SH       DEFINED 01             603362        0        0
ALLIANCE CAPITAL MANAGEMENT HO COM              01855A101        6      167 SH       DEFINED 01                167        0        0
ALLIANCE DATA SYSTEM           COM              018581108      136     5340 SH       DEFINED 01 02               0     5340        0
ALLIANCE DATA SYSTEMS          COM              018581108    14722   576200 SH       DEFINED 01             576200        0        0
ALLIANCE DATA SYSTEMS          COM              018581108    17075   668300 SH       DEFINED 01 05               0   668300        0
ALLIANCE GAMING                COM              01859P609      665    54390 SH       DEFINED 01              54390        0        0
ALLIANCE & LEICESTER           COM              018655993      302    23916 SH       DEFINED 01              23916        0        0
ALLIANCE SEMICONDUCTOR         COM              01877H100      929   130839 SH       DEFINED 01             130839        0        0
ALLIANT ENERGY                 COM              018802108       86     3354 SH       DEFINED 01               3354        0        0
ALLIANT TECHSYSTEMS            COM              018804104    10935   171386 SH       DEFINED 01             171386        0        0
ALLIANT TECHSYSTEMS            COM              018804104       27      433 SH       DEFINED 01 02               0      433        0
ALLIANT TECHSYSTEMS            COM              018804104        2       24 SH       DEFINED 01 03               0       24        0
ALLIANT TECHSYSTEMS            COM              018804104      182     2850 SH       DEFINED 01 05               0     2850        0
ALLIANZ                        COM              018828996    26082   130223 SH       DEFINED 01             130223        0        0
ALLIANZ                        COM              018828996     4602    22979 SH       DEFINED 01 03               0    22979        0
ALLIANZ                        COM              018828996    19793    98820 SH       DEFINED 01 05               0    98820        0
ALLIED CAPITAL                 COM              01903Q108        9      404 SH       DEFINED 01                404        0        0
ALLIED IRISH BANKS             COM              019224880     1580   118935 SH       DEFINED 01             118935        0        0
ALLIED IRISH BANK              COM              019224997      765    58102 SH       DEFINED 01              58102        0        0
ALLIED WASTE INDS              COM              019589308     2189   225402 SH       DEFINED 01             225402        0        0
ALLIED WASTE INDS              COM              019589308      450    46390 SH       DEFINED 01 03               0    46390        0
ALLIED WASTE INDS              COM              019589308       21     2121 SH       DEFINED 01 05               0     2121        0
ALLMERICA FINANCIAL            COM              019754100     6153   133181 SH       DEFINED 01             133181        0        0
ALLMERICA FINANCIAL            COM              019754100     9379   203000 SH       DEFINED 01 05               0   203000        0
ALLOY INC                      COM              019855105     4444   307700 SH       DEFINED 01             307700        0        0
ALLOY INC                      COM              019855105        3      180 SH       DEFINED 01 02               0      180        0
ALLOY INC                      COM              019855105      146    10100 SH       DEFINED 01 05               0    10100        0
ALLSCRIPTS HEALTHCARE SOLUTION COM              01988P108        0      105 SH       DEFINED 01                105        0        0
ALLIANCE UNICHEM               COM              020000998      444    47000 SH       DEFINED 01              47000        0        0
ALLSTATE                       COM              020002101    20251   547623 SH       DEFINED 01             547623        0        0
ALLSTATE                       COM              020002101     6264   169414 SH       DEFINED 01 03               0   169414        0
ALLSTATE                       COM              020002101    11310   305854 SH       DEFINED 01 05               0   305854        0
ALLTEL                         COM              020039103    10716   228000 SH       DEFINED 01             228000        0        0
ALLTEL                         COM              020039103     3479    74012 SH       DEFINED 01 03               0    74012        0
ALLTEL                         COM              020039103     8514   181150 SH       DEFINED 01 05               0   181150        0
ALLTEL CORP                    COM              020039103      564    12000 SH       DEFINED 01                  0    12000        0
ALPHARMA CL A                  COM              020813101     2795   164586 SH       DEFINED 01             164586        0        0
ALTANA                         COM              021275995      595    11821 SH       DEFINED 01              11821        0        0
ALTADIS SA                     COM              021280995      540    26149 SH       DEFINED 01              26149        0        0
ALTERA                         COM              021441100      333    24544 SH       DEFINED 01              24544        0        0
ALTERA                         COM              021441100     1229    90390 SH       DEFINED 01 03               0    90390        0
ALTERA                         COM              021441100     4296   315936 SH       DEFINED 01 05               0   315936        0
ALTERA CORP                    COM              021441100      490    36000 SH       DEFINED 01                  0    36000        0
CGNU PLC                       COM              0216238         50     6274 SH       DEFINED 01 10            6274        0        0
ALZA (JNJ) CVT                 CONV BND         02261WAB5      106   140000 PRN      DEFINED 01 02               0        0   140000
AMADA                          COM              022631105     2836   585000 SH       DEFINED 01             585000        0        0
AMADA                          COM              022631105     1459   301000 SH       DEFINED 01 03               0   301000        0
AMADA                          COM              022631105     5395  1113000 SH       DEFINED 01 05               0  1113000        0
AMADEUS GLOBAL TRAV            COM              022657993      204    31864 SH       DEFINED 01              31864        0        0
AMAZON COM INC                 COM              023135106    15052   926258 SH       DEFINED 01             926258        0        0
AMAZON COM INC                 COM              023135106       65     4000 SH       DEFINED 01 02               0     4000        0
AMAZON COM INC                 COM              023135106       73     4500 SH       DEFINED 01 03               0     4500        0
AMAZON COM INC                 COM              023135106     5526   340100 SH       DEFINED 01 05               0   340100        0
AMB GENERALI HOLDING           COM              023138993     1670    17150 SH       DEFINED 01              17150        0        0
AMBAC FINANCIAL GROUP          COM              023139108      201     2973 SH       DEFINED 01               2973        0        0
AMBAC FINANCIAL GROUP          COM              023139108     1681    24940 SH       DEFINED 01 03               0    24940        0
AMBAC FINANCIAL GROUP          COM              023139108       77     1145 SH       DEFINED 01 05               0     1145        0
AMCOR ORD                      COM              02341R104      768   166026 SH       DEFINED 01 03               0   166026        0
AMERADA HESS                   COM              023551104      903    10946 SH       DEFINED 01              10946        0        0
AMERADA HESS                   COM              023551104     1726    20925 SH       DEFINED 01 03               0    20925        0
AMERADA HESS                   COM              023551104       79      958 SH       DEFINED 01 05               0      958        0
AMERCO                         COM              023586100        1       73 SH       DEFINED 01                 73        0        0
AMEREN                         COM              023608102     2811    65343 SH       DEFINED 01              65343        0        0
AMEREN                         COM              023608102     1481    34445 SH       DEFINED 01 03               0    34445        0
AMEREN                         COM              023608102      119     2753 SH       DEFINED 01 05               0     2753        0
AMERICA WEST HLDG CP           COM              023657208        0      110 SH       DEFINED 01                110        0        0
REUTERS GROU                   COM              0236913         20     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
AMERICA FIRST MORTGAGE INVESTM COM              023934102     1207   122600 SH       DEFINED 01             122600        0        0
SCHRODERS                      COM              0240549          6      699 SH       DEFINED 01 10             699        0        0
AMERICAN AXLE & MFG HOLDINGS   COM              024061103     1129    37956 SH       DEFINED 01              37956        0        0
SIX CONTINENTS PLC             COM              0243195         24     2376 SH       DEFINED 01 10            2376        0        0
AMER CAP STRATEGIES            COM              024937104        6      217 SH       DEFINED 01                217        0        0
AMERICAN ELEC PWR              COM              025537101      170     4250 SH       DEFINED 01 02               0     4250        0
AMERICAN ELECTRIC POWER        COM              025537101    51339  1282827 SH       DEFINED 01            1282827        0        0
AMERICAN ELECTRIC POWER        COM              025537101     3228    80661 SH       DEFINED 01 03               0    80661        0
AMERICAN ELECTRIC POWER        COM              025537101      267     6662 SH       DEFINED 01 05               0     6662        0
AMER ELEC PFD CVT PFD          PRF              025537200     7384   150000 SH       DEFINED 01             150000        0        0
AMERICAN EAGLE OUTFITTERS      COM              02553E106      646    30535 SH       DEFINED 01              30535        0        0
AMERICAN EXPRESS               COM              025816109     1354    37258 SH       DEFINED 01              37258        0        0
AMERICAN EXPRESS               COM              025816109    11365   312902 SH       DEFINED 01 03               0   312902        0
AMERICAN EXPRESS               COM              025816109      521    14347 SH       DEFINED 01 05               0    14347        0
AMERICAN FINANCIAL GROUP       COM              025932104       66     2758 SH       DEFINED 01               2758        0        0
AMERICAN FINANCIAL HOLDINGS    COM              026075101     2237    74778 SH       DEFINED 01              74778        0        0
BAE SYSTEMS PLC                COM              0263494         46     9001 SH       DEFINED 01 10            9001        0        0
AMERICAN GREETINGS CL A        COM              026375105     9286   557349 SH       DEFINED 01             557349        0        0
AMERICAN GREETINGS CL A        COM              026375105      304    18281 SH       DEFINED 01 03               0    18281        0
AMERICAN GREETINGS CL A        COM              026375105      275    16501 SH       DEFINED 01 05               0    16501        0
AMER GROUP                     COM              026377994      345    10600 SH       DEFINED 01              10600        0        0
PROVIDENT FI                   COM              0268596          6      573 SH       DEFINED 01 10             573        0        0
AMERICAN INTL GROUP            COM              026874107    14228   208522 SH       DEFINED 01                  0   208522        0
AMERICAN INTL GROUP            COM              026874107   532569  7805491 SH       DEFINED 01            7805491        0        0
AMERICAN INTL GROUP            COM              026874107    35435   519444 SH       DEFINED 01 02               0   519444        0
AMERICAN INTL GROUP            COM              026874107    42437   621970 SH       DEFINED 01 03               0   621970        0
AMERICAN INTL GROUP            COM              026874107   187514  2748252 SH       DEFINED 01 05               0  2748252        0
AMERICAN INTL GROUP            CONV BND         026874AP2      195   320000 PRN      DEFINED 01 02               0        0   320000
AMER ITALIAN PASTA             COM              027070101        5      100 SH       DEFINED 01 02               0      100        0
AMERICAN ITALIAN PASTA CL A    COM              027070101     6848   134307 SH       DEFINED 01             134307        0        0
AMERICAN ITALIAN PASTA CL A    COM              027070101      337     6600 SH       DEFINED 01 05               0     6600        0
AMERICAN MANAGEMENT SYSTEMS    COM              027352103     5194   271751 SH       DEFINED 01             271751        0        0
AMERICAN MANAGEMENT SYSTEMS    COM              027352103      113     5900 SH       DEFINED 01 05               0     5900        0
AMERICAN MEDICAL SYSTEMS HOLDI COM              02744M108     1523    75900 SH       DEFINED 01              75900        0        0
AMERICAN MEDICAL SEC           COM              02744P101      431    18000 SH       DEFINED 01              18000        0        0
AMERSHAM PLC                   COM              0274753         18     2071 SH       DEFINED 01 10            2071        0        0
AMERICAN NATL INS CO           COM              028591105        8       78 SH       DEFINED 01                 78        0        0
BRIT AMER TO                   COM              0287580         61     5655 SH       DEFINED 01 10            5655        0        0
AMER PWR CONVERSION            COM              029066107      977    77370 SH       DEFINED 01 02               0    77370        0
AMERICAN POWER CONVERSION      COM              029066107    24070  1905768 SH       DEFINED 01            1905768        0        0
AMERICAN POWER CONVERSION      COM              029066107     2293   181592 SH       DEFINED 01 03               0   181592        0
AMERICAN POWER CONVERSION      COM              029066107     1718   136056 SH       DEFINED 01 05               0   136056        0
MAN E.D & F                    COM              0294405         11      716 SH       DEFINED 01 10             716        0        0
AMERICAN STANDARD              COM              029712106     2335    31106 SH       DEFINED 01              31106        0        0
AMERICAN STANDARD              COM              029712106     1283    17080 SH       DEFINED 01 03               0    17080        0
AMERICAN STANDARD              COM              029712106       59      781 SH       DEFINED 01 05               0      781        0
AMERICAN STATES WATER          COM              029899101     1278    48520 SH       DEFINED 01              48520        0        0
AMERICAN TOWER CL A            COM              029912201        6     1612 SH       DEFINED 01               1612        0        0
AMERICAN TOWER CORP            COM              029912201       86    25000 SH       DEFINED 01                  0    25000        0
AMERICAN WATER WORKS           COM              030411102    17449   403815 SH       DEFINED 01             403815        0        0
AMERICREDIT                    COM              03060R101     9699   345783 SH       DEFINED 01             345783        0        0
AMERICREDIT                    COM              03060R101       67     2400 SH       DEFINED 01 03               0     2400        0
AMERICREDIT                    COM              03060R101      233     8300 SH       DEFINED 01 05               0     8300        0
AMERISTAR CASINOS IN           COM              03070Q101     2034    70000 SH       DEFINED 01              70000        0        0
AMERISTAR CASINOS IN           COM              03070Q101        2       60 SH       DEFINED 01 02               0       60        0
AMERISTAR CASINOS IN           COM              03070Q101      232     8000 SH       DEFINED 01 05               0     8000        0
AMERON INTL CORP               COM              030710107     1221    17000 SH       DEFINED 01              17000        0        0
AMERON INTL CORP               COM              030710107       96     1340 SH       DEFINED 01 02               0     1340        0
AMERON INTL CORP               COM              030710107        6       77 SH       DEFINED 01 03               0       77        0
AMERON INTL CORP               COM              030710107      144     2000 SH       DEFINED 01 05               0     2000        0
AMERSHAM                       COM              030719108        3       60 SH       DEFINED 01 02               0       60        0
AMERIPATH                      COM              03071D109     5431   226281 SH       DEFINED 01             226281        0        0
AMERIPATH                      COM              03071D109      226     9426 SH       DEFINED 01 05               0     9426        0
AMERIPATH INC                  COM              03071D109        4      180 SH       DEFINED 01 02               0      180        0
AMERITRADE HLDGS               COM              03072H109        4      931 SH       DEFINED 01                931        0        0
AMERUS GROUP                   COM              03072M108    10155   274087 SH       DEFINED 01             274087        0        0
AMERUS GROUP                   COM              03072M108        4      121 SH       DEFINED 01 03               0      121        0
AMERUS GROUP                   COM              03072M108      882    23800 SH       DEFINED 01 05               0    23800        0
AMERUS GROUP CO                COM              03072M108       66     1756 SH       DEFINED 01 02               0     1756        0
AMERISOURCEBERGEN              COM              03073E105    30295   398607 SH       DEFINED 01             398607        0        0
AMERISOURCEBERGEN              COM              03073E105      945    12417 SH       DEFINED 01 02               0    12417        0
AMERISOURCEBERGEN              COM              03073E105     3555    46770 SH       DEFINED 01 03               0    46770        0
AMERISOURCEBERGEN              COM              03073E105    11925   156907 SH       DEFINED 01 05               0   156907        0
AMERIGROUP CORP                COM              03073T102     2643    95293 SH       DEFINED 01              95293        0        0
AMERIGROUP CORP                COM              03073T102      227     8200 SH       DEFINED 01 05               0     8200        0
ELECTROCOMPO                   COM              0309644          6     1019 SH       DEFINED 01 10            1019        0        0
AMETEK                         COM              031100100      588    15787 SH       DEFINED 01              15787        0        0
AMETEK INC (NEW)               COM              031100100        4      120 SH       DEFINED 01 02               0      120        0
AMGEN                          COM              031162100   186132  4444380 SH       DEFINED 01            4444380        0        0
AMGEN                          COM              031162100    10440   249287 SH       DEFINED 01 03               0   249287        0
AMGEN                          COM              031162100    24207   578005 SH       DEFINED 01 05               0   578005        0
AMGEN INC                      COM              031162100     6198   148000 SH       DEFINED 01                  0   148000        0
AMGEN INC                      COM              031162100    17666   421834 SH       DEFINED 01 02               0   421834        0
AMGEN                          CONV BND         031162AE0      197   290000 PRN      DEFINED 01 02               0        0   290000
AMKOR TECHNOLOGY               COM              031652100        4      578 SH       DEFINED 01                578        0        0
AMPHENOL CL A                  COM              032095101     1627    45177 SH       DEFINED 01              45177        0        0
AMPHENOL CL A                  COM              032095101     2700    75000 SH       DEFINED 01 05               0    75000        0
AMSOUTH BANCORPORATION         COM              032165102      226    10137 SH       DEFINED 01              10137        0        0
AMSOUTH BANCORPORATION         COM              032165102     1904    85074 SH       DEFINED 01 03               0    85074        0
AMSOUTH BANCORPORATION         COM              032165102       87     3900 SH       DEFINED 01 05               0     3900        0
AMVESCAP                       COM              03235E993       84    10297 SH       DEFINED 01              10297        0        0
ANADARKO PETRO CORP            COM              032511107      641    13000 SH       DEFINED 01 02               0    13000        0
ANADARKO PETROLEUM             COM              032511107    24340   493732 SH       DEFINED 01             493732        0        0
ANADARKO PETROLEUM             COM              032511107     4389    89016 SH       DEFINED 01 03               0    89016        0
ANADARKO PETROLEUM             COM              032511107     3992    80974 SH       DEFINED 01 05               0    80974        0
ANADIGICS                      COM              032515108        2      183 SH       DEFINED 01                183        0        0
ANALOG DEVICES                 COM              032654105     8089   272368 SH       DEFINED 01             272368        0        0
ANALOG DEVICES                 COM              032654105     9316   313655 SH       DEFINED 01 02               0   313655        0
ANALOG DEVICES                 COM              032654105     2583    86988 SH       DEFINED 01 03               0    86988        0
ANALOG DEVICES                 COM              032654105      298    10034 SH       DEFINED 01 05               0    10034        0
ANALOGIC                       COM              032657207     4673    95049 SH       DEFINED 01              95049        0        0
ANALOGIC                       COM              032657207      369     7500 SH       DEFINED 01 05               0     7500        0
ANALYSTS INTL                  COM              032681108      330    77621 SH       DEFINED 01              77621        0        0
ANAREN MICROWAVE               COM              032744104      312    36128 SH       DEFINED 01              36128        0        0
ANCHOR BANCORP                 COM              032839102       98     4050 SH       DEFINED 01 02               0     4050        0
ANCHOR BANCORP WISCONSIN       COM              032839102     3978   165006 SH       DEFINED 01             165006        0        0
ANCHOR BANCORP WISCONSIN       COM              032839102        6      252 SH       DEFINED 01 03               0      252        0
ANCHOR BANCORP WISCONSIN       COM              032839102      236     9800 SH       DEFINED 01 05               0     9800        0
FKI                            COM              0329459          3     1243 SH       DEFINED 01 10            1243        0        0
CARLTON                        COM              0341925          5     1453 SH       DEFINED 01 10            1453        0        0
ANDREW CORP                    COM              034425108       43     2961 SH       DEFINED 01               2961        0        0
ANDREW CORP                    COM              034425108       41     2960 SH       DEFINED 01 02               0     2960        0
ANDREW CORP                    COM              034425108      334    23270 SH       DEFINED 01 03               0    23270        0
ANDREW CORP                    COM              034425108       15     1054 SH       DEFINED 01 05               0     1054        0
BIRSTGROUP PLC                 COM              0345217          5     1259 SH       DEFINED 01 10            1259        0        0
ANDRX CORP-ANDRX GROUP         COM              034553107       52     1922 SH       DEFINED 01               1922        0        0
ANDRX CORP-ANDRX GROUP         COM              034553107     1160    43000 SH       DEFINED 01 05               0    43000        0
ANGELICA                       COM              034663104      476    27659 SH       DEFINED 01              27659        0        0
ANGLO AMERICAN PLC             COM              034671883     5061   304307 SH       DEFINED 01             304307        0        0
ANGLO AMERICAN PLC             COM              034671883      208    12520 SH       DEFINED 01 05               0    12520        0
ANGLO IRISH BANK CRP           COM              034675959      181    28000 SH       DEFINED 01              28000        0        0
ANGLO IRISH BANK               COM              034675991      143    22000 SH       DEFINED 01              22000        0        0
ANGLOGOLD ADR                  COM              035128206     3252   124700 SH       DEFINED 01             124700        0        0
ANGLOGOLD ADR                  COM              035128206       47     1800 SH       DEFINED 01 05               0     1800        0
ANHEUSER BUSCH CO              COM              035229103    20116   402274 SH       DEFINED 01 02               0   402274        0
ANHEUSER-BUSCH                 COM              035229103   176954  3539082 SH       DEFINED 01            3539082        0        0
ANHEUSER-BUSCH                 COM              035229103    10310   206207 SH       DEFINED 01 03               0   206207        0
ANHEUSER-BUSCH                 COM              035229103    61996  1239935 SH       DEFINED 01 05               0  1239935        0
ANIXTER INTL                   COM              035290105     3960   170393 SH       DEFINED 01             170393        0        0
ANIXTER INTL                   COM              035290105      130     5600 SH       DEFINED 01 05               0     5600        0
ANNALY MORT MGMT               COM              035710409     2278   117391 SH       DEFINED 01             117391        0        0
ANNALY MORT MGMT               COM              035710409       71     3690 SH       DEFINED 01 02               0     3690        0
ANNALY MORT MGMT               COM              035710409        4      230 SH       DEFINED 01 03               0      230        0
ANNALY MORT MGMT               COM              035710409      231    11900 SH       DEFINED 01 05               0    11900        0
ANNTAYLOR STORES               COM              036115103     9542   375808 SH       DEFINED 01             375808        0        0
ANNTAYLOR STORES               COM              036115103        2       93 SH       DEFINED 01 03               0       93        0
ANNTAYLOR STORES               COM              036115103       52     2050 SH       DEFINED 01 05               0     2050        0
ANNTAYLOR STORES COR           COM              036115103       46     1802 SH       DEFINED 01 02               0     1802        0
ANSYS                          COM              03662Q105     2538   126280 SH       DEFINED 01             126280        0        0
ANSYS                          COM              03662Q105        3      160 SH       DEFINED 01 02               0      160        0
ANSYS                          COM              03662Q105      133     6600 SH       DEFINED 01 05               0     6600        0
ANTHEM                         COM              03674B104    28250   420251 SH       DEFINED 01             420251        0        0
ANTHEM                         COM              03674B104    18703   278232 SH       DEFINED 01 05               0   278232        0
ANTHEM INC.                    COM              03674B104      172     2555 SH       DEFINED 01 02               0     2555        0
ANTEON INTERNATIONAL CORP      COM              03674E108      302    11940 SH       DEFINED 01              11940        0        0
ANSWERTHINK CONSULTING GROUP   COM              036916104     3653   963700 SH       DEFINED 01             963700        0        0
ANSWERTHINK CONSULTING GROUP   COM              036916104      309    81400 SH       DEFINED 01 05               0    81400        0
ANTIGENICS                     COM              037032109     3908   396800 SH       DEFINED 01             396800        0        0
ANTIGENICS                     COM              037032109      363    36900 SH       DEFINED 01 05               0    36900        0
ANTOFAGASTA PLC                COM              037111994     4112   451877 SH       DEFINED 01             451877        0        0
ANTOFAGASTA PLC                COM              037111994      161    17735 SH       DEFINED 01 05               0    17735        0
ANWORTH MORTGAGE ASSET CORP    COM              037347101      220    16200 SH       DEFINED 01              16200        0        0
AO TATNEFT SPON ADR            COM              03737P306     2074   150000 SH       DEFINED 01             150000        0        0
AO TATNEFT SPON ADR            COM              03737P306       81     5850 SH       DEFINED 01 05               0     5850        0
AON                            COM              037389103    59396  2014783 SH       DEFINED 01            2014783        0        0
AON                            COM              037389103     4221   143190 SH       DEFINED 01 03               0   143190        0
AON                            COM              037389103     8864   300656 SH       DEFINED 01 05               0   300656        0
AON CORP                       COM              037389103     3331   113000 SH       DEFINED 01                  0   113000        0
AON CORP                       COM              037389103      740    25100 SH       DEFINED 01 02               0    25100        0
APACHE                         COM              037411105    34482   599895 SH       DEFINED 01             599895        0        0
APACHE                         COM              037411105     3541    61608 SH       DEFINED 01 03               0    61608        0
APACHE                         COM              037411105    15897   276578 SH       DEFINED 01 05               0   276578        0
APACHE CORP                    COM              037411105    27092   471441 SH       DEFINED 01 02               0   471441        0
AIMCON STOCK                   COM              03748R101     3951    80318 SH       DEFINED 01              80318        0        0
AIMCON STOCK                   COM              03748R101     6642   135000 SH       DEFINED 01 05               0   135000        0
APOGEE ENTERPRISES             COM              037598109     1305    90874 SH       DEFINED 01              90874        0        0
APOLLO GROUP CL A              COM              037604105    16128   409252 SH       DEFINED 01             409252        0        0
APOLLO GROUP CL A              COM              037604105     4558   115660 SH       DEFINED 01 03               0   115660        0
APOLLO GROUP CL A              COM              037604105    21808   553360 SH       DEFINED 01 05               0   553360        0
APOLLO GROUP INC  -C           COM              037604105   117715  2986937 SH       DEFINED 01 02               0  2986937        0
UNIVERSITY OF PHOENIX ONLINE   COM              037604204      263     8893 SH       DEFINED 01               8893        0        0
APOGENT TECHNOLOGIES           COM              03760A101    17566   853982 SH       DEFINED 01             853982        0        0
APOGENT TECHNOLOGIES           COM              03760A101    36459  1772527 SH       DEFINED 01 02               0  1772527        0
APOGENT TECHNOLOGIES           COM              03760A101     2607   126750 SH       DEFINED 01 03               0   126750        0
APOGENT TECHNOLOGIES           COM              03760A101      715    34747 SH       DEFINED 01 05               0    34747        0
APPALACHIAN PWR $100           PRF              037735842     1018    10000 SH       DEFINED 01 04               0    10000        0
APPALACHIAN PWR $100           PRF              037735859     1119    11000 SH       DEFINED 01 04               0    11000        0
APPLE COMPUTER                 COM              037833100    48032  2710669 SH       DEFINED 01            2710669        0        0
APPLE COMPUTER                 COM              037833100     1483    83693 SH       DEFINED 01 03               0    83693        0
APPLE COMPUTER                 COM              037833100    31832  1796331 SH       DEFINED 01 05               0  1796331        0
APPLEBEE'S INTL                COM              037899101     4114   179252 SH       DEFINED 01             179252        0        0
APRIA HEALTHCARE GRO           COM              037933108        4      180 SH       DEFINED 01 02               0      180        0
APRIA HEALTHCARE GROUP         COM              037933108     2055    91703 SH       DEFINED 01              91703        0        0
APRIA HEALTHCARE GROUP         COM              037933108      215     9600 SH       DEFINED 01 05               0     9600        0
APPLERA - APP BIOSYS           COM              038020103    27229  1397274 SH       DEFINED 01 02               0  1397274        0
APPLERA - APPLIED BIOSYSTEM GR COM              038020103    16292   835911 SH       DEFINED 01             835911        0        0
APPLERA - APPLIED BIOSYSTEM GR COM              038020103     2562   131424 SH       DEFINED 01 03               0   131424        0
APPLERA - APPLIED BIOSYSTEM GR COM              038020103      682    34990 SH       DEFINED 01 05               0    34990        0
APPLERA - CELERA GENOMICS GROU COM              038020202     4673   389459 SH       DEFINED 01             389459        0        0
APPLERA - CELERA GENOMICS GROU COM              038020202      360    30000 SH       DEFINED 01 05               0    30000        0
APPLICA                        COM              03815A106      929    74934 SH       DEFINED 01              74934        0        0
APPLIED IND TECHNOLO           COM              03820C105       63     3210 SH       DEFINED 01 02               0     3210        0
APPLIED INDUSTRIAL TECHNOLOGIE COM              03820C105     1200    61536 SH       DEFINED 01              61536        0        0
APPLIED INDUSTRIAL TECHNOLOGIE COM              03820C105        4      208 SH       DEFINED 01 03               0      208        0
APPLIED MATERIALS              COM              038222105     4763   250420 SH       DEFINED 01                  0   250420        0
APPLIED MATERIALS              COM              038222105   239202 12576308 SH       DEFINED 01           12576308        0        0
APPLIED MATERIALS              COM              038222105    50552  2657902 SH       DEFINED 01 02               0  2657902        0
APPLIED MATERIALS              COM              038222105     7720   405893 SH       DEFINED 01 03               0   405893        0
APPLIED MATERIALS              COM              038222105    39430  2073038 SH       DEFINED 01 05               0  2073038        0
APPLIED MICRO CIRCUITS         COM              03822W109       81    17146 SH       DEFINED 01              17146        0        0
APPLIED MICRO CIRCUITS         COM              03822W109      333    70437 SH       DEFINED 01 03               0    70437        0
APPLIED MICRO CIRCUITS         COM              03822W109       15     3225 SH       DEFINED 01 05               0     3225        0
APTARGROUP                     COM              038336103     3552   115511 SH       DEFINED 01             115511        0        0
AQUILA INC                     COM              03840P102       54     6798 SH       DEFINED 01               6798        0        0
GUS PLC                        COM              0384704         26     2778 SH       DEFINED 01 10            2778        0        0
CMG PLC -- (GBP)               COM              0384737          2     1419 SH       DEFINED 01 10            1419        0        0
ARACRUZ CELULOSE ADR           COM              038496204     2522   126089 SH       DEFINED 01             126089        0        0
ARACRUZ CELULOSE ADR           COM              038496204      105     5239 SH       DEFINED 01 05               0     5239        0
ARADIGM                        COM              038505103      480   110000 SH       DEFINED 01             110000        0        0
ARAMARK CL B                   COM              038521100        6      254 SH       DEFINED 01                254        0        0
MISYS                          COM              0385785          5     1305 SH       DEFINED 01 10            1305        0        0
ARBITRON INC                   COM              03875Q108       81     2590 SH       DEFINED 01 02               0     2590        0
ARBITRON3                      COM              03875Q108     3265   104646 SH       DEFINED 01             104646        0        0
ARBITRON3                      COM              03875Q108        5      165 SH       DEFINED 01 03               0      165        0
ARCELOR                        COM              039366992    12208   860192 SH       DEFINED 01             860192        0        0
ARCELOR                        COM              039366992    13565   955881 SH       DEFINED 01 05               0   955881        0
ARCH CHEMICALS                 COM              03937R102     1752    71697 SH       DEFINED 01              71697        0        0
ARCH COAL                      COM              039380100       48     2075 SH       DEFINED 01               2075        0        0
ARCHER-DANIELS-MIDLAND         COM              039483102    23524  1839201 SH       DEFINED 01            1839201        0        0
ARCHER-DANIELS-MIDLAND         COM              039483102     2013   157395 SH       DEFINED 01 03               0   157395        0
ARCHER-DANIELS-MIDLAND         COM              039483102     1696   132538 SH       DEFINED 01 05               0   132538        0
ARCHSTONE-SMITH TRUS           COM              039583109     4365   163470 SH       DEFINED 01                  0   163470        0
ARCHSTONE-SMITH TRUST          COM              039583109       12      460 SH       DEFINED 01                460        0        0
ARCTIC CAT                     COM              039670104     4500   258769 SH       DEFINED 01             258769        0        0
ARCTIC CAT                     COM              039670104      289    16600 SH       DEFINED 01 05               0    16600        0
ARDEN REALTY                   COM              039793104        6      208 SH       DEFINED 01                208        0        0
ARENA BRANDS HLD CRP ARENA BRA COM              03999M207     1111   111111 SH       DEFINED 01             111111        0        0
ARGONAUT GROUP                 COM              040157109     1915    89400 SH       DEFINED 01              89400        0        0
ARGONAUT GROUP                 COM              040157109      144     6700 SH       DEFINED 01 05               0     6700        0
ARGOSY GAMING                  COM              040228108     4222   148640 SH       DEFINED 01             148640        0        0
ARGOSY GAMING                  COM              040228108        3      120 SH       DEFINED 01 02               0      120        0
ARGOSY GAMING                  COM              040228108      182     6400 SH       DEFINED 01 05               0     6400        0
ARIBA                          COM              04033V104    11814  3703620 SH       DEFINED 01            3703620        0        0
ARIBA                          COM              04033V104      254    79700 SH       DEFINED 01 05               0    79700        0
HAMMERSON                      COM              0406501          5      629 SH       DEFINED 01 10             629        0        0
ARKANSAS BEST                  COM              040790107     4708   184800 SH       DEFINED 01             184800        0        0
ARKANSAS BEST                  COM              040790107        6      245 SH       DEFINED 01 03               0      245        0
ARKANSAS BEST                  COM              040790107      292    11450 SH       DEFINED 01 05               0    11450        0
ARKANSAS BEST CORP             COM              040790107      101     3954 SH       DEFINED 01 02               0     3954        0
HANSON                         COM              0408983         13     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         14      980 SH       DEFINED 01 10             980        0        0
ARMOR HOLDINGS                 COM              042260109     2559   100357 SH       DEFINED 01             100357        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      574    85164 SH       DEFINED 01              85164        0        0
ARRIS GROUP                    COM              04269Q100      825   187471 SH       DEFINED 01             187471        0        0
ARRIS GROUP                    COM              04269Q100       75    17028 SH       DEFINED 01 05               0    17028        0
ARRAY BIOPHARMA INC            COM              04269X105     1118   116000 SH       DEFINED 01             116000        0        0
ARRAY BIOPHARMA INC            COM              04269X105        2      160 SH       DEFINED 01 02               0      160        0
ARRAY BIOPHARMA INC            COM              04269X105      128    13300 SH       DEFINED 01 05               0    13300        0
ARRK CORPORATION               COM              042700997      451    10000 SH       DEFINED 01              10000        0        0
ARROW ELECTRONICS              COM              042735100       77     3737 SH       DEFINED 01               3737        0        0
ARROW ELECTRONIC CVT           CONV BND         042735AY6      178   400000 PRN      DEFINED 01 02               0        0   400000
ARROW FINANCIAL CORP           COM              042744102      578    17000 SH       DEFINED 01              17000        0        0
ARROW FINANCIAL CORP           COM              042744102       75     2200 SH       DEFINED 01 05               0     2200        0
ARROW INTL                     COM              042764100      193     4930 SH       DEFINED 01               4930        0        0
ARROW INTL                     COM              042764100       39     1000 SH       DEFINED 01 05               0     1000        0
ART TECH GROUP                 COM              04289L107        0      318 SH       DEFINED 01                318        0        0
ARTISAN COMPONENTS             COM              042923102     2062   229100 SH       DEFINED 01             229100        0        0
ARTESYN TECHNOLOGIES           COM              043127109      799   123325 SH       DEFINED 01             123325        0        0
ARTHROCARE                     COM              043136100      902    70115 SH       DEFINED 01              70115        0        0
ARVINMERITOR                   COM              043353101     1719    71628 SH       DEFINED 01              71628        0        0
ARVINMERITOR                   COM              043353101        5      208 SH       DEFINED 01 03               0      208        0
ARVINMERITOR                   COM              043353101      130     5400 SH       DEFINED 01 05               0     5400        0
ARVINMERITOR INC               COM              043353101       77     3220 SH       DEFINED 01 02               0     3220        0
ASAHI GLASS CO                 COM              043393990     5612   877000 SH       DEFINED 01             877000        0        0
ASAHI GLASS CO                 COM              043393990     3334   521000 SH       DEFINED 01 03               0   521000        0
ASAHI GLASS CO                 COM              043393990     3571   558000 SH       DEFINED 01 05               0   558000        0
ASBURY AUTOMOTIVE GROUP        COM              043436104        5      335 SH       DEFINED 01                335        0        0
ASCENTIAL SOFTWARE             COM              04362P108      190    68000 SH       DEFINED 01                  0    68000        0
ASCENTIAL SOFTWARE             COM              04362P108       27     9978 SH       DEFINED 01               9978        0        0
ASHANTI GOLDFLDS-GDR           COM              043743202     1228   250000 SH       DEFINED 01             250000        0        0
ASHLAND                        COM              044204105       76     1872 SH       DEFINED 01               1872        0        0
ASHLAND                        COM              044204105      661    16330 SH       DEFINED 01 03               0    16330        0
ASHLAND                        COM              044204105       30      746 SH       DEFINED 01 05               0      746        0
EXEL PLC                       COM              0448688          9      698 SH       DEFINED 01 10             698        0        0
ASHWORTH                       COM              04516H101      382    42350 SH       DEFINED 01              42350        0        0
ASK JEEVES INC                 COM              045174109        0      128 SH       DEFINED 01                128        0        0
ASPECT COMMUNICATIONS          COM              04523Q102      539   168519 SH       DEFINED 01             168519        0        0
ASPEN TECHNOLOGY               COM              045327103     1182   141767 SH       DEFINED 01             141767        0        0
IMPERIAL TOBACCO GROUP PLC     COM              0454492         30     1860 SH       DEFINED 01 10            1860        0        0
ASSOCIATED BANC-CORP           COM              045487105      112     2964 SH       DEFINED 01               2964        0        0
ASSURANCES GENERALES DE FRANCE COM              045611993     2210    48100 SH       DEFINED 01              48100        0        0
IMI                            COM              0457963          4      764 SH       DEFINED 01 10             764        0        0
IMPERIAL CHE                   COM              0459497         14     2816 SH       DEFINED 01 10            2816        0        0
ASTEC INDS                     COM              046224101     1015    63101 SH       DEFINED 01              63101        0        0
ASTORIA FINANCIAL              COM              046265104     2498    77946 SH       DEFINED 01              77946        0        0
ASTORIA FINANCIAL              COM              046265104     3013    94000 SH       DEFINED 01 05               0    94000        0
ASTORIA FINL CORP              COM              046265104       26      800 SH       DEFINED 01 02               0      800        0
ASTRAZENECA                    COM              046322996     1350    32600 SH       DEFINED 01              32600        0        0
ASTRAZENECA PLC-ADR            COM              046353108       16      400 SH       DEFINED 01 02               0      400        0
ASTROPOWER                     COM              04644A101     1371    69805 SH       DEFINED 01              69805        0        0
ASYST                          COM              04648X107        1       64 SH       DEFINED 01                 64        0        0
ASTRA F                        COM              046550992     1267  2598500 SH       DEFINED 01            2598500        0        0
ASTRA F                        COM              046550992       51   104000 SH       DEFINED 01 05               0   104000        0
SPIRENT                        COM              0472609          3     2418 SH       DEFINED 01 10            2418        0        0
JOHNSON MATT                   COM              0476407          7      476 SH       DEFINED 01 10             476        0        0
AGILITI SERIES C CV            PRF              047800XX0        0  2250000 SH       DEFINED 01            2250000        0        0
AGILITI SERIES C CV            PRF              047800XX0        0  2750000 SH       DEFINED 01 05               0  2750000        0
ATLANTIC COAST AIRLI           COM              048396105        4      170 SH       DEFINED 01 02               0      170        0
ATLANTIC COAST AIRLINES HOLDIN COM              048396105     5270   242842 SH       DEFINED 01             242842        0        0
ATLANTIC COAST AIRLINES HOLDIN COM              048396105     5015   231100 SH       DEFINED 01 05               0   231100        0
ATLAS AIR WORLDWIDE HOLDINGS   COM              049164106        6     1575 SH       DEFINED 01               1575        0        0
ATMEL                          COM              049513104      292    46722 SH       DEFINED 01              46722        0        0
ATMOS ENERGY                   COM              049560105    14834   632828 SH       DEFINED 01             632828        0        0
ATRIX LABORATORIES             COM              04962L101      503    22610 SH       DEFINED 01              22610        0        0
HILTON GROUP                   COM              0500254         15     4416 SH       DEFINED 01 10            4416        0        0
ATWOOD OCEANICS                COM              050095108     4548   120202 SH       DEFINED 01             120202        0        0
ATWOOD OCEANICS                COM              050095108        2       50 SH       DEFINED 01 02               0       50        0
ATWOOD OCEANICS                COM              050095108      178     4700 SH       DEFINED 01 05               0     4700        0
LAND SECURIT                   COM              0504502         21     1561 SH       DEFINED 01 10            1561        0        0
AUDIOVOX CL A                  COM              050757103      584    73468 SH       DEFINED 01              73468        0        0
AUGUST TECH CORP               COM              05106U105      678    68550 SH       DEFINED 01              68550        0        0
AUGUST TECH CORP               COM              05106U105        3      350 SH       DEFINED 01 02               0      350        0
AUGUST TECH CORP               COM              05106U105       79     7950 SH       DEFINED 01 05               0     7950        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
AURIONGOLD LIMITED             COM              051455996     1324   600000 SH       DEFINED 01             600000        0        0
AUSPEX SYSTEMS                 COM              052116100      119   475000 SH       DEFINED 01             475000        0        0
LOGICA                         COM              0522708          3     1051 SH       DEFINED 01 10            1051        0        0
AUSTRALIA & NEW ZEALAND BANKIN COM              052545993     1504   138900 SH       DEFINED 01             138900        0        0
AUSTRALIA & NEW ZEALAND BANKIN COM              052545993     4282   395400 SH       DEFINED 01 03               0   395400        0
AUTODESK                       COM              052769106     1318    99420 SH       DEFINED 01              99420        0        0
AUTODESK                       COM              052769106      358    26992 SH       DEFINED 01 03               0    26992        0
AUTODESK                       COM              052769106       16     1235 SH       DEFINED 01 05               0     1235        0
AUTOGRILL SPA                  COM              052775996      527    45300 SH       DEFINED 01              45300        0        0
AUTOMATIC DATA PROC.           COM              053015103      245     5625 SH       DEFINED 01 02               0     5625        0
AUTOMATIC DATA PROCESSING      COM              053015103   217977  5005217 SH       DEFINED 01            5005217        0        0
AUTOMATIC DATA PROCESSING      COM              053015103     6413   147249 SH       DEFINED 01 03               0   147249        0
AUTOMATIC DATA PROCESSING      COM              053015103    45355  1041445 SH       DEFINED 01 05               0  1041445        0
AUTONATION                     COM              05329W102     4223   291129 SH       DEFINED 01             291129        0        0
AUTONATION                     COM              05329W102     6250   431000 SH       DEFINED 01 05               0   431000        0
AUTOLIV                        COM              053300992     1097    45000 SH       DEFINED 01              45000        0        0
AUTOSTRADE SPA                 COM              053309993      715    86268 SH       DEFINED 01              86268        0        0
COMPASS GROUP                  COM              0533153         40     6585 SH       DEFINED 01 10            6585        0        0
AUTOZONE                       COM              053332102    34745   449487 SH       DEFINED 01             449487        0        0
AUTOZONE                       COM              053332102       54      700 SH       DEFINED 01 02               0      700        0
AUTOZONE                       COM              053332102     1919    24819 SH       DEFINED 01 03               0    24819        0
AUTOZONE                       COM              053332102    45771   592111 SH       DEFINED 01 05               0   592111        0
AVALONBAY COMMUNITIES          COM              053484101      170     3661 SH       DEFINED 01               3661        0        0
AVANEX CORP                    COM              05348W109        0      111 SH       DEFINED 01                111        0        0
AVAYA                          COM              053499109       53    10829 SH       DEFINED 01              10829        0        0
AVAYA                          COM              053499109      421    84978 SH       DEFINED 01 03               0    84978        0
AVAYA                          COM              053499109       19     3885 SH       DEFINED 01 05               0     3885        0
AdvantGo                       COM              05349M928      186   142153 SH       DEFINED 01             142153        0        0
AVENTIS                        COM              053561106     6339    90000 SH       DEFINED 01              90000        0        0
AVENTIS                        COM              053561106       24      340 SH       DEFINED 01 02               0      340        0
AVENTIS                        COM              053561106      291     4125 SH       DEFINED 01 05               0     4125        0
AVENTIS                        COM              053561999      775    10933 SH       DEFINED 01              10933        0        0
AVENTIS                        COM              053561999     3264    46066 SH       DEFINED 01 03               0    46066        0
AVERY DENNISON                 COM              053611109      192     3067 SH       DEFINED 01               3067        0        0
AVERY DENNISON                 COM              053611109     1622    25850 SH       DEFINED 01 03               0    25850        0
AVERY DENNISON                 COM              053611109       74     1178 SH       DEFINED 01 05               0     1178        0
AVICI SYSTEMS INC              COM              05367L109        0      270 SH       DEFINED 01                270        0        0
AVID TECHNOLOGY                COM              05367P100      780    84185 SH       DEFINED 01              84185        0        0
AVIRON CVT                     CONV BND         053762AD2      180   200000 PRN      DEFINED 01 02               0        0   200000
AVISTA                         COM              05379B107     2116   153303 SH       DEFINED 01             153303        0        0
AVNET                          COM              053807103      161     7327 SH       DEFINED 01               7327        0        0
AVOCENT                        COM              053893103      754    47337 SH       DEFINED 01              47337        0        0
AVOCENT CORPORATION            COM              053893103        2      135 SH       DEFINED 01 02               0      135        0
HSBC HLDGS                     COM              0540528        317    27532 SH       DEFINED 01 10           27532        0        0
AVON PRODUCTS                  COM              054303102    20461   391689 SH       DEFINED 01             391689        0        0
AVON PRODUCTS                  COM              054303102    19934   381550 SH       DEFINED 01 02               0   381550        0
AVON PRODUCTS                  COM              054303102     2906    55620 SH       DEFINED 01 03               0    55620        0
AVON PRODUCTS                  COM              054303102    67616  1294350 SH       DEFINED 01 05               0  1294350        0
AXA                            COM              054537998     3443   188256 SH       DEFINED 01 03               0   188256        0
AWARE                          COM              05453N100      276    72790 SH       DEFINED 01              72790        0        0
AXCELIS TECHNOLOGIES           COM              054540109     3609   314362 SH       DEFINED 01             314362        0        0
AZTAR                          COM              054802103     4794   230527 SH       DEFINED 01             230527        0        0
AZTAR                          COM              054802103        5      219 SH       DEFINED 01 03               0      219        0
AZTAR                          COM              054802103      155     7464 SH       DEFINED 01 05               0     7464        0
AZTAR CORP                     COM              054802103       83     3980 SH       DEFINED 01 02               0     3980        0
BB&T                           COM              054937107     1195    30945 SH       DEFINED 01              30945        0        0
BB&T                           COM              054937107     4352   112746 SH       DEFINED 01 03               0   112746        0
BB&T                           COM              054937107      199     5167 SH       DEFINED 01 05               0     5167        0
BB&T CORP                      COM              054937107       92     2359 SH       DEFINED 01 02               0     2359        0
BACHEM AG-REG B                COM              055100994      320     5300 SH       DEFINED 01               5300        0        0
BCE                            COM              055340996     1027    59210 SH       DEFINED 01              59210        0        0
BCE                            COM              05534B109     8710   500000 SH       DEFINED 01             500000        0        0
BEI TECHNOLOGIES               COM              05538P104      529    46202 SH       DEFINED 01              46202        0        0
BISYS GROUP                    COM              055472104    20632   619561 SH       DEFINED 01             619561        0        0
BISYS GROUP                    COM              055472104    89688  2693320 SH       DEFINED 01 02               0  2693320        0
BISYS GROUP                    COM              055472104     2244    67400 SH       DEFINED 01 03               0    67400        0
BISYS GROUP                    COM              055472104    28585   858400 SH       DEFINED 01 05               0   858400        0
BJ SERVICES                    COM              055482103    17934   529325 SH       DEFINED 01             529325        0        0
BJ SERVICES                    COM              055482103     1249    36860 SH       DEFINED 01 03               0    36860        0
BJ SERVICES                    COM              055482103    22531   665038 SH       DEFINED 01 05               0   665038        0
BJ SERVICES CO                 COM              055482103      179     5275 SH       DEFINED 01 02               0     5275        0
BKF CAPITAL GROUP              COM              05548G102       43     1500 SH       DEFINED 01               1500        0        0
BJ`S WHOLESALE CLUB            COM              05548J106    13008   337876 SH       DEFINED 01             337876        0        0
BJ`S WHOLESALE CLUB            COM              05548J106    16016   416000 SH       DEFINED 01 05               0   416000        0
BJ'S WHOLESALE CLUB            COM              05548J106      127     3300 SH       DEFINED 01 02               0     3300        0
BAYERISCHE MOTOREN WERKE       COM              055501993      427    10351 SH       DEFINED 01              10351        0        0
BAYERISCHE MOTOREN WERKE       COM              055501993     5344   129594 SH       DEFINED 01 03               0   129594        0
BOK FINANCIAL CORP             COM              05561Q201       12      350 SH       DEFINED 01                350        0        0
BP ADR                         COM              055622104    40392   800000 SH       DEFINED 01             800000        0        0
BP ADR                         COM              055622104     1702    33700 SH       DEFINED 01 03               0    33700        0
BP ADR                         COM              055622104     6223   123259 SH       DEFINED 01 05               0   123259        0
BP PLC ADR                     COM              055622104     8576   169860 SH       DEFINED 01                  0   169860        0
BP PLC ADR                     COM              055622104      535    10600 SH       DEFINED 01 02               0    10600        0
BP                             COM              055622997    46842  5577164 SH       DEFINED 01            5577164        0        0
BP                             COM              055622997    11190  1332345 SH       DEFINED 01 03               0  1332345        0
BP                             COM              055622997    42751  5090010 SH       DEFINED 01 05               0  5090010        0
BPB PLC                        COM              055635999      109    20355 SH       DEFINED 01              20355        0        0
BRE PROPERTIES CL A            COM              05564E106        9      275 SH       DEFINED 01                275        0        0
BT GROUP ADR                   COM              05577E101      496    13000 SH       DEFINED 01              13000        0        0
BT GROUP PLC                   COM              055885990     1253   326100 SH       DEFINED 01             326100        0        0
BMC SOFTWARE                   COM              055921100    42539  2562587 SH       DEFINED 01            2562587        0        0
BMC SOFTWARE                   COM              055921100     4376   263623 SH       DEFINED 01 03               0   263623        0
BMC SOFTWARE                   COM              055921100     9652   581482 SH       DEFINED 01 05               0   581482        0
BMC SOFTWARE INC               COM              055921100     1987   119750 SH       DEFINED 01 02               0   119750        0
LEGAL & GENE                   COM              0560399         27    13721 SH       DEFINED 01 10           13721        0        0
BACOU DALLOZ                   COM              056437999      217     2000 SH       DEFINED 01               2000        0        0
BAKER HUGHES                   COM              057224107    36486  1095971 SH       DEFINED 01            1095971        0        0
BAKER HUGHES                   COM              057224107      483    14500 SH       DEFINED 01 02               0    14500        0
BAKER HUGHES                   COM              057224107     3756   112850 SH       DEFINED 01 03               0   112850        0
BAKER HUGHES                   COM              057224107     2887    86737 SH       DEFINED 01 05               0    86737        0
CENTRICA                       COM              0573438         39    12454 SH       DEFINED 01 10           12454        0        0
UNILEVER                       COM              0574873         74     8105 SH       DEFINED 01 10            8105        0        0
BALDOR ELECTRIC                COM              057741100     2734   109091 SH       DEFINED 01             109091        0        0
BALL                           COM              058498106       67     1622 SH       DEFINED 01               1622        0        0
BALL                           COM              058498106      554    13364 SH       DEFINED 01 03               0    13364        0
BALL                           COM              058498106       25      612 SH       DEFINED 01 05               0      612        0
BALLY TOTAL FITNESS HOLDINGS   COM              05873K108     1975   105568 SH       DEFINED 01             105568        0        0
INTESABCI SPA                  COM              059422998    17637  5779746 SH       DEFINED 01            5779746        0        0
INTESABCI SPA                  COM              059422998     4226  1384678 SH       DEFINED 01 03               0  1384678        0
INTESABCI SPA                  COM              059422998     9688  3174633 SH       DEFINED 01 05               0  3174633        0
BANCO POPULAR E                COM              059444992      184     4164 SH       DEFINED 01               4164        0        0
BANCO SANTANDER CENTRAL HISPAN COM              059469999    23421  2949614 SH       DEFINED 01            2949614        0        0
BANCO SANTANDER CENTRAL HISPAN COM              059469999     5723   720723 SH       DEFINED 01 03               0   720723        0
BANCO SANTANDER CENTRAL HISPAN COM              059469999    21166  2665687 SH       DEFINED 01 05               0  2665687        0
BANCO ITAU                     PRF              059615559     2018 36256000 SH       DEFINED 01           36256000        0        0
BANCO ITAU                     PRF              059615559       78  1403000 SH       DEFINED 01 05               0  1403000        0
BANGKOK BANK PUBLIC-F/REG      COM              059688994     4255  2533600 SH       DEFINED 01            2533600        0        0
BANGKOK BANK PUBLIC-F/REG      COM              059688994      180   107400 SH       DEFINED 01 05               0   107400        0
BANCORPSOUTH INC               COM              059692103        6      293 SH       DEFINED 01                293        0        0
BANCORPSOUTH INC               COM              059692103      126     6160 SH       DEFINED 01 02               0     6160        0
BANCORPSOUTH INC               COM              059692103        8      395 SH       DEFINED 01 03               0      395        0
BANDAG                         COM              059815100       28      979 SH       DEFINED 01                979        0        0
BANDWIDTH9 SERIES F            PRF              0600001A4     4423  1413043 SH       DEFINED 01            1413043        0        0
BANK OF AMERICA                COM              060505104   641044  9110937 SH       DEFINED 01            9110937        0        0
BANK OF AMERICA                COM              060505104    26084   370730 SH       DEFINED 01 03               0   370730        0
BANK OF AMERICA                COM              060505104   174959  2486640 SH       DEFINED 01 05               0  2486640        0
BANK OF AMERICA CORP           COM              060505104    13103   186221 SH       DEFINED 01                  0   186221        0
BANK OF AMERICA CORP           COM              060505104    38889   552713 SH       DEFINED 01 02               0   552713        0
BANK OF EAST ASIA              COM              060722998     3603  1789800 SH       DEFINED 01            1789800        0        0
BANK OF EAST ASIA              COM              060722998      141    70000 SH       DEFINED 01 05               0    70000        0
CADBURY SCHW                   COM              0610700         45     6056 SH       DEFINED 01 10            6056        0        0
PACIFIC CENTURY FINANCIAL      COM              062540109       80     2812 SH       DEFINED 01               2812        0        0
INTERNATIONAL POWER            COM              0632016          7     2704 SH       DEFINED 01 10            2704        0        0
BANK OF NEW YORK               COM              064057102    10368   307211 SH       DEFINED 01             307211        0        0
BANK OF NEW YORK               COM              064057102     5817   172369 SH       DEFINED 01 03               0   172369        0
BANK OF NEW YORK               COM              064057102     5462   161856 SH       DEFINED 01 05               0   161856        0
BANK OF NOVA SCOTIA            COM              064100993     4605   140100 SH       DEFINED 01             140100        0        0
BANK ONE                       COM              06423A103    33604   873281 SH       DEFINED 01             873281        0        0
BANK ONE                       COM              06423A103    10745   279236 SH       DEFINED 01 03               0   279236        0
BANK ONE                       COM              06423A103    11262   292660 SH       DEFINED 01 05               0   292660        0
BANK ONE CORP                  COM              06423A103     4454   115748 SH       DEFINED 01                  0   115748        0
BANK POLSKA KASA OPIEKI        COM              064269996     2386   103856 SH       DEFINED 01             103856        0        0
BANK POLSKA KASA OPIEKI        COM              064269996       85     3713 SH       DEFINED 01 05               0     3713        0
UTD UTILITIE                   COM              0646233         12     1301 SH       DEFINED 01 10            1301        0        0
BANKATLANTIC CL A              COM              065908501     3030   251463 SH       DEFINED 01             251463        0        0
BANKATLANTIC CL A              COM              065908501      114     9350 SH       DEFINED 01 02               0     9350        0
BANKATLANTIC CL A              COM              065908501        7      592 SH       DEFINED 01 03               0      592        0
BANKATLANTIC CL A              COM              065908501      350    29037 SH       DEFINED 01 05               0    29037        0
ROYAL&SUN                      COM              0661689         16     4262 SH       DEFINED 01 10            4262        0        0
BANK OF IRELAND                COM              066206996     1616   129736 SH       DEFINED 01             129736        0        0
BANK HAPOALIM        IL;BHP/IL COM              066211996     2537  1614771 SH       DEFINED 01            1614771        0        0
BANK HAPOALIM        IL;BHP/IL COM              066211996      106    67513 SH       DEFINED 01 05               0    67513        0
BANKNORTH GROUP                COM              06646R107      146     5633 SH       DEFINED 01               5633        0        0
BANRO CORP                     COM              066800996      394    85100 SH       DEFINED 01              85100        0        0
BANTA                          COM              066821109       35      982 SH       DEFINED 01                982        0        0
BANYU PHARMACEUTICAL CO LTD    COM              066907999      322    25000 SH       DEFINED 01              25000        0        0
BNP PARIBAS                    COM              067250993    39213   709005 SH       DEFINED 01             709005        0        0
BNP PARIBAS                    COM              067250993     6207   112231 SH       DEFINED 01 03               0   112231        0
BNP PARIBAS                    COM              067250993    36250   655444 SH       DEFINED 01 05               0   655444        0
BARD (CR)                      COM              067383109     4893    86482 SH       DEFINED 01              86482        0        0
BARD (CR)                      COM              067383109      700    12378 SH       DEFINED 01 03               0    12378        0
BARD (CR)                      COM              067383109      221     3898 SH       DEFINED 01 05               0     3898        0
BARCLAYS                       COM              06738E105      583    69278 SH       DEFINED 01              69278        0        0
PEARSON                        COM              0677608         21     2130 SH       DEFINED 01 10            2130        0        0
BARNES & NOBLE                 COM              067774109       71     2687 SH       DEFINED 01               2687        0        0
BARNES GROUP                   COM              067806109     1380    60257 SH       DEFINED 01              60257        0        0
BARNESANDNOBLE.COM             COM              067846105        0      105 SH       DEFINED 01                105        0        0
BARRICK GOLD                   COM              067901108    15833   833737 SH       DEFINED 01             833737        0        0
BARRICK GOLD                   COM              067901108     2417   127301 SH       DEFINED 01 03               0   127301        0
BARRICK GOLD                   COM              067901108      289    15172 SH       DEFINED 01 05               0    15172        0
P & O                          COM              0680048          6     1520 SH       DEFINED 01 10            1520        0        0
BARPLATS INVESTMENTS           COM              068299999      419   900000 SH       DEFINED 01             900000        0        0
BARR LABORATORIES              COM              068306109    41400   651663 SH       DEFINED 01             651663        0        0
BARR LABORATORIES              COM              068306109     1645    25900 SH       DEFINED 01 05               0    25900        0
BARRA                          COM              068313105     3816   102651 SH       DEFINED 01             102651        0        0
BARRA                          COM              068313105      136     3650 SH       DEFINED 01 05               0     3650        0
BARRA INC                      COM              068313105        2       50 SH       DEFINED 01 02               0       50        0
PILKINGTON                     COM              0688462          3     2433 SH       DEFINED 01 10            2433        0        0
SCOT POWER                     COM              0690070         27     4978 SH       DEFINED 01 10            4978        0        0
BASF                           COM              069730992     2172    46843 SH       DEFINED 01              46843        0        0
BASSETT FURN IND.              COM              070203104       57     2936 SH       DEFINED 01 02               0     2936        0
BASSETT FURNITURE INDS         COM              070203104     2256   115679 SH       DEFINED 01             115679        0        0
BASSETT FURNITURE INDS         COM              070203104        4      181 SH       DEFINED 01 03               0      181        0
BASSETT FURNITURE INDS         COM              070203104      172     8800 SH       DEFINED 01 05               0     8800        0
PRUDENTIAL                     COM              0709954         51     5591 SH       DEFINED 01 10            5591        0        0
BAUSCH & LOMB                  COM              071707103    15278   451374 SH       DEFINED 01             451374        0        0
BAUSCH & LOMB                  COM              071707103      429    12684 SH       DEFINED 01 03               0    12684        0
BAUSCH & LOMB                  COM              071707103      611    18052 SH       DEFINED 01 05               0    18052        0
BAXTER INTL                    COM              071813109    50002  1125171 SH       DEFINED 01            1125171        0        0
BAXTER INTL                    COM              071813109     6284   141414 SH       DEFINED 01 03               0   141414        0
BAXTER INTL                    COM              071813109      358     8056 SH       DEFINED 01 05               0     8056        0
BAXTER INTL INC                COM              071813109    16447   370105 SH       DEFINED 01                  0   370105        0
BAXTER INTL INC                COM              071813109    20080   451835 SH       DEFINED 01 02               0   451835        0
RIO TINTO                      COM              0718875         54     2964 SH       DEFINED 01 10            2964        0        0
VODAFONE GROUP PLC             COM              0719210        275   200584 SH       DEFINED 01 10          200584        0        0
RANK GROUP                     COM              0724076          7     1688 SH       DEFINED 01 10            1688        0        0
RMC GROUP                      COM              0726641          6      569 SH       DEFINED 01 10             569        0        0
BAYCORP HOLDINGS LTD           COM              072728108        0       28 SH       DEFINED 01 05               0       28        0
RECKITT BENCKISER PLC          COM              0727871         29     1591 SH       DEFINED 01 10            1591        0        0
REED                           COM              0730835         33     3489 SH       DEFINED 01 10            3489        0        0
RENTOKIL INI                   COM              0732712         21     5118 SH       DEFINED 01 10            5118        0        0
BE AEROSPACE                   COM              073302101     2337   177329 SH       DEFINED 01             177329        0        0
BE AEROSPACE                   COM              073302101        2      140 SH       DEFINED 01 02               0      140        0
BE AEROSPACE                   COM              073302101       90     6800 SH       DEFINED 01 05               0     6800        0
BEA SYSTEMS                    COM              073325102    10322  1096909 SH       DEFINED 01            1096909        0        0
BEA SYSTEMS                    COM              073325102    33883  3600800 SH       DEFINED 01 05               0  3600800        0
BEA SYSTEMS CVT                CONV BND         073325AD4      187   230000 PRN      DEFINED 01 02               0        0   230000
BEAR STEARNS COMPANIES         COM              073902108    18136   297068 SH       DEFINED 01             297068        0        0
BEAR STEARNS COMPANIES         COM              073902108     1533    25116 SH       DEFINED 01 03               0    25116        0
BEAR STEARNS COMPANIES         COM              073902108      407     6669 SH       DEFINED 01 05               0     6669        0
BEASLEY BROADCAST GROUP CL A   COM              074014101      147    10000 SH       DEFINED 01              10000        0        0
ROLLS ROYCE                    COM              0747761         11     4279 SH       DEFINED 01 10            4279        0        0
ROYAL BK SCO                   COM              0754783        227     8010 SH       DEFINED 01 10            8010        0        0
BEAZER HOMES USA               COM              07556Q105      712     8900 SH       DEFINED 01               8900        0        0
BEBE STORES INC                COM              075571109        2      102 SH       DEFINED 01                102        0        0
BECKMAN COULTER                COM              075811109      120     2403 SH       DEFINED 01               2403        0        0
BECTON DICKINSON               COM              075887109        2       70 SH       DEFINED 01 02               0       70        0
BECTON, DICKINSON & CO         COM              075887109    16094   467165 SH       DEFINED 01             467165        0        0
BECTON, DICKINSON & CO         COM              075887109     2093    60769 SH       DEFINED 01 03               0    60769        0
BECTON, DICKINSON & CO         COM              075887109      712    20676 SH       DEFINED 01 05               0    20676        0
BED BATH & BEYOND              COM              075896100    30316   803263 SH       DEFINED 01             803263        0        0
BED BATH & BEYOND              COM              075896100     2698    71491 SH       DEFINED 01 03               0    71491        0
BED BATH & BEYOND              COM              075896100    25533   676547 SH       DEFINED 01 05               0   676547        0
BED BATH & BEYOND IN           COM              075896100      981    26000 SH       DEFINED 01                  0    26000        0
BED BATH & BEYOND IN           COM              075896100      200     5300 SH       DEFINED 01 02               0     5300        0
CLOSE BROTHERS                 COM              0766807          4      432 SH       DEFINED 01 10             432        0        0
SAINSBURY(J)                   COM              0767640         24     4514 SH       DEFINED 01 10            4514        0        0
BEL FUSE CL B                  COM              077347300     6803   251510 SH       DEFINED 01             251510        0        0
BEL FUSE CL B                  COM              077347300      427    15800 SH       DEFINED 01 05               0    15800        0
BELDEN                         COM              077459105     1666    79957 SH       DEFINED 01              79957        0        0
BELL MICROPRODUCTS             COM              078137106      638    79254 SH       DEFINED 01              79254        0        0
SCOT & NEWCA                   COM              0783969         17     1823 SH       DEFINED 01 10            1823        0        0
SCOT & SOUTH                   COM              0790873         25     2540 SH       DEFINED 01 10            2540        0        0
SERCO GROUP                    COM              0797379          4     1306 SH       DEFINED 01 10            1306        0        0
BP PLC                         COM              0798059        555    66055 SH       DEFINED 01 10           66055        0        0
SSL INTERNATIONAL              COM              0798112          2      402 SH       DEFINED 01 10             402        0        0
BELL SOUTH                     COM              079860102     5203   165184 SH       DEFINED 01                  0   165184        0
BELLSOUTH                      COM              079860102   113277  3596148 SH       DEFINED 01            3596148        0        0
BELLSOUTH                      COM              079860102    14039   445699 SH       DEFINED 01 03               0   445699        0
BELLSOUTH                      COM              079860102    29645   941096 SH       DEFINED 01 05               0   941096        0
BELLSYSTEM 24 INC              COM              079869996      227      650 SH       DEFINED 01                650        0        0
SAGE GROUP PLC                 COM              0802165          8     3029 SH       DEFINED 01 10            3029        0        0
SHELL TRAN                     COM              0803414        217    28710 SH       DEFINED 01 10           28710        0        0
BELO CL A                      COM              080555105      457    20187 SH       DEFINED 01              20187        0        0
INVENSYS                       COM              0807041         12     8574 SH       DEFINED 01 10            8574        0        0
SLOUGH ESTAT                   COM              0814104          5      897 SH       DEFINED 01 10             897        0        0
BEMIS                          COM              081437105       70     1470 SH       DEFINED 01               1470        0        0
BEMIS                          COM              081437105      592    12462 SH       DEFINED 01 03               0    12462        0
BEMIS                          COM              081437105       27      562 SH       DEFINED 01 05               0      562        0
BENCHMARK ELECTRONIC           COM              08160H101      103     3583 SH       DEFINED 01 02               0     3583        0
BENCHMARK ELECTRONICS          COM              08160H101     3702   128373 SH       DEFINED 01             128373        0        0
BENCHMARK ELECTRONICS          COM              08160H101        7      234 SH       DEFINED 01 03               0      234        0
BENCHMARK ELECTRONICS          COM              08160H101      159     5500 SH       DEFINED 01 05               0     5500        0
SMITHS GROUP                   COM              0818270         21     1631 SH       DEFINED 01 10            1631        0        0
BENIHANA INC                   COM              082047200        1       60 SH       DEFINED 01 02               0       60        0
BENTLEY PHARMACEUTICALS INC    COM              082657107      348    30000 SH       DEFINED 01              30000        0        0
GRANADA PLC                    COM              0827566         11     6738 SH       DEFINED 01 10            6738        0        0
CORUS GROUP                    COM              0828053          9     7377 SH       DEFINED 01 10            7377        0        0
ANGLIAN WATE                   COM              0843443          5      594 SH       DEFINED 01 10             594        0        0
WR BERKLEY                     COM              084423102      555    10090 SH       DEFINED 01              10090        0        0
BERKSHIRE HATHAWAY I           COM              084670108    20240      303 SH       DEFINED 01                303        0        0
BERKSHIRE HATHAWAY I           COM              084670108     1069       16 SH       DEFINED 01 05               0       16        0
BERKSHIRE HATHAWAY B           COM              084670207      607      272 SH       DEFINED 01 02               0      272        0
BERKSHIRE HATHAWAY CL B        COM              084670207    28263    12657 SH       DEFINED 01              12657        0        0
BERKSHIRE HATHAWAY CL B        COM              084670207     1876      840 SH       DEFINED 01 03               0      840        0
BERKSHIRE HATHAWAY CL B        COM              084670207     4466     2000 SH       DEFINED 01 05               0     2000        0
SECURICOR                      COM              0849902          4     1939 SH       DEFINED 01 10            1939        0        0
BERU AG                        COM              086066990      188     3500 SH       DEFINED 01               3500        0        0
BEST BUY                       COM              086516101   109018  3003231 SH       DEFINED 01            3003231        0        0
BEST BUY                       COM              086516101     2831    77965 SH       DEFINED 01 03               0    77965        0
BEST BUY                       COM              086516101    28590   787605 SH       DEFINED 01 05               0   787605        0
BEST BUY CO                    COM              086516101      490    13500 SH       DEFINED 01                  0    13500        0
BEST BUY CO                    COM              086516101     3030    83473 SH       DEFINED 01 02               0    83473        0
LLOYDS TSB G                   COM              0870612        163    16383 SH       DEFINED 01 10           16383        0        0
BETHLEHEM STEEL                COM              087509105        0      317 SH       DEFINED 01                317        0        0
TATE & LYLE                    COM              0875413          5      996 SH       DEFINED 01 10             996        0        0
BG                             COM              0876289         45    10406 SH       DEFINED 01 10           10406        0        0
TAYLOR WOODR                   COM              0878230          2      879 SH       DEFINED 01 10             879        0        0
BEVERLY ENTERPRISES            COM              087851309     1246   163616 SH       DEFINED 01             163616        0        0
TESCO                          COM              0884709         75    20614 SH       DEFINED 01 10           20614        0        0
BHP BILLITON                   COM              088606991    15593  2696558 SH       DEFINED 01            2696558        0        0
BHP BILLITON                   COM              088606991     2764   478166 SH       DEFINED 01 03               0   478166        0
BHP BILLITON                   COM              088606991    24926  4310664 SH       DEFINED 01 05               0  4310664        0
3I GROUP PLC                   COM              0888693         18     1710 SH       DEFINED 01 10            1710        0        0
BIG LOTS                       COM              089302103     3891   197695 SH       DEFINED 01             197695        0        0
BIG LOTS                       COM              089302103      537    27289 SH       DEFINED 01 03               0    27289        0
BIG LOTS                       COM              089302103      372    18942 SH       DEFINED 01 05               0    18942        0
BINDVIEW DEVEL CORP            COM              090327107        0      150 SH       DEFINED 01                150        0        0
BHP BILLITON                   COM              090525999     2766   507533 SH       DEFINED 01             507533        0        0
BHP BILLITON                   COM              090525999       98    17953 SH       DEFINED 01 05               0    17953        0
BHP BILLITON                   COM              090527995     2086   382904 SH       DEFINED 01             382904        0        0
BHP BILLITON                   COM              090527995     2472   453637 SH       DEFINED 01 03               0   453637        0
BIO-RAD LABS CL A              COM              090572207        4       90 SH       DEFINED 01 02               0       90        0
BIO-TECHNOLOGY GENERAL         COM              090578105     2505   416865 SH       DEFINED 01             416865        0        0
BIO-TECHNOLOGY GENERAL         COM              090578105      100    16700 SH       DEFINED 01 05               0    16700        0
BIOGEN                         COM              090597105    28857   696512 SH       DEFINED 01             696512        0        0
BIOGEN                         COM              090597105     4009    96758 SH       DEFINED 01 03               0    96758        0
BIOGEN                         COM              090597105     6568   158542 SH       DEFINED 01 05               0   158542        0
BIOGEN INC                     COM              090597105    23430   565537 SH       DEFINED 01 02               0   565537        0
BIOMET                         COM              090613100    53720  1980834 SH       DEFINED 01            1980834        0        0
BIOMET                         COM              090613100     2448    90269 SH       DEFINED 01 02               0    90269        0
BIOMET                         COM              090613100     5746   211884 SH       DEFINED 01 03               0   211884        0
BIOMET                         COM              090613100    36835  1358193 SH       DEFINED 01 05               0  1358193        0
BIOMARIN PHARMACEUTI           COM              09061G101        1      125 SH       DEFINED 01                125        0        0
BIOSITE INC                    COM              090945106     1327    47155 SH       DEFINED 01              47155        0        0
BIOSITE INC                    COM              090945106        3      100 SH       DEFINED 01 02               0      100        0
BLACK & DECKER                 COM              091797100    10317   214027 SH       DEFINED 01             214027        0        0
BLACK & DECKER                 COM              091797100    15682   325400 SH       DEFINED 01 02               0   325400        0
BLACK & DECKER                 COM              091797100      912    18930 SH       DEFINED 01 03               0    18930        0
BLACK & DECKER                 COM              091797100    22937   475861 SH       DEFINED 01 05               0   475861        0
BLACK BOX                      COM              091826107     3923    96305 SH       DEFINED 01              96305        0        0
BLACK BOX                      COM              091826107      143     3500 SH       DEFINED 01 05               0     3500        0
BLACK BOX CORP                 COM              091826107        3       80 SH       DEFINED 01 02               0       80        0
BLACK HILLS                    COM              092113109      660    19072 SH       DEFINED 01              19072        0        0
BLACK HILLS                    COM              092113109        6      175 SH       DEFINED 01 03               0      175        0
BLACK HILLS                    COM              092113109       66     1900 SH       DEFINED 01 05               0     1900        0
BLACK HILLS CORP               COM              092113109       94     2720 SH       DEFINED 01 02               0     2720        0
SMITH AND NEPHEW PLC           COM              0922320         12     2150 SH       DEFINED 01 10            2150        0        0
GLAXOSMITHKLINE                COM              0925288        391    18091 SH       DEFINED 01 10           18091        0        0
H&R BLOCK                      COM              093671105    11313   245140 SH       DEFINED 01             245140        0        0
H&R BLOCK                      COM              093671105     1992    43166 SH       DEFINED 01 03               0    43166        0
H&R BLOCK                      COM              093671105      557    12080 SH       DEFINED 01 05               0    12080        0
BLOCKBUSTER INC                COM              093679108        6      221 SH       DEFINED 01                221        0        0
DE LA RUE                      COM              0938059          3      418 SH       DEFINED 01 10             418        0        0
DAILY MAIL A                   COM              0945736          9      906 SH       DEFINED 01 10             906        0        0
BLUE MARTINI SFTWARE           COM              095698106        0      378 SH       DEFINED 01                378        0        0
BLUESTREAM VENTURES LP  0.00%  PRF              096120XX3     3975  5250000 SH       DEFINED 01            5250000        0        0
BLUESTREAM VENTURES LP  0.00%  PRF              096120XX3     5490  7250000 SH       DEFINED 01 05               0  7250000        0
GREAT PORTLA                   COM              0962951          2      494 SH       DEFINED 01 10             494        0        0
P&0 PRINCESS CRUISES           COM              0963590         13     2082 SH       DEFINED 01 10            2082        0        0
BLYTH INDS                     COM              09643P108     5053   161839 SH       DEFINED 01             161839        0        0
BLYTH INDS                     COM              09643P108      406    13000 SH       DEFINED 01 05               0    13000        0
AEGIS GROUP PLC                COM              0965756          5     3308 SH       DEFINED 01 10            3308        0        0
BOB EVANS FARMS                COM              096761101     2089    66381 SH       DEFINED 01              66381        0        0
BOB EVANS FARMS                COM              096761101      101     3200 SH       DEFINED 01 02               0     3200        0
BOB EVANS FARMS                COM              096761101        6      197 SH       DEFINED 01 03               0      197        0
BOB EVANS FARMS                COM              096761101      236     7500 SH       DEFINED 01 05               0     7500        0
BOCA RESORTS INC               COM              09688T106        3      199 SH       DEFINED 01                199        0        0
BOEING                         COM              097023105    47941  1065373 SH       DEFINED 01            1065373        0        0
BOEING                         COM              097023105      833    18500 SH       DEFINED 01 02               0    18500        0
BOEING                         COM              097023105    11241   249776 SH       DEFINED 01 03               0   249776        0
BOEING                         COM              097023105    11599   257746 SH       DEFINED 01 05               0   257746        0
WIMPEY (GEORGE)                COM              0971344          3      813 SH       DEFINED 01 10             813        0        0
BOISE CASCADE                  COM              097383103      403    11679 SH       DEFINED 01              11679        0        0
BOISE CASCADE                  COM              097383103      473    13698 SH       DEFINED 01 03               0    13698        0
BOISE CASCADE                  COM              097383103       22      624 SH       DEFINED 01 05               0      624        0
WPP GROUP PLC                  COM              0974042         29     3406 SH       DEFINED 01 10            3406        0        0
WOLSELEY                       COM              0976402         17     1725 SH       DEFINED 01 10            1725        0        0
LATTICE GROUP PLC              COM              0976640         25     9686 SH       DEFINED 01 10            9686        0        0
KELDA GROUP                    COM              0987794          8     1174 SH       DEFINED 01 10            1174        0        0
BON APPETIT GROUP AG           COM              098900996      192     2270 SH       DEFINED 01               2270        0        0
ASTRAZENECA                    COM              0989529        212     5130 SH       DEFINED 01 10            5130        0        0
BOOTS & COOTS/INTL WELL CONTRO COM              099469108       79   375000 SH       DEFINED 01             375000        0        0
BOOTS                          COM              099555997     2675   269807 SH       DEFINED 01 03               0   269807        0
BORDERS GROUP                  COM              099709107     1511    82093 SH       DEFINED 01              82093        0        0
BORG WARNER INC                COM              099724106       77     1330 SH       DEFINED 01 02               0     1330        0
BORGWARNER                     COM              099724106     2247    38878 SH       DEFINED 01              38878        0        0
BORGWARNER                     COM              099724106        4       77 SH       DEFINED 01 03               0       77        0
BORGWARNER                     COM              099724106      127     2200 SH       DEFINED 01 05               0     2200        0
BORLAND SOFTWARE               COM              099849101     1030   100000 SH       DEFINED 01             100000        0        0
BOSTON COMMUNICATIONS GROUP    COM              100582105      445    55293 SH       DEFINED 01              55293        0        0
BOSTON PRIVATE FINANCIAL HOLDI COM              101119105     4065   164323 SH       DEFINED 01             164323        0        0
BOSTON PRIVATE FINANCIAL HOLDI COM              101119105      102     4126 SH       DEFINED 01 05               0     4126        0
BOSTON PRIVATE FINL            COM              101119105        2       90 SH       DEFINED 01 02               0       90        0
BOSTON PROPERTIES IN           COM              101121101      638    15982 SH       DEFINED 01              15982        0        0
BOSTON SCIENTIFIC              COM              101137107    15701   535541 SH       DEFINED 01             535541        0        0
BOSTON SCIENTIFIC              COM              101137107        5      180 SH       DEFINED 01 02               0      180        0
BOSTON SCIENTIFIC              COM              101137107     2910    99260 SH       DEFINED 01 03               0    99260        0
BOSTON SCIENTIFIC              COM              101137107      500    17076 SH       DEFINED 01 05               0    17076        0
BOWATER                        COM              102183100     6465   118918 SH       DEFINED 01             118918        0        0
BOWATER                        COM              102183100     5165    95000 SH       DEFINED 01 05               0    95000        0
BOWNE & CO                     COM              103043105     1583   107415 SH       DEFINED 01             107415        0        0
BOYD GAMING CORP               COM              103304101      671    46710 SH       DEFINED 01              46710        0        0
BOYD GAMING CORP               COM              103304101       79     5500 SH       DEFINED 01 05               0     5500        0
BOYDS COLLECTION LTD           COM              103354106        1      158 SH       DEFINED 01                158        0        0
BRADY CL A                     COM              104674106     2548    73923 SH       DEFINED 01              73923        0        0
BRAMBLES IND LTD     AU;BIL/AU COM              104900998     1948   367677 SH       DEFINED 01 03               0   367677        0
BRANCOTE HOLDINGS              COM              105210991     2129   700000 SH       DEFINED 01             700000        0        0
BRASCAN CL A                   COM              10549P606     6754   293900 SH       DEFINED 01             293900        0        0
BRASCAN CL A                   COM              10549P606      823    35800 SH       DEFINED 01 05               0    35800        0
BRAUN CONSULTING INC           COM              105651103        1      250 SH       DEFINED 01 03               0      250        0
BRIDGESTONE CORP               COM              108050998     1540   111910 SH       DEFINED 01             111910        0        0
BRIGGS & STRATTON              COM              109043109     4345   112440 SH       DEFINED 01             112440        0        0
BRIGGS & STRATTON              COM              109043109       68     1750 SH       DEFINED 01 02               0     1750        0
BRIGGS & STRATTON              COM              109043109        4      109 SH       DEFINED 01 03               0      109        0
BRIGGS & STRATTON              COM              109043109      205     5300 SH       DEFINED 01 05               0     5300        0
BRINKER INTL                   COM              109641100    41394  1303746 SH       DEFINED 01            1303746        0        0
BRINKER INTL                   COM              109641100     3983   125450 SH       DEFINED 01 03               0   125450        0
BRINKER INTL                   COM              109641100     1691    53250 SH       DEFINED 01 05               0    53250        0
BRINKER INT'L INC              COM              109641100     2288    72085 SH       DEFINED 01 02               0    72085        0
BRIO SOFTWARE INC              COM              109704106        0       49 SH       DEFINED 01                 49        0        0
BRISTOL MYERS SQUIBB           COM              110122108      393     9700 SH       DEFINED 11 12               0     9700        0
BRISTOL MYERS SQUIBB           COM              110122108       28     1100 SH       DEFINED 01 02               0     1100        0
BRISTOL-MYERS SQUIBB           COM              110122108    31398  1221738 SH       DEFINED 01            1221738        0        0
BRISTOL-MYERS SQUIBB           COM              110122108    11764   457731 SH       DEFINED 01 03               0   457731        0
BRISTOL-MYERS SQUIBB           COM              110122108    10760   418707 SH       DEFINED 01 05               0   418707        0
BRITESMILE                     COM              110415106      303   127900 SH       DEFINED 01             127900        0        0
BRITISH AIRWAYS PLC            COM              110419108     6308  2221854 SH       DEFINED 01            2221854        0        0
BRITISH AIRWAYS PLC            COM              110419108     2263   797175 SH       DEFINED 01 03               0   797175        0
BRITISH AIRWAYS PLC            COM              110419108     8618  3035500 SH       DEFINED 01 05               0  3035500        0
BRITISH AMERICAN TOBACCO       COM              110420999     1845   171700 SH       DEFINED 01             171700        0        0
BRITISH SKY BROADCASTING GROUP COM              111014999    24442  2549317 SH       DEFINED 01            2549317        0        0
BRITISH SKY BROADCASTING GROUP COM              111014999     5180   540253 SH       DEFINED 01 03               0   540253        0
BRITISH SKY BROADCASTING GROUP COM              111014999    19980  2083818 SH       DEFINED 01 05               0  2083818        0
BROADCOM CL A                  COM              111320107     1087    61971 SH       DEFINED 01              61971        0        0
BROADCOM CL A                  COM              111320107     1108    63176 SH       DEFINED 01 03               0    63176        0
BROADCOM CL A                  COM              111320107     2601   148299 SH       DEFINED 01 05               0   148299        0
BROADVISION INC                COM              111412102        0      563 SH       DEFINED 01                563        0        0
BROADWING                      COM              111620100      284   109269 SH       DEFINED 01             109269        0        0
BROCADE COMMUNICATIO           COM              111621108    29546  1690204 SH       DEFINED 01 02               0  1690204        0
BROCADE COMMUNICATIONS SYSTEMS COM              111621108    53457  3058192 SH       DEFINED 01            3058192        0        0
BROCADE COMMUNICATIONS SYSTEMS COM              111621108      441    25200 SH       DEFINED 01 03               0    25200        0
BROCADE COMMUNICATIONS SYSTEMS COM              111621108    21089  1206439 SH       DEFINED 01 05               0  1206439        0
BROCADE COM CVT                CONV BND         111621AB4      117   150000 PRN      DEFINED 01 02               0        0   150000
BROOKFIELD PROPERTIES CORP     COM              112900105     5083   252900 SH       DEFINED 01             252900        0        0
BROOKFIELD PROPERTIES CORP     COM              112900105      804    40000 SH       DEFINED 01 05               0    40000        0
BROOKLINE BANCORP              COM              113739106     1622    64100 SH       DEFINED 01              64100        0        0
BROOKS-PRI AUTOMATIO           COM              11442E102     8903   348250 SH       DEFINED 01 02               0   348250        0
BROOKS-PRI AUTOMATION          COM              11442E102     5756   225241 SH       DEFINED 01             225241        0        0
BROOKS-PRI AUTOMATION          COM              11442E102      243     9500 SH       DEFINED 01 03               0     9500        0
BROOKS-PRI AUTOMATION          COM              11442E102      147     5740 SH       DEFINED 01 05               0     5740        0
BROOKTROUT                     COM              114580103     1185   207853 SH       DEFINED 01             207853        0        0
BROOKTROUT                     COM              114580103       82    14400 SH       DEFINED 01 05               0    14400        0
BROWN & BROWN                  COM              115236101     3151    99240 SH       DEFINED 01              99240        0        0
BROWN & BROWN                  COM              115236101      327    10300 SH       DEFINED 01 05               0    10300        0
BROWN & BROWN INC              COM              115236101        6      190 SH       DEFINED 01 02               0      190        0
BROWN-FORMAN CL A              COM              115637100      981    14000 SH       DEFINED 01              14000        0        0
BROWN-FORMAN CL B              COM              115637209      131     1891 SH       DEFINED 01               1891        0        0
BROWN-FORMAN CL B              COM              115637209     1109    16063 SH       DEFINED 01 03               0    16063        0
BROWN-FORMAN CL B              COM              115637209       51      736 SH       DEFINED 01 05               0      736        0
BROWN (TOM)                    COM              115660201    14498   511403 SH       DEFINED 01             511403        0        0
BROWN (TOM)                    COM              115660201     1040    36700 SH       DEFINED 01 05               0    36700        0
BROWN (TOM) INC                COM              115660201        4      140 SH       DEFINED 01 02               0      140        0
BROWN SHOE                     COM              115736100     1581    56274 SH       DEFINED 01              56274        0        0
BRUKER DALTONICS INC           COM              116795105        1      255 SH       DEFINED 01                255        0        0
BRUKER DALTONICS INC           COM              116795105        1      170 SH       DEFINED 01 02               0      170        0
BRUNSWICK                      COM              117043109       69     2476 SH       DEFINED 01               2476        0        0
BRUNSWICK                      COM              117043109      593    21191 SH       DEFINED 01 03               0    21191        0
BRUNSWICK                      COM              117043109       27      969 SH       DEFINED 01 05               0      969        0
BRUNSWICK CORP                 COM              117043109      867    30950 SH       DEFINED 01 02               0    30950        0
BRUSH ENGINEERED MATERIALS     COM              117421107      662    53370 SH       DEFINED 01              53370        0        0
BUCA                           COM              117769109     2846   149400 SH       DEFINED 01             149400        0        0
BSQUARE CORP                   COM              11776U102        0      100 SH       DEFINED 01                100        0        0
BUCKEYE PARTNERS LP            COM              118230101        7      204 SH       DEFINED 01                204        0        0
BUCKEYE TECHNOLOGIES           COM              118255108     1116   111609 SH       DEFINED 01             111609        0        0
BUCKLE                         COM              118440106     9725   393400 SH       DEFINED 01             393400        0        0
BUCKLE                         COM              118440106      833    33700 SH       DEFINED 01 05               0    33700        0
BLDG MATERIAL HOLD             COM              120113105       63     4420 SH       DEFINED 01 02               0     4420        0
BUILDING MATERIALS HOLDING     COM              120113105     2434   169371 SH       DEFINED 01             169371        0        0
BUILDING MATERIALS HOLDING     COM              120113105        4      263 SH       DEFINED 01 03               0      263        0
BUILDING MATERIALS HOLDING     COM              120113105      198    13800 SH       DEFINED 01 05               0    13800        0
BURLINGTON COAT FACTORY WAREHO COM              121579106     3029   142554 SH       DEFINED 01             142554        0        0
BURLINGTON N SANTA             COM              12189T104     1068    35600 SH       DEFINED 01 02               0    35600        0
BURLINGTON NORTHERN SANTA FE   COM              12189T104   104591  3486385 SH       DEFINED 01            3486385        0        0
BURLINGTON NORTHERN SANTA FE   COM              12189T104     6150   205007 SH       DEFINED 01 03               0   205007        0
BURLINGTON NORTHERN SANTA FE   COM              12189T104    14206   473510 SH       DEFINED 01 05               0   473510        0
BURLINGTON RESOURCES           COM              122014103    16212   426634 SH       DEFINED 01             426634        0        0
BURLINGTON RESOURCES           COM              122014103     1818    47832 SH       DEFINED 01 03               0    47832        0
BURLINGTON RESOURCES           COM              122014103     8628   227070 SH       DEFINED 01 05               0   227070        0
BUTLER MFG                     COM              123655102      555    20203 SH       DEFINED 01              20203        0        0
C&D TECHNOLOGIES               COM              124661109     7176   398282 SH       DEFINED 01             398282        0        0
C&D TECHNOLOGIES               COM              124661109      542    30100 SH       DEFINED 01 05               0    30100        0
C&D TECHNOLOGY                 COM              124661109        2      120 SH       DEFINED 01 02               0      120        0
CBL & ASSOCIATES               COM              124830100     2272    56087 SH       DEFINED 01              56087        0        0
CBL & ASSOCIATES               COM              124830100      251     6200 SH       DEFINED 01 05               0     6200        0
CBRL GROUP                     COM              12489V106     1377    45136 SH       DEFINED 01              45136        0        0
CBRL GROUP                     COM              12489V106        4      143 SH       DEFINED 01 03               0      143        0
CBRL GROUP                     COM              12489V106      153     5000 SH       DEFINED 01 05               0     5000        0
CBRL GROUP INC                 COM              12489V106       71     2325 SH       DEFINED 01 02               0     2325        0
CGNU                           COM              124950999       33     4100 SH       DEFINED 01               4100        0        0
C-COR.NET                      COM              125010108      815   116383 SH       DEFINED 01             116383        0        0
CDI                            COM              125071100     2721    83623 SH       DEFINED 01              83623        0        0
CDW COMPUTER CENTERS           COM              125129106      261     5580 SH       DEFINED 01               5580        0        0
CEC ENTERTAINMENT              COM              125137109     4077    98719 SH       DEFINED 01              98719        0        0
CIA DE CONCES SOES             COM              125300996      146    27300 SH       DEFINED 01              27300        0        0
CH ENERGY GROUP                COM              12541M102    10222   206532 SH       DEFINED 01             206532        0        0
CH ENERGY GROUP                COM              12541M102       78     1590 SH       DEFINED 01 02               0     1590        0
CH ENERGY GROUP                COM              12541M102        5       99 SH       DEFINED 01 03               0       99        0
C.H. ROBINSON WORLDWIDE        COM              12541W100    16871   503170 SH       DEFINED 01             503170        0        0
C.H. ROBINSON WORLDWIDE        COM              12541W100    22280   664500 SH       DEFINED 01 05               0   664500        0
CH ROBINSON WORLDWID           COM              12541W100      222     6620 SH       DEFINED 01 02               0     6620        0
COMPAGNIE DE SAINT-GOBAIN      COM              125500991    21842   486608 SH       DEFINED 01             486608        0        0
COMPAGNIE DE SAINT-GOBAIN      COM              125500991     6867   152980 SH       DEFINED 01 03               0   152980        0
COMPAGNIE DE SAINT-GOBAIN      COM              125500991    26039   580104 SH       DEFINED 01 05               0   580104        0
CIGNA                          COM              125509109    90653   930541 SH       DEFINED 01             930541        0        0
CIGNA                          COM              125509109     7164    73539 SH       DEFINED 01 03               0    73539        0
CIGNA                          COM              125509109    14745   151357 SH       DEFINED 01 05               0   151357        0
CIGNA CORP                     COM              125509109     1247    12800 SH       DEFINED 01 02               0    12800        0
CLECO                          COM              12561W105    11474   523918 SH       DEFINED 01             523918        0        0
CLECO                          COM              12561W105      296    13500 SH       DEFINED 01 05               0    13500        0
CMGI INC                       COM              125750109        1     1954 SH       DEFINED 01               1954        0        0
CMS ENERGY                     COM              125896100    36277  3303913 SH       DEFINED 01            3303913        0        0
CMS ENERGY                     COM              125896100      348    31720 SH       DEFINED 01 03               0    31720        0
CMS ENERGY                     COM              125896100     4291   390761 SH       DEFINED 01 05               0   390761        0
CPI                            COM              125902106      490    25772 SH       DEFINED 01              25772        0        0
CPI                            COM              125902106     2743   144381 SH       DEFINED 01 03               0   144381        0
CSK AUTO CORP                  COM              125965103       87     6302 SH       DEFINED 01               6302        0        0
CNA FINANCIAL                  COM              126117100       15      552 SH       DEFINED 01                552        0        0
CNA SURETY                     COM              12612L108     5610   381900 SH       DEFINED 01             381900        0        0
CNA SURETY                     COM              12612L108      530    36100 SH       DEFINED 01 05               0    36100        0
CNF TRUST I CM CVT SERIES A 5. PRF              12612V205    26500   500000 SH       DEFINED 01             500000        0        0
CNF                            COM              12612W104     1572    41378 SH       DEFINED 01              41378        0        0
CNOOC                          COM              126130996     2856  2131500 SH       DEFINED 01            2131500        0        0
CNOOC                          COM              126130996      116    86500 SH       DEFINED 01 05               0    86500        0
CNET NETWORKS INC              COM              12613R104        1      531 SH       DEFINED 01                531        0        0
CSC HOLDINGS INC  11.125  04 0 PRF              126304401    20220   315940 SH       DEFINED 01             315940        0        0
CSC HOLDINGS INC  11.125  04 0 PRF              126304401     8473   132386 SH       DEFINED 01 05               0   132386        0
CSC HOLDINGS  11.75%  10/01/20 PRF              126304609    14681   219126 SH       DEFINED 01             219126        0        0
CSC HOLDINGS  11.75%  10/01/20 PRF              126304609     2399    35814 SH       DEFINED 01 05               0    35814        0
CSG SYSTEMS INTL               COM              126349109       42     2217 SH       DEFINED 01               2217        0        0
CSX                            COM              126408103     3277    94135 SH       DEFINED 01              94135        0        0
CSX                            COM              126408103     1739    49955 SH       DEFINED 01 03               0    49955        0
CSX                            COM              126408103       80     2289 SH       DEFINED 01 05               0     2289        0
CTS                            COM              126501105     1432   119044 SH       DEFINED 01             119044        0        0
CUNO                           COM              126583103     1920    53061 SH       DEFINED 01              53061        0        0
CVB FINL CORP                  COM              126600105        3      137 SH       DEFINED 01                137        0        0
CVS                            COM              126650100    18093   591270 SH       DEFINED 01             591270        0        0
CVS                            COM              126650100     2822    92206 SH       DEFINED 01 03               0    92206        0
CVS                            COM              126650100    10386   339431 SH       DEFINED 01 05               0   339431        0
CVS CORP                       COM              126650100      122     4000 SH       DEFINED 01 02               0     4000        0
CV THERAPEUTICS                COM              126667104     1029    55275 SH       DEFINED 01              55275        0        0
CV THERAPEUTICS INC            COM              126667104        4      210 SH       DEFINED 01 02               0      210        0
CABLEVISION SYSTEMS NY GROUP C COM              12686C109     2037   215277 SH       DEFINED 01             215277        0        0
CABLEVISION SYSTEMS-RAINBOW ME COM              12686C844     1601   183000 SH       DEFINED 01             183000        0        0
CABLE DESIGN TECHNOLOGIES      COM              126924109     1905   177315 SH       DEFINED 01             177315        0        0
CACHEFLOW INC                  COM              126946102        0      159 SH       DEFINED 01                159        0        0
CABOT                          COM              127055101       69     2435 SH       DEFINED 01               2435        0        0
CABOT OIL & GAS CL A           COM              127097103     3018   132046 SH       DEFINED 01             132046        0        0
CABOT OIL & GAS CORP           COM              127097103        4      180 SH       DEFINED 01 02               0      180        0
CABOT MICROELECTRONI           COM              12709P103        2       50 SH       DEFINED 01 02               0       50        0
CABOT MICROELECTRONICS         COM              12709P103      702    16261 SH       DEFINED 01              16261        0        0
CACI INTL CL A                 COM              127190304     4626   121126 SH       DEFINED 01             121126        0        0
CADENCE DESIGN SYSTEMS         COM              127387108      161    10003 SH       DEFINED 01              10003        0        0
CAL DIVE INTL                  COM              127914109     6258   284436 SH       DEFINED 01             284436        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
CALIENT NETWK D PFD            PRF              130500XX4     3972  2076124 SH       DEFINED 01 05               0  2076124        0
CALIFORNIA PIZZA KITCHEN       COM              13054D109      569    22930 SH       DEFINED 01              22930        0        0
CALIPER TECH CORP              COM              130876105        1       61 SH       DEFINED 01                 61        0        0
CALLAWAY GOLF                  COM              131193104     5989   378049 SH       DEFINED 01             378049        0        0
CALLAWAY GOLF                  COM              131193104      399    25200 SH       DEFINED 01 05               0    25200        0
CALPINE                        COM              131347106     1328   188868 SH       DEFINED 01             188868        0        0
CALPINE                        COM              131347106      618    87978 SH       DEFINED 01 03               0    87978        0
CALPINE                        COM              131347106       28     4028 SH       DEFINED 01 05               0     4028        0
CAMBREX                        COM              132011107     3343    83375 SH       DEFINED 01              83375        0        0
CAMBREX CORP                   COM              132011107        4       90 SH       DEFINED 01 02               0       90        0
CAMDEN PROPERTY TRUST          COM              133131102        7      192 SH       DEFINED 01                192        0        0
CAMPBELL SOUP                  COM              134429109      868    31402 SH       DEFINED 01              31402        0        0
CAMPBELL SOUP                  COM              134429109     2669    96502 SH       DEFINED 01 03               0    96502        0
CAMPBELL SOUP                  COM              134429109      122     4428 SH       DEFINED 01 05               0     4428        0
CANADIAN 88 ENERGY             COM              13566G996      219   122000 SH       DEFINED 01             122000        0        0
CANADIAN NATL RAILWAY          COM              136375102      454     8774 SH       DEFINED 01               8774        0        0
CANADIAN NATL RAILWAY          COM              136377991      405     7700 SH       DEFINED 01               7700        0        0
CANADIAN PACIFIC RAILWAY LTD   COM              13645T100      202     8225 SH       DEFINED 01               8225        0        0
CANADIAN PAC RAILWAY           COM              13645T993      586    23700 SH       DEFINED 01              23700        0        0
CANON                          COM              138006408     9275   245418 SH       DEFINED 01             245418        0        0
CANON                          COM              138006408     1474    39000 SH       DEFINED 01 03               0    39000        0
CANON                          COM              138006408     3892   103000 SH       DEFINED 01 05               0   103000        0
CANTEL MEDICAL CORP            COM              138098108      543    29500 SH       DEFINED 01              29500        0        0
CANTEL MEDICAL CORP            COM              138098108        1       45 SH       DEFINED 01 02               0       45        0
CANTEL MEDICAL CORP            COM              138098108       54     2950 SH       DEFINED 01 05               0     2950        0
CAPITA GROUP PLC               COM              139650998      149    31269 SH       DEFINED 01              31269        0        0
CAPITAL ONE FINANCIAL          COM              14040H105     5042    82583 SH       DEFINED 01              82583        0        0
CAPITAL ONE FINANCIAL          COM              14040H105     3468    56797 SH       DEFINED 01 03               0    56797        0
CAPITAL ONE FINANCIAL          COM              14040H105      145     2369 SH       DEFINED 01 05               0     2369        0
CAPITAL ONE FINL COR           COM              14040H105     7089   116114 SH       DEFINED 01                  0   116114        0
CAPITAL ONE FINL COR           COM              14040H105    34127   558942 SH       DEFINED 01 02               0   558942        0
Capital One                    COM              1404H0105      427     6686 SH       DEFINED 01               6686        0        0
CAPITAL FED FINL               COM              14057C106        8      305 SH       DEFINED 01                305        0        0
CAPSTONE TURBINE               COM              14067D102        1      413 SH       DEFINED 01                413        0        0
CAPTARIS                       COM              14071N104      302   102291 SH       DEFINED 01             102291        0        0
CARBO CERAMICS                 COM              140781105     1786    48332 SH       DEFINED 01              48332        0        0
CARAUSTAR INDS                 COM              140909102     1116    89428 SH       DEFINED 01              89428        0        0
CARDINAL HEALTH INC            COM              14149Y108       78     1100 SH       DEFINED 11 12 13            0     1100        0
CARDINAL HEALTH                COM              14149Y108     2888    47029 SH       DEFINED 01                  0    47029        0
CARDINAL HEALTH                COM              14149Y108   411289  6697428 SH       DEFINED 01            6697428        0        0
CARDINAL HEALTH                COM              14149Y108    11523   187584 SH       DEFINED 01 02               0   187584        0
CARDINAL HEALTH                COM              14149Y108     6526   106264 SH       DEFINED 01 03               0   106264        0
CARDINAL HEALTH                COM              14149Y108   174983  2849398 SH       DEFINED 01 05               0  2849398        0
CAREER EDUCATION               COM              141665109     1044    23214 SH       DEFINED 01              23214        0        0
CAREER EDUCATIONS              COM              141665109        5      100 SH       DEFINED 01 02               0      100        0
CAREMARK RX                    COM              141705103    34183  2071666 SH       DEFINED 01            2071666        0        0
CAREMARK RX                    COM              141705103    39263  2379600 SH       DEFINED 01 05               0  2379600        0
CAREMARK RX INC                COM              141705103      128     7760 SH       DEFINED 01 02               0     7760        0
CARDO AB                       COM              141955997      316    13900 SH       DEFINED 01              13900        0        0
CARLISLE COMPANIES             COM              142339100       55     1231 SH       DEFINED 01               1231        0        0
CARNIVAL                       COM              143658102    20113   726352 SH       DEFINED 01             726352        0        0
CARNIVAL                       COM              143658102     5554   200577 SH       DEFINED 01 03               0   200577        0
CARNIVAL                       COM              143658102     4190   151329 SH       DEFINED 01 05               0   151329        0
CARNIVAL CORP                  COM              143658102      559    20200 SH       DEFINED 01 02               0    20200        0
CARNIVAL CORP CVT              CONV BND         143658AN2      183   180000 PRN      DEFINED 01 02               0        0   180000
CARPENTER TECHNOLGY            COM              144285103      843    29284 SH       DEFINED 01              29284        0        0
CARRAMERICA REALTY             COM              144418100        4      130 SH       DEFINED 01                130        0        0
CARREKER                       COM              144433109      795    70228 SH       DEFINED 01              70228        0        0
CARRIER ACCESS CORP            COM              144460102        0       95 SH       DEFINED 01                 95        0        0
CASCADE CORP                   COM              147195101       46     2960 SH       DEFINED 01 02               0     2960        0
CASCADE CORP                   COM              147195101        3      189 SH       DEFINED 01 03               0      189        0
CASCADE NATURAL GAS            COM              147339105      740    35419 SH       DEFINED 01              35419        0        0
CASEY'S GENERAL STORES         COM              147528103     1918   159291 SH       DEFINED 01             159291        0        0
CASH AMERICA INTL              COM              14754D100      724    78673 SH       DEFINED 01              78673        0        0
CASTLE (AM)                    COM              148411101      590    47243 SH       DEFINED 01              47243        0        0
CATALINA MARKETING             COM              148867104    24051   852265 SH       DEFINED 01             852265        0        0
CATALINA MARKETING             COM              148867104     2923   103550 SH       DEFINED 01 03               0   103550        0
CATALINA MARKETING             COM              148867104      980    34732 SH       DEFINED 01 05               0    34732        0
CATALINA MKTG                  COM              148867104    34408  1219305 SH       DEFINED 01 02               0  1219305        0
CATAPULT COMMUNICATIONS        COM              149016107     2542   116245 SH       DEFINED 01             116245        0        0
CATAPULT COMMUNICATIONS        COM              149016107      147     6700 SH       DEFINED 01 05               0     6700        0
CATELLUS DEVELOPMENT           COM              149111106     6637   325068 SH       DEFINED 01             325068        0        0
CATELLUS DEVELOPMENT           COM              149111106      613    30000 SH       DEFINED 01 05               0    30000        0
CATERPILLAR                    COM              149123101   396303  8096088 SH       DEFINED 01            8096088        0        0
CATERPILLAR                    COM              149123101     8855   180898 SH       DEFINED 01 03               0   180898        0
CATERPILLAR                    COM              149123101   100667  2056547 SH       DEFINED 01 05               0  2056547        0
CATERPILLAR INC                COM              149123101     5972   122000 SH       DEFINED 01                  0   122000        0
CATERPILLAR INC                COM              149123101    22976   469387 SH       DEFINED 01 02               0   469387        0
CATHAY BANCORP INC             COM              149150104     1917    46200 SH       DEFINED 01              46200        0        0
CATHAY BANCORP INC             COM              149150104       92     2189 SH       DEFINED 01 02               0     2189        0
CATHAY BANCORP INC             COM              149150104        5      132 SH       DEFINED 01 03               0      132        0
CATHAY BANCORP INC             COM              149150104      216     5200 SH       DEFINED 01 05               0     5200        0
CATO CORP - CL A               COM              149205106     3867   173421 SH       DEFINED 01             173421        0        0
CATO CORP - CL A               COM              149205106      145     6500 SH       DEFINED 01 05               0     6500        0
CEDAR FAIR  LP                 COM              150185106        5      198 SH       DEFINED 01                198        0        0
CELESTICA INC                  COM              150900991      293    13000 SH       DEFINED 01              13000        0        0
CELL THERAPEUTICS              COM              150934107        2      296 SH       DEFINED 01                296        0        0
CELESTICA                      COM              15101Q108     3066   135000 SH       DEFINED 01             135000        0        0
CELESTICA                      COM              15101Q108      118     5200 SH       DEFINED 01 05               0     5200        0
CELESTICA INC CVT              CONV BND         15101QAA6      249   590000 PRN      DEFINED 01 02               0        0   590000
CELGENE CORP                   COM              151020104        3      189 SH       DEFINED 01                189        0        0
CELL PATHWAYS INC              COM              15114R101        0      111 SH       DEFINED 01                111        0        0
CENDANT                        COM              151313103   130966  8247278 SH       DEFINED 01            8247278        0        0
CENDANT                        COM              151313103     4017   252949 SH       DEFINED 01 03               0   252949        0
CENDANT                        COM              151313103    27528  1733453 SH       DEFINED 01 05               0  1733453        0
CENDANT CORP                   COM              151313103      348    21950 SH       DEFINED 01 02               0    21950        0
CENTENNIAL COMMUNICATIONS CORP COM              15133V208        1      447 SH       DEFINED 01                447        0        0
CENTENE CORP                   COM              15135B101     1084    35000 SH       DEFINED 01              35000        0        0
CENTERPOINT PROPERTIES         COM              151895109     4930    84787 SH       DEFINED 01              84787        0        0
CENTEX                         COM              152312104       97     1665 SH       DEFINED 01               1665        0        0
CENTEX                         COM              152312104      833    14409 SH       DEFINED 01 03               0    14409        0
CENTEX                         COM              152312104       38      656 SH       DEFINED 01 05               0      656        0
CENTILLIUM COMM                COM              152319109        0       49 SH       DEFINED 01                 49        0        0
CENTEX CONSTRN PRODS INC       COM              15231R109        2       53 SH       DEFINED 01                 53        0        0
CENTRAL ILL LT $100            PRF              153645882     6368    65000 SH       DEFINED 01 04               0    65000        0
CENTRAL PARKING                COM              154785109     2645   115300 SH       DEFINED 01             115300        0        0
CENTRAL VERMONT PUBLIC SERVICE COM              155771108      657    37357 SH       DEFINED 01              37357        0        0
CENTRICA PLC                   COM              155800998     6929  2239356 SH       DEFINED 01            2239356        0        0
CENTRICA PLC                   COM              155800998     5256  1698806 SH       DEFINED 01 03               0  1698806        0
CENTRICA PLC                   COM              155800998     9457  3056161 SH       DEFINED 01 05               0  3056161        0
CENTURY ALUMINUM               COM              156431108     2486   166934 SH       DEFINED 01             166934        0        0
CENTURY ALUMINUM               COM              156431108       48     3201 SH       DEFINED 01 02               0     3201        0
CENTURY ALUMINUM               COM              156431108        3      202 SH       DEFINED 01 03               0      202        0
CENTURY ALUMINUM               COM              156431108      176    11800 SH       DEFINED 01 05               0    11800        0
CENTURY BUSINESS SRV RESTRICTE COM              156490104        1      188 SH       DEFINED 01                188        0        0
CENTURY MAINTENANCE PIK SERIES PRF              156616401    18944   217740 SH       DEFINED 01             217740        0        0
CENTURY MAINTENANCE PIK SERIES PRF              156616401     6173    70970 SH       DEFINED 01 05               0    70970        0
CENTURYTEL                     COM              156700106    39439  1336910 SH       DEFINED 01            1336910        0        0
CENTURYTEL                     COM              156700106      981    33264 SH       DEFINED 01 03               0    33264        0
CENTURYTEL                     COM              156700106       45     1517 SH       DEFINED 01 05               0     1517        0
CEPHALON                       COM              156708109     9469   209499 SH       DEFINED 01             209499        0        0
CERES GROUP INC                COM              156772105      359    92000 SH       DEFINED 01              92000        0        0
CERES GROUP INC                COM              156772105       37     9600 SH       DEFINED 01 05               0     9600        0
CERIDIAN                       COM              156779100     6940   365665 SH       DEFINED 01             365665        0        0
CERIDIAN                       COM              156779100      330    17400 SH       DEFINED 01 05               0    17400        0
CERNER                         COM              156782104     5947   124330 SH       DEFINED 01             124330        0        0
CERTEGY                        COM              156880106       98     2649 SH       DEFINED 01               2649        0        0
CERUS CORPORATION              COM              157085101        3       87 SH       DEFINED 01                 87        0        0
CHAMPION ENTERPRISES           COM              158496109      879   156525 SH       DEFINED 01             156525        0        0
CHARLES RIV LABORATO           COM              159864107      296     8460 SH       DEFINED 01 02               0     8460        0
CHARLES RIV LABORATORIES       COM              159864107    14580   415971 SH       DEFINED 01             415971        0        0
CHARLES RIV LABORATORIES       COM              159864107    15177   433000 SH       DEFINED 01 05               0   433000        0
CHARLES TAYLOR CONS            COM              159888999      117    19000 SH       DEFINED 01              19000        0        0
AVASTA E-SERVICES WARRANTS     COM              160000998        0   508113 SH       DEFINED 01 05               0   508113        0
AVASTA SERIES B                PRF              160000XX8        0   933467 SH       DEFINED 01             933467        0        0
AVASTA SERIES B                PRF              160000XX8        0  1016226 SH       DEFINED 01 05               0  1016226        0
CHARTER ONE FINANCIAL          COM              160903100    14099   410088 SH       DEFINED 01             410088        0        0
CHARTER ONE FINANCIAL          COM              160903100     1921    55884 SH       DEFINED 01 03               0    55884        0
CHARTER ONE FINANCIAL          COM              160903100      423    12326 SH       DEFINED 01 05               0    12326        0
CHARLOTTE RUSSE HOLDING        COM              161048103     1139    51000 SH       DEFINED 01              51000        0        0
CHARMING SHOPPES               COM              161133103    26310  3045190 SH       DEFINED 01            3045190        0        0
CHARMING SHOPPES               COM              161133103     2912   337085 SH       DEFINED 01 05               0   337085        0
CHARTER COMMUNICATIONS INC     COM              16117M107       32     7829 SH       DEFINED 01               7829        0        0
CHATEAU COMMUNITIES            COM              161726104        2       79 SH       DEFINED 01                 79        0        0
CHATTEM                        COM              162456107       22      700 SH       DEFINED 01                700        0        0
CHECKERS DRIVEN REST           COM              162809305      618    52000 SH       DEFINED 01              52000        0        0
CHECKERS DRIVEN REST           COM              162809305        1      100 SH       DEFINED 01 02               0      100        0
CHECKERS DRIVEN REST           COM              162809305       64     5400 SH       DEFINED 01 05               0     5400        0
CHECKFREE                      COM              162813109      220    13983 SH       DEFINED 01              13983        0        0
CHECKPOINT SYSTEMS             COM              162825103     1207   103125 SH       DEFINED 01             103125        0        0
CHEESECAKE FACTORY             COM              163072101   122352  3448440 SH       DEFINED 01 02               0  3448440        0
CHEESECAKE FACTORY (THE)       COM              163072101    48346  1362628 SH       DEFINED 01            1362628        0        0
CHEESECAKE FACTORY (THE)       COM              163072101     7569   213337 SH       DEFINED 01 03               0   213337        0
CHEESECAKE FACTORY (THE)       COM              163072101     1960    55248 SH       DEFINED 01 05               0    55248        0
CHEIL COMMUNICATIONS INC       COM              163100993       63      600 SH       DEFINED 01                600        0        0
CHELSEA PROPERTY GROUP         COM              163421100        5      136 SH       DEFINED 01                136        0        0
CHEMED                         COM              163596109     2242    59495 SH       DEFINED 01              59495        0        0
CHEMFIRST                      COM              16361A106     1300    45359 SH       DEFINED 01              45359        0        0
CHEMICAL FINANCIAL C           COM              163731102        3       69 SH       DEFINED 01                 69        0        0
CHESAPEAKE                     COM              165159104     1281    48652 SH       DEFINED 01              48652        0        0
CHESAPEAKE ENERGY              COM              165167107     1052   146047 SH       DEFINED 01             146047        0        0
CHESAPEAKE ENERGY              COM              165167107       91    12512 SH       DEFINED 01 02               0    12512        0
CHESAPEAKE ENERGY              COM              165167107        5      760 SH       DEFINED 01 03               0      760        0
CHESAPEAKE ENERGY              COM              165167107      109    15200 SH       DEFINED 01 05               0    15200        0
CARDINALTEXECO CORPORATION     COM              166764100     1823    20200 SH       DEFINED 11 12               0    20200        0
CHEVRONTEXACO CORP             COM              166764100    13974   154800 SH       DEFINED 11 12 13            0   154800        0
CHEVRONTEXACO                  COM              166764100   593910  6710826 SH       DEFINED 01            6710826        0        0
CHEVRONTEXACO                  COM              166764100    24401   275718 SH       DEFINED 01 03               0   275718        0
CHEVRONTEXACO                  COM              166764100   197168  2227879 SH       DEFINED 01 05               0  2227879        0
CHEVRONTEXACO CORP             COM              166764100    10387   117358 SH       DEFINED 01                  0   117358        0
CHEVRONTEXACO CORP             COM              166764100    27058   305725 SH       DEFINED 01 02               0   305725        0
CHICAGO PIZZA BREW             COM              167889104     1108   111000 SH       DEFINED 01             111000        0        0
CHICAGO PIZZA BREW             COM              167889104       66     6550 SH       DEFINED 01 02               0     6550        0
CHICAGO PIZZA BREW             COM              167889104        4      395 SH       DEFINED 01 03               0      395        0
CHICAGO PIZZA BREW             COM              167889104      122    12200 SH       DEFINED 01 05               0    12200        0
CHICOS                         COM              168615102    11460   315490 SH       DEFINED 01 02               0   315490        0
CHICO'S FAS                    COM              168615102    13869   381851 SH       DEFINED 01             381851        0        0
CHICO'S FAS                    COM              168615102      311     8550 SH       DEFINED 01 03               0     8550        0
CHICO'S FAS                    COM              168615102    16559   455900 SH       DEFINED 01 05               0   455900        0
CHILDREN'S PLACE RETAIL STORES COM              168905107     2252    84966 SH       DEFINED 01              84966        0        0
CHINATRUST FINANCIAL HOLDING C COM              169205994     5288  5989000 SH       DEFINED 01            5989000        0        0
CLP HOLDINGS                   COM              169400108      994   250000 SH       DEFINED 01             250000        0        0
CHINA STEEL CORP GDR 144A      COM              169417102      188    18367 SH       DEFINED 01 05               0    18367        0
CHINA MOBILE                   COM              169425105     6533  2206000 SH       DEFINED 01            2206000        0        0
CHINA MOBILE                   COM              169425105      253    85500 SH       DEFINED 01 05               0    85500        0
CHINA STEEL          TW;2002   COM              169650991      866  1682000 SH       DEFINED 01            1682000        0        0
CHOICE HOTELS INTL             COM              169905106        5      241 SH       DEFINED 01                241        0        0
CHIRON                         COM              170040109      426    12081 SH       DEFINED 01              12081        0        0
CHIRON                         COM              170040109     1578    44711 SH       DEFINED 01 03               0    44711        0
CHIRON                         COM              170040109       72     2047 SH       DEFINED 01 05               0     2047        0
CHITTENDEN                     COM              170228100     3002   103610 SH       DEFINED 01             103610        0        0
CHOICEPOINT                    COM              170388102      343     7535 SH       DEFINED 01               7535        0        0
CHOICE ONE COMMUNICATIONS      COM              17038P104        0      112 SH       DEFINED 01                112        0        0
CHORDIANT SOFTWARE             COM              170404107      419   215000 SH       DEFINED 01             215000        0        0
CHRISTOPHER & BANKS            COM              171046105     3457    81735 SH       DEFINED 01              81735        0        0
CHUBB                          COM              171232101    40411   570773 SH       DEFINED 01             570773        0        0
CHUBB                          COM              171232101     4922    69527 SH       DEFINED 01 03               0    69527        0
CHUBB                          COM              171232101     4755    67162 SH       DEFINED 01 05               0    67162        0
CHUBB CORP                     COM              171232101      644     9100 SH       DEFINED 01 02               0     9100        0
CHURCH & DWIGHT                COM              171340102     6418   204853 SH       DEFINED 01             204853        0        0
CHURCH & DWIGHT                COM              171340102       70     2250 SH       DEFINED 01 02               0     2250        0
CHURCH & DWIGHT                COM              171340102     5755   183700 SH       DEFINED 01 05               0   183700        0
CHURCHILL DOWNS                COM              171484108      129     3200 SH       DEFINED 01               3200        0        0
CIBER                          COM              17163B102     1416   195252 SH       DEFINED 01             195252        0        0
CIENA                          COM              171779101     7702  1838255 SH       DEFINED 01            1838255        0        0
CIENA                          COM              171779101      425   101320 SH       DEFINED 01 03               0   101320        0
CIENA                          COM              171779101      459   109646 SH       DEFINED 01 05               0   109646        0
CIMA LABS                      COM              171796105     6440   266981 SH       DEFINED 01             266981        0        0
CIMA LABS                      COM              171796105      579    24000 SH       DEFINED 01 05               0    24000        0
CINCINNATI FINANCIAL           COM              172062101      212     4545 SH       DEFINED 01               4545        0        0
CINCINNATI FINANCIAL           COM              172062101     1776    38169 SH       DEFINED 01 03               0    38169        0
CINCINNATI FINANCIAL           COM              172062101       81     1750 SH       DEFINED 01 05               0     1750        0
CINERGY                        COM              172474108    27748   770982 SH       DEFINED 01             770982        0        0
CINERGY                        COM              172474108     1430    39741 SH       DEFINED 01 03               0    39741        0
CINERGY                        COM              172474108      119     3297 SH       DEFINED 01 05               0     3297        0
CIPHERGEN BIOSYSTEMS           COM              17252Y104     1181   321700 SH       DEFINED 01             321700        0        0
CIRCUIT CITY STORES-CIRCUIT CI COM              172737108    12014   640774 SH       DEFINED 01             640774        0        0
CIRCUIT CITY STORES-CIRCUIT CI COM              172737108      926    49377 SH       DEFINED 01 03               0    49377        0
CIRCUIT CITY STORES-CIRCUIT CI COM              172737108      368    19657 SH       DEFINED 01 05               0    19657        0
CIRCOR INTERNATIONAL           COM              17273K109        1       50 SH       DEFINED 01                 50        0        0
CIRRUS LOGIC                   COM              172755100      584    77983 SH       DEFINED 01              77983        0        0
CIRRUS LOGIC                   COM              172755100        1      130 SH       DEFINED 01 02               0      130        0
CIRRUS LOGIC                   COM              172755100       58     7700 SH       DEFINED 01 05               0     7700        0
CISCO SYSTEMS                  COM              17275R102     2239   132265 SH       DEFINED 11 12               0   132265        0
CISCO SYSTEMS                  COM              17275R102    14889   879404 SH       DEFINED 11 12 13            0   879404        0
CISCO SYSTEMS                  COM              17275R102    11815   847002 SH       DEFINED 01                  0   847002        0
CISCO SYSTEMS                  COM              17275R102   332846 23859914 SH       DEFINED 01           23859914        0        0
CISCO SYSTEMS                  COM              17275R102    46032  3299917 SH       DEFINED 01 02               0  3299917        0
CISCO SYSTEMS                  COM              17275R102    24556  1760262 SH       DEFINED 01 03               0  1760262        0
CISCO SYSTEMS                  COM              17275R102    94703  6788809 SH       DEFINED 01 05               0  6788809        0
CIPLA LIMITED                  COM              172800997     1686    87540 SH       DEFINED 01              87540        0        0
CIPLA LIMITED                  COM              172800997       71     3663 SH       DEFINED 01 05               0     3663        0
CINTAS                         COM              172908105    45940   929952 SH       DEFINED 01             929952        0        0
CINTAS                         COM              172908105     5916   119769 SH       DEFINED 01 03               0   119769        0
CINTAS                         COM              172908105     1911    38673 SH       DEFINED 01 05               0    38673        0
CINTAS CORP                    COM              172908105     2444    49450 SH       DEFINED 01 02               0    49450        0
CITIGROUP INC                  COM              172967101     4293    86698 SH       DEFINED 11 12               0    86698        0
CITIGROUP INC                  COM              172967101    29384   593369 SH       DEFINED 11 12 13            0   593369        0
CITIGROUP                      COM              172967101   960085 24776402 SH       DEFINED 01           24776402        0        0
CITIGROUP                      COM              172967101    49238  1270670 SH       DEFINED 01 03               0  1270670        0
CITIGROUP                      COM              172967101   261028  6736256 SH       DEFINED 01 05               0  6736256        0
CITIGROUP INC                  COM              172967101    18215   470051 SH       DEFINED 01                  0   470051        0
CITIGROUP INC                  COM              172967101    70399  1816593 SH       DEFINED 01 02               0  1816593        0
CITIZENS BKG CORP MI           COM              174420109        4      147 SH       DEFINED 01                147        0        0
CITIZENS COMMUNICATIONS        COM              17453B101      693    82817 SH       DEFINED 01              82817        0        0
CITIZENS COMMUNICATIONS        COM              17453B101      554    66304 SH       DEFINED 01 03               0    66304        0
CITIZENS COMMUNICATIONS        COM              17453B101       25     3034 SH       DEFINED 01 05               0     3034        0
CITRIX SYSTEMS                 COM              177376100     2492   412642 SH       DEFINED 01             412642        0        0
CITRIX SYSTEMS                 COM              177376100      259    42829 SH       DEFINED 01 03               0    42829        0
CITRIX SYSTEMS                 COM              177376100      106    17559 SH       DEFINED 01 05               0    17559        0
CITY NATL                      COM              178566105     1073    19970 SH       DEFINED 01              19970        0        0
CLARIANT AG                    COM              179490990      100     4200 SH       DEFINED 01               4200        0        0
CLAIRE'S STORES                COM              179584107       43     1867 SH       DEFINED 01               1867        0        0
CLARCOR                        COM              179895107     5842   184614 SH       DEFINED 01             184614        0        0
CLARCOR                        COM              179895107        6      175 SH       DEFINED 01 03               0      175        0
CLARCOR                        COM              179895107      301     9500 SH       DEFINED 01 05               0     9500        0
CLARCOR INC                    COM              179895107       92     2890 SH       DEFINED 01 02               0     2890        0
CLARENT CORP                   COM              180461105        0      194 SH       DEFINED 01                194        0        0
CLARK/BARDES INC               COM              180668105     1224    53600 SH       DEFINED 01              53600        0        0
CLARK/BARDES INC               COM              180668105       30     1300 SH       DEFINED 01 05               0     1300        0
CLARUS CORP DEL                COM              182707109        0       37 SH       DEFINED 01                 37        0        0
CLAYTON HOMES                  COM              184190106       85     5365 SH       DEFINED 01               5365        0        0
CLEAR CHANNEL COMMUNICATIONS   COM              184502102      206     4000 SH       DEFINED 11 12               0     4000        0
CLEAR CHANNEL COMMUN           COM              184502102     1771    55313 SH       DEFINED 01                  0    55313        0
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    21383   667790 SH       DEFINED 01             667790        0        0
CLEAR CHANNEL COMMUNICATIONS   COM              184502102     4615   144135 SH       DEFINED 01 03               0   144135        0
CLEAR CHANNEL COMMUNICATIONS   COM              184502102     5649   176411 SH       DEFINED 01 05               0   176411        0
CLEVELAND-CLIFFS               COM              185896107      884    32671 SH       DEFINED 01              32671        0        0
CLICK COMMERCE ING             COM              18681D109        0      130 SH       DEFINED 01                130        0        0
CLICK2LEARN INC                COM              18681S106      426   250000 SH       DEFINED 01             250000        0        0
CLOROX                         COM              189054109    13217   319619 SH       DEFINED 01             319619        0        0
CLOROX                         COM              189054109     2334    56452 SH       DEFINED 01 03               0    56452        0
CLOROX                         COM              189054109      417    10086 SH       DEFINED 01 05               0    10086        0
COACH                          COM              189754104    12976   236352 SH       DEFINED 01             236352        0        0
COACH                          COM              189754104       89     1625 SH       DEFINED 01 03               0     1625        0
COACH                          COM              189754104      302     5500 SH       DEFINED 01 05               0     5500        0
COACHMEN INDS                  COM              189873102      744    51661 SH       DEFINED 01              51661        0        0
COCA-COLA BOTTLING             COM              191098102     1212    28186 SH       DEFINED 01              28186        0        0
COCA-COLA                      COM              191216100     3360    60000 SH       DEFINED 01                  0    60000        0
COCA-COLA                      COM              191216100   210522  3759308 SH       DEFINED 01            3759308        0        0
COCA-COLA                      COM              191216100     1209    21580 SH       DEFINED 01 02               0    21580        0
COCA-COLA                      COM              191216100    33011   589490 SH       DEFINED 01 03               0   589490        0
COCA-COLA                      COM              191216100   108128  1930850 SH       DEFINED 01 05               0  1930850        0
COCA-COLA ENTERPRISES          COM              191219104    24441  1106920 SH       DEFINED 01            1106920        0        0
COCA-COLA ENTERPRISES          COM              191219104     2378   107704 SH       DEFINED 01 03               0   107704        0
COCA-COLA ENTERPRISES          COM              191219104      932    42216 SH       DEFINED 01 05               0    42216        0
COFACE                         COM              192300994      393     6600 SH       DEFINED 01               6600        0        0
COGENT COMMUNICATIONS GROUP    COM              19239V104        0        4 SH       DEFINED 01                  4        0        0
COGNEX                         COM              192422103     3164   157758 SH       DEFINED 01             157758        0        0
COGNEX                         COM              192422103       26     1300 SH       DEFINED 01 05               0     1300        0
COGNIZANT TECH SOLUT           COM              192446102        2       35 SH       DEFINED 01 02               0       35        0
COGNIZANT TECHNOLOGY SOLUTIONS COM              192446102      973    18100 SH       DEFINED 01              18100        0        0
COGNIZANT TECHNOLOGY SOLUTIONS COM              192446102      113     2100 SH       DEFINED 01 05               0     2100        0
COHERENT                       COM              192479103     7686   260190 SH       DEFINED 01             260190        0        0
COHERENT                       COM              192479103      455    15400 SH       DEFINED 01 05               0    15400        0
COHU                           COM              192576106     1601    92691 SH       DEFINED 01              92691        0        0
COINSTAR                       COM              19259P300     3993   163300 SH       DEFINED 01             163300        0        0
COINSTAR                       COM              19259P300      183     7500 SH       DEFINED 01 05               0     7500        0
COINSTAR INC                   COM              19259P300        4      150 SH       DEFINED 01 02               0      150        0
COLE KENNETH PRODTN            COM              193294105     1788    63084 SH       DEFINED 01              63084        0        0
COLE KENNETH PRODTN            COM              193294105        3      100 SH       DEFINED 01 02               0      100        0
COLE KENNETH PRODTN            COM              193294105      207     7300 SH       DEFINED 01 05               0     7300        0
COLES MYER                     COM              193870995     1365   366800 SH       DEFINED 01             366800        0        0
COLGATE-PALMOLIVE              COM              194162103     6006   120000 SH       DEFINED 01                  0   120000        0
COLGATE-PALMOLIVE              COM              194162103      768    15338 SH       DEFINED 01              15338        0        0
COLGATE-PALMOLIVE              COM              194162103      142     2838 SH       DEFINED 01 02               0     2838        0
COLGATE-PALMOLIVE              COM              194162103     6442   128718 SH       DEFINED 01 03               0   128718        0
COLGATE-PALMOLIVE              COM              194162103      296     5906 SH       DEFINED 01 05               0     5906        0
COLLINS AIKMAN                 COM              194830204        3      286 SH       DEFINED 01                286        0        0
COLONIAL BANCGROUP             COM              195493309       76     5029 SH       DEFINED 01               5029        0        0
COLONIAL BANCGROUP             COM              195493309      107     7140 SH       DEFINED 01 02               0     7140        0
COLONIAL BANCGROUP             COM              195493309        7      450 SH       DEFINED 01 03               0      450        0
COLONIAL PROPERTIES TRUST      COM              195872106     2746    70515 SH       DEFINED 01              70515        0        0
COLUMBIA SPORTSWEAR            COM              198516106        4      113 SH       DEFINED 01                113        0        0
COMCAST CL A                   COM              200300200    42302  1805532 SH       DEFINED 01            1805532        0        0
COMCAST CL A                   COM              200300200     5262   224612 SH       DEFINED 01 03               0   224612        0
COMCAST CL A                   COM              200300200     6006   256301 SH       DEFINED 01 05               0   256301        0
COMDISCO INC                   COM              200336105        0      743 SH       DEFINED 01                743        0        0
COMERICA                       COM              200340107    50546   823205 SH       DEFINED 01             823205        0        0
COMERICA                       COM              200340107     2594    42253 SH       DEFINED 01 03               0    42253        0
COMERICA                       COM              200340107      360     5863 SH       DEFINED 01 05               0     5863        0
COMERICA INC                   COM              200340107      270     4412 SH       DEFINED 01 02               0     4412        0
COMFORT GROUP LTD              COM              200383990       22    52000 SH       DEFINED 01              52000        0        0
COMMERCE BANCORP               COM              200519106     1083    24499 SH       DEFINED 01              24499        0        0
COMMERCE BANCSHARES            COM              200525103        5      106 SH       DEFINED 01                106        0        0
COMMERCE GROUP                 COM              200641108     1588    40162 SH       DEFINED 01              40162        0        0
COMMERCE GROUP                 COM              200641108      186     4700 SH       DEFINED 01 05               0     4700        0
COMMERCE ONE INC               COM              200693109        1     1387 SH       DEFINED 01               1387        0        0
COMMERCIAL FED CORP            COM              201647104       56     1960 SH       DEFINED 01 02               0     1960        0
COMMERCIAL FEDERAL             COM              201647104     5541   192716 SH       DEFINED 01             192716        0        0
COMMERCIAL FEDERAL             COM              201647104        3      121 SH       DEFINED 01 03               0      121        0
COMMERCIAL FEDERAL             COM              201647104      158     5500 SH       DEFINED 01 05               0     5500        0
COMMERCIAL METALS              COM              201723103     2059    43878 SH       DEFINED 01              43878        0        0
COMMONWLTH BK AUST   AU;CBA    COM              202779989      431    23320 SH       DEFINED 01              23320        0        0
COMMONWEALTH INDS              COM              203004106      369    51312 SH       DEFINED 01              51312        0        0
COMMONWEALTH TEL ENT           COM              203349105        3       70 SH       DEFINED 01 02               0       70        0
COMMONWEALTH TELEPHONE ENTERPR COM              203349105     1900    47231 SH       DEFINED 01              47231        0        0
COMMONWEALTH TELEPHONE ENTERPR COM              203349105      213     5300 SH       DEFINED 01 05               0     5300        0
COMMSCOPE                      COM              203372107       31     2453 SH       DEFINED 01               2453        0        0
COMMUNITY HEALTH SYS           COM              203668108    32872  1226595 SH       DEFINED 01 02               0  1226595        0
COMMUNITY HEALTH SYSTEMS       COM              203668108     9627   359225 SH       DEFINED 01             359225        0        0
COMMUNITY HEALTH SYSTEMS       COM              203668108      898    33500 SH       DEFINED 01 03               0    33500        0
COMMUNITY HEALTH SYSTEMS       COM              203668108    10157   379000 SH       DEFINED 01 05               0   379000        0
COMMUNITY FIRST BANKSHARES     COM              203902101     3345   128235 SH       DEFINED 01             128235        0        0
ALCATEL                        COM              204363105      366    52700 SH       DEFINED 01              52700        0        0
CIE GEN DE GEOPHYSIQ           COM              204379994      204     6000 SH       DEFINED 01               6000        0        0
COPEL ADS                      COM              20441B407     2327   574665 SH       DEFINED 01             574665        0        0
COPEL ADS                      COM              20441B407       87    21373 SH       DEFINED 01 05               0    21373        0
COMPANHIA DE BEBIDAS DAS AMERI COM              20441W203     2212   142350 SH       DEFINED 01             142350        0        0
COMPANHIA DE BEBIDAS DAS AMERI COM              20441W203       88     5641 SH       DEFINED 01 05               0     5641        0
COMPANIA DE MINAS BUENAVENTURA COM              204448104     4799   188927 SH       DEFINED 01             188927        0        0
COMPANIA DE MINAS BUENAVENTURA COM              204448104      130     5106 SH       DEFINED 01 05               0     5106        0
COMPASS BANCSHARES             COM              20449H109      902    26864 SH       DEFINED 01              26864        0        0
COMPASS GROUP PLC              COM              204501993     7778  1281969 SH       DEFINED 01            1281969        0        0
COMPASS GROUP PLC              COM              204501993     4263   702782 SH       DEFINED 01 03               0   702782        0
COMPASS GROUP PLC              COM              204501993    10508  1732038 SH       DEFINED 01 05               0  1732038        0
COMPUCREDIT CORP               COM              20478N100        1      107 SH       DEFINED 01                107        0        0
COMPUTER ASSOC                 COM              204912109      265    16700 SH       DEFINED 01 02               0    16700        0
COMPUTER ASSOCIATES INTL       COM              204912109    19893  1251937 SH       DEFINED 01            1251937        0        0
COMPUTER ASSOCIATES INTL       COM              204912109     3002   188917 SH       DEFINED 01 03               0   188917        0
COMPUTER ASSOCIATES INTL       COM              204912109    14956   941240 SH       DEFINED 01 05               0   941240        0
COMPUTER NETWORK TECHNOLOGY    COM              204925101      830   135400 SH       DEFINED 01             135400        0        0
COMPUTER NETWORK TECHNOLOGY    COM              204925101       72    11800 SH       DEFINED 01 05               0    11800        0
COMPUTER SCIENCES              COM              205363104    10755   225000 SH       DEFINED 01                  0   225000        0
COMPUTER SCIENCES              COM              205363104     3011    63004 SH       DEFINED 01              63004        0        0
COMPUTER SCIENCES              COM              205363104       11      230 SH       DEFINED 01 02               0      230        0
COMPUTER SCIENCES              COM              205363104     1922    40210 SH       DEFINED 01 03               0    40210        0
COMPUTER SCIENCES              COM              205363104     3195    66843 SH       DEFINED 01 05               0    66843        0
COMPUTER TASK GROUP            COM              205477102      333    66941 SH       DEFINED 01              66941        0        0
COMPUTERSHARE LTD              COM              205560998      201   163000 SH       DEFINED 01             163000        0        0
COMPUWARE                      COM              205638109      760   125203 SH       DEFINED 01             125203        0        0
COMPUWARE                      COM              205638109      533    87853 SH       DEFINED 01 03               0    87853        0
COMPUWARE                      COM              205638109       24     4018 SH       DEFINED 01 05               0     4018        0
COMVERSE TECHNOLOGY            COM              205862402    26324  2842766 SH       DEFINED 01            2842766        0        0
COMVERSE TECHNOLOGY            COM              205862402      407    43962 SH       DEFINED 01 03               0    43962        0
COMVERSE TECHNOLOGY            COM              205862402     7497   809614 SH       DEFINED 01 05               0   809614        0
COMVERSE TECH CVT              CONV BND         205862AJ4      125   160000 PRN      DEFINED 01 02               0        0   160000
CONAGRA FOODS                  COM              205887102    81486  2947040 SH       DEFINED 01            2947040        0        0
CONAGRA FOODS                  COM              205887102     5998   216932 SH       DEFINED 01 03               0   216932        0
CONAGRA FOODS                  COM              205887102     9841   355901 SH       DEFINED 01 05               0   355901        0
CONAGRA FOODS INC              COM              205887102     6158   222703 SH       DEFINED 01                  0   222703        0
CONAGRA FOODS INC              COM              205887102      755    27300 SH       DEFINED 01 02               0    27300        0
COM21 INC                      COM              205937105        0       67 SH       DEFINED 01                 67        0        0
CONCEPTUS                      COM              206016107     1017    61700 SH       DEFINED 01              61700        0        0
CONCERTO SOFTWARE              COM              20602T106      247    39146 SH       DEFINED 01              39146        0        0
CONCORD CAMERA                 COM              206156101     1893   371060 SH       DEFINED 01             371060        0        0
CONCORD CAMERA                 COM              206156101      182    35600 SH       DEFINED 01 05               0    35600        0
CONCORD COMMUNICATIONS         COM              206186108      898    54500 SH       DEFINED 01              54500        0        0
CONCORD EFS                    COM              206197105    59192  1963941 SH       DEFINED 01            1963941        0        0
CONCORD EFS                    COM              206197105     3620   120121 SH       DEFINED 01 03               0   120121        0
CONCORD EFS                    COM              206197105    17093   567104 SH       DEFINED 01 05               0   567104        0
CONCORD EFS INC.               COM              206197105      123     4085 SH       DEFINED 01 02               0     4085        0
Concur Technologies Inc        COM              206708901     2880   870161 SH       DEFINED 01             870161        0        0
CONCURRENT COMPUTER            COM              206710204      227    48667 SH       DEFINED 01              48667        0        0
CONDUCTUS                      COM              206784100      285   237800 SH       DEFINED 01             237800        0        0
CONECTIV                       COM              206829103     1488    58468 SH       DEFINED 01              58468        0        0
CONEXANT SYSTEMS               COM              207142100       13     7785 SH       DEFINED 01               7785        0        0
CONMED                         COM              207410101     3104   138993 SH       DEFINED 01             138993        0        0
CONMED                         COM              207410101        7      307 SH       DEFINED 01 03               0      307        0
CONMED CORP                    COM              207410101      107     4800 SH       DEFINED 01 02               0     4800        0
CONNETICS CORP                 COM              208192104      388    30000 SH       DEFINED 01              30000        0        0
CONOCO                         COM              208251504   188552  6782434 SH       DEFINED 01            6782434        0        0
CONOCO                         COM              208251504     7628   274400 SH       DEFINED 01 03               0   274400        0
CONOCO                         COM              208251504    49958  1797024 SH       DEFINED 01 05               0  1797024        0
CONOCO INC                     COM              208251504    23186   834030 SH       DEFINED 01 02               0   834030        0
CONSECO                        COM              208464107       22    10706 SH       DEFINED 01              10706        0        0
CONSECO                        COM              208464107      163    81410 SH       DEFINED 01 03               0    81410        0
CONSECO                        COM              208464107        7     3724 SH       DEFINED 01 05               0     3724        0
CONSOL ENERGY INC              COM              20854P109        5      247 SH       DEFINED 01                247        0        0
CON EDISON $100 SR J           PRF              209111863     2542    25000 SH       DEFINED 01                  0    25000        0
CON EDISON $100 SR J           PRF              209111863    15253   150000 SH       DEFINED 01 04               0   150000        0
CONSOLIDATED EDISON            COM              209115104    20413   488935 SH       DEFINED 01             488935        0        0
CONSOLIDATED EDISON            COM              209115104     2117    50719 SH       DEFINED 01 03               0    50719        0
CONSOLIDATED EDISON            COM              209115104      188     4492 SH       DEFINED 01 05               0     4492        0
CONSOLIDATED GRAPHICS          COM              209341106     2878   153348 SH       DEFINED 01             153348        0        0
CONSOLIDATED GRAPHICS          COM              209341106        6      340 SH       DEFINED 01 03               0      340        0
CONSOLIDATED GRAPHICS          COM              209341106      242    12914 SH       DEFINED 01 05               0    12914        0
CONSOLIDTED GRAPHICS           COM              209341106      100     5300 SH       DEFINED 01 02               0     5300        0
CONSORCIO ARA                  COM              210305991      161   110000 SH       DEFINED 01             110000        0        0
CONSTELLATION BRANDS           COM              21036P108      142     4423 SH       DEFINED 01               4423        0        0
CONSTELLATION ENERGY GROUP     COM              210371100    44144  1504582 SH       DEFINED 01            1504582        0        0
CONSTELLATION ENERGY GROUP     COM              210371100     1132    38593 SH       DEFINED 01 03               0    38593        0
CONSTELLATION ENERGY GROUP     COM              210371100       52     1761 SH       DEFINED 01 05               0     1761        0
CONTIFINANCIAL                 COM              21075M107      565  7419470 SH       DEFINED 01 02               0  7419470        0
CONTINENTAL AIRLINES CL B      COM              210795308     8364   530013 SH       DEFINED 01             530013        0        0
CONTINENTAL AIRLINES CL B      COM              210795308      653    41400 SH       DEFINED 01 03               0    41400        0
CONTINENTAL AIRLINES CL B      COM              210795308     1578   100000 SH       DEFINED 01 05               0   100000        0
CONTL AIRLINES CL B            COM              210795308      227    14400 SH       DEFINED 01 02               0    14400        0
CONVERGYS                      COM              212485106       94     4815 SH       DEFINED 01               4815        0        0
CONVERGYS                      COM              212485106      793    40688 SH       DEFINED 01 03               0    40688        0
CONVERGYS                      COM              212485106       36     1864 SH       DEFINED 01 05               0     1864        0
COOPER CAMERON                 COM              216640102      200     4139 SH       DEFINED 01               4139        0        0
COOPER CAMERON                 COM              216640102     9925   205000 SH       DEFINED 01 05               0   205000        0
COOPER COMPANIES               COM              216648402     5195   110287 SH       DEFINED 01             110287        0        0
COOPER COMPANIES               COM              216648402      332     7043 SH       DEFINED 01 05               0     7043        0
COOPER COS INC                 COM              216648402        5      110 SH       DEFINED 01 02               0      110        0
COOPER TIRE & RUBBER           COM              216831107       41     2007 SH       DEFINED 01               2007        0        0
COOPER TIRE & RUBBER           COM              216831107      354    17208 SH       DEFINED 01 03               0    17208        0
COOPER TIRE & RUBBER           COM              216831107       16      788 SH       DEFINED 01 05               0      788        0
COORS (ADOLPH) CL B            COM              217016104      843    13520 SH       DEFINED 01              13520        0        0
COORS (ADOLPH) CL B            COM              217016104      529     8497 SH       DEFINED 01 03               0     8497        0
COORS (ADOLPH) CL B            COM              217016104       24      387 SH       DEFINED 01 05               0      387        0
COORSTEK                       COM              217020106     1789    57887 SH       DEFINED 01              57887        0        0
COORSTEK                       COM              217020106      201     6493 SH       DEFINED 01 05               0     6493        0
COORSTEK INC                   COM              217020106        4      125 SH       DEFINED 01 02               0      125        0
COPART                         COM              217204106      395    24372 SH       DEFINED 01              24372        0        0
COPART                         COM              217204106    14630   901435 SH       DEFINED 01 02               0   901435        0
COPART                         COM              217204106      401    24700 SH       DEFINED 01 03               0    24700        0
COPPER MOUNTAIN                COM              217510106        0       72 SH       DEFINED 01                 72        0        0
CORINTHIAN COLLEGES            COM              218868107    11540   340526 SH       DEFINED 01             340526        0        0
CORINTHIAN COLLEGES            COM              218868107        6      190 SH       DEFINED 01 02               0      190        0
CORINTHIAN COLLEGES            COM              218868107      485    14300 SH       DEFINED 01 05               0    14300        0
CORIXA CORP                    COM              21887F100        1       78 SH       DEFINED 01                 78        0        0
CORN PRODUCTS INTL             COM              219023108     5359   172202 SH       DEFINED 01             172202        0        0
CORNELL COMPANIES              COM              219141108     2544   214700 SH       DEFINED 01             214700        0        0
CORNELL COMPANIES              COM              219141108      198    16700 SH       DEFINED 01 05               0    16700        0
CORNING                        COM              219350105     5775  1626573 SH       DEFINED 01            1626573        0        0
CORNING                        COM              219350105      841   236755 SH       DEFINED 01 03               0   236755        0
CORNING                        COM              219350105      251    70840 SH       DEFINED 01 05               0    70840        0
CORNING INC                    COM              219350105      692   195000 SH       DEFINED 01                  0   195000        0
CORNING INC                    COM              219350105       21     5950 SH       DEFINED 01 02               0     5950        0
CORP EXECUTIVE BOARD           COM              21988R102      241     7010 SH       DEFINED 01 02               0     7010        0
CORPORATE EXECUTIVE BOARD      COM              21988R102     8995   262599 SH       DEFINED 01             262599        0        0
CORPORATE EXECUTIVE BOARD      COM              21988R102     6552   191300 SH       DEFINED 01 05               0   191300        0
CORRECTIONS CORP OF AMERICA SE PRF              22025Y308        0        6 SH       DEFINED 01                  6        0        0
CORRECTIONS CORP OF AMERICA    COM              22025Y407        1       33 SH       DEFINED 01                 33        0        0
CORTEFIEL SA                   COM              220500995       67    11000 SH       DEFINED 01              11000        0        0
CORUS BANKSARES INC            COM              220873103        3       74 SH       DEFINED 01                 74        0        0
CORUS ENTERTAINMENT INC        COM              220880991      354    20000 SH       DEFINED 01              20000        0        0
CORVIS CORP                    COM              221009103        1     1323 SH       DEFINED 01               1323        0        0
COSINE COMM INC                COM              221222102        0      298 SH       DEFINED 01                298        0        0
COST PLUS                      COM              221485105     3441   112961 SH       DEFINED 01             112961        0        0
COSTCO WHOLESALE               COM              22160K105   283519  7341262 SH       DEFINED 01            7341262        0        0
COSTCO WHOLESALE               COM              22160K105     4125   106821 SH       DEFINED 01 03               0   106821        0
COSTCO WHOLESALE               COM              22160K105    60174  1558102 SH       DEFINED 01 05               0  1558102        0
COSTCO WHOLESALE COR           COM              22160K105      300     7769 SH       DEFINED 01 02               0     7769        0
COSTAR GROUP                   COM              22160N109     1047    51000 SH       DEFINED 01              51000        0        0
COUNTRYWIDE CREDIT INDS        COM              222372104     2792    57861 SH       DEFINED 01              57861        0        0
COUNTRYWIDE CREDIT INDS        COM              222372104     1403    29070 SH       DEFINED 01 03               0    29070        0
COUNTRYWIDE CREDIT INDS        COM              222372104       64     1335 SH       DEFINED 01 05               0     1335        0
COURIER CORP                   COM              222660102      552    13550 SH       DEFINED 01              13550        0        0
COURIER CORP                   COM              222660102        2       40 SH       DEFINED 01 02               0       40        0
COURIER CORP                   COM              222660102       59     1450 SH       DEFINED 01 05               0     1450        0
COUSINS PROPERTIES I           COM              222795106        8      317 SH       DEFINED 01                317        0        0
COVAD COMMUNICATIONS GROUP     COM              222814204        0      226 SH       DEFINED 01                226        0        0
COVANCE                        COM              222816100     6836   364534 SH       DEFINED 01             364534        0        0
COVANCE                        COM              222816100    14918   795600 SH       DEFINED 01 05               0   795600        0
COVANCE INC                    COM              222816100      463    24700 SH       DEFINED 01 02               0    24700        0
COVANSYS CORPORATION           COM              22281W103        1      139 SH       DEFINED 01                139        0        0
COVENTRY HEALTH CARE           COM              222862104     7273   255198 SH       DEFINED 01             255198        0        0
COVENTRY HEALTH CARE           COM              222862104       74     2590 SH       DEFINED 01 02               0     2590        0
COVENTRY HEALTH CARE           COM              222862104        5      165 SH       DEFINED 01 03               0      165        0
COVENTRY HEALTH CARE           COM              222862104      197     6900 SH       DEFINED 01 05               0     6900        0
COX COMMUNICATIONS CL A        COM              224044107     5964   216491 SH       DEFINED 01             216491        0        0
COX COMMUNICATIONS CL A        COM              224044107      231     8400 SH       DEFINED 01 05               0     8400        0
COX COMMUNICATIONS             CONV PRF         224044305     1644    40340 SH       DEFINED 01                  0    40340        0
COX RADIO CL A                 COM              224051102     7961   330337 SH       DEFINED 01             330337        0        0
COX RADIO CL A                 COM              224051102     7832   325000 SH       DEFINED 01 05               0   325000        0
COX RADIO INC                  COM              224051102       96     4000 SH       DEFINED 01 02               0     4000        0
CRANE                          COM              224399105    17429   687275 SH       DEFINED 01             687275        0        0
CRANE                          COM              224399105      357    14069 SH       DEFINED 01 03               0    14069        0
CRANE                          COM              224399105     1813    71514 SH       DEFINED 01 05               0    71514        0
CRAWFORD & CO                  COM              224633107        1      167 SH       DEFINED 01                167        0        0
CREDENCE SYSTEMS               COM              225302108     9243   520202 SH       DEFINED 01             520202        0        0
CREDENCE SYSTEMS               COM              225302108      718    40400 SH       DEFINED 01 05               0    40400        0
CREDIT SUISSE GROUP            COM              225400993      337    10615 SH       DEFINED 01              10615        0        0
UNICREDITO ITALIANO  IT;UC/EUR COM              225423995     7076  1564108 SH       DEFINED 01            1564108        0        0
UNICREDITO ITALIANO  IT;UC/EUR COM              225423995     4038   892597 SH       DEFINED 01 03               0   892597        0
UNICREDITO ITALIANO  IT;UC/EUR COM              225423995     9778  2161883 SH       DEFINED 01 05               0  2161883        0
CREDIT LYONNAIS                COM              225444991      366     8535 SH       DEFINED 01               8535        0        0
CREE                           COM              225447101       42     3230 SH       DEFINED 01               3230        0        0
CRESCENT                       COM              225756105      469    25100 SH       DEFINED 01 02               0    25100        0
CRESCENT REAL ESTATE EQUITIES  COM              225756105    56473  3019986 SH       DEFINED 01            3019986        0        0
CRESCENT REAL ESTATE EQUITIES  COM              225756105     1431    76500 SH       DEFINED 01 03               0    76500        0
CRESCENT REAL ESTATE EQUITIES  COM              225756105     7982   426858 SH       DEFINED 01 05               0   426858        0
CRH PLC                        COM              226530996      371    22741 SH       DEFINED 01              22741        0        0
CROMPTON                       COM              227116100       57     4430 SH       DEFINED 01               4430        0        0
CROSS (AT) CL A                COM              227478104      391    52100 SH       DEFINED 01              52100        0        0
CROSS COUNTRY                  COM              22748P105      885    23420 SH       DEFINED 01              23420        0        0
CROSS COUNTRY INC              COM              22748P105       11      300 SH       DEFINED 01 02               0      300        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        2      461 SH       DEFINED 01                461        0        0
CROWN CORK & SEAL              COM              228255105     4046   590617 SH       DEFINED 01             590617        0        0
CROWN CORK & SEAL              COM              228255105      108    15747 SH       DEFINED 01 02               0    15747        0
CROWN CORK & SEAL              COM              228255105        7      987 SH       DEFINED 01 03               0      987        0
CROWN CORK & SEAL              COM              228255105      309    45100 SH       DEFINED 01 05               0    45100        0
CROWN MEDIA HOLDINGS CL A      COM              228411104     1460   185100 SH       DEFINED 01             185100        0        0
CRYOLIFE                       COM              228903100     1621   100956 SH       DEFINED 01             100956        0        0
CTI MOLECULAR IMAGING INC      COM              22943D105      479    20900 SH       DEFINED 01              20900        0        0
COMP SIDERURGICA NACIONAL ORD  COM              229540992       93  5935000 SH       DEFINED 01 05               0  5935000        0
CSR                            COM              229555990     1144   319000 SH       DEFINED 01             319000        0        0
CUBIST PHARMACEUTICALS         COM              229678107        3      270 SH       DEFINED 01                270        0        0
CULLEN/FROST BANKERS           COM              229899109     7467   208038 SH       DEFINED 01             208038        0        0
CUMMINS                        COM              231021106       38     1149 SH       DEFINED 01               1149        0        0
CUMMINS                        COM              231021106      323     9750 SH       DEFINED 01 03               0     9750        0
CUMMINS                        COM              231021106       14      438 SH       DEFINED 01 05               0      438        0
CUMULUS MEDIA CL A             COM              231082108     2072   150368 SH       DEFINED 01             150368        0        0
CUMULUS MEDIA CL A             COM              231082108       92     6700 SH       DEFINED 01 05               0     6700        0
CURATIVE HEALTH SERVICES       COM              231264102      622    37081 SH       DEFINED 01              37081        0        0
CURAGEN CORP                   COM              23126R101        1      216 SH       DEFINED 01                216        0        0
CURTISS-WRIGHT                 COM              231561101     5727    71715 SH       DEFINED 01              71715        0        0
CURTISS-WRIGHT                 COM              231561101      216     2700 SH       DEFINED 01 05               0     2700        0
CUTTER & BUCK INC              COM              232217109     2779   471700 SH       DEFINED 01             471700        0        0
CUTTER & BUCK INC              COM              232217109      257    43600 SH       DEFINED 01 05               0    43600        0
CYBERCARE INC                  COM              23243T105        0      133 SH       DEFINED 01                133        0        0
CYBEROPTICS CORP               COM              232517102     2437   254100 SH       DEFINED 01             254100        0        0
CYBEROPTICS CORP               COM              232517102      224    23400 SH       DEFINED 01 05               0    23400        0
CYBER SOURCE COPR              COM              23251J106        0       38 SH       DEFINED 01                 38        0        0
CYGNUS                         COM              232560102      247   122471 SH       DEFINED 01             122471        0        0
CYMER                          COM              232572107     4387   125216 SH       DEFINED 01             125216        0        0
CYMER INC                      COM              232572107        2       60 SH       DEFINED 01 02               0       60        0
CYPRESS SEMICONDUCTOR          COM              232806109       71     4687 SH       DEFINED 01               4687        0        0
CYSIVE INC                     COM              23281T108        0       76 SH       DEFINED 01                 76        0        0
CYTEC INDS                     COM              232820100     1451    46136 SH       DEFINED 01              46136        0        0
CYTOGEN CORP                   COM              232824102        0      242 SH       DEFINED 01                242        0        0
D & K HEALTHCARE RESOURCES     COM              232861104     1056    29940 SH       DEFINED 01              29940        0        0
DNB HOLDING ASA                COM              232919993     1674   307100 SH       DEFINED 01             307100        0        0
CYTYC                          COM              232946103       61     8092 SH       DEFINED 01               8092        0        0
DDI                            COM              233162106        0      124 SH       DEFINED 01                124        0        0
DMC STRATEX NETWORKS           COM              23322L106      532   264773 SH       DEFINED 01             264773        0        0
DMI Furniture Inc              COM              233230101        3     1758 SH       DEFINED 01               1758        0        0
DPL                            COM              233293109      127     4774 SH       DEFINED 01               4774        0        0
DQE                            COM              23329J104     1784   127443 SH       DEFINED 01             127443        0        0
DRS TECHNOLOGIES               COM              23330X100     2264    52970 SH       DEFINED 01              52970        0        0
HORTON (DR)                    COM              23331A109      145     5560 SH       DEFINED 01               5560        0        0
DST SYSTEMS                    COM              233326107    33135   724898 SH       DEFINED 01             724898        0        0
DST SYSTEMS                    COM              233326107    79424  1737497 SH       DEFINED 01 02               0  1737497        0
DST SYSTEMS                    COM              233326107     3541    77470 SH       DEFINED 01 03               0    77470        0
DST SYSTEMS                    COM              233326107    15318   335116 SH       DEFINED 01 05               0   335116        0
DSP GROUP                      COM              23332B106     2894   147677 SH       DEFINED 01             147677        0        0
DSP GROUP                      COM              23332B106        4      190 SH       DEFINED 01 02               0      190        0
DTE ENERGY                     COM              233331107   103204  2311915 SH       DEFINED 01            2311915        0        0
DTE ENERGY                     COM              233331107     1776    39765 SH       DEFINED 01 03               0    39765        0
DTE ENERGY                     COM              233331107      196     4401 SH       DEFINED 01 05               0     4401        0
DTE ENERGY COMPANY             COM              233331107      171     3850 SH       DEFINED 01 02               0     3850        0
DTE ENERGY CVT PFD CVT         PRF              233331206     7612   290000 SH       DEFINED 01             290000        0        0
D/S 1912 CL B                  COM              233334994      158       21 SH       DEFINED 01                 21        0        0
GROUP DANONE                   COM              233640994      635     4619 SH       DEFINED 01               4619        0        0
DAILY MAIL & GENERAL           COM              233803998      210    21954 SH       DEFINED 01              21954        0        0
DAIICHI PHARM                  COM              233816990     1535    84000 SH       DEFINED 01              84000        0        0
DAIEI OMC INC                  COM              233827997      317    85000 SH       DEFINED 01              85000        0        0
DAIMLERCHRYSLER                COM              233833995     9122   188512 SH       DEFINED 01             188512        0        0
DAIMLERCHRYSLER                COM              233833995    12370   255616 SH       DEFINED 01 05               0   255616        0
DAISEKI CO LTD                 COM              234025997      291    18000 SH       DEFINED 01              18000        0        0
DAISYTEK INTRNATIONA           COM              234053106     1594    94000 SH       DEFINED 01              94000        0        0
DAISYTEK INTRNATIONA           COM              234053106        2      100 SH       DEFINED 01 02               0      100        0
DAISYTEK INTRNATIONA           COM              234053106      183    10800 SH       DEFINED 01 05               0    10800        0
DAITO TRUST CONSTR             COM              234055994     1704    91000 SH       DEFINED 01              91000        0        0
DAIWA HOUSE INDS               COM              234062107     1382   226000 SH       DEFINED 01             226000        0        0
DAIWA SECURITIES GROUP         COM              234064103     1945   300000 SH       DEFINED 01             300000        0        0
DAIWA SECURITIES GROUP         COM              234064103       78    12000 SH       DEFINED 01 05               0    12000        0
DANA                           COM              235811106     2548   139293 SH       DEFINED 01             139293        0        0
DANA                           COM              235811106      639    34957 SH       DEFINED 01 03               0    34957        0
DANA                           COM              235811106       29     1601 SH       DEFINED 01 05               0     1601        0
DANAHER                        COM              235851102    33452   504184 SH       DEFINED 01             504184        0        0
DANAHER                        COM              235851102     4891    73711 SH       DEFINED 01 03               0    73711        0
DANAHER                        COM              235851102     8363   126040 SH       DEFINED 01 05               0   126040        0
DANAHER CORP                   COM              235851102    18870   284410 SH       DEFINED 01 02               0   284410        0
DANAHER CVT                    CONV BND         235851AF9      183   280000 PRN      DEFINED 01 02               0        0   280000
DARDEN RESTAURANTS             COM              237194105      120     4835 SH       DEFINED 01               4835        0        0
DARDEN RESTAURANTS             COM              237194105     1006    40747 SH       DEFINED 01 03               0    40747        0
DARDEN RESTAURANTS             COM              237194105       46     1865 SH       DEFINED 01 05               0     1865        0
DATASCOPE                      COM              238113104     2331    84343 SH       DEFINED 01              84343        0        0
DATASCOPE                      COM              238113104       97     3500 SH       DEFINED 01 05               0     3500        0
DAVITA                         COM              23918K108      301    12619 SH       DEFINED 01              12619        0        0
DBS GROUP HOLDINGS             COM              240100990     2267   323000 SH       DEFINED 01             323000        0        0
DBS GROUP HOLDINGS             COM              240100990       91    13000 SH       DEFINED 01 05               0    13000        0
DEAN FOODS                     COM              242370104     2521    67594 SH       DEFINED 01              67594        0        0
DEAN FOODS                     COM              242370104        9      230 SH       DEFINED 01 03               0      230        0
DEAN FOODS                     COM              242370104      250     6700 SH       DEFINED 01 05               0     6700        0
DEAN FOODS COMPANY             COM              242370104      133     3570 SH       DEFINED 01 02               0     3570        0
DEB SHOPS                      COM              242728103      995    29457 SH       DEFINED 01              29457        0        0
DEB SHOPS                      COM              242728103       66     1970 SH       DEFINED 01 02               0     1970        0
DEB SHOPS                      COM              242728103        4      132 SH       DEFINED 01 03               0      132        0
DEB SHOPS                      COM              242728103      120     3543 SH       DEFINED 01 05               0     3543        0
DEERE & CO                     COM              244199105    38384   801349 SH       DEFINED 01             801349        0        0
DEERE & CO                     COM              244199105     2852    59523 SH       DEFINED 01 03               0    59523        0
DEERE & CO                     COM              244199105      160     3339 SH       DEFINED 01 05               0     3339        0
DEERE & COMPANY                COM              244199105    16649   347593 SH       DEFINED 01 02               0   347593        0
DEL MONTE FOODS CO             COM              24522P103        2      139 SH       DEFINED 01                139        0        0
DEL MONTE FOODS CO             COM              24522P103       83     7150 SH       DEFINED 01 02               0     7150        0
DEL MONTE FOODS CO             COM              24522P103        5      461 SH       DEFINED 01 03               0      461        0
DELIAS CL A                    COM              24688Q101     1610   315600 SH       DEFINED 01             315600        0        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
DELL COMPUTER                  COM              247025109   284054 10866670 SH       DEFINED 01           10866670        0        0
DELL COMPUTER                  COM              247025109    16336   624945 SH       DEFINED 01 03               0   624945        0
DELL COMPUTER                  COM              247025109    34785  1330695 SH       DEFINED 01 05               0  1330695        0
DELL COMPUTER CORP             COM              247025109     3702   141620 SH       DEFINED 01                  0   141620        0
DELL COMPUTER CORP             COM              247025109    48956  1872970 SH       DEFINED 01 02               0  1872970        0
DELPHI                         COM              247126105     2466   186745 SH       DEFINED 01             186745        0        0
DELPHI                         COM              247126105     1742   131970 SH       DEFINED 01 03               0   131970        0
DELPHI                         COM              247126105       80     6050 SH       DEFINED 01 05               0     6050        0
DELPHI FINANCIAL GROUP CL A    COM              247131105     2845    65769 SH       DEFINED 01              65769        0        0
DELTA & PINE LAND              COM              247357106     2472   122978 SH       DEFINED 01             122978        0        0
DELTA AIR LINES                COM              247361108       68     3436 SH       DEFINED 01               3436        0        0
DELTA AIR LINES                COM              247361108      580    28999 SH       DEFINED 01 03               0    28999        0
DELTA AIR LINES                COM              247361108       26     1320 SH       DEFINED 01 05               0     1320        0
DELTIC TIMBER                  COM              247850100     1318    38211 SH       DEFINED 01              38211        0        0
DELUXE                         COM              248019101       69     1780 SH       DEFINED 01               1780        0        0
DELUXE                         COM              248019101      580    14921 SH       DEFINED 01 03               0    14921        0
DELUXE                         COM              248019101       26      677 SH       DEFINED 01 05               0      677        0
DANSKE BANK                    COM              248205999      933    50668 SH       DEFINED 01              50668        0        0
DENDRITE                       COM              248239105      714    73855 SH       DEFINED 01 02               0    73855        0
DENDRITE INTL                  COM              248239105    14777  1528137 SH       DEFINED 01            1528137        0        0
DENDRITE INTL                  COM              248239105     1279   132250 SH       DEFINED 01 03               0   132250        0
DENDRITE INTL                  COM              248239105      554    57305 SH       DEFINED 01 05               0    57305        0
DENISON INTL ADR               COM              248335101     3165   170600 SH       DEFINED 01             170600        0        0
DENISON INTL ADR               COM              248335101      328    17700 SH       DEFINED 01 05               0    17700        0
DENTSPLY INTL                  COM              249030107      111     3011 SH       DEFINED 01               3011        0        0
DENTSU (4324)                  COM              249040999     2702      490 SH       DEFINED 01                490        0        0
DENTSU (4324)                  COM              249040999     1407      255 SH       DEFINED 01 03               0      255        0
DENTSU (4324)                  COM              249040999     5118      928 SH       DEFINED 01 05               0      928        0
DENWAY MOTORS LTD              COM              249112996     2483  8802000 SH       DEFINED 01            8802000        0        0
DENWAY MOTORS LTD              COM              249112996      100   354000 SH       DEFINED 01 05               0   354000        0
DEPT 56                        COM              249509100      675    41470 SH       DEFINED 01              41470        0        0
DEPFA BANK PLC                 COM              249527995      171     3150 SH       DEFINED 01               3150        0        0
DEUTSCHE BANK                  COM              251525101    13406   192933 SH       DEFINED 01             192933        0        0
DEUTSCHE BANK                  COM              251525101     6152    88548 SH       DEFINED 01 03               0    88548        0
DEUTSCHE BANK                  COM              251525101    17716   254988 SH       DEFINED 01 05               0   254988        0
DEUTSCHE BOERSE AG             COM              251549994      359     8500 SH       DEFINED 01               8500        0        0
DEUTSCHE TELEKOM ADR           COM              251566105      307    33000 SH       DEFINED 01              33000        0        0
DEVELOPERS DIVERSIFIED REALTY  COM              251591103     1591    70676 SH       DEFINED 01              70676        0        0
DEVELOPERS DIVERSIFIED REALTY  COM              251591103      169     7500 SH       DEFINED 01 05               0     7500        0
DEVON ENERGY                   COM              25179M103    19094   387464 SH       DEFINED 01             387464        0        0
DEVON ENERGY                   COM              25179M103    37545   761900 SH       DEFINED 01 02               0   761900        0
DEVON ENERGY                   COM              25179M103     2858    57999 SH       DEFINED 01 03               0    57999        0
DEVON ENERGY                   COM              25179M103      517    10489 SH       DEFINED 01 05               0    10489        0
DEVON ENERGY CVT               CONV BND         25179MAA1      189   190000 PRN      DEFINED 01 02               0        0   190000
DEVRY                          COM              251893103    16620   727665 SH       DEFINED 01             727665        0        0
DEVRY                          COM              251893103     2514   110050 SH       DEFINED 01 03               0   110050        0
DEVRY                          COM              251893103      679    29707 SH       DEFINED 01 05               0    29707        0
DEVRY INC.                     COM              251893103    37510  1642276 SH       DEFINED 01 02               0  1642276        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     1127    86801 SH       DEFINED 01              86801        0        0
DIAGEO ADR                     COM              25243Q205     9369   181400 SH       DEFINED 01             181400        0        0
DIAGNOSTIC PRODUCTS            COM              252450101    32586   880681 SH       DEFINED 01             880681        0        0
DIAGNOSTIC PRODUCTS            COM              252450101    20470   553256 SH       DEFINED 01 02               0   553256        0
DIAGNOSTIC PRODUCTS            COM              252450101     3263    88200 SH       DEFINED 01 03               0    88200        0
DIAGNOSTIC PRODUCTS            COM              252450101     1284    34716 SH       DEFINED 01 05               0    34716        0
DIAL                           COM              25247D101     2073   103553 SH       DEFINED 01             103553        0        0
DIAL                           COM              25247D101      128     6400 SH       DEFINED 01 05               0     6400        0
DIAL CORP                      COM              25247D101        4      200 SH       DEFINED 01 02               0      200        0
DIAMOND OFFSHORE DRI           COM              25271C102        8      293 SH       DEFINED 01                293        0        0
DIAMONDS TRUST SERIE           COM              252787106       53      577 SH       DEFINED 01 02               0      577        0
DIAMONDCLUSTER INTERNATIONAL I COM              25278P106      824   137863 SH       DEFINED 01             137863        0        0
DIAMONDCLUSTER INTERNATIONAL I COM              25278P106       54     9000 SH       DEFINED 01 05               0     9000        0
DIAMONDCLUSTER INTL            COM              25278P106        1      240 SH       DEFINED 01 02               0      240        0
DIANON SYSTEMS                 COM              252826102     5536   103610 SH       DEFINED 01             103610        0        0
DIANON SYSTEMS                 COM              252826102      283     5300 SH       DEFINED 01 05               0     5300        0
DIANON SYSTEMS INC             COM              252826102        5       90 SH       DEFINED 01 02               0       90        0
DIEBOLD                        COM              253651103    27784   746092 SH       DEFINED 01             746092        0        0
DIEBOLD                        COM              253651103     3154    84711 SH       DEFINED 01 05               0    84711        0
DIGEX                          COM              253756100        0       39 SH       DEFINED 01                 39        0        0
DIGI INTL                      COM              253798102      235    71140 SH       DEFINED 01              71140        0        0
DIGITAL LIGHTWAVE              COM              253855100        0       80 SH       DEFINED 01                 80        0        0
DIGITAL INSIGHT                COM              25385P106        1       72 SH       DEFINED 01                 72        0        0
DIGITAL RIVER                  COM              25388B104        1       88 SH       DEFINED 01                 88        0        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       86     3815 SH       DEFINED 01 02               0     3815        0
DIME COMMUNITY BANCSHARES      COM              253922108     4162   183426 SH       DEFINED 01             183426        0        0
DIME COMMUNITY BANCSHARES      COM              253922108        6      247 SH       DEFINED 01 03               0      247        0
DIME COMMUNITY BANCSHARES      COM              253922108      254    11183 SH       DEFINED 01 05               0    11183        0
DILLARD'S CL A                 COM              254067101     5854   222665 SH       DEFINED 01             222665        0        0
DILLARD'S CL A                 COM              254067101      557    21210 SH       DEFINED 01 03               0    21210        0
DILLARD'S CL A                 COM              254067101      134     5099 SH       DEFINED 01 05               0     5099        0
DILLARDS INC-CL A              COM              254067101       39     1470 SH       DEFINED 01 02               0     1470        0
DIMON                          COM              254394109      991   143175 SH       DEFINED 01             143175        0        0
DIONEX                         COM              254546104     1830    68304 SH       DEFINED 01              68304        0        0
DISNEY (WALT)                  COM              254687106    25935  1372239 SH       DEFINED 01            1372239        0        0
DISNEY (WALT)                  COM              254687106     9109   481970 SH       DEFINED 01 03               0   481970        0
DISNEY (WALT)                  COM              254687106    16280   861402 SH       DEFINED 01 05               0   861402        0
DISNEY WALT CO                 COM              254687106     3728   197230 SH       DEFINED 01                  0   197230        0
DITECH COMMU CORP              COM              25500M103        0      157 SH       DEFINED 01                157        0        0
DIVERSA CORP                   COM              255064107        0       12 SH       DEFINED 01                 12        0        0
DIVINE INC-A                   COM              255402406        0       13 SH       DEFINED 01                 13        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        0      311 SH       DEFINED 01                311        0        0
DOBSON COMM PIK PFD  13.00%    PRF              256072505     6173    13135 SH       DEFINED 01              13135        0        0
DOBSON COMM PIK PFD  13.00%    PRF              256072505     1251     2662 SH       DEFINED 01 05               0     2662        0
DOCTOR REDDY'S LAB             COM              256135203       78     4000 SH       DEFINED 01               4000        0        0
DOCUMENTUM INC                 COM              256159104        2      134 SH       DEFINED 01                134        0        0
DOLE FOOD                      COM              256605106       64     2198 SH       DEFINED 01               2198        0        0
DOLLAR GENERAL                 COM              256669102    21572  1133499 SH       DEFINED 01            1133499        0        0
DOLLAR GENERAL                 COM              256669102     1490    78302 SH       DEFINED 01 03               0    78302        0
DOLLAR GENERAL                 COM              256669102    20023  1052184 SH       DEFINED 01 05               0  1052184        0
DOLLAR THRIFY AUTOMOTIVE GROUP COM              256743105        3      100 SH       DEFINED 01                100        0        0
DOLLAR TREE STORES             COM              256747106    14333   363690 SH       DEFINED 01             363690        0        0
DOLLAR TREE STORES             COM              256747106      129     3270 SH       DEFINED 01 02               0     3270        0
DOLLAR TREE STORES             COM              256747106    10691   271300 SH       DEFINED 01 05               0   271300        0
DOMINION RES INC VA            COM              25746U109     6468    98035 SH       DEFINED 01                  0    98035        0
DOMINION RES INC VA            COM              25746U109    19681   298292 SH       DEFINED 01 02               0   298292        0
DOMINION RESOURCES             COM              25746U109   586572  8890172 SH       DEFINED 01            8890172        0        0
DOMINION RESOURCES             COM              25746U109     4344    65840 SH       DEFINED 01 03               0    65840        0
DOMINION RESOURCES             COM              25746U109   118730  1799490 SH       DEFINED 01 05               0  1799490        0
DOMINION RESOURCES CV 9.50%    PRF              25746U208    32899   542000 SH       DEFINED 01             542000        0        0
DONALDSON                      COM              257651109     1152    32878 SH       DEFINED 01              32878        0        0
DONALDSON CO                   COM              257651109        2       45 SH       DEFINED 01 02               0       45        0
DONNELLEY (RR) & SONS          COM              257867101    28158  1022077 SH       DEFINED 01            1022077        0        0
DONNELLEY (RR) & SONS          COM              257867101      734    26653 SH       DEFINED 01 03               0    26653        0
DONNELLEY (RR) & SONS          COM              257867101     3231   117247 SH       DEFINED 01 05               0   117247        0
DORAL FINANCIAL                COM              25811P100        5      154 SH       DEFINED 01                154        0        0
DORAL FINANCIAL                COM              25811P100        2       60 SH       DEFINED 01 02               0       60        0
DORAL FINANCIAL                COM              25811P100     6377   191000 SH       DEFINED 01 05               0   191000        0
DOUBLECLICK INC                COM              258609304        5      708 SH       DEFINED 01                708        0        0
DOVER                          COM              260003108    19556   558756 SH       DEFINED 01             558756        0        0
DOVER                          COM              260003108     1669    47698 SH       DEFINED 01 03               0    47698        0
DOVER                          COM              260003108     1705    48712 SH       DEFINED 01 05               0    48712        0
DOVER DOWNS GAMING & ENTERTAIN COM              260095104     2724   215397 SH       DEFINED 01             215397        0        0
DOVER DOWNS GAMING & ENTERTAIN COM              260095104      301    23800 SH       DEFINED 01 05               0    23800        0
DOVER MOTORSPORTS              COM              260174107       29     5139 SH       DEFINED 01               5139        0        0
DOW CHEMICAL                   COM              260543103     2693    78330 SH       DEFINED 01                  0    78330        0
DOW CHEMICAL                   COM              260543103   122612  3566410 SH       DEFINED 01            3566410        0        0
DOW CHEMICAL                   COM              260543103    14071   409270 SH       DEFINED 01 02               0   409270        0
DOW CHEMICAL                   COM              260543103    10433   303444 SH       DEFINED 01 03               0   303444        0
DOW CHEMICAL                   COM              260543103    62192  1808955 SH       DEFINED 01 05               0  1808955        0
DOW JONES                      COM              260561105      113     2333 SH       DEFINED 01               2333        0        0
DOW JONES                      COM              260561105      960    19820 SH       DEFINED 01 03               0    19820        0
DOW JONES                      COM              260561105       44      905 SH       DEFINED 01 05               0      905        0
DOWNEY FINANCIAL               COM              261018105     5263   111284 SH       DEFINED 01             111284        0        0
DOWNEY FINANCIAL               COM              261018105      109     2300 SH       DEFINED 01 05               0     2300        0
DRESS BARN                     COM              261570105     1801   116438 SH       DEFINED 01             116438        0        0
DRESS BARN                     COM              261570105        7      483 SH       DEFINED 01 03               0      483        0
THE DRESS BARN                 COM              261570105      118     7620 SH       DEFINED 01 02               0     7620        0
DREXLER TECH CORP              COM              261876106        1       40 SH       DEFINED 01 02               0       40        0
DREYER'S GRAND ICE CREAM       COM              261878102      779    11354 SH       DEFINED 01              11354        0        0
DRIL-QUIP                      COM              262037104     1402    55552 SH       DEFINED 01              55552        0        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     3430    73900 SH       DEFINED 01              73900        0        0
DU PONT(EI) DE NEMOURS         COM              263534109   126151  2841242 SH       DEFINED 01            2841242        0        0
DU PONT(EI) DE NEMOURS         COM              263534109    10516   236835 SH       DEFINED 01 03               0   236835        0
DU PONT(EI) DE NEMOURS         COM              263534109    62742  1413106 SH       DEFINED 01 05               0  1413106        0
E I DUPONT                     COM              263534109      267     6030 SH       DEFINED 01 02               0     6030        0
DUANE READE                    COM              263578106     7819   229637 SH       DEFINED 01             229637        0        0
DUANE READE                    COM              263578106        2       60 SH       DEFINED 01 02               0       60        0
DUANE READE                    COM              263578106      189     5553 SH       DEFINED 01 05               0     5553        0
DUKE ENERGY                    COM              264399106    58556  1882815 SH       DEFINED 01            1882815        0        0
DUKE ENERGY                    COM              264399106     6139   197421 SH       DEFINED 01 03               0   197421        0
DUKE ENERGY                    COM              264399106    18699   601253 SH       DEFINED 01 05               0   601253        0
DUKE ENERGY CORP               COM              264399106     2163    69541 SH       DEFINED 01                  0    69541        0
DUKE ENERGY CORP               COM              264399106      323    10370 SH       DEFINED 01 02               0    10370        0
DUKE ENERGY CV 8.25%           PRF              264399585    31050  1380000 SH       DEFINED 01            1380000        0        0
DUKE REALTY CORP               COM              264411505        9      303 SH       DEFINED 01                303        0        0
DUN & BRADSTREET               COM              26483E100     3115    94255 SH       DEFINED 01              94255        0        0
DURA AUTOMOTIVE SYST           COM              265903104       88     4170 SH       DEFINED 01 02               0     4170        0
DURA AUTOMOTIVE SYSTEMS CL A   COM              265903104     2294   110554 SH       DEFINED 01             110554        0        0
DURA AUTOMOTIVE SYSTEMS CL A   COM              265903104        5      252 SH       DEFINED 01 03               0      252        0
DURA AUTOMOTIVE SYSTEMS CL A   COM              265903104      254    12246 SH       DEFINED 01 05               0    12246        0
DUPONT PHOTOMASKS              COM              26613X101     1865    57430 SH       DEFINED 01              57430        0        0
DURBAN RESTRICTED              COM              266599992      584   140000 SH       DEFINED 01             140000        0        0
DYCOM INDS                     COM              267475101       21     1796 SH       DEFINED 01               1796        0        0
DYNEGY CL A                    COM              26816Q101     3637   505089 SH       DEFINED 01             505089        0        0
DYNEGY CL A                    COM              26816Q101      912   126592 SH       DEFINED 01 03               0   126592        0
DYNEGY CL A                    COM              26816Q101      748   103894 SH       DEFINED 01 05               0   103894        0
DYNEGY INC                     COM              26816Q101       91    12700 SH       DEFINED 01 02               0    12700        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     2810   165722 SH       DEFINED 01             165722        0        0
E-L FINANCIAL CORP LTD         COM              268575107      922     5100 SH       DEFINED 01               5100        0        0
E-LOAN                         COM              26861P107        0      102 SH       DEFINED 01                102        0        0
EMC CORPORATION                COM              268648102      279    23400 SH       DEFINED 11 12               0    23400        0
EMC                            COM              268648102    37734  4997853 SH       DEFINED 01            4997853        0        0
EMC                            COM              268648102     4074   539592 SH       DEFINED 01 03               0   539592        0
EMC                            COM              268648102    11051  1463778 SH       DEFINED 01 05               0  1463778        0
EMC CORPORATION                COM              268648102      423    56000 SH       DEFINED 01                  0    56000        0
EMC CORPORATION                COM              268648102    15864  2101074 SH       DEFINED 01 02               0  2101074        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    19495   715149 SH       DEFINED 01             715149        0        0
ENSCO INTL                     COM              26874Q100     2107    77300 SH       DEFINED 01 03               0    77300        0
ENSCO INTL                     COM              26874Q100      781    28638 SH       DEFINED 01 05               0    28638        0
ENSCO INTL INC                 COM              26874Q100    28026  1028023 SH       DEFINED 01 02               0  1028023        0
ENI                            COM              26874R991    25794  1622151 SH       DEFINED 01            1622151        0        0
ENI                            COM              26874R991    10470   658472 SH       DEFINED 01 03               0   658472        0
ENI                            COM              26874R991    30090  1892417 SH       DEFINED 01 05               0  1892417        0
EOG RESOURCES                  COM              26875P101     3223    81188 SH       DEFINED 01              81188        0        0
EOG RESOURCES                  COM              26875P101     1084    27304 SH       DEFINED 01 03               0    27304        0
EOG RESOURCES                  COM              26875P101       49     1244 SH       DEFINED 01 05               0     1244        0
E.ON ADR                       COM              268780103    26109   450000 SH       DEFINED 01             450000        0        0
E.ON                           COM              268780996    11387   195439 SH       DEFINED 01             195439        0        0
E.ON                           COM              268780996    11696   200735 SH       DEFINED 01 05               0   200735        0
E.PIPHANY INC                  COM              26881V100        2      462 SH       DEFINED 01                462        0        0
ESS TECHNOLOGY                 COM              269151106     4520   257693 SH       DEFINED 01             257693        0        0
ESS TECHNOLOGY                 COM              269151106       82     4690 SH       DEFINED 01 02               0     4690        0
ESS TECHNOLOGY                 COM              269151106        5      296 SH       DEFINED 01 03               0      296        0
ESS TECHNOLOGY                 COM              269151106      219    12500 SH       DEFINED 01 05               0    12500        0
E*TRADE GROUP                  COM              269246104     4643   850495 SH       DEFINED 01             850495        0        0
E*TRADE GROUP                  COM              269246104      286    52400 SH       DEFINED 01 05               0    52400        0
EARTHLINK                      COM              270321102        2      359 SH       DEFINED 01                359        0        0
EAST JAPAN RAILWAY             COM              275200996     1498      320 SH       DEFINED 01                320        0        0
EAST WEST BANCORP              COM              27579R104     5492   159098 SH       DEFINED 01             159098        0        0
EAST WEST BANCORP              COM              27579R104       94     2745 SH       DEFINED 01 02               0     2745        0
EAST WEST BANCORP              COM              27579R104        6      165 SH       DEFINED 01 03               0      165        0
EAST WEST BANCORP              COM              27579R104      331     9600 SH       DEFINED 01 05               0     9600        0
EASTMAN CHEMICAL               COM              277432100     2473    52740 SH       DEFINED 01              52740        0        0
EASTMAN CHEMICAL               COM              277432100     1097    23391 SH       DEFINED 01 03               0    23391        0
EASTMAN CHEMICAL               COM              277432100       39      833 SH       DEFINED 01 05               0      833        0
EASTMAN CHEMICAL CO            COM              277432100    16587   353819 SH       DEFINED 01 02               0   353819        0
EASTMAN KODAK                  COM              277461109    74924  2568503 SH       DEFINED 01            2568503        0        0
EASTMAN KODAK                  COM              277461109      613    21000 SH       DEFINED 01 02               0    21000        0
EASTMAN KODAK                  COM              277461109     3990   136780 SH       DEFINED 01 03               0   136780        0
EASTMAN KODAK                  COM              277461109     9064   310688 SH       DEFINED 01 05               0   310688        0
EATON                          COM              278058102    19111   262694 SH       DEFINED 01             262694        0        0
EATON                          COM              278058102     1202    16526 SH       DEFINED 01 03               0    16526        0
EATON                          COM              278058102     2228    30634 SH       DEFINED 01 05               0    30634        0
EATON VANCE                    COM              278265103      552    17721 SH       DEFINED 01              17721        0        0
EATON VANCE                    COM              278265103    22045   707950 SH       DEFINED 01 02               0   707950        0
EATON VANCE                    COM              278265103      601    19300 SH       DEFINED 01 03               0    19300        0
EBAY                           COM              278642103   132948  2157546 SH       DEFINED 01            2157546        0        0
EBAY                           COM              278642103     1306    21200 SH       DEFINED 01 03               0    21200        0
EBAY                           COM              278642103    42415   688329 SH       DEFINED 01 05               0   688329        0
EBAY INC                       COM              278642103    47646   773232 SH       DEFINED 01 02               0   773232        0
ECHELON CORPORATION            COM              27874N105        1       53 SH       DEFINED 01                 53        0        0
ECHO BAY MINES LTD UNITS       COM              278751995     1092   700000 SH       DEFINED 01             700000        0        0
ECHOSTAR COMMUN CORP           COM              278762109    26488  1427170 SH       DEFINED 01            1427170        0        0
ECHOSTAR COMMUN CORP           COM              278762109     3434   185000 SH       DEFINED 01 05               0   185000        0
ECLIPSYS                       COM              278856109      522    79632 SH       DEFINED 01              79632        0        0
ECOLAB                         COM              278865100     3581    77455 SH       DEFINED 01              77455        0        0
ECOLAB                         COM              278865100     1403    30349 SH       DEFINED 01 03               0    30349        0
ECOLAB                         COM              278865100       64     1386 SH       DEFINED 01 05               0     1386        0
ECOLAB  INC.                   COM              278865100    15969   345450 SH       DEFINED 01 02               0   345450        0
EDEN BIOSCIENCE CORP           COM              279445100        0      155 SH       DEFINED 01                155        0        0
EDISON INTL                    COM              281020107    16052   944250 SH       DEFINED 01             944250        0        0
EDISON INTL                    COM              281020107     1319    77588 SH       DEFINED 01 03               0    77588        0
EDISON INTL                    COM              281020107      113     6607 SH       DEFINED 01 05               0     6607        0
EDISON SCHOOLS INC             COM              281033100        0      176 SH       DEFINED 01                176        0        0
EDO CORP                       COM              281347104     1795    62965 SH       DEFINED 01              62965        0        0
EDUCATION MANAGEMENT           COM              28139T101      852    20926 SH       DEFINED 01              20926        0        0
EDWARDS (JD) & CO              COM              281667105      970    79839 SH       DEFINED 01              79839        0        0
EDWARDS (JD) & CO              COM              281667105      103     8500 SH       DEFINED 01 05               0     8500        0
J D EDWARDS & CO               COM              281667105        6      470 SH       DEFINED 01 02               0      470        0
EDWARDS (AG)                   COM              281760108      118     3032 SH       DEFINED 01               3032        0        0
EDWARDS LIFESCIENCES           COM              28176E108      729    31826 SH       DEFINED 01              31826        0        0
EDWARDS LIFESCIENCES           COM              28176E108       45     1970 SH       DEFINED 01 02               0     1970        0
EDWARDS LIFESCIENCES           COM              28176E108        3      132 SH       DEFINED 01 03               0      132        0
EFUNDS                         COM              28224R101     6251   658711 SH       DEFINED 01             658711        0        0
EFUNDS                         COM              28224R101      434    45700 SH       DEFINED 01 05               0    45700        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    41059  1992152 SH       DEFINED 01            1992152        0        0
EL PASO                        COM              28336L109     3551   172314 SH       DEFINED 01 03               0   172314        0
EL PASO                        COM              28336L109     3619   175615 SH       DEFINED 01 05               0   175615        0
EL PASO CORPORATION            COM              28336L109      256    12400 SH       DEFINED 01 02               0    12400        0
EL PASO ELECTRIC               COM              283677854     5661   408789 SH       DEFINED 01             408789        0        0
EL PASO ELECTRIC               COM              283677854       72     5180 SH       DEFINED 01 02               0     5180        0
EL PASO ELECTRIC               COM              283677854        5      329 SH       DEFINED 01 03               0      329        0
EL PASO ELECTRIC               COM              283677854      262    18904 SH       DEFINED 01 05               0    18904        0
ELCOR                          COM              284443108     1725    62252 SH       DEFINED 01              62252        0        0
ELECTRO SCIENTIFIC             COM              285229100        2       95 SH       DEFINED 01 02               0       95        0
ELECTRO SCIENTIFIC INDS        COM              285229100     8574   352817 SH       DEFINED 01             352817        0        0
ELECTRO SCIENTIFIC INDS        COM              285229100      655    26934 SH       DEFINED 01 05               0    26934        0
ELECTROCOMPONENTS              COM              285299996     1249   223000 SH       DEFINED 01             223000        0        0
ELECTROGLAS                    COM              285324109     5149   514914 SH       DEFINED 01             514914        0        0
ELECTROGLAS                    COM              285324109      444    44400 SH       DEFINED 01 05               0    44400        0
ELECTROLUX CL B                COM              285378998     2802   138800 SH       DEFINED 01             138800        0        0
ELECTRONIC ARTS                COM              285512109    17096   258841 SH       DEFINED 01             258841        0        0
ELECTRONIC ARTS                COM              285512109    17900   271000 SH       DEFINED 01 05               0   271000        0
ELECTRONIC ARTS INC            COM              285512109      412     6230 SH       DEFINED 01 02               0     6230        0
ELECTRONIC DATA SYST           COM              285661104      628    16900 SH       DEFINED 01 02               0    16900        0
ELECTRONIC DATA SYSTEMS        COM              285661104    21857   588362 SH       DEFINED 01             588362        0        0
ELECTRONIC DATA SYSTEMS        COM              285661104     6119   164692 SH       DEFINED 01 03               0   164692        0
ELECTRONIC DATA SYSTEMS        COM              285661104     4464   120163 SH       DEFINED 01 05               0   120163        0
ELECTRONIC DATA SYSTEMS CV 7.6 PRF              285661203    18600   500000 SH       DEFINED 01             500000        0        0
ELECTRONICS BOUTIQUE HLDS      COM              286045109     1234    42100 SH       DEFINED 01              42100        0        0
ELECTRONICS FOR IMAGING        COM              286082102      960    60324 SH       DEFINED 01              60324        0        0
ELIZABETH ARDEN                COM              28660G106      752    43000 SH       DEFINED 01              43000        0        0
ELIZABETH ARDEN                COM              28660G106        3      169 SH       DEFINED 01 03               0      169        0
ELIZABETH ARDEN                COM              28660G106       82     4700 SH       DEFINED 01 05               0     4700        0
ELIZABETH ARDEN INC            COM              28660G106       50     2804 SH       DEFINED 01 02               0     2804        0
ELOYALTY CORPORATION           COM              290151307        0       12 SH       DEFINED 01                 12        0        0
EMAP PLC                       COM              290733997      108     8646 SH       DEFINED 01               8646        0        0
EMCORE                         COM              290846104        1      224 SH       DEFINED 01                224        0        0
EMCOR GROUP                    COM              29084Q100     5571    96030 SH       DEFINED 01              96030        0        0
EMCOR GROUP                    COM              29084Q100        8      140 SH       DEFINED 01 03               0      140        0
EMCOR GROUP                    COM              29084Q100      315     5434 SH       DEFINED 01 05               0     5434        0
EMCOR GROUP INC                COM              29084Q100      127     2202 SH       DEFINED 01 02               0     2202        0
EMERSON ELECTRIC               COM              291011104     4381    81861 SH       DEFINED 01              81861        0        0
EMERSON ELECTRIC               COM              291011104     5300    99042 SH       DEFINED 01 03               0    99042        0
EMERSON ELECTRIC               COM              291011104     6397   119538 SH       DEFINED 01 05               0   119538        0
EMMIS COMMUNICATIONS           COM              291525103       61     2910 SH       DEFINED 01 02               0     2910        0
EMMIS COMMUNICATIONS CL A      COM              291525103     2568   121188 SH       DEFINED 01             121188        0        0
EMMIS COMMUNICATIONS CL A      COM              291525103        4      181 SH       DEFINED 01 03               0      181        0
EMMIS COMMUNICATIONS CL A      COM              291525103      201     9500 SH       DEFINED 01 05               0     9500        0
EMPRESA NACIONAL DE ELECTRICID COM              29244T101     2473   309557 SH       DEFINED 01             309557        0        0
EMPRESA NACIONAL DE ELECTRICID COM              29244T101      100    12460 SH       DEFINED 01 05               0    12460        0
EMULEX                         COM              292475209      679    30164 SH       DEFINED 01              30164        0        0
EMULEX                         COM              292475209      214     9500 SH       DEFINED 01 02               0     9500        0
EMULEX                         COM              292475209     5279   234500 SH       DEFINED 01 05               0   234500        0
ENCOMPASS SVS CORP             COM              29255U104        2     3091 SH       DEFINED 01 02               0     3091        0
ENCORE WIRE                    COM              292562105     1370    96303 SH       DEFINED 01              96303        0        0
ENCORE WIRE                    COM              292562105        4      307 SH       DEFINED 01 03               0      307        0
ENCORE WIRE                    COM              292562105      161    11297 SH       DEFINED 01 05               0    11297        0
ENCORE WIRE CORP               COM              292562105       68     4800 SH       DEFINED 01 02               0     4800        0
ENDESA ORD                     COM              292580990     9686   666742 SH       DEFINED 01             666742        0        0
ENDESA ORD                     COM              292580990     2556   175989 SH       DEFINED 01 03               0   175989        0
ENDESA ORD                     COM              292580990    13165   906227 SH       DEFINED 01 05               0   906227        0
ENDO PHARMACEUTICAL            COM              29264F205      362    51789 SH       DEFINED 01              51789        0        0
ENDOCARE                       COM              29264P104     1415   107100 SH       DEFINED 01             107100        0        0
ENERGEN                        COM              29265N108     5577   206206 SH       DEFINED 01             206206        0        0
ENERGEN                        COM              29265N108      311    11486 SH       DEFINED 01 05               0    11486        0
ENERGY EAST                    COM              29266M109     1224    54159 SH       DEFINED 01              54159        0        0
ENERGIZER HOLDINGS             COM              29266R108     3451   125812 SH       DEFINED 01             125812        0        0
ENERGIZER HOLDINGS             COM              29266R108      463    16900 SH       DEFINED 01 05               0    16900        0
ENESERVE CORP                  COM              292799996      405     9000 SH       DEFINED 01               9000        0        0
ENGAGE INC                     COM              292827102        0      641 SH       DEFINED 01                641        0        0
ENGELHARD                      COM              292845104      102     3599 SH       DEFINED 01               3599        0        0
ENGELHARD                      COM              292845104      863    30487 SH       DEFINED 01 03               0    30487        0
ENGELHARD                      COM              292845104       40     1395 SH       DEFINED 01 05               0     1395        0
ENGINEERED SUPPORT             COM              292866100       24      431 SH       DEFINED 01 02               0      431        0
ENGINEERED SUPPORT SYSTEMS     COM              292866100     2308    44124 SH       DEFINED 01              44124        0        0
ENGINEERED SUPPORT SYSTEMS     COM              292866100        2       33 SH       DEFINED 01 03               0       33        0
ENGINEERED SUPPORT SYSTEMS     COM              292866100      182     3476 SH       DEFINED 01 05               0     3476        0
ENESCO GROUP                   COM              292973104      388    44352 SH       DEFINED 01              44352        0        0
ENPRO INDUSTRIES INC           COM              29355X107      169    30000 SH       DEFINED 01                  0    30000        0
ENPRO INDUSTRIES INC           COM              29355X107        0       53 SH       DEFINED 01                 53        0        0
ENRON CORP                     COM              293561106       32   306600 SH       DEFINED 01                  0   306600        0
ENTEGRIS                       COM              29362U104     9362   641227 SH       DEFINED 01             641227        0        0
ENTEGRIS                       COM              29362U104        6      404 SH       DEFINED 01 03               0      404        0
ENTEGRIS                       COM              29362U104      913    62573 SH       DEFINED 01 05               0    62573        0
ENTEGRIS INC                   COM              29362U104       96     6617 SH       DEFINED 01 02               0     6617        0
ENTERASYS NETWORKS             COM              293637104        1      433 SH       DEFINED 01                433        0        0
ENTERCOM COMMUNICATI           COM              293639100    11747   255900 SH       DEFINED 01 02               0   255900        0
ENTERCOM COMMUNICATIONS CL A   COM              293639100       86     1880 SH       DEFINED 01               1880        0        0
ENTERCOM COMMUNICATIONS CL A   COM              293639100      321     7000 SH       DEFINED 01 03               0     7000        0
ENTERGY                        COM              29364G103    68162  1606053 SH       DEFINED 01            1606053        0        0
ENTERGY                        COM              29364G103     2269    53461 SH       DEFINED 01 03               0    53461        0
ENTERGY                        COM              29364G103      196     4620 SH       DEFINED 01 05               0     4620        0
ENTERPRISE PRODS PAR           COM              293792107        5      334 SH       DEFINED 01                334        0        0
ENTRAVISION COMMUNICATIONS CL  COM              29382R107      787    64280 SH       DEFINED 01              64280        0        0
ENTRADA NETWORKS INC           COM              29382Y102        0        8 SH       DEFINED 01                  8        0        0
ENTRUST INC                    COM              293848107        0      169 SH       DEFINED 01                169        0        0
ENZON                          COM              293904108    14611   593720 SH       DEFINED 01             593720        0        0
ENZON                          COM              293904108      130     5300 SH       DEFINED 01 03               0     5300        0
ENZON                          COM              293904108     9742   395900 SH       DEFINED 01 05               0   395900        0
ENZON   INC                    COM              293904108     4860   197485 SH       DEFINED 01 02               0   197485        0
ENZON INC CVT                  CONV BND         293904AB4      116   160000 PRN      DEFINED 01 02               0        0   160000
ENZO BIOCHEM                   COM              294100102     1308    91290 SH       DEFINED 01              91290        0        0
Epimmune Inc                   COM              29425Y101       53        0 SH       DEFINED 01              20310        0        0
EPLUS INC                      COM              294268107       62     8981 SH       DEFINED 01 02               0     8981        0
EPLUS INC                      COM              294268107        4      517 SH       DEFINED 01 03               0      517        0
EPRESENCE                      COM              294348107      274    73150 SH       DEFINED 01              73150        0        0
EQUIFAX                        COM              294429105      108     3985 SH       DEFINED 01               3985        0        0
EQUIFAX                        COM              294429105      920    34071 SH       DEFINED 01 03               0    34071        0
EQUIFAX                        COM              294429105       42     1555 SH       DEFINED 01 05               0     1555        0
EQUITABLE RESOURCES            COM              294549100    13803   402419 SH       DEFINED 01             402419        0        0
EQUITY OFFICE PROPERTIES TRUST COM              294741103    26351   875471 SH       DEFINED 01             875471        0        0
EQUITY OFFICE PROPERTIES TRUST COM              294741103     2981    99008 SH       DEFINED 01 03               0    99008        0
EQUITY OFFICE PROPERTIES TRUST COM              294741103    19450   646194 SH       DEFINED 01 05               0   646194        0
EQUITY RESIDENTIAL             COM              29476L107    46397  1613787 SH       DEFINED 01            1613787        0        0
EQUITY RESIDENTIAL             COM              29476L107      354    12300 SH       DEFINED 01 02               0    12300        0
EQUITY RESIDENTIAL             COM              29476L107     3001   104383 SH       DEFINED 01 03               0   104383        0
EQUITY RESIDENTIAL             COM              29476L107     5263   183064 SH       DEFINED 01 05               0   183064        0
ERICSSON LM ADR CL B           COM              294821400       34    23390 SH       DEFINED 01              23390        0        0
ERIE INDTY CO                  COM              29530P102        7      161 SH       DEFINED 01                161        0        0
ERSTE BANK DER OESTERRICHISCHE COM              295599997      159     2222 SH       DEFINED 01               2222        0        0
ESCO TECHNOLOGIES              COM              296315104        7      197 SH       DEFINED 01                197        0        0
ESCO TECHNOLOGIES              COM              296315104       77     2210 SH       DEFINED 01 02               0     2210        0
ESCO TECHNOLOGIES              COM              296315104        5      140 SH       DEFINED 01 03               0      140        0
ESPERION THERAPEUTICS          COM              29664R106      394    72500 SH       DEFINED 01              72500        0        0
ESSILOR INTERNATIONAL          COM              296700990      423    10400 SH       DEFINED 01              10400        0        0
ESSEX PROPERTY TRUST           COM              297178105     5248    95946 SH       DEFINED 01              95946        0        0
ESSEX PROPERTY TRUST           COM              297178105      224     4100 SH       DEFINED 01 05               0     4100        0
ESTERLINE CORP                 COM              297425100       67     2955 SH       DEFINED 01 02               0     2955        0
ESTERLINE TECHNOLOGIES         COM              297425100     3144   138505 SH       DEFINED 01             138505        0        0
ESTERLINE TECHNOLOGIES         COM              297425100        4      186 SH       DEFINED 01 03               0      186        0
ESTERLINE TECHNOLOGIES         COM              297425100      186     8200 SH       DEFINED 01 05               0     8200        0
DELHAIZE GROUP                 COM              29759W994     1586    33800 SH       DEFINED 01              33800        0        0
ETHAN ALLEN                    COM              297602104      635    18000 SH       DEFINED 01                  0    18000        0
ETHAN ALLEN INTERIORS          COM              297602104     4387   124427 SH       DEFINED 01             124427        0        0
EURONEXT                       COM              298699992      203    10800 SH       DEFINED 01              10800        0        0
EUROMONEY INSTITUTIONAL INVEST COM              298730995       40     8700 SH       DEFINED 01               8700        0        0
EURONET WORLDWIDE INC          COM              298736109     1754   109700 SH       DEFINED 01             109700        0        0
EVERGREEN RESOURCE             COM              299900308        6      130 SH       DEFINED 01 02               0      130        0
EVERGREEN RESOURCES            COM              299900308     5765   135652 SH       DEFINED 01             135652        0        0
EVERGREEN RESOURCES            COM              299900308      285     6700 SH       DEFINED 01 05               0     6700        0
EVOICE SERIES D CV             PRF              300200XX5     2255  4022475 SH       DEFINED 01            4022475        0        0
EVOICE SERIES D CV             PRF              300200XX5     2745  4896540 SH       DEFINED 01 05               0  4896540        0
EXAR                           COM              300645108     5388   273225 SH       DEFINED 01             273225        0        0
EXAR                           COM              300645108      166     8400 SH       DEFINED 01 05               0     8400        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      448    35162 SH       DEFINED 01              35162        0        0
EXELON                         COM              30161N101    92330  1765388 SH       DEFINED 01            1765388        0        0
EXELON                         COM              30161N101     4010    76680 SH       DEFINED 01 03               0    76680        0
EXELON                         COM              30161N101     4738    90585 SH       DEFINED 01 05               0    90585        0
EXELIXIS INC                   COM              30161Q104        1      126 SH       DEFINED 01                126        0        0
EXELIXIS INC                   COM              30161Q104        2      320 SH       DEFINED 01 02               0      320        0
EXTENDED SYSTEMS INC           COM              301973103        0       34 SH       DEFINED 01                 34        0        0
EXIDE CORP 144A                CONV BND         302051AF4       39 16500000 PRN      DEFINED 01 02               0        0 16500000
EXPEDIA INC CL A               COM              302125109    26096   440135 SH       DEFINED 01             440135        0        0
EXPEDIA INC CL A               COM              302125109      943    15900 SH       DEFINED 01 05               0    15900        0
EXPEDIA INC WTS EXP 02/04/2009 COM              302125125        1       25 SH       DEFINED 01                 25        0        0
EXPEDITORS INTL OF WASHINGTON  COM              302130109     6764   203982 SH       DEFINED 01             203982        0        0
EXPEDITORS INTL OF WASHINGTON  COM              302130109    11076   334000 SH       DEFINED 01 05               0   334000        0
EXPEDITORS INTL WASH           COM              302130109       88     2655 SH       DEFINED 01 02               0     2655        0
EXPRO INTERNATIONAL            COM              302155999      237    33500 SH       DEFINED 01              33500        0        0
EXPRESS SCRIPTS CL A           COM              302182100    34067   679859 SH       DEFINED 01             679859        0        0
EXPRESS SCRIPTS CL A           COM              302182100     2631    52500 SH       DEFINED 01 03               0    52500        0
EXPRESS SCRIPTS CL A           COM              302182100     6591   131526 SH       DEFINED 01 05               0   131526        0
EXPRESS SCRIPTS INC            COM              302182100     1908    38057 SH       DEFINED 01 02               0    38057        0
EXPRESSJET HOLDINGS INC        COM              30218U108      585    44800 SH       DEFINED 01              44800        0        0
UTD BUSINESS                   COM              3022421          7      999 SH       DEFINED 01 10             999        0        0
EXTENDED STAY AMERICA          COM              30224P101       58     3576 SH       DEFINED 01               3576        0        0
EXTREME NETWORKS               COM              30226D106        7      724 SH       DEFINED 01                724        0        0
EXULT                          COM              302284104        3      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   692788 16930280 SH       DEFINED 01           16930280        0        0
EXXON MOBIL                    COM              30231G102    65940  1611450 SH       DEFINED 01 03               0  1611450        0
EXXON MOBIL                    COM              30231G102   226852  5543800 SH       DEFINED 01 05               0  5543800        0
EXXON MOBIL CORP               COM              30231G102     8286   202475 SH       DEFINED 01                  0   202475        0
EXXON MOBIL CORP               COM              30231G102     3881    94736 SH       DEFINED 01 02               0    94736        0
FBR ASSET INVESTMENT           COM              30241E303      550    16500 SH       DEFINED 01              16500        0        0
FEI                            COM              30241L109       34     1403 SH       DEFINED 01               1403        0        0
FLIR SYSTEMS INC               COM              302445101     2250    53620 SH       DEFINED 01              53620        0        0
FMC                            COM              302491303       45     1494 SH       DEFINED 01               1494        0        0
FMC TECHNOLOGIES               COM              30249U101      735    35709 SH       DEFINED 01              35709        0        0
FNB                            COM              302520101        9      327 SH       DEFINED 01                327        0        0
FNX MINING                     COM              30253R994      299    90000 SH       DEFINED 01              90000        0        0
FPL GROUP                      COM              302571104    90225  1504000 SH       DEFINED 01            1504000        0        0
FPL GROUP                      COM              302571104     2517    41950 SH       DEFINED 01 03               0    41950        0
FPL GROUP                      COM              302571104      270     4502 SH       DEFINED 01 05               0     4502        0
FPL GROUP INC.                 COM              302571104     3599    60000 SH       DEFINED 01                  0    60000        0
FPL GROUP INC.                 COM              302571104    13721   228700 SH       DEFINED 01 02               0   228700        0
FPL GROUP PFD CVT              PRF              302571203    16623   300000 SH       DEFINED 01             300000        0        0
FTI CONSULTING INC             COM              302941109     4184   119490 SH       DEFINED 01             119490        0        0
FTI CONSULTING INC             COM              302941109        5      150 SH       DEFINED 01 02               0      150        0
FTI CONSULTING INC             COM              302941109      333     9500 SH       DEFINED 01 05               0     9500        0
FACTORY 2-U STORES             COM              303072102      575    41510 SH       DEFINED 01              41510        0        0
FACTSET RESEARCH               COM              303075105        3       95 SH       DEFINED 01 02               0       95        0
FACTSET RESEARCH SYSTEMS       COM              303075105     4003   134469 SH       DEFINED 01             134469        0        0
FACTSET RESEARCH SYSTEMS       COM              303075105      104     3500 SH       DEFINED 01 05               0     3500        0
FAIR ISAAC & CO INC            COM              303250104     1467    44641 SH       DEFINED 01 02               0    44641        0
FAIR, ISAAC & CO               COM              303250104    33386  1015686 SH       DEFINED 01            1015686        0        0
FAIR, ISAAC & CO               COM              303250104     2981    90700 SH       DEFINED 01 03               0    90700        0
FAIR, ISAAC & CO               COM              303250104     1210    36822 SH       DEFINED 01 05               0    36822        0
UNIQ PLC                       COM              3032925          1      263 SH       DEFINED 01 10             263        0        0
WHITBREAD PLC                  COM              3034545          8      878 SH       DEFINED 01 10             878        0        0
FAIRCHILD SEMICONDUC           COM              303726103      112     4600 SH       DEFINED 01 02               0     4600        0
FAIRCHILD SEMICONDUCTOR INTL C COM              303726103    12123   498912 SH       DEFINED 01             498912        0        0
FAIRCHILD SEMICONDUCTOR INTL C COM              303726103    28662  1179500 SH       DEFINED 01 05               0  1179500        0
FAIRMONT HOTELS & RESORTS INC  COM              305204109      124     4805 SH       DEFINED 01               4805        0        0
HBOS PLC                       COM              3058750        119    11016 SH       DEFINED 01 10           11016        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
FAMILY DLR STORES              COM              307000109     3525   100000 SH       DEFINED 01                  0   100000        0
FAMILY DLR STORES              COM              307000109    22388   635110 SH       DEFINED 01 02               0   635110        0
FAMILY DOLLAR STORES           COM              307000109    23211   658486 SH       DEFINED 01             658486        0        0
FAMILY DOLLAR STORES           COM              307000109     1436    40726 SH       DEFINED 01 03               0    40726        0
FAMILY DOLLAR STORES           COM              307000109    22122   627568 SH       DEFINED 01 05               0   627568        0
BANK OF IRELAND                COM              3070732         41     3264 SH       DEFINED 01 10            3264        0        0
FANUC LTD                      COM              307295998      293     5842 SH       DEFINED 01               5842        0        0
KINGFISHER                     COM              3073850         17     3592 SH       DEFINED 01 10            3592        0        0
BT GROUP PLC                   COM              3091357         98    25539 SH       DEFINED 01 10           25539        0        0
CANARY WHARF                   COM              3101609         11     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    48291  1253961 SH       DEFINED 01            1253961        0        0
FASTENAL                       COM              311900104     5326   138300 SH       DEFINED 01 03               0   138300        0
FASTENAL                       COM              311900104     1891    49112 SH       DEFINED 01 05               0    49112        0
FASTENAL CO                    COM              311900104    46307  1202422 SH       DEFINED 01 02               0  1202422        0
NATIONAL GRI                   COM              3122387         35     4884 SH       DEFINED 01 10            4884        0        0
MARKS & SPEN PLC               COM              3127489         35     6227 SH       DEFINED 01 10            6227        0        0
FEDDERS CORPORATION            COM              313135501      275   103146 SH       DEFINED 01             103146        0        0
FEDERAL AG MORTGAGE            COM              313148306        2       80 SH       DEFINED 01 02               0       80        0
FEDERAL AGRICULTURAL MTGE CL C COM              313148306     1030    38586 SH       DEFINED 01              38586        0        0
FEDERAL AGRICULTURAL MTGE CL C COM              313148306      118     4414 SH       DEFINED 01 05               0     4414        0
FREDDIE MAC                    COM              313400301     2340    38242 SH       DEFINED 01                  0    38242        0
FREDDIE MAC                    COM              313400301    49194   803817 SH       DEFINED 01             803817        0        0
FREDDIE MAC                    COM              313400301      102     1660 SH       DEFINED 01 02               0     1660        0
FREDDIE MAC                    COM              313400301    10144   165748 SH       DEFINED 01 03               0   165748        0
FREDDIE MAC                    COM              313400301    68814  1124418 SH       DEFINED 01 05               0  1124418        0
BARCLAYS                       COM              3134865        165    19584 SH       DEFINED 01 10           19584        0        0
FEDERAL MOGUL                  COM              313549107        0      230 SH       DEFINED 01                230        0        0
FANNIE MAE                     COM              313586109   355531  4820754 SH       DEFINED 01            4820754        0        0
FANNIE MAE                     COM              313586109    17525   237631 SH       DEFINED 01 03               0   237631        0
FANNIE MAE                     COM              313586109   128362  1740479 SH       DEFINED 01 05               0  1740479        0
FEDERAL NATL MTGE              COM              313586109      838    11353 SH       DEFINED 01 02               0    11353        0
FEDERAL REALTY INVS            COM              313747206        7      240 SH       DEFINED 01                240        0        0
FEDERAL SIGNAL                 COM              313855108       41     1724 SH       DEFINED 01               1724        0        0
FEDERATED DEPT STORES          COM              31410H101    13377   336936 SH       DEFINED 01             336936        0        0
FEDERATED DEPT STORES          COM              31410H101     2701    68026 SH       DEFINED 01 03               0    68026        0
FEDERATED DEPT STORES          COM              31410H101     6637   167169 SH       DEFINED 01 05               0   167169        0
FEDERATED DPT STORES           COM              31410H101      258     6500 SH       DEFINED 01 02               0     6500        0
FEDERATED INVESTORS CL B       COM              314211103       57     1650 SH       DEFINED 01               1650        0        0
FEDERATED INVESTORS CL B       COM              314211103    10025   290000 SH       DEFINED 01 05               0   290000        0
FEDEX                          COM              31428X106    16015   299915 SH       DEFINED 01             299915        0        0
FEDEX                          COM              31428X106     3844    71980 SH       DEFINED 01 03               0    71980        0
FEDEX                          COM              31428X106      503     9416 SH       DEFINED 01 05               0     9416        0
FELCOR LODGING TRUST           COM              31430F101        5      266 SH       DEFINED 01                266        0        0
IMPERIAL TOBACCO NEW           COM              3143526          5      292 SH       DEFINED 01 10             292        0        0
FERRO                          COM              315405100     3188   105756 SH       DEFINED 01             105756        0        0
FERRO                          COM              315405100        6      186 SH       DEFINED 01 03               0      186        0
FERRO                          COM              315405100      318    10560 SH       DEFINED 01 05               0    10560        0
FERRO CORP                     COM              315405100       89     2960 SH       DEFINED 01 02               0     2960        0
F5 NETWORKS                    COM              315616102        1       88 SH       DEFINED 01                 88        0        0
FIBROGEN CV SERIES E           PRF              316000XX1     5000  1113586 SH       DEFINED 01            1113586        0        0
FIBROGEN CV SERIES E           PRF              316000XX1    10000  2227171 SH       DEFINED 01 05               0  2227171        0
FIDELITY NATL FINANCIAL        COM              316326107     1889    59773 SH       DEFINED 01              59773        0        0
FIFTH THIRD BANCORP            COM              316773100     5116    76784 SH       DEFINED 01              76784        0        0
FIFTH THIRD BANCORP            COM              316773100     9234   138546 SH       DEFINED 01 03               0   138546        0
FIFTH THIRD BANCORP            COM              316773100      424     6356 SH       DEFINED 01 05               0     6356        0
FILENET                        COM              316869106     1658   114321 SH       DEFINED 01             114321        0        0
FINANCIAL FEDERAL              COM              317492106     3710   110599 SH       DEFINED 01             110599        0        0
FINANCIAL FEDERAL              COM              317492106       87     2590 SH       DEFINED 01 02               0     2590        0
FINANCIAL FEDERAL              COM              317492106        6      165 SH       DEFINED 01 03               0      165        0
FINANCIAL FEDERAL              COM              317492106      211     6300 SH       DEFINED 01 05               0     6300        0
FINANCIAL INSTITUTIO           COM              317585404      102     2700 SH       DEFINED 01 02               0     2700        0
FINANCIAL INSTITUTIONS INC     COM              317585404      946    25000 SH       DEFINED 01              25000        0        0
FINANCIAL INSTITUTIONS INC     COM              317585404        6      165 SH       DEFINED 01 03               0      165        0
FINANCIAL INSTITUTIONS INC     COM              317585404      102     2700 SH       DEFINED 01 05               0     2700        0
FININFO                        COM              317869998      453    16400 SH       DEFINED 01              16400        0        0
FINISAR                        COM              31787A101     1897   800572 SH       DEFINED 01             800572        0        0
FINISAR                        COM              31787A101       95    40222 SH       DEFINED 01 05               0    40222        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     7860   348597 SH       DEFINED 01             348597        0        0
FIRST AMERICAN                 COM              318522307        4      186 SH       DEFINED 01 03               0      186        0
FIRST AMERICAN                 COM              318522307      532    23600 SH       DEFINED 01 05               0    23600        0
FIRST AMERICAN CORP            COM              318522307       64     2835 SH       DEFINED 01 02               0     2835        0
FIRST BANCORP                  COM              318672102     5337   142570 SH       DEFINED 01             142570        0        0
FIRST BANCORP                  COM              318672102        6      165 SH       DEFINED 01 03               0      165        0
FIRST BANCORP                  COM              318672102      238     6360 SH       DEFINED 01 05               0     6360        0
FIRST BANCORP/PR               COM              318672102       97     2590 SH       DEFINED 01 02               0     2590        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
FIRST DATA                     COM              319963104    17117   454524 SH       DEFINED 01             454524        0        0
FIRST DATA                     COM              319963104     6873   182494 SH       DEFINED 01 03               0   182494        0
FIRST DATA                     COM              319963104      657    17450 SH       DEFINED 01 05               0    17450        0
FIRST FINL BANCORP             COM              320209109        9      470 SH       DEFINED 01                470        0        0
FIRST HORIZON PHARMA           COM              32051K106        3      150 SH       DEFINED 01 02               0      150        0
FIRST HORIZON PHARMACEUTICAL   COM              32051K106     2805   135590 SH       DEFINED 01             135590        0        0
FIRST HORIZON PHARMACEUTICAL   COM              32051K106      187     9050 SH       DEFINED 01 05               0     9050        0
FIRST INDUSTRIAL REL           COM              32054K103        9      277 SH       DEFINED 01                277        0        0
FIRST MIDWEST BANC             COM              320867104       69     2455 SH       DEFINED 01 02               0     2455        0
FIRST MIDWEST BANCORP          COM              320867104     6297   226696 SH       DEFINED 01             226696        0        0
FIRST MIDWEST BANCORP          COM              320867104        4      154 SH       DEFINED 01 03               0      154        0
FIRST MIDWEST BANCORP          COM              320867104      161     5811 SH       DEFINED 01 05               0     5811        0
FIRST HEALTH GROUP             COM              320960107    34311  1223646 SH       DEFINED 01            1223646        0        0
FIRST HEALTH GROUP             COM              320960107    57158  2038424 SH       DEFINED 01 02               0  2038424        0
FIRST HEALTH GROUP             COM              320960107     2930   104500 SH       DEFINED 01 03               0   104500        0
FIRST HEALTH GROUP             COM              320960107    13026   464561 SH       DEFINED 01 05               0   464561        0
FIRST QUANTUM MINERALS         COM              335934998     1131   400000 SH       DEFINED 01             400000        0        0
FIRST REPUBLIC BANK            COM              336158100     2589    94927 SH       DEFINED 01              94927        0        0
FIRST REPUBLIC BANK            COM              336158100       51     1839 SH       DEFINED 01 02               0     1839        0
FIRST REPUBLIC BANK            COM              336158100        2       89 SH       DEFINED 01 03               0       89        0
FIRST REPUBLIC BANK            COM              336158100      155     5700 SH       DEFINED 01 05               0     5700        0
FIRST TECHNOLOGY PLC           COM              336297999      125    18500 SH       DEFINED 01              18500        0        0
FIRST SOURCE                   COM              336901103        2       75 SH       DEFINED 01                 75        0        0
FIRST TN NAT'L CORP            COM              337162101      134     3506 SH       DEFINED 01               3506        0        0
FIRST TN NAT'L CORP            COM              337162101     1143    29835 SH       DEFINED 01 03               0    29835        0
FIRST TN NAT'L CORP            COM              337162101       52     1365 SH       DEFINED 01 05               0     1365        0
FIRST VIRGINIA BANKS           COM              337477103     1061    19790 SH       DEFINED 01              19790        0        0
FISERV                         COM              337738108   136434  3716546 SH       DEFINED 01            3716546        0        0
FISERV                         COM              337738108     6784   184807 SH       DEFINED 01 03               0   184807        0
FISERV                         COM              337738108    33295   906971 SH       DEFINED 01 05               0   906971        0
FISERV INC                     COM              337738108      991    27000 SH       DEFINED 01                  0    27000        0
FISERV INC                     COM              337738108     3274    89171 SH       DEFINED 01 02               0    89171        0
FIRSTFED FINANCIAL             COM              337907109     3290   113421 SH       DEFINED 01             113421        0        0
FIRSTFED FINANCIAL             COM              337907109        4      132 SH       DEFINED 01 03               0      132        0
FIRSTFED FINANCIAL             COM              337907109      184     6343 SH       DEFINED 01 05               0     6343        0
FIRSTFED FINL CORP             COM              337907109       60     2090 SH       DEFINED 01 02               0     2090        0
FIRSTMERIT                     COM              337915102       90     3252 SH       DEFINED 01               3252        0        0
FLAGSTAR BANCORP               COM              337930101     3180   137675 SH       DEFINED 01             137675        0        0
FLAGSTAR BANCORP               COM              337930101        7      297 SH       DEFINED 01 03               0      297        0
FLAGSTAR BANCORP               COM              337930101      370    16000 SH       DEFINED 01 05               0    16000        0
FLAGSTAR BANCORP INC           COM              337930101      108     4679 SH       DEFINED 01 02               0     4679        0
FIRSTENERGY                    COM              337932107    45562  1364974 SH       DEFINED 01            1364974        0        0
FIRSTENERGY                    COM              337932107     2368    70945 SH       DEFINED 01 03               0    70945        0
FIRSTENERGY                    COM              337932107    10876   325808 SH       DEFINED 01 05               0   325808        0
FISHER SCIENTIFIC IN           COM              338032204        4      160 SH       DEFINED 01 02               0      160        0
FISHER SCIENTIFIC INTL         COM              338032204     3390   121090 SH       DEFINED 01             121090        0        0
FISHER SCIENTIFIC INTL         COM              338032204      129     4600 SH       DEFINED 01 05               0     4600        0
FIVE STAR QUALITY CARE         COM              33832D106        0        9 SH       DEFINED 01                  9        0        0
FLEETBOSTON FINANCIAL          COM              339030108    60519  1870741 SH       DEFINED 01            1870741        0        0
FLEETBOSTON FINANCIAL          COM              339030108     9210   284676 SH       DEFINED 01 03               0   284676        0
FLEETBOSTON FINANCIAL          COM              339030108    33483  1035014 SH       DEFINED 01 05               0  1035014        0
FLEETBOSTON FINL CO            COM              339030108    30190   933267 SH       DEFINED 01 02               0   933267        0
FLEETWOOD ENTERPRISES          COM              339099103     3024   347662 SH       DEFINED 01             347662        0        0
FLEETWOOD ENTERPRISES          COM              339099103     3480   400000 SH       DEFINED 01 05               0   400000        0
FLEMING COMPANIES              COM              339130106     3171   172805 SH       DEFINED 01             172805        0        0
FL EAST COAST RY CO            COM              340632108        4      155 SH       DEFINED 01                155        0        0
FLORIDA ROCK INDS              COM              341140101     7225   200650 SH       DEFINED 01             200650        0        0
FLORIDA ROCK INDS              COM              341140101      364    10100 SH       DEFINED 01 05               0    10100        0
FLUOR                          COM              343412102    24026   616834 SH       DEFINED 01             616834        0        0
FLUOR                          COM              343412102      800    20559 SH       DEFINED 01 03               0    20559        0
FLUOR                          COM              343412102     2100    53929 SH       DEFINED 01 05               0    53929        0
FLOW INTL                      COM              343468104      330    48966 SH       DEFINED 01              48966        0        0
FLOWERS FOODS                  COM              343498101      468    18115 SH       DEFINED 01              18115        0        0
FLOWSERVE                      COM              34354P105     1106    37101 SH       DEFINED 01              37101        0        0
FLUGHAFEN WIEN AG              COM              343599999      316     9200 SH       DEFINED 01               9200        0        0
FOAMEX                         COM              344123104       56     5050 SH       DEFINED 01 02               0     5050        0
FOAMEX                         COM              344123104        4      318 SH       DEFINED 01 03               0      318        0
FOCAL COM                      COM              344155205        0        3 SH       DEFINED 01                  3        0        0
FOMENTO ECONOMICO MEXICANO ADR COM              344419106      217     5532 SH       DEFINED 01               5532        0        0
FOOT LOCKER                    COM              344849104     1287    89067 SH       DEFINED 01              89067        0        0
FOOTSTAR                       COM              344912100     1581    64662 SH       DEFINED 01              64662        0        0
FORD MOTOR                     COM              345370860     4946   309173 SH       DEFINED 01             309173        0        0
FORD MOTOR                     COM              345370860     6824   426491 SH       DEFINED 01 03               0   426491        0
FORD MOTOR                     COM              345370860     7193   449549 SH       DEFINED 01 05               0   449549        0
FORD MOTOR CO                  COM              345370860       27     1711 SH       DEFINED 01 02               0     1711        0
FORD                           PRF              345395206    11250   200000 SH       DEFINED 01 05               0   200000        0
FOREST CITY ENTERPRISES CL A   COM              345550107    10628   305833 SH       DEFINED 01             305833        0        0
FOREST CITY ENTERPRISES CL A   COM              345550107      653    18800 SH       DEFINED 01 05               0    18800        0
FOREST LABORATORIES            COM              345838106   126677  1789226 SH       DEFINED 01            1789226        0        0
FOREST LABORATORIES            COM              345838106     2975    42024 SH       DEFINED 01 03               0    42024        0
FOREST LABORATORIES            COM              345838106    57188   807730 SH       DEFINED 01 05               0   807730        0
FOREST LABS                    COM              345838106     2407    34000 SH       DEFINED 01                  0    34000        0
FOREST LABS                    COM              345838106    14858   209875 SH       DEFINED 01 02               0   209875        0
FOREST OIL                     COM              346091705       53     1872 SH       DEFINED 01               1872        0        0
FORRESTER RESEARCH             COM              346563109      914    47100 SH       DEFINED 01              47100        0        0
FORMOSA CHEMICAL & FIBRE CORP  COM              348001991     2380  2616000 SH       DEFINED 01            2616000        0        0
GRANADA PLC                    COM              348900994     1726  1015297 SH       DEFINED 01            1015297        0        0
GRANADA PLC                    COM              348900994      229   134840 SH       DEFINED 01 03               0   134840        0
FORTUM OYJ                     COM              349581991      692   120000 SH       DEFINED 01             120000        0        0
FORTUNE BRANDS                 COM              349631101    16889   301906 SH       DEFINED 01             301906        0        0
FORTUNE BRANDS                 COM              349631101     2028    36246 SH       DEFINED 01 03               0    36246        0
FORTUNE BRANDS                 COM              349631101      622    11122 SH       DEFINED 01 05               0    11122        0
FORWARD AIR                    COM              349853101     4795   146279 SH       DEFINED 01             146279        0        0
FORWARD AIR                    COM              349853101      193     5900 SH       DEFINED 01 05               0     5900        0
FORWARD AIR CORP               COM              349853101        4      110 SH       DEFINED 01 02               0      110        0
FOSSIL                         COM              349882100     3030   147389 SH       DEFINED 01             147389        0        0
FOUNDRY NETWORKS               COM              35063R100        4      600 SH       DEFINED 01                600        0        0
4 KIDS ENTERTAINMENT           COM              350865101      818    40421 SH       DEFINED 01              40421        0        0
FOX ENTERTAINMENT GROUP CL A   COM              35138T107     1395    64144 SH       DEFINED 01              64144        0        0
FOX ENTERTAINMENT GROUP CL A   COM              35138T107     6743   310000 SH       DEFINED 01 05               0   310000        0
FRANKLIN COVEY                 COM              353469109      185    63932 SH       DEFINED 01              63932        0        0
FRANKLIN ELECTRIC              COM              353514102        2       50 SH       DEFINED 01 02               0       50        0
FRANKLIN RESOURCES             COM              354613101      312     7317 SH       DEFINED 01               7317        0        0
FRANKLIN RESOURCES             COM              354613101     2627    61611 SH       DEFINED 01 03               0    61611        0
FRANKLIN RESOURCES             COM              354613101      121     2829 SH       DEFINED 01 05               0     2829        0
FREDS INC                      COM              356108100     5493   149340 SH       DEFINED 01             149340        0        0
FREDS INC                      COM              356108100        5      140 SH       DEFINED 01 02               0      140        0
FREDS INC                      COM              356108100     7207   195950 SH       DEFINED 01 05               0   195950        0
FREEMARKETS INC                COM              356602102      808    57182 SH       DEFINED 01              57182        0        0
FREEMARKETS INC                COM              356602102        3      240 SH       DEFINED 01 02               0      240        0
FREEMARKETS INC                COM              356602102       89     6300 SH       DEFINED 01 05               0     6300        0
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857     9584   536957 SH       DEFINED 01             536957        0        0
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857      606    33959 SH       DEFINED 01 03               0    33959        0
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857    11739   657646 SH       DEFINED 01 05               0   657646        0
FREMONT GENERAL                COM              357288109      974   233050 SH       DEFINED 01             233050        0        0
FRESENIUS MED CR-ADR           COM              358029106        1      100 SH       DEFINED 01 02               0      100        0
FRESENIUS AG PFD               PRF              358029999       91     1800 SH       DEFINED 01               1800        0        0
FRONTIER AIRLINES              COM              359065109      771    94773 SH       DEFINED 01              94773        0        0
FRONTIER FINL CORP W           COM              35907K105        2       85 SH       DEFINED 01                 85        0        0
FRONTIER OIL CORP              COM              35914P105     1457    83665 SH       DEFINED 01              83665        0        0
FUBON FINANCIAL HLDS GDR-144A  COM              359515202      294    28638 SH       DEFINED 01 05               0    28638        0
FUELCELL ENERGY INC            COM              35952H106        1      118 SH       DEFINED 01                118        0        0
FUGRO NV                       COM              359539996      347     6334 SH       DEFINED 01               6334        0        0
FUJI HEAVY INDS                COM              359555992      639   134000 SH       DEFINED 01             134000        0        0
FUJI SEAL INC                  COM              359575990      431    10000 SH       DEFINED 01              10000        0        0
FUJITSU LTD                    COM              359591997      656    94000 SH       DEFINED 01              94000        0        0
FULLER (HB)                    COM              359694106     2639    90081 SH       DEFINED 01              90081        0        0
FULLER (HB)                    COM              359694106        6      208 SH       DEFINED 01 03               0      208        0
FULLER (HB)                    COM              359694106      255     8700 SH       DEFINED 01 05               0     8700        0
FULLER H B COMPANY             COM              359694106       94     3210 SH       DEFINED 01 02               0     3210        0
FULTON FINL CORP               COM              360271100        6      331 SH       DEFINED 01                331        0        0
FURNITURE BRAND INTL           COM              360921100       67     2220 SH       DEFINED 01 02               0     2220        0
FURNITURE BRANDS INTL          COM              360921100      608    20086 SH       DEFINED 01              20086        0        0
FURNITURE BRANDS INTL          COM              360921100        4      143 SH       DEFINED 01 03               0      143        0
G&K SERVICES CL A              COM              361268105     2274    66390 SH       DEFINED 01              66390        0        0
GATX                           COM              361448103     1321    43870 SH       DEFINED 01              43870        0        0
GBC BANCORP                    COM              361475106     1070    36958 SH       DEFINED 01              36958        0        0
GFK AG                         COM              361670995      243    13300 SH       DEFINED 01              13300        0        0
GABRIEL RES PVT 144A           COM              361970957      722   215000 SH       DEFINED 01             215000        0        0
GKN PLC                        COM              362001992      376    80133 SH       DEFINED 01              80133        0        0
GSI COMMERCE INC               COM              36238G102        3      350 SH       DEFINED 01                350        0        0
GABLE RESIDENTIAL TRUST        COM              362418105     1976    61883 SH       DEFINED 01              61883        0        0
GABLE RESIDENTIAL TRUST        COM              362418105      233     7300 SH       DEFINED 01 05               0     7300        0
GADZOOX NETWORK                COM              362555104        0      138 SH       DEFINED 01                138        0        0
GALEN HOLDINGS PLC             COM              363278995      115    16000 SH       DEFINED 01              16000        0        0
GALLAGHER (ARTHUR J)           COM              363576109     1152    33238 SH       DEFINED 01              33238        0        0
GALLAHER GROUP ADR             COM              363595109      224     6000 SH       DEFINED 01               6000        0        0
GALYAN'S TRADING               COM              36458R101     5975   268400 SH       DEFINED 01             268400        0        0
GALYAN'S TRADING               COM              36458R101      539    24200 SH       DEFINED 01 05               0    24200        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
GAMESTOP CORP                  COM              36466R101     8486   404300 SH       DEFINED 01             404300        0        0
GAMESTOP CORP                  COM              36466R101      102     4860 SH       DEFINED 01 02               0     4860        0
GAMESTOP CORP                  COM              36466R101    12644   602400 SH       DEFINED 01 05               0   602400        0
GANNETT                        COM              364730101   204965  2700468 SH       DEFINED 01            2700468        0        0
GANNETT                        COM              364730101     5846    77018 SH       DEFINED 01 03               0    77018        0
GANNETT                        COM              364730101    31170   410681 SH       DEFINED 01 05               0   410681        0
GANNETT CO INC                 COM              364730101    18238   240275 SH       DEFINED 01 02               0   240275        0
GAP                            COM              364760108     3967   279376 SH       DEFINED 01             279376        0        0
GAP                            COM              364760108     2896   203918 SH       DEFINED 01 03               0   203918        0
GAP                            COM              364760108     2874   202347 SH       DEFINED 01 05               0   202347        0
GAP INC.  THE                  COM              364760108       16     1150 SH       DEFINED 01 02               0     1150        0
GARDNER DENVER                 COM              365558105     3068   153420 SH       DEFINED 01             153420        0        0
GARDNER DENVER                 COM              365558105        5      248 SH       DEFINED 01 03               0      248        0
GARDNER DENVER                 COM              365558105      227    11340 SH       DEFINED 01 05               0    11340        0
GARDNER DENVER INC             COM              365558105       72     3590 SH       DEFINED 01 02               0     3590        0
GARTNER GROUP CL B             COM              366651206       32     3490 SH       DEFINED 01               3490        0        0
GATEWAY                        COM              367626108       40     8940 SH       DEFINED 01               8940        0        0
GATEWAY                        COM              367626108      339    76240 SH       DEFINED 01 03               0    76240        0
GATEWAY                        COM              367626108       15     3489 SH       DEFINED 01 05               0     3489        0
GAYLORD ENTERTAINMENT          COM              367905106     1149    51149 SH       DEFINED 01              51149        0        0
OAO GAZPROM ADR                COM              368287207     2550   155472 SH       DEFINED 01             155472        0        0
OAO GAZPROM ADR                COM              368287207       90     5503 SH       DEFINED 01 05               0     5503        0
GEAC COMPUTER                  COM              368289104     4424  1475500 SH       DEFINED 01            1475500        0        0
GEBERIT AG                     COM              368394995      282     1000 SH       DEFINED 01               1000        0        0
GEMSTAR-TV GUIDE INTL          COM              36866W106      200    37071 SH       DEFINED 01              37071        0        0
GENCORP                        COM              368682100     3236   226323 SH       DEFINED 01             226323        0        0
GENE LOGIC INC                 COM              368689105      883    63068 SH       DEFINED 01              63068        0        0
GENE LOGIC INC                 COM              368689105       41     2977 SH       DEFINED 01 02               0     2977        0
GENE LOGIC INC                 COM              368689105        3      182 SH       DEFINED 01 03               0      182        0
GENE LOGIC INC                 COM              368689105      108     7700 SH       DEFINED 01 05               0     7700        0
GENENTECH                      COM              368710406       18      544 SH       DEFINED 01                544        0        0
GENERAL COMMUNICATION CL A     COM              369385109     1752   262622 SH       DEFINED 01             262622        0        0
GENERAL COMMUNICATION CL A     COM              369385109       59     8870 SH       DEFINED 01 05               0     8870        0
GENERAL DYNAMICS               COM              369550108     5173    48655 SH       DEFINED 01              48655        0        0
GENERAL DYNAMICS               COM              369550108     5048    47463 SH       DEFINED 01 03               0    47463        0
GENERAL DYNAMICS               COM              369550108    28415   267179 SH       DEFINED 01 05               0   267179        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 ELECTRIC               COM              369604103    20293   698527 SH       DEFINED 01                  0   698527        0
GENERAL ELECTRIC               COM              369604103   737148 25375183 SH       DEFINED 01           25375183        0        0
GENERAL ELECTRIC               COM              369604103    83931  2889071 SH       DEFINED 01 02               0  2889071        0
GENERAL ELECTRIC               COM              369604103    68996  2375093 SH       DEFINED 01 03               0  2375093        0
GENERAL ELECTRIC               COM              369604103   220712  7597647 SH       DEFINED 01 05               0  7597647        0
GENERAL GROWTH                 COM              370021107        5      105 SH       DEFINED 01                105        0        0
GENERAL MILLS                  COM              370334104     6088   138110 SH       DEFINED 01                  0   138110        0
GENERAL MILLS                  COM              370334104    75339  1709155 SH       DEFINED 01            1709155        0        0
GENERAL MILLS                  COM              370334104     5793   131403 SH       DEFINED 01 02               0   131403        0
GENERAL MILLS                  COM              370334104     3799    86183 SH       DEFINED 01 03               0    86183        0
GENERAL MILLS                  COM              370334104    18771   425834 SH       DEFINED 01 05               0   425834        0
GENERAL MOTORS                 COM              370442105   155214  2903938 SH       DEFINED 01            2903938        0        0
GENERAL MOTORS                 COM              370442105    16339   305650 SH       DEFINED 01 02               0   305650        0
GENERAL MOTORS                 COM              370442105     9392   175720 SH       DEFINED 01 03               0   175720        0
GENERAL MOTORS                 COM              370442105    29041   543322 SH       DEFINED 01 05               0   543322        0
GENERAL MOTORS                 PRF              370442733    15762   600000 SH       DEFINED 01             600000        0        0
GENERAL MOTORS CL H            COM              370442832      372    34208 SH       DEFINED 01              34208        0        0
GENESCO                        COM              371532102     1706    70053 SH       DEFINED 01              70053        0        0
GENESEE & WYOMING              COM              371559105      978    43350 SH       DEFINED 01              43350        0        0
GENESEE & WYOMING              COM              371559105       45     1988 SH       DEFINED 01 02               0     1988        0
GENESEE & WYOMING              COM              371559105        3      141 SH       DEFINED 01 03               0      141        0
GENESEE & WYOMING              COM              371559105       92     4100 SH       DEFINED 01 05               0     4100        0
GENESIS HEALTH VENTU           COM              37183F107        9      432 SH       DEFINED 01                432        0        0
GENTEX                         COM              371901109     8592   312784 SH       DEFINED 01             312784        0        0
GENTEX                         COM              371901109     1011    36800 SH       DEFINED 01 03               0    36800        0
GENTEX                         COM              371901109     9137   332600 SH       DEFINED 01 05               0   332600        0
GENTEX CORP                    COM              371901109    36636  1333600 SH       DEFINED 01 02               0  1333600        0
GENLYTE GROUP                  COM              372302109      613    15100 SH       DEFINED 01              15100        0        0
GENLYTE GROUP                  COM              372302109        6      143 SH       DEFINED 01 03               0      143        0
GENLYTE GROUP INC              COM              372302109       90     2220 SH       DEFINED 01 02               0     2220        0
GENTA INC                      COM              37245M207        3      385 SH       DEFINED 01                385        0        0
GENTA INC                      COM              37245M207        2      250 SH       DEFINED 01 02               0      250        0
GENUINE PARTS                  COM              372460105     5494   157562 SH       DEFINED 01                  0   157562        0
GENUINE PARTS                  COM              372460105     1563    44813 SH       DEFINED 01              44813        0        0
GENUINE PARTS                  COM              372460105     1429    40988 SH       DEFINED 01 03               0    40988        0
GENUINE PARTS                  COM              372460105       66     1882 SH       DEFINED 01 05               0     1882        0
GENTIVA HEALTH SERVICES        COM              37247A102        0       48 SH       DEFINED 01                 48        0        0
GENZYME CORP                   COM              372917104       37     1900 SH       DEFINED 01 02               0     1900        0
GENZYME-GENERAL DIVISION       COM              372917104    21898  1138152 SH       DEFINED 01            1138152        0        0
GENZYME-GENERAL DIVISION       COM              372917104      968    50318 SH       DEFINED 01 03               0    50318        0
GENZYME-GENERAL DIVISION       COM              372917104    23630  1228202 SH       DEFINED 01 05               0  1228202        0
GEORGIA GULF                   COM              373200203     5326   201427 SH       DEFINED 01             201427        0        0
GEORGIA GULF                   COM              373200203        5      187 SH       DEFINED 01 03               0      187        0
GEORGIA GULF                   COM              373200203      291    11003 SH       DEFINED 01 05               0    11003        0
GEORGIA GULF CORP              COM              373200203       75     2844 SH       DEFINED 01 02               0     2844        0
GEORGIA-PACIFIC                COM              373298108    15234   619748 SH       DEFINED 01             619748        0        0
GEORGIA-PACIFIC                COM              373298108     1441    58639 SH       DEFINED 01 03               0    58639        0
GEORGIA-PACIFIC                COM              373298108      427    17376 SH       DEFINED 01 05               0    17376        0
GERBER SCIENTIFIC              COM              373730100      249    70890 SH       DEFINED 01              70890        0        0
GETTY IMAGES INC               COM              374276103      277    12710 SH       DEFINED 01              12710        0        0
GILBRALTER STEEL               COM              37476F103     1886    85000 SH       DEFINED 01              85000        0        0
GILBRALTER STEEL               COM              37476F103      200     9000 SH       DEFINED 01 05               0     9000        0
GILEAD SCIENCES                COM              375558103    22602   687394 SH       DEFINED 01             687394        0        0
GILEAD SCIENCES                COM              375558103    30124   916190 SH       DEFINED 01 02               0   916190        0
GILEAD SCIENCES                COM              375558103      819    24900 SH       DEFINED 01 03               0    24900        0
GILEAD SCIENCES                COM              375558103    25387   772100 SH       DEFINED 01 05               0   772100        0
GIORDANO INTL LTD              COM              375760998     2677  4350000 SH       DEFINED 01            4350000        0        0
GIORDANO INTL LTD              COM              375760998      105   170000 SH       DEFINED 01 05               0   170000        0
GILLETTE                       COM              375766102   202902  5990555 SH       DEFINED 01            5990555        0        0
GILLETTE                       COM              375766102     8421   248628 SH       DEFINED 01 03               0   248628        0
GILLETTE                       COM              375766102    28533   842418 SH       DEFINED 01 05               0   842418        0
GILLETTE CO                    COM              375766102      117     3467 SH       DEFINED 01 02               0     3467        0
GJENSIDIGE NOR SPAREBANK       COM              376499992       30      800 SH       DEFINED 01                800        0        0
GLADSTONE CAP CORP             COM              376535100       34     1830 SH       DEFINED 01 02               0     1830        0
GLADSTONE CAPITAL              COM              376535100     1170    64800 SH       DEFINED 01              64800        0        0
GLADSTONE CAPITAL              COM              376535100        2      110 SH       DEFINED 01 03               0      110        0
GLADSTONE CAPITAL              COM              376535100      130     7200 SH       DEFINED 01 05               0     7200        0
GIVAUDAN AG                    COM              376543997     1162     2880 SH       DEFINED 01               2880        0        0
GLAMIS GOLD LTD                COM              376775102     1318   150000 SH       DEFINED 01             150000        0        0
GLATFELTER                     COM              377316104       38     2032 SH       DEFINED 01               2032        0        0
GLAXOSMITHKLINE PLC            COM              37733W105       46     1060 SH       DEFINED 01 02               0     1060        0
GLAXOSMITHKLINE PLC-ADR        COM              37733W105     6471   150000 SH       DEFINED 01             150000        0        0
GLAXOSMITHKLINE PLC-ADR        COM              37733W105      293     6800 SH       DEFINED 01 05               0     6800        0
GLAXOSMITHKLINE                COM              377555990    47023  2175539 SH       DEFINED 01            2175539        0        0
GLAXOSMITHKLINE                COM              377555990     9801   453471 SH       DEFINED 01 03               0   453471        0
GLAXOSMITHKLINE                COM              377555990    31131  1440298 SH       DEFINED 01 05               0  1440298        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      338   900000 SH       DEFINED 01             900000        0        0
GLOBAL INDS                    COM              379336100      270    38643 SH       DEFINED 01              38643        0        0
GLOBAL IMAGING SYS             COM              37934A100      855    45000 SH       DEFINED 01              45000        0        0
GLOBAL PAYMENTS                COM              37940X102     4927   165030 SH       DEFINED 01             165030        0        0
GLOBAL PAYMENTS                COM              37940X102      143     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               COM              37957V106      927   239429 SH       DEFINED 01             239429        0        0
GOLD BANC CORP                 COM              379907108      888    81000 SH       DEFINED 01              81000        0        0
GOLD BANC CORP                 COM              379907108       81     7394 SH       DEFINED 01 02               0     7394        0
GOLD BANC CORP                 COM              379907108        5      438 SH       DEFINED 01 03               0      438        0
GOLD BANC CORP                 COM              379907108      100     9100 SH       DEFINED 01 05               0     9100        0
GOAMERICA INC                  COM              38020R106        0      371 SH       DEFINED 01                371        0        0
GOLDCREST CO LTD               COM              380455998      107     3500 SH       DEFINED 01               3500        0        0
GOLD FIELDS                    COM              380570994     2457   208000 SH       DEFINED 01             208000        0        0
GOLD FIELDS                    COM              380570994       95     8000 SH       DEFINED 01 05               0     8000        0
GOLDFIELDS ADR                 COM              38059T106     5675   505800 SH       DEFINED 01             505800        0        0
GOLDFIELDS ADR                 COM              38059T106      197    17600 SH       DEFINED 01 05               0    17600        0
GOLDCORP                       COM              380956995     2349   230000 SH       DEFINED 01             230000        0        0
GOLDEN STATE BANCORP           COM              381197102     2543    70177 SH       DEFINED 01              70177        0        0
GOLDEN STATE BANCORP           COM              381197102     2175    60000 SH       DEFINED 01 05               0    60000        0
GOLDEN STAR RESOURCES LTD      COM              38119T104      990   550000 SH       DEFINED 01             550000        0        0
GOLDEN WEST FINANCIAL          COM              381317106     7918   115113 SH       DEFINED 01             115113        0        0
GOLDEN WEST FINANCIAL          COM              381317106     2506    36439 SH       DEFINED 01 03               0    36439        0
GOLDEN WEST FINANCIAL          COM              381317106      115     1671 SH       DEFINED 01 05               0     1671        0
GOLDMAN SACHS GROUP            COM              38141G104    14009   190984 SH       DEFINED 01             190984        0        0
GOODRICH                       COM              382388106    22447   821604 SH       DEFINED 01             821604        0        0
GOODRICH                       COM              382388106      656    23998 SH       DEFINED 01 03               0    23998        0
GOODRICH                       COM              382388106     2490    91132 SH       DEFINED 01 05               0    91132        0
GOODRICH CORPORATION           COM              382388106     4098   150000 SH       DEFINED 01                  0   150000        0
GOODYEAR TIRE & RUBBER         COM              382550101       84     4501 SH       DEFINED 01               4501        0        0
GOODYEAR TIRE & RUBBER         COM              382550101      719    38425 SH       DEFINED 01 03               0    38425        0
GOODYEAR TIRE & RUBBER         COM              382550101       33     1756 SH       DEFINED 01 05               0     1756        0
GOODY'S FAMILY CLOTHING        COM              382588101     1193   104246 SH       DEFINED 01             104246        0        0
W R GRACE                      COM              38388F108        0      124 SH       DEFINED 01                124        0        0
GRACO                          COM              384109104     3904   152452 SH       DEFINED 01             152452        0        0
GAMESA ORDS                    COM              38414M911      320    18300 SH       DEFINED 01              18300        0        0
GRAFTECH INTL LTD              COM              384313102       26     2093 SH       DEFINED 01               2093        0        0
GRAFTON GROUP PLC              COM              384326997      174    40000 SH       DEFINED 01              40000        0        0
GRAINGER (WW)                  COM              384802104     8813   175896 SH       DEFINED 01             175896        0        0
GRAINGER (WW)                  COM              384802104     1162    23187 SH       DEFINED 01 03               0    23187        0
GRAINGER (WW)                  COM              384802104      250     5006 SH       DEFINED 01 05               0     5006        0
GRANDVISION                    COM              386538995      218    13000 SH       DEFINED 01              13000        0        0
Granite Broadcasting Corp      COM              387241102       18     8566 SH       DEFINED 01                  0        0     8566
GRANITE CONSTRUCTION           COM              387328107     1694    66987 SH       DEFINED 01              66987        0        0
GRANITE STATE BANKSHARES       COM              387472103     1488    46500 SH       DEFINED 01              46500        0        0
GRANT PRIDECO                  COM              38821G101    12709   934470 SH       DEFINED 01             934470        0        0
GRANT PRIDECO                  COM              38821G101    12778   939600 SH       DEFINED 01 05               0   939600        0
GRANT PRIDECO INC              COM              38821G101     3073   225948 SH       DEFINED 01                  0   225948        0
GRANT PRIDECO INC              COM              38821G101       95     6980 SH       DEFINED 01 02               0     6980        0
GREAT AMERICAN FINANCIAL RESOU COM              389915109        8      410 SH       DEFINED 01                410        0        0
GREAT ATLANTIC & PACIFIC TEA   COM              390064103     2305   123306 SH       DEFINED 01             123306        0        0
GREAT LAKES CHEMICAL           COM              390568103     1635    61554 SH       DEFINED 01              61554        0        0
GREAT LAKES CHEMICAL           COM              390568103      314    11812 SH       DEFINED 01 03               0    11812        0
GREAT LAKES CHEMICAL           COM              390568103       14      537 SH       DEFINED 01 05               0      537        0
GUS PLC                        COM              391091998      506    55050 SH       DEFINED 01              55050        0        0
GREAT PLAINS ENERGY            COM              391164100       51     2499 SH       DEFINED 01               2499        0        0
GREATER BAY BANCORP            COM              391648102    10665   346720 SH       DEFINED 01             346720        0        0
GREATER BAY BANCORP            COM              391648102      107     3450 SH       DEFINED 01 02               0     3450        0
GREATER BAY BANCORP            COM              391648102    15097   490800 SH       DEFINED 01 05               0   490800        0
GREEN MOUNTAIN COFFEE          COM              393122106      831    39200 SH       DEFINED 01              39200        0        0
GREEN MOUNTAIN COFFEE          COM              393122106       93     4400 SH       DEFINED 01 05               0     4400        0
GREEN MOUNTAIN INC             COM              393122106        2      100 SH       DEFINED 01 02               0      100        0
GREEN MOUNTAIN POWER           COM              393154109      333    18314 SH       DEFINED 01              18314        0        0
GREENPOINT FINANCIAL           COM              395384100      188     3832 SH       DEFINED 01               3832        0        0
GREIF BROS CL A                COM              397624107      672    20144 SH       DEFINED 01              20144        0        0
GREY ADVERTISING INC           COM              39787M108        3        5 SH       DEFINED 01                  5        0        0
GREY WOLF                      COM              397888108     4351  1071701 SH       DEFINED 01            1071701        0        0
GREY WOLF                      COM              397888108        5     1339 SH       DEFINED 01 03               0     1339        0
GREY WOLF                      COM              397888108      318    78400 SH       DEFINED 01 05               0    78400        0
GREY WOLF INC                  COM              397888108       91    22185 SH       DEFINED 01 02               0    22185        0
GRIFFON                        COM              398433102     4433   244883 SH       DEFINED 01             244883        0        0
GRIFFON                        COM              398433102        6      352 SH       DEFINED 01 03               0      352        0
GRIFFON                        COM              398433102      275    15200 SH       DEFINED 01 05               0    15200        0
GRIFFON CORP                   COM              398433102      103     5662 SH       DEFINED 01 02               0     5662        0
GROUP 1 AUTOMOTIVE             COM              398905109     5138   135824 SH       DEFINED 01             135824        0        0
GROUP 1 AUTOMOTIVE             COM              398905109      261     6900 SH       DEFINED 01 05               0     6900        0
GROUP ONE AUTOMOTIVE           COM              398905109        5      140 SH       DEFINED 01 02               0      140        0
GROUP 4 FALCK A/S              COM              399011998      163     4707 SH       DEFINED 01               4707        0        0
BOUYGUES                       COM              4002121         15      524 SH       DEFINED 01 10             524        0        0
GRUPO DRAGADOS                 COM              400380994     2086   117000 SH       DEFINED 01             117000        0        0
GRUPO FERROVIAL                COM              400400990      215     7886 SH       DEFINED 01               7886        0        0
GRUPO FINANCIERO BBVA BANCOMER COM              400401550    19836 24294233 SH       DEFINED 01           24294233        0        0
GRUPO FINANCIERO BBVA BANCOMER COM              400401550     2453  3005160 SH       DEFINED 01 03               0  3005160        0
GRUPO FINANCIERO BBVA BANCOMER COM              400401550     8764 10734275 SH       DEFINED 01 05               0 10734275        0
GRUPO MODELO - C ...  MX;GMOD. COM              400488987     3853  1633219 SH       DEFINED 01            1633219        0        0
GRUPO MODELO - C ...  MX;GMOD. COM              400488987      156    66219 SH       DEFINED 01 05               0    66219        0
GRUPO TELEVISA ADR             COM              40049J206    47793  1278601 SH       DEFINED 01            1278601        0        0
GRUPO TELEVISA ADR             COM              40049J206     8726   233444 SH       DEFINED 01 05               0   233444        0
G-TELEVISA                     COM              40049J206       50     1350 SH       DEFINED 01 02               0     1350        0
UMICORE                        COM              4005001          3       58 SH       DEFINED 01 10              58        0        0
GTECH HOLDINGS                 COM              400518106       58     2248 SH       DEFINED 01               2248        0        0
GRUPO AEROPORTUARIO S-ADR      COM              40051E202      258    20000 SH       DEFINED 01              20000        0        0
GUANGDONG ALLIANCE             COM              400651998        1    52309 SH       DEFINED 01                  0    52309        0
AIR LIQUIDE(                   COM              4011406         48      309 SH       DEFINED 01 10             309        0        0
EADS                           COM              4012250         13      864 SH       DEFINED 01 10             864        0        0
GUCCI GROUP                    COM              401566104      942     9957 SH       DEFINED 01               9957        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    12228   404500 SH       DEFINED 01             404500        0        0
GUIDANT                        COM              401698105     2247    74327 SH       DEFINED 01 03               0    74327        0
GUIDANT                        COM              401698105     3964   131099 SH       DEFINED 01 05               0   131099        0
GUITAR CENTER INC              COM              402040109     2170   117000 SH       DEFINED 01             117000        0        0
GUITAR CENTER INC              COM              402040109        2      130 SH       DEFINED 01 02               0      130        0
GUITAR CENTER INC              COM              402040109      252    13600 SH       DEFINED 01 05               0    13600        0
ALLIED IRISH                   COM              4020684         36     2712 SH       DEFINED 01 10            2712        0        0
ADIDAS-SALOM                   COM              4031976          8      100 SH       DEFINED 01 10             100        0        0
GYMBOREE                       COM              403777105     3581   223483 SH       DEFINED 01             223483        0        0
GYMBOREE                       COM              403777105        3      200 SH       DEFINED 01 02               0      200        0
GYMBOREE                       COM              403777105      235    14700 SH       DEFINED 01 05               0    14700        0
HM SAMPOERNA TBK               COM              404004996     2730  5801300 SH       DEFINED 01            5801300        0        0
HM SAMPOERNA TBK               COM              404004996      113   240200 SH       DEFINED 01 05               0   240200        0
HCA                            COM              404119109   440102  9265277 SH       DEFINED 01            9265277        0        0
HCA                            COM              404119109     7117   149830 SH       DEFINED 01 03               0   149830        0
HCA                            COM              404119109    88715  1867684 SH       DEFINED 01 05               0  1867684        0
HCA INC                        COM              404119109     2945    62000 SH       DEFINED 01                  0    62000        0
HCA INC                        COM              404119109    25094   528231 SH       DEFINED 01 02               0   528231        0
HCC INSURANCE                  COM              404132102    32278  1225050 SH       DEFINED 01 02               0  1225050        0
HCC INSURANCE HOLDINGS         COM              404132102     1343    50943 SH       DEFINED 01              50943        0        0
HCC INSURANCE HOLDINGS         COM              404132102      904    34300 SH       DEFINED 01 03               0    34300        0
HDFC BANK ADR                  COM              40415F101     2033   157600 SH       DEFINED 01             157600        0        0
HDFC BANK ADR                  COM              40415F101       83     6400 SH       DEFINED 01 05               0     6400        0
HEI                            COM              404160103      978   127000 SH       DEFINED 01             127000        0        0
HNC SOFTWARE                   COM              40425P107     1914   114569 SH       DEFINED 01             114569        0        0
HPL TECHNOLOGIES INC           COM              40426C105        2      150 SH       DEFINED 01 02               0      150        0
HRPT PROPERTIES TR             COM              40426W101        8      923 SH       DEFINED 01                923        0        0
HSBC HOLDINGS                  COM              404400996    42986  3737679 SH       DEFINED 01            3737679        0        0
HSBC HOLDINGS                  COM              404400996    10099   878179 SH       DEFINED 01 03               0   878179        0
HSBC HOLDINGS                  COM              404400996    26643  2316610 SH       DEFINED 01 05               0  2316610        0
HAEMONETICS                    COM              405024100     5271   180540 SH       DEFINED 01             180540        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      986    71341 SH       DEFINED 01              71341        0        0
HAGGAR                         COM              405173105      328    20466 SH       DEFINED 01              20466        0        0
HAIN CELESTIAL GROUP           COM              405217100     2056   111142 SH       DEFINED 01             111142        0        0
ASSIC GENERALI                 COM              4056719         84     3530 SH       DEFINED 01 10            3530        0        0
L'OREAL                        COM              4057808         80     1031 SH       DEFINED 01 10            1031        0        0
BCO ESPIR SA                   COM              4058061          6      489 SH       DEFINED 01 10             489        0        0
HALL, KINION & ASSOCIATES      COM              406069104      297    39564 SH       DEFINED 01              39564        0        0
LVMH MOET                      COM              4061412         34      672 SH       DEFINED 01 10             672        0        0
HALLA CLIMATE CONTRO           COM              406150995      358     8000 SH       DEFINED 01               8000        0        0
HALLIBURTON                    COM              406216101     3888   243896 SH       DEFINED 01             243896        0        0
HALLIBURTON                    COM              406216101     1654   103749 SH       DEFINED 01 03               0   103749        0
HALLIBURTON                    COM              406216101      147     9193 SH       DEFINED 01 05               0     9193        0
AUTOPISTAS C                   COM              4065663          8      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          6       84 SH       DEFINED 01 10              84        0        0
INTESABCI S.P.A.               COM              4076836         37    11963 SH       DEFINED 01 10           11963        0        0
INTESABCI SPA                  COM              4076847          4     2000 SH       DEFINED 01 10            2000        0        0
MONDADORI                      COM              4084895          3      500 SH       DEFINED 01 10             500        0        0
HANCOCK FABRICS                COM              409900107     2979   160438 SH       DEFINED 01             160438        0        0
HANCOCK FABRICS                COM              409900107       58     3191 SH       DEFINED 01 02               0     3191        0
HANCOCK FABRICS                COM              409900107        4      202 SH       DEFINED 01 03               0      202        0
HANCOCK FABRICS                COM              409900107      201    10800 SH       DEFINED 01 05               0    10800        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    14807   420710 SH       DEFINED 01 02               0   420710        0
JOHN HANCOCK FINANCIAL SERVICE COM              41014S106     2398    68124 SH       DEFINED 01              68124        0        0
JOHN HANCOCK FINANCIAL SERVICE COM              41014S106     2438    69270 SH       DEFINED 01 03               0    69270        0
JOHN HANCOCK FINANCIAL SERVICE COM              41014S106      112     3169 SH       DEFINED 01 05               0     3169        0
HANDLEMAN                      COM              410252100        2      142 SH       DEFINED 01                142        0        0
HANDSPRING INC                 COM              410293104        2      962 SH       DEFINED 01                962        0        0
ELEC DE PORT                   COM              4103596         17     8755 SH       DEFINED 01 10            8755        0        0
HANG LUNG PROPERTIES LTD       COM              410435994      114   100000 SH       DEFINED 01             100000        0        0
HANGER ORTHOPEDIC              COM              41043F208      603    40000 SH       DEFINED 01              40000        0        0
HANMI FINANCIAL CORP           COM              410495105      675    39400 SH       DEFINED 01              39400        0        0
HANMI FINANCIAL CORP           COM              410495105       24     1410 SH       DEFINED 01 02               0     1410        0
HANMI FINANCIAL CORP           COM              410495105        1       77 SH       DEFINED 01 03               0       77        0
HANMI FINANCIAL CORP           COM              410495105       69     4000 SH       DEFINED 01 05               0     4000        0
HANNOVER RUECKVERSICHERUNGS    COM              410755995      433     5500 SH       DEFINED 01               5500        0        0
HANOVER COMPRESSOR             COM              410768105      740    54783 SH       DEFINED 01              54783        0        0
HANOVER COMPRESSOR             COM              410768105       24     1800 SH       DEFINED 01 02               0     1800        0
HANOVER COMPRESSOR             COM              410768105     4023   298000 SH       DEFINED 01 05               0   298000        0
HANOVER COMPRESS CVT           CONV BND         410768AC9     2407  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    59892  1680000 SH       DEFINED 01            1680000        0        0
HANSON ADR                     COM              411352404     2221    62300 SH       DEFINED 01 03               0    62300        0
HANSON ADR                     COM              411352404     9268   259991 SH       DEFINED 01 05               0   259991        0
HANSON PLC ADR                 COM              411352404      713    20000 SH       DEFINED 01 02               0    20000        0
BWT                            COM              4119054          1       30 SH       DEFINED 01 10              30        0        0
BANK OF PIRAEUS                COM              4122676          4      520 SH       DEFINED 01 10             520        0        0
HARLAND (JOHN H)               COM              412693103     4663   162830 SH       DEFINED 01             162830        0        0
HARLAND (JOHN H)               COM              412693103        7      252 SH       DEFINED 01 03               0      252        0
HARLAND (JOHN H)               COM              412693103      223     7800 SH       DEFINED 01 05               0     7800        0
HARLAND JOHN H                 COM              412693103      117     4050 SH       DEFINED 01 02               0     4050        0
HARLEY DAVIDSON                COM              412822108      718    14000 SH       DEFINED 01                  0    14000        0
HARLEY DAVIDSON                COM              412822108    14594   284625 SH       DEFINED 01 02               0   284625        0
HARLEY-DAVIDSON                COM              412822108    12615   246039 SH       DEFINED 01             246039        0        0
HARLEY-DAVIDSON                COM              412822108     3763    73418 SH       DEFINED 01 03               0    73418        0
HARLEY-DAVIDSON                COM              412822108      327     6369 SH       DEFINED 01 05               0     6369        0
HARMAN INTERNATIONAL           COM              413086109       78     1591 SH       DEFINED 01 02               0     1591        0
HARMAN INTL INDS               COM              413086109     7552   153330 SH       DEFINED 01             153330        0        0
HARMAN INTL INDS               COM              413086109        5       99 SH       DEFINED 01 03               0       99        0
HARMAN INTL INDS               COM              413086109      130     2638 SH       DEFINED 01 05               0     2638        0
HARMONY GOLD MINING            COM              413138991      138    10000 SH       DEFINED 01              10000        0        0
HARMONIC                       COM              413160102      700   191223 SH       DEFINED 01             191223        0        0
HARMONY GOLD MINING WTS EXP 06 COM              413216110      296    33000 SH       DEFINED 01              33000        0        0
HARMONY GOLD MINING ADR        COM              413216300     3382   250000 SH       DEFINED 01             250000        0        0
HARRAH'S ENTERTAINMENT         COM              413619107     7380   166395 SH       DEFINED 01             166395        0        0
HARRAH'S ENTERTAINMENT         COM              413619107     1246    28081 SH       DEFINED 01 03               0    28081        0
HARRAH'S ENTERTAINMENT         COM              413619107      237     5341 SH       DEFINED 01 05               0     5341        0
HARRIS                         COM              413875105       91     2495 SH       DEFINED 01               2495        0        0
REED ELSEVIER                  COM              4148810         25     1847 SH       DEFINED 01 10            1847        0        0
DANISCO A/S                    COM              4155586          4      100 SH       DEFINED 01 10             100        0        0
HARSCO                         COM              415864107       61     1634 SH       DEFINED 01               1634        0        0
HARSCO                         COM              415864107        6      154 SH       DEFINED 01 03               0      154        0
HARSCO CORP                    COM              415864107       92     2455 SH       DEFINED 01 02               0     2455        0
HARTE-HANKS                    COM              416196103       80     3885 SH       DEFINED 01               3885        0        0
THALES (EX THOMPSON CSF)       COM              4162791          9      205 SH       DEFINED 01 10             205        0        0
CAP GEMINI                     COM              4163437         12      298 SH       DEFINED 01 10             298        0        0
HARTFORD FINANCIAL SERVICES GR COM              416515104     7365   123858 SH       DEFINED 01             123858        0        0
HARTFORD FINANCIAL SERVICES GR COM              416515104     3462    58206 SH       DEFINED 01 03               0    58206        0
HARTFORD FINANCIAL SERVICES GR COM              416515104     8187   137669 SH       DEFINED 01 05               0   137669        0
HARVARD BIOSCIENCE             COM              416906105        1      200 SH       DEFINED 01 02               0      200        0
HARVARD BIOSCIENCE, INC.       COM              416906105      844   151000 SH       DEFINED 01             151000        0        0
HARVARD BIOSCIENCE, INC.       COM              416906105       91    16300 SH       DEFINED 01 05               0    16300        0
CARLSBERG                      COM              4169219          5      100 SH       DEFINED 01 10             100        0        0
CIMPOR CIMEN                   COM              4175896          3      148 SH       DEFINED 01 10             148        0        0
CASINO GUICH                   COM              4178419          7       85 SH       DEFINED 01 10              85        0        0
HASBRO                         COM              418056107      704    51900 SH       DEFINED 01              51900        0        0
HASBRO                         COM              418056107      552    40735 SH       DEFINED 01 03               0    40735        0
HASBRO                         COM              418056107       25     1861 SH       DEFINED 01 05               0     1861        0
CRH                            COM              4182249         28     1695 SH       DEFINED 01 10            1695        0        0
DCC PLC                        COM              4189477          2      189 SH       DEFINED 01 10             189        0        0
HAVAS                          COM              419313101      153    25088 SH       DEFINED 01                  0    25088        0
HAVERTY FURNITURE              COM              419596101     1370    69358 SH       DEFINED 01              69358        0        0
HAWAIIAN ELEC IND              COM              419870100       63     1470 SH       DEFINED 01 02               0     1470        0
HAWAIIAN ELECTRIC INDS         COM              419870100     2060    48424 SH       DEFINED 01              48424        0        0
HAWAIIAN ELECTRIC INDS         COM              419870100        4       99 SH       DEFINED 01 03               0       99        0
HAWAIIAN ELECTRIC INDS         COM              419870100      204     4800 SH       DEFINED 01 05               0     4800        0
CLUB MEDITER                   COM              4204370          1       40 SH       DEFINED 01 10              40        0        0
HAYES LEMMERZ INTERNATIONAL IN COM              420781106        0       86 SH       DEFINED 01                 86        0        0
COMMERCIAL BANK OF GREECE      COM              4212823          6      300 SH       DEFINED 01 10             300        0        0
HEALTH CARE PROP INV           COM              421915109        7      153 SH       DEFINED 01                153        0        0
HEALTHSOUTH                    COM              421924101     6252   488832 SH       DEFINED 01             488832        0        0
HEALTHSOUTH                    COM              421924101     1230    96189 SH       DEFINED 01 03               0    96189        0
HEALTHSOUTH                    COM              421924101      209    16336 SH       DEFINED 01 05               0    16336        0
HEALTH MANAGEMENT ASSOCIATES C COM              421933102    40434  2006680 SH       DEFINED 01            2006680        0        0
HEALTH MANAGEMENT ASSOCIATES C COM              421933102     4908   243577 SH       DEFINED 01 03               0   243577        0
HEALTH MANAGEMENT ASSOCIATES C COM              421933102     1701    84444 SH       DEFINED 01 05               0    84444        0
HEALTH MGMT ASSOC              COM              421933102     2172   107830 SH       DEFINED 01 02               0   107830        0
HEALTHCARE RLTY TR             COM              421946104     1387    43338 SH       DEFINED 01              43338        0        0
HEALTHCARE RLTY TR             COM              421946104      163     5100 SH       DEFINED 01 05               0     5100        0
HEADWATERS                     COM              42210P102     2590   164426 SH       DEFINED 01             164426        0        0
HEADWATERS                     COM              42210P102      300    19074 SH       DEFINED 01 05               0    19074        0
HEADWATERS INC                 COM              42210P102        4      240 SH       DEFINED 01 02               0      240        0
HEALTH CARE REIT INC           COM              42217K106        3      103 SH       DEFINED 01                103        0        0
HEALTH NET                     COM              42222G108      162     6070 SH       DEFINED 01               6070        0        0
HEALTH NET INC                 COM              42222G108        5      200 SH       DEFINED 01 02               0      200        0
HEARST-ARGYLE TELEVI           COM              422317107        6      253 SH       DEFINED 01                253        0        0
HEARTLAND EXPRESS              COM              422347104     7639   319200 SH       DEFINED 01             319200        0        0
HEARTLAND EXPRESS              COM              422347104        5      223 SH       DEFINED 01 03               0      223        0
HEARTLAND EXPRESS              COM              422347104      283    11812 SH       DEFINED 01 05               0    11812        0
HEARTLAND EXPRESS IN           COM              422347104       77     3226 SH       DEFINED 01 02               0     3226        0
HEIDRICK & STRUGGLES INTL      COM              422819102     2032   101741 SH       DEFINED 01             101741        0        0
HEIDELBERGER ZEMENT            COM              422820100      989    20100 SH       DEFINED 01              20100        0        0
HEINEKEN NV                    COM              423011998      429     9770 SH       DEFINED 01               9770        0        0
HERO HONDA MOTORS              COM              423055995     1819   288216 SH       DEFINED 01             288216        0        0
HERO HONDA MOTORS              COM              423055995       73    11545 SH       DEFINED 01 05               0    11545        0
HEINZ (HJ)                     COM              423074103     2046    49788 SH       DEFINED 01              49788        0        0
HEINZ (HJ)                     COM              423074103     3387    82418 SH       DEFINED 01 03               0    82418        0
HEINZ (HJ)                     COM              423074103      155     3778 SH       DEFINED 01 05               0     3778        0
HEINZ H.J.                     COM              423074103     4562   111000 SH       DEFINED 01 02               0   111000        0
UNICREDITO                     COM              4232445         45    10000 SH       DEFINED 01 10           10000        0        0
HELIX TECHNOLOGY               COM              423319102     3160   153419 SH       DEFINED 01             153419        0        0
HELIX TECHNOLOGY               COM              423319102        3      140 SH       DEFINED 01 02               0      140        0
HELIX TECHNOLOGY               COM              423319102      159     7734 SH       DEFINED 01 05               0     7734        0
HELMERICH & PAYNE              COM              423452101     4361   122076 SH       DEFINED 01             122076        0        0
HELMERICH & PAYNE              COM              423452101      186     5200 SH       DEFINED 01 05               0     5200        0
ALPHA BANK                     COM              4235864          9      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          8        1 SH       DEFINED 01 10               1        0        0
HENDERSON LAND DEVL            COM              425166105     2268   546000 SH       DEFINED 01             546000        0        0
HENDERSON LAND DEVL            COM              425166105       91    22000 SH       DEFINED 01 05               0    22000        0
D/S SVENBORG                   COM              4253048         20        2 SH       DEFINED 01 10               2        0        0
DELHAIZE GROUP                 COM              4262118         12      250 SH       DEFINED 01 10             250        0        0
HENRY (JACK) & ASSOCIATES      COM              426281101      281    16842 SH       DEFINED 01              16842        0        0
DNB HOLDING ASA                COM              4263304         17     3100 SH       DEFINED 01 10            3100        0        0
HERCULES                       COM              427056106      816    68451 SH       DEFINED 01              68451        0        0
HERCULES                       COM              427056106      306    25659 SH       DEFINED 01 03               0    25659        0
HERCULES                       COM              427056106       14     1174 SH       DEFINED 01 05               0     1174        0
HERLEY INDUST INC              COM              427398102     2280   107500 SH       DEFINED 01             107500        0        0
HERLEY INDUST INC              COM              427398102       30     1415 SH       DEFINED 01 02               0     1415        0
HERLEY INDUST INC              COM              427398102        2       90 SH       DEFINED 01 03               0       90        0
HERLEY INDUST INC              COM              427398102      108     5100 SH       DEFINED 01 05               0     5100        0
HERSHEY FOODS                  COM              427866108     1880    29912 SH       DEFINED 01              29912        0        0
HERSHEY FOODS                  COM              427866108     2018    32106 SH       DEFINED 01 03               0    32106        0
HERSHEY FOODS                  COM              427866108       93     1473 SH       DEFINED 01 05               0     1473        0
HEWITT ASSOCIATES IN           COM              42822Q100      220     9450 SH       DEFINED 01 02               0     9450        0
HEWITT ASSOCIATES INC          COM              42822Q100     8721   374300 SH       DEFINED 01             374300        0        0
HEWITT ASSOCIATES INC          COM              42822Q100      249    10700 SH       DEFINED 01 03               0    10700        0
HEWITT ASSOCIATES INC          COM              42822Q100     6524   280000 SH       DEFINED 01 05               0   280000        0
HEWLETT-PACKARD CO             COM              428236103     2874   188072 SH       DEFINED 01                  0   188072        0
HEWLETT-PACKARD CO             COM              428236103    15953  1044050 SH       DEFINED 01 02               0  1044050        0
HEWLETT-PACKARD COMPANY        COM              428236103   201018 13155568 SH       DEFINED 01           13155568        0        0
HEWLETT-PACKARD COMPANY        COM              428236103    12487   817196 SH       DEFINED 01 03               0   817196        0
HEWLETT-PACKARD COMPANY        COM              428236103    79635  5211787 SH       DEFINED 01 05               0  5211787        0
HIBERNIA CL A                  COM              428656102     1021    51617 SH       DEFINED 01              51617        0        0
ELECTRABEL                     COM              4294791         24      104 SH       DEFINED 01 10             104        0        0
HIGH SPEED ACCESS              COM              42979U102        0       86 SH       DEFINED 01                 86        0        0
ELAN CORP PLC                  COM              4305507          6     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       10      374 SH       DEFINED 01                374        0        0
HILB, ROGAL & HAMILTON         COM              431294107     4152    91770 SH       DEFINED 01              91770        0        0
HILLENBRAND INDS               COM              431573104     4346    77408 SH       DEFINED 01              77408        0        0
HILLENBRAND INDS               COM              431573104      163     2900 SH       DEFINED 01 05               0     2900        0
BAYER                          COM              4325419         23      700 SH       DEFINED 01 10             700        0        0
HILTON GROUP                   COM              432835999     1435   412382 SH       DEFINED 01             412382        0        0
HILTON HOTELS                  COM              432848109     8534   613989 SH       DEFINED 01             613989        0        0
HILTON HOTELS                  COM              432848109       83     6000 SH       DEFINED 01 02               0     6000        0
HILTON HOTELS                  COM              432848109     1212    87181 SH       DEFINED 01 03               0    87181        0
HILTON HOTELS                  COM              432848109    10366   745788 SH       DEFINED 01 05               0   745788        0
HINDUSTAN LEVER                COM              433099991     2416   610521 SH       DEFINED 01             610521        0        0
HINDUSTAN LEVER                COM              433099991       97    24454 SH       DEFINED 01 05               0    24454        0
HIT ENTERTAINMENT PLC          COM              433571999      193    47000 SH       DEFINED 01              47000        0        0
HITACHI                        COM              433578101    12386  1915725 SH       DEFINED 01            1915725        0        0
HITACHI                        COM              433578101     3224   498600 SH       DEFINED 01 03               0   498600        0
HITACHI                        COM              433578101    11923  1844000 SH       DEFINED 01 05               0  1844000        0
HISPANIC BROADCASTING          COM              43357B104      115     4379 SH       DEFINED 01               4379        0        0
HITACHI SOFTWARE ENGINEERING   COM              433602992     3357    95800 SH       DEFINED 01 03               0    95800        0
HK EXCHANGES & CLEAR (0388)    COM              434150991      428   260000 SH       DEFINED 01             260000        0        0
GEORG FISCHE                   COM              4341783          2       10 SH       DEFINED 01 10              10        0        0
ROCHE HOLDS GENUSSCHEINE       COM              434510996    12255   162119 SH       DEFINED 01             162119        0        0
ROCHE HOLDS GENUSSCHEINE       COM              434510996    10001   132308 SH       DEFINED 01 05               0   132308        0
HOKUTO CORPORATION             COM              434900999      346    13280 SH       DEFINED 01              13280        0        0
HOLLINGER INTL INC             COM              435569108        7      585 SH       DEFINED 01                585        0        0
SYNGENTA AG                    COM              4356646         21      347 SH       DEFINED 01 10             347        0        0
HOLLY CORP                     COM              435758305     1038    62000 SH       DEFINED 01              62000        0        0
HOLLY CORP                     COM              435758305        4      210 SH       DEFINED 01 02               0      210        0
HOLLY CORP                     COM              435758305      126     7500 SH       DEFINED 01 05               0     7500        0
FLUGHAFFEN WIEN AG             COM              4359690          1       27 SH       DEFINED 01 10              27        0        0
HOLLYWOOD ENTERTAINM           COM              436141105      140     6770 SH       DEFINED 01 02               0     6770        0
HOLLYWOOD ENTERTAINMENT        COM              436141105      734    35478 SH       DEFINED 01              35478        0        0
HOLLYWOOD ENTERTAINMENT        COM              436141105        9      428 SH       DEFINED 01 03               0      428        0
HOLMES PLACE                   COM              436269997      263   135000 SH       DEFINED 01             135000        0        0
HOLMEN CL B                    COM              436435994      234     8800 SH       DEFINED 01               8800        0        0
HOLOGIC                        COM              436440101      957    61801 SH       DEFINED 01              61801        0        0
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                     COM              437076102   365949  9963257 SH       DEFINED 01            9963257        0        0
HOME DEPOT                     COM              437076102    20797   566208 SH       DEFINED 01 03               0   566208        0
HOME DEPOT                     COM              437076102    91133  2481128 SH       DEFINED 01 05               0  2481128        0
HOME DEPOT INC                 COM              437076102    10964   298493 SH       DEFINED 01                  0   298493        0
HOME DEPOT INC                 COM              437076102    47050  1280889 SH       DEFINED 01 02               0  1280889        0
ZELTIA SA                      COM              4370839          4      483 SH       DEFINED 01 10             483        0        0
HOME PROPERTIES                COM              437306103        3       73 SH       DEFINED 01                 73        0        0
HOMESTORE INC                  COM              437852106        2     1054 SH       DEFINED 01               1054        0        0
HOMESTYLE GROUP PLC            COM              437857998      184    40000 SH       DEFINED 01              40000        0        0
PUBLICIS GROUPE SA             COM              4380429          9      321 SH       DEFINED 01 10             321        0        0
HON HAI PRECISION GDR 144A     COM              438090102      109    13308 SH       DEFINED 01 05               0    13308        0
HON INDS                       COM              438092108       67     2468 SH       DEFINED 01               2468        0        0
HONDA MOTOR                    COM              438120990     5583   137671 SH       DEFINED 01             137671        0        0
HONEYWELL INTL                 COM              438516106    96357  2735140 SH       DEFINED 01            2735140        0        0
HONEYWELL INTL                 COM              438516106     8761   248657 SH       DEFINED 01 03               0   248657        0
HONEYWELL INTL                 COM              438516106    22770   646301 SH       DEFINED 01 05               0   646301        0
HONEYWELL INTL INC             COM              438516106      638    18100 SH       DEFINED 01 02               0    18100        0
HONG KONG& CHINA GAS           COM              438556995      133   100000 SH       DEFINED 01             100000        0        0
HSBC HOLDINGS PLC              COM              438560104      432    37691 SH       DEFINED 01              37691        0        0
HOOPER HOLMES                  COM              439104100     3364   416910 SH       DEFINED 01             416910        0        0
HORACE MANN EDUCATORS          COM              440327104       34     1837 SH       DEFINED 01               1837        0        0
HORIZON HEALTH CORP            COM              44041Y104      971    49300 SH       DEFINED 01              49300        0        0
HORIZON HEALTH CORP            COM              44041Y104       75     3800 SH       DEFINED 01 05               0     3800        0
HORIZON OFFSHORE, INC.         COM              44043J105      675    80000 SH       DEFINED 01              80000        0        0
HORIZON ORGANIC HLDG           COM              44043T103      670    38000 SH       DEFINED 01              38000        0        0
HORIZON ORGANIC HLDG           COM              44043T103        1       70 SH       DEFINED 01 02               0       70        0
HORIZON ORGANIC HLDG           COM              44043T103       69     3900 SH       DEFINED 01 05               0     3900        0
HORIZON PCS INC WTS EXP 10/01/ COM              44043U118       33    26625 SH       DEFINED 01              26625        0        0
HORIZON PCS INC WTS EXP 10/01/ COM              44043U118        7     5325 SH       DEFINED 01 05               0     5325        0
HORMEL FOODS                   COM              440452100      127     5319 SH       DEFINED 01               5319        0        0
HOSPITALITY PROPERTIES TRUST   COM              44106M102       90     2453 SH       DEFINED 01               2453        0        0
HOST MARRIOTT                  COM              44107P104        7      612 SH       DEFINED 01                612        0        0
HOT TOPIC                      COM              441339108     5540   207394 SH       DEFINED 01             207394        0        0
HOTELS.COM                     COM              44147T108    24921   590115 SH       DEFINED 01             590115        0        0
HOTELS.COM                     COM              44147T108      929    22000 SH       DEFINED 01 05               0    22000        0
HOUSEHOLD INTL                 COM              441815107    37216   748851 SH       DEFINED 01             748851        0        0
HOUSEHOLD INTL                 COM              441815107     5498   110623 SH       DEFINED 01 03               0   110623        0
HOUSEHOLD INTL                 COM              441815107     5995   120624 SH       DEFINED 01 05               0   120624        0
COCA-COLA HELLENIC BOT.        COM              4420723          7      420 SH       DEFINED 01 10             420        0        0
HOUSTON EXPLOR                 COM              442120101        9      307 SH       DEFINED 01                307        0        0
IBERDROLA SA                   COM              4424640         39     2660 SH       DEFINED 01 10            2660        0        0
HOYA CORP                      COM              443302997      229     3153 SH       DEFINED 01               3153        0        0
HUB INTERNATIONAL LIMITED      COM              44332P101      942    62450 SH       DEFINED 01              62450        0        0
INSTUMENTAR                    COM              4434166          5      200 SH       DEFINED 01 10             200        0        0
HUBBELL CL B                   COM              443510201       79     2321 SH       DEFINED 01               2321        0        0
HUDSON CITY BANCORP            COM              443683107       10      486 SH       DEFINED 01                486        0        0
IHC CALAND N                   COM              4441155          4       65 SH       DEFINED 01 10              65        0        0
HUDSON UNITED BANCORP          COM              444165104     4154   145422 SH       DEFINED 01             145422        0        0
HUFFY                          COM              444356109      281    33354 SH       DEFINED 01              33354        0        0
HUGHES SUPPLY                  COM              444482103     5610   126592 SH       DEFINED 01             126592        0        0
HUGHES SUPPLY                  COM              444482103      142     3210 SH       DEFINED 01 02               0     3210        0
HUGHES SUPPLY                  COM              444482103        9      208 SH       DEFINED 01 03               0      208        0
HUGHES SUPPLY                  COM              444482103      266     6000 SH       DEFINED 01 05               0     6000        0
HUGO BOSS PFD                  PRF              444600993      273    15000 SH       DEFINED 01              15000        0        0
HUMANA                         COM              444859102    13040   834212 SH       DEFINED 01             834212        0        0
HUMANA                         COM              444859102      622    39819 SH       DEFINED 01 03               0    39819        0
HUMANA                         COM              444859102      353    22621 SH       DEFINED 01 05               0    22621        0
HUMAN GENOME SCIENCES          COM              444903108       47     3525 SH       DEFINED 01               3525        0        0
IRISH LIFE &                   COM              4455253         10      684 SH       DEFINED 01 10             684        0        0
HUNT (JB) TRANSPORT SERVICES   COM              445658107    13686   463648 SH       DEFINED 01             463648        0        0
HUNT (JB) TRANSPORT SERVICES   COM              445658107        5      186 SH       DEFINED 01 03               0      186        0
HUNT (JB) TRANSPORT SERVICES   COM              445658107    13275   449700 SH       DEFINED 01 05               0   449700        0
J.B. HUNT TRANSPORT            COM              445658107      221     7460 SH       DEFINED 01 02               0     7460        0
HUNTER DOUGLAS NV              COM              445666993      450    14600 SH       DEFINED 01              14600        0        0
SNIA ORDS                      COM              4457594          3     1300 SH       DEFINED 01 10            1300        0        0
IMETAL                         COM              4457765          4       34 SH       DEFINED 01 10              34        0        0
HUNTINGTON BANCSHARES          COM              446150104      133     6853 SH       DEFINED 01               6853        0        0
HUNTINGTON BANCSHARES          COM              446150104     1130    58174 SH       DEFINED 01 03               0    58174        0
HUNTINGTON BANCSHARES          COM              446150104       52     2658 SH       DEFINED 01 05               0     2658        0
JERONIMO MAR                   COM              4477235          1      200 SH       DEFINED 01 10             200        0        0
HUTCHINSON TECHNOLOGY          COM              448407106     1272    81317 SH       DEFINED 01              81317        0        0
HUTTIG BUILDING PRODUCTS INC   COM              448451104        0       23 SH       DEFINED 01                 23        0        0
ICN PHARMACEUTICALS            COM              448924100       76     3144 SH       DEFINED 01               3144        0        0
IDT CORP                       COM              448947101        1       88 SH       DEFINED 01                 88        0        0
KESKO OYJ                      COM              4490005          2      200 SH       DEFINED 01 10             200        0        0
HYPERION SOLUTIONS             COM              44914M104     3927   215303 SH       DEFINED 01             215303        0        0
HYPERION SOLUTIONS             COM              44914M104       44     2460 SH       DEFINED 01 02               0     2460        0
HYPERION SOLUTIONS             COM              44914M104        3      154 SH       DEFINED 01 03               0      154        0
HYPERION SOLUTIONS             COM              44914M104      104     5700 SH       DEFINED 01 05               0     5700        0
HYSEQ INC                      COM              449163302        0       38 SH       DEFINED 01                 38        0        0
HYUNDAI MOTOR C                COM              449181999      344    11449 SH       DEFINED 01              11449        0        0
HYUNDAI MOBIS                  COM              449185990      274    13000 SH       DEFINED 01              13000        0        0
ICOS                           COM              449295104       27     1592 SH       DEFINED 01               1592        0        0
ICU MEDICAL INC                COM              44930G107     1373    44445 SH       DEFINED 01              44445        0        0
IDEC PHARM                     COM              449370105     2375    67000 SH       DEFINED 01                  0    67000        0
IDEC PHARM                     COM              449370105    46982  1325289 SH       DEFINED 01 02               0  1325289        0
IDEC PHARMACEUTICALS           COM              449370105    53531  1510044 SH       DEFINED 01            1510044        0        0
IDEC PHARMACEUTICALS           COM              449370105     2531    71400 SH       DEFINED 01 03               0    71400        0
IDEC PHARMACEUTICALS           COM              449370105    23126   652373 SH       DEFINED 01 05               0   652373        0
IDX SYSTEMS                    COM              449491109        2      120 SH       DEFINED 01                120        0        0
IGEN INC                       COM              449536101        2       77 SH       DEFINED 01                 77        0        0
IHOP                           COM              449623107     1972    66975 SH       DEFINED 01              66975        0        0
IMC GLOBAL                     COM              449669100     1371   109731 SH       DEFINED 01             109731        0        0
IMCO RECYCLING                 COM              449681105      471    49112 SH       DEFINED 01              49112        0        0
KBC                            COM              4497749         13      313 SH       DEFINED 01 10             313        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        4    14810 SH       DEFINED 01              14810        0        0
IPCS INC WTS EXP 06/15/2010    COM              44980Y115        1     3155 SH       DEFINED 01 05               0     3155        0
IMS HEALTH                     COM              449934108     5735   319452 SH       DEFINED 01             319452        0        0
IMS HEALTH                     COM              449934108     1219    67936 SH       DEFINED 01 03               0    67936        0
IMS HEALTH                     COM              449934108     4920   274107 SH       DEFINED 01 05               0   274107        0
IMS HEALTH INC                 COM              449934108      180    10000 SH       DEFINED 01                  0    10000        0
IMS HEALTH INC                 COM              449934108       59     3310 SH       DEFINED 01 02               0     3310        0
KVAERNER ASA CL A              COM              4502029          1      673 SH       DEFINED 01 10             673        0        0
LAFARGE                        COM              4502706         37      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
ITT EDUCATIONAL SERVICES       COM              45068B109     5346   245252 SH       DEFINED 01             245252        0        0
ITT EDUCATIONAL SERVICES       COM              45068B109      235    10800 SH       DEFINED 01 05               0    10800        0
ITT EDUCATIONAL SVCS           COM              45068B109        5      240 SH       DEFINED 01 02               0      240        0
ITXC CORP                      COM              45069F109        1      100 SH       DEFINED 01                100        0        0
IXIA                           COM              45071R109        1      195 SH       DEFINED 01                195        0        0
IBASIS INC                     COM              450732102        0       68 SH       DEFINED 01                 68        0        0
IBERDROLA                      COM              450740105     2506   172000 SH       DEFINED 01             172000        0        0
IBERIABANK CORP                COM              450828108       84     2090 SH       DEFINED 01 02               0     2090        0
IBERIABANK CORP                COM              450828108        5      132 SH       DEFINED 01 03               0      132        0
ITT INDS                       COM              450911102     1624    23011 SH       DEFINED 01              23011        0        0
ITT INDS                       COM              450911102     1508    21354 SH       DEFINED 01 03               0    21354        0
ITT INDS                       COM              450911102       69      975 SH       DEFINED 01 05               0      975        0
IAM GOLD                       COM              450913108     1442   375000 SH       DEFINED 01             375000        0        0
I AM GOLD                      COM              450913991      481   125000 SH       DEFINED 01             125000        0        0
IDACORP                        COM              451107106       40     1460 SH       DEFINED 01               1460        0        0
IDEX                           COM              45167R104     3486   104059 SH       DEFINED 01             104059        0        0
IDINE REWARDS NETWORKS INC     COM              45168A100       66     5700 SH       DEFINED 01               5700        0        0
IDEXX LABORATORIES             COM              45168D104     2812   109034 SH       DEFINED 01             109034        0        0
IDEXX LABS INC                 COM              45168D104      464    18000 SH       DEFINED 01                  0    18000        0
IGATE CORPORATION              COM              45169U105        1      162 SH       DEFINED 01                162        0        0
IKON OFFICE SOLUTION           COM              451713101       79     8410 SH       DEFINED 01 02               0     8410        0
IKON OFFICE SOLUTIONS          COM              451713101     2951   313979 SH       DEFINED 01             313979        0        0
IKON OFFICE SOLUTIONS          COM              451713101        8      833 SH       DEFINED 01 03               0      833        0
IKON OFFICE SOLUTIONS          COM              451713101      320    34000 SH       DEFINED 01 05               0    34000        0
KERRY GROUP                    COM              4519579          6      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     2301    31800 SH       DEFINED 11 12               0    31800        0
ILLINOIS TOOL WORKS            COM              452308109     9275   134579 SH       DEFINED 01                  0   134579        0
ILLINOIS TOOL WORKS            COM              452308109   285914  4148452 SH       DEFINED 01            4148452        0        0
ILLINOIS TOOL WORKS            COM              452308109    17765   257728 SH       DEFINED 01 02               0   257728        0
ILLINOIS TOOL WORKS            COM              452308109     7414   107566 SH       DEFINED 01 03               0   107566        0
ILLINOIS TOOL WORKS            COM              452308109    46468   674244 SH       DEFINED 01 05               0   674244        0
ILLUMINA INC                   COM              452327109        1      128 SH       DEFINED 01                128        0        0
IMATION                        COM              45245A107       48     1642 SH       DEFINED 01               1642        0        0
IMATION                        COM              45245A107        5      160 SH       DEFINED 01 03               0      160        0
IMATION CORP                   COM              45245A107       74     2469 SH       DEFINED 01 02               0     2469        0
IMCLONE SYSTEMS                COM              45245W109       18     2097 SH       DEFINED 01               2097        0        0
IMANAGE                        COM              45245Y105     1146   342200 SH       DEFINED 01             342200        0        0
IMAGISTICS INTL                COM              45247T104     1350    62887 SH       DEFINED 01              62887        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
IMMUNEX                        COM              452528102    22001   984821 SH       DEFINED 01             984821        0        0
IMMUNEX                        COM              452528102     4846   216880 SH       DEFINED 01 03               0   216880        0
IMMUNEX                        COM              452528102     1001    44825 SH       DEFINED 01 05               0    44825        0
IMMUNEX CORP                   COM              452528102     1169    52288 SH       DEFINED 01 02               0    52288        0
IMPALA PLATINUM HOLDINGS LTD   COM              452554991     4719    85088 SH       DEFINED 01              85088        0        0
IMPALA PLATINUM HOLDINGS LTD   COM              452554991      143     2579 SH       DEFINED 01 05               0     2579        0
IMPATH                         COM              45255G101      937    52223 SH       DEFINED 01              52223        0        0
IMPAX LABORATORIES INC         COM              45256B101      533    71100 SH       DEFINED 01              71100        0        0
IMPERIAL CHEMICL IND GB;ICI    COM              452704992      291    59929 SH       DEFINED 01              59929        0        0
IMMUNOMEDICS INC               COM              452907108        3      523 SH       DEFINED 01                523        0        0
INAMED                         COM              453235103     1780    66607 SH       DEFINED 01              66607        0        0
INCO                           COM              453258402      105     4619 SH       DEFINED 01               4619        0        0
INCO                           COM              453258402      972    42883 SH       DEFINED 01 03               0    42883        0
INCO                           COM              453258402       44     1955 SH       DEFINED 01 05               0     1955        0
SYNTHES-STRA                   COM              4532673          4        7 SH       DEFINED 01 10               7        0        0
INCYTE GENOMICS                COM              45337C102      969   133340 SH       DEFINED 01             133340        0        0
INCYTE GENOMICS INC            COM              45337C102        1      150 SH       DEFINED 01 02               0      150        0
INDEPENDENCE COMM BK           COM              453414104      124     4310 SH       DEFINED 01 02               0     4310        0
INDEPENDENCE COMMUNITY BANK    COM              453414104     2104    73237 SH       DEFINED 01              73237        0        0
INDEPENDENCE COMMUNITY BANK    COM              453414104        8      274 SH       DEFINED 01 03               0      274        0
INDEPENDENCE COMMUNITY BANK    COM              453414104      210     7300 SH       DEFINED 01 05               0     7300        0
INDEPENDENT BANK CO            COM              453836108      938    41000 SH       DEFINED 01              41000        0        0
INDEPENDENT BANK CO            COM              453836108       44     1950 SH       DEFINED 01 02               0     1950        0
INDEPENDENT BANK CO            COM              453836108        3      120 SH       DEFINED 01 03               0      120        0
INDEPENDENT BANK CO            COM              453836108      124     5400 SH       DEFINED 01 05               0     5400        0
INDEPENDENT BANK               COM              453838104     1309    41463 SH       DEFINED 01              41463        0        0
INDEPENDENT BANK               COM              453838104        3      106 SH       DEFINED 01 03               0      106        0
INDEPENDENT BANK               COM              453838104      164     5182 SH       DEFINED 01 05               0     5182        0
INDEPENDENT BK CO MI           COM              453838104       51     1609 SH       DEFINED 01 02               0     1609        0
INDEPENDENT NEWS               COM              453900995      198   100000 SH       DEFINED 01             100000        0        0
INDEVUS PHARM                  COM              454072109      232   200000 SH       DEFINED 01             200000        0        0
LAGARDERE SC                   COM              4547213         18      406 SH       DEFINED 01 10             406        0        0
INDITEX SA                     COM              455366997     4051   191869 SH       DEFINED 01 03               0   191869        0
MAYR-MELWKOF KARTON            COM              4563640          2       21 SH       DEFINED 01 10              21        0        0
SMEDVIG ASA-A SHARES           COM              4564665          2      270 SH       DEFINED 01 10             270        0        0
INDYMAC BANCORP                COM              456607100       52     2309 SH       DEFINED 01               2309        0        0
INET TECH                      COM              45662V105        1      169 SH       DEFINED 01                169        0        0
INFOCUS                        COM              45665B106       20     1654 SH       DEFINED 01               1654        0        0
INFORMATICA CORP               COM              45666Q102      498    70218 SH       DEFINED 01              70218        0        0
INFONET SERVICES               COM              45666T106        2      722 SH       DEFINED 01                722        0        0
INFORMATION HOLDINGS           COM              456727106     1705    69875 SH       DEFINED 01              69875        0        0
INFOSYS TECHNOLOGIES ORD       COM              456788991        6       93 SH       DEFINED 01 05               0       93        0
INFOSPACE INC                  COM              45678T102        1     2164 SH       DEFINED 01               2164        0        0
INFORMATION RESOURCE           COM              456905108        2      210 SH       DEFINED 01 02               0      210        0
INFORMATION RESOURCES          COM              456905108     1989   211789 SH       DEFINED 01             211789        0        0
INFORMATION RESOURCES          COM              456905108      126    13400 SH       DEFINED 01 05               0    13400        0
INGRAM MICRO CL A              COM              457153104     1173    85300 SH       DEFINED 01              85300        0        0
INHALE THERAPEUTIC             COM              457191104        5      459 SH       DEFINED 01                459        0        0
INKTOMI CORP                   COM              457277101        0      538 SH       DEFINED 01                538        0        0
MEDIOBANCA S                   COM              4574813         16     1750 SH       DEFINED 01 10            1750        0        0
INPUT/OUTPUT                   COM              457652105     1471   163441 SH       DEFINED 01             163441        0        0
INSIGHT ENTERPRISES            COM              45765U103     5446   216178 SH       DEFINED 01             216178        0        0
INSIGHT ENTERPRISES            COM              45765U103        3      120 SH       DEFINED 01 02               0      120        0
INSITUFORM TECHNOLOGIES CL A   COM              457667103     1806    85264 SH       DEFINED 01              85264        0        0
INSMED                         COM              457669208      182   130000 SH       DEFINED 01             130000        0        0
INSIGHT COMMUNICATIONS         COM              45768V108        3      254 SH       DEFINED 01                254        0        0
INSTINET GROUP                 COM              457750107     6721  1030800 SH       DEFINED 01            1030800        0        0
INSTINET GROUP                 COM              457750107      716   109800 SH       DEFINED 01 05               0   109800        0
INSURANCE AUTO AUCTIONS        COM              457875102      764    39202 SH       DEFINED 01              39202        0        0
PROSIEBEN SAT.1 -- (DEM)       COM              4579131          4      357 SH       DEFINED 01 10             357        0        0
INTEGRA LIFESCIENCES           COM              457985208        3      140 SH       DEFINED 01 02               0      140        0
INTEGRA LIFESCIENCES HOLDINGS  COM              457985208     2281   104866 SH       DEFINED 01             104866        0        0
INTEGRA LIFESCIENCES HOLDINGS  COM              457985208      103     4734 SH       DEFINED 01 05               0     4734        0
METRO AG                       COM              4580241         15      500 SH       DEFINED 01 10             500        0        0
INSUR SERV OFFICE IN           COM              45806@109      282    11767 SH       DEFINED 01                  0    11767        0
INSWEB CORPORATION             COM              45809K202        0       17 SH       DEFINED 01                 17        0        0
INTEGRATED DEV TECH            COM              458118106      138     7600 SH       DEFINED 01 02               0     7600        0
INTEGRATED DEVICE TECHNOLOGY   COM              458118106      683    37650 SH       DEFINED 01              37650        0        0
INTEGRATED ELECTRICAL SERVICES COM              45811E103        0       41 SH       DEFINED 01                 41        0        0
INTEGRATED CIRCUIT SYSTEMS     COM              45811K208      914    45236 SH       DEFINED 01              45236        0        0
INTEGRATED CIRCUIT SYSTEMS     COM              45811K208       91     4500 SH       DEFINED 01 05               0     4500        0
INTERGRATED CIRCUT             COM              45811K208        3      150 SH       DEFINED 01 02               0      150        0
INTEL CORP                     COM              458140100     2326    76500 SH       DEFINED 11 12               0    76500        0
INTEL CORP                     COM              458140100    14506   459000 SH       DEFINED 11 12 13            0   459000        0
INTEL                          COM              458140100    10603   580368 SH       DEFINED 01                  0   580368        0
INTEL                          COM              458140100   325655 17824558 SH       DEFINED 01           17824558        0        0
INTEL                          COM              458140100    47688  2609815 SH       DEFINED 01 02               0  2609815        0
INTEL                          COM              458140100    29340  1605894 SH       DEFINED 01 03               0  1605894        0
INTEL                          COM              458140100    44389  2429549 SH       DEFINED 01 05               0  2429549        0
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       87     3039 SH       DEFINED 01               3039        0        0
INTER-TEL                      COM              458372109     2936   171602 SH       DEFINED 01             171602        0        0
INTER-TEL                      COM              458372109       55     3230 SH       DEFINED 01 02               0     3230        0
INTER-TEL                      COM              458372109        3      197 SH       DEFINED 01 03               0      197        0
INTER-TEL                      COM              458372109      185    10800 SH       DEFINED 01 05               0    10800        0
INTERACTIVE DATA               COM              45840J107        6      435 SH       DEFINED 01                435        0        0
INTERFACE                      COM              458665106     1317   163810 SH       DEFINED 01             163810        0        0
INTERDIGITAL COMM CO           COM              45866A105        2      228 SH       DEFINED 01                228        0        0
INTERGRAPH                     COM              458683109      872    50000 SH       DEFINED 01              50000        0        0
INTERLAND INC                  COM              458727104     1046   300505 SH       DEFINED 01             300505        0        0
INTERNET SOFTWARE              COM              458742103        0      133 SH       DEFINED 01                133        0        0
INTERMAGNETICS GENER           COM              458771102        2      102 SH       DEFINED 01 02               0      102        0
INTERMAGNETICS GENERAL         COM              458771102     1815    89856 SH       DEFINED 01              89856        0        0
INTERMAGNETICS GENERAL         COM              458771102       84     4141 SH       DEFINED 01 05               0     4141        0
INTERMEDIA COMMUNICATIONS PIK  PRF              458801404      893    17866 SH       DEFINED 01              17866        0        0
INTERMEDIA COMMUNICATIONS PIK  PRF              458801404      215     4301 SH       DEFINED 01 05               0     4301        0
INTERMET                       COM              45881K104      887    82633 SH       DEFINED 01              82633        0        0
MICHELIN(CGD                   COM              4588364         12      300 SH       DEFINED 01 10             300        0        0
INTERMUNE INC                  COM              45884X103     1298    61533 SH       DEFINED 01              61533        0        0
INTERMUNE INC                  COM              45884X103        2       90 SH       DEFINED 01 02               0       90        0
INTERMUNE INC                  COM              45884X103       82     3900 SH       DEFINED 01 05               0     3900        0
INTERNAP NETWORKS              COM              45885A102        0      639 SH       DEFINED 01                639        0        0
DANSKE BANK                    COM              4588825         36     1960 SH       DEFINED 01 10            1960        0        0
International Alum Corp        COM              458884103        0        1 SH       DEFINED 01                  1        0        0
INTERNATIONAL BNCSHR           COM              459044103       11      262 SH       DEFINED 01                262        0        0
IBM                            COM              459200101     2278    21900 SH       DEFINED 11 12               0    21900        0
IBM                            COM              459200101    15288   147000 SH       DEFINED 11 12 13            0   147000        0
INTL BUSINESS MACH             COM              459200101      864    12000 SH       DEFINED 01                  0    12000        0
INTL BUSINESS MACH             COM              459200101      396     5466 SH       DEFINED 01 02               0     5466        0
INTL BUSINESS MACHINES         COM              459200101   268955  3735479 SH       DEFINED 01            3735479        0        0
INTL BUSINESS MACHINES         COM              459200101    29376   407998 SH       DEFINED 01 03               0   407998        0
INTL BUSINESS MACHINES         COM              459200101    51261   711965 SH       DEFINED 01 05               0   711965        0
IMTECH NV                      COM              459370995      377    17950 SH       DEFINED 01              17950        0        0
INTL FLAVORS/FRAGRANCES        COM              459506101      317     9751 SH       DEFINED 01               9751        0        0
INTL FLAVORS/FRAGRANCES        COM              459506101      721    22181 SH       DEFINED 01 03               0    22181        0
INTL FLAVORS/FRAGRANCES        COM              459506101       33     1009 SH       DEFINED 01 05               0     1009        0
DOUGLAS HLDG                   COM              4596680          3      110 SH       DEFINED 01 10             110        0        0
CONTINENTAL                    COM              4598589          5      300 SH       DEFINED 01 10             300        0        0
INTL GAME TECHNOLOGY           COM              459902102    62070  1094699 SH       DEFINED 01            1094699        0        0
INTL GAME TECHNOLOGY           COM              459902102       62     1100 SH       DEFINED 01 02               0     1100        0
INTL GAME TECHNOLOGY           COM              459902102     1239    21853 SH       DEFINED 01 03               0    21853        0
INTL GAME TECHNOLOGY           COM              459902102    10607   187066 SH       DEFINED 01 05               0   187066        0
INTL MULTIFOODS                COM              460043102     1610    61083 SH       DEFINED 01              61083        0        0
ING GROEP                      COM              460122997      760    29600 SH       DEFINED 01              29600        0        0
INTERNATIONAL PAPER            COM              460146103    10465   240145 SH       DEFINED 01                  0   240145        0
INTERNATIONAL PAPER            COM              460146103    55681  1277789 SH       DEFINED 01 02               0  1277789        0
INTL PAPER                     COM              460146103   217279  4985702 SH       DEFINED 01            4985702        0        0
INTL PAPER                     COM              460146103     9860   226222 SH       DEFINED 01 03               0   226222        0
INTL PAPER                     COM              460146103    49240  1129892 SH       DEFINED 01 05               0  1129892        0
INTERNATIONAL PAPER            CONV BND         460146BM4      195   370000 PRN      DEFINED 01 02               0        0   370000
INTERNATIONAL P                COM              460147994      155    60391 SH       DEFINED 01              60391        0        0
INTL PURSUIT CVT PFD           PRF              460200XX1     2256     5000 SH       DEFINED 01               5000        0        0
INTL RECTIFIER                 COM              460254105       69     2389 SH       DEFINED 01               2389        0        0
INTL RECTIFIER CVT             CONV BND         460254AE5      166   200000 PRN      DEFINED 01 02               0        0   200000
INTL SPEEDWAY CL A             COM              460335201       79     1984 SH       DEFINED 01               1984        0        0
INTL SPECIALTY PRODS           COM              460337108        2      224 SH       DEFINED 01                224        0        0
INTERNET CAPITAL GP            COM              46059C106        0       46 SH       DEFINED 01                 46        0        0
iPIX                           COM              46059S200      124    44426 SH       DEFINED 01              44426        0        0
INTERNET SECURITY SYSTEMS      COM              46060X107       26     1926 SH       DEFINED 01               1926        0        0
INTERPUBLIC GROUP OF COMPANIES COM              460690100    15565   628619 SH       DEFINED 01             628619        0        0
INTERPUBLIC GROUP OF COMPANIES COM              460690100     2226    89889 SH       DEFINED 01 03               0    89889        0
INTERPUBLIC GROUP OF COMPANIES COM              460690100      488    19721 SH       DEFINED 01 05               0    19721        0
INTERSIL                       COM              46069S109      112     5221 SH       DEFINED 01               5221        0        0
INTERSTATE BAKERIES            COM              46072H108       45     1559 SH       DEFINED 01               1559        0        0
INTRAWEST                      COM              460915200     1563    92030 SH       DEFINED 01              92030        0        0
INTERTAN INC                   COM              461120107     8529   764900 SH       DEFINED 01             764900        0        0
INTERTAN INC                   COM              461120107      755    67700 SH       DEFINED 01 05               0    67700        0
INTERTRUST TECH                COM              46113Q109        1      360 SH       DEFINED 01                360        0        0
INTERVOICE-BRITE               COM              461142101      156   109345 SH       DEFINED 01             109345        0        0
INTERWOVEN                     COM              46114T102        2      665 SH       DEFINED 01                665        0        0
INTRADO INC                    COM              46117A100      978    50500 SH       DEFINED 01              50500        0        0
INTRAWARE INC                  COM              46118M103        0       67 SH       DEFINED 01                 67        0        0
INTRAWEST CORP                 COM              461190993       97     5800 SH       DEFINED 01               5800        0        0
INTRUM JUSTITIA AB             COM              461201998       37     6500 SH       DEFINED 01               6500        0        0
INTUIT                         COM              461202103     3729    75000 SH       DEFINED 01                  0    75000        0
INTUIT                         COM              461202103    61519  1237288 SH       DEFINED 01            1237288        0        0
INTUIT                         COM              461202103    88422  1778505 SH       DEFINED 01 02               0  1778505        0
INTUIT                         COM              461202103     7452   149877 SH       DEFINED 01 03               0   149877        0
INTUIT                         COM              461202103    31467   632896 SH       DEFINED 01 05               0   632896        0
INVACARE                       COM              461203101     3655    99429 SH       DEFINED 01              99429        0        0
INVACARE CORP                  COM              461203101     4191   114000 SH       DEFINED 01                  0   114000        0
UNAXIS HOLDING                 COM              4612757          4       32 SH       DEFINED 01 10              32        0        0
INVESTMENT TECHNOLOGY GROUP    COM              46145F105     1297    39648 SH       DEFINED 01              39648        0        0
INVESTORS GROUP INC            COM              46152H994      648    35500 SH       DEFINED 01              35500        0        0
DEUTSCHE POST AG               COM              4617859         17     1306 SH       DEFINED 01 10            1306        0        0
INVITROGEN                     COM              46185R100    10448   326398 SH       DEFINED 01             326398        0        0
INVITROGEN                     COM              46185R100     1527    47700 SH       DEFINED 01 03               0    47700        0
INVITROGEN                     COM              46185R100      427    13338 SH       DEFINED 01 05               0    13338        0
INVITROGEN CORP                COM              46185R100    21103   659255 SH       DEFINED 01 02               0   659255        0
INVESTORS FINANCIAL SERVICES   COM              461915100    28245   842128 SH       DEFINED 01             842128        0        0
INVESTORS FINANCIAL SERVICES   COM              461915100     2918    87000 SH       DEFINED 01 03               0    87000        0
INVESTORS FINANCIAL SERVICES   COM              461915100     1098    32724 SH       DEFINED 01 05               0    32724        0
INVESTORS FINL SERV            COM              461915100    27404   817030 SH       DEFINED 01 02               0   817030        0
IOMEGA CORP                    COM              462030305        3      203 SH       DEFINED 01                203        0        0
IONA TECHNOLOGIES ADR          COM              46206P109      424    80000 SH       DEFINED 01              80000        0        0
IONICS                         COM              462218108     1366    56294 SH       DEFINED 01              56294        0        0
NATL BANK OF GREECE            COM              4625959         17      820 SH       DEFINED 01 10             820        0        0
IRISH LIFE & PERMANENT PLC     COM              462600990      107     7500 SH       DEFINED 01               7500        0        0
IRISH LIFE & PERMANENT         COM              462603994      166    11500 SH       DEFINED 01              11500        0        0
IRON MOUNTAIN                  COM              462846106       10      337 SH       DEFINED 01                337        0        0
IRON MOUNTAIN INC              COM              462846106      509    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     1520    75609 SH       DEFINED 01              75609        0        0
IRWIN FINANCIAL                COM              464119106        4      197 SH       DEFINED 01 03               0      197        0
IRWIN FINANCIAL                COM              464119106      159     7894 SH       DEFINED 01 05               0     7894        0
IRWIN FINANCIAL CORP           COM              464119106       60     2970 SH       DEFINED 01 02               0     2970        0
ISHARES MSCI JAPAN I EWJ       COM              464286848      506    60000 SH       DEFINED 01              60000        0        0
MSCI EAFE I-SHARES             COM              464287465    20238   170700 SH       DEFINED 01             170700        0        0
GS SEMICON INDEX FD            COM              464287523        2       39 SH       DEFINED 01 02               0       39        0
ISHARES TRUST DJ US            COM              464287580        8      173 SH       DEFINED 01 02               0      173        0
ISHARES TRUST-S&P400           COM              464287606       18      179 SH       DEFINED 01 02               0      179        0
ISHARES S&P SMALLCAP 600       COM              464287804      920     8000 SH       DEFINED 01               8000        0        0
ISHARES TRUST-S&P              COM              464287861       21      363 SH       DEFINED 01 02               0      363        0
ISIS PHAMACEUTICALS            COM              464330109        3      266 SH       DEFINED 01                266        0        0
NORSK HYDRO                    COM              4645805         26      537 SH       DEFINED 01 10             537        0        0
OMV AG                         COM              4651459          6       60 SH       DEFINED 01 10              60        0        0
ITO-YOKADO CO LTD              COM              465714103     5498   109856 SH       DEFINED 01             109856        0        0
ITO-YOKADO CO LTD              COM              465714103     2903    58000 SH       DEFINED 01 03               0    58000        0
ITO-YOKADO CO LTD              COM              465714103     9461   189000 SH       DEFINED 01 05               0   189000        0
ITRON                          COM              465741106     4383   167105 SH       DEFINED 01             167105        0        0
ITRON                          COM              465741106      245     9350 SH       DEFINED 01 05               0     9350        0
ITRON INC                      COM              465741106        4      140 SH       DEFINED 01 02               0      140        0
I2 TECHNOLOGIES                COM              465754109       19    12750 SH       DEFINED 01              12750        0        0
IVAX                           COM              465823102     1134   105000 SH       DEFINED 01                  0   105000        0
IVAX                           COM              465823102     1106   102388 SH       DEFINED 01             102388        0        0
NOVOZYMES                      COM              4658535          4      175 SH       DEFINED 01 10             175        0        0
JAAKKO POYRY GROUP             COM              465910990      152     8400 SH       DEFINED 01               8400        0        0
JDN REALTY                     COM              465917102    12471  1000106 SH       DEFINED 01            1000106        0        0
JDN REALTY                     COM              465917102     1485   119046 SH       DEFINED 01 05               0   119046        0
IXYS CORP                      COM              46600W106        1      170 SH       DEFINED 01 02               0      170        0
J & J SNACK FOODS              COM              466032109     1270    28251 SH       DEFINED 01              28251        0        0
JDS UNIPHASE                   COM              46612J101     1315   488526 SH       DEFINED 01             488526        0        0
JDS UNIPHASE                   COM              46612J101      870   323150 SH       DEFINED 01 03               0   323150        0
JDS UNIPHASE                   COM              46612J101       64    24075 SH       DEFINED 01 05               0    24075        0
JDS UNIPHASE CORP              COM              46612J101      129    48000 SH       DEFINED 01                  0    48000        0
JDS UNIPHASE CORP              COM              46612J101        4     1310 SH       DEFINED 01 02               0     1310        0
JDA SOFTWARE GROUP             COM              46612K108     5882   208200 SH       DEFINED 01             208200        0        0
JDA SOFTWARE GROUP             COM              46612K108        3       99 SH       DEFINED 01 03               0       99        0
JDA SOFTWARE GROUP             COM              46612K108      178     6300 SH       DEFINED 01 05               0     6300        0
JDA SOFTWARE GROUP I           COM              46612K108       47     1660 SH       DEFINED 01 02               0     1660        0
OEST                           COM              4661607         10      110 SH       DEFINED 01 10             110        0        0
J. JILL GROUP                  COM              466189107     3375    88930 SH       DEFINED 01              88930        0        0
JLG INDS                       COM              466210101     1923   137096 SH       DEFINED 01             137096        0        0
JNI CORP                       COM              46622G105      361   103168 SH       DEFINED 01             103168        0        0
JNI CORP                       COM              46622G105        1      180 SH       DEFINED 01 02               0      180        0
JNI CORP                       COM              46622G105       33     9300 SH       DEFINED 01 05               0     9300        0
J P MORGAN CHASE               COM              46625H100    19943   587930 SH       DEFINED 01 02               0   587930        0
J.P. MORGAN CHASE              COM              46625H100    87954  2592966 SH       DEFINED 01            2592966        0        0
J.P. MORGAN CHASE              COM              46625H100    17896   527590 SH       DEFINED 01 03               0   527590        0
J.P. MORGAN CHASE              COM              46625H100    31174   919055 SH       DEFINED 01 05               0   919055        0
JABIL CIRCUIT                  COM              466313103     2226   105430 SH       DEFINED 01             105430        0        0
JABIL CIRCUIT                  COM              466313103      981    46484 SH       DEFINED 01 03               0    46484        0
JABIL CIRCUIT                  COM              466313103       45     2123 SH       DEFINED 01 05               0     2123        0
JABIL CIRCUT                   COM              466313103      549    26000 SH       DEFINED 01                  0    26000        0
JACK IN THE BOX                COM              466367109     4061   127709 SH       DEFINED 01             127709        0        0
OUTOKUMPU OY                   COM              4665148          6      500 SH       DEFINED 01 10             500        0        0
PERNOD-RICAR                   COM              4682329         12      125 SH       DEFINED 01 10             125        0        0
PIRELLI SPA                    COM              4689900          5     5000 SH       DEFINED 01 10            5000        0        0
JACOBS ENGINEERING GROUP       COM              469814107       78     2243 SH       DEFINED 01               2243        0        0
INDEPENDENT                    COM              4699103          2     1216 SH       DEFINED 01 10            1216        0        0
JAKKS PACIFIC                  COM              47012E106     8190   462431 SH       DEFINED 01             462431        0        0
JAKKS PACIFIC                  COM              47012E106        3      197 SH       DEFINED 01 03               0      197        0
JAKKS PACIFIC                  COM              47012E106      581    32760 SH       DEFINED 01 05               0    32760        0
JAKKS PACIFIC INC              COM              47012E106       54     3090 SH       DEFINED 01 02               0     3090        0
NEW BARCO                      COM              4704096          1       28 SH       DEFINED 01 10              28        0        0
RENAULT                        COM              4712798         22      470 SH       DEFINED 01 10             470        0        0
KUOMI REISEN NAMEN B           COM              4714750          5       16 SH       DEFINED 01 10              16        0        0
RAS                            COM              4718246         15     1150 SH       DEFINED 01 10            1150        0        0
JCG HOLDINGS LTD               COM              472168996      179   300000 SH       DEFINED 01             300000        0        0
JEFFERIES GROUP                COM              472319102     6106   143889 SH       DEFINED 01             143889        0        0
JEFFERIES GROUP                COM              472319102        5      121 SH       DEFINED 01 03               0      121        0
JEFFERIES GROUP                COM              472319102      293     6900 SH       DEFINED 01 05               0     6900        0
JEFFERIES GROUP -NEW           COM              472319102       83     1960 SH       DEFINED 01 02               0     1960        0
RAUTARUUKKI OYJ                COM              4727662          2      500 SH       DEFINED 01 10             500        0        0
TOMRA SYSTEM                   COM              4730875          3      400 SH       DEFINED 01 10             400        0        0
TELENOR AS                     COM              4732495          4     1186 SH       DEFINED 01 10            1186        0        0
AVENTIS                        COM              4736817        146     2063 SH       DEFINED 01 10            2063        0        0
RINASCENTE(L                   COM              4740034          4     1000 SH       DEFINED 01 10            1000        0        0
MERCK KGAA                     COM              4741844          3      100 SH       DEFINED 01 10             100        0        0
JEFFERSON-PILOT                COM              475070108    51210  1084502 SH       DEFINED 01            1084502        0        0
JEFFERSON-PILOT                COM              475070108     1669    35349 SH       DEFINED 01 03               0    35349        0
JEFFERSON-PILOT                COM              475070108     2739    58007 SH       DEFINED 01 05               0    58007        0
INTERBREW +                    COM              4755317         11      397 SH       DEFINED 01 10             397        0        0
JENOPTIK AG                    COM              476199997      409    21600 SH       DEFINED 01              21600        0        0
SKF AB                         COM              4767066          3      100 SH       DEFINED 01 10             100        0        0
SKF AB                         COM              4767099          3      100 SH       DEFINED 01 10             100        0        0
RWE AG                         COM              4768962         48     1201 SH       DEFINED 01 10            1201        0        0
RWE AG                         COM              4769147          6      200 SH       DEFINED 01 10             200        0        0
JIANGSU EXP CO LTD H           COM              477311997      136   500000 SH       DEFINED 01             500000        0        0
JO-ANN STORES CL A             COM              47758P109     1762    60351 SH       DEFINED 01              60351        0        0
JOHN NUVEEN                    COM              478035108        6      242 SH       DEFINED 01                242        0        0
JOHNSON & JOHNSON              COM              478160104    11309   216396 SH       DEFINED 01                  0   216396        0
JOHNSON & JOHNSON              COM              478160104   578798 11075333 SH       DEFINED 01           11075333        0        0
JOHNSON & JOHNSON              COM              478160104    43383   830160 SH       DEFINED 01 02               0   830160        0
JOHNSON & JOHNSON              COM              478160104    37386   715397 SH       DEFINED 01 03               0   715397        0
JOHNSON & JOHNSON              COM              478160104    89821  1718735 SH       DEFINED 01 05               0  1718735        0
JOHNSON CONTROLS               COM              478366107     8967   109873 SH       DEFINED 01             109873        0        0
JOHNSON CONTROLS               COM              478366107     1752    21465 SH       DEFINED 01 03               0    21465        0
JOHNSON CONTROLS               COM              478366107      249     3058 SH       DEFINED 01 05               0     3058        0
SCHIBSTED AS                   COM              4790534          2      200 SH       DEFINED 01 10             200        0        0
LUXOTTICA GROUP SPA            COM              4800659          8      400 SH       DEFINED 01 10             400        0        0
JONES APPAREL GROUP            COM              480074103    12643   337134 SH       DEFINED 01             337134        0        0
JONES APPAREL GROUP            COM              480074103     1228    32754 SH       DEFINED 01 03               0    32754        0
JONES APPAREL GROUP            COM              480074103      356     9492 SH       DEFINED 01 05               0     9492        0
JONES LANG LASALLE             COM              48020Q107     1967    79646 SH       DEFINED 01              79646        0        0
JONES LANG LASALLE             COM              48020Q107      173     7000 SH       DEFINED 01 05               0     7000        0
JOURNAL REGISTER               COM              481138105     3481   173147 SH       DEFINED 01             173147        0        0
JOURNAL REGISTER               COM              481138105        6      307 SH       DEFINED 01 03               0      307        0
JOURNAL REGISTER               COM              481138105      261    13000 SH       DEFINED 01 05               0    13000        0
JOURNAL REGISTER CO            COM              481138105       96     4810 SH       DEFINED 01 02               0     4810        0
KUALA LUMPUR KEPONG BHD        COM              481230993     2123  1241000 SH       DEFINED 01            1241000        0        0
KUALA LUMPUR KEPONG BHD        COM              481230993       87    51000 SH       DEFINED 01 05               0    51000        0
SKAND ENSKIL                   COM              4813345         18     1720 SH       DEFINED 01 10            1720        0        0
JULIUS BAER HOLDING LTD        COM              481600997      467     1625 SH       DEFINED 01               1625        0        0
SMURFIT(JEFF                   COM              4816151          8     2555 SH       DEFINED 01 10            2555        0        0
VINCI                          COM              4818083         17      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       36     6242 SH       DEFINED 01               6242        0        0
JUNIPER NETWORKS               CONV BND         48203RAA2      919  1500000 PRN      DEFINED 01 02               0        0  1500000
JUPITER MEDIA METRIX INC       COM              48206U104        0       40 SH       DEFINED 01                 40        0        0
SOLVAY SA                      COM              4821100         14      200 SH       DEFINED 01 10             200        0        0
K&S AG NPV                     COM              482255999       63     3000 SH       DEFINED 01               3000        0        0
KBC BANKVERZEKE                COM              482300993      204     5036 SH       DEFINED 01               5036        0        0
SGS SOCIETE GENERALE           COM              4824778          3       10 SH       DEFINED 01 10              10        0        0
KLA-TENCOR                     COM              482480100    59358  1349335 SH       DEFINED 01            1349335        0        0
KLA-TENCOR                     COM              482480100     2027    46074 SH       DEFINED 01 03               0    46074        0
KLA-TENCOR                     COM              482480100    14971   340318 SH       DEFINED 01 05               0   340318        0
KLA-TENCOR CORP                COM              482480100      180     4090 SH       DEFINED 01 02               0     4090        0
K-MART CORPORATION             COM              482584109        1     1060 SH       DEFINED 01               1060        0        0
KPMG CONSULTING INC            COM              48265R109        5      335 SH       DEFINED 01                335        0        0
K-SWISS CL A                   COM              482686102     1538    59212 SH       DEFINED 01              59212        0        0
KT CORP                        COM              48268K101     3144   145250 SH       DEFINED 01             145250        0        0
KT CORP                        COM              48268K101     5304   245000 SH       DEFINED 01 05               0   245000        0
K2                             COM              482732104      562    57534 SH       DEFINED 01              57534        0        0
KADANT INC                     COM              48282T104        0       25 SH       DEFINED 01                 25        0        0
KABA HOLDING AG-REG B          COM              482999992      346     1610 SH       DEFINED 01               1610        0        0
KAISER ALUMINUM CORP           COM              483007100        0      286 SH       DEFINED 01                286        0        0
SCHNEIDER                      COM              4834108         34      623 SH       DEFINED 01 10             623        0        0
VIVENDI                        COM              4834777         61     2820 SH       DEFINED 01 10            2820        0        0
KAMAN CL A                     COM              483548103     1204    71854 SH       DEFINED 01              71854        0        0
KANA SOFTWARE INC              COM              483600300        0       60 SH       DEFINED 01                 60        0        0
SCHERING AG                    COM              4845757         38      600 SH       DEFINED 01 10             600        0        0
SAP AG                         COM              4846288         62      635 SH       DEFINED 01 10             635        0        0
SSAB(SVENSKT                   COM              4847195          3      200 SH       DEFINED 01 10             200        0        0
GJENSIDIGE NOR SPAREBANK       COM              4848820          6      164 SH       DEFINED 01 10             164        0        0
KANSAS CITY SO                 COM              485170302     3852   230000 SH       DEFINED 01 02               0   230000        0
KANSAS CITY SOUTHERN INDS      COM              485170302     3237   193282 SH       DEFINED 01             193282        0        0
STOREBRAND A                   COM              4852832          4      600 SH       DEFINED 01 10             600        0        0
SULZER AG                      COM              4854719          2       10 SH       DEFINED 01 10              10        0        0
KAO                            COM              485570998     4959   215354 SH       DEFINED 01             215354        0        0
KAO                            COM              485570998     2257    98000 SH       DEFINED 01 03               0    98000        0
KAO                            COM              485570998     8612   374000 SH       DEFINED 01 05               0   374000        0
KARSTADT                       COM              485700991      647    24900 SH       DEFINED 01              24900        0        0
KAWASUMI LABS INC              COM              486524994      223    24000 SH       DEFINED 01              24000        0        0
SVENSKA CELL                   COM              4865379         18      500 SH       DEFINED 01 10             500        0        0
KAYDON                         COM              486587108       27     1156 SH       DEFINED 01               1156        0        0
KCI KONECRANES INTERNATIONAL   COM              486663990      223     6650 SH       DEFINED 01               6650        0        0
KEANE                          COM              486665102       41     3155 SH       DEFINED 01               3155        0        0
KB HOME                        COM              48666K109    11813   229339 SH       DEFINED 01             229339        0        0
KB HOME                        COM              48666K109      101     1970 SH       DEFINED 01 02               0     1970        0
KB HOME                        COM              48666K109      714    13867 SH       DEFINED 01 03               0    13867        0
KB HOME                        COM              48666K109      316     6148 SH       DEFINED 01 05               0     6148        0
TECHNIP                        COM              4874160          4       34 SH       DEFINED 01 10              34        0        0
KEITH COMPANIES INC            COM              487539108     2154   141500 SH       DEFINED 01             141500        0        0
KEITH COMPANIES INC            COM              487539108      224    14700 SH       DEFINED 01 05               0    14700        0
KEITHLEY INSTRUMENTS           COM              487584104      729    50505 SH       DEFINED 01              50505        0        0
T.I.M.SPA                      COM              4876746         50    12250 SH       DEFINED 01 10           12250        0        0
KELLOGG                        COM              487836108    14589   406832 SH       DEFINED 01             406832        0        0
KELLOGG                        COM              487836108     3452    96259 SH       DEFINED 01 03               0    96259        0
KELLOGG                        COM              487836108      642    17917 SH       DEFINED 01 05               0    17917        0
KELLWOOD                       COM              488044108    36146  1112200 SH       DEFINED 01            1112200        0        0
KELLWOOD                       COM              488044108      108     3320 SH       DEFINED 01 02               0     3320        0
KELLWOOD                       COM              488044108        7      208 SH       DEFINED 01 03               0      208        0
KELLWOOD                       COM              488044108     3978   122385 SH       DEFINED 01 05               0   122385        0
KELLY SERVICES CL A            COM              488152208       44     1605 SH       DEFINED 01               1605        0        0
KEMET                          COM              488360108    14379   805057 SH       DEFINED 01             805057        0        0
KEMET                          COM              488360108     1198    67100 SH       DEFINED 01 05               0    67100        0
ITALGAS(SOC                    COM              4884073         11     1000 SH       DEFINED 01 10            1000        0        0
KENNAMETAL                     COM              489170100     4076   111656 SH       DEFINED 01             111656        0        0
KENNAMETAL                     COM              489170100     4380   120000 SH       DEFINED 01 05               0   120000        0
KENOR ASA-RESTRICTED           COM              489911990      493  1200000 SH       DEFINED 01            1200000        0        0
KENSEY NASH                    COM              490057106     1042    64300 SH       DEFINED 01              64300        0        0
TRELLEBORG SER B               COM              4902384          2      200 SH       DEFINED 01 10             200        0        0
TOTAL FINA ELF SA              COM              4905413        318     1960 SH       DEFINED 01 10            1960        0        0
ALTRAN TECH                    COM              4907732          6      198 SH       DEFINED 01 10             198        0        0
UNION FENOSA                   COM              4913223         13      717 SH       DEFINED 01 10             717        0        0
AIR FRANCE +                   COM              4916039          4      240 SH       DEFINED 01 10             240        0        0
KEPPEL CORP ORD                COM              492051990     2483  1065000 SH       DEFINED 01            1065000        0        0
KEPPEL CORP ORD                COM              492051990      100    43000 SH       DEFINED 01 05               0    43000        0
VA TECHNOLOG                   COM              4921635          1       35 SH       DEFINED 01 10              35        0        0
KERR MCGEE                     COM              492386107      188     3530 SH       DEFINED 01 02               0     3530        0
KERR-MCGEE                     COM              492386107    62333  1164016 SH       DEFINED 01            1164016        0        0
KERR-MCGEE                     COM              492386107     1285    23998 SH       DEFINED 01 03               0    23998        0
KERR-MCGEE                     COM              492386107     4593    85777 SH       DEFINED 01 05               0    85777        0
KERR MCGEE CORP                CONV BND         492386AP2      122   110000 PRN      DEFINED 01 02               0        0   110000
KERRY GROUP PLC CL A           COM              492400999      459    31000 SH       DEFINED 01              31000        0        0
KEY ENERGY SERVICES            COM              492914106     3526   338646 SH       DEFINED 01             338646        0        0
KEY ENERGY SERVICES            COM              492914106        2      200 SH       DEFINED 01 02               0      200        0
KEY ENERGY SERVICES            COM              492914106      322    30940 SH       DEFINED 01 05               0    30940        0
KEY PRODUCTION                 COM              493138101     6300   323062 SH       DEFINED 01             323062        0        0
KEY PRODUCTION                 COM              493138101      489    25100 SH       DEFINED 01 05               0    25100        0
KEYCORP                        COM              493267108    14863   544412 SH       DEFINED 01             544412        0        0
KEYCORP                        COM              493267108     2838   103961 SH       DEFINED 01 03               0   103961        0
KEYCORP                        COM              493267108      464    16995 SH       DEFINED 01 05               0    16995        0
KEY3MEDIA GROUP                COM              49326R104        0      581 SH       DEFINED 01                581        0        0
KEYENCE (6861)                 COM              493300990     7456    35200 SH       DEFINED 01              35200        0        0
KEYENCE (6861)                 COM              493300990     1547     7300 SH       DEFINED 01 03               0     7300        0
KEYENCE (6861)                 COM              493300990     5127    24200 SH       DEFINED 01 05               0    24200        0
KEYNOTE SYSTEMS INC            COM              493308100        0       55 SH       DEFINED 01                 55        0        0
KEYSPAN                        COM              49337W100    54641  1451274 SH       DEFINED 01            1451274        0        0
KEYSPAN                        COM              49337W100     1256    33374 SH       DEFINED 01 03               0    33374        0
KEYSPAN                        COM              49337W100       98     2617 SH       DEFINED 01 05               0     2617        0
VALEO                          COM              4937579          7      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         15      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     2382    89025 SH       DEFINED 01              89025        0        0
E.ON AG                        COM              4942904        110     1900 SH       DEFINED 01 10            1900        0        0
KIMBERLY CLARK                 COM              494368103     5456    88000 SH       DEFINED 01                  0    88000        0
KIMBERLY CLARK                 COM              494368103      140     2250 SH       DEFINED 01 02               0     2250        0
KIMBERLY-CLARK                 COM              494368103    19590   315980 SH       DEFINED 01             315980        0        0
KIMBERLY-CLARK                 COM              494368103     7662   123586 SH       DEFINED 01 03               0   123586        0
KIMBERLY-CLARK                 COM              494368103    10571   170493 SH       DEFINED 01 05               0   170493        0
PECHINEY                       COM              4943792          8      177 SH       DEFINED 01 10             177        0        0
KIMCO REALTY CORP              COM              49446R109        8      228 SH       DEFINED 01                228        0        0
KINDER MORGAN                  COM              49455P101    31211   820920 SH       DEFINED 01             820920        0        0
KINDER MORGAN                  COM              49455P101     1102    29002 SH       DEFINED 01 03               0    29002        0
KINDER MORGAN                  COM              49455P101     1125    29588 SH       DEFINED 01 05               0    29588        0
KINDER MORGAN MGMT             COM              49455U100        6      201 SH       DEFINED 01                201        0        0
KINDRED HEALTHCARE             COM              494580103     1631    36524 SH       DEFINED 01              36524        0        0
KINDRED HEALTHCARE             COM              494580103       27      616 SH       DEFINED 01 02               0      616        0
KINDRED HEALTHCARE             COM              494580103        2       42 SH       DEFINED 01 03               0       42        0
KINDRED HEALTHCARE             COM              494580103       40      900 SH       DEFINED 01 05               0      900        0
KING PHARMACEUTICALS           COM              495582108      154     6940 SH       DEFINED 01               6940        0        0
KING PHARMACEUTICALS           COM              495582108     1298    58349 SH       DEFINED 01 03               0    58349        0
KING PHARMACEUTICALS           COM              495582108     4086   183673 SH       DEFINED 01 05               0   183673        0
KINGSGATE CONSOLIDATED         COM              496500992     1544  1100000 SH       DEFINED 01            1100000        0        0
KINROSS GOLD                   COM              496902107     1118   500000 SH       DEFINED 01             500000        0        0
VNU-VER NED UITGEV             COM              4970950         20      704 SH       DEFINED 01 10             704        0        0
KIRBY                          COM              497266106     1892    77401 SH       DEFINED 01              77401        0        0
KNIGHT-RIDDER                  COM              499040103    22491   357282 SH       DEFINED 01             357282        0        0
KNIGHT-RIDDER                  COM              499040103     1234    19607 SH       DEFINED 01 03               0    19607        0
KNIGHT-RIDDER                  COM              499040103     2425    38535 SH       DEFINED 01 05               0    38535        0
KNIGHT TRADING GROUP INC       COM              499063105        3      551 SH       DEFINED 01                551        0        0
KNOWLEDGE MECHANICS            COM              49925M993        2  1175160 SH       DEFINED 01            1175160        0        0
KNOWLEDGE MECHANICS            COM              49925M993        3  1436310 SH       DEFINED 01 05               0  1436310        0
KOBENHAVNS LUFTHAVNE           COM              500000997      193     2500 SH       DEFINED 01               2500        0        0
KOC HOLDINGS AS                COM              500055991      148 15166000 SH       DEFINED 01 05               0 15166000        0
KOGER EQUITY                   COM              500228101      244    12631 SH       DEFINED 01              12631        0        0
KOHL'S                         COM              500255104    31282   446388 SH       DEFINED 01             446388        0        0
KOHL'S                         COM              500255104     5694    81250 SH       DEFINED 01 03               0    81250        0
KOHL'S                         COM              500255104    21425   305728 SH       DEFINED 01 05               0   305728        0
KOHLS CORP                     COM              500255104      771    11000 SH       DEFINED 01                  0    11000        0
KOHLS CORP                     COM              500255104    10198   145435 SH       DEFINED 01 02               0   145435        0
KONINKLIJKE KPN NA             COM              500468996     2463   526144 SH       DEFINED 01 03               0   526144        0
PHILIPS ELECTRON NYS           COM              500472303      365    13233 SH       DEFINED 01              13233        0        0
KOOKMIN BANK NEW               COM              500497995    21346   439713 SH       DEFINED 01             439713        0        0
KOOKMIN BANK NEW               COM              500497995     8165   168216 SH       DEFINED 01 05               0   168216        0
KOPIN                          COM              500600101     1471   222873 SH       DEFINED 01             222873        0        0
KOREA ELEC POWER               COM              500610993      224    12261 SH       DEFINED 01              12261        0        0
KORN/FERRY INTL                COM              500643200       13     1443 SH       DEFINED 01               1443        0        0
KOSAN BIOSCIENCED INC          COM              50064W107        6      703 SH       DEFINED 01                703        0        0
KRAFT FOODS CL A               COM              50075N104    54948  1341829 SH       DEFINED 01            1341829        0        0
KRAFT FOODS CL A               COM              50075N104       16      400 SH       DEFINED 01 03               0      400        0
KRAFT FOODS CL A               COM              50075N104     9491   231785 SH       DEFINED 01 05               0   231785        0
KRISPY KREME DONUTS            COM              501014104      183     5680 SH       DEFINED 01 02               0     5680        0
KRISPY KREME DOUGHNUTS         COM              501014104    13687   425174 SH       DEFINED 01             425174        0        0
KRISPY KREME DOUGHNUTS         COM              501014104    14840   461000 SH       DEFINED 01 05               0   461000        0
KROGER                         COM              501044101    32433  1629806 SH       DEFINED 01            1629806        0        0
KROGER                         COM              501044101     5234   263002 SH       DEFINED 01 03               0   263002        0
KROGER                         COM              501044101     3330   167324 SH       DEFINED 01 05               0   167324        0
KROGER CO.                     COM              501044101      318    16000 SH       DEFINED 01                  0    16000        0
KROGER CO.                     COM              501044101    38197  1919088 SH       DEFINED 01 02               0  1919088        0
KROLL                          COM              501049100     3018   143846 SH       DEFINED 01             143846        0        0
KRONOS                         COM              501052104     2940    96434 SH       DEFINED 01              96434        0        0
KRONOS                         COM              501052104       52     1700 SH       DEFINED 01 05               0     1700        0
KRONOS INC                     COM              501052104        1       40 SH       DEFINED 01 02               0       40        0
KULICKE & SOFFA INDS           COM              501242101     2258   182277 SH       DEFINED 01             182277        0        0
KULICKE & SOFFA INDS           COM              501242101        2      170 SH       DEFINED 01 03               0      170        0
KULICKE &SOFFA IND             COM              501242101       36     2831 SH       DEFINED 01 02               0     2831        0
KULICKE & SOFFA CVT            CONV BND         501242AE1      151   180000 PRN      DEFINED 01 02               0        0   180000
KUONI REISEN AG REG SHARES     COM              501255996      336     1190 SH       DEFINED 01               1190        0        0
KYUSHU ELECTRIC POWER          COM              501588990     1212    81800 SH       DEFINED 01              81800        0        0
LI & FUNG LTD-NEW              COM              501918999      538   399592 SH       DEFINED 01             399592        0        0
LNR PPTY CORP                  COM              501940100    10530   305208 SH       DEFINED 01             305208        0        0
LNR PPTY CORP                  COM              501940100      752    21800 SH       DEFINED 01 05               0    21800        0
LSI LOGIC                      COM              502161102       89    10232 SH       DEFINED 01              10232        0        0
LSI LOGIC                      COM              502161102      762    87042 SH       DEFINED 01 03               0    87042        0
LSI LOGIC                      COM              502161102       35     3984 SH       DEFINED 01 05               0     3984        0
LTX                            COM              502392103     6490   454467 SH       DEFINED 01             454467        0        0
LTX                            COM              502392103     5940   416000 SH       DEFINED 01 05               0   416000        0
LTX CORP                       COM              502392103       73     5090 SH       DEFINED 01 02               0     5090        0
L-3 COMMUNICATIONS             COM              502424104     1404    26000 SH       DEFINED 01                  0    26000        0
L-3 COMMUNICATIONS HOLDINGS    COM              502424104      193     3577 SH       DEFINED 01               3577        0        0
LA QUINTA CORP                 COM              50419U202        8     1159 SH       DEFINED 01               1159        0        0
SWEDISH MATC                   COM              5048566          6      743 SH       DEFINED 01 10             743        0        0
UPM-KYMMENE                    COM              5051252         31      800 SH       DEFINED 01 10             800        0        0
OTE (HELLENIC TLCM)            COM              5051605         18     1140 SH       DEFINED 01 10            1140        0        0
LA-Z-BOY                       COM              505336107     4930   195460 SH       DEFINED 01             195460        0        0
LABOR READY                    COM              505401208     2249   384405 SH       DEFINED 01             384405        0        0
LABOR READY                    COM              505401208        4      746 SH       DEFINED 01 03               0      746        0
LABOR READY                    COM              505401208      173    29600 SH       DEFINED 01 05               0    29600        0
LABOR READY INC                COM              505401208       72    12250 SH       DEFINED 01 02               0    12250        0
LAB CORP OF AMERICA            COM              50540R409       91     1995 SH       DEFINED 01 02               0     1995        0
LABORATORY CORP AMERICA HOLDGI COM              50540R409    74995  1642802 SH       DEFINED 01            1642802        0        0
LABORATORY CORP AMERICA HOLDGI COM              50540R409    33428   732251 SH       DEFINED 01 05               0   732251        0
LAB CORP CVT                   CONV BND         50540RAC6      119   160000 PRN      DEFINED 01 02               0        0   160000
LABRANCHE                      COM              505447102       53     2324 SH       DEFINED 01               2324        0        0
LACLEDE GROUP                  COM              505597104     1422    60545 SH       DEFINED 01              60545        0        0
LAFARGE                        COM              505861989     8646    86674 SH       DEFINED 01              86674        0        0
LAFARGE                        COM              505861989     4366    43763 SH       DEFINED 01 03               0    43763        0
LAFARGE                        COM              505861989    11894   119245 SH       DEFINED 01 05               0   119245        0
LAFARGE NORTH AMERICA INC      COM              505862102     7508   210198 SH       DEFINED 01             210198        0        0
LAFARGE NORTH AMERICA INC      COM              505862102      319     8930 SH       DEFINED 01 05               0     8930        0
PUBLIGROUPE AG                 COM              5064744          1        6 SH       DEFINED 01 10               6        0        0
TELE2 AB                       COM              5065060          6      350 SH       DEFINED 01 10             350        0        0
BAYER AG                       COM              5069211         71     2200 SH       DEFINED 01 10            2200        0        0
STORA ENSO                     COM              5072673         31     2225 SH       DEFINED 01 10            2225        0        0
HENKEL KGAA                    COM              5076705         13      192 SH       DEFINED 01 10             192        0        0
MEDIASET                       COM              5077946         15     1900 SH       DEFINED 01 10            1900        0        0
BASF AG                        COM              5086577         79     1700 SH       DEFINED 01 10            1700        0        0
GEHE AG                        COM              5105182         10      233 SH       DEFINED 01 10             233        0        0
BEIERSDORF A                   COM              5107401         12      100 SH       DEFINED 01 10             100        0        0
HEIDELBERGER                   COM              5120679          5      100 SH       DEFINED 01 10             100        0        0
LAM RESEARCH                   COM              512807108     8480   471632 SH       DEFINED 01             471632        0        0
LAM RESEARCH                   COM              512807108       29     1600 SH       DEFINED 01 03               0     1600        0
LAM RESEARCH                   COM              512807108     9266   515300 SH       DEFINED 01 05               0   515300        0
LAM RESEARCH CORP              COM              512807108       61     3400 SH       DEFINED 01 02               0     3400        0
LAMAR ADVERTISING              COM              512815101        7      186 SH       DEFINED 01                186        0        0
FRESENIUS ME                   COM              5129074          8      179 SH       DEFINED 01 10             179        0        0
LANCASTER COLONY               COM              513847103       53     1478 SH       DEFINED 01               1478        0        0
ALITALIA LINEE                 COM              5140343          3     4000 SH       DEFINED 01 10            4000        0        0
LANCE                          COM              514606102     1358    93153 SH       DEFINED 01              93153        0        0
LANDAMERICA FINANCIAL GROUP    COM              514936103     1876    59540 SH       DEFINED 01              59540        0        0
LANDRY'S RESTAURANTS           COM              51508L103     5740   224989 SH       DEFINED 01             224989        0        0
LANDRY'S RESTAURANTS           COM              51508L103       91     3570 SH       DEFINED 01 02               0     3570        0
LANDRY'S RESTAURANTS           COM              51508L103        6      230 SH       DEFINED 01 03               0      230        0
LANDRY'S RESTAURANTS           COM              51508L103     2374    93050 SH       DEFINED 01 05               0    93050        0
LANDSTAR SYSTEM                COM              515098101     5499    51458 SH       DEFINED 01              51458        0        0
LANDSTAR SYSTEM                COM              515098101      181     1691 SH       DEFINED 01 05               0     1691        0
LANDSTAR SYSTEM INC            COM              515098101        3       30 SH       DEFINED 01 02               0       30        0
LANTE CORP                     COM              516540101        0       84 SH       DEFINED 01                 84        0        0
FRANCE TELEC                   COM              5176177         11     1232 SH       DEFINED 01 10            1232        0        0
LATITUDE COMMUNICATIONS        COM              518292107      104    78869 SH       DEFINED 01              78869        0        0
LATTICE GROUP                  COM              518411996      171    65700 SH       DEFINED 01              65700        0        0
LATTICE SEMICONDUCTR           COM              518415104       38     4423 SH       DEFINED 01               4423        0        0
ESTE  LAUDER                   COM              518439104     1062    30171 SH       DEFINED 01              30171        0        0
CIAB SPECIALTY                 COM              5196744         17      214 SH       DEFINED 01 10             214        0        0
ROYAL DUTCH                    COM              5202704        389     6986 SH       DEFINED 01 10            6986        0        0
VEDIOR                         COM              5205361          3      233 SH       DEFINED 01 10             233        0        0
LAWSON PRODUCTS                COM              520776105      950    30841 SH       DEFINED 01              30841        0        0
LAWSON SOFTWARE                COM              520780107      519    90000 SH       DEFINED 01              90000        0        0
HAGEMEYER                      COM              5209073          3      248 SH       DEFINED 01 10             248        0        0
LEAP WIRELESS INTL             COM              521863100       92    85096 SH       DEFINED 01              85096        0        0
LEAR                           COM              521865105      881    19051 SH       DEFINED 01              19051        0        0
GROUP 4 FALCK A/S              COM              5223459          7      212 SH       DEFINED 01 10             212        0        0
SAMPO-LEONIA PLC               COM              5226038          8     1000 SH       DEFINED 01 10            1000        0        0
ALLIANZ AG                     COM              5231485        130      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       64     1840 SH       DEFINED 01               1840        0        0
LEE ENTERPRISES INC            COM              523768109        3       90 SH       DEFINED 01 02               0       90        0
LEGATO                         COM              524651106       79    22000 SH       DEFINED 01                  0    22000        0
LEGATO SYSTEMS                 COM              524651106       17     4520 SH       DEFINED 01               4520        0        0
LEGGETT & PLATT                COM              524660107     2120    90572 SH       DEFINED 01              90572        0        0
LEGGETT & PLATT                COM              524660107     1079    46121 SH       DEFINED 01 03               0    46121        0
LEGGETT & PLATT                COM              524660107     3442   147106 SH       DEFINED 01 05               0   147106        0
LEGG MASON                     COM              524901105    29647   602458 SH       DEFINED 01             602458        0        0
LEGG MASON                     COM              524901105     5705   115932 SH       DEFINED 01 03               0   115932        0
LEGG MASON                     COM              524901105     1209    24577 SH       DEFINED 01 05               0    24577        0
LEGG MASON INC                 COM              524901105   121120  2461314 SH       DEFINED 01 02               0  2461314        0
LEHMAN BROS HOLDINGS           COM              524908100     2194    35100 SH       DEFINED 01 02               0    35100        0
LEHMAN BROTHERS HOLDINGS       COM              524908100   168619  2697025 SH       DEFINED 01            2697025        0        0
LEHMAN BROTHERS HOLDINGS       COM              524908100    10301   164759 SH       DEFINED 01 03               0   164759        0
LEHMAN BROTHERS HOLDINGS       COM              524908100    38687   618798 SH       DEFINED 01 05               0   618798        0
LEHMAN BROS CVT                CONV BND         524908EC0      193   190000 PRN      DEFINED 01 02               0        0   190000
ABN-AMRO HLD                   COM              5250769         80     4422 SH       DEFINED 01 10            4422        0        0
AHOLD (KON)                    COM              5252602         52     2475 SH       DEFINED 01 10            2475        0        0
SAPA AB                        COM              5255850          2      100 SH       DEFINED 01 10             100        0        0
AUTOGRILL SP                   COM              5256206         12     1000 SH       DEFINED 01 10            1000        0        0
BULGARI SPA                    COM              5256477          6     1000 SH       DEFINED 01 10            1000        0        0
LENNAR                         COM              526057104      149     2440 SH       DEFINED 01               2440        0        0
LENNOX INTL                    COM              526107107     3300   183432 SH       DEFINED 01             183432        0        0
LENNOX INTL                    COM              526107107      106     5900 SH       DEFINED 01 02               0     5900        0
LENNOX INTL                    COM              526107107        7      373 SH       DEFINED 01 03               0      373        0
FLS INDUSTRI                   COM              5263574          1      100 SH       DEFINED 01 10             100        0        0
CENTERPULSE                    COM              5268319          3       20 SH       DEFINED 01 10              20        0        0
ENDESA SA                      COM              5271782         45     3103 SH       DEFINED 01 10            3103        0        0
LEUCADIA NATL                  COM              527288104     3461   109283 SH       DEFINED 01             109283        0        0
LEUCADIA NATL                  COM              527288104      440    13900 SH       DEFINED 01 05               0    13900        0
LEVEL 3 COMM                   COM              52729N100        4     1394 SH       DEFINED 01               1394        0        0
ALTANA AG                      COM              5273131          5      100 SH       DEFINED 01 10             100        0        0
DEUTSCHE                       COM              5287488         16     1100 SH       DEFINED 01 10            1100        0        0
LEXAR MEDIA INC                COM              52886P104        2      467 SH       DEFINED 01                467        0        0
LEXICON GENETICS               COM              528872104     1336   273113 SH       DEFINED 01             273113        0        0
LEXICON GENETICS               COM              528872104      116    23800 SH       DEFINED 01 05               0    23800        0
AUSTRIAN AIRLINES              COM              5288726          1       65 SH       DEFINED 01 10              65        0        0
MUNCHENER                      COM              5294121         65      274 SH       DEFINED 01 10             274        0        0
TELECOM ITAL                   COM              5297313         11     2000 SH       DEFINED 01 10            2000        0        0
TELECOM ITAL                   COM              5297506         86    11000 SH       DEFINED 01 10           11000        0        0
LEXMARK INTL CL A              COM              529771107    18710   343926 SH       DEFINED 01             343926        0        0
LEXMARK INTL CL A              COM              529771107     1660    30516 SH       DEFINED 01 03               0    30516        0
LEXMARK INTL CL A              COM              529771107    11881   218398 SH       DEFINED 01 05               0   218398        0
LEXMARK INTL INC               COM              529771107     1088    20000 SH       DEFINED 01                  0    20000        0
LEXMARK INTL INC               COM              529771107      147     2700 SH       DEFINED 01 02               0     2700        0
LG ELECTRONICS INC             COM              529844995      449    11248 SH       DEFINED 01              11248        0        0
BIC                            COM              5298781          5      120 SH       DEFINED 01 10             120        0        0
LIBBEY                         COM              529898108     1682    49338 SH       DEFINED 01              49338        0        0
LIBERATE TECH                  COM              530129105        1      560 SH       DEFINED 01                560        0        0
AUTOMATIC DATA PROCESSING      COM              53015103       268     4600 SH       DEFINED 11 12               0     4600        0
LIBERTY                        COM              530370105      108     2689 SH       DEFINED 01               2689        0        0
LIBERTY TX EXMPT INS           COM              530544402       30     3509 SH       DEFINED 01 02               0     3509        0
LIBERTY MEDIA (PCS)C           CONV BND         530715AG6      168   340000 PRN      DEFINED 01 02               0        0   340000
LIBERTY MEDIA (VIA.B           CONV BND         530715AR2      113   120000 PRN      DEFINED 01 02               0        0   120000
LIBERTY MEDIA CL A             COM              530718105    10513  1051340 SH       DEFINED 01            1051340        0        0
LIBERTY MEDIA CL A             COM              530718105    18850  1885000 SH       DEFINED 01 05               0  1885000        0
LIBERTY PROPERTY TRU           COM              531172104        5      130 SH       DEFINED 01                130        0        0
LIFEPOINT HOSP INC             COM              53219L109    40250  1108530 SH       DEFINED 01 02               0  1108530        0
LIFEPOINT HOSPITALS            COM              53219L109    14704   404965 SH       DEFINED 01             404965        0        0
LIFEPOINT HOSPITALS            COM              53219L109     1097    30200 SH       DEFINED 01 03               0    30200        0
LIFEPOINT HOSPITALS            COM              53219L109    12053   331950 SH       DEFINED 01 05               0   331950        0
LIGAND PHARM                   COM              53220K207      725    50000 SH       DEFINED 01              50000        0        0
LIGAND PHARM                   COM              53220K207        2      140 SH       DEFINED 01 02               0      140        0
LIGAND PHARM                   COM              53220K207       80     5500 SH       DEFINED 01 05               0     5500        0
LIGHTBRIDGE INC                COM              532226107     5432   661600 SH       DEFINED 01             661600        0        0
LIGHTBRIDGE INC                COM              532226107      496    60400 SH       DEFINED 01 05               0    60400        0
LIHIR GOLD                     COM              532300993      978  1300000 SH       DEFINED 01            1300000        0        0
LIHIR GOLD                     COM              532300993      783  1040740 SH       DEFINED 01 03               0  1040740        0
ELI LILLY                      COM              532457108       15      260 SH       DEFINED 01 02               0      260        0
LILLY (ELI)                    COM              532457108    27398   485791 SH       DEFINED 01             485791        0        0
LILLY (ELI)                    COM              532457108    15059   267014 SH       DEFINED 01 03               0   267014        0
LILLY (ELI)                    COM              532457108     1175    20825 SH       DEFINED 01 05               0    20825        0
LIMITED BRANDS                 COM              532716107     4167   195622 SH       DEFINED 01             195622        0        0
LIMITED BRANDS                 COM              532716107     2600   122082 SH       DEFINED 01 03               0   122082        0
LIMITED BRANDS                 COM              532716107      119     5592 SH       DEFINED 01 05               0     5592        0
LIMITED BRANDS INC             COM              532716107      836    39270 SH       DEFINED 01                  0    39270        0
LIN TV                         COM              532774106    11758   434800 SH       DEFINED 01             434800        0        0
LIN TV                         COM              532774106        5      186 SH       DEFINED 01 03               0      186        0
LIN TV                         COM              532774106     9027   333850 SH       DEFINED 01 05               0   333850        0
LIN TV CORP                    COM              532774106      191     7050 SH       DEFINED 01 02               0     7050        0
LINCARE HOLDINGS               COM              532791100    40508  1254137 SH       DEFINED 01            1254137        0        0
LINCARE HOLDINGS               COM              532791100     4076   126200 SH       DEFINED 01 03               0   126200        0
LINCARE HOLDINGS               COM              532791100    13431   415796 SH       DEFINED 01 05               0   415796        0
LINCARE HOLDINGS INC           COM              532791100    52209  1616330 SH       DEFINED 01 02               0  1616330        0
MODERN TIMES                   COM              5328127          2      159 SH       DEFINED 01 10             159        0        0
DASSAULT SYS                   COM              5330047          6      122 SH       DEFINED 01 10             122        0        0
ACS ACTIVIDA                   COM              5333381          4      129 SH       DEFINED 01 10             129        0        0
LINCOLN ELECTRIC HOLDINGS      COM              533900106     5437   202097 SH       DEFINED 01             202097        0        0
LINCOLN ELECTRIC HOLDINGS      COM              533900106      457    17000 SH       DEFINED 01 05               0    17000        0
LINCOLN NAT                    COM              534187109    10699   254790 SH       DEFINED 01 02               0   254790        0
LINCOLN NATL                   COM              534187109    52729  1255455 SH       DEFINED 01            1255455        0        0
LINCOLN NATL                   COM              534187109     3604    85805 SH       DEFINED 01 03               0    85805        0
LINCOLN NATL                   COM              534187109     6466   153939 SH       DEFINED 01 05               0   153939        0
LINDSAY MFG                    COM              535555106     1924    81551 SH       DEFINED 01              81551        0        0
LINMARK GROUP LTD              COM              535600993       29   100000 SH       DEFINED 01             100000        0        0
LINEAR TECHNOLOGY              COM              535678106      620    19731 SH       DEFINED 01              19731        0        0
LINEAR TECHNOLOGY              COM              535678106     2347    74666 SH       DEFINED 01 03               0    74666        0
LINEAR TECHNOLOGY              COM              535678106      108     3424 SH       DEFINED 01 05               0     3424        0
LINENS 'N THINGS               COM              535679104     5578   170015 SH       DEFINED 01             170015        0        0
LION BIOSCIENCE ORD            COM              536100993       24     5800 SH       DEFINED 01               5800        0        0
LION NATHAN LTD NPV            COM              536200991      245    90000 SH       DEFINED 01              90000        0        0
LIQUID AUDIO                   COM              53631T102        0       62 SH       DEFINED 01                 62        0        0
LIQUIDMETAL TECHNOLOGIES       COM              53634X100     2938   250000 SH       DEFINED 01 05               0   250000        0
LITHIA MOTORS INC CL A         COM              536797103      288    11000 SH       DEFINED 01              11000        0        0
NORDEA                         COM              5380031         26     4699 SH       DEFINED 01 10            4699        0        0
LIZ CLAIBORNE                  COM              539320101     4040   127049 SH       DEFINED 01             127049        0        0
LIZ CLAIBORNE                  COM              539320101      798    25094 SH       DEFINED 01 03               0    25094        0
LIZ CLAIBORNE                  COM              539320101     5124   161142 SH       DEFINED 01 05               0   161142        0
LLOYDS TSB GROUP ADR           COM              539439109     3536    88300 SH       DEFINED 01              88300        0        0
LLOYDS TSB GROUP               COM              539500991    15788  1586090 SH       DEFINED 01            1586090        0        0
LLOYDS TSB GROUP               COM              539500991     3801   381846 SH       DEFINED 01 03               0   381846        0
LLOYDS TSB GROUP               COM              539500991    11117  1116910 SH       DEFINED 01 05               0  1116910        0
LOCAL FINANCIAL                COM              539553107     2644   162100 SH       DEFINED 01             162100        0        0
LOCAL FINANCIAL                COM              539553107        6      384 SH       DEFINED 01 03               0      384        0
LOCAL FINANCIAL                COM              539553107      307    18800 SH       DEFINED 01 05               0    18800        0
LOCAL FINANCIAL CORP           COM              539553107      101     6150 SH       DEFINED 01 02               0     6150        0
LOCKHEED MARTIN                COM              539830109   185048  2662568 SH       DEFINED 01            2662568        0        0
LOCKHEED MARTIN                COM              539830109     7370   106048 SH       DEFINED 01 03               0   106048        0
LOCKHEED MARTIN                COM              539830109    49041   705622 SH       DEFINED 01 05               0   705622        0
LOCKHEED MARTIN CORP           COM              539830109       45      650 SH       DEFINED 01 02               0      650        0
LODGENET ENTERTAINMENT         COM              540211109      171    11900 SH       DEFINED 01              11900        0        0
NUTRICIA                       COM              5402601         10      468 SH       DEFINED 01 10             468        0        0
LOEWS                          COM              540424108    92578  1723973 SH       DEFINED 01            1723973        0        0
LOEWS                          COM              540424108     6432   119765 SH       DEFINED 01 03               0   119765        0
LOEWS                          COM              540424108    14329   266822 SH       DEFINED 01 05               0   266822        0
LOEWS CORP                     COM              540424108     1283    23900 SH       DEFINED 01 02               0    23900        0
LONE STAR STEAKHOUSE & SALOON  COM              542307103     1571    66580 SH       DEFINED 01              66580        0        0
LONE STAR TECHNOLOG            COM              542312103        4      155 SH       DEFINED 01 02               0      155        0
LONE STAR TECHNOLOGIES         COM              542312103     4353   190084 SH       DEFINED 01             190084        0        0
LONE STAR TECHNOLOGIES         COM              542312103      264    11534 SH       DEFINED 01 05               0    11534        0
LONGS DRUG STORES              COM              543162101       48     1683 SH       DEFINED 01               1683        0        0
LONGVIEW FIBRE                 COM              543213102       18     1893 SH       DEFINED 01               1893        0        0
LOOKSMART LTD                  COM              543442107        1      427 SH       DEFINED 01                427        0        0
OM AB                          COM              5437744          2      200 SH       DEFINED 01 10             200        0        0
METROVACESA                    COM              5442685          3      128 SH       DEFINED 01 10             128        0        0
TELEPIZZA                      COM              5443365          1      505 SH       DEFINED 01 10             505        0        0
ALTADIS SA                     COM              5444012         18      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 CORPORATION            COM              545754103        0       80 SH       DEFINED 01                 80        0        0
AKZO NOBEL N                   COM              5458314         38      863 SH       DEFINED 01 10             863        0        0
ORKLA ASA                      COM              5459715         16      835 SH       DEFINED 01 10             835        0        0
SKANDIA INSU                   COM              5461572         14     3000 SH       DEFINED 01 10            3000        0        0
LOUISIANA PAC.                 COM              546347105      124    11655 SH       DEFINED 01 02               0    11655        0
LOUISIANA-PACIFIC              COM              546347105     3662   346185 SH       DEFINED 01             346185        0        0
LOUISIANA-PACIFIC              COM              546347105      268    25318 SH       DEFINED 01 03               0    25318        0
LOUISIANA-PACIFIC              COM              546347105      379    35805 SH       DEFINED 01 05               0    35805        0
LOUISVILLE G&E PFD             PRF              546676800     1191    12000 SH       DEFINED 01 04               0    12000        0
ELECTROLUX A                   COM              5466782         16      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
ALSTOM                         COM              5474978          6      591 SH       DEFINED 01 10             591        0        0
TIETOENATOR                    COM              5479702          5      200 SH       DEFINED 01 10             200        0        0
TPG NV                         COM              5481558         26     1147 SH       DEFINED 01 10            1147        0        0
LOWES COMPANIES                COM              548661107     6454   142170 SH       DEFINED 01 02               0   142170        0
LOWE'S COMPANIES               COM              548661107    45308   997990 SH       DEFINED 01             997990        0        0
LOWE'S COMPANIES               COM              548661107     8434   185768 SH       DEFINED 01 03               0   185768        0
LOWE'S COMPANIES               COM              548661107    48953  1078281 SH       DEFINED 01 05               0  1078281        0
LOWES CORP CVT                 CONV BND         548661CF2      130   160000 PRN      DEFINED 01 02               0        0   160000
LUBRIZOL                       COM              549271104       67     1976 SH       DEFINED 01               1976        0        0
LUBY'S CAFETERIAS              COM              549282101      473    71913 SH       DEFINED 01              71913        0        0
LUCENT TECHNOLOGIES            COM              549463107       33    19800 SH       DEFINED 01                  0    19800        0
LUCENT TECHNOLOGIES            COM              549463107     6150  3705111 SH       DEFINED 01            3705111        0        0
LUCENT TECHNOLOGIES            COM              549463107        1      400 SH       DEFINED 01 02               0      400        0
LUCENT TECHNOLOGIES            COM              549463107     1351   813776 SH       DEFINED 01 03               0   813776        0
LUCENT TECHNOLOGIES            COM              549463107     1529   921348 SH       DEFINED 01 05               0   921348        0
VOLKSWAGEN A                   COM              5497102         43      900 SH       DEFINED 01 10             900        0        0
VOLKSWAGEN A                   COM              5497168          6      200 SH       DEFINED 01 10             200        0        0
ACERINOX SA                    COM              5500118          6      138 SH       DEFINED 01 10             138        0        0
BCO BILBAO ARGENTARIA          COM              5501906        111     9860 SH       DEFINED 01 10            9860        0        0
VALLEHERMOSO                   COM              5504789          3      304 SH       DEFINED 01 10             304        0        0
PIN-PRINTEMP                   COM              5505072         24      205 SH       DEFINED 01 10             205        0        0
LYDALL                         COM              550819106     1967   129001 SH       DEFINED 01             129001        0        0
LYDALL                         COM              550819106        4      286 SH       DEFINED 01 03               0      286        0
LYDALL                         COM              550819106      125     8200 SH       DEFINED 01 05               0     8200        0
LYDALL INC                     COM              550819106       68     4435 SH       DEFINED 01 02               0     4435        0
BUHRMANN NV                    COM              5516751          2      232 SH       DEFINED 01 10             232        0        0
LYONDELL CHEMICAL              COM              552078107      864    57242 SH       DEFINED 01              57242        0        0
M&T BANK                       COM              55261F104     1506    17558 SH       DEFINED 01              17558        0        0
MAF BANCORP                    COM              55261R108     3989   106086 SH       DEFINED 01             106086        0        0
MAF BANCORP                    COM              55261R108      141     3743 SH       DEFINED 01 05               0     3743        0
MBIA                           COM              55262C100    15608   276113 SH       DEFINED 01             276113        0        0
MBIA                           COM              55262C100     2071    36634 SH       DEFINED 01 03               0    36634        0
MBIA                           COM              55262C100      474     8390 SH       DEFINED 01 05               0     8390        0
MBNA                           COM              55262L100     3921   118566 SH       DEFINED 01                  0   118566        0
MBNA                           COM              55262L100   275731  8337791 SH       DEFINED 01            8337791        0        0
MBNA                           COM              55262L100     9034   273206 SH       DEFINED 01 02               0   273206        0
MBNA                           COM              55262L100     6703   202692 SH       DEFINED 01 03               0   202692        0
MBNA                           COM              55262L100    54063  1634803 SH       DEFINED 01 05               0  1634803        0
M.D.C. HOLDINGS                COM              552676108     7243   139274 SH       DEFINED 01             139274        0        0
M.D.C. HOLDINGS                COM              552676108        9      170 SH       DEFINED 01 03               0      170        0
M.D.C. HOLDINGS                COM              552676108      303     5830 SH       DEFINED 01 05               0     5830        0
MDC HOLDINGS INC               COM              552676108      135     2598 SH       DEFINED 01 02               0     2598        0
MDU RESOURCES GROUP            COM              552690109    18607   702694 SH       DEFINED 01             702694        0        0
MEMC ELECTRONIC MAT            COM              552715104        1      164 SH       DEFINED 01                164        0        0
MGIC INVESTMENT                COM              552848103      200     2950 SH       DEFINED 01               2950        0        0
MGIC INVESTMENT                COM              552848103     1685    24857 SH       DEFINED 01 03               0    24857        0
MGIC INVESTMENT                COM              552848103       77     1132 SH       DEFINED 01 05               0     1132        0
BANC NAZIO                     COM              5528604          5     2672 SH       DEFINED 01 10            2672        0        0
MGI PHARMA                     COM              552880106      567    80376 SH       DEFINED 01              80376        0        0
DAIMLERCHRYS                   COM              5529027        141     2900 SH       DEFINED 01 10            2900        0        0
MGM MIRAGE                     COM              552953101     1132    33540 SH       DEFINED 01              33540        0        0
MGM MIRAGE                     COM              552953101     1890    56000 SH       DEFINED 01 05               0    56000        0
M/I SCHOTTENSTEIN HM           COM              55305B101     3054    82000 SH       DEFINED 01              82000        0        0
M/I SCHOTTENSTEIN HM           COM              55305B101      137     3682 SH       DEFINED 01 02               0     3682        0
M/I SCHOTTENSTEIN HM           COM              55305B101        8      208 SH       DEFINED 01 03               0      208        0
M/I SCHOTTENSTEIN HM           COM              55305B101      343     9200 SH       DEFINED 01 05               0     9200        0
MKS INSTRUMENT INC             COM              55306N104        7      345 SH       DEFINED 01                345        0        0
MMO2 PLC ADR                   COM              55309W101      466    74000 SH       DEFINED 01              74000        0        0
SWISSCOM AG                    COM              5533976         25       86 SH       DEFINED 01 10              86        0        0
MPS GROUP                      COM              553409103     2870   337688 SH       DEFINED 01             337688        0        0
MPS GROUP                      COM              553409103        4      439 SH       DEFINED 01 03               0      439        0
MPS GROUP                      COM              553409103      263    30900 SH       DEFINED 01 05               0    30900        0
MPS GROUP INC                  COM              553409103       59     7010 SH       DEFINED 01 02               0     7010        0
MRV COMMUNICATIONS             COM              553477100        1      424 SH       DEFINED 01                424        0        0
MRO SOFTWARE                   COM              55347W105      845    74208 SH       DEFINED 01              74208        0        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     2199   103442 SH       DEFINED 01             103442        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         21     1000 SH       DEFINED 01 10            1000        0        0
AUTOSTRADE SPA                 COM              5554654         29     3448 SH       DEFINED 01 10            3448        0        0
SAN PAOLO-IM                   COM              5556575         34     3400 SH       DEFINED 01 10            3400        0        0
SONERA OYJ                     COM              5556586          7     1900 SH       DEFINED 01 10            1900        0        0
MACROVISION                    COM              555904101      929    70855 SH       DEFINED 01              70855        0        0
MACROVISION                    COM              555904101       83     6300 SH       DEFINED 01 05               0     6300        0
MACROMEDIA                     COM              556100105    12324  1389384 SH       DEFINED 01            1389384        0        0
MACROMEDIA                     COM              556100105      348    39200 SH       DEFINED 01 05               0    39200        0
KON VENDEX KBB                 COM              5562389          3      231 SH       DEFINED 01 10             231        0        0
STEVEN MADDEN LTD              COM              556269108     4172   210400 SH       DEFINED 01             210400        0        0
STEVEN MADDEN LTD              COM              556269108      371    18700 SH       DEFINED 01 05               0    18700        0
MAN AG ORD N                   COM              5563520          4      200 SH       DEFINED 01 10             200        0        0
MAN AG NON V                   COM              5563531          2      100 SH       DEFINED 01 10             100        0        0
MADISON GAS & ELECTRIC         COM              557497104      245     8800 SH       DEFINED 01               8800        0        0
MAGNA ENTERTAINMENT CL A       COM              559211107      105    15000 SH       DEFINED 01              15000        0        0
MAGNA INTERNATIONAL            COM              559222997     2093    30400 SH       DEFINED 01              30400        0        0
MAGNETEK                       COM              559424106      725    73251 SH       DEFINED 01              73251        0        0
UCB                            COM              5596991         11      304 SH       DEFINED 01 10             304        0        0
MAIL WELL INC                  COM              560321200        1      153 SH       DEFINED 01                153        0        0
WCM                            COM              5604816          3      533 SH       DEFINED 01 10             533        0        0
MALAYAN BANKING BHD            COM              560801995     5577  2408200 SH       DEFINED 01            2408200        0        0
MALAYAN BANKING BHD            COM              560801995      228    98600 SH       DEFINED 01 05               0    98600        0
MAKITA CORP-SPONS ADR          COM              560877300     2905   440200 SH       DEFINED 01             440200        0        0
MAN AG                         COM              561500992      105     4998 SH       DEFINED 01               4998        0        0
MANDALAY RESORT GROUP          COM              562567107       72     2631 SH       DEFINED 01               2631        0        0
MANDALAY RESORT GRP            COM              562567107      744    27000 SH       DEFINED 01                  0    27000        0
MANHATTAN ASS                  COM              562750109       47     1475 SH       DEFINED 01 02               0     1475        0
MANHATTAN ASSOCIATES           COM              562750109     5807   180576 SH       DEFINED 01             180576        0        0
MANHATTAN ASSOCIATES           COM              562750109        3       88 SH       DEFINED 01 03               0       88        0
MANHATTAN ASSOCIATES           COM              562750109      227     7050 SH       DEFINED 01 05               0     7050        0
MANITOWOC                      COM              563571108     5459   154012 SH       DEFINED 01             154012        0        0
MANITOWOC                      COM              563571108        5      143 SH       DEFINED 01 03               0      143        0
MANITOWOC                      COM              563571108      304     8568 SH       DEFINED 01 05               0     8568        0
MANITOWOC CO.                  COM              563571108       91     2550 SH       DEFINED 01 02               0     2550        0
THYSSENKRUPP AG                COM              5636927         23     1500 SH       DEFINED 01 10            1500        0        0
MANOR CARE                     COM              564055101     1418    61690 SH       DEFINED 01              61690        0        0
MANOR CARE                     COM              564055101      543    23604 SH       DEFINED 01 03               0    23604        0
MANOR CARE                     COM              564055101       25     1074 SH       DEFINED 01 05               0     1074        0
UNILEVER NV                    COM              5640898        123     1878 SH       DEFINED 01 10            1878        0        0
NAVISION                       COM              5641125          4      100 SH       DEFINED 01 10             100        0        0
CARREFOUR                      COM              5641567         91     1675 SH       DEFINED 01 10            1675        0        0
MANPOWER                       COM              56418H100    12865   350078 SH       DEFINED 01             350078        0        0
MANPOWER                       COM              56418H100    31530   858000 SH       DEFINED 01 05               0   858000        0
MANPOWER INC-WIS               COM              56418H100      107     2900 SH       DEFINED 01 02               0     2900        0
MANUF HOME                     COM              564682102        3       88 SH       DEFINED 01                 88        0        0
MANUGISTICS GROUP              COM              565011103     7233  1183819 SH       DEFINED 01            1183819        0        0
MANUGISTICS GROUP              COM              565011103      611   100000 SH       DEFINED 01 03               0   100000        0
MANUGISTICS GROUP              COM              565011103      288    47065 SH       DEFINED 01 05               0    47065        0
MANUGISTICS GROUP IN           COM              565011103      373    61250 SH       DEFINED 01 02               0    61250        0
GAS NATURAL                    COM              5650422         20     1054 SH       DEFINED 01 10            1054        0        0
MAP INFO                       COM              565105103      441    48496 SH       DEFINED 01              48496        0        0
EFG EUROBANK                   COM              5654316          8      600 SH       DEFINED 01 10             600        0        0
MARATHON OIL                   COM              565849106    48898  1803024 SH       DEFINED 01            1803024        0        0
MARATHON OIL                   COM              565849106     2001    73798 SH       DEFINED 01 03               0    73798        0
MARATHON OIL                   COM              565849106     4857   179127 SH       DEFINED 01 05               0   179127        0
MARATHON OIL CORP              COM              565849106       24      900 SH       DEFINED 01 02               0      900        0
MARCUS                         COM              566330106     1552    94007 SH       DEFINED 01              94007        0        0
PREUSSAG AG                    COM              5666292         12      500 SH       DEFINED 01 10             500        0        0
REPSOL SA (R                   COM              5669354         42     3602 SH       DEFINED 01 10            3602        0        0
WOLTERS KLUW                   COM              5671519         16      865 SH       DEFINED 01 10             865        0        0
SANOFI-SYNTH                   COM              5671735         75     1228 SH       DEFINED 01 10            1228        0        0
MARIMBA                        COM              56781Q109        0       65 SH       DEFINED 01                 65        0        0
MARINEMAX INC                  COM              567908108     1296   100100 SH       DEFINED 01             100100        0        0
MARINEMAX INC                  COM              567908108       66     5100 SH       DEFINED 01 05               0     5100        0
GRUPO DRAGAD                   COM              5687000          7      405 SH       DEFINED 01 10             405        0        0
HENNES & MAU                   COM              5687431         28     1375 SH       DEFINED 01 10            1375        0        0
AGFA GEVAERT                   COM              5689051          6      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         14      500 SH       DEFINED 01 10             500        0        0
WIENERBERGER AG                COM              5699373          3      162 SH       DEFINED 01 10             162        0        0
SVENSKA                        COM              5703661         29     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      221     1120 SH       DEFINED 01               1120        0        0
BCO SANT CEN                   COM              5705946        106    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      462   924180 SH       DEFINED 01             924180        0        0
MARKETSOFT CV                  PRF              570620XX7      562  1125000 SH       DEFINED 01 05               0  1125000        0
MARKS & SPENCER GROUP PLC      COM              570697508    17906  3151404 SH       DEFINED 01            3151404        0        0
MARKS & SPENCER GROUP PLC      COM              570697508    23735  4177437 SH       DEFINED 01 05               0  4177437        0
MARKS & SPENCER GROUP PLC REDE COM              570697557     4009  3823786 SH       DEFINED 01            3823786        0        0
MARKS & SPENCER GROUP PLC REDE COM              570697557     5410  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   341331  3533453 SH       DEFINED 01            3533453        0        0
MARSH & MCLENNAN               COM              571748102     6279    64996 SH       DEFINED 01 03               0    64996        0
MARSH & MCLENNAN               COM              571748102    60872   630151 SH       DEFINED 01 05               0   630151        0
MARSH MCLENNAN CO              COM              571748102    27550   285200 SH       DEFINED 01 02               0   285200        0
MARSHALL & ILSLEY              COM              571834100      181     5946 SH       DEFINED 01               5946        0        0
MARSHALL & ILSLEY              COM              571834100     1519    49930 SH       DEFINED 01 03               0    49930        0
MARSHALL & ILSLEY              COM              571834100       70     2290 SH       DEFINED 01 05               0     2290        0
MARRIOTT INTL CL A             COM              571903202   196207  5156568 SH       DEFINED 01            5156568        0        0
MARRIOTT INTL CL A             COM              571903202      213     5609 SH       DEFINED 01 02               0     5609        0
MARRIOTT INTL CL A             COM              571903202     2174    57126 SH       DEFINED 01 03               0    57126        0
MARRIOTT INTL CL A             COM              571903202    36731   965317 SH       DEFINED 01 05               0   965317        0
MLP AG                         COM              5720273          3       84 SH       DEFINED 01 10              84        0        0
BPI SGPS                       COM              5721759          4     1720 SH       DEFINED 01 10            1720        0        0
HUGO BOSS VZ                   COM              5726709          3      149 SH       DEFINED 01 10             149        0        0
SIEMENS AG                     COM              5727973        156     2600 SH       DEFINED 01 10            2600        0        0
MARTEK BIOSCIENCES             COM              572901106     1987    95000 SH       DEFINED 01              95000        0        0
MARTEK BIOSCIENCES             COM              572901106        2       90 SH       DEFINED 01 02               0       90        0
MARTEK BIOSCIENCES             COM              572901106       75     3600 SH       DEFINED 01 05               0     3600        0
AGUAS DE                       COM              5729065          4      331 SH       DEFINED 01 10             331        0        0
TELEFONICA S                   COM              5732524        120    14247 SH       DEFINED 01 10           14247        0        0
QIAGEN NV                      COM              5732825          4      307 SH       DEFINED 01 10             307        0        0
MARTIN MARIETTA MATE           COM              573284106      390    10000 SH       DEFINED 01                  0    10000        0
MARTIN MARIETTA MATE           COM              573284106     1114    28532 SH       DEFINED 01 02               0    28532        0
MARTIN MARIETTA MATERIALS      COM              573284106    34257   878366 SH       DEFINED 01             878366        0        0
MARTIN MARIETTA MATERIALS      COM              573284106     1767    45300 SH       DEFINED 01 03               0    45300        0
MARTIN MARIETTA MATERIALS      COM              573284106     2128    54573 SH       DEFINED 01 05               0    54573        0
BUDERUS ORD                    COM              5733486          2      100 SH       DEFINED 01 10             100        0        0
MARTINREA INTL INC             COM              573459997       98    11200 SH       DEFINED 01              11200        0        0
MARUI CO. LTD. ORD             COM              573814100      151    11930 SH       DEFINED 01              11930        0        0
MARUICHI STEEL TUBE LTD        COM              573820990      226    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    26167   965201 SH       DEFINED 01             965201        0        0
MASCO                          COM              574599106     3190   117655 SH       DEFINED 01 03               0   117655        0
MASCO                          COM              574599106    12279   452926 SH       DEFINED 01 05               0   452926        0
MASCO CVT                      CONV BND         574599AW6      188   440000 PRN      DEFINED 01 02               0        0   440000
FIAT SPA                       COM              5748521         13     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        122     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     3054   240476 SH       DEFINED 01             240476        0        0
MASTEC INC.          MTZ       COM              576323109        2      277 SH       DEFINED 01                277        0        0
MATERIAL SCIENCES              COM              576674105      663    47317 SH       DEFINED 01              47317        0        0
MATRIA HEALTHCARE              COM              576817209      295    35900 SH       DEFINED 01              35900        0        0
MATRIXONE                      COM              57685P304     2886   480116 SH       DEFINED 01             480116        0        0
MATSUSHITA ELECTRIC INDUSTRIAL COM              576879100    10230   750000 SH       DEFINED 01             750000        0        0
MATSUSHITA ELECTRIC INDUSTRIAL COM              576879100     1800   132000 SH       DEFINED 01 03               0   132000        0
MATSUSHITA ELECTRIC INDUSTRIAL COM              576879100     6138   450000 SH       DEFINED 01 05               0   450000        0
MATTEL                         COM              577081102   119793  5701700 SH       DEFINED 01            5701700        0        0
MATTEL                         COM              577081102     2226   105946 SH       DEFINED 01 03               0   105946        0
MATTEL                         COM              577081102    28315  1347656 SH       DEFINED 01 05               0  1347656        0
MATTEL INC.                    COM              577081102    10945   520893 SH       DEFINED 01 02               0   520893        0
MATTHEWS INTL CORP             COM              577128101        3      130 SH       DEFINED 01 02               0      130        0
MAXIS COMM 144A                COM              577600984      699   548000 SH       DEFINED 01             548000        0        0
MAXIS COMM 144A                COM              577600984       31    24000 SH       DEFINED 01 05               0    24000        0
MAXTOR                         COM              577729205     1904   421160 SH       DEFINED 01             421160        0        0
MAXIM INTEGRATED               COM              57772K101   103705  2705560 SH       DEFINED 01 02               0  2705560        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101   246133  6421415 SH       DEFINED 01            6421415        0        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101     8534   222664 SH       DEFINED 01 03               0   222664        0
MAXIM INTEGRATED PRODUCTS      COM              57772K101    56585  1476285 SH       DEFINED 01 05               0  1476285        0
MAXIM PHARMACEUTICAL           COM              57772M107        0      134 SH       DEFINED 01                134        0        0
MAXWELL SHOE CL A              COM              577766108    10407   640400 SH       DEFINED 01             640400        0        0
MAXWELL SHOE CL A              COM              577766108        5      307 SH       DEFINED 01 03               0      307        0
MAXWELL SHOE CL A              COM              577766108     1032    63525 SH       DEFINED 01 05               0    63525        0
MAXWELL SHOE INC - A           COM              577766108       81     4960 SH       DEFINED 01 02               0     4960        0
MAXYGEN                        COM              577776107        1       69 SH       DEFINED 01                 69        0        0
MAY DEPT STORES                COM              577778103    26077   791879 SH       DEFINED 01             791879        0        0
MAY DEPT STORES                COM              577778103      346    10500 SH       DEFINED 01 02               0    10500        0
MAY DEPT STORES                COM              577778103     3389   102902 SH       DEFINED 01 03               0   102902        0
MAY DEPT STORES                COM              577778103     2881    87482 SH       DEFINED 01 05               0    87482        0
MAVERICK TUBE CORP             COM              577914104     1149    76570 SH       DEFINED 01              76570        0        0
MAXIMUS                        COM              577933104     2319    73168 SH       DEFINED 01              73168        0        0
MAYTAG                         COM              578592107     9346   219110 SH       DEFINED 01             219110        0        0
MAYTAG                         COM              578592107      805    18872 SH       DEFINED 01 03               0    18872        0
MAYTAG                         COM              578592107     8237   193130 SH       DEFINED 01 05               0   193130        0
EPCOS AG                       COM              5785993          5      142 SH       DEFINED 01 10             142        0        0
KLM                            COM              5786491          2      131 SH       DEFINED 01 10             131        0        0
KARSTADT AG                    COM              5786565          8      300 SH       DEFINED 01 10             300        0        0
FOM CONST Y                    COM              5787115          7      283 SH       DEFINED 01 10             283        0        0
MCCLATCHY CO HOLDING           COM              579489105     2077    32152 SH       DEFINED 01              32152        0        0
TOP DANMARK AS                 COM              5797147          3      100 SH       DEFINED 01 10             100        0        0
MCCORMICK                      COM              579780206      137     5336 SH       DEFINED 01               5336        0        0
MCDATA CL B                    COM              580031102     8900  1000000 SH       DEFINED 01            1000000        0        0
MCDATA CL B                    COM              580031102      894   100400 SH       DEFINED 01 03               0   100400        0
MCDATA CL B                    COM              580031102      364    40934 SH       DEFINED 01 05               0    40934        0
MCDATA CORP - CL B             COM              580031102      511    57529 SH       DEFINED 01 02               0    57529        0
MCDATA CL A                    COM              580031201       38     4332 SH       DEFINED 01               4332        0        0
MCDATA CORPORATION-A           COM              580031201       18     2061 SH       DEFINED 01                  0     2061        0
MCDERMOTT INTL                 COM              580037109    21168  2613348 SH       DEFINED 01            2613348        0        0
MCDERMOTT INTL                 COM              580037109      120    14835 SH       DEFINED 01 03               0    14835        0
MCDERMOTT INTL                 COM              580037109     2419   298672 SH       DEFINED 01 05               0   298672        0
MCDONALDS                      COM              580135101     3300   116000 SH       DEFINED 01                  0   116000        0
MCDONALDS                      COM              580135101      378    13300 SH       DEFINED 01 02               0    13300        0
MCDONALD'S                     COM              580135101    81544  2866259 SH       DEFINED 01            2866259        0        0
MCDONALD'S                     COM              580135101     9643   338955 SH       DEFINED 01 03               0   338955        0
MCDONALD'S                     COM              580135101    20535   721814 SH       DEFINED 01 05               0   721814        0
BRISA(AUTO-E                   COM              5803925         10     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    60930  1020594 SH       DEFINED 01            1020594        0        0
MCGRAW-HILL COMPANIES          COM              580645109     2783    46624 SH       DEFINED 01 03               0    46624        0
MCGRAW-HILL COMPANIES          COM              580645109     5487    91927 SH       DEFINED 01 05               0    91927        0
MCGRAW-HILL COS INC            COM              580645109     4657    78000 SH       DEFINED 01                  0    78000        0
MCGRAW-HILL COS INC            COM              580645109      102     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         19     5594 SH       DEFINED 01 10            5594        0        0
TERRA NETWORKS                 COM              5813720          3      575 SH       DEFINED 01 10             575        0        0
MCKESSON CORP                  COM              58155Q103    25541   781166 SH       DEFINED 01 02               0   781166        0
MCKESSON HBOC                  COM              58155Q103    30292   926361 SH       DEFINED 01             926361        0        0
MCKESSON HBOC                  COM              58155Q103     2420    74025 SH       DEFINED 01 03               0    74025        0
MCKESSON HBOC                  COM              58155Q103   114529  3502398 SH       DEFINED 01 05               0  3502398        0
PORTUGAL TELECOM SGPS SA       COM              5817186         29     4139 SH       DEFINED 01 10            4139        0        0
MCLEODUSA INC CL A             COM              582266706        0      161 SH       DEFINED 01                161        0        0
BEKAERT SA                     COM              5827431          2       51 SH       DEFINED 01 10              51        0        0
MEADE INSTRUMENTS              COM              583062104      300    52871 SH       DEFINED 01              52871        0        0
MEADWESTVACO                   COM              583334107      187     5581 SH       DEFINED 01               5581        0        0
MEADWESTVACO                   COM              583334107     1578    47018 SH       DEFINED 01 03               0    47018        0
MEADWESTVACO                   COM              583334107       72     2157 SH       DEFINED 01 05               0     2157        0
GRUPPO ED                      COM              5836200          3      833 SH       DEFINED 01 10             833        0        0
MEDAREX                        COM              583916101        3      418 SH       DEFINED 01                418        0        0
MED-DESIGN                     COM              583926100      446    34500 SH       DEFINED 01              34500        0        0
MEDCATH CORP                   COM              58404W109      274    16000 SH       DEFINED 01              16000        0        0
MEDCATH CORP                   COM              58404W109       45     2634 SH       DEFINED 01 02               0     2634        0
MEDCATH CORP                   COM              58404W109        3      162 SH       DEFINED 01 03               0      162        0
MEDCATH CORP                   COM              58404W109       26     1500 SH       DEFINED 01 05               0     1500        0
DEUTSCHE TEL                   COM              5842359         64     6837 SH       DEFINED 01 10            6837        0        0
SEAT-PAGINE SPA                COM              5843642          6     8793 SH       DEFINED 01 10            8793        0        0
MEDIA GENERAL CL A             COM              584404107     2235    37005 SH       DEFINED 01              37005        0        0
MEDIACOM COMMUNICATIONS        COM              58446K105        3      324 SH       DEFINED 01                324        0        0
MEDIASET SPA                   COM              584475990      225    29027 SH       DEFINED 01              29027        0        0
MEDICALOGIC/MEDSCAPE INC       COM              584642102        0      126 SH       DEFINED 01                126        0        0
MEDICIS PHARMACEUTICAL CL A    COM              584690309     4220    98684 SH       DEFINED 01              98684        0        0
MEDIMMUNE                      COM              584699102    81293  3079230 SH       DEFINED 01            3079230        0        0
MEDIMMUNE                      COM              584699102     4288   162493 SH       DEFINED 01 03               0   162493        0
MEDIMMUNE                      COM              584699102    38950  1475346 SH       DEFINED 01 05               0  1475346        0
MEDIMMUNE INC                  COM              584699102     3538   134000 SH       DEFINED 01                  0   134000        0
MEDIMMUNE INC                  COM              584699102    70815  2682686 SH       DEFINED 01 02               0  2682686        0
MEDQUIST INC                   COM              584949101        6      216 SH       DEFINED 01                216        0        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
MEDTRONIC                      COM              585055106    12310   287276 SH       DEFINED 01                  0   287276        0
MEDTRONIC                      COM              585055106   379702  8861164 SH       DEFINED 01            8861164        0        0
MEDTRONIC                      COM              585055106    26106   609251 SH       DEFINED 01 02               0   609251        0
MEDTRONIC                      COM              585055106    12332   287802 SH       DEFINED 01 03               0   287802        0
MEDTRONIC                      COM              585055106    73220  1708744 SH       DEFINED 01 05               0  1708744        0
MEDTRONIC CVT                  CONV BND         585055AB2      191   190000 PRN      DEFINED 01 02               0        0   190000
ACCOR                          COM              5852842         24      586 SH       DEFINED 01 10             586        0        0
MELLON FINANCIAL               COM              58551A108    14507   461541 SH       DEFINED 01             461541        0        0
MELLON FINANCIAL               COM              58551A108     3261   103769 SH       DEFINED 01 03               0   103769        0
MELLON FINANCIAL               COM              58551A108    15078   479755 SH       DEFINED 01 05               0   479755        0
MEMBERWORKS                    COM              586002107     1706    92068 SH       DEFINED 01              92068        0        0
MEN'S WEARHOUSE                COM              587118100     4919   192893 SH       DEFINED 01             192893        0        0
MENTOR                         COM              587188103     5658   154129 SH       DEFINED 01             154129        0        0
MENTOR                         COM              587188103      341     9300 SH       DEFINED 01 05               0     9300        0
MENTOR CORP MN                 COM              587188103        7      180 SH       DEFINED 01 02               0      180        0
MENTOR GRAPHICS                COM              587200106       36     2567 SH       DEFINED 01               2567        0        0
MERCANTILE BANKSHARES          COM              587405101      111     2685 SH       DEFINED 01               2685        0        0
MERCATOR SOFTWARE INC          COM              587587106        0       74 SH       DEFINED 01                 74        0        0
BUSINESS OBJECTS               COM              5876507          6      190 SH       DEFINED 01 10             190        0        0
INFINEON TECH                  COM              5889505         18     1120 SH       DEFINED 01 10            1120        0        0
MERCK                          COM              589331107      343     6770 SH       DEFINED 01 02               0     6770        0
MERCK & CO                     COM              589331107   129260  2552526 SH       DEFINED 01            2552526        0        0
MERCK & CO                     COM              589331107    28197   556823 SH       DEFINED 01 03               0   556823        0
MERCK & CO                     COM              589331107    17721   349924 SH       DEFINED 01 05               0   349924        0
MERCK KGAA                     COM              589359991     1060    39400 SH       DEFINED 01              39400        0        0
MERCURY COMP SYS INC           COM              589378108        2       95 SH       DEFINED 01 02               0       95        0
MERCURY COMPUTER SYSTEMS       COM              589378108     2026    93489 SH       DEFINED 01              93489        0        0
MERCURY COMPUTER SYSTEMS       COM              589378108       59     2700 SH       DEFINED 01 05               0     2700        0
MERCURY GENERAL CORP           COM              589400100        6      129 SH       DEFINED 01                129        0        0
MERCURY INTERACTIVE            COM              589405109      918    40000 SH       DEFINED 01                  0    40000        0
MERCURY INTERACTIVE            COM              589405109    19362   843272 SH       DEFINED 01             843272        0        0
MERCURY INTERACTIVE            COM              589405109     8097   352680 SH       DEFINED 01 02               0   352680        0
MERCURY INTERACTIVE            COM              589405109      696    30290 SH       DEFINED 01 03               0    30290        0
MERCURY INTERACTIVE            COM              589405109     3744   163099 SH       DEFINED 01 05               0   163099        0
MEREDITH                       COM              589433101       54     1414 SH       DEFINED 01               1414        0        0
MEREDITH                       COM              589433101      448    11678 SH       DEFINED 01 03               0    11678        0
MEREDITH                       COM              589433101       20      528 SH       DEFINED 01 05               0      528        0
MERISTAR HOSPITALITY           COM              58984Y103        5      309 SH       DEFINED 01                309        0        0
MERIDIAN GOLD                  COM              589975101     1613   100480 SH       DEFINED 01             100480        0        0
MERIX                          COM              590049102      309    36000 SH       DEFINED 01              36000        0        0
MERIX CORP                     COM              590049102        1      130 SH       DEFINED 01 02               0      130        0
MERRILL LYNCH                  COM              590188108    19473   480820 SH       DEFINED 01             480820        0        0
MERRILL LYNCH                  COM              590188108     8220   202952 SH       DEFINED 01 03               0   202952        0
MERRILL LYNCH                  COM              590188108    13511   333602 SH       DEFINED 01 05               0   333602        0
NOKIA (AB) O                   COM              5902941        224    15278 SH       DEFINED 01 10           15278        0        0
MESA AIR GROUP                 COM              590479101      973   105758 SH       DEFINED 01             105758        0        0
METASOLV INC                   COM              59139P104        0       69 SH       DEFINED 01                 69        0        0
METHODE ELECTRONICS CL A       COM              591520200     1476   115635 SH       DEFINED 01             115635        0        0
METLIFE                        COM              59156R108    25775   894957 SH       DEFINED 01             894957        0        0
METLIFE                        COM              59156R108     4900   170108 SH       DEFINED 01 03               0   170108        0
METLIFE                        COM              59156R108    15022   521610 SH       DEFINED 01 05               0   521610        0
METLIFE CAPITAL      8.00%  CM PRF              59156R207    26649   300000 SH       DEFINED 01             300000        0        0
METRICOM INC                   COM              591596101        0       70 SH       DEFINED 01                 70        0        0
METRIS COMPANIES               COM              591598107       20     2395 SH       DEFINED 01               2395        0        0
METRO-GOLDWYN-MAYER            COM              591610100     1715   140493 SH       DEFINED 01             140493        0        0
METRO ONE TELECOMMUNICATIONS   COM              59163F105     4633   331856 SH       DEFINED 01             331856        0        0
METRO ONE TELECOMMUNICATIONS   COM              59163F105      331    23700 SH       DEFINED 01 05               0    23700        0
METROMEDIA FIBER NET           COM              591689104        0     1037 SH       DEFINED 01               1037        0        0
METROMEDIA FIBER NET           COM              591689104        1    57420 SH       DEFINED 01 02               0    57420        0
AEGON NV                       COM              5927375         61     2942 SH       DEFINED 01 10            2942        0        0
MICHAELS STORES                COM              594087108     2011    51577 SH       DEFINED 01              51577        0        0
MICHAELS STORES                COM              594087108        2       49 SH       DEFINED 01 03               0       49        0
MICHAELS STORES                COM              594087108      207     5300 SH       DEFINED 01 05               0     5300        0
MICHAELS STORES INC            COM              594087108       36      915 SH       DEFINED 01 02               0      915        0
MICHELIN B                     COM              594100992       96     2357 SH       DEFINED 01               2357        0        0
MICREL                         COM              594793101     5806   403716 SH       DEFINED 01             403716        0        0
MICREL                         COM              594793101      294    20558 SH       DEFINED 01 02               0    20558        0
MICREL                         COM              594793101      496    34500 SH       DEFINED 01 03               0    34500        0
MICREL                         COM              594793101      235    16348 SH       DEFINED 01 05               0    16348        0
MICROS SYSTEMS                 COM              594901100     1561    56308 SH       DEFINED 01              56308        0        0
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
MICROSOFT                      COM              594918104    22277   411608 SH       DEFINED 01                  0   411608        0
MICROSOFT                      COM              594918104   923905 17071390 SH       DEFINED 01           17071390        0        0
MICROSOFT                      COM              594918104    96953  1791538 SH       DEFINED 01 02               0  1791538        0
MICROSOFT                      COM              594918104    69835  1290371 SH       DEFINED 01 03               0  1290371        0
MICROSOFT                      COM              594918104   244363  4515225 SH       DEFINED 01 05               0  4515225        0
ASML HOLDINGS NV               COM              5949368         21     1326 SH       DEFINED 01 10            1326        0        0
MICRO STRATEGY                 COM              594972101        0       52 SH       DEFINED 01                 52        0        0
MICRO-CHIP                     COM              595017104    58935  2148618 SH       DEFINED 01 02               0  2148618        0
MICROCHIP TECHNOLOGY           COM              595017104    63414  2311839 SH       DEFINED 01            2311839        0        0
MICROCHIP TECHNOLOGY           COM              595017104     5439   198312 SH       DEFINED 01 03               0   198312        0
MICROCHIP TECHNOLOGY           COM              595017104    37481  1366412 SH       DEFINED 01 05               0  1366412        0
MICROMUSE                      COM              595094103       22     5101 SH       DEFINED 01               5101        0        0
MICRON TECHNOLOGIES            COM              595112103      211     6400 SH       DEFINED 11 12               0     6400        0
MICRON TECHNOLOGY              COM              595112103     9811   485177 SH       DEFINED 01             485177        0        0
MICRON TECHNOLOGY              COM              595112103        3      160 SH       DEFINED 01 02               0      160        0
MICRON TECHNOLOGY              COM              595112103     2917   144267 SH       DEFINED 01 03               0   144267        0
MICRON TECHNOLOGY              COM              595112103    24066  1190186 SH       DEFINED 01 05               0  1190186        0
MICROSEMI                      COM              595137100      895   135599 SH       DEFINED 01             135599        0        0
MICROTUNE                      COM              59514P109     1293   145181 SH       DEFINED 01             145181        0        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
MID ATLANTIC MEDICAL SERVICES  COM              59523C107     7792   248528 SH       DEFINED 01             248528        0        0
MID ATLANTIC MEDICAL SERVICES  COM              59523C107      248     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          1      204 SH       DEFINED 01 10             204        0        0
KON KPN NV                     COM              5956078         27     5728 SH       DEFINED 01 10            5728        0        0
MIDAS INC                      COM              595626102      600    48001 SH       DEFINED 01              48001        0        0
S&P MID-CAP 400 DEPOSITARY REC COM              595635103      857     9549 SH       DEFINED 01               9549        0        0
S&P MID-CAP 400 DEPOSITARY REC COM              595635103    13427   149600 SH       DEFINED 01 05               0   149600        0
ERICSSON(LM)                   COM              5959378         36    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         44     1782 SH       DEFINED 01 10            1782        0        0
SANDVIK AB                     COM              5963108         15      600 SH       DEFINED 01 10             600        0        0
VESTAS WIND                    COM              5964651          7      270 SH       DEFINED 01 10             270        0        0
SOC GENERALE                   COM              5966516         60      906 SH       DEFINED 01 10             906        0        0
MIDDLESEX WATER                COM              596680108      184     7000 SH       DEFINED 01               7000        0        0
WM-DATA AB                     COM              5970465          2     1000 SH       DEFINED 01 10            1000        0        0
GETRONICS NV                   COM              5971424          2      808 SH       DEFINED 01 10             808        0        0
SONAE SGPS S                   COM              5973992          3     5779 SH       DEFINED 01 10            5779        0        0
MIDLAND CO.                    COM              597486109       45      880 SH       DEFINED 01 02               0      880        0
MIDLAND CO.                    COM              597486109        3       66 SH       DEFINED 01 03               0       66        0
ALCATEL "A" SHARES             COM              5975006         24     3408 SH       DEFINED 01 10            3408        0        0
BANCA POPOLARE-CARIRE SPA      COM              5975062          7     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         12     4400 SH       DEFINED 01 10            4400        0        0
MIDWEST EXPRESS                COM              597911106      586    44369 SH       DEFINED 01              44369        0        0
GIVAUDAN                       COM              5980613          9       22 SH       DEFINED 01 10              22        0        0
SERONO                         COM              5981070         15       23 SH       DEFINED 01 10              23        0        0
MIDWAY GAMES                   COM              598148104     1316   154800 SH       DEFINED 01             154800        0        0
DANONE                         COM              5981810         54      393 SH       DEFINED 01 10             393        0        0
ZURICH FINANCIAL SERVICES GRP  COM              5983816         55      272 SH       DEFINED 01 10             272        0        0
KON PHILIPS ELECTRONICS NV     COM              5986622        117     4188 SH       DEFINED 01 10            4188        0        0
MILACRON INC                   COM              598709103     2714   263500 SH       DEFINED 01             263500        0        0
MILACRON INC                   COM              598709103     2626   255000 SH       DEFINED 01 05               0   255000        0
THOMSON MULT                   COM              5988930         11      471 SH       DEFINED 01 10             471        0        0
TF1-TV                         COM              5997118         10      389 SH       DEFINED 01 10             389        0        0
MILLENIUM PHARMACEUTICALS      COM              599902103      230    18944 SH       DEFINED 01              18944        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     3108   153125 SH       DEFINED 01             153125        0        0
MILLER (MILLER)                COM              600544100     5075   250000 SH       DEFINED 01 05               0   250000        0
MILLIPORE                      COM              601073109      351    10998 SH       DEFINED 01              10998        0        0
MILLIPORE                      COM              601073109      364    11373 SH       DEFINED 01 03               0    11373        0
MILLIPORE                      COM              601073109       16      512 SH       DEFINED 01 05               0      512        0
AJINOMOTO CO                   COM              6010906         21     2000 SH       DEFINED 01 10            2000        0        0
MILLS                          COM              601148109        2       74 SH       DEFINED 01                 74        0        0
AIFUL CORP.                    COM              6019419         10      150 SH       DEFINED 01 10             150        0        0
AMADA CO                       COM              6022105          5     1000 SH       DEFINED 01 10            1000        0        0
MINEFINDERS RESTRICTED SPECIAL COM              602500993      431   125000 SH       DEFINED 01             125000        0        0
MINERALS TECHNOLOGIE           COM              603158106      103     2100 SH       DEFINED 01 02               0     2100        0
MINERALS TECHNOLOGIES          COM              603158106     1282    26002 SH       DEFINED 01              26002        0        0
MINERALS TECHNOLOGIES          COM              603158106        7      143 SH       DEFINED 01 03               0      143        0
FUJI TELEVISION NETWORK, INC.  COM              6036582          6        1 SH       DEFINED 01 10               1        0        0
SINGAPORE TE                   COM              6043214          8     7000 SH       DEFINED 01 10            7000        0        0
MIPS TECH INC                  COM              604567107        1      173 SH       DEFINED 01                173        0        0
MIPS TECHNOLOGIES CL B         COM              604567206      469    84104 SH       DEFINED 01              84104        0        0
AOYAMA TRADI                   COM              6045878          2      200 SH       DEFINED 01 10             200        0        0
MIRANT                         COM              604675108      834   114194 SH       DEFINED 01             114194        0        0
MIRANT                         COM              604675108      690    94581 SH       DEFINED 01 03               0    94581        0
MIRANT                         COM              604675108       32     4329 SH       DEFINED 01 05               0     4329        0
ACOM CO                        COM              6049784         16      230 SH       DEFINED 01 10             230        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
WESTFIELD HOLDINGS             COM              6054142          9     1100 SH       DEFINED 01 10            1100        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        4       70 SH       DEFINED 01 02               0       70        0
MISSISSIPPI VALLEY BANCSHARES  COM              605720101     1307    25274 SH       DEFINED 01              25274        0        0
MISSISSIPPI VALLEY BANCSHARES  COM              605720101      157     3026 SH       DEFINED 01 05               0     3026        0
AUST GAS LIG                   COM              6064969          4      784 SH       DEFINED 01 10             784        0        0
ANZ BANK                       COM              6065586         42     3904 SH       DEFINED 01 10            3904        0        0
AMCOR LIMITE                   COM              6066608          7     1454 SH       DEFINED 01 10            1454        0        0
MITSUBISHI                     COM              606755999    10149  1403000 SH       DEFINED 01            1403000        0        0
MITSUBISHI                     COM              606755999     3334   461000 SH       DEFINED 01 03               0   461000        0
MITSUBISHI                     COM              606755999     6944   960000 SH       DEFINED 01 05               0   960000        0
MITSUBISHI ELECTRIC            COM              606777993      727   162000 SH       DEFINED 01             162000        0        0
MITSUBISHI HEAVY IND LTD       COM              606793107      227    75000 SH       DEFINED 01              75000        0        0
MITSUBISHI ESTATE              COM              606796993       12     1526 SH       DEFINED 01               1526        0        0
MITSUBISHI ESTATES.            COM              606797X29      197    24068 SH       DEFINED 01              24068        0        0
MITSUBISHI TOKYO FINL          COM              606819993     4045      600 SH       DEFINED 01                600        0        0
MITSUBISHI TOKYO FINL          COM              606819993      155       23 SH       DEFINED 01 05               0       23        0
MITSUI CHEMICALS               COM              606822997     1359   272000 SH       DEFINED 01             272000        0        0
MITSUI & CO LTD                COM              606827996      923   138000 SH       DEFINED 01             138000        0        0
MITSUI O.S.K. LINES            COM              606829992     1238   589000 SH       DEFINED 01             589000        0        0
MITSUI FUDOSAN                 COM              606839991     6680   755291 SH       DEFINED 01             755291        0        0
MITSUI FUDOSAN                 COM              606839991     4103   464000 SH       DEFINED 01 03               0   464000        0
MITSUI FUDOSAN                 COM              606839991    12699  1436000 SH       DEFINED 01 05               0  1436000        0
AUTOBACS SEV                   COM              6068422          3      100 SH       DEFINED 01 10             100        0        0
MOBILE MINI INC.               COM              60740F105      781    45692 SH       DEFINED 01              45692        0        0
BK OF EAST A                   COM              6075648          6     3200 SH       DEFINED 01 10            3200        0        0
FUKUOKA BANK                   COM              6075693          8     2000 SH       DEFINED 01 10            2000        0        0
WESTPAC BKG                    COM              6076146         40     4378 SH       DEFINED 01 10            4378        0        0
MODINE MFG                     COM              607828100     2714   110462 SH       DEFINED 01             110462        0        0
MODINE MFG                     COM              607828100        4      154 SH       DEFINED 01 03               0      154        0
MODINE MFG                     COM              607828100      123     5017 SH       DEFINED 01 05               0     5017        0
MODINE MFG CO                  COM              607828100       60     2460 SH       DEFINED 01 02               0     2460        0
MODTECH HOLDINGS INC           COM              60783C100      582    49543 SH       DEFINED 01              49543        0        0
MODTECH HOLDINGS INC           COM              60783C100       58     4900 SH       DEFINED 01 05               0     4900        0
MOHAWK INDS                    COM              608190104    14716   239156 SH       DEFINED 01             239156        0        0
MOHAWK INDS                    COM              608190104    20254   329184 SH       DEFINED 01 05               0   329184        0
MOLECULAR DEVICES              COM              60851C107      769    43214 SH       DEFINED 01              43214        0        0
MOLEX                          COM              608554101      266     7922 SH       DEFINED 01               7922        0        0
MOLEX                          COM              608554101     1527    45538 SH       DEFINED 01 03               0    45538        0
MOLEX                          COM              608554101       70     2084 SH       DEFINED 01 05               0     2084        0
TELSTRA CORP                   COM              6087289         24     9217 SH       DEFINED 01 10            9217        0        0
MONACO COACH                   COM              60886R103     2000    92284 SH       DEFINED 01              92284        0        0
CLP HOLDINGS                   COM              6097017         26     6600 SH       DEFINED 01 10            6600        0        0
MONOLITHIC SYS TECH            COM              609842109        3      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         24     2794 SH       DEFINED 01 10            2794        0        0
MONSANTO CO NEW                COM              61166W101    14514   815388 SH       DEFINED 01             815388        0        0
MONSANTO CO NEW                COM              61166W101     1634    91800 SH       DEFINED 01 05               0    91800        0
BRAMBLES IND                   COM              6120009         11     1994 SH       DEFINED 01 10            1994        0        0
BENESSE CORP                   COM              6121927          5      300 SH       DEFINED 01 10             300        0        0
COCA-COLA AM                   COM              6123451          8     2301 SH       DEFINED 01 10            2301        0        0
AUCKLAND INTL AIRPORT   CO     COM              6123707          1      691 SH       DEFINED 01 10             691        0        0
TREND MICRO INC                COM              6125286         14      500 SH       DEFINED 01 10             500        0        0
NTT DATA COM                   COM              6125639         16        4 SH       DEFINED 01 10               4        0        0
MONTEREY PASTA                 COM              612570101      338    35800 SH       DEFINED 01              35800        0        0
SEMBCORP                       COM              6128713          3     4000 SH       DEFINED 01 10            4000        0        0
NIT DOCOMO                     COM              6129277         76       31 SH       DEFINED 01 10              31        0        0
BRIDGESTONE                    COM              6132101         28     2000 SH       DEFINED 01 10            2000        0        0
SINGAPORE PR                   COM              6133966         11     1000 SH       DEFINED 01 10            1000        0        0
BHP BILLITON LTD               COM              6144690         54     9319 SH       DEFINED 01 10            9319        0        0
MONTPELIER RE HLDS             COM              614500999    14790   150000 SH       DEFINED 01 05               0   150000        0
CONTACT ENER                   COM              6152529          3     1411 SH       DEFINED 01 10            1411        0        0
MONY GROUP                     COM              615337102     4708   138480 SH       DEFINED 01             138480        0        0
MONY GROUP                     COM              615337102      381    11200 SH       DEFINED 01 05               0    11200        0
MOODY'S                        COM              615369105     4282    86062 SH       DEFINED 01              86062        0        0
MOODY'S                        COM              615369105     1806    36311 SH       DEFINED 01 03               0    36311        0
MOODY'S                        COM              615369105       83     1665 SH       DEFINED 01 05               0     1665        0
MOOG CL A                      COM              615394202     2615    60986 SH       DEFINED 01              60986        0        0
MOOG CL A                      COM              615394202        5      120 SH       DEFINED 01 03               0      120        0
MOOG CL A                      COM              615394202      224     5214 SH       DEFINED 01 05               0     5214        0
MOOG INC CL A                  COM              615394202       79     1854 SH       DEFINED 01 02               0     1854        0
MOORE CORP LTD                 COM              615785995      254    22200 SH       DEFINED 01              22200        0        0
MIRVAC GROUP                   COM              6161978          3     1067 SH       DEFINED 01 10            1067        0        0
PACIFIC CENTURY CYBERWORKS     COM              6164007          8    34355 SH       DEFINED 01 10           34355        0        0
CANON INC                      COM              6172323        113     3000 SH       DEFINED 01 10            3000        0        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                 COM              617446448     5288   122732 SH       DEFINED 01                  0   122732        0
MORGAN STANLEY                 COM              617446448   312668  7257859 SH       DEFINED 01            7257859        0        0
MORGAN STANLEY                 COM              617446448     1071    24856 SH       DEFINED 01 02               0    24856        0
MORGAN STANLEY                 COM              617446448    13864   321819 SH       DEFINED 01 03               0   321819        0
MORGAN STANLEY                 COM              617446448    69044  1602716 SH       DEFINED 01 05               0  1602716        0
DBS GROUP HL                   COM              6175203         28     4000 SH       DEFINED 01 10            4000        0        0
CARTER HOLT                    COM              6178406          4     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          5     3000 SH       DEFINED 01 10            3000        0        0
COMPUTERSHARE LTD              COM              6180412          1      997 SH       DEFINED 01 10             997        0        0
CHARTERED SEMICONDUCTOR        COM              6180917          6     3000 SH       DEFINED 01 10            3000        0        0
CENTRAL JAPA                   COM              6183552         18        3 SH       DEFINED 01 10               3        0        0
CSL                            COM              6185495          5      281 SH       DEFINED 01 10             281        0        0
CHEUNG                         COM              6190273         42     5000 SH       DEFINED 01 10            5000        0        0
CHIBA BANK                     COM              6190563          7     2000 SH       DEFINED 01 10            2000        0        0
PYRAMID RUSSELL 2000           COM              619464XX3    87833   171442 SH       DEFINED 01 03               0   171442        0
PYRAMID FIXED INCOME           COM              619465XX0    29406   107217 SH       DEFINED 01 03               0   107217        0
PYRAMID EAFE INDEX             COM              619466XX8     1492    12594 SH       DEFINED 01 03               0    12594        0
CHUBU                          COM              6195609         35     2000 SH       DEFINED 01 10            2000        0        0
CHUGAI PHARM                   COM              6196408         12     1000 SH       DEFINED 01 10            1000        0        0
CITIZEN WATC                   COM              6197304          7     1000 SH       DEFINED 01 10            1000        0        0
CITY DEVELOP                   COM              6197928          6     2000 SH       DEFINED 01 10            2000        0        0
MOTIENT CORP-WT04              COM              619908148        0        4 SH       DEFINED 01                  4        0        0
MOTOROLA                       COM              620076109     6374   442000 SH       DEFINED 01                  0   442000        0
MOTOROLA                       COM              620076109   149936 10397729 SH       DEFINED 01           10397729        0        0
MOTOROLA                       COM              620076109    14329   993541 SH       DEFINED 01 02               0   993541        0
MOTOROLA                       COM              620076109     7932   550025 SH       DEFINED 01 03               0   550025        0
MOTOROLA                       COM              620076109    53623  3718746 SH       DEFINED 01 05               0  3718746        0
TRANSURBAN GROUP               COM              6200882          2      955 SH       DEFINED 01 10             955        0        0
COLES MYER                     COM              6209908         10     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         58     3144 SH       DEFINED 01 10            3144        0        0
CSK CORP                       COM              6215552          7      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         15      818 SH       DEFINED 01 10             818        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          3     1006 SH       DEFINED 01 10            1006        0        0
MOVIE GALLERY                  COM              624581104     2080    98500 SH       DEFINED 01              98500        0        0
MOVIE GALLERY                  COM              624581104      224    10600 SH       DEFINED 01 05               0    10600        0
MPOWER HOLDING                 COM              62473L101        0      100 SH       DEFINED 01                100        0        0
MUELLER INDS                   COM              624756102     3451   108692 SH       DEFINED 01             108692        0        0
DAIEI INC                      COM              6249982          2     1000 SH       DEFINED 01 10            1000        0        0
DAIICHI PHAR                   COM              6250218         18     1000 SH       DEFINED 01 10            1000        0        0
DAITO TRUST                    COM              6250508          6      300 SH       DEFINED 01 10             300        0        0
DAICEL CHEM                    COM              6250542          3     1000 SH       DEFINED 01 10            1000        0        0
DAIMARU INC                    COM              6250768          5     1000 SH       DEFINED 01 10            1000        0        0
DAINIPPON                      COM              6250821          4     2000 SH       DEFINED 01 10            2000        0        0
DAI NIPPON                     COM              6250906         27     2000 SH       DEFINED 01 10            2000        0        0
DAIWA HOUSE                    COM              6251363         12     2000 SH       DEFINED 01 10            2000        0        0
DAIWA SECS G                   COM              6251448         26     4000 SH       DEFINED 01 10            4000        0        0
ARISTOCRAT LEISURE LTD AUD     COM              6253983          2      785 SH       DEFINED 01 10             785        0        0
MUENCHENER RUECKVERSICHERUNGS- COM              625820998     2944    12443 SH       DEFINED 01              12443        0        0
MUENCHENER RUECKVERSICHERUNGS- COM              625820998     1029     4349 SH       DEFINED 01 03               0     4349        0
MUENCHENER RUECKVERSICHERUNGS- COM              625820998     3253    13752 SH       DEFINED 01 05               0    13752        0
LAWSON                         COM              6266914          6      200 SH       DEFINED 01 10             200        0        0
MURPHY OIL                     COM              626717102   123894  1501746 SH       DEFINED 01            1501746        0        0
MURPHY OIL                     COM              626717102     2292    27772 SH       DEFINED 01 02               0    27772        0
MURPHY OIL                     COM              626717102     3852    46695 SH       DEFINED 01 03               0    46695        0
MURPHY OIL                     COM              626717102    16867   204444 SH       DEFINED 01 05               0   204444        0
HONG KONG E&C                  COM              6267359          7     4000 SH       DEFINED 01 10            4000        0        0
NRMA INSURANCE                 COM              6271026          6     3660 SH       DEFINED 01 10            3660        0        0
JOHNSON ELECTRIC HOLDINGS ORD  COM              6281939          6     5000 SH       DEFINED 01 10            5000        0        0
GIORDANO HOLDINGS LD           COM              6282040          2     4000 SH       DEFINED 01 10            4000        0        0
MYERS IND INC                  COM              628464109     1304    76586 SH       DEFINED 01              76586        0        0
MYKROLIS                       COM              62852P103      652    55139 SH       DEFINED 01              55139        0        0
MYLAN LABORATORIES             COM              628530107      150     4795 SH       DEFINED 01               4795        0        0
MYRIAD GENETICS                COM              62855J104      535    26278 SH       DEFINED 01              26278        0        0
MYRIAD GENETICS                COM              62855J104        2      100 SH       DEFINED 01 02               0      100        0
LI & FUNG                      COM              6286257         11     8000 SH       DEFINED 01 10            8000        0        0
MIZUHO HOLDINGS, INC.          COM              6286280         38       17 SH       DEFINED 01 10              17        0        0
ANSELL                         COM              6286611          1      394 SH       DEFINED 01 10             394        0        0
NBTY                           COM              628782104     7267   469388 SH       DEFINED 01             469388        0        0
NBTY                           COM              628782104        8      526 SH       DEFINED 01 03               0      526        0
NBTY                           COM              628782104      367    23700 SH       DEFINED 01 05               0    23700        0
NBTY INC                       COM              628782104      129     8360 SH       DEFINED 01 02               0     8360        0
NCI BUILDING SYSTEMS           COM              628852105     1780   100000 SH       DEFINED 01             100000        0        0
NCI BUILDING SYSTEMS           COM              628852105       56     3220 SH       DEFINED 01 02               0     3220        0
NCI BUILDING SYSTEMS           COM              628852105        4      208 SH       DEFINED 01 03               0      208        0
NCI BUILDING SYSTEMS           COM              628852105      194    10900 SH       DEFINED 01 05               0    10900        0
NCO GROUP                      COM              628858102       21      970 SH       DEFINED 01                970        0        0
NCO GROUP                      COM              628858102        2      110 SH       DEFINED 01 02               0      110        0
NCR                            COM              62886E108       95     2721 SH       DEFINED 01               2721        0        0
NCR                            COM              62886E108      808    23171 SH       DEFINED 01 03               0    23171        0
NCR                            COM              62886E108       37     1062 SH       DEFINED 01 05               0     1062        0
NIC INC                        COM              62914B100        0      153 SH       DEFINED 01                153        0        0
NL INDUSTRIES INC              COM              629156407        3      200 SH       DEFINED 01                200        0        0
NMS COMM CORP                  COM              629248105       51    20988 SH       DEFINED 01              20988        0        0
NPS PHARMACEUTICALS            COM              62936P103      538    35094 SH       DEFINED 01              35094        0        0
NPS PHARMACEUTICALS            COM              62936P103        1       50 SH       DEFINED 01 02               0       50        0
NPS PHARMACEUTICALS            COM              62936P103       41     2700 SH       DEFINED 01 05               0     2700        0
ONESTEEL LTD.                  COM              6293729          1      909 SH       DEFINED 01 10             909        0        0
NRG ENERGY CV 6.50%            PRF              629377201     5494   486200 SH       DEFINED 01             486200        0        0
NRJ GROUP                      COM              629379991      279    15400 SH       DEFINED 01              15400        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                     COM              629425992    12353     5019 SH       DEFINED 01               5019        0        0
NTT DOCOMO                     COM              629425992     2648     1076 SH       DEFINED 01 03               0     1076        0
NTT DOCOMO                     COM              629425992    12729     5172 SH       DEFINED 01 05               0     5172        0
NUI CORP                       COM              629431107     1377    50541 SH       DEFINED 01              50541        0        0
NVR                            COM              62944T105     9027    27949 SH       DEFINED 01              27949        0        0
NVR                            COM              62944T105      187      580 SH       DEFINED 01 05               0      580        0
NVR INC                        COM              62944T105        5       14 SH       DEFINED 01 02               0       14        0
NYMAGIC                        COM              629484106      127     8500 SH       DEFINED 01               8500        0        0
NABORS INDS CVT                CONV BND         629568AD8      178   280000 PRN      DEFINED 01 02               0        0   280000
NACCO IND CL A                 COM              629579103        2       31 SH       DEFINED 01                 31        0        0
EAST JAPAN                     COM              6298542         42        9 SH       DEFINED 01 10               9        0        0
NANOGEN INC                    COM              630075109        0       75 SH       DEFINED 01                 75        0        0
EBARA CORP                     COM              6302700          5     1000 SH       DEFINED 01 10            1000        0        0
EISAI CO                       COM              6307200         18      700 SH       DEFINED 01 10             700        0        0
CAPITALAND                     COM              6309303          5     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   208686  8004825 SH       DEFINED 01            8004825        0        0
NASDAQ-100 INDEX TRACKING      COM              631100104    38344  1470800 SH       DEFINED 01 05               0  1470800        0
NASDAQ-100 SHARES              COM              631100104      233     8953 SH       DEFINED 01 02               0     8953        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     3949   123570 SH       DEFINED 01             123570        0        0
NASH FINCH                     COM              631158102        6      197 SH       DEFINED 01 03               0      197        0
NASH FINCH                     COM              631158102      316     9900 SH       DEFINED 01 05               0     9900        0
NASH FINCH CO                  COM              631158102       99     3090 SH       DEFINED 01 02               0     3090        0
NASSDA CORP                    COM              63172M101     1608   130000 SH       DEFINED 01             130000        0        0
ESPRIT HOLDINGS LIMITED        COM              6321642          6     3040 SH       DEFINED 01 10            3040        0        0
NATL AUSTRALIA BANK            COM              632993994     1248    62800 SH       DEFINED 01              62800        0        0
NATL AUSTRALIA BANK            COM              632996997    10002   503254 SH       DEFINED 01             503254        0        0
NATL AUSTRALIA BANK            COM              632996997    18337   922713 SH       DEFINED 01 05               0   922713        0
NIPPON UNIPAC HOLDING          COM              6334781         19        3 SH       DEFINED 01 10               3        0        0
MITSUBISHI TOKYO FINANCIAL GRO COM              6335171         74       11 SH       DEFINED 01 10              11        0        0
UFJ HOLDINGS INC               COM              6335223         24       10 SH       DEFINED 01 10              10        0        0
GOODMAN FIEL                   COM              6336549          3     2933 SH       DEFINED 01 10            2933        0        0
FOSTERS GROUP LTD              COM              6349268         14     5384 SH       DEFINED 01 10            5384        0        0
NATL CITY                      COM              635405103    11467   344882 SH       DEFINED 01             344882        0        0
NATL CITY                      COM              635405103     4839   145558 SH       DEFINED 01 03               0   145558        0
NATL CITY                      COM              635405103      467    14067 SH       DEFINED 01 05               0    14067        0
NATL COMMERCE FINANCIAL        COM              63545P104      207     7861 SH       DEFINED 01               7861        0        0
FUJI PHOTO F                   COM              6356525         32     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
FUJISAWA PHARMACEUTICAL CO     COM              6356804         24     1000 SH       DEFINED 01 10            1000        0        0
FANUC                          COM              6356934         15      300 SH       DEFINED 01 10             300        0        0
FUJITSU                        COM              6356945         35     5000 SH       DEFINED 01 10            5000        0        0
FUJI SOFT AB                   COM              6357001          4      100 SH       DEFINED 01 10             100        0        0
FURUKAWA ELE                   COM              6357562          8     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       69     3097 SH       DEFINED 01               3097        0        0
NATL GRID GROUP PLC            COM              636251993     7866  1107492 SH       DEFINED 01            1107492        0        0
NATL GRID GROUP PLC            COM              636251993    10496  1477604 SH       DEFINED 01 05               0  1477604        0
NATL INSTRUMENT                COM              636518102       64     1961 SH       DEFINED 01               1961        0        0
GEN PROPERTY                   COM              6365866          5     3449 SH       DEFINED 01 10            3449        0        0
GENERAL SEKIYU KK              COM              6366007          7     1000 SH       DEFINED 01 10            1000        0        0
NATL-OILWELL                   COM              637071101     1116    53040 SH       DEFINED 01              53040        0        0
NATL PENN BANCSHARE            COM              637138108        2       86 SH       DEFINED 01                 86        0        0
NATL PRESTO IND                COM              637215104      702    21949 SH       DEFINED 01              21949        0        0
NATIONAL PROCESSING            COM              637229105        7      262 SH       DEFINED 01                262        0        0
NATL SEMICONDUCTOR             COM              637640103    11412   391217 SH       DEFINED 01             391217        0        0
NATL SEMICONDUCTOR             COM              637640103     1230    42171 SH       DEFINED 01 03               0    42171        0
NATL SEMICONDUCTOR             COM              637640103    11425   391679 SH       DEFINED 01 05               0   391679        0
NATIONAL SERVICE INDUSTRIES IN COM              637657206        0       16 SH       DEFINED 01                 16        0        0
NATIONAL VISION INC            COM              63845P101      325   292419 SH       DEFINED 01 02               0   292419        0
NATIONWIDE FINL                COM              638612101        8      203 SH       DEFINED 01                203        0        0
NATIONWIDE HEALTH              COM              638620104        2      120 SH       DEFINED 01                120        0        0
NAVIGATORS GROUP               COM              638904102      891    33300 SH       DEFINED 01              33300        0        0
NAVIGATORS GROUP               COM              638904102        1       45 SH       DEFINED 01 03               0       45        0
NAVIGATORS GROUP               COM              638904102       59     2200 SH       DEFINED 01 05               0     2200        0
NAVIGATORS GROUP INC           COM              638904102       23      850 SH       DEFINED 01 02               0      850        0
NATURES SUNSHINE PRO           COM              639027101      584    51641 SH       DEFINED 01              51641        0        0
NATUZZI SPA-SP ADR             COM              63905A101     5708   375800 SH       DEFINED 01             375800        0        0
NATUZZI SPA-SP ADR             COM              63905A101      475    31300 SH       DEFINED 01 05               0    31300        0
NAUTICA ENTERPRISES            COM              639089101     9697   746475 SH       DEFINED 01             746475        0        0
NAUTICA ENTERPRISES            COM              639089101      774    59600 SH       DEFINED 01 05               0    59600        0
NAUTILUS GROUP INC             COM              63910B102     2223    72676 SH       DEFINED 01              72676        0        0
NAUTILUS GROUP INC             COM              63910B102        4      147 SH       DEFINED 01 02               0      147        0
NAUTILUS GROUP INC             COM              63910B102      269     8800 SH       DEFINED 01 05               0     8800        0
NAVISTAR INTL                  COM              63934E108     5597   174919 SH       DEFINED 01             174919        0        0
NAVISTAR INTL                  COM              63934E108      455    14231 SH       DEFINED 01 03               0    14231        0
NAVISTAR INTL                  COM              63934E108     3541   110643 SH       DEFINED 01 05               0   110643        0
NAVISITE INC                   COM              63935M109        0      279 SH       DEFINED 01                279        0        0
NAVIGANT CONSULTING            COM              63935N107      133    19000 SH       DEFINED 01                  0    19000        0
NAVIGANT CONSULTING            COM              63935N107        0       66 SH       DEFINED 01                 66        0        0
NDCHEALTH                      COM              639480102     3065   109876 SH       DEFINED 01             109876        0        0
NDCHEALTH CORP                 COM              639480102        4      130 SH       DEFINED 01 02               0      130        0
GUNMA BANK                     COM              6398088          5     1000 SH       DEFINED 01 10            1000        0        0
GUNZE                          COM              6398709          4     1000 SH       DEFINED 01 10            1000        0        0
NEIMAN MARCUS GROUP CL A       COM              640204202      828    23872 SH       DEFINED 01              23872        0        0
THOMAS NELSON                  COM              640376109      519    49092 SH       DEFINED 01              49092        0        0
NEOFORMA INC                   COM              640475505        0       10 SH       DEFINED 01                 10        0        0
NEOPOST SA                     COM              640479994      458    11500 SH       DEFINED 01              11500        0        0
NEON COMMUNICATIONS INC        COM              640506101        0       61 SH       DEFINED 01                 61        0        0
HANG SENG BA                   COM              6408374         27     2500 SH       DEFINED 01 10            2500        0        0
HANKYU DEPT STORES             COM              6408705          8     1000 SH       DEFINED 01 10            1000        0        0
NEUBERGER BERMAN GENESIS TRUST COM              640917100      139     4672 SH       DEFINED 01 03               0     4672        0
NEUBERGER BERMAN PARTNERS TRUS COM              640917407      729    50629 SH       DEFINED 01 03               0    50629        0
NEOPHARM INC                   COM              640919106      754    60000 SH       DEFINED 01              60000        0        0
NET.B@NK INC                   COM              640933107      758    65094 SH       DEFINED 01              65094        0        0
NETWORK ASSOCIATES             COM              640938106    32503  1686721 SH       DEFINED 01            1686721        0        0
NETWORK ASSOCIATES             COM              640938106     1095    56800 SH       DEFINED 01 05               0    56800        0
NESTLE                         COM              641069992    38472   165004 SH       DEFINED 01             165004        0        0
NESTLE                         COM              641069992     8608    36921 SH       DEFINED 01 03               0    36921        0
NESTLE                         COM              641069992    20759    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
NETFLIX.COM INC                COM              64110L106      858    61300 SH       DEFINED 01              61300        0        0
NETEGRITY                      COM              64110P107     4153   674165 SH       DEFINED 01             674165        0        0
NETEGRITY                      COM              64110P107       95    15400 SH       DEFINED 01 05               0    15400        0
NESTOR HEALTHCARE GROUP        COM              641111992      401    56000 SH       DEFINED 01              56000        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        7      321 SH       DEFINED 01                321        0        0
NET IQ                         COM              64115P102        2      110 SH       DEFINED 01 02               0      110        0
NETSCOUT SYS INC               COM              64115T104      724   106088 SH       DEFINED 01             106088        0        0
NETSCOUT SYS INC               COM              64115T104       88    12900 SH       DEFINED 01 05               0    12900        0
NETRATINGS INC                 COM              64116M108        1      157 SH       DEFINED 01                157        0        0
NETWORK EQUIP TECH             COM              641208103      305    70947 SH       DEFINED 01              70947        0        0
NETWORK APPLIANCE              COM              64120L104     9844   793216 SH       DEFINED 01             793216        0        0
NETWORK APPLIANCE              COM              64120L104      130    10470 SH       DEFINED 01 02               0    10470        0
NETWORK APPLIANCE              COM              64120L104      975    78551 SH       DEFINED 01 03               0    78551        0
NETWORK APPLIANCE              COM              64120L104    16066  1294597 SH       DEFINED 01 05               0  1294597        0
NEUBERGER BERMAN               COM              641234109       99     2706 SH       DEFINED 01               2706        0        0
NEURO CRINE                    COM              64125C109        3      100 SH       DEFINED 01 02               0      100        0
NEUROCRINE BIOSCIENCES         COM              64125C109     1575    54948 SH       DEFINED 01              54948        0        0
NEUROCRINE BIOSCIENCES         COM              64125C109      152     5300 SH       DEFINED 01 05               0     5300        0
JAMES HARDIE                   COM              6412977          3      868 SH       DEFINED 01 10             868        0        0
NEVSUN RESOURCES LTD CA;NSU/C$ COM              64156L994      576   600000 SH       DEFINED 01             600000        0        0
Netcentives                    COM              641993944        0   733137 SH       DEFINED 01                  0   733137        0
HENDERSON LAND                 COM              6420538          8     2000 SH       DEFINED 01 10            2000        0        0
DAIWA BANK                     COM              6421553          9    12000 SH       DEFINED 01 10           12000        0        0
HIROSE ELECT                   COM              6428725          9      100 SH       DEFINED 01 10             100        0        0
HITACHI                        COM              6429104         58     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          6     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         81     2000 SH       DEFINED 01 10            2000        0        0
NEW CENTURY FINL               COM              64352D101      612    17500 SH       DEFINED 01              17500        0        0
HONG KONG ELECTRIC             COM              6435327         17     4500 SH       DEFINED 01 10            4500        0        0
WHARF (HOLDI                   COM              6435576         14     6000 SH       DEFINED 01 10            6000        0        0
HONGKONG&CHI                   COM              6436557         21    15851 SH       DEFINED 01 10           15851        0        0
NEW ENGLAND BUS SERV           COM              643872104     1049    41722 SH       DEFINED 01              41722        0        0
HOTEL PROPERTIES               COM              6440183          1     1000 SH       DEFINED 01 10            1000        0        0
HOYA CORP.                     COM              6441506         22      300 SH       DEFINED 01 10             300        0        0
NEW FOCUS                      COM              644383101        2      561 SH       DEFINED 01                561        0        0
HUTCHISON WH                   COM              6448068         52     6900 SH       DEFINED 01 10            6900        0        0
HYSAN DEVELO                   COM              6449629          2     2029 SH       DEFINED 01 10            2029        0        0
MACQUARIE INFRASTRUCTURE       COM              6456942          8     4923 SH       DEFINED 01 10            4923        0        0
ORICA LIMITE                   COM              6458001          3      577 SH       DEFINED 01 10             577        0        0
NEW JERSEY RESOURCES           COM              646025106    26200   877727 SH       DEFINED 01             877727        0        0
NEW JERSEY RESOURCES           COM              646025106       96     3210 SH       DEFINED 01 02               0     3210        0
NEW JERSEY RESOURCES           COM              646025106        6      208 SH       DEFINED 01 03               0      208        0
NEW JERSEY RESOURCES           COM              646025106      144     4839 SH       DEFINED 01 05               0     4839        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          5     3000 SH       DEFINED 01 10            3000        0        0
JOHN FAIRFAX                   COM              6467074          4     1942 SH       DEFINED 01 10            1942        0        0
ITOCHU CORP                    COM              6467803         14     4000 SH       DEFINED 01 10            4000        0        0
ITO-YOKADO C                   COM              6467944         50     1000 SH       DEFINED 01 10            1000        0        0
NIPPON SHOKUBAI                COM              6470588          5     1000 SH       DEFINED 01 10            1000        0        0
JAPAN AIR LI                   COM              6471871          6     2000 SH       DEFINED 01 10            2000        0        0
JGC CORP                       COM              6473468          7     1000 SH       DEFINED 01 10            1000        0        0
JAPAN TOBACCO                  COM              6474535         13        2 SH       DEFINED 01 10               2        0        0
JOYO BANK                      COM              6479767          5     2000 SH       DEFINED 01 10            2000        0        0
AEON CO. LTD                   COM              6480048         27     1000 SH       DEFINED 01 10            1000        0        0
NEW PLAN EXCEL REALTY TRUST    COM              648053106       77     3680 SH       DEFINED 01               3680        0        0
KAJIMA CORP                    COM              6481320          6     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          7     1000 SH       DEFINED 01 10            1000        0        0
KANSAI ELEC                    COM              6483489         33     2100 SH       DEFINED 01 10            2100        0        0
KAO CORP                       COM              6483809         46     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          4     3000 SH       DEFINED 01 10            3000        0        0
KAWASAKI STE                   COM              6484664          9     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          5     1000 SH       DEFINED 01 10            1000        0        0
KEIO ELECTRIC                  COM              6487362          5     1000 SH       DEFINED 01 10            1000        0        0
KEPPEL CORP                    COM              6490263          5     2000 SH       DEFINED 01 10            2000        0        0
KIKKOMAN SHOYU                 COM              6490809          6     1000 SH       DEFINED 01 10            1000        0        0
KEYENCE CORP                   COM              6490995         21      100 SH       DEFINED 01 10             100        0        0
NEW WORLD RESTAURANT GROUP     COM              649271103       35   130000 SH       DEFINED 01             130000        0        0
KINDEN                         COM              6492924          5     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         14     2000 SH       DEFINED 01 10            2000        0        0
NEW YORK COM BANCORP           COM              649445103       75     2760 SH       DEFINED 01 02               0     2760        0
NEW YORK COMMUNITY BANCORP     COM              649445103     6996   258169 SH       DEFINED 01             258169        0        0
NEW YORK COMMUNITY BANCORP     COM              649445103     9412   347300 SH       DEFINED 01 05               0   347300        0
KOMATSU                        COM              6496584          7     2000 SH       DEFINED 01 10            2000        0        0
KONAMI CORP.                   COM              6496681          6      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          7     1000 SH       DEFINED 01 10            1000        0        0
KYOCERA CORP.                  COM              6499260         37      500 SH       DEFINED 01 10             500        0        0
KYOWA HAKKO                    COM              6499550          5     1000 SH       DEFINED 01 10            1000        0        0
KYUSHU                         COM              6499806         18     1200 SH       DEFINED 01 10            1200        0        0
NEW YORK TIMES CL A            COM              650111107      937    18206 SH       DEFINED 01              18206        0        0
NEW YORK TIMES CL A            COM              650111107     1835    35640 SH       DEFINED 01 03               0    35640        0
NEW YORK TIMES CL A            COM              650111107       84     1634 SH       DEFINED 01 05               0     1634        0
TELECOM CORP OF NEW ZEALAND    COM              650200991       25    10511 SH       DEFINED 01              10511        0        0
NEWCREST MINING                COM              650902992      851   200000 SH       DEFINED 01             200000        0        0
NEWCREST MINING                COM              650902992     2412   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          6     1072 SH       DEFINED 01 10            1072        0        0
NEWELL RUBBERMAID              COM              651229106    31711   904502 SH       DEFINED 01             904502        0        0
NEWELL RUBBERMAID              COM              651229106     2338    66689 SH       DEFINED 01 03               0    66689        0
NEWELL RUBBERMAID              COM              651229106     3305    94274 SH       DEFINED 01 05               0    94274        0
NEWFIELD EXPLORATION           COM              651290108    24527   659869 SH       DEFINED 01             659869        0        0
NEWFIELD EXPLORATION           COM              651290108    39634  1066234 SH       DEFINED 01 02               0  1066234        0
NEWFIELD EXPLORATION           COM              651290108     2602    70000 SH       DEFINED 01 03               0    70000        0
NEWFIELD EXPLORATION           COM              651290108      762    20501 SH       DEFINED 01 05               0    20501        0
MILLEA HOLDING                 COM              6513126         33        4 SH       DEFINED 01 10               4        0        0
NEWHALL LAND & FARMG           COM              651426108        9      282 SH       DEFINED 01                282        0        0
NEWMONT MINING                 COM              651639106    30306  1151011 SH       DEFINED 01            1151011        0        0
NEWMONT MINING                 COM              651639106     2427    92171 SH       DEFINED 01 03               0    92171        0
NEWMONT MINING                 COM              651639106     1074    40796 SH       DEFINED 01 05               0    40796        0
                               COM              651639999      519   192500 SH       DEFINED 01             192500        0        0
NTT DOCOMO W/I                 COM              6516697         59       24 SH       DEFINED 01 10              24        0        0
NEWPARK RESOURCES              COM              651718504      259    35330 SH       DEFINED 01              35330        0        0
NEWPORT                        COM              651824104      912    58267 SH       DEFINED 01              58267        0        0
NEWPORT                        COM              651824104       96     6150 SH       DEFINED 01 05               0     6150        0
NEWPORT CORP                   COM              651824104        1       90 SH       DEFINED 01 02               0       90        0
FRASER & NEA                   COM              6519630          4      900 SH       DEFINED 01 10             900        0        0
NEWPOWER HOLDINGS INC          COM              652463100        0      667 SH       DEFINED 01                667        0        0
NEWS CORP ADR                  COM              652487802     1047    53000 SH       DEFINED 01              53000        0        0
NEXT                           COM              652500992      358    25231 SH       DEFINED 01              25231        0        0
NEXT                           COM              652500992     3708   261008 SH       DEFINED 01 03               0   261008        0
NEWTEK CAPITAL                 COM              652526997       15     5000 SH       DEFINED 01 05               0     5000        0
NEXTCARD                       COM              65332K107        0      222 SH       DEFINED 01                222        0        0
NEXTEL COMMUNICATIONS CL A     COM              65332V103     2914   908343 SH       DEFINED 01             908343        0        0
NEXTEL COMMUNICATIONS CL A     COM              65332V103      615   191723 SH       DEFINED 01 03               0   191723        0
NEXTEL COMMUNICATIONS CL A     COM              65332V103      134    41778 SH       DEFINED 01 05               0    41778        0
NEXTEL PIK PFD SER-D  13.000   PRF              65332V400     7241    24968 SH       DEFINED 01              24968        0        0
NEXTEL PIK PFD SER-D  13.000   PRF              65332V400      820     2826 SH       DEFINED 01 05               0     2826        0
NEXTEL PIK PFD SERIES E  11.12 PRF              65332V707     3604    14414 SH       DEFINED 01              14414        0        0
NEXTEL PIK PFD SERIES E  11.12 PRF              65332V707      500     1998 SH       DEFINED 01 05               0     1998        0
NEXTEL COM CVT                 CONV BND         65332VAY9     4965 12000000 PRN      DEFINED 01 02               0        0 12000000
NEXTEL PARTNERS CL A           COM              65333F107     1144   379970 SH       DEFINED 01             379970        0        0
NEXPRISE INC                   COM              65333Q202        0        3 SH       DEFINED 01                  3        0        0
NET LEVEL COMM                 COM              65333U104        0      121 SH       DEFINED 01                121        0        0
NH HOTELES S.A.                COM              653400994      557    44400 SH       DEFINED 01              44400        0        0
NICOR                          COM              654086107    11489   251125 SH       DEFINED 01             251125        0        0
NICOR                          COM              654086107      477    10424 SH       DEFINED 01 03               0    10424        0
NICOR                          COM              654086107       21      468 SH       DEFINED 01 05               0      468        0
NIFCO INC                      COM              654092998      298    30000 SH       DEFINED 01              30000        0        0
NIKE CL B                      COM              654106103     4046    75403 SH       DEFINED 01              75403        0        0
NIKE CL B                      COM              654106103     3389    63163 SH       DEFINED 01 03               0    63163        0
NIKE CL B                      COM              654106103      155     2895 SH       DEFINED 01 05               0     2895        0
99 CENTS ONLY STORE            COM              65440K106    40972  1597363 SH       DEFINED 01 02               0  1597363        0
99 CENTS ONLY STORES           COM              65440K106    25719  1002678 SH       DEFINED 01            1002678        0        0
99 CENTS ONLY STORES           COM              65440K106     3524   137399 SH       DEFINED 01 03               0   137399        0
99 CENTS ONLY STORES           COM              65440K106     1050    40920 SH       DEFINED 01 05               0    40920        0
NIPPON MEAT PACKERS INC        COM              654460997     1930   154000 SH       DEFINED 01             154000        0        0
NIPPON STEEL                   COM              654619956      318   203890 SH       DEFINED 01             203890        0        0
NIPPON TELEGRAPH & TELEPHONE   COM              654620962     4331     1053 SH       DEFINED 01               1053        0        0
NIPPON TELEGRAPH & TELEPHONE   COM              654620962     1324      322 SH       DEFINED 01 03               0      322        0
NIPPON TELEGRAPH & TELEPHONE   COM              654620962     4569     1111 SH       DEFINED 01 05               0     1111        0
NISOURCE                       COM              65473P105     2505   114704 SH       DEFINED 01             114704        0        0
NISOURCE                       COM              65473P105     1079    49433 SH       DEFINED 01 03               0    49433        0
NISOURCE                       COM              65473P105       90     4135 SH       DEFINED 01 05               0     4135        0
NISOURCE INC SAILS             COM              65473P600        0      128 SH       DEFINED 01                128        0        0
NISSAN MOTOR                   COM              654744994     9529  1376054 SH       DEFINED 01            1376054        0        0
NISSAN MOTOR                   COM              654744994     1095   158000 SH       DEFINED 01 03               0   158000        0
NISSAN MOTOR                   COM              654744994     3607   521000 SH       DEFINED 01 05               0   521000        0
NISSIN HEALTHCARE              COM              654885995      283    12000 SH       DEFINED 01              12000        0        0
NOKIA ADR A                    COM              654902204    11237   776089 SH       DEFINED 01                  0   776089        0
NOKIA ADR A                    COM              654902204      867    59613 SH       DEFINED 01 02               0    59613        0
NOKIA ADR CL A                 COM              654902204    45883  3168692 SH       DEFINED 01            3168692        0        0
NOKIA ADR CL A                 COM              654902204      161    11100 SH       DEFINED 01 03               0    11100        0
NOKIA ADR CL A                 COM              654902204     8822   609214 SH       DEFINED 01 05               0   609214        0
MIM HOLDINGS                   COM              6550167          3     3659 SH       DEFINED 01 10            3659        0        0
NOBLE ENERGY INC               COM              655044105      622    17247 SH       DEFINED 01              17247        0        0
MABUCHI MOTOR                  COM              6551030         10      100 SH       DEFINED 01 10             100        0        0
MACQUARIE BANK LTD             COM              6551353          8      517 SH       DEFINED 01 10             517        0        0
NOMURA RESEARCH INST (4307)    COM              655360998    11288    82100 SH       DEFINED 01              82100        0        0
NOMURA RESEARCH INST (4307)    COM              655360998    10766    78300 SH       DEFINED 01 05               0    78300        0
NOMURA HOLDINGS                COM              655361103    23656  1611000 SH       DEFINED 01            1611000        0        0
NOMURA HOLDINGS                COM              655361103     3642   248000 SH       DEFINED 01 03               0   248000        0
NOMURA HOLDINGS                COM              655361103    10000   681000 SH       DEFINED 01 05               0   681000        0
NORDEA                         COM              655499994      800   146988 SH       DEFINED 01             146988        0        0
NORDDEUTSCHE AFFINER           COM              655558997        4      300 SH       DEFINED 01                300        0        0
NORDSON                        COM              655663102       32     1289 SH       DEFINED 01               1289        0        0
NORDSTROM                      COM              655664100       85     3756 SH       DEFINED 01               3756        0        0
NORDSTROM                      COM              655664100      717    31671 SH       DEFINED 01 03               0    31671        0
NORDSTROM                      COM              655664100       33     1451 SH       DEFINED 01 05               0     1451        0
NORFOLK SOUTHERN               COM              655844108     6465   276525 SH       DEFINED 01             276525        0        0
NORFOLK SOUTHERN               COM              655844108     2135    91296 SH       DEFINED 01 03               0    91296        0
NORFOLK SOUTHERN               COM              655844108       98     4189 SH       DEFINED 01 05               0     4189        0
NORFOLK SOUTHERN CO            COM              655844108      201     8600 SH       DEFINED 01 02               0     8600        0
NORSKE SKOGSINDUSTRIER         COM              656533999       11      600 SH       DEFINED 01                600        0        0
NORTEK                         COM              656559101     1353    30000 SH       DEFINED 01              30000        0        0
NORTEK                         COM              656559101        6      143 SH       DEFINED 01 03               0      143        0
NORTEK INC                     COM              656559101      100     2210 SH       DEFINED 01 02               0     2210        0
NORTEL NETWORKS                COM              656568102     1789  1233673 SH       DEFINED 01            1233673        0        0
NORTEL NETWORKS                COM              656568102     1341   924778 SH       DEFINED 01 03               0   924778        0
NORTEL NETWORKS                COM              656568102      100    68770 SH       DEFINED 01 05               0    68770        0
NORTEL NETWORKS CORP           COM              656568102       10     6680 SH       DEFINED 01 02               0     6680        0
NORTEL NETWORKS                COM              656568995      238   164400 SH       DEFINED 01             164400        0        0
MARUBENI COR                   COM              6569464          3     3000 SH       DEFINED 01 10            3000        0        0
MARUI CO                       COM              6569527         13     1000 SH       DEFINED 01 10            1000        0        0
MATSUSHITA COMM                COM              6572666         12      300 SH       DEFINED 01 10             300        0        0
MATSUSHITA E                   COM              6572707         82     6000 SH       DEFINED 01 10            6000        0        0
MATSUSHITA                     COM              6572729          7     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          7      974 SH       DEFINED 01 10             974        0        0
NOKIA                          COM              659002FR5    10469   715283 SH       DEFINED 01             715283        0        0
NOKIA                          COM              659002FR5     3940   269147 SH       DEFINED 01 03               0   269147        0
NOKIA                          COM              659002FR5    14316   978121 SH       DEFINED 01 05               0   978121        0
CREDIT SAISO                   COM              6591809          9      400 SH       DEFINED 01 10             400        0        0
NORTH FOLK BANCORP             COM              659424105      105     2635 SH       DEFINED 01 02               0     2635        0
NORTH FORK BANCORPORATION      COM              659424105     9129   229282 SH       DEFINED 01             229282        0        0
NORTH FORK BANCORPORATION      COM              659424105     8639   217000 SH       DEFINED 01 05               0   217000        0
MITSUBISHI E                   COM              6596729         25     3000 SH       DEFINED 01 10            3000        0        0
MITSUBISHI C                   COM              6596785         22     3000 SH       DEFINED 01 10            3000        0        0
MITSUBISHI G                   COM              6596923          2     1000 SH       DEFINED 01 10            1000        0        0
MITSUBISHI C                   COM              6597001         12     5000 SH       DEFINED 01 10            5000        0        0
MITSUBISHI E                   COM              6597045         27     6000 SH       DEFINED 01 10            6000        0        0
MITSUBISHI H                   COM              6597067         27     9000 SH       DEFINED 01 10            9000        0        0
MITSUBISHI                     COM              6597089          6     3000 SH       DEFINED 01 10            3000        0        0
MITSUBISHI PAPER MILL          COM              6597142          1     1000 SH       DEFINED 01 10            1000        0        0
MITSUBISHI R                   COM              6597164          7     2000 SH       DEFINED 01 10            2000        0        0
MITSUI & CO                    COM              6597302         27     4000 SH       DEFINED 01 10            4000        0        0
MITSUI MININ                   COM              6597346          3     1000 SH       DEFINED 01 10            1000        0        0
MITSUI CHEM                    COM              6597368         10     2000 SH       DEFINED 01 10            2000        0        0
MITSUI ENG & SHIP              COM              6597380          3     2000 SH       DEFINED 01 10            2000        0        0
MITSUKOSHI                     COM              6597487          3     1000 SH       DEFINED 01 10            1000        0        0
MITSUI FUDOS                   COM              6597603         18     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          8     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         26     5726 SH       DEFINED 01 10            5726        0        0
NAMCO                          COM              6620941          2      100 SH       DEFINED 01 10             100        0        0
NATL AUSTRAL                   COM              6624608         82     4110 SH       DEFINED 01 10            4110        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         44      300 SH       DEFINED 01 10             300        0        0
NIKKO SECURITIES               COM              6640284         20     4000 SH       DEFINED 01 10            4000        0        0
DENSO CORP                     COM              6640381         23     1500 SH       DEFINED 01 10            1500        0        0
NEC CORP                       COM              6640400         35     5000 SH       DEFINED 01 10            5000        0        0
NKK CORP.                      COM              6640466          9     9000 SH       DEFINED 01 10            9000        0        0
NIDEC CORPOR                   COM              6640682          7      100 SH       DEFINED 01 10             100        0        0
NIPPON MEAT                    COM              6640767         13     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          2     1000 SH       DEFINED 01 10            1000        0        0
NISSHIN SEIFUN GROUP INC       COM              6640961          7     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         70       17 SH       DEFINED 01 10              17        0        0
NIPPON OIL                     COM              6641403         21     4000 SH       DEFINED 01 10            4000        0        0
NIPPON SHEET                   COM              6641447          3     1000 SH       DEFINED 01 10            1000        0        0
NSK                            COM              6641544          4     1000 SH       DEFINED 01 10            1000        0        0
NISSIN FOOD                    COM              6641760          6      300 SH       DEFINED 01 10             300        0        0
NITTO DENKO CORP               COM              6641801         13      400 SH       DEFINED 01 10             400        0        0
NIPPON EXPRE                   COM              6642127         16     3000 SH       DEFINED 01 10            3000        0        0
NIKON CORP                     COM              6642321         11     1000 SH       DEFINED 01 10            1000        0        0
YAMAHA                         COM              6642387         10     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         27    17000 SH       DEFINED 01 10           17000        0        0
NISSAN MOTOR                   COM              6642860         48     7000 SH       DEFINED 01 10            7000        0        0
NISSHINBO IN                   COM              6642923          5     1000 SH       DEFINED 01 10            1000        0        0
NOMURA HOLDINGS                COM              6643108         88     6000 SH       DEFINED 01 10            6000        0        0
NIPPON YUSEN                   COM              6643960         10     3000 SH       DEFINED 01 10            3000        0        0
NORTHEAST UTILITIES            COM              664397106     5291   283546 SH       DEFINED 01             283546        0        0
NORTHEAST UTILITIES            COM              664397106     4852   260000 SH       DEFINED 01 05               0   260000        0
ORIENTAL LAN                   COM              6648891          7      100 SH       DEFINED 01 10             100        0        0
NTN CORP                       COM              6651189          4     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         17     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      361     8199 SH       DEFINED 01               8199        0        0
NORTHERN TRUST                 COM              665859104     2298    52154 SH       DEFINED 01 03               0    52154        0
NORTHERN TRUST                 COM              665859104      105     2390 SH       DEFINED 01 05               0     2390        0
OLYMPUS OPTI                   COM              6658801         14     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          4     2000 SH       DEFINED 01 10            2000        0        0
ORIX CORP                      COM              6661144         18      220 SH       DEFINED 01 10             220        0        0
OSAKA GAS CO                   COM              6661768         14     6000 SH       DEFINED 01 10            6000        0        0
O/SEAS CHINE                   COM              6663689         26     4000 SH       DEFINED 01 10            4000        0        0
NORTHROP GRUMMAN               COM              666807102    51869   414958 SH       DEFINED 01             414958        0        0
NORTHROP GRUMMAN               COM              666807102     3317    26534 SH       DEFINED 01 03               0    26534        0
NORTHROP GRUMMAN               COM              666807102      231     1844 SH       DEFINED 01 05               0     1844        0
NORTHROP GRUMMAN COR           COM              666807102     3250    26000 SH       DEFINED 01                  0    26000        0
NORTHROP GRUMMAN COR           COM              666807102       36      280 SH       DEFINED 01 02               0      280        0
NWA                            COM              667280101      849    70436 SH       DEFINED 01              70436        0        0
NWA                            COM              667280101     1447   120000 SH       DEFINED 01 05               0   120000        0
NORTHWEST NATURAL GAS COMPANY  COM              667655104     2381    81621 SH       DEFINED 01              81621        0        0
NORTHWEST NATURAL GAS COMPANY  COM              667655104        8      274 SH       DEFINED 01 03               0      274        0
NW NATURAL GAS CO              COM              667655104      129     4430 SH       DEFINED 01 02               0     4430        0
NORTHWEST NAT GA 100           PRF              667655708    17319   170000 SH       DEFINED 01 04               0   170000        0
NORTHWESTERN CORP              COM              668074107     1489    87869 SH       DEFINED 01              87869        0        0
NORTHWESTERN CORP              COM              668074107       54     3210 SH       DEFINED 01 02               0     3210        0
NORTHWESTERN CORP              COM              668074107        4      208 SH       DEFINED 01 03               0      208        0
PIONEER CORP                   COM              6688745          9      500 SH       DEFINED 01 10             500        0        0
BROWN CAP MGMT SM CO           COM              66976M409    31262  1195024 SH       DEFINED 01 03               0  1195024        0
NOVARTIS AG-ADR                COM              66987V109    21258   485000 SH       DEFINED 01             485000        0        0
NOVARTIS AG-ADR                COM              66987V109       45     1020 SH       DEFINED 01 02               0     1020        0
NOVARTIS AG-ADR                COM              66987V109      859    19600 SH       DEFINED 01 05               0    19600        0
NU HORIZONS ELEC COR           COM              669908105     5393   650600 SH       DEFINED 01             650600        0        0
NU HORIZONS ELEC COR           COM              669908105      497    59900 SH       DEFINED 01 05               0    59900        0
NOVADIGM                       COM              669937104      217    29900 SH       DEFINED 01              29900        0        0
NUANCE COMMUNICATION           COM              669967101        0       82 SH       DEFINED 01                 82        0        0
NOVAVAX                        COM              670002104      651   152700 SH       DEFINED 01             152700        0        0
NOVELL                         COM              670006105     1249   389160 SH       DEFINED 01             389160        0        0
NOVELL                         COM              670006105      274    85314 SH       DEFINED 01 03               0    85314        0
NOVELL                         COM              670006105      146    45202 SH       DEFINED 01 05               0    45202        0
NOVELLUS SYSTEMS               COM              670008101    29847   877850 SH       DEFINED 01             877850        0        0
NOVELLUS SYSTEMS               COM              670008101     3976   116917 SH       DEFINED 01 03               0   116917        0
NOVELLUS SYSTEMS               COM              670008101     8355   245725 SH       DEFINED 01 05               0   245725        0
NOVELLUS SYSTEMS INC           COM              670008101    38463  1131232 SH       DEFINED 01 02               0  1131232        0
NOVEN PHARMACEUTICAL           COM              670009109        3      130 SH       DEFINED 01 02               0      130        0
NOVEN PHARMACEUTICALS          COM              670009109     4916   192786 SH       DEFINED 01             192786        0        0
NOVEN PHARMACEUTICALS          COM              670009109      263    10300 SH       DEFINED 01 05               0    10300        0
NUCENTRIX BROADBAND            COM              670198100        0      119 SH       DEFINED 01                119        0        0
NSTAR                          COM              67019E107       89     1996 SH       DEFINED 01               1996        0        0
PROMISE CO                     COM              6703295         15      300 SH       DEFINED 01 10             300        0        0
NUCOR                          COM              670346105    72660  1117159 SH       DEFINED 01            1117159        0        0
NUCOR                          COM              670346105     2997    46068 SH       DEFINED 01 03               0    46068        0
NUCOR                          COM              670346105    12835   197340 SH       DEFINED 01 05               0   197340        0
NUCOR CORP                     COM              670346105      631     9700 SH       DEFINED 01 02               0     9700        0
NUEVO ENERGY CO                COM              670509108      866    54801 SH       DEFINED 01              54801        0        0
NUMERICAL TECHNOLOG            COM              67053T101        1      159 SH       DEFINED 01                159        0        0
NUTRECO HOLDING N.V.           COM              670610997      164     4818 SH       DEFINED 01               4818        0        0
NVIDIA                         COM              67066G104     6843   398360 SH       DEFINED 01             398360        0        0
NVIDIA                         COM              67066G104      604    35186 SH       DEFINED 01 03               0    35186        0
NVIDIA                         COM              67066G104      270    15712 SH       DEFINED 01 05               0    15712        0
NYFIX INC                      COM              670712108      837    98464 SH       DEFINED 01              98464        0        0
SUEZ SA                        COM              670800994      229     8600 SH       DEFINED 01               8600        0        0
O`CHARLEY`S                    COM              670823103     1533    60575 SH       DEFINED 01              60575        0        0
OKLAHOMA GAS & ELEC            COM              670837103       69     3014 SH       DEFINED 01               3014        0        0
OM GROUP                       COM              670872100     6234   100538 SH       DEFINED 01             100538        0        0
NOVARTIS                       COM              670889997    61713  1403336 SH       DEFINED 01            1403336        0        0
NOVARTIS                       COM              670889997    10474   238188 SH       DEFINED 01 03               0   238188        0
NOVARTIS                       COM              670889997    44960  1022375 SH       DEFINED 01 05               0  1022375        0
OMV                            COM              671039998      673     6850 SH       DEFINED 01               6850        0        0
OSI PHARMACEUTICALS            COM              671040103        2       94 SH       DEFINED 01                 94        0        0
OSI SYSTEMS INC                COM              671044105      681    34340 SH       DEFINED 01              34340        0        0
QBE INS GROU                   COM              6715740          4     1082 SH       DEFINED 01 10            1082        0        0
OAK TECHNOLOGY                 COM              671802106     1186   261816 SH       DEFINED 01             261816        0        0
OAK TECHNOLOGY                 COM              671802106        2      430 SH       DEFINED 01 02               0      430        0
OAK TECHNOLOGY                 COM              671802106       95    20900 SH       DEFINED 01 05               0    20900        0
OAKLEY                         COM              673662102     2148   122717 SH       DEFINED 01             122717        0        0
OAKLEY                         COM              673662102       84     4800 SH       DEFINED 01 05               0     4800        0
RICOH                          COM              6738220         35     2000 SH       DEFINED 01 10            2000        0        0
OCCAM NETWORKS INC             COM              67457P101        0      243 SH       DEFINED 01                243        0        0
OCCIDENTAL PETROLEUM           COM              674599105    14745   491617 SH       DEFINED 01             491617        0        0
OCCIDENTAL PETROLEUM           COM              674599105     2673    89155 SH       DEFINED 01 03               0    89155        0
OCCIDENTAL PETROLEUM           COM              674599105      619    20641 SH       DEFINED 01 05               0    20641        0
OCE NV                         COM              674625991      232    19950 SH       DEFINED 01              19950        0        0
ROHM CO                        COM              6747204         45      300 SH       DEFINED 01 10             300        0        0
OCEAN ENERGY                   COM              67481E106    29878  1378831 SH       DEFINED 01            1378831        0        0
OCEAN ENERGY                   COM              67481E106    21389   987034 SH       DEFINED 01 05               0   987034        0
OCEAN ENERGY INC TEX           COM              67481E106     5526   255000 SH       DEFINED 01                  0   255000        0
OCEAN ENERGY INC TEX           COM              67481E106      205     9445 SH       DEFINED 01 02               0     9445        0
OCEANEERING INT L              COM              675232102     2091    78894 SH       DEFINED 01              78894        0        0
OCEANEERING INT L              COM              675232102        6      230 SH       DEFINED 01 03               0      230        0
OCEANEERING INT'L              COM              675232102       98     3680 SH       DEFINED 01 02               0     3680        0
OCULAR SCIENCES                COM              675744106     2751   103800 SH       DEFINED 01             103800        0        0
OCULAR SCIENCES                COM              675744106      315    11900 SH       DEFINED 01 05               0    11900        0
OCWEN FINANCIAL                COM              675746101      144    26900 SH       DEFINED 01              26900        0        0
ODYSSEY RE HOLDINGS            COM              67612W108        7      395 SH       DEFINED 01                395        0        0
OFFICE DEPOT                   COM              676220106      144     8581 SH       DEFINED 01               8581        0        0
OFFICE DEPOT                   COM              676220106     1219    72550 SH       DEFINED 01 03               0    72550        0
OFFICE DEPOT                   COM              676220106       56     3321 SH       DEFINED 01 05               0     3321        0
OFFICE MAX                     COM              67622M108     1364   231432 SH       DEFINED 01             231432        0        0
OFFICE MAX                     COM              67622M108       79    13300 SH       DEFINED 01 02               0    13300        0
OFFICE MAX                     COM              67622M108        5      845 SH       DEFINED 01 03               0      845        0
OFFICE MAX                     COM              67622M108      144    24400 SH       DEFINED 01 05               0    24400        0
OFFSHORE LOGISTICS             COM              676255102     1707    71459 SH       DEFINED 01              71459        0        0
SMC CORP                       COM              6763965         24      200 SH       DEFINED 01 10             200        0        0
SOUTHCORP LT                   COM              6764689          4     1317 SH       DEFINED 01 10            1317        0        0
SOFTBANK COR                   COM              6770620         12      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     7665   366786 SH       DEFINED 01             366786        0        0
OHIO CASUALTY                  COM              677240103        9      417 SH       DEFINED 01 03               0      417        0
OHIO CASUALTY                  COM              677240103      510    24400 SH       DEFINED 01 05               0    24400        0
OHIO CASUALTY CORP             COM              677240103      136     6520 SH       DEFINED 01 02               0     6520        0
OHIO POWER CO $100             PRF              677415796     3670    36000 SH       DEFINED 01 04               0    36000        0
OHI PWR CO $100                PRF              677415812     1026    10000 SH       DEFINED 01 04               0    10000        0
OHIO PWR CO $100               PRF              677415820      505     5000 SH       DEFINED 01 04               0     5000        0
SANKYO CO                      COM              6775283         14     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         22     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     7984   122721 SH       DEFINED 01             122721        0        0
LUKOIL HOLDING ADR             COM              677862104      309     4752 SH       DEFINED 01 05               0     4752        0
OIL SERVICE HLDR DEP           COM              678002106      616    10000 SH       DEFINED 01              10000        0        0
OJI PAPER                      COM              678118993     1634   286000 SH       DEFINED 01             286000        0        0
FIRST CAPITAL                  COM              6786735          1     1000 SH       DEFINED 01 10            1000        0        0
SECOM CO                       COM              6791591         25      500 SH       DEFINED 01 10             500        0        0
SEGA CORPORATION               COM              6791955          7      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         15     2000 SH       DEFINED 01 10            2000        0        0
SEVEN ELEVEN                   COM              6797179         39     1000 SH       DEFINED 01 10            1000        0        0
OLD NATL BANCORP               COM              680033107        7      260 SH       DEFINED 01                260        0        0
SHARP CORP                     COM              6800602         38     3000 SH       DEFINED 01 10            3000        0        0
OLD REPUBLIC INTL              COM              680223104      144     4559 SH       DEFINED 01               4559        0        0
SHIMAMURA CO                   COM              6804035          8      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          2      100 SH       DEFINED 01 10             100        0        0
SHIN-ETSU                      COM              6804585         52     1200 SH       DEFINED 01 10            1200        0        0
SHIONOGI & C                   COM              6804682         13     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         13     1000 SH       DEFINED 01 10            1000        0        0
SHIZUOKA BAN                   COM              6805328         12     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       40     1839 SH       DEFINED 01               1839        0        0
SINO LAND CO                   COM              6810429          3     8099 SH       DEFINED 01 10            8099        0        0
SINGAPORE                      COM              6810753         12    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         22     3000 SH       DEFINED 01 10            3000        0        0
SKYLARK                        COM              6813161          7      300 SH       DEFINED 01 10             300        0        0
SNOW BRAND M                   COM              6818401          1     1000 SH       DEFINED 01 10            1000        0        0
OMNICARE                       COM              681904108      922    35148 SH       DEFINED 01              35148        0        0
OMNICOM GROUP                  COM              681919106      239     5222 SH       DEFINED 01               5222        0        0
OMNICOM GROUP                  COM              681919106      121     2650 SH       DEFINED 01 02               0     2650        0
OMNICOM GROUP                  COM              681919106     2016    44021 SH       DEFINED 01 03               0    44021        0
OMNICOM GROUP                  COM              681919106       93     2021 SH       DEFINED 01 05               0     2021        0
OMNIVISION TECHNOLOG           COM              682128103       26     1800 SH       DEFINED 01               1800        0        0
OMNOVA SOLUTIONS W/I           COM              682129101     2117   252004 SH       DEFINED 01             252004        0        0
SONY CORP                      COM              6821506        143     2700 SH       DEFINED 01 10            2700        0        0
ON ASSIGNMENT                  COM              682159108     1576    88526 SH       DEFINED 01              88526        0        0
ON COMMAND CORP                COM              682160106        0      113 SH       DEFINED 01                113        0        0
ON SEMICONDUCTOR CORP          COM              682189105        0      233 SH       DEFINED 01                233        0        0
SCMP GROUP LTD                 COM              6824657          2     4000 SH       DEFINED 01 10            4000        0        0
ONEOK                          COM              682680103     3460   157684 SH       DEFINED 01             157684        0        0
ONEOK                          COM              682680103      364    16600 SH       DEFINED 01 05               0    16600        0
ONYX SOFTWARE CP               COM              683402101        0       56 SH       DEFINED 01                 56        0        0
OPENWAVE SYSTEMS               COM              683718100     1533   273285 SH       DEFINED 01             273285        0        0
OPG GROEP                      COM              683735997      497    11580 SH       DEFINED 01              11580        0        0
OPNET TECHNOLOGIES             COM              683757108      896   100000 SH       DEFINED 01             100000        0        0
OPLINK COMM INC                COM              68375Q106        0      362 SH       DEFINED 01                362        0        0
OPTICAL CABLE CORP             COM              683827109        0      138 SH       DEFINED 01                138        0        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 INC.                    COM              68389X105       46     3600 SH       DEFINED 11 12 13            0     3600        0
ORACLE                         COM              68389X105    66341  7005258 SH       DEFINED 01            7005258        0        0
ORACLE                         COM              68389X105    12376  1306867 SH       DEFINED 01 03               0  1306867        0
ORACLE                         COM              68389X105    71848  7586915 SH       DEFINED 01 05               0  7586915        0
ORACLE CORP COM                COM              68389X105     2159   228000 SH       DEFINED 01                  0   228000        0
ORACLE CORP COM                COM              68389X105    14730  1555640 SH       DEFINED 01 02               0  1555640        0
OPTION CARE INC                COM              683948103        3      202 SH       DEFINED 01 02               0      202        0
STOCKLAND TRUST                COM              6850856          2      832 SH       DEFINED 01 10             832        0        0
ORBITAL SCIENCES COR           COM              685564106       52     6372 SH       DEFINED 01 02               0     6372        0
ORBITAL SCIENCES COR ORB       COM              685564106     1459   183000 SH       DEFINED 01             183000        0        0
ORBITAL SCIENCES COR ORB       COM              685564106        3      407 SH       DEFINED 01 03               0      407        0
ORBITAL SCIENCES COR ORB       COM              685564106      162    20300 SH       DEFINED 01 05               0    20300        0
ORBITAL SCIENCES WTS           COM              685564130       23     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         59    12000 SH       DEFINED 01 10           12000        0        0
SUMITOMO OSAKA CEMENT          COM              6858548          1     1000 SH       DEFINED 01 10            1000        0        0
SUMITOMO CHE                   COM              6858560         18     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          4     8000 SH       DEFINED 01 10            8000        0        0
SUMITOMO MET                   COM              6858849          9     2000 SH       DEFINED 01 10            2000        0        0
SUMITOMO RLTY+DEV              COM              6858902          6     1000 SH       DEFINED 01 10            1000        0        0
SUMITOMO COR                   COM              6858946         12     2000 SH       DEFINED 01 10            2000        0        0
SUMITOMO                       COM              6859002         14     3000 SH       DEFINED 01 10            3000        0        0
SUN HUNG KAI                   COM              6859927         30     4000 SH       DEFINED 01 10            4000        0        0
OREGON STEEL MILLS             COM              686079104     1420   236600 SH       DEFINED 01             236600        0        0
OREGON STEEL MILLS             COM              686079104        3      477 SH       DEFINED 01 03               0      477        0
OREGON STEEL MILLS             COM              686079104       67    11200 SH       DEFINED 01 05               0    11200        0
OREGON STEEL MLS INC           COM              686079104       47     7863 SH       DEFINED 01 02               0     7863        0
O REILLY AUTOMOTIVE            COM              686091109     5384   195398 SH       DEFINED 01             195398        0        0
ORIENTAL LAND CO LTD           COM              686223991     1530    21400 SH       DEFINED 01 03               0    21400        0
ORIX                           COM              686475997    11779   146000 SH       DEFINED 01             146000        0        0
ORIX                           COM              686475997     3679    45600 SH       DEFINED 01 03               0    45600        0
ORIX                           COM              686475997    14014   173700 SH       DEFINED 01 05               0   173700        0
ORKLA ASA                      COM              686480997      343    17750 SH       DEFINED 01              17750        0        0
SWIRE PACIFI                   COM              6867748         20     4000 SH       DEFINED 01 10            4000        0        0
THK CO                         COM              6869131          6      300 SH       DEFINED 01 10             300        0        0
TDK CORP                       COM              6869302         19      400 SH       DEFINED 01 10             400        0        0
TAISEI CORP                    COM              6870100          5     2000 SH       DEFINED 01 10            2000        0        0
MITSUI                         COM              6870122         22     4180 SH       DEFINED 01 10            4180        0        0
TAISHO PHARM                   COM              6870144         15     1000 SH       DEFINED 01 10            1000        0        0
TAKARA HOLDINGS                COM              6870382          7     1000 SH       DEFINED 01 10            1000        0        0
TAKASHIMAYA                    COM              6870401          6     1000 SH       DEFINED 01 10            1000        0        0
TAKEDA CHEM                    COM              6870445        132     3000 SH       DEFINED 01 10            3000        0        0
ADVANTEST                      COM              6870490         12      200 SH       DEFINED 01 10             200        0        0
TABCORP HLDG                   COM              6873262          5      649 SH       DEFINED 01 10             649        0        0
ORTHODONTIC CENTERS OF AMERICA COM              68750P103     3771   164424 SH       DEFINED 01             164424        0        0
TAKEFUJI COR                   COM              6876067         16      230 SH       DEFINED 01 10             230        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          7     2984 SH       DEFINED 01 10            2984        0        0
TELEVISION                     COM              6881674          4     1000 SH       DEFINED 01 10            1000        0        0
OSHKOSH B-GOSH CLA             COM              688222207     1757    40396 SH       DEFINED 01              40396        0        0
OSHKOSH TRUCK CORP             COM              688239201     6216   105150 SH       DEFINED 01             105150        0        0
OSHKOSH TRUCK CORP             COM              688239201      103     1747 SH       DEFINED 01 02               0     1747        0
OSHKOSH TRUCK CORP             COM              688239201        6      107 SH       DEFINED 01 03               0      107        0
OSHKOSH TRUCK CORP             COM              688239201      343     5800 SH       DEFINED 01 05               0     5800        0
TERUMO CORP                    COM              6885074          7      500 SH       DEFINED 01 10             500        0        0
OSTEOTECH INC                  COM              688582105      402    54340 SH       DEFINED 01              54340        0        0
NEWS CORPORA                   COM              6886925         25     4528 SH       DEFINED 01 10            4528        0        0
TODA CORP                      COM              6893884          2     1000 SH       DEFINED 01 10            1000        0        0
TOBU RAILWAY                   COM              6895169          6     2000 SH       DEFINED 01 10            2000        0        0
TOHOKU ELEC                    COM              6895266         18     1300 SH       DEFINED 01 10            1300        0        0
TOKYO ELEC P                   COM              6895404         78     3800 SH       DEFINED 01 10            3800        0        0
TOKYO GAS CO                   COM              6895448         19     7000 SH       DEFINED 01 10            7000        0        0
TOKYO ELECTRON LTD             COM              6895675         33      500 SH       DEFINED 01 10             500        0        0
TOKYU CORP                     COM              6896548         12     3000 SH       DEFINED 01 10            3000        0        0
TOPPAN PRINT                   COM              6897024         21     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         33     8000 SH       DEFINED 01 10            8000        0        0
TOTO                           COM              6897466          5     1000 SH       DEFINED 01 10            1000        0        0
OUTBACK STEAKHOUSE             COM              689899102      104     2953 SH       DEFINED 01               2953        0        0
TOSTEM CORP.                   COM              6900212         17     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
TOYODA INSUSTRIES              COM              6900546          6      400 SH       DEFINED 01 10             400        0        0
TOYOTA MOTOR                   COM              6900643        196     7400 SH       DEFINED 01 10            7400        0        0
TRANS COSMOS                   COM              6900955          2      100 SH       DEFINED 01 10             100        0        0
OVERSEAS SHIPBUILDING GROUP    COM              690368105       30     1412 SH       DEFINED 01               1412        0        0
OVERTURE SERVICES INC          COM              69039R100      908    36326 SH       DEFINED 01              36326        0        0
OWENS & MINOR                  COM              690732102     2159   109273 SH       DEFINED 01             109273        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     1051    76499 SH       DEFINED 01              76499        0        0
OWENS ILLINOIS INC             COM              690768403       87     6310 SH       DEFINED 01 02               0     6310        0
OWENS ILLINOIS INC             COM              690768403        6      413 SH       DEFINED 01 03               0      413        0
OWENS ILLINOIS INC             COM              690768403      118     8600 SH       DEFINED 01 05               0     8600        0
UBE INDUSTRI                   COM              6910705          3     2000 SH       DEFINED 01 10            2000        0        0
UNI-CHARM CORP.                COM              6911485          8      200 SH       DEFINED 01 10             200        0        0
OXFORD HEALTH                  COM              691471106        5      100 SH       DEFINED 01 02               0      100        0
OXFORD HEALTH PLANS            COM              691471106    13803   297090 SH       DEFINED 01             297090        0        0
OXFORD HEALTH PLANS            COM              691471106       98     2100 SH       DEFINED 01 03               0     2100        0
OXFORD HEALTH PLANS            COM              691471106    17753   382100 SH       DEFINED 01 05               0   382100        0
OXFORD INDUSTRIES              COM              691497309      675    24094 SH       DEFINED 01              24094        0        0
UNITED O/SEAS BK (LOCAL SHR'S) COM              6916781         22     3112 SH       DEFINED 01 10            3112        0        0
UNITED OVERSEAS LAND           COM              6916844          1     1000 SH       DEFINED 01 10            1000        0        0
VENTURE CORP                   COM              6927374          8     1000 SH       DEFINED 01 10            1000        0        0
PC-TEL                         COM              69325Q105     3363   496745 SH       DEFINED 01             496745        0        0
PC-TEL                         COM              69325Q105      211    31100 SH       DEFINED 01 05               0    31100        0
P-COM INC                      COM              693262206        0       42 SH       DEFINED 01                 42        0        0
PDI INC                        COM              69329V100        1       39 SH       DEFINED 01                 39        0        0
PG&E                           COM              69331C108     3269   182762 SH       DEFINED 01             182762        0        0
PG&E                           COM              69331C108     1663    92946 SH       DEFINED 01 03               0    92946        0
PG&E                           COM              69331C108      148     8303 SH       DEFINED 01 05               0     8303        0
PFF BANCORP INC                COM              69331W104     1037    27000 SH       DEFINED 01              27000        0        0
PFF BANCORP INC                COM              69331W104       38      990 SH       DEFINED 01 02               0      990        0
PFF BANCORP INC                COM              69331W104        3       66 SH       DEFINED 01 03               0       66        0
PFF BANCORP INC                COM              69331W104      111     2900 SH       DEFINED 01 05               0     2900        0
P.F. CHANGS CHINA B            COM              69333Y108    44910  1429340 SH       DEFINED 01 02               0  1429340        0
P.F. CHANG'S CHINA BISTRO      COM              69333Y108     2441    77700 SH       DEFINED 01              77700        0        0
P.F. CHANG'S CHINA BISTRO      COM              69333Y108     1232    39200 SH       DEFINED 01 03               0    39200        0
PIMCO TOTAL RETURN FUND        COM              693390726     5416   509469 SH       DEFINED 01 03               0   509469        0
PLX TECHNOLOGY                 COM              693417107      351    82500 SH       DEFINED 01              82500        0        0
PMA CAPITAL CORP A             COM              693419202     4319   204200 SH       DEFINED 01             204200        0        0
PMA CAPITAL CORP A             COM              693419202      338    16000 SH       DEFINED 01 05               0    16000        0
PMC-SIERRA                     COM              69344F106       83     8913 SH       DEFINED 01               8913        0        0
PMC-SIERRA                     COM              69344F106      400    43091 SH       DEFINED 01 03               0    43091        0
PMC-SIERRA                     COM              69344F106       17     1785 SH       DEFINED 01 05               0     1785        0
PMC-SIERRA INC                 COM              69344F106      969   104305 SH       DEFINED 01 02               0   104305        0
PMI GROUP                      COM              69344M101      130     3400 SH       DEFINED 01               3400        0        0
PNC FINANCIAL SERVICES GROUP   COM              693475105    29798   569967 SH       DEFINED 01             569967        0        0
PNC FINANCIAL SERVICES GROUP   COM              693475105     3574    68364 SH       DEFINED 01 03               0    68364        0
PNC FINANCIAL SERVICES GROUP   COM              693475105    28925   553263 SH       DEFINED 01 05               0   553263        0
PNM RESOURCES                  COM              69349H107     3287   135841 SH       DEFINED 01             135841        0        0
PNM RESOURCES                  COM              69349H107        7      274 SH       DEFINED 01 03               0      274        0
PNM RESOURCES                  COM              69349H107      237     9800 SH       DEFINED 01 05               0     9800        0
PNM RESOURCES INC              COM              69349H107      102     4205 SH       DEFINED 01 02               0     4205        0
PPG INDS                       COM              693506107    14644   236557 SH       DEFINED 01             236557        0        0
PPG INDS                       COM              693506107     2553    41249 SH       DEFINED 01 03               0    41249        0
PPG INDS                       COM              693506107      429     6922 SH       DEFINED 01 05               0     6922        0
PPG INDUSTRIES INC             COM              693506107     2548    41161 SH       DEFINED 01 02               0    41161        0
PPL                            COM              69351T106    19982   604053 SH       DEFINED 01             604053        0        0
PPL                            COM              69351T106     1145    34627 SH       DEFINED 01 03               0    34627        0
PPL                            COM              69351T106       52     1582 SH       DEFINED 01 05               0     1582        0
PRG-SCHULTZ INTL               COM              69357C107     2642   214567 SH       DEFINED 01             214567        0        0
PS BUSINESS PARKS              COM              69360J107        3       88 SH       DEFINED 01                 88        0        0
PSS WORLD MEDICAL              COM              69366A100     1844   227696 SH       DEFINED 01             227696        0        0
PSS WORLD MEDICAL              COM              69366A100      106    13050 SH       DEFINED 01 02               0    13050        0
PSS WORLD MEDICAL              COM              69366A100        7      834 SH       DEFINED 01 03               0      834        0
PSS WORLD MEDICAL              COM              69366A100      199    24600 SH       DEFINED 01 05               0    24600        0
PACCAR                         COM              693718108      513    11535 SH       DEFINED 01              11535        0        0
PACCAR                         COM              693718108     1210    27259 SH       DEFINED 01 03               0    27259        0
PACCAR                         COM              693718108       55     1245 SH       DEFINED 01 05               0     1245        0
PAC-WEST TELECOMM              COM              69371Y101        0      132 SH       DEFINED 01                132        0        0
PACER INTERNATIONAL INC        COM              69373H106     3448   200000 SH       DEFINED 01             200000        0        0
PACER INTERNATIONAL INC        COM              69373H106     3741   217000 SH       DEFINED 01 05               0   217000        0
THE WAREHOUSE GROUP LIMITED    COM              6939625          2      474 SH       DEFINED 01 10             474        0        0
PACIFIC CAP BANCORP            COM              69404P101        2       80 SH       DEFINED 01                 80        0        0
PACIFIC NORTHWEST BA           COM              69466M103       85     2710 SH       DEFINED 01 02               0     2710        0
PACIFIC NORTHWEST BANCORP      COM              69466M103      744    23750 SH       DEFINED 01              23750        0        0
PACIFIC NORTHWEST BANCORP      COM              69466M103        5      175 SH       DEFINED 01 03               0      175        0
PACIFIC NORTHWEST BANCORP      COM              69466M103       77     2450 SH       DEFINED 01 05               0     2450        0
PACIFIC SUNWEAR                COM              694873100        3      140 SH       DEFINED 01 02               0      140        0
PACIFIC SUNWEAR OF CALIFORNIA  COM              694873100     6252   282024 SH       DEFINED 01             282024        0        0
PACIFIC SUNWEAR OF CALIFORNIA  COM              694873100     3104   140000 SH       DEFINED 01 05               0   140000        0
WESFARMERS                     COM              6948836         12      760 SH       DEFINED 01 10             760        0        0
PACIFICARE HEALTH SYSTEMS      COM              695112102    40704  1496464 SH       DEFINED 01            1496464        0        0
PACIFICARE HEALTH SYSTEMS      COM              695112102     4654   171087 SH       DEFINED 01 05               0   171087        0
PACKAGING CORP OF AMERICA      COM              695156109       75     3779 SH       DEFINED 01               3779        0        0
PACKETER                       COM              695210104        0       63 SH       DEFINED 01                 63        0        0
PACTIV                         COM              695257105      103     4369 SH       DEFINED 01               4369        0        0
PACTIV                         COM              695257105      882    37213 SH       DEFINED 01 03               0    37213        0
PACTIV                         COM              695257105       40     1698 SH       DEFINED 01 05               0     1698        0
WMC                            COM              6954985         12     2441 SH       DEFINED 01 10            2441        0        0
WESTFIELD TR                   COM              6956312          7     3643 SH       DEFINED 01 10            3643        0        0
WEST JAPAN RAILWAY             COM              6957995         12        3 SH       DEFINED 01 10               3        0        0
PALL                           COM              696429307       69     3307 SH       DEFINED 01               3307        0        0
PALL                           COM              696429307      599    28879 SH       DEFINED 01 03               0    28879        0
PALL                           COM              696429307       27     1319 SH       DEFINED 01 05               0     1319        0
PALM                           COM              696642107      619   351385 SH       DEFINED 01             351385        0        0
PALM                           COM              696642107      240   136288 SH       DEFINED 01 03               0   136288        0
PALM                           COM              696642107       11     6240 SH       DEFINED 01 05               0     6240        0
WING TAI HLDGS                 COM              6972385          1     2000 SH       DEFINED 01 10            2000        0        0
WORLD CO                       COM              6977971          4      150 SH       DEFINED 01 10             150        0        0
PANAMSAT CORP                  COM              697933109      124     5491 SH       DEFINED 01               5491        0        0
WOODSIDE PETROLEUM LTD         COM              6979728          9     1220 SH       DEFINED 01 10            1220        0        0
PAN PACIFIC RETAIL PROPERTIES  COM              69806L104     1863    55300 SH       DEFINED 01              55300        0        0
PAN PACIFIC RETAIL PROPERTIES  COM              69806L104      199     5900 SH       DEFINED 01 05               0     5900        0
WOOLWORTHS L                   COM              6981239         19     2579 SH       DEFINED 01 10            2579        0        0
PANERA BREAD CL A              COM              69840W108     3780   108778 SH       DEFINED 01             108778        0        0
PANERA BREAD CL A              COM              69840W108      424    12200 SH       DEFINED 01 03               0    12200        0
PANERA BREAD CO                COM              69840W108    17454   502254 SH       DEFINED 01 02               0   502254        0
YAMADA DENKI CO LTD            COM              6985026          9      100 SH       DEFINED 01 10             100        0        0
YAMANOUCHI P                   COM              6985383         26     1000 SH       DEFINED 01 10            1000        0        0
YAMAZAKI BAKING                COM              6985509          6     1000 SH       DEFINED 01 10            1000        0        0
YAMATO TRANS                   COM              6985565         18     1000 SH       DEFINED 01 10            1000        0        0
YASUDA                         COM              6986063         12     2000 SH       DEFINED 01 10            2000        0        0
YOKOGAWA ELE                   COM              6986427          8     1000 SH       DEFINED 01 10            1000        0        0
BK OF YOKOHA                   COM              6986449         13     3000 SH       DEFINED 01 10            3000        0        0
PAPA JOHN'S INTL               COM              698813102       27      785 SH       DEFINED 01                785        0        0
PARADYNE NETWORKS              COM              69911G107        0       69 SH       DEFINED 01                 69        0        0
PARAMETRIC TECHNOLOGY          COM              699173100       29     7882 SH       DEFINED 01               7882        0        0
PARAMETRIC TECHNOLOGY          COM              699173100      220    61360 SH       DEFINED 01 03               0    61360        0
PARAMETRIC TECHNOLOGY          COM              699173100       10     2805 SH       DEFINED 01 05               0     2805        0
PAREXEL                        COM              699462107     1116    80252 SH       DEFINED 01              80252        0        0
PARGESA HOLDING AG             COM              699470993      369      179 SH       DEFINED 01                179        0        0
PARK ELECTROCHEMICAL           COM              700416209     7448   281049 SH       DEFINED 01             281049        0        0
PARK ELECTROCHEMICAL           COM              700416209       65     2460 SH       DEFINED 01 02               0     2460        0
PARK ELECTROCHEMICAL           COM              700416209        4      154 SH       DEFINED 01 03               0      154        0
PARK ELECTROCHEMICAL           COM              700416209      505    19051 SH       DEFINED 01 05               0    19051        0
PARK NATIONAL CORP             COM              700658107        5       57 SH       DEFINED 01                 57        0        0
PARK-OHIO HOLDINGS             COM              700666100        4     1000 SH       DEFINED 01               1000        0        0
PARK PLACE ENT COR             COM              700690100      119    11607 SH       DEFINED 01              11607        0        0
PARK PLACE ENT COR             COM              700690100     3513   342700 SH       DEFINED 01 05               0   342700        0
PARKER DRILLING                COM              701081101       86    25990 SH       DEFINED 01 02               0    25990        0
PARKER DRILLING COMPANY        COM              701081101        5     1656 SH       DEFINED 01 03               0     1656        0
PARKER-HANNIFIN                COM              701094104    60430  1264491 SH       DEFINED 01            1264491        0        0
PARKER-HANNIFIN                COM              701094104      640    13400 SH       DEFINED 01 02               0    13400        0
PARKER-HANNIFIN                COM              701094104     3311    69284 SH       DEFINED 01 03               0    69284        0
PARKER-HANNIFIN                COM              701094104    12236   256020 SH       DEFINED 01 05               0   256020        0
PARMALAT FINANZIARIA           COM              701799991     1424   460800 SH       DEFINED 01             460800        0        0
DEUTSCHE BOERSE AG             COM              7021963          9      200 SH       DEFINED 01 10             200        0        0
BAYERISCHE HYPO VEREINSBANK    COM              7023011         13      410 SH       DEFINED 01 10             410        0        0
PATINA OIL AND GAS             COM              703224105     2391    87191 SH       DEFINED 01              87191        0        0
PATINA OIL AND GAS             COM              703224105        3      112 SH       DEFINED 01 02               0      112        0
PATHMARK STORES                COM              70322A101        5      274 SH       DEFINED 01                274        0        0
PATTERSON DENTAL               COM              703412106      130     2592 SH       DEFINED 01               2592        0        0
PATTERSON-UTI ENERGY           COM              703481101     4458   157905 SH       DEFINED 01             157905        0        0
PATTERSON-UTI ENERGY           COM              703481101      102     3600 SH       DEFINED 01 05               0     3600        0
PAXONET COMMUNICATIONS         PRF              704200XX7        0   861064 SH       DEFINED 01             861064        0        0
PAXONET COMMUNICATIONS         PRF              704200XX7        0   921985 SH       DEFINED 01 05               0   921985        0
PAXAR CORPORATION              COM              704227107     2134   127407 SH       DEFINED 01             127407        0        0
PAXAR CORPORATION              COM              704227107       80     4810 SH       DEFINED 01 02               0     4810        0
PAXAR CORPORATION              COM              704227107        5      307 SH       DEFINED 01 03               0      307        0
PAXSON COMMUNICATIONS CL A     COM              704231109      262    45168 SH       DEFINED 01              45168        0        0
PAXSON COMMUNICATION           PRF              704231505        7        9 SH       DEFINED 01 05               0        9        0
PAYCHEX                        COM              704326107    45849  1465285 SH       DEFINED 01            1465285        0        0
PAYCHEX                        COM              704326107     8152   260496 SH       DEFINED 01 03               0   260496        0
PAYCHEX                        COM              704326107    17166   548654 SH       DEFINED 01 05               0   548654        0
PAYCHEX INC                    COM              704326107    97656  3120959 SH       DEFINED 01 02               0  3120959        0
PAYLESS SHOESOURCE             COM              704379106       50      881 SH       DEFINED 01                881        0        0
PEABODY ENERGY CORP            COM              704549104        7      247 SH       DEFINED 01                247        0        0
PEARSON PLC                    COM              705010999      110    11052 SH       DEFINED 01              11052        0        0
PEC SOLUTIONS                  COM              705107100      712    29760 SH       DEFINED 01              29760        0        0
PECO II                        COM              705221109     1961   585300 SH       DEFINED 01             585300        0        0
PECO II                        COM              705221109      221    65900 SH       DEFINED 01 05               0    65900        0
PEDIATRIX                      COM              705324101       68     2710 SH       DEFINED 01 02               0     2710        0
PEDIATRIX MEDICAL GROUP        COM              705324101     3970   158803 SH       DEFINED 01             158803        0        0
PEDIATRIX MEDICAL GROUP        COM              705324101        4      175 SH       DEFINED 01 03               0      175        0
PEDIATRIX MEDICAL GROUP        COM              705324101      195     7800 SH       DEFINED 01 05               0     7800        0
PEGASUS SATELLITE SERIES B  12 PRF              70558A502        0        1 SH       DEFINED 01                  1        0        0
PEGASUS SATELLITE SERIES B  12 PRF              70558A502        0        2 SH       DEFINED 01 05               0        2        0
PEGASUS COMMUNICATIONS         COM              705904100        6     8137 SH       DEFINED 01               8137        0        0
PEGASUS SOLUTIONS              COM              705906105        3      180 SH       DEFINED 01 02               0      180        0
PEGASUS SOLUTIONS INC          COM              705906105     3808   217617 SH       DEFINED 01             217617        0        0
PEGASUS SOLUTIONS INC          COM              705906105      264    15100 SH       DEFINED 01 05               0    15100        0
SODEXHO ALLI                   COM              7062713         13      340 SH       DEFINED 01 10             340        0        0
PENAUILLE POLYSERVICES         COM              706589991       85     4000 SH       DEFINED 01               4000        0        0
NORSKE                         COM              7070396          5      250 SH       DEFINED 01 10             250        0        0
PENFORD CORP                   COM              707051108      443    24468 SH       DEFINED 01              24468        0        0
PENN NATIONAL GAMING           COM              707569109        3      160 SH       DEFINED 01 02               0      160        0
PENN NATL GAMING               COM              707569109      944    52000 SH       DEFINED 01              52000        0        0
PENN NATL GAMING               COM              707569109      116     6400 SH       DEFINED 01 05               0     6400        0
UNIBAIL SA                     COM              7076242          6      102 SH       DEFINED 01 10             102        0        0
NOVO-NORDISK                   COM              7077524         33     1000 SH       DEFINED 01 10            1000        0        0
PENNEY (JC)                    COM              708160106      774    35169 SH       DEFINED 01              35169        0        0
PENNEY (JC)                    COM              708160106     1385    62902 SH       DEFINED 01 03               0    62902        0
PENNEY (JC)                    COM              708160106       63     2883 SH       DEFINED 01 05               0     2883        0
PENNFED FINL SVCS              COM              708167101       49     1720 SH       DEFINED 01 02               0     1720        0
PENNFED FINL SVCS              COM              708167101        3      110 SH       DEFINED 01 03               0      110        0
AXA                            COM              7088429         78     4280 SH       DEFINED 01 10            4280        0        0
PENNZOIL-QUAKER STATE          COM              709323109     3297   153174 SH       DEFINED 01             153174        0        0
PENTAIR                        COM              709631105     6363   132362 SH       DEFINED 01             132362        0        0
PENTAIR                        COM              709631105       35      725 SH       DEFINED 01 03               0      725        0
PENTAIR                        COM              709631105      135     2800 SH       DEFINED 01 05               0     2800        0
PENTON MEDIA INC               COM              709668107      220   102221 SH       DEFINED 01             102221        0        0
GPE BRUXELLE                   COM              7097328         17      330 SH       DEFINED 01 10             330        0        0
PORSCHE AG-PFD                 COM              7101069          6       12 SH       DEFINED 01 10              12        0        0
PEOPLES BANK                   COM              710198102       10      393 SH       DEFINED 01                393        0        0
NOVARTIS AG                    COM              7103065        391     8883 SH       DEFINED 01 10            8883        0        0
PEUGEOT SA                     COM              7103526         25      474 SH       DEFINED 01 10             474        0        0
NKT HOLDING A/S                COM              7106354          1      100 SH       DEFINED 01 10             100        0        0
HEINEKEN NV                    COM              7108048         38      865 SH       DEFINED 01 10             865        0        0
ABB LTD                        COM              7108899         32     3640 SH       DEFINED 01 10            3640        0        0
ROCHE HOLDING AG-BEARER        COM              7108918         41      357 SH       DEFINED 01 10             357        0        0
PEOPLES ENERGY                 COM              711030106       40     1100 SH       DEFINED 01               1100        0        0
PEOPLES ENERGY                 COM              711030106      306     8351 SH       DEFINED 01 03               0     8351        0
PEOPLES ENERGY                 COM              711030106       14      381 SH       DEFINED 01 05               0      381        0
ROCHE HLDGS                    COM              7110388        157     2073 SH       DEFINED 01 10            2073        0        0
ADECCO SA                      COM              7110720         23      391 SH       DEFINED 01 10             391        0        0
HOLCIM LTD                     COM              7110764         23      100 SH       DEFINED 01 10             100        0        0
INDITEX +                      COM              7111314         13      632 SH       DEFINED 01 10             632        0        0
CLARIANT AG                    COM              7113990          5      211 SH       DEFINED 01 10             211        0        0
SUEZ                           COM              7118047         40     1493 SH       DEFINED 01 10            1493        0        0
KUDELSKI SA                    COM              7121250          4      116 SH       DEFINED 01 10             116        0        0
SUEZ LYINNAISE DES EAUX        COM              7121391         26     1000 SH       DEFINED 01 10            1000        0        0
NESTLE SA                      COM              7123870        300     1285 SH       DEFINED 01 10            1285        0        0
UBS AG                         COM              7126114        202     4016 SH       DEFINED 01 10            4016        0        0
PEOPLE SOFT                    COM              712713106       48     3200 SH       DEFINED 01 02               0     3200        0
PEOPLESOFT                     COM              712713106     7932   532996 SH       DEFINED 01             532996        0        0
PEOPLESOFT                     COM              712713106     1103    74164 SH       DEFINED 01 03               0    74164        0
PEOPLESOFT                     COM              712713106     9535   640750 SH       DEFINED 01 05               0   640750        0
PARMALAT FIN                   COM              7128369          4     1300 SH       DEFINED 01 10            1300        0        0
BANCA MONTE                    COM              7128541          8     2500 SH       DEFINED 01 10            2500        0        0
BENETTON GRO                   COM              7128563          5      400 SH       DEFINED 01 10             400        0        0
SAS NORGE ASA CL A             COM              7130728          1      135 SH       DEFINED 01 10             135        0        0
PEP BOYS                       COM              713278109     2780   164959 SH       DEFINED 01             164959        0        0
STATOIL ASA                    COM              7133608         15     1702 SH       DEFINED 01 10            1702        0        0
PEPSI BOTTLING GROUP           COM              713409100    35337  1147317 SH       DEFINED 01            1147317        0        0
PEPSI BOTTLING GROUP           COM              713409100     2171    70479 SH       DEFINED 01 03               0    70479        0
PEPSI BOTTLING GROUP           COM              713409100     1203    39046 SH       DEFINED 01 05               0    39046        0
PEPSIAMERICAS                  COM              71343P200     1403    93870 SH       DEFINED 01              93870        0        0
PEPSICO                        COM              713448108      964    20000 SH       DEFINED 01                  0    20000        0
PEPSICO                        COM              713448108   214832  4457112 SH       DEFINED 01            4457112        0        0
PEPSICO                        COM              713448108    17624   365720 SH       DEFINED 01 02               0   365720        0
PEPSICO                        COM              713448108    20251   420125 SH       DEFINED 01 03               0   420125        0
PEPSICO                        COM              713448108    79180  1642739 SH       DEFINED 01 05               0  1642739        0
PEREGRINE SYSTEMS              COM              71366Q101        0     1314 SH       DEFINED 01               1314        0        0
PERFORMANCE FOOD               COM              713755106      436    12854 SH       DEFINED 01 02               0    12854        0
PERFORMANCE FOOD GROUP         COM              713755106    15653   462293 SH       DEFINED 01             462293        0        0
PERFORMANCE FOOD GROUP         COM              713755106      758    22400 SH       DEFINED 01 03               0    22400        0
PERFORMANCE FOOD GROUP         COM              713755106      495    14624 SH       DEFINED 01 05               0    14624        0
PERICOM SEMICONDUCTOR          COM              713831105      947    81709 SH       DEFINED 01              81709        0        0
PERKINELMER                    COM              714046109       38     3498 SH       DEFINED 01               3498        0        0
PERKINELMER                    COM              714046109      327    29586 SH       DEFINED 01 03               0    29586        0
PERKINELMER                    COM              714046109       15     1346 SH       DEFINED 01 05               0     1346        0
SKANSKA AB                     COM              7142091          8     1200 SH       DEFINED 01 10            1200        0        0
PEROT SYSTEMS CL A             COM              714265105      850    78113 SH       DEFINED 01              78113        0        0
PEROT SYSTEMS CL A             COM              714265105       76     7000 SH       DEFINED 01 05               0     7000        0
PERPETUAL TRUSTEES AUSTRALIA   COM              714279999      241    10000 SH       DEFINED 01              10000        0        0
PERRIGO                        COM              714290103     2445   188103 SH       DEFINED 01             188103        0        0
PERRIGO                        COM              714290103        3      261 SH       DEFINED 01 03               0      261        0
PERRIGO                        COM              714290103     3055   235000 SH       DEFINED 01 05               0   235000        0
PERRIGO COMPANY                COM              714290103       58     4514 SH       DEFINED 01 02               0     4514        0
ENEL SPA                       COM              7144569         39     6876 SH       DEFINED 01 10            6876        0        0
ENI                            COM              7145056        145     9100 SH       DEFINED 01 10            9100        0        0
DEXIA                          COM              7147610         35     2231 SH       DEFINED 01 10            2231        0        0
RICHEMONT                      COM              7151116         39     1694 SH       DEFINED 01 10            1694        0        0
LOGITECH INTL. +               COM              7151149          6      127 SH       DEFINED 01 10             127        0        0
ING GROEP NV                   COM              7154182        143     5564 SH       DEFINED 01 10            5564        0        0
BANCO DI ROMA                  COM              7154609          6     3000 SH       DEFINED 01 10            3000        0        0
CASTORAMA DUBOIS               COM              7155613         14      217 SH       DEFINED 01 10             217        0        0
PERVASIVE SOFTWARE             COM              715710109        0       55 SH       DEFINED 01                 55        0        0
PETCO ANIMAL SUP INC           COM              716016209     2342    94000 SH       DEFINED 01              94000        0        0
PETCO ANIMAL SUP INC           COM              716016209       73     2950 SH       DEFINED 01 02               0     2950        0
PETCO ANIMAL SUP INC           COM              716016209        4      175 SH       DEFINED 01 03               0      175        0
PETCO ANIMAL SUP INC           COM              716016209      264    10600 SH       DEFINED 01 05               0    10600        0
CORP MAPFRE                    COM              7160628          3      426 SH       DEFINED 01 10             426        0        0
PETROLEO BRASILEIRO            COM              716530555     5004   269133 SH       DEFINED 01             269133        0        0
PETROLEO BRASILEIRO            COM              716530555      193    10398 SH       DEFINED 01 05               0    10398        0
PETROLEO BRASILEIRO            COM              71654V408       34     1800 SH       DEFINED 01 02               0     1800        0
PETROLEO BRASILEIRO ADR        COM              71654V408    31684  1680000 SH       DEFINED 01            1680000        0        0
PETROLEO BRASILEIRO ADR        COM              71654V408     1164    61700 SH       DEFINED 01 03               0    61700        0
PETROLEO BRASILEIRO ADR        COM              71654V408     4929   261365 SH       DEFINED 01 05               0   261365        0
PETSMART                       COM              716768106     1017    63371 SH       DEFINED 01              63371        0        0
PETSMART                       COM              716768106       57     3552 SH       DEFINED 01 02               0     3552        0
PETSMART                       COM              716768106        4      219 SH       DEFINED 01 03               0      219        0
PETSMART                       COM              716768106      127     7900 SH       DEFINED 01 05               0     7900        0
PSA PEUGEOT CITROEN            COM              716826995     4728    91100 SH       DEFINED 01              91100        0        0
PHARMACYCLICS                  COM              716933106        0       57 SH       DEFINED 01                 57        0        0
PFIZER INC                     COM              717081103     3990   100400 SH       DEFINED 11 12               0   100400        0
PFIZER INC                     COM              717081103    36042   906960 SH       DEFINED 11 12 13            0   906960        0
PFIZER                         COM              717081103    15405   440150 SH       DEFINED 01                  0   440150        0
PFIZER                         COM              717081103   754309 21551738 SH       DEFINED 01           21551738        0        0
PFIZER                         COM              717081103    65230  1863501 SH       DEFINED 01 02               0  1863501        0
PFIZER                         COM              717081103    52077  1487893 SH       DEFINED 01 03               0  1487893        0
PFIZER                         COM              717081103   300234  8578120 SH       DEFINED 01 05               0  8578120        0
PHARMACEUTICAL PROD            COM              717124101      572    21700 SH       DEFINED 01 02               0    21700        0
PHARMACEUTICAL PRODUCT DEVELOP COM              717124101     5445   206715 SH       DEFINED 01             206715        0        0
PHARMACEUTICAL PRODUCT DEVELOP COM              717124101     7028   266800 SH       DEFINED 01 05               0   266800        0
PHARMACEUTICAL RES.            COM              717125108        4      140 SH       DEFINED 01 02               0      140        0
PHARMACEUTICAL RESOURCES       COM              717125108        4      158 SH       DEFINED 01                158        0        0
PHARMACOPEIA                   COM              71713B104        1       63 SH       DEFINED 01                 63        0        0
PHARMACOPEIA                   COM              71713B104        1      100 SH       DEFINED 01 02               0      100        0
PHARMACIA CORPORATION          COM              71713U102     2908    64500 SH       DEFINED 11 12               0    64500        0
PHARMACIA CORPORATION          COM              71713U102    27503   610100 SH       DEFINED 11 12 13            0   610100        0
PHARMACIA                      COM              71713U102   143406  3829267 SH       DEFINED 01            3829267        0        0
PHARMACIA                      COM              71713U102    11503   307180 SH       DEFINED 01 03               0   307180        0
PHARMACIA                      COM              71713U102    69346  1851703 SH       DEFINED 01 05               0  1851703        0
PHARMACIA CORP                 COM              71713U102     3183    85002 SH       DEFINED 01                  0    85002        0
PHARMACIA CORP                 COM              71713U102     5106   136325 SH       DEFINED 01 02               0   136325        0
CREDIT SUISS                   COM              7171589        110     3450 SH       DEFINED 01 10            3450        0        0
PHELPS DODGE                   COM              717265102     8503   206371 SH       DEFINED 01             206371        0        0
PHELPS DODGE                   COM              717265102    30849   748763 SH       DEFINED 01 02               0   748763        0
PHELPS DODGE                   COM              717265102     1077    26127 SH       DEFINED 01 03               0    26127        0
PHELPS DODGE                   COM              717265102     9927   240956 SH       DEFINED 01 05               0   240956        0
PHILADELPHIA CONS HD           COM              717528103     5047   111318 SH       DEFINED 01             111318        0        0
PHILADELPHIA CONS HD           COM              717528103       94     2090 SH       DEFINED 01 02               0     2090        0
PHILADELPHIA CONS HD           COM              717528103        6      132 SH       DEFINED 01 03               0      132        0
PHILADELPHIA CONS HD           COM              717528103      204     4500 SH       DEFINED 01 05               0     4500        0
PHILADELPHIA SUBN              COM              718009608     4453   220453 SH       DEFINED 01             220453        0        0
KONINKLIJKE (ROYAL) PHILIPS EL COM              718040991    33305  1192918 SH       DEFINED 01            1192918        0        0
KONINKLIJKE (ROYAL) PHILIPS EL COM              718040991     7556   270625 SH       DEFINED 01 03               0   270625        0
KONINKLIJKE (ROYAL) PHILIPS EL COM              718040991    25991   930897 SH       DEFINED 01 05               0   930897        0
PHILIP MORRIS                  COM              718154107   614639 14071445 SH       DEFINED 01           14071445        0        0
PHILIP MORRIS                  COM              718154107      784    17952 SH       DEFINED 01 02               0    17952        0
PHILIP MORRIS                  COM              718154107    23213   531448 SH       DEFINED 01 03               0   531448        0
PHILIP MORRIS                  COM              718154107   194306  4448425 SH       DEFINED 01 05               0  4448425        0
SWATCH GROUP                   COM              7184725          9      100 SH       DEFINED 01 10             100        0        0
SWATCH GROUP                   COM              7184736          8      400 SH       DEFINED 01 10             400        0        0
PHILLIPS PETROLEUM             COM              718507106     7172   121804 SH       DEFINED 01                  0   121804        0
PHILLIPS PETROLEUM             COM              718507106    90870  1543293 SH       DEFINED 01            1543293        0        0
PHILLIPS PETROLEUM             COM              718507106      564     9570 SH       DEFINED 01 02               0     9570        0
PHILLIPS PETROLEUM             COM              718507106     6433   109238 SH       DEFINED 01 03               0   109238        0
PHILLIPS PETROLEUM             COM              718507106    86431  1467871 SH       DEFINED 01 05               0  1467871        0
PHILLIPS-VAN HEUSEN            COM              718592108     1741   111592 SH       DEFINED 01             111592        0        0
SWISS REINSURANCE CO. REGD     COM              7189816         93      953 SH       DEFINED 01 10             953        0        0
PHOENIX COMPANIES              COM              71902E109     7654   417145 SH       DEFINED 01             417145        0        0
PHOENIX COMPANIES              COM              71902E109      565    30800 SH       DEFINED 01 05               0    30800        0
PHOENIXTEC POWER CO            COM              719080996     2271  2930000 SH       DEFINED 01            2930000        0        0
PHOENIX TECHNOLOGY             COM              719153108      834    83445 SH       DEFINED 01              83445        0        0
PHONETEL TECHNOLOGIES INC      COM              71921H505       81  2034800 SH       DEFINED 01            2034800        0        0
PHONETEL TECHNOLOGIES INC      COM              71921H505       41  1035580 SH       DEFINED 01 05               0  1035580        0
PHOTON DYNAMICS                COM              719364101     3611   120349 SH       DEFINED 01             120349        0        0
PHOTON DYNAMICS                COM              719364101        4      130 SH       DEFINED 01 02               0      130        0
PHOTON DYNAMICS                COM              719364101      159     5300 SH       DEFINED 01 05               0     5300        0
PHOTRONICS                     COM              719405102     3536   186663 SH       DEFINED 01             186663        0        0
PHOTRONICS                     COM              719405102      100     5268 SH       DEFINED 01 05               0     5268        0
PHOTRONICS CORP                COM              719405102        2      120 SH       DEFINED 01 02               0      120        0
PIEDMONT NATURAL GAS           COM              720186105     3883   104999 SH       DEFINED 01             104999        0        0
PIER 1 IMPORTS                 COM              720279108    10414   501907 SH       DEFINED 01             501907        0        0
PIER 1 IMPORTS                 COM              720279108        6      285 SH       DEFINED 01 03               0      285        0
PIER 1 IMPORTS                 COM              720279108      203     9800 SH       DEFINED 01 05               0     9800        0
PIER ONE IMPORTS INC           COM              720279108       90     4310 SH       DEFINED 01 02               0     4310        0
ESSILOR INTL                   COM              7212477          9      230 SH       DEFINED 01 10             230        0        0
PINKROCCADE NV                 COM              723435996      113    13925 SH       DEFINED 01              13925        0        0
PINNACLE ENTERTAINMENT INC     COM              723456109      884    83216 SH       DEFINED 01              83216        0        0
PINNACLE                       COM              723481107        3      260 SH       DEFINED 01 02               0      260        0
PINNACLE SYSTEMS               COM              723481107     2071   188452 SH       DEFINED 01             188452        0        0
PINNACLE WEST CAPITAL          COM              723484101    17868   452349 SH       DEFINED 01             452349        0        0
PINNACLE WEST CAPITAL          COM              723484101      788    19961 SH       DEFINED 01 03               0    19961        0
PINNACLE WEST CAPITAL          COM              723484101       36      908 SH       DEFINED 01 05               0      908        0
PIONEER NATURAL RES            COM              723787107      813    31200 SH       DEFINED 01 02               0    31200        0
PIONEER NATURAL RESOURCES      COM              723787107    58482  2244981 SH       DEFINED 01            2244981        0        0
PIONEER NATURAL RESOURCES      COM              723787107     1662    63800 SH       DEFINED 01 03               0    63800        0
PIONEER NATURAL RESOURCES      COM              723787107     7578   290900 SH       DEFINED 01 05               0   290900        0
PIONEER STANDARD               COM              723877106     1889   181842 SH       DEFINED 01             181842        0        0
PIONEER STANDARD               COM              723877106       94     9000 SH       DEFINED 01 05               0     9000        0
PIONEER STANDARD ELE           COM              723877106        2      210 SH       DEFINED 01 02               0      210        0
BILLERUD AB                    COM              7240371          1       92 SH       DEFINED 01 10              92        0        0
PITNEY BOWES                   COM              724479100    33975   855374 SH       DEFINED 01             855374        0        0
PITNEY BOWES                   COM              724479100     2367    59595 SH       DEFINED 01 03               0    59595        0
PITNEY BOWES                   COM              724479100     2514    63301 SH       DEFINED 01 05               0    63301        0
PITTSTON BRINK'S GROUP         COM              725701106       56     2310 SH       DEFINED 01               2310        0        0
PITTSTON BRINK'S GROUP         COM              725701106        4      165 SH       DEFINED 01 03               0      165        0
PITTSTON BRINKS GRP            COM              725701106       62     2590 SH       DEFINED 01 02               0     2590        0
PIXAR                          COM              725811103      857    19423 SH       DEFINED 01              19423        0        0
PIXELWORKS                     COM              72581M107        1       79 SH       DEFINED 01                 79        0        0
PLACER DOME                    COM              725906101     4331   386275 SH       DEFINED 01             386275        0        0
PLACER DOME                    COM              725906101      870    77617 SH       DEFINED 01 03               0    77617        0
PLACER DOME                    COM              725906101      158    14053 SH       DEFINED 01 05               0    14053        0
PLAINS ALL AMERN PIP           COM              726503105        6      251 SH       DEFINED 01                251        0        0
PLAINS RESOURCES INC           COM              726540503     2047    76510 SH       DEFINED 01              76510        0        0
FORTIS GROUP                   COM              7266139         72     3382 SH       DEFINED 01 10            3382        0        0
PLANAR SYSTEMS                 COM              726900103     2251   116920 SH       DEFINED 01             116920        0        0
PLANAR SYSTEMS                 COM              726900103      159     8260 SH       DEFINED 01 05               0     8260        0
PLANAR SYSTEMS INC             COM              726900103        2      120 SH       DEFINED 01 02               0      120        0
PLANTRONICS                    COM              727493108     1489    78276 SH       DEFINED 01              78276        0        0
PLANTRONICS                    COM              727493108        4      210 SH       DEFINED 01 02               0      210        0
PLANTRONICS                    COM              727493108      167     8790 SH       DEFINED 01 05               0     8790        0
PLAYBOY ENTERPRISES            COM              728117300        1       86 SH       DEFINED 01                 86        0        0
PLAYTEX PRODUCTS               COM              72813P100     2992   231073 SH       DEFINED 01             231073        0        0
ARCELOR                        COM              7281875         14      957 SH       DEFINED 01 10             957        0        0
PLEXUS                         COM              729132100      535    29575 SH       DEFINED 01              29575        0        0
PLUG PWR INC                   COM              72919P103        3      325 SH       DEFINED 01                325        0        0
PLUM CREEK TIMBER              COM              729251108     2114    69106 SH       DEFINED 01              69106        0        0
PLUM CREEK TIMBER              COM              729251108     1329    43440 SH       DEFINED 01 03               0    43440        0
PLUM CREEK TIMBER              COM              729251108       61     1989 SH       DEFINED 01 05               0     1989        0
ZODIAC                         COM              7294334          3      110 SH       DEFINED 01 10             110        0        0
POGO PRODUCING                 COM              730448107    31789   974511 SH       DEFINED 01             974511        0        0
POGO PRODUCING                 COM              730448107     3699   113400 SH       DEFINED 01 03               0   113400        0
POGO PRODUCING                 COM              730448107     1068    32749 SH       DEFINED 01 05               0    32749        0
POGO PRODUCING CO              COM              730448107    49344  1512707 SH       DEFINED 01 02               0  1512707        0
POSCO                          COM              730455995     3684    33200 SH       DEFINED 01              33200        0        0
POSCO                          COM              730455995      153     1380 SH       DEFINED 01 05               0     1380        0
BNP PARIBAS S.A.               COM              7309681        133     2410 SH       DEFINED 01 10            2410        0        0
POLARIS INDS INC               COM              731068102     4855    74694 SH       DEFINED 01              74694        0        0
POLARIS INDS INC               COM              731068102        3       50 SH       DEFINED 01 02               0       50        0
BANCO ESPIRITO NEW             COM              7315451          3      244 SH       DEFINED 01 10             244        0        0
POLO RALPH LAUREN              COM              731572103        9      384 SH       DEFINED 01                384        0        0
POLYCOM                        COM              73172K104     5892   491388 SH       DEFINED 01             491388        0        0
POLYCOM                        COM              73172K104      199    16600 SH       DEFINED 01 05               0    16600        0
POLYMEDICA                     COM              731738100      990    38776 SH       DEFINED 01              38776        0        0
POLYMER                        COM              731745105        0      116 SH       DEFINED 01                116        0        0
POLYONE CORP                   COM              73179P106     5367   477049 SH       DEFINED 01             477049        0        0
POLYONE CORP                   COM              73179P106       89     7890 SH       DEFINED 01 02               0     7890        0
POLYONE CORP                   COM              73179P106        6      505 SH       DEFINED 01 03               0      505        0
POLYONE CORP                   COM              73179P106      240    21300 SH       DEFINED 01 05               0    21300        0
POMEROY COMPUTER RES           COM              731822102      700    48000 SH       DEFINED 01              48000        0        0
POMEROY COMPUTER RES           COM              731822102       52     3560 SH       DEFINED 01 02               0     3560        0
POMEROY COMPUTER RES           COM              731822102        3      219 SH       DEFINED 01 03               0      219        0
POMEROY COMPUTER RES           COM              731822102       87     6000 SH       DEFINED 01 05               0     6000        0
AUTOROUTES ASF +               COM              7327274          7      247 SH       DEFINED 01 10             247        0        0
POPE & TALBOT                  COM              732827100      939    50113 SH       DEFINED 01              50113        0        0
POPULAR INC                    COM              733174106       11      312 SH       DEFINED 01                312        0        0
LONZA GROUP AG                 COM              7333378         15      200 SH       DEFINED 01 10             200        0        0
KONE CORP                      COM              7347573          4      120 SH       DEFINED 01 10             120        0        0
PORTAL SOFTWARE                COM              736126103      109   145113 SH       DEFINED 01             145113        0        0
PORTAL SOFTWARE                COM              736126103     2744  3662730 SH       DEFINED 01 02               0  3662730        0
PORTAL SOFTWARE                COM              736126103       16    21950 SH       DEFINED 01 03               0    21950        0
PORTERA SERIES G               PRF              736400XX5        0  1446270 SH       DEFINED 01            1446270        0        0
PORTERA SERIES G               PRF              736400XX5        0  2382091 SH       DEFINED 01 05               0  2382091        0
PORTUGAL TELECOM SGPS          COM              737260992    18076  2559986 SH       DEFINED 01            2559986        0        0
PORTUGAL TELECOM SGPS          COM              737260992     2275   322095 SH       DEFINED 01 03               0   322095        0
PORTUGAL TELECOM SGPS          COM              737260992    12773  1808859 SH       DEFINED 01 05               0  1808859        0
POST PROPERTIES                COM              737464107        9      285 SH       DEFINED 01                285        0        0
KAMPS AG                       COM              7375251          2      200 SH       DEFINED 01 10             200        0        0
POTASH CORP SASK INC           COM              73755L107      240     3600 SH       DEFINED 01               3600        0        0
POTLATCH                       COM              737628107     2288    67264 SH       DEFINED 01              67264        0        0
POTLATCH                       COM              737628107        6      172 SH       DEFINED 01 03               0      172        0
POTLATCH                       COM              737628107      245     7200 SH       DEFINED 01 05               0     7200        0
POTLATCH CORP                  COM              737628107       92     2711 SH       DEFINED 01 02               0     2711        0
POTOMAC ELECTRIC POWER         COM              737679100       86     4018 SH       DEFINED 01               4018        0        0
CIE DE ST-GO                   COM              7380482         43      968 SH       DEFINED 01 10             968        0        0
POWELL IND INC                 COM              739128106      994    41000 SH       DEFINED 01              41000        0        0
POWELL IND INC                 COM              739128106        2       80 SH       DEFINED 01 02               0       80        0
POWELL IND INC                 COM              739128106      116     4800 SH       DEFINED 01 05               0     4800        0
POWER INTEGRATIONS             COM              739276103     1623    90723 SH       DEFINED 01              90723        0        0
POWER-ONE                      COM              739308104     1411   226926 SH       DEFINED 01             226926        0        0
POWER-ONE                      COM              739308104      116    18619 SH       DEFINED 01 03               0    18619        0
POWER-ONE                      COM              739308104        5      851 SH       DEFINED 01 05               0      851        0
POWERWAVE TECHNOLOGIES         COM              739363109      758    82789 SH       DEFINED 01              82789        0        0
PRACTICWORKS INC               COM              739419109      436    24225 SH       DEFINED 01              24225        0        0
PRAECIS PHARMACEUTIC           COM              739421105        0      135 SH       DEFINED 01                135        0        0
PRAXAIR                        COM              74005P104    21669   380391 SH       DEFINED 01             380391        0        0
PRAXAIR                        COM              74005P104    16843   295650 SH       DEFINED 01 02               0   295650        0
PRAXAIR                        COM              74005P104     2247    39442 SH       DEFINED 01 03               0    39442        0
PRAXAIR                        COM              74005P104    16820   295263 SH       DEFINED 01 05               0   295263        0
PRE PAID LEGAL SVCS            COM              740065107     1287    64666 SH       DEFINED 01              64666        0        0
PRECISION CASTPARTS            COM              740189105      213     6488 SH       DEFINED 01               6488        0        0
PRECISION DRILLING             COM              74022D100     6494   186940 SH       DEFINED 01             186940        0        0
PRECISION DRILLING             COM              74022D100      618    17800 SH       DEFINED 01 05               0    17800        0
PREDICTIVE SYSTEMS             COM              74036W102        0       76 SH       DEFINED 01                 76        0        0
PREMCOR                        COM              74045Q104     1106    43000 SH       DEFINED 01              43000        0        0
PREMCOR                        COM              74045Q104       77     3000 SH       DEFINED 01 05               0     3000        0
PRENTISS                       COM              740706106       10      323 SH       DEFINED 01                323        0        0
PRESIDENTIAL LIFE CO           COM              740884101     1907    94087 SH       DEFINED 01              94087        0        0
PRESIDEN CHAIN STORE           COM              740910997     2610  1395000 SH       DEFINED 01            1395000        0        0
PRICE COMMUNICATIONS           COM              741437305      572    35771 SH       DEFINED 01              35771        0        0
PRICE COMMUNICATIONS           COM              741437305       61     3800 SH       DEFINED 01 05               0     3800        0
T ROWE PRICE                   COM              74144T108     1427    43416 SH       DEFINED 01              43416        0        0
T ROWE PRICE                   COM              74144T108      957    29112 SH       DEFINED 01 03               0    29112        0
T ROWE PRICE                   COM              74144T108       44     1331 SH       DEFINED 01 05               0     1331        0
PRICELINE.COM                  COM              741503106        3     1014 SH       DEFINED 01               1014        0        0
PRIDE INTL                     COM              74153Q102     1403    89515 SH       DEFINED 01              89515        0        0
PRIME SUCCESSION               COM              741572101        0  1197838 SH       DEFINED 01            1197838        0        0
PRIMEDIA                       COM              74157K101       78    63764 SH       DEFINED 01              63764        0        0
PRIMUS KNOWLEDGE               COM              74163Q100        0       44 SH       DEFINED 01                 44        0        0
PRIMA ENERGY                   COM              741901201      936    41062 SH       DEFINED 01              41062        0        0
PRIME HOSPITALITY CO           COM              741917108     3167   244592 SH       DEFINED 01             244592        0        0
PRIME HOSPITALITY CO           COM              741917108      157    12100 SH       DEFINED 01 05               0    12100        0
PRIMUS TELECOMMUNICATIONS GROU COM              741929103       44    63299 SH       DEFINED 01              63299        0        0
PRINCETON REVIEW INC           COM              742352107     1323   144700 SH       DEFINED 01             144700        0        0
PRINCIPAL FINANCIAL GROUP      COM              74251V102     1193    38471 SH       DEFINED 01              38471        0        0
PRIORITY HEALTHCARE CL B       COM              74264T102     5726   243673 SH       DEFINED 01             243673        0        0
PRIORITY HEALTHCARE CL B       COM              74264T102      148     6300 SH       DEFINED 01 05               0     6300        0
PROASSURANCE                   COM              74267C106     1615    94284 SH       DEFINED 01              94284        0        0
PROASSURANCE                   COM              74267C106      144     8400 SH       DEFINED 01 05               0     8400        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
PROCTER & GAMBLE               COM              742718109    10269   115000 SH       DEFINED 01                  0   115000        0
PROCTER & GAMBLE               COM              742718109   407185  4559747 SH       DEFINED 01            4559747        0        0
PROCTER & GAMBLE               COM              742718109    38645   432767 SH       DEFINED 01 02               0   432767        0
PROCTER & GAMBLE               COM              742718109    27612   309206 SH       DEFINED 01 03               0   309206        0
PROCTER & GAMBLE               COM              742718109    74769   837274 SH       DEFINED 01 05               0   837274        0
PROGRESS ENERGY                COM              743263105    61881  1189798 SH       DEFINED 01            1189798        0        0
PROGRESS ENERGY                COM              743263105     2743    52745 SH       DEFINED 01 03               0    52745        0
PROGRESS ENERGY                COM              743263105      238     4587 SH       DEFINED 01 05               0     4587        0
PROGRESS ENERGY INC-CVO        COM              743263AA3        0      153 SH       DEFINED 01                153        0        0
PROGRESS SOFTWARE CO           COM              743312100     1692   114632 SH       DEFINED 01             114632        0        0
PROGRESSIVE                    COM              743315103     5369    92804 SH       DEFINED 01              92804        0        0
PROGRESSIVE                    COM              743315103     8564   148052 SH       DEFINED 01 03               0   148052        0
PROGRESSIVE                    COM              743315103      137     2369 SH       DEFINED 01 05               0     2369        0
PROMISE                        COM              743400996     1895    37616 SH       DEFINED 01              37616        0        0
PROLOGIS TRUST                 COM              743410102       13      499 SH       DEFINED 01                499        0        0
PROQUEST CO                    COM              74346P102      341     9616 SH       DEFINED 01               9616        0        0
PROSEGUR DE SEGURIDAD          COM              743555997      334    23700 SH       DEFINED 01              23700        0        0
PROSPERITY BANCSHARE           COM              743606105       20     1100 SH       DEFINED 01               1100        0        0
PROSPERITY BANCSHARE           COM              743606105       60     3320 SH       DEFINED 01 02               0     3320        0
PROSPERITY BANCSHARE           COM              743606105        4      197 SH       DEFINED 01 03               0      197        0
PROSPERITY BANCSHARE           COM              743606105        2      100 SH       DEFINED 01 05               0      100        0
PROTECTIVE LIFE                COM              743674103     2781    84049 SH       DEFINED 01              84049        0        0
PROTECTIVE LIFE                COM              743674103    33686  1017705 SH       DEFINED 01 03               0  1017705        0
PROTECTIVE LIFE                COM              743674103      255     7700 SH       DEFINED 01 05               0     7700        0
NOBEX SERIES E 2.50%           PRF              743690XX2     4000  2000000 SH       DEFINED 01            2000000        0        0
NOBEX SERIES E 2.50%           PRF              743690XX2     8000  4000000 SH       DEFINED 01 05               0  4000000        0
PROTEIN DESIGN LABS            COM              74369L103       65     5953 SH       DEFINED 01               5953        0        0
PROVIDENT BANKSHARES           COM              743859100     1913    80767 SH       DEFINED 01              80767        0        0
PROVIDENT FINANCIAL GROUP      COM              743866105       56     1931 SH       DEFINED 01               1931        0        0
PROVINCE HEALTHCARE            COM              743977100     7200   321999 SH       DEFINED 01             321999        0        0
PROVINCE HEALTHCARE            COM              743977100        3      135 SH       DEFINED 01 02               0      135        0
PROVINCE HEALTHCARE            COM              743977100      148     6600 SH       DEFINED 01 05               0     6600        0
PROVIDIAN FIN                  COM              74406A102      893   152000 SH       DEFINED 01                  0   152000        0
PROVIDIAN FINANCIAL            COM              74406A102     8394  1427369 SH       DEFINED 01            1427369        0        0
PROVIDIAN FINANCIAL            COM              74406A102      452    76931 SH       DEFINED 01 03               0    76931        0
PROVIDIAN FINANCIAL            COM              74406A102      196    33305 SH       DEFINED 01 05               0    33305        0
PROXIM CORP - CL A             COM              744283102        1      170 SH       DEFINED 01                170        0        0
PRUDENTIAL FINANCIAL           COM              744320102       51     1534 SH       DEFINED 01               1534        0        0
PUBLIC SERVICE ENTERPRISE GROU COM              744573106    62021  1432373 SH       DEFINED 01            1432373        0        0
PUBLIC SERVICE ENTERPRISE GROU COM              744573106     2123    49028 SH       DEFINED 01 03               0    49028        0
PUBLIC SERVICE ENTERPRISE GROU COM              744573106      191     4419 SH       DEFINED 01 05               0     4419        0
PUBLIC STORAGE                 COM              74460D109       11      287 SH       DEFINED 01                287        0        0
PUGET ENERGY                   COM              745310102       73     3521 SH       DEFINED 01               3521        0        0
PULITZER                       COM              745769109     1225    23600 SH       DEFINED 01              23600        0        0
PULTE HOMES                    COM              745867101      862    15009 SH       DEFINED 01              15009        0        0
PULTE HOMES                    COM              745867101      824    14327 SH       DEFINED 01 03               0    14327        0
PULTE HOMES                    COM              745867101       38      657 SH       DEFINED 01 05               0      657        0
PUMATECH INC                   COM              745887109        0       92 SH       DEFINED 01                 92        0        0
PURCHASEPRO.COM INC            COM              746144302        0       70 SH       DEFINED 01                 70        0        0
PURE RES INC                   COM              74622E102        6      281 SH       DEFINED 01                281        0        0
QANTAS AIRLINES LTD  AU;QAN    COM              747269991     2342   907000 SH       DEFINED 01 03               0   907000        0
QRS CORP                       COM              74726X105      393    50486 SH       DEFINED 01              50486        0        0
QLOGIC                         COM              747277101    12664   332374 SH       DEFINED 01             332374        0        0
QLOGIC                         COM              747277101     1007    26444 SH       DEFINED 01 03               0    26444        0
QLOGIC                         COM              747277101     6473   169900 SH       DEFINED 01 05               0   169900        0
QLOGIC CORP                    COM              747277101    18597   488180 SH       DEFINED 01 02               0   488180        0
QUAKER CHEMICAL CORP           COM              747316107      722    29483 SH       DEFINED 01              29483        0        0
QUAKER CITY BANCORP            COM              74731K106     1864    45000 SH       DEFINED 01              45000        0        0
QUAKER CITY BANCORP            COM              74731K106       92     2220 SH       DEFINED 01 02               0     2220        0
QUAKER CITY BANCORP            COM              74731K106        6      143 SH       DEFINED 01 03               0      143        0
QUAKER CITY BANCORP            COM              74731K106      220     5300 SH       DEFINED 01 05               0     5300        0
QUALCOMM                       COM              747525103      203     5400 SH       DEFINED 11 12               0     5400        0
QUALCOMM                       COM              747525103    15037   547026 SH       DEFINED 01             547026        0        0
QUALCOMM                       COM              747525103     5003   181992 SH       DEFINED 01 03               0   181992        0
QUALCOMM                       COM              747525103      654    23800 SH       DEFINED 01 05               0    23800        0
QUANEX CORP                    COM              747620102     2645    60504 SH       DEFINED 01              60504        0        0
QUANTA SERVICES                COM              74762E102       28     2877 SH       DEFINED 01               2877        0        0
QUANTUM-DLT & STORAGE SYSTEMS  COM              747906204       28     6851 SH       DEFINED 01               6851        0        0
QUEBECOR WORLD                 COM              748203999       25      950 SH       DEFINED 01                950        0        0
QUEST DIAGNOSTICS              COM              74834L100    67615   785760 SH       DEFINED 01             785760        0        0
QUEST DIAGNOSTICS              COM              74834L100      278     3232 SH       DEFINED 01 02               0     3232        0
QUEST DIAGNOSTICS              COM              74834L100       82      950 SH       DEFINED 01 03               0      950        0
QUEST DIAGNOSTICS              COM              74834L100    37772   438945 SH       DEFINED 01 05               0   438945        0
QUEST SOFTWARE                 COM              74834T103      587    40366 SH       DEFINED 01              40366        0        0
QUESTAR                        COM              748356102    14992   603060 SH       DEFINED 01             603060        0        0
QUICKLOGIC CORP                COM              74837P108      697   192000 SH       DEFINED 01             192000        0        0
QUICKLOGIC CORP                COM              74837P108        1      350 SH       DEFINED 01 02               0      350        0
QUICKLOGIC CORP                COM              74837P108       72    19700 SH       DEFINED 01 05               0    19700        0
QUICKSILVER INC                COM              74838C106     2389    96317 SH       DEFINED 01              96317        0        0
QUINTILES TRANSNATIONAL        COM              748767100       41     3272 SH       DEFINED 01               3272        0        0
QUINTILES TRANSNATIONAL        COM              748767100      349    27937 SH       DEFINED 01 03               0    27937        0
QUINTILES TRANSNATIONAL        COM              748767100       16     1274 SH       DEFINED 01 05               0     1274        0
QWEST COMMUNICATIONS INTL      COM              749121109     3184  1137326 SH       DEFINED 01            1137326        0        0
QWEST COMMUNICATIONS INTL      COM              749121109     1116   398583 SH       DEFINED 01 03               0   398583        0
QWEST COMMUNICATIONS INTL      COM              749121109     1093   390183 SH       DEFINED 01 05               0   390183        0
R & G FINANCIAL CL B           COM              749136107     2713   114419 SH       DEFINED 01             114419        0        0
R & G FINANCIAL CL B           COM              749136107        5      208 SH       DEFINED 01 03               0      208        0
R & G FINANCIAL CL B           COM              749136107      276    11631 SH       DEFINED 01 05               0    11631        0
R & G FINANCIAL CORP           COM              749136107       77     3230 SH       DEFINED 01 02               0     3230        0
QUOVADX INC                    COM              74913K106        3      458 SH       DEFINED 01                458        0        0
RCN CORP                       COM              749361101        0      357 SH       DEFINED 01                357        0        0
DONNELLEY (RH)                 COM              74955W307     2834   101309 SH       DEFINED 01             101309        0        0
DONNELLEY (RH)                 COM              74955W307      313    11200 SH       DEFINED 01 05               0    11200        0
RH DONNELLEY CORP              COM              74955W307        5      180 SH       DEFINED 01 02               0      180        0
RGS ENERGY GROUP               COM              74956K104     4507   114967 SH       DEFINED 01             114967        0        0
RLI CORP                       COM              749607107     1641    31841 SH       DEFINED 01              31841        0        0
RLI CORP                       COM              749607107       76     1470 SH       DEFINED 01 02               0     1470        0
RLI CORP                       COM              749607107        5       88 SH       DEFINED 01 03               0       88        0
RPC INC                        COM              749660106       85     7200 SH       DEFINED 01               7200        0        0
RPC INC                        COM              749660106        8      700 SH       DEFINED 01 05               0      700        0
RPM INC OHIO                   COM              749685103       83     5430 SH       DEFINED 01 02               0     5430        0
RPM/OHIO                       COM              749685103       73     4728 SH       DEFINED 01               4728        0        0
RPM/OHIO                       COM              749685103        5      340 SH       DEFINED 01 03               0      340        0
RSA SECURITY                   COM              749719100       11     2332 SH       DEFINED 01               2332        0        0
RTL GROUP                      COM              749735999      135     3429 SH       DEFINED 01               3429        0        0
RTI INTL METALS                COM              74973W107     2259   185922 SH       DEFINED 01             185922        0        0
RTI INTL METALS                COM              74973W107       64     5300 SH       DEFINED 01 02               0     5300        0
RTI INTL METALS                COM              74973W107        4      340 SH       DEFINED 01 03               0      340        0
RTI INTL METALS                COM              74973W107      169    13911 SH       DEFINED 01 05               0    13911        0
RWE                            COM              749750998     6175   156531 SH       DEFINED 01             156531        0        0
RWE                            COM              749750998     8455   214282 SH       DEFINED 01 05               0   214282        0
RMH TELESERVICES               COM              749938106     1058   154000 SH       DEFINED 01             154000        0        0
RF MICRO DEVICES               COM              749941100     5801   761233 SH       DEFINED 01             761233        0        0
RF MICRO DEVICES               COM              749941100      543    71200 SH       DEFINED 01 03               0    71200        0
RF MICRO DEVICES               COM              749941100      234    30716 SH       DEFINED 01 05               0    30716        0
RF MICRO DEVICES INC           COM              749941100      311    40785 SH       DEFINED 01 02               0    40785        0
RACING CHAMPION                COM              750069106     1443    78100 SH       DEFINED 01              78100        0        0
RADIAN GROUP                   COM              750236101      176     3623 SH       DEFINED 01               3623        0        0
RADIANT SYSTEMS                COM              75025N102     1153    88515 SH       DEFINED 01              88515        0        0
RADIO ONE CL A                 COM              75040P108        1       44 SH       DEFINED 01                 44        0        0
RADIO ONE CL A                 COM              75040P108     2974   200000 SH       DEFINED 01 05               0   200000        0
RADIO ONE CL D                 COM              75040P405     1920   129090 SH       DEFINED 01             129090        0        0
RADIOSHACK                     COM              750438103     8330   277100 SH       DEFINED 01             277100        0        0
RADIOSHACK                     COM              750438103     1263    42007 SH       DEFINED 01 03               0    42007        0
RADIOSHACK                     COM              750438103      170     5665 SH       DEFINED 01 05               0     5665        0
RADISYS                        COM              750459109      651    56001 SH       DEFINED 01              56001        0        0
RAINBOW TECHNOLOGIES           COM              750862104     1073   218022 SH       DEFINED 01             218022        0        0
RAINBOW TECHNOLOGIES           COM              750862104       62    12550 SH       DEFINED 01 05               0    12550        0
RAINDANCE COMMUNICATIONS       COM              75086X106     2012   350000 SH       DEFINED 01             350000        0        0
RAMBUS INC                     COM              750917106        2      504 SH       DEFINED 01                504        0        0
RALCORP HOLDINGS INC           COM              751028101     3380   108186 SH       DEFINED 01             108186        0        0
RALCORP HOLDINGS INC           COM              751028101      143     4560 SH       DEFINED 01 02               0     4560        0
RALCORP HOLDINGS INC           COM              751028101        9      296 SH       DEFINED 01 03               0      296        0
RANGE RESOURCES                COM              75281A109     1798   321000 SH       DEFINED 01             321000        0        0
RANGE RESOURCES                COM              75281A109       70    12570 SH       DEFINED 01 02               0    12570        0
RANGE RESOURCES                COM              75281A109        4      801 SH       DEFINED 01 03               0      801        0
RANGE RESOURCES                COM              75281A109      195    34900 SH       DEFINED 01 05               0    34900        0
RANDGOLD & EXPLORATION-ADR     COM              753009307      973   175000 SH       DEFINED 01             175000        0        0
LONGHORN STEAK                 COM              753820109        4      135 SH       DEFINED 01 02               0      135        0
RARE HOSPITALITY INTL          COM              753820109     8771   325841 SH       DEFINED 01             325841        0        0
RARE HOSPITALITY INTL          COM              753820109      873    32434 SH       DEFINED 01 05               0    32434        0
RARE MEDIUM GROUP IN           COM              75382N109        0       77 SH       DEFINED 01                 77        0        0
RIUNIONE ADRIATICA DI SICURTA  COM              754050995     1141    85000 SH       DEFINED 01              85000        0        0
RATIONAL SOFTWARE              COM              75409P202     5846   712142 SH       DEFINED 01             712142        0        0
RATIONAL SOFTWARE              COM              75409P202       36     4400 SH       DEFINED 01 02               0     4400        0
RATIONAL SOFTWARE              COM              75409P202      397    48435 SH       DEFINED 01 03               0    48435        0
RATIONAL SOFTWARE              COM              75409P202     8265  1006595 SH       DEFINED 01 05               0  1006595        0
RAYMOND JAMES FIN              COM              754730109       43     1480 SH       DEFINED 01 02               0     1480        0
RAYMOND JAMES FINANCIAL        COM              754730109     6400   222245 SH       DEFINED 01             222245        0        0
RAYMOND JAMES FINANCIAL        COM              754730109        3       99 SH       DEFINED 01 03               0       99        0
RAYMOND JAMES FINANCIAL        COM              754730109      153     5300 SH       DEFINED 01 05               0     5300        0
RAYONIER                       COM              754907103     1085    22083 SH       DEFINED 01              22083        0        0
RAYONIER                       COM              754907103       65     1340 SH       DEFINED 01 02               0     1340        0
RAYONIER                       COM              754907103        4       77 SH       DEFINED 01 03               0       77        0
RAYONIER                       COM              754907103      123     2500 SH       DEFINED 01 05               0     2500        0
RAYOVAC                        COM              755081106       39     2090 SH       DEFINED 01               2090        0        0
RAYTECH                        COM              755103108       28     3100 SH       DEFINED 01               3100        0        0
RAYTHEON                       COM              755111507    47152  1157124 SH       DEFINED 01            1157124        0        0
RAYTHEON                       COM              755111507     3818    93681 SH       DEFINED 01 03               0    93681        0
RAYTHEON                       COM              755111507      638    15634 SH       DEFINED 01 05               0    15634        0
RAZORFISH INC                  COM              755236106        0      421 SH       DEFINED 01                421        0        0
READ RITE                      COM              755246105       16    34000 SH       DEFINED 01                  0    34000        0
READ-RITE                      COM              755246105       32    68200 SH       DEFINED 01              68200        0        0
READER'S DIGEST ASSN CL A      COM              755267101       77     4095 SH       DEFINED 01               4095        0        0
READERS DIGEST ASSN CL B       COM              755267200      190     8300 SH       DEFINED 01               8300        0        0
REALNETWORKS INC               COM              75605L104        3      702 SH       DEFINED 01                702        0        0
REALTEK SEMI144A GDR           COM              756063103     2929   212200 SH       DEFINED 01             212200        0        0
REALTEK SEMI144A GDR           COM              756063103      126     9100 SH       DEFINED 01 05               0     9100        0
REALITY INCOME CORP            COM              756109104       11      293 SH       DEFINED 01                293        0        0
RECKSON ASSOCIATES REALTY      COM              75621K106        5      212 SH       DEFINED 01                212        0        0
RECKITT BENCKIS                COM              756220992      770    42905 SH       DEFINED 01              42905        0        0
RED ELECTRICA DE ESPANA        COM              756499992      348    32200 SH       DEFINED 01              32200        0        0
RED HAT                        COM              756577102        6      958 SH       DEFINED 01                958        0        0
REALTEK SEMI                   COM              756600995     1971   551000 SH       DEFINED 01             551000        0        0
REDBACK NETWORKS               COM              757209101        1      308 SH       DEFINED 01                308        0        0
REDWOOD TRUST                  COM              758075402        4      117 SH       DEFINED 01 03               0      117        0
REDWOOD TRUST INC              COM              758075402       57     1844 SH       DEFINED 01 02               0     1844        0
REEBOK INTL                    COM              758110100     1545    52340 SH       DEFINED 01              52340        0        0
REEBOK INTL                    COM              758110100      413    14002 SH       DEFINED 01 03               0    14002        0
REEBOK INTL                    COM              758110100       19      633 SH       DEFINED 01 05               0      633        0
REED ELSEVIER PLC              COM              758212708     1139   119864 SH       DEFINED 01             119864        0        0
REGAL BELOIT                   COM              758750103     4102   172293 SH       DEFINED 01             172293        0        0
REGAL BELOIT                   COM              758750103       77     3210 SH       DEFINED 01 02               0     3210        0
REGAL BELOIT                   COM              758750103        5      209 SH       DEFINED 01 03               0      209        0
REGAL BELOIT                   COM              758750103      243    10200 SH       DEFINED 01 05               0    10200        0
REGAL ENTERTAINMENT GROUP      COM              758766109      315    13500 SH       DEFINED 01              13500        0        0
REGAL ENTERTAINMENT GROUP      COM              758766109      543    23300 SH       DEFINED 01 05               0    23300        0
REGENCY CENTERS CORP           COM              758849103       11      373 SH       DEFINED 01                373        0        0
REGENT COMMUNICATION           COM              758865109     2329   329970 SH       DEFINED 01             329970        0        0
REGENT COMMUNICATION           COM              758865109       60     8476 SH       DEFINED 01 02               0     8476        0
REGENT COMMUNICATION           COM              758865109        4      528 SH       DEFINED 01 03               0      528        0
REGENT COMMUNICATION           COM              758865109      120    16950 SH       DEFINED 01 05               0    16950        0
REGENERON PHARMACEUT           COM              75886F107        1      100 SH       DEFINED 01 02               0      100        0
REGENERON PHARMACEUTICALS      COM              75886F107     2745   189174 SH       DEFINED 01             189174        0        0
REGENERON PHARMACEUTICALS      COM              75886F107       83     5700 SH       DEFINED 01 05               0     5700        0
REGENERATION TECHNOLOGIES      COM              75886N100     1208   200000 SH       DEFINED 01             200000        0        0
REGIS CORP MINN                COM              758932107     5084   188161 SH       DEFINED 01             188161        0        0
REGIS CORP MINN                COM              758932107      159     5892 SH       DEFINED 01 02               0     5892        0
REGIS CORP MINN                COM              758932107       10      367 SH       DEFINED 01 03               0      367        0
REGIS CORP MINN                COM              758932107      146     5400 SH       DEFINED 01 05               0     5400        0
REGIONS FINANCIAL              COM              758940100      226     6420 SH       DEFINED 01               6420        0        0
REGIONS FINANCIAL              COM              758940100     1897    53968 SH       DEFINED 01 03               0    53968        0
REGIONS FINANCIAL              COM              758940100       87     2473 SH       DEFINED 01 05               0     2473        0
REHABCARE GROUP INC            COM              759148109     1339    55721 SH       DEFINED 01              55721        0        0
REINSURANCE GROUP OF AMERICA   COM              759351109    11028   357842 SH       DEFINED 01             357842        0        0
REINSURANCE GROUP OF AMERICA   COM              759351109      841    27300 SH       DEFINED 01 05               0    27300        0
RELIANCE STEEL & ALU           COM              759509102      108     3577 SH       DEFINED 01 02               0     3577        0
RELIANCE STEEL & ALUMINUM      COM              759509102     5379   177570 SH       DEFINED 01             177570        0        0
RELIANCE STEEL & ALUMINUM      COM              759509102        7      225 SH       DEFINED 01 03               0      225        0
RELIANCE STEEL & ALUMINUM      COM              759509102      275     9090 SH       DEFINED 01 05               0     9090        0
RELIANT RESOURCES              COM              75952B105        2      251 SH       DEFINED 01                251        0        0
RELIANT ENERGY                 COM              75952J108      143     8459 SH       DEFINED 01               8459        0        0
RELIANT ENERGY                 COM              75952J108     1207    71423 SH       DEFINED 01 03               0    71423        0
RELIANT ENERGY                 COM              75952J108       55     3273 SH       DEFINED 01 05               0     3273        0
REMEC                          COM              759543101     2566   457462 SH       DEFINED 01             457462        0        0
REMEC                          COM              759543101      269    48033 SH       DEFINED 01 05               0    48033        0
REMEC INC                      COM              759543101        1      140 SH       DEFINED 01 02               0      140        0
REMINGTON OIL & GAS            COM              759594302     3992   200375 SH       DEFINED 01             200375        0        0
REMINGTON OIL & GAS            COM              759594302        3      170 SH       DEFINED 01 02               0      170        0
REMINGTON OIL & GAS            COM              759594302      283    14193 SH       DEFINED 01 05               0    14193        0
RENAISSANCE LEARNING           COM              75968L105        2      121 SH       DEFINED 01                121        0        0
SAMSUNG E MECHANICS            COM              759800998      119     2458 SH       DEFINED 01               2458        0        0
RENAL CARE GROUP               COM              759930100     5324   170918 SH       DEFINED 01             170918        0        0
RENAL CARE GROUP               COM              759930100        4      120 SH       DEFINED 01 02               0      120        0
RENT-A-CENTER                  COM              76009N100        6      112 SH       DEFINED 01                112        0        0
RENT-WAY                       COM              76009U104      612    47400 SH       DEFINED 01              47400        0        0
RENAULT SA                     COM              760100990      192     4099 SH       DEFINED 01               4099        0        0
RENTOKIL INITIAL               COM              760101998    12154  2986451 SH       DEFINED 01            2986451        0        0
RENTOKIL INITIAL               COM              760101998     3479   854915 SH       DEFINED 01 03               0   854915        0
RENTOKIL INITIAL               COM              760101998    16733  4111293 SH       DEFINED 01 05               0  4111293        0
REPADRE CAPITAL CORP           COM              76026J108      831   160000 SH       DEFINED 01             160000        0        0
REPUBLIC BANCORP               COM              760282103        3      215 SH       DEFINED 01                215        0        0
REPUBLIC SERVICES              COM              760759100      674    35393 SH       DEFINED 01              35393        0        0
MAJESCOR RESOURCE              COM              760960997       99   250000 SH       DEFINED 01             250000        0        0
RANBAXY LABORATORIES           COM              760990994     1924   106541 SH       DEFINED 01             106541        0        0
RANBAXY LABORATORIES           COM              760990994       83     4615 SH       DEFINED 01 05               0     4615        0
RESMED INC                     COM              761152107     3047   103663 SH       DEFINED 01             103663        0        0
RESORTS WORLD BHD              COM              761200997     4296  1540000 SH       DEFINED 01            1540000        0        0
RESORTS WORLD BHD              COM              761200997      176    63000 SH       DEFINED 01 05               0    63000        0
RESPIRONICS                    COM              761230101     5926   174057 SH       DEFINED 01             174057        0        0
RESPIRONICS                    COM              761230101      260     7650 SH       DEFINED 01 05               0     7650        0
RESPIRONICS INC                COM              761230101        6      170 SH       DEFINED 01 02               0      170        0
RETAIL EXCHANGE.COM            PRF              761270XX0        0  1257143 SH       DEFINED 01 05               0  1257143        0
RETEK                          COM              76128Q109     1829    75312 SH       DEFINED 01              75312        0        0
RETEK INC                      COM              76128Q109        3      120 SH       DEFINED 01 02               0      120        0
REYNOLDS & REYNOLDS            COM              761695105       76     2724 SH       DEFINED 01               2724        0        0
RJ REYNOLDS TOBACCO HOLDINGS   COM              76182K105    12743   237062 SH       DEFINED 01             237062        0        0
RJ REYNOLDS TOBACCO HOLDINGS   COM              76182K105      426     7924 SH       DEFINED 01 05               0     7924        0
RHOEN-KLINIKUM AG VORZUG       COM              762420990      848    20000 SH       DEFINED 01              20000        0        0
RHOEN-KLINIKUM AG              COM              762421998      339     7000 SH       DEFINED 01               7000        0        0
RIGGS NATL CORP WASH           COM              766570105     1365    91556 SH       DEFINED 01              91556        0        0
RIGHT MANAGEMENT CON           COM              766573109      394    15000 SH       DEFINED 01              15000        0        0
RIO TINTO                      COM              767208994     7818   426399 SH       DEFINED 01             426399        0        0
RIO TINTO                      COM              767208994    11596   632373 SH       DEFINED 01 05               0   632373        0
RITE AID                       COM              767754104       61    24000 SH       DEFINED 01                  0    24000        0
RITE AID                       COM              767754104        9     3455 SH       DEFINED 01               3455        0        0
RIVERSTONE NETWORKS            COM              769320102        2      553 SH       DEFINED 01                553        0        0
ROADWAY CORPORATION            COM              769742107     2233    62139 SH       DEFINED 01              62139        0        0
ROBBINS & MYERS INC  RBN       COM              770196103     1165    44724 SH       DEFINED 01              44724        0        0
ROBERT HALF INTL               COM              770323103   102400  4394865 SH       DEFINED 01            4394865        0        0
ROBERT HALF INTL               COM              770323103     3072   131850 SH       DEFINED 01 03               0   131850        0
ROBERT HALF INTL               COM              770323103    22643   971797 SH       DEFINED 01 05               0   971797        0
ROBERT HALF INTL INC           COM              770323103     6184   265319 SH       DEFINED 01 02               0   265319        0
ROCHE HOLDINGS ADR             COM              771195104       12      160 SH       DEFINED 01 02               0      160        0
ROCKWELL INTLORP               COM              773903109     2681   135100 SH       DEFINED 01             135100        0        0
ROCKWELL INTLORP               COM              773903109      866    43616 SH       DEFINED 01 03               0    43616        0
ROCKWELL INTLORP               COM              773903109      139     6996 SH       DEFINED 01 05               0     6996        0
ROCKWELL COLLINS               COM              774341101      138     5029 SH       DEFINED 01               5029        0        0
ROCKWELL COLLINS               COM              774341101     1180    43017 SH       DEFINED 01 03               0    43017        0
ROCKWELL COLLINS               COM              774341101       54     1967 SH       DEFINED 01 05               0     1967        0
ROGERS COMM INC CLB            COM              775109200      292    32000 SH       DEFINED 01              32000        0        0
ROGERS CORP                    COM              775133101     1410    50712 SH       DEFINED 01              50712        0        0
ROHM COMPANY LTD               COM              775300999    12755    85461 SH       DEFINED 01              85461        0        0
ROHM COMPANY LTD               COM              775300999     3015    20200 SH       DEFINED 01 03               0    20200        0
ROHM COMPANY LTD               COM              775300999    15314   102600 SH       DEFINED 01 05               0   102600        0
ROHM & HAAS                    COM              775371107    40367   996966 SH       DEFINED 01             996966        0        0
ROHM & HAAS                    COM              775371107     2104    51970 SH       DEFINED 01 03               0    51970        0
ROHM & HAAS                    COM              775371107     6746   166623 SH       DEFINED 01 05               0   166623        0
ROHM & HAAS CO                 COM              775371107      254     6250 SH       DEFINED 01 02               0     6250        0
ROLLINS                        COM              775711104      530    26081 SH       DEFINED 01              26081        0        0
ROPER INC NEW                  COM              776696106        3       90 SH       DEFINED 01 02               0       90        0
ROPER INDS                     COM              776696106     5158   138286 SH       DEFINED 01             138286        0        0
ROPER INDS                     COM              776696106      138     3700 SH       DEFINED 01 05               0     3700        0
ROSLYN BANCORP                 COM              778162107       74     3384 SH       DEFINED 01               3384        0        0
ROSS STORES                    COM              778296103      624    15336 SH       DEFINED 01              15336        0        0
ROUSE                          COM              779273101      191     5821 SH       DEFINED 01               5821        0        0
ROWAN COMPANIES                COM              779382100       55     2586 SH       DEFINED 01               2586        0        0
ROWAN COMPANIES                COM              779382100      474    22104 SH       DEFINED 01 03               0    22104        0
ROWAN COMPANIES                COM              779382100       22     1008 SH       DEFINED 01 05               0     1008        0
ROXIO INC                      COM              780008108     2363   328131 SH       DEFINED 01             328131        0        0
ROXIO INC                      COM              780008108      179    24900 SH       DEFINED 01 05               0    24900        0
ROYAL APPLIANCE                COM              780076105      266    41854 SH       DEFINED 01              41854        0        0
ROYAL DUTCH PETROLEUM ADR      COM              780257804    50086   906201 SH       DEFINED 01             906201        0        0
ROYAL DUTCH PETROLEUM ADR      COM              780257804    27888   504583 SH       DEFINED 01 03               0   504583        0
ROYAL DUTCH PETROLEUM ADR      COM              780257804     2537    45911 SH       DEFINED 01 05               0    45911        0
ROYAL BANK OF SCOTLAND GROUP   COM              780261996    25796   909864 SH       DEFINED 01             909864        0        0
ROYAL BANK OF SCOTLAND GROUP   COM              780261996    10591   373546 SH       DEFINED 01 03               0   373546        0
ROYAL BANK OF SCOTLAND GROUP   COM              780261996    33604  1185245 SH       DEFINED 01 05               0  1185245        0
ROYAL & SUN ALLIANCE INSURANCE COM              780490991     3901  1061800 SH       DEFINED 01            1061800        0        0
ROYCE LOW-PRICE STK            COM              780905808    42761  3741131 SH       DEFINED 01 03               0  3741131        0
RUBY TUESDAY INC COM           COM              781182100     4059   209221 SH       DEFINED 01             209221        0        0
RUBY TUESDAY INC COM           COM              781182100        4      205 SH       DEFINED 01 02               0      205        0
RUDDICK                        COM              781258108       28     1661 SH       DEFINED 01               1661        0        0
RUDOLPH TECHNOLOGIES           COM              781270103     2346    94115 SH       DEFINED 01              94115        0        0
RUDOLPH TECHNOLOGIES           COM              781270103       59     2415 SH       DEFINED 01 02               0     2415        0
RUDOLPH TECHNOLOGIES           COM              781270103        4      148 SH       DEFINED 01 03               0      148        0
RUDOLPH TECHNOLOGIES           COM              781270103      110     4426 SH       DEFINED 01 05               0     4426        0
RURAL CELLULAR PIK  12.25%     PRF              781904404     2362    26241 SH       DEFINED 01              26241        0        0
RURAL CELLULAR PIK  12.25%     PRF              781904404      522     5805 SH       DEFINED 01 05               0     5805        0
RUSS BERRIE & CO               COM              782233100     2321    65557 SH       DEFINED 01              65557        0        0
RUSSELL CORP                   COM              782352108     1985   103074 SH       DEFINED 01             103074        0        0
RYANAIR HOLDINGS ADR           COM              783513104       63     1802 SH       DEFINED 01               1802        0        0
RYANAIR HOLDINGS ADR           COM              783513104     6782   194500 SH       DEFINED 01 05               0   194500        0
RYANS FAMILY STEAK             COM              783519101     4435   335692 SH       DEFINED 01             335692        0        0
RYANS FAMILY STEAK             COM              783519101       90     6775 SH       DEFINED 01 02               0     6775        0
RYANS FAMILY STEAK             COM              783519101        6      428 SH       DEFINED 01 03               0      428        0
RYANS FAMILY STEAK             COM              783519101      297    22450 SH       DEFINED 01 05               0    22450        0
RYDER SYSTEM                   COM              783549108       51     1883 SH       DEFINED 01               1883        0        0
RYDER SYSTEM                   COM              783549108      395    14575 SH       DEFINED 01 03               0    14575        0
RYDER SYSTEM                   COM              783549108       18      660 SH       DEFINED 01 05               0      660        0
RYERSON TULL INC               COM              78375P107      926    79652 SH       DEFINED 01              79652        0        0
RYLAND GROUP                   COM              783764103     6532   131278 SH       DEFINED 01             131278        0        0
RYLAND GROUP                   COM              783764103        3       66 SH       DEFINED 01 03               0       66        0
RYLAND GROUP                   COM              783764103      100     2000 SH       DEFINED 01 05               0     2000        0
RYLAND GROUP INC               COM              783764103       34      687 SH       DEFINED 01 02               0      687        0
S1 CORP                        COM              783770993      175     9000 SH       DEFINED 01               9000        0        0
S&T BANCORP INC                COM              783859101        2       87 SH       DEFINED 01                 87        0        0
SBC COMMUNICATIONS             COM              78387G103   109938  3604536 SH       DEFINED 01            3604536        0        0
SBC COMMUNICATIONS             COM              78387G103      397    13000 SH       DEFINED 01 02               0    13000        0
SBC COMMUNICATIONS             COM              78387G103    25478   835357 SH       DEFINED 01 03               0   835357        0
SBC COMMUNICATIONS             COM              78387G103    28443   932578 SH       DEFINED 01 05               0   932578        0
SBS TECH INC                   COM              78387P103        2      150 SH       DEFINED 01 02               0      150        0
SBS TECHNOLOGIES               COM              78387P103     1603   130863 SH       DEFINED 01             130863        0        0
SBS TECHNOLOGIES               COM              78387P103      122    10000 SH       DEFINED 01 05               0    10000        0
SBA COMMUNICATIONS             COM              78388J106        0       73 SH       DEFINED 01                 73        0        0
SWISSCOM AG                    COM              783901994      236      811 SH       DEFINED 01                811        0        0
SCM MICROSYSTEMS INC           COM              784018103      671    50102 SH       DEFINED 01              50102        0        0
SCP POOL CORP                  COM              784028102     4184   150694 SH       DEFINED 01             150694        0        0
SCP POOL CORP                  COM              784028102        4      150 SH       DEFINED 01 02               0      150        0
SCP POOL CORP                  COM              784028102      208     7500 SH       DEFINED 01 05               0     7500        0
SCPIE HOLDINGS INC             COM              78402P104      182    29890 SH       DEFINED 01              29890        0        0
SEI INVESTMENTS                COM              784117103      118     4173 SH       DEFINED 01               4173        0        0
SEI INVESTMENTS                COM              784117103      293    10400 SH       DEFINED 01 03               0    10400        0
SEI INVESTMENTS CO             COM              784117103    10460   371350 SH       DEFINED 01 02               0   371350        0
SJW                            COM              784305104       81     1000 SH       DEFINED 01               1000        0        0
SK TELECOM ADR                 COM              78440P108     4835   195028 SH       DEFINED 01             195028        0        0
SL GREEN REALTY                COM              78440X101     2186    61304 SH       DEFINED 01              61304        0        0
SL GREEN REALTY                COM              78440X101      242     6800 SH       DEFINED 01 05               0     6800        0
SL INDS                        COM              784413106        8     1000 SH       DEFINED 01               1000        0        0
SLM CORP                       COM              78442P106   338709  3495442 SH       DEFINED 01            3495442        0        0
SLM CORP                       COM              78442P106      507     5233 SH       DEFINED 01 02               0     5233        0
SLM CORP                       COM              78442P106     3541    36540 SH       DEFINED 01 03               0    36540        0
SLM CORP                       COM              78442P106    70602   728608 SH       DEFINED 01 05               0   728608        0
SLI INC                        COM              78442T108        0      155 SH       DEFINED 01                155        0        0
SMC CORP                       COM              784619991     8333    70491 SH       DEFINED 01              70491        0        0
SMC CORP                       COM              784619991     2388    20200 SH       DEFINED 01 03               0    20200        0
SMC CORP                       COM              784619991     6113    51700 SH       DEFINED 01 05               0    51700        0
SPS TECHNOLOGIES               COM              784626103     3328    87188 SH       DEFINED 01              87188        0        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
S&P 500 DEP RECPT              COM              78462F103      647     6534 SH       DEFINED 01               6534        0        0
S&P 500 DEP RECPT              COM              78462F103     2245    22660 SH       DEFINED 01 02               0    22660        0
S&P 500 DEP RECPT              COM              78462F103     1812    18291 SH       DEFINED 01 05               0    18291        0
SPSS                           COM              78462K102     2001   128778 SH       DEFINED 01             128778        0        0
SPSS                           COM              78462K102      126     8100 SH       DEFINED 01 05               0     8100        0
SPX                            COM              784635104     5085    43275 SH       DEFINED 01              43275        0        0
SPX                            COM              784635104       35      300 SH       DEFINED 01 03               0      300        0
SPX                            COM              784635104      129     1100 SH       DEFINED 01 05               0     1100        0
S1 CORPORATION                 COM              78463B101        1       76 SH       DEFINED 01                 76        0        0
S1 CORPORATION                 COM              78463B101        1      180 SH       DEFINED 01 02               0      180        0
SRA INTERNATIONAL INC          COM              78464R105       98     3620 SH       DEFINED 01               3620        0        0
SSL INTERNATIONAL              COM              784730996      273    50000 SH       DEFINED 01              50000        0        0
SWS GROUP INC                  COM              78503N107     7077   360676 SH       DEFINED 01             360676        0        0
SWS GROUP INC                  COM              78503N107      553    28200 SH       DEFINED 01 05               0    28200        0
SABRE HOLDINGS CL A            COM              785905100     2296    64144 SH       DEFINED 01              64144        0        0
SABRE HOLDINGS CL A            COM              785905100     1217    33983 SH       DEFINED 01 03               0    33983        0
SABRE HOLDINGS CL A            COM              785905100     8523   238055 SH       DEFINED 01 05               0   238055        0
SAFECO                         COM              786429100    29455   953548 SH       DEFINED 01             953548        0        0
SAFECO                         COM              786429100      929    30070 SH       DEFINED 01 03               0    30070        0
SAFECO                         COM              786429100     3541   114647 SH       DEFINED 01 05               0   114647        0
SAFEGUARD SCIENTIFIC           COM              786449108        1      555 SH       DEFINED 01                555        0        0
SAFENET INC                    COM              78645R107       38     2710 SH       DEFINED 01 02               0     2710        0
SAFENET INC                    COM              78645R107        2      165 SH       DEFINED 01 03               0      165        0
SAFEWAY                        COM              786500991     3493   813300 SH       DEFINED 01             813300        0        0
SAFEWAY                        COM              786514208    63082  2161093 SH       DEFINED 01            2161093        0        0
SAFEWAY                        COM              786514208     3483   119323 SH       DEFINED 01 03               0   119323        0
SAFEWAY                        COM              786514208    45710  1565902 SH       DEFINED 01 05               0  1565902        0
SAFEWAY INC.                   COM              786514208     7471   255931 SH       DEFINED 01                  0   255931        0
SAFEWAY INC.                   COM              786514208    14038   480847 SH       DEFINED 01 02               0   480847        0
SAGA COMMUNICATIONS            COM              786598102        3      127 SH       DEFINED 01 02               0      127        0
SAGE PLC                       COM              786639997     7390  2860535 SH       DEFINED 01            2860535        0        0
SAGE PLC                       COM              786639997     3629  1404830 SH       DEFINED 01 03               0  1404830        0
SAIPEM                         COM              786801993      601    83527 SH       DEFINED 01              83527        0        0
SANKYO   JP;4501               COM              786900993     1088    80000 SH       DEFINED 01              80000        0        0
ST FRANCIS CAP CORP            COM              789374105       45     1840 SH       DEFINED 01 02               0     1840        0
ST. FRANCIS CAPITAL            COM              789374105        3      121 SH       DEFINED 01 03               0      121        0
ST JOE PAPER CORP              COM              790148100     3779   125911 SH       DEFINED 01             125911        0        0
ST JUDE MEDICAL                COM              790849103      204     2755 SH       DEFINED 01 02               0     2755        0
ST. JUDE MEDICAL               COM              790849103    19013   257130 SH       DEFINED 01             257130        0        0
ST. JUDE MEDICAL               COM              790849103     1561    21109 SH       DEFINED 01 03               0    21109        0
ST. JUDE MEDICAL               COM              790849103    63822   863152 SH       DEFINED 01 05               0   863152        0
ST. MARY LAND & EXPLORATION    COM              792228108     7956   332445 SH       DEFINED 01             332445        0        0
ST. MARY LAND & EXPLORATION    COM              792228108      476    19900 SH       DEFINED 01 05               0    19900        0
ST. PAUL COMPANIES             COM              792860108     1200    30833 SH       DEFINED 01              30833        0        0
ST. PAUL COMPANIES             COM              792860108     1907    49003 SH       DEFINED 01 03               0    49003        0
ST. PAUL COMPANIES             COM              792860108       87     2245 SH       DEFINED 01 05               0     2245        0
SAKS                           COM              79377W108       74     5779 SH       DEFINED 01               5779        0        0
SALEM COMMUNICATIONS CL A      COM              794093104       12      500 SH       DEFINED 01                500        0        0
SALIX PHARMACEUTICALS LTD      COM              795435106      943    60500 SH       DEFINED 01              60500        0        0
SALTON INC                     COM              795757103      492    35262 SH       DEFINED 01              35262        0        0
SAMYOUNG CORP                  COM              796081990       57     5000 SH       DEFINED 01               5000        0        0
SAMSUNG ELECTRONICS            COM              796611994    56445   206394 SH       DEFINED 01             206394        0        0
SAMSUNG ELECTRONICS            COM              796611994      213      780 SH       DEFINED 01 05               0      780        0
SAMSUNG ELECTRONICS            COM              796700995     4566    33700 SH       DEFINED 01              33700        0        0
SAMSUNG ELECTRONICS            COM              796700995      199     1470 SH       DEFINED 01 05               0     1470        0
SAMSUNG FIRE & MARIN           COM              796722999     2879    46790 SH       DEFINED 01              46790        0        0
SAMSUNG FIRE & MARIN           COM              796722999      109     1780 SH       DEFINED 01 05               0     1780        0
SAN DIEGO G&E $25              PRF              797440831     1506    59500 SH       DEFINED 01 04               0    59500        0
SAN PAOLO-IMI                  COM              798200994      374    37300 SH       DEFINED 01              37300        0        0
SANCHEZ COMPUTER ASSOCIATES    COM              799702105      553   124170 SH       DEFINED 01             124170        0        0
SANDERSON FARMS INC            COM              800013104       85     3330 SH       DEFINED 01 02               0     3330        0
SANDERSON FARMS INC            COM              800013104        5      208 SH       DEFINED 01 03               0      208        0
SANDISK                        COM              80004C101       35     2820 SH       DEFINED 01               2820        0        0
SANDVIK AB-A SHS               COM              800200990      142     5686 SH       DEFINED 01               5686        0        0
SANDY SPRINGS & SVNG           COM              800363103       29      890 SH       DEFINED 01 02               0      890        0
SANDY SPRINGS BANCORP          COM              800363103     1904    59235 SH       DEFINED 01              59235        0        0
SANDY SPRINGS BANCORP          COM              800363103        4      122 SH       DEFINED 01 03               0      122        0
SANDY SPRINGS BANCORP          COM              800363103      209     6515 SH       DEFINED 01 05               0     6515        0
SANLAM                         COM              800800997     4647  5577539 SH       DEFINED 01            5577539        0        0
SANLAM                         COM              800800997      184   221028 SH       DEFINED 01 05               0   221028        0
SANMINA-SCI                    COM              800907107     2941   466185 SH       DEFINED 01             466185        0        0
SANMINA-SCI                    COM              800907107      860   136254 SH       DEFINED 01 03               0   136254        0
SANMINA-SCI                    COM              800907107     4863   770649 SH       DEFINED 01 05               0   770649        0
SANMINA-SCI CORP               COM              800907107     5896   934030 SH       DEFINED 01 02               0   934030        0
SANOF SYNTHELABO               COM              800955999    15513   255000 SH       DEFINED 01             255000        0        0
SANOF SYNTHELABO               COM              800955999      651    10700 SH       DEFINED 01 05               0    10700        0
SANGSTAT MEDICAL CP            COM              801003104     1978    86083 SH       DEFINED 01              86083        0        0
SANGSTAT MEDICAL CP            COM              801003104        4      160 SH       DEFINED 01 02               0      160        0
SANGSTAT MEDICAL CP            COM              801003104      221     9600 SH       DEFINED 01 05               0     9600        0
SANTANDER BANCO                COM              802809103        2      129 SH       DEFINED 01                129        0        0
SAP ADR                        COM              803054204    21717   900000 SH       DEFINED 01             900000        0        0
SAP ADR                        COM              803054204       34     1411 SH       DEFINED 01 05               0     1411        0
SAPIENT                        COM              803062108        1      588 SH       DEFINED 01                588        0        0
SAPPI LTD ORD        ZA;SAP/SA COM              803110998     2334   165954 SH       DEFINED 01             165954        0        0
SAPPI LTD ORD        ZA;SAP/SA COM              803110998       95     6757 SH       DEFINED 01 05               0     6757        0
SARA LEE                       COM              803111103     6981   338214 SH       DEFINED 01             338214        0        0
SARA LEE                       COM              803111103     3856   186863 SH       DEFINED 01 03               0   186863        0
SARA LEE                       COM              803111103      334    16160 SH       DEFINED 01 05               0    16160        0
SAVVIS COMM CORP               COM              805423100        0      229 SH       DEFINED 01                229        0        0
SCANA                          COM              80589M102      123     3985 SH       DEFINED 01               3985        0        0
SCHEIN (HENRY)                 COM              806407102       78     1751 SH       DEFINED 01               1751        0        0
SCHERING                       COM              806584991    13160   210327 SH       DEFINED 01             210327        0        0
SCHERING                       COM              806584991     5663    90507 SH       DEFINED 01 03               0    90507        0
SCHERING                       COM              806584991    17716   283159 SH       DEFINED 01 05               0   283159        0
SCHERING AG - ADR              COM              806585204       10      160 SH       DEFINED 01 02               0      160        0
SCHERING PLOUGH                COM              806605101     1476    60000 SH       DEFINED 01                  0    60000        0
SCHERING PLOUGH                COM              806605101      199     8100 SH       DEFINED 01 02               0     8100        0
SCHERING-PLOUGH                COM              806605101    48620  1976418 SH       DEFINED 01            1976418        0        0
SCHERING-PLOUGH                COM              806605101     9127   371027 SH       DEFINED 01 03               0   371027        0
SCHERING-PLOUGH                COM              806605101    16242   660214 SH       DEFINED 01 05               0   660214        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                   COM              806857108   249762  5371216 SH       DEFINED 01            5371216        0        0
SCHLUMBERGER                   COM              806857108     6558   141023 SH       DEFINED 01 03               0   141023        0
SCHLUMBERGER                   COM              806857108    49356  1061403 SH       DEFINED 01 05               0  1061403        0
SCHLUMBERGER LTD               COM              806857108    21788   468501 SH       DEFINED 01 02               0   468501        0
SCHOLASTIC                     COM              807066105      928    24477 SH       DEFINED 01              24477        0        0
SCHOLASTIC                     COM              807066105     2050    54100 SH       DEFINED 01 05               0    54100        0
SCHOLASTIC CORP                COM              807066105        2       50 SH       DEFINED 01 02               0       50        0
SCHOOL SPECIALTY INC           COM              807863105     1535    57784 SH       DEFINED 01              57784        0        0
SCHRODERS PLC                  COM              808177992       65     7325 SH       DEFINED 01               7325        0        0
SCHULMAN (A)                   COM              808194104     2145   100046 SH       DEFINED 01             100046        0        0
SCHULMAN (A)                   COM              808194104        8      364 SH       DEFINED 01 03               0      364        0
SCHULMAN (A)                   COM              808194104      234    10900 SH       DEFINED 01 05               0    10900        0
SCHULMAN (A.) INC              COM              808194104      127     5898 SH       DEFINED 01 02               0     5898        0
UBS                            COM              808411995    36486   725504 SH       DEFINED 01             725504        0        0
UBS                            COM              808411995     7684   152786 SH       DEFINED 01 03               0   152786        0
UBS                            COM              808411995    28148   559681 SH       DEFINED 01 05               0   559681        0
SCHWAB (CHARLES)               COM              808513105     2678   239050 SH       DEFINED 01             239050        0        0
SCHWAB (CHARLES)               COM              808513105     3971   354625 SH       DEFINED 01 03               0   354625        0
SCHWAB (CHARLES)               COM              808513105      166    14788 SH       DEFINED 01 05               0    14788        0
SCHWAB CHARLES CORP            COM              808513105      168    15000 SH       DEFINED 01                  0    15000        0
SCHWAB CHARLES CORP            COM              808513105    44353  3959844 SH       DEFINED 01 02               0  3959844        0
SCHWEITZER MAUDUIT             COM              808541106     1174    47726 SH       DEFINED 01              47726        0        0
SCIENT INC                     COM              808649305        0       22 SH       DEFINED 01                 22        0        0
SCIENTIFIC ATLANTA             COM              808655104      221    13450 SH       DEFINED 01 02               0    13450        0
SCIENTIFIC-ATLANTA             COM              808655104     8773   533301 SH       DEFINED 01             533301        0        0
SCIENTIFIC-ATLANTA             COM              808655104      713    43383 SH       DEFINED 01 03               0    43383        0
SCIENTIFIC-ATLANTA             COM              808655104      239    14529 SH       DEFINED 01 05               0    14529        0
SCIENTIFIC GAMES               COM              80874P109     1403   176700 SH       DEFINED 01             176700        0        0
SCIOS                          COM              808905103     4009   130959 SH       DEFINED 01             130959        0        0
SCIOS                          COM              808905103      253     8250 SH       DEFINED 01 05               0     8250        0
SCIOS INC                      COM              808905103        6      180 SH       DEFINED 01 02               0      180        0
SCIQUEST INC                   COM              80908Q107        0       82 SH       DEFINED 01                 82        0        0
SCOTTS CO CLA                  COM              810186106     4323    95224 SH       DEFINED 01              95224        0        0
SCRIPPS (EW) CL A              COM              811054204     2246    29172 SH       DEFINED 01              29172        0        0
SEACHANGE INTL                 COM              811699107        1       78 SH       DEFINED 01                 78        0        0
SEACOAST BANK COR FL           COM              811707306       71     1235 SH       DEFINED 01 02               0     1235        0
SEACOAST BANKING OF FLORIDA    COM              811707306     1204    20859 SH       DEFINED 01              20859        0        0
SEACOAST BANKING OF FLORIDA    COM              811707306        4       77 SH       DEFINED 01 03               0       77        0
SEACOAST BANKING OF FLORIDA    COM              811707306      141     2441 SH       DEFINED 01 05               0     2441        0
SEACOAST FINL SERV             COM              81170Q106     3434   136982 SH       DEFINED 01             136982        0        0
SEACOAST FINL SERV             COM              81170Q106       80     3200 SH       DEFINED 01 02               0     3200        0
SEACOAST FINL SERV             COM              81170Q106        5      201 SH       DEFINED 01 03               0      201        0
SEACOAST FINL SERV             COM              81170Q106      162     6450 SH       DEFINED 01 05               0     6450        0
SEACOR SMIT INC                COM              811904101     3074    64914 SH       DEFINED 01              64914        0        0
SEALED AIR                     COM              81211K100     7000   173838 SH       DEFINED 01             173838        0        0
SEALED AIR                     COM              81211K100      796    19756 SH       DEFINED 01 03               0    19756        0
SEALED AIR                     COM              81211K100       36      899 SH       DEFINED 01 05               0      899        0
SEARS, ROEBUCK                 COM              812387108    18061   332603 SH       DEFINED 01             332603        0        0
SEARS, ROEBUCK                 COM              812387108     4103    75549 SH       DEFINED 01 03               0    75549        0
SEARS, ROEBUCK                 COM              812387108    11845   218146 SH       DEFINED 01 05               0   218146        0
SECOM                          COM              813113990     4317    88000 SH       DEFINED 01              88000        0        0
SECOM                          COM              813113990     1864    38000 SH       DEFINED 01 03               0    38000        0
SECOND BANCORP INC             COM              813114105       91     3330 SH       DEFINED 01 02               0     3330        0
SECOND BANCORP INC             COM              813114105        6      208 SH       DEFINED 01 03               0      208        0
AMEX CONSUMER STAPLE           COM              81369Y308       21      957 SH       DEFINED 01 02               0      957        0
AMEX ENERGY SELECT S           COM              81369Y506        9      370 SH       DEFINED 01 02               0      370        0
AMEX FINANCIAL SELEC           COM              81369Y605       14      546 SH       DEFINED 01 02               0      546        0
AMEX TECH SEL SPDR             COM              81369Y803       10      660 SH       DEFINED 01 02               0      660        0
SECURITAS                      COM              813701992      606    29491 SH       DEFINED 01              29491        0        0
SECURE COMPUTING               COM              813705100      897   118800 SH       DEFINED 01             118800        0        0
SEEBEYOND TECHNOLOGY CORP      COM              815704101        1      172 SH       DEFINED 01                172        0        0
SELECT MEDICAL                 COM              816196109     3540   226000 SH       DEFINED 01             226000        0        0
SELECT MEDICAL                 COM              816196109      208    13300 SH       DEFINED 01 05               0    13300        0
SELECT MEDICAL CORP            COM              816196109        4      280 SH       DEFINED 01 02               0      280        0
SELECTIVE INSURANCE GROUP      COM              816300107     2410    85097 SH       DEFINED 01              85097        0        0
SEMBCORP LOGISTICS LIMITED     COM              816625990      313   250000 SH       DEFINED 01             250000        0        0
SEMTECH                        COM              816850101     1232    46124 SH       DEFINED 01              46124        0        0
SEMTECH                        COM              816850101     5340   200000 SH       DEFINED 01 05               0   200000        0
SEMPRA ENERGY                  COM              816851109    61597  2783402 SH       DEFINED 01            2783402        0        0
SEMPRA ENERGY                  COM              816851109     1080    48812 SH       DEFINED 01 03               0    48812        0
SEMPRA ENERGY                  COM              816851109     7613   344012 SH       DEFINED 01 05               0   344012        0
SEMPRA ENERGY CVT PFD CVT      PRF              816851208     9240   400000 SH       DEFINED 01             400000        0        0
SEMI TOOL                      COM              816909105     3057   374600 SH       DEFINED 01             374600        0        0
SEMI TOOL                      COM              816909105      314    38500 SH       DEFINED 01 05               0    38500        0
SENSIENT TECHNOLOGIES          COM              81725T100      731    32093 SH       DEFINED 01              32093        0        0
SERCO GROUP                    COM              817314990      138    45000 SH       DEFINED 01              45000        0        0
SEPRACOR                       COM              817315104       52     5358 SH       DEFINED 01               5358        0        0
SEQUA CL A                     COM              817320104       24      373 SH       DEFINED 01                373        0        0
SEQUA CL B                     COM              817320203      230     3500 SH       DEFINED 01               3500        0        0
SEQUENOM INC                   COM              817337108        0       61 SH       DEFINED 01                 61        0        0
SERENA SOFTWARE INC            COM              817492101     2550   186088 SH       DEFINED 01             186088        0        0
SERENA SOFTWARE INC            COM              817492101        2      130 SH       DEFINED 01 02               0      130        0
SERENA SOFTWARE INC            COM              817492101       96     7000 SH       DEFINED 01 05               0     7000        0
SEROLOGICALS                   COM              817523103     3185   174140 SH       DEFINED 01             174140        0        0
SEROLOGICALS                   COM              817523103      191    10460 SH       DEFINED 01 05               0    10460        0
SEROLOGICALS CORP              COM              817523103        4      220 SH       DEFINED 01 02               0      220        0
SERONO SA ADR                  COM              81752M101        1       90 SH       DEFINED 01 02               0       90        0
SERVICE CORP INTL              COM              817565104        7     1466 SH       DEFINED 01               1466        0        0
SERVICEMASTER CO               COM              81760N109       10      741 SH       DEFINED 01                741        0        0
7-ELEVEN                       COM              817826209       47     5712 SH       DEFINED 01               5712        0        0
SEVEN ELEVEN JAPAN 8183&J/YEN  COM              818500993    16106   409000 SH       DEFINED 01             409000        0        0
SEVEN ELEVEN JAPAN 8183&J/YEN  COM              818500993     2284    58000 SH       DEFINED 01 03               0    58000        0
SEVEN ELEVEN JAPAN 8183&J/YEN  COM              818500993     8821   224000 SH       DEFINED 01 05               0   224000        0
SINOPAC HOLDINGS COMPANY       COM              819433996     2715  6212640 SH       DEFINED 01            6212640        0        0
SHARP                          COM              819882101      648    51000 SH       DEFINED 01              51000        0        0
SHAW GROUP                     COM              820280105    18828   613319 SH       DEFINED 01             613319        0        0
SHAW GROUP                     COM              820280105      104     3400 SH       DEFINED 01 03               0     3400        0
SHAW GROUP                     COM              820280105      356    11600 SH       DEFINED 01 05               0    11600        0
SHAW GROUP INC                 COM              820280105       60     1950 SH       DEFINED 01 02               0     1950        0
SHELL TRANSPORT & TRADING      COM              822703997     1013   134300 SH       DEFINED 01             134300        0        0
SHERWIN-WILLIAMS               COM              824348106      127     4252 SH       DEFINED 01               4252        0        0
SHERWIN-WILLIAMS               COM              824348106     1074    35899 SH       DEFINED 01 03               0    35899        0
SHERWIN-WILLIAMS               COM              824348106       49     1640 SH       DEFINED 01 05               0     1640        0
SHINSEGAE CO LTD               COM              824555999     2883    17000 SH       DEFINED 01              17000        0        0
SHINSEGAE CO LTD               COM              824555999      119      700 SH       DEFINED 01 05               0      700        0
SHINHAN FINANCIAL GROUP        COM              824777999     3588   253910 SH       DEFINED 01             253910        0        0
SHINHAN FINANCIAL GROUP        COM              824777999      144    10180 SH       DEFINED 01 05               0    10180        0
SHOPKO STORES                  COM              824911101     2203   110223 SH       DEFINED 01             110223        0        0
SHOPKO STORES                  COM              824911101       93     4680 SH       DEFINED 01 02               0     4680        0
SHOPKO STORES                  COM              824911101        6      296 SH       DEFINED 01 03               0      296        0
SHIN-ETSU CHEMICAL             COM              824925994     7429   172900 SH       DEFINED 01             172900        0        0
SHIN-ETSU CHEMICAL             COM              824925994     3798    88400 SH       DEFINED 01 03               0    88400        0
SHIN-ETSU CHEMICAL             COM              824925994    14076   327600 SH       DEFINED 01 05               0   327600        0
SHUFFLE MASTER                 COM              825549108     1048    57025 SH       DEFINED 01              57025        0        0
SIAM CEMENT-PCL-NVDR           COM              825566995     3594   157100 SH       DEFINED 01             157100        0        0
SIAM CEMENT-PCL-NVDR           COM              825566995      144     6300 SH       DEFINED 01 05               0     6300        0
SHURGARD STORAGE CTR           COM              82567D104     3681   106636 SH       DEFINED 01             106636        0        0
SIBNEFT SPON - ADR             COM              825731102     2437   135400 SH       DEFINED 01             135400        0        0
SIBNEFT SPON - ADR             COM              825731102      110     6100 SH       DEFINED 01 05               0     6100        0
GENSIA PHARMACEUTICS INC       COM              825846108     1691    91244 SH       DEFINED 01              91244        0        0
SIDERCA S.A.I.C                COM              825863103      142     9000 SH       DEFINED 01               9000        0        0
INVENSYS PLC                   COM              825995996     5252  3871784 SH       DEFINED 01            3871784        0        0
INVENSYS PLC                   COM              825995996     7149  5269743 SH       DEFINED 01 05               0  5269743        0
SIEBEL SYSTEMS INC             COM              826170102      395    12100 SH       DEFINED 11 12               0    12100        0
SIEBEL SYSTEMS                 COM              826170102    13528   951290 SH       DEFINED 01             951290        0        0
SIEBEL SYSTEMS                 COM              826170102       25     1750 SH       DEFINED 01 02               0     1750        0
SIEBEL SYSTEMS                 COM              826170102     1603   112761 SH       DEFINED 01 03               0   112761        0
SIEBEL SYSTEMS                 COM              826170102      632    44410 SH       DEFINED 01 05               0    44410        0
SIEMENS                        COM              826197105     4704    78400 SH       DEFINED 01              78400        0        0
SIERRA HEALTH SERVIC           COM              826322109     2017    90245 SH       DEFINED 01              90245        0        0
SIERRA PACIFIC RESOURCES       COM              826428104       32     4044 SH       DEFINED 01               4044        0        0
SIGMA-ALDRICH                  COM              826552101    66349  1323011 SH       DEFINED 01            1323011        0        0
SIGMA-ALDRICH                  COM              826552101     3327    66352 SH       DEFINED 01 02               0    66352        0
SIGMA-ALDRICH                  COM              826552101     6300   125621 SH       DEFINED 01 03               0   125621        0
SIGMA-ALDRICH                  COM              826552101    11603   231372 SH       DEFINED 01 05               0   231372        0
SIGNET                         COM              826680993     5186  3591271 SH       DEFINED 01            3591271        0        0
SIGNET                         COM              826680993     6603  4571772 SH       DEFINED 01 05               0  4571772        0
SILICON LABORATORIES           COM              826919102      757    27976 SH       DEFINED 01              27976        0        0
SILGAN HOLDINGS                COM              827048109     2548    63000 SH       DEFINED 01              63000        0        0
SILGAN HOLDINGS                COM              827048109      100     2458 SH       DEFINED 01 02               0     2458        0
SILGAN HOLDINGS                COM              827048109        6      154 SH       DEFINED 01 03               0      154        0
SILGAN HOLDINGS                COM              827048109      291     7200 SH       DEFINED 01 05               0     7200        0
SILICON GRAPHICS INC           COM              827056102        3     1043 SH       DEFINED 01               1043        0        0
SILICON GRAPHICS INC           COM              827056102       56    19475 SH       DEFINED 01 02               0    19475        0
SILICON GRAPHICS INC           COM              827056102        4     1245 SH       DEFINED 01 03               0     1245        0
SILICON STORAGE TECHNOLOGY     COM              827057100     2536   325203 SH       DEFINED 01             325203        0        0
SILICON IMAGE                  COM              82705T102        1      122 SH       DEFINED 01                122        0        0
SILICON VALLEY BANCSHARES      COM              827064106      746    28315 SH       DEFINED 01              28315        0        0
SILICONIX INC                  COM              827079203        5      173 SH       DEFINED 01                173        0        0
SILVERSTREAM SOFTWA            COM              827907106        1       62 SH       DEFINED 01                 62        0        0
SIMON PROPERTY GROUP           COM              828806109      182     4930 SH       DEFINED 01               4930        0        0
SIMON PROPERTY GROUP           COM              828806109     1526    41420 SH       DEFINED 01 03               0    41420        0
SIMON PROPERTY GROUP           COM              828806109       70     1900 SH       DEFINED 01 05               0     1900        0
SIMPSON MFG                    COM              829073105     4727    82752 SH       DEFINED 01              82752        0        0
SIMPSON MFG                    COM              829073105      183     3200 SH       DEFINED 01 05               0     3200        0
SINCLAIR BROADCAST GROUP CL A  COM              829226109     1327    91890 SH       DEFINED 01              91890        0        0
SINGAPORE AIR FGN RG           COM              829295104     1504   206000 SH       DEFINED 01 03               0   206000        0
SINGAPORE AIRLINES             COM              829295997      286    39115 SH       DEFINED 01              39115        0        0
SINGAPORE TECH ENGINEERING LTD COM              829298991      197   180000 SH       DEFINED 01             180000        0        0
SINGAPORE TELECOM              COM              829300995      757   976000 SH       DEFINED 01             976000        0        0
SIRENZA MICRODEVICES           COM              82966T106        0      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     1292   127200 SH       DEFINED 01             127200        0        0
SIX FLAGS                      COM              83001P109     1955   135261 SH       DEFINED 01             135261        0        0
SK TELECOM                     COM              830530994     8446    37700 SH       DEFINED 01              37700        0        0
SK TELECOM                     COM              830530994      336     1500 SH       DEFINED 01 05               0     1500        0
SKILLSOFT                      COM              83066P101       26     3250 SH       DEFINED 01               3250        0        0
SKY FINL GROUP INC             COM              83080P103        8      394 SH       DEFINED 01                394        0        0
SKYLINE                        COM              830830105      883    26908 SH       DEFINED 01              26908        0        0
SKYWEST                        COM              830879102    18910   808464 SH       DEFINED 01             808464        0        0
SKYWEST                        COM              830879102     2713   116000 SH       DEFINED 01 03               0   116000        0
SKYWEST                        COM              830879102      575    24592 SH       DEFINED 01 05               0    24592        0
SKYWEST INC                    COM              830879102    46524  1989127 SH       DEFINED 01 02               0  1989127        0
SKYWORKS SOLUTIONS             COM              83088M102     3882   699444 SH       DEFINED 01             699444        0        0
SKYWORKS SOLUTIONS             COM              83088M102       34     6130 SH       DEFINED 01 02               0     6130        0
SKYWORKS SOLUTIONS             COM              83088M102        2      362 SH       DEFINED 01 03               0      362        0
SKYWORKS SOLUTIONS             COM              83088M102      174    31340 SH       DEFINED 01 05               0    31340        0
SMITH (A O) CORP               COM              831865209     4235   137449 SH       DEFINED 01             137449        0        0
SMITH (A O) CORP               COM              831865209       57     1873 SH       DEFINED 01 02               0     1873        0
SMITH (A O) CORP               COM              831865209        4      133 SH       DEFINED 01 03               0      133        0
SMITH (A O) CORP               COM              831865209      168     5460 SH       DEFINED 01 05               0     5460        0
SMITH & NEPHEW                 COM              831911995      438    79022 SH       DEFINED 01              79022        0        0
SMITH INTL                     COM              832110100     1013    14841 SH       DEFINED 01              14841        0        0
SMITHFIELD FOODS               COM              832248108       79     4253 SH       DEFINED 01               4253        0        0
SMITHS GROUP PLC               COM              832389993     1183    91100 SH       DEFINED 01              91100        0        0
JM SMUCKER CO                  COM              832696405       66     1919 SH       DEFINED 01               1919        0        0
JM SMUCKER CO                  COM              832696405        1       15 SH       DEFINED 01 05               0       15        0
SMURFIT-STONE CONTAINER        COM              832727101      103     6682 SH       DEFINED 01               6682        0        0
SNAM RETE GAS 144              COM              833029556      241    81628 SH       DEFINED 01              81628        0        0
SNAM RETE GAS 144              COM              833029556     3649  1235845 SH       DEFINED 01 03               0  1235845        0
SNAP-ON                        COM              833034101       50     1679 SH       DEFINED 01               1679        0        0
SNAP-ON                        COM              833034101      410    13696 SH       DEFINED 01 03               0    13696        0
SNAP-ON                        COM              833034101       19      623 SH       DEFINED 01 05               0      623        0
SOCIETE GENERALE CL A          COM              833639990    13872   210602 SH       DEFINED 01             210602        0        0
SOCIETE GENERALE CL A          COM              833639990    13678   207642 SH       DEFINED 01 05               0   207642        0
SOFTWARE AG                    COM              834024994      173    12900 SH       DEFINED 01              12900        0        0
SOLA INTL                      COM              834092108      912    79297 SH       DEFINED 01              79297        0        0
SOLECTRON                      COM              834182107    17566  2856413 SH       DEFINED 01            2856413        0        0
SOLECTRON                      COM              834182107     2384   387658 SH       DEFINED 01 03               0   387658        0
SOLECTRON                      COM              834182107     3157   513184 SH       DEFINED 01 05               0   513184        0
SOLECTRON CORP                 COM              834182107      861   140000 SH       DEFINED 01                  0   140000        0
SOLECTRON CORP                 COM              834182107      672   109370 SH       DEFINED 01 02               0   109370        0
SOLUTIA                        COM              834376105     2033   289643 SH       DEFINED 01             289643        0        0
SOLUTIA                        COM              834376105     3370   480000 SH       DEFINED 01 05               0   480000        0
SOLUTIA INC                    COM              834376105       41     5900 SH       DEFINED 01 02               0     5900        0
SOMERA COMMUNICATIONS          COM              834458101     7061   989000 SH       DEFINED 01             989000        0        0
SOMERA COMMUNICATIONS          COM              834458101      600    84000 SH       DEFINED 01 05               0    84000        0
SONIC CORP                     COM              835451105     4051   128962 SH       DEFINED 01             128962        0        0
SONIC CORP                     COM              835451105    23889   760550 SH       DEFINED 01 02               0   760550        0
SONIC CORP                     COM              835451105      591    18800 SH       DEFINED 01 03               0    18800        0
SONIC AUTOMOTIVE INC           COM              83545G102     1568    60879 SH       DEFINED 01              60879        0        0
SONIC AUTOMOTIVE INC           COM              83545G102       56     2210 SH       DEFINED 01 02               0     2210        0
SONIC AUTOMOTIVE INC           COM              83545G102        4      143 SH       DEFINED 01 03               0      143        0
SONIC AUTOMOTIVE INC           COM              83545G102      129     5000 SH       DEFINED 01 05               0     5000        0
S3 INCORPORATED                COM              83546Q109        0      185 SH       DEFINED 01                185        0        0
SONICWALL                      COM              835470105        2      473 SH       DEFINED 01                473        0        0
SONOCO PRODUCTS                COM              835495102      104     3711 SH       DEFINED 01               3711        0        0
SONY                           COM              835699109     6658   126101 SH       DEFINED 01             126101        0        0
SONY                           COM              835699109     1711    32400 SH       DEFINED 01 03               0    32400        0
SONY                           COM              835699109     5656   107100 SH       DEFINED 01 05               0   107100        0
SONY ADR                       COM              835699307     1590    30000 SH       DEFINED 01              30000        0        0
SORRENTO NETWORKS CORPORATION  COM              83586Q100        0       32 SH       DEFINED 01                 32        0        0
SOTHEBY'S HOLDINGS CL A        COM              835898107       38     2664 SH       DEFINED 01               2664        0        0
SONUS NETWORKS                 COM              835916107        2     1219 SH       DEFINED 01               1219        0        0
SOURCECORP                     COM              836167106     1483    55940 SH       DEFINED 01              55940        0        0
SCMP GROUP LTD                 COM              837400993      203   350000 SH       DEFINED 01             350000        0        0
SOUTH FINANCIAL GROUP          COM              837841105     4674   208555 SH       DEFINED 01             208555        0        0
SOUTH FINANCIAL GROUP          COM              837841105        6      263 SH       DEFINED 01 03               0      263        0
SOUTH FINANCIAL GROUP          COM              837841105      204     9100 SH       DEFINED 01 05               0     9100        0
SOUTH FINANCIAL GRP            COM              837841105       93     4180 SH       DEFINED 01 02               0     4180        0
SOUTH JERSEY IND INC           COM              838518108       83     2460 SH       DEFINED 01 02               0     2460        0
SOUTH JERSEY IND INC           COM              838518108        5      154 SH       DEFINED 01 03               0      154        0
SOUTHERN CO                    COM              842587107    29594  1080069 SH       DEFINED 01            1080069        0        0
SOUTHERN CO                    COM              842587107     4592   167616 SH       DEFINED 01 03               0   167616        0
SOUTHERN CO                    COM              842587107      370    13496 SH       DEFINED 01 05               0    13496        0
SOUTHERNA RESOURCES LTD        COM              843901992     1173   275000 SH       DEFINED 01             275000        0        0
SOUTHERN UNION CO              COM              844030106     3005   176745 SH       DEFINED 01             176745        0        0
SOUTHTRUST                     COM              844730101     6138   234993 SH       DEFINED 01             234993        0        0
SOUTHTRUST                     COM              844730101     2131    81577 SH       DEFINED 01 03               0    81577        0
SOUTHTRUST                     COM              844730101    10024   383742 SH       DEFINED 01 05               0   383742        0
SOUTHWEST AIRLINES             COM              844741108   323406 20012753 SH       DEFINED 01           20012753        0        0
SOUTHWEST AIRLINES             COM              844741108      451    27911 SH       DEFINED 01 02               0    27911        0
SOUTHWEST AIRLINES             COM              844741108     2934   181550 SH       DEFINED 01 03               0   181550        0
SOUTHWEST AIRLINES             COM              844741108    55106  3409997 SH       DEFINED 01 05               0  3409997        0
SOUTHWEST BANCORP OF TEXAS     COM              84476R109     3876   107012 SH       DEFINED 01             107012        0        0
SOUTHWEST GAS                  COM              844895102     3268   132038 SH       DEFINED 01             132038        0        0
SOUTHWESTERN ENERGY            COM              845467109     1246    82111 SH       DEFINED 01              82111        0        0
SOVEREIGN BANCORP              COM              845905108      151    10155 SH       DEFINED 01              10155        0        0
SPACELABS                      COM              846247104      445    31336 SH       DEFINED 01              31336        0        0
SPANISH BRDCAST CL A           COM              846425882        4      390 SH       DEFINED 01 02               0      390        0
SPARTECH CORP                  COM              847220209      887    32571 SH       DEFINED 01              32571        0        0
SPECTRASITE HOLDINGS           COM              84760T100        0      646 SH       DEFINED 01                646        0        0
SPECTRIS PLC                   COM              847610995      317    53500 SH       DEFINED 01              53500        0        0
SPEECHWORKS INTL INC           COM              84764M101        1      311 SH       DEFINED 01                311        0        0
SPEEDWAY MOTOR SPORT           COM              847788106        8      318 SH       DEFINED 01                318        0        0
SPHERION                       COM              848420105     6035   507030 SH       DEFINED 01             507030        0        0
SPHERION                       COM              848420105      319    26800 SH       DEFINED 01 05               0    26800        0
SPINNAKER EXPLORATION          COM              84855W109       41     1130 SH       DEFINED 01               1130        0        0
SPORTSLINE.COM INC             COM              848934105        0       77 SH       DEFINED 01                 77        0        0
SPORTS AUTHORITY               COM              849176102        1       60 SH       DEFINED 01 02               0       60        0
SPRINT (FON GROUP)             COM              852061100    58449  5508810 SH       DEFINED 01            5508810        0        0
SPRINT (FON GROUP)             COM              852061100     3752   353679 SH       DEFINED 01 03               0   353679        0
SPRINT (FON GROUP)             COM              852061100     7565   713096 SH       DEFINED 01 05               0   713096        0
SPRINT CORP FON GRP            COM              852061100    11246  1059713 SH       DEFINED 01 02               0  1059713        0
SPRINT (PCS GROUP)             COM              852061506     1755   392520 SH       DEFINED 01             392520        0        0
SPRINT (PCS GROUP)             COM              852061506     1055   236036 SH       DEFINED 01 03               0   236036        0
SPRINT (PCS GROUP)             COM              852061506       85    18994 SH       DEFINED 01 05               0    18994        0
STAGE STORES INC.              COM              85254C305     1050    30229 SH       DEFINED 01              30229        0        0
STAMPS.COM                     COM              852857101        1      196 SH       DEFINED 01                196        0        0
STANCORP FINANCIAL GROUP       COM              852891100     3505    63154 SH       DEFINED 01              63154        0        0
STANCORP FINANCIAL GROUP       COM              852891100        7      121 SH       DEFINED 01 03               0      121        0
STANCORP FINANCIAL GROUP       COM              852891100      266     4800 SH       DEFINED 01 05               0     4800        0
STANCORP FINL GROUP            COM              852891100      126     2272 SH       DEFINED 01 02               0     2272        0
STANDARD BANK GROUP LTD        COM              853000990     3349  1078967 SH       DEFINED 01            1078967        0        0
STANDARD BANK GROUP LTD        COM              853000990      168    54038 SH       DEFINED 01 05               0    54038        0
STANDARD COMMERCIAL            COM              853258101     3062   141100 SH       DEFINED 01             141100        0        0
STANDARD COMMERCIAL            COM              853258101      101     4685 SH       DEFINED 01 02               0     4685        0
STANDARD COMMERCIAL            COM              853258101        7      301 SH       DEFINED 01 03               0      301        0
STANDARD COMMERCIAL            COM              853258101      350    16150 SH       DEFINED 01 05               0    16150        0
STANDARD MICROSYSTEM           COM              853626109     1209    51192 SH       DEFINED 01              51192        0        0
STANDARD MOTOR PRO             COM              853666105      671    40175 SH       DEFINED 01              40175        0        0
STANDARD PACIFIC               COM              85375C101     5107   145579 SH       DEFINED 01             145579        0        0
STANDARD REGISTER              COM              853887107     3060    89509 SH       DEFINED 01              89509        0        0
STANDEX INTL                   COM              854231107      973    38775 SH       DEFINED 01              38775        0        0
STANDEX INTL                   COM              854231107    26466  1054403 SH       DEFINED 01 03               0  1054403        0
STANLEY FURNITURE CO           COM              854305208      963    36000 SH       DEFINED 01              36000        0        0
STANLEY FURNITURE CO           COM              854305208       33     1220 SH       DEFINED 01 02               0     1220        0
STANLEY FURNITURE CO           COM              854305208        2       77 SH       DEFINED 01 03               0       77        0
STANLEY FURNITURE CO           COM              854305208      112     4200 SH       DEFINED 01 05               0     4200        0
STANLEY WORKS                  COM              854616109       98     2379 SH       DEFINED 01               2379        0        0
STANLEY WORKS                  COM              854616109      823    20066 SH       DEFINED 01 03               0    20066        0
STANLEY WORKS                  COM              854616109       37      912 SH       DEFINED 01 05               0      912        0
STAPLES                        COM              855030102    34303  1741271 SH       DEFINED 01            1741271        0        0
STAPLES                        COM              855030102     2167   109987 SH       DEFINED 01 03               0   109987        0
STAPLES                        COM              855030102     2887   146543 SH       DEFINED 01 05               0   146543        0
STAPLES INC                    COM              855030102      262    13300 SH       DEFINED 01 02               0    13300        0
STARBUCKS                      COM              855244109    44097  1774506 SH       DEFINED 01            1774506        0        0
STARBUCKS                      COM              855244109     1555    62570 SH       DEFINED 01 02               0    62570        0
STARBUCKS                      COM              855244109     4347   174923 SH       DEFINED 01 03               0   174923        0
STARBUCKS                      COM              855244109    34298  1380219 SH       DEFINED 01 05               0  1380219        0
STARMEDIA NETWORK IN           COM              855546107        0      150 SH       DEFINED 01                150        0        0
STARTEK INC                    COM              85569C107     1210    45258 SH       DEFINED 01              45258        0        0
STARWOOD HOTELS & RE           COM              85590A203      187     5700 SH       DEFINED 01 02               0     5700        0
STARWOOD HOTELS & RESORTS WORL COM              85590A203    16904   513952 SH       DEFINED 01             513952        0        0
STARWOOD HOTELS & RESORTS WORL COM              85590A203     1543    46911 SH       DEFINED 01 03               0    46911        0
STARWOOD HOTELS & RESORTS WORL COM              85590A203    31000   942503 SH       DEFINED 01 05               0   942503        0
STATE STREET                   COM              857477103   318299  7120779 SH       DEFINED 01            7120779        0        0
STATE STREET                   COM              857477103     3420    76515 SH       DEFINED 01 03               0    76515        0
STATE STREET                   COM              857477103    61477  1375307 SH       DEFINED 01 05               0  1375307        0
STATE STREET CORP              COM              857477103    10893   243648 SH       DEFINED 01 02               0   243648        0
STATEN BANCORP IN              COM              857550107       88     4550 SH       DEFINED 01 02               0     4550        0
STATEN ISLAND BANCORP          COM              857550107     5990   311977 SH       DEFINED 01             311977        0        0
STATEN ISLAND BANCORP          COM              857550107        5      285 SH       DEFINED 01 03               0      285        0
STATEN ISLAND BANCORP          COM              857550107      244    12700 SH       DEFINED 01 05               0    12700        0
STATION CASINOS                COM              857689103      998    55908 SH       DEFINED 01              55908        0        0
THE STEAK N SHAKE CO           COM              857873103        3      170 SH       DEFINED 01 02               0      170        0
THE STEAK N SHAKE COMPANY      COM              857873103     1383    89218 SH       DEFINED 01              89218        0        0
STEEL DYNAMICS                 COM              858119100     2505   152122 SH       DEFINED 01             152122        0        0
STEEL TECHNOLOGIES             COM              858147101      404    30633 SH       DEFINED 01              30633        0        0
STEIN MART                     COM              858375108     7155   602800 SH       DEFINED 01             602800        0        0
STEIN MART                     COM              858375108      497    41900 SH       DEFINED 01 05               0    41900        0
STEINWAY MUSICAL INS           COM              858495104      100     4680 SH       DEFINED 01 02               0     4680        0
STEINWAY MUSICAL INSTRUMENTS I COM              858495104        6      296 SH       DEFINED 01 03               0      296        0
STERLING BANCSHARES            COM              858907108     2075   140495 SH       DEFINED 01             140495        0        0
STERICYCLE INC                 COM              858912108     3283    92716 SH       DEFINED 01              92716        0        0
STERICYCLE INC                 COM              858912108        2       60 SH       DEFINED 01 02               0       60        0
STERICYCLE INC                 COM              858912108      198     5600 SH       DEFINED 01 05               0     5600        0
STERIS                         COM              859152100     1222    64717 SH       DEFINED 01              64717        0        0
STERIS                         COM              859152100      132     7000 SH       DEFINED 01 05               0     7000        0
STERIS CORP                    COM              859152100        3      150 SH       DEFINED 01 02               0      150        0
STERLING BANCORP               COM              859158107     2025    57700 SH       DEFINED 01              57700        0        0
STERLING BANCORP               COM              859158107       78     2220 SH       DEFINED 01 02               0     2220        0
STERLING BANCORP               COM              859158107        5      143 SH       DEFINED 01 03               0      143        0
STERLING BANCORP               COM              859158107      221     6300 SH       DEFINED 01 05               0     6300        0
STERLING FINL CORP             COM              859319105     1170    58800 SH       DEFINED 01              58800        0        0
STERLING FINL CORP             COM              859319105       39     1960 SH       DEFINED 01 02               0     1960        0
STERLING FINL CORP             COM              859319105        2      118 SH       DEFINED 01 03               0      118        0
STERLING FINL CORP             COM              859319105      149     7480 SH       DEFINED 01 05               0     7480        0
STEWART & STEVENSON SERVICES   COM              860342104       18     1018 SH       DEFINED 01               1018        0        0
STEWART ENTERPRISES CL A       COM              860370105        3      398 SH       DEFINED 01                398        0        0
STEWART INFORMATION SERVICES   COM              860372101     2348   116602 SH       DEFINED 01             116602        0        0
STEWART INFORMATION SERVICES   COM              860372101      101     5000 SH       DEFINED 01 05               0     5000        0
STILLWATER MIN REST            COM              860490994      942    60000 SH       DEFINED 01              60000        0        0
STILLWATER MINING              COM              86074Q102     3856   242756 SH       DEFINED 01             242756        0        0
STILWELL FINANCIAL             COM              860831106    12821   704416 SH       DEFINED 01             704416        0        0
STILWELL FINANCIAL             COM              860831106      282    15500 SH       DEFINED 01 02               0    15500        0
STILWELL FINANCIAL             COM              860831106     1937   106423 SH       DEFINED 01 03               0   106423        0
STILWELL FINANCIAL             COM              860831106     2319   127392 SH       DEFINED 01 05               0   127392        0
STINNES ORD                    COM              861100998      721    25000 SH       DEFINED 01              25000        0        0
STONE ENERGY                   COM              861642106     8329   206921 SH       DEFINED 01             206921        0        0
STONE ENERGY                   COM              861642106      250     6200 SH       DEFINED 01 05               0     6200        0
STONE ENERGY CORP              COM              861642106       32      800 SH       DEFINED 01 02               0      800        0
STORAGE TECHNOLOGY             COM              862111200     6273   392748 SH       DEFINED 01             392748        0        0
STORAGE TECHNOLOGY             COM              862111200       48     3000 SH       DEFINED 01 03               0     3000        0
STORAGE TECHNOLOGY             COM              862111200      160    10000 SH       DEFINED 01 05               0    10000        0
STORAGENETWORKS INC            COM              86211E103        0       55 SH       DEFINED 01                 55        0        0
STRATTEC SECURITY              COM              863111100     1239    22400 SH       DEFINED 01              22400        0        0
STRATTEC SECURITY              COM              863111100      111     2000 SH       DEFINED 01 05               0     2000        0
STRIDE RITE CORP               COM              863314100     1079   134845 SH       DEFINED 01             134845        0        0
STRYKER                        COM              863667101    16346   305489 SH       DEFINED 01             305489        0        0
STRYKER                        COM              863667101     2484    46423 SH       DEFINED 01 03               0    46423        0
STRYKER                        COM              863667101    25671   479728 SH       DEFINED 01 05               0   479728        0
STRYKER CORP                   COM              863667101      210     3930 SH       DEFINED 01 02               0     3930        0
STUDENT ADVANTAGE IN           COM              86386Q105        0      158 SH       DEFINED 01                158        0        0
STORA ENSO                     COM              863901997    10015   714701 SH       DEFINED 01             714701        0        0
STORA ENSO                     COM              863901997    10902   777995 SH       DEFINED 01 05               0   777995        0
STUDENT LOAN CORP              COM              863902102        4       50 SH       DEFINED 01                 50        0        0
STURM RUGER & CO INC           COM              864159108     1221    86314 SH       DEFINED 01              86314        0        0
SUEZ SA                        COM              864700992     8026   300954 SH       DEFINED 01             300954        0        0
SUEZ SA                        COM              864700992     4330   162379 SH       DEFINED 01 03               0   162379        0
SUMITOMO CHEMICAL              COM              865601504    13032  2866000 SH       DEFINED 01            2866000        0        0
SUMITOMO CHEMICAL              COM              865601504     1891   416000 SH       DEFINED 01 03               0   416000        0
SUMITOMO CHEMICAL              COM              865601504    13522  2974000 SH       DEFINED 01 05               0  2974000        0
SUMITOMO CORP                  COM              865601991     1641   271000 SH       DEFINED 01             271000        0        0
SUMITOMO TRUST & BANKING       COM              865603997     7771  1617000 SH       DEFINED 01            1617000        0        0
SUMITOMO TRUST & BANKING       COM              865603997     2537   528000 SH       DEFINED 01 03               0   528000        0
SUMITOMO TRUST & BANKING       COM              865603997     7155  1489000 SH       DEFINED 01 05               0  1489000        0
SUMMIT PROPERTIES              COM              866239106        2      108 SH       DEFINED 01                108        0        0
SUN COMMUNITIES INC            COM              866674104        3       63 SH       DEFINED 01                 63        0        0
SUN HUNG KAI PRP ORD           COM              86676H104     2294   302000 SH       DEFINED 01             302000        0        0
SUN HUNG KAI PRP ORD           COM              86676H104      106    14000 SH       DEFINED 01 05               0    14000        0
SUN LIFE FINANCIAL SERVICES OF COM              866796105      529    24200 SH       DEFINED 01              24200        0        0
SUN LIFE FINANCIAL SERVICES OF COM              866796998     6396   295483 SH       DEFINED 01             295483        0        0
SUN LIFE FINANCIAL SERVICES OF COM              866796998     2032    93885 SH       DEFINED 01 03               0    93885        0
SUN MICROSYSTEMS               COM              866810104      912   103455 SH       DEFINED 11 12               0   103455        0
SUN MICROSYSTEMS               COM              866810104       36     4002 SH       DEFINED 11 12 13            0     4002        0
TEXAS INSTRUMENTS INC          COM              866810104     3158    95400 SH       DEFINED 11 12               0    95400        0
SUN MICROSYSTEMS               COM              866810104    39341  7852516 SH       DEFINED 01            7852516        0        0
SUN MICROSYSTEMS               COM              866810104     4004   799396 SH       DEFINED 01 03               0   799396        0
SUN MICROSYSTEMS               COM              866810104    45048  8991636 SH       DEFINED 01 05               0  8991636        0
SUN MICROSYSTEMS INC           COM              866810104    17151  3423686 SH       DEFINED 01 02               0  3423686        0
SUNBEAM WTS                    COM              867071128        0       83 SH       DEFINED 01                 83        0        0
SUNCOR ENERGY INC              COM              867229999     4985   285050 SH       DEFINED 01             285050        0        0
SUNCOR ENERGY INC              COM              867229999      718    41051 SH       DEFINED 01 03               0    41051        0
SUNGARD DATA                   COM              867363103     2818   106425 SH       DEFINED 01 02               0   106425        0
SUNGARD DATA SYSTEMS           COM              867363103   129530  4891686 SH       DEFINED 01            4891686        0        0
SUNGARD DATA SYSTEMS           COM              867363103     4174   157600 SH       DEFINED 01 03               0   157600        0
SUNGARD DATA SYSTEMS           COM              867363103    46534  1757300 SH       DEFINED 01 05               0  1757300        0
SUNOCO                         COM              86764P109     2308    64778 SH       DEFINED 01              64778        0        0
SUNOCO                         COM              86764P109      639    17947 SH       DEFINED 01 03               0    17947        0
SUNOCO                         COM              86764P109       29      819 SH       DEFINED 01 05               0      819        0
SUNRISE ASSISTED               COM              86768K106     1931    72053 SH       DEFINED 01              72053        0        0
SUNRISE TELECOM INC            COM              86769Y105        0      137 SH       DEFINED 01                137        0        0
SUNTRUST BANKS                 COM              867914103    10679   157695 SH       DEFINED 01             157695        0        0
SUNTRUST BANKS                 COM              867914103     4635    68450 SH       DEFINED 01 03               0    68450        0
SUNTRUST BANKS                 COM              867914103      460     6789 SH       DEFINED 01 05               0     6789        0
SUPERGEN INC                   COM              868059106        1       82 SH       DEFINED 01                 82        0        0
SUPERIOR ENERGY SERVICES       COM              868157108      626    61700 SH       DEFINED 01              61700        0        0
SUPERIOR IND INTL              COM              868168105    14087   305400 SH       DEFINED 01 02               0   305400        0
SUPERIOR INDS INTL             COM              868168105       50     1094 SH       DEFINED 01               1094        0        0
SUPERIOR INDS INTL             COM              868168105      387     8400 SH       DEFINED 01 03               0     8400        0
SUPERTEX INC                   COM              868532102      705    39985 SH       DEFINED 01              39985        0        0
SUPERVALU                      COM              868536103    31753  1294441 SH       DEFINED 01            1294441        0        0
SUPERVALU                      COM              868536103      769    31329 SH       DEFINED 01 03               0    31329        0
SUPERVALU                      COM              868536103     3773   153816 SH       DEFINED 01 05               0   153816        0
SUPERVALU INC                  COM              868536103     4440   181000 SH       DEFINED 01                  0   181000        0
SUPPORTSOFT INC                COM              868587106     1550   559876 SH       DEFINED 01             559876        0        0
SURGUTNEFTEGAZ ADR             COM              868861204     3520   179620 SH       DEFINED 01             179620        0        0
SURGUTNEFTEGAZ ADR             COM              868861204      130     6621 SH       DEFINED 01 05               0     6621        0
SURMODICS INC                  COM              868873100     2664   102511 SH       DEFINED 01             102511        0        0
SURMODICS INC                  COM              868873100        2       60 SH       DEFINED 01 02               0       60        0
SURMODICS INC                  COM              868873100      224     8600 SH       DEFINED 01 05               0     8600        0
SUSQUEHANNA BANC               COM              869099101     2877   126677 SH       DEFINED 01             126677        0        0
SUSQUEHANNA BANC               COM              869099101      101     4430 SH       DEFINED 01 02               0     4430        0
SUSQUEHANNA BANC               COM              869099101        6      285 SH       DEFINED 01 03               0      285        0
SVENSKA CELLULOSA B            COM              869587998     2448    68800 SH       DEFINED 01              68800        0        0
SWATCH GROUP AG                COM              869999557      145     7685 SH       DEFINED 01               7685        0        0
SWIFT ENERGY                   COM              870738101     1344    86185 SH       DEFINED 01              86185        0        0
SWIFT ENERGY CO                COM              870738101        3      190 SH       DEFINED 01 02               0      190        0
SWIFT TRANSPORTATION           COM              870756103      419    18000 SH       DEFINED 01                  0    18000        0
SWIFT TRANSPORTATION           COM              870756103       83     3566 SH       DEFINED 01               3566        0        0
SWIFT TRANSPORTATION           COM              870756103    37314  1601449 SH       DEFINED 01 02               0  1601449        0
SWIFT TRANSPORTATION           COM              870756103     1023    43900 SH       DEFINED 01 03               0    43900        0
SWISS REINSURANCE              COM              870855996    16280   166527 SH       DEFINED 01             166527        0        0
SWISS REINSURANCE              COM              870855996     5432    55562 SH       DEFINED 01 03               0    55562        0
SWISS REINSURANCE              COM              870855996    21449   219398 SH       DEFINED 01 05               0   219398        0
SWITCHBOARD INC                COM              871045100        0       90 SH       DEFINED 01                 90        0        0
SYBASE                         COM              871130100       41     3977 SH       DEFINED 01               3977        0        0
SYBRON DENTAL                  COM              871142105     2257   122035 SH       DEFINED 01             122035        0        0
SYCAMORE NETWORKS              COM              871206108     1504   389481 SH       DEFINED 01             389481        0        0
SYKES ENTERPRISES              COM              871237103       13     1692 SH       DEFINED 01               1692        0        0
SYLVAN LEARNING SYSTEMS        COM              871399101       35     1799 SH       DEFINED 01               1799        0        0
TAIWAN SEMICONDUCTOR MFG       COM              871456992    40562 19929092 SH       DEFINED 01           19929092        0        0
TAIWAN SEMICONDUCTOR MFG       COM              871456992     8892  4369200 SH       DEFINED 01 05               0  4369200        0
SYMANTEC                       COM              871503108    24132   734626 SH       DEFINED 01             734626        0        0
SYMANTEC                       COM              871503108      108     3300 SH       DEFINED 01 03               0     3300        0
SYMANTEC                       COM              871503108     5495   167300 SH       DEFINED 01 05               0   167300        0
SYMANTEC CORP                  COM              871503108       61     1850 SH       DEFINED 01 02               0     1850        0
SYMBOL TECHNOLOGIES            COM              871508107     1223   143879 SH       DEFINED 01             143879        0        0
SYMBOL TECHNOLOGIES            COM              871508107      459    53954 SH       DEFINED 01 03               0    53954        0
SYMBOL TECHNOLOGIES            COM              871508107       21     2472 SH       DEFINED 01 05               0     2472        0
SYMMETRICOM INC                COM              871543104      260    71354 SH       DEFINED 01              71354        0        0
SYMYX TECHNOLOGIES             COM              87155S108        1       88 SH       DEFINED 01                 88        0        0
SYNCOR INTL                    COM              87157J106     3287   104372 SH       DEFINED 01             104372        0        0
SYNGENTA AG                    COM              871600995    11374   189247 SH       DEFINED 01             189247        0        0
SYNGENTA AG                    COM              871600995    15522   258252 SH       DEFINED 01 05               0   258252        0
SYNOPSYS                       COM              871607107      260     4751 SH       DEFINED 01               4751        0        0
SYNOVUS                        COM              87161C105      140     5100 SH       DEFINED 01 02               0     5100        0
SYNOVUS FINANCIAL              COM              87161C105      226     8232 SH       DEFINED 01               8232        0        0
SYNOVUS FINANCIAL              COM              87161C105     1912    69470 SH       DEFINED 01 03               0    69470        0
SYNOVUS FINANCIAL              COM              87161C105       88     3186 SH       DEFINED 01 05               0     3186        0
SYNTE                          COM              87162H103     1280   103600 SH       DEFINED 01             103600        0        0
SYNTE                          COM              87162H103      143    11600 SH       DEFINED 01 05               0    11600        0
SYNTHES-STRATEC INC            COM              871655999      196      320 SH       DEFINED 01                320        0        0
SYSCO                          COM              871829107    18477   678805 SH       DEFINED 01             678805        0        0
SYSCO                          COM              871829107     4248   156066 SH       DEFINED 01 03               0   156066        0
SYSCO                          COM              871829107      195     7159 SH       DEFINED 01 05               0     7159        0
SYSCO CORPORATION              COM              871829107      120     4400 SH       DEFINED 01 02               0     4400        0
SYSTEMS &COMP TECH             COM              871873105     2185   161703 SH       DEFINED 01             161703        0        0
SYSTEMS &COMP TECH             COM              871873105        2      160 SH       DEFINED 01 02               0      160        0
SYSTEMS &COMP TECH             COM              871873105       88     6500 SH       DEFINED 01 05               0     6500        0
TBC CORP                       COM              872180104     1075    67713 SH       DEFINED 01              67713        0        0
TCF FINANCIAL                  COM              872275102     9960   202851 SH       DEFINED 01             202851        0        0
TCF FINANCIAL                  COM              872275102    17647   359400 SH       DEFINED 01 05               0   359400        0
TCF FINL CORP MPLS             COM              872275102     1031    21000 SH       DEFINED 01                  0    21000        0
TCF FINL CORP MPLS             COM              872275102      132     2690 SH       DEFINED 01 02               0     2690        0
TECO ENERGY                    COM              872375100    25952  1059220 SH       DEFINED 01            1059220        0        0
TECO ENERGY                    COM              872375100      887    36218 SH       DEFINED 01 03               0    36218        0
TECO ENERGY                    COM              872375100       40     1653 SH       DEFINED 01 05               0     1653        0
TEPPCO PARTNERS LP             COM              872384102        9      280 SH       DEFINED 01                280        0        0
THQ                            COM              872443403     5466   183274 SH       DEFINED 01             183274        0        0
THQ                            COM              872443403      602    20175 SH       DEFINED 01 03               0    20175        0
THQ                            COM              872443403      148     4950 SH       DEFINED 01 05               0     4950        0
THQ INC                        COM              872443403    21721   728399 SH       DEFINED 01 02               0   728399        0
TJX COMPANIES                  COM              872540109    15015   765678 SH       DEFINED 01             765678        0        0
TJX COMPANIES                  COM              872540109     2490   126986 SH       DEFINED 01 03               0   126986        0
TJX COMPANIES                  COM              872540109    31332  1597824 SH       DEFINED 01 05               0  1597824        0
TJX COS                        COM              872540109      588    30000 SH       DEFINED 01                  0    30000        0
TJX COS                        COM              872540109      186     9510 SH       DEFINED 01 02               0     9510        0
TPG NV                         COM              872600994     4288   189846 SH       DEFINED 01 03               0   189846        0
TRW                            COM              872649108     3181    56000 SH       DEFINED 01                  0    56000        0
TRW                            COM              872649108     3043    53566 SH       DEFINED 01              53566        0        0
TRW                            COM              872649108     1703    29986 SH       DEFINED 01 03               0    29986        0
TRW                            COM              872649108       78     1372 SH       DEFINED 01 05               0     1372        0
TMP WORLDWIDE                  COM              872941109      132     6130 SH       DEFINED 01               6130        0        0
TMP WORLDWIDE                  COM              872941109      564    26214 SH       DEFINED 01 03               0    26214        0
TMP WORLDWIDE                  COM              872941109       26     1195 SH       DEFINED 01 05               0     1195        0
TTM TECHNOLOGIES               COM              87305R109     4976   949600 SH       DEFINED 01             949600        0        0
TTM TECHNOLOGIES               COM              87305R109      488    93100 SH       DEFINED 01 05               0    93100        0
TVX GOLD INC                   COM              87308K200      690   493000 SH       DEFINED 01             493000        0        0
TVX GOLD INC                   COM              87308K200       97    69000 SH       DEFINED 01 05               0    69000        0
TXU                            COM              873168108   110567  2151106 SH       DEFINED 01            2151106        0        0
TXU                            COM              873168108     3260    63424 SH       DEFINED 01 03               0    63424        0
TXU                            COM              873168108    17504   340542 SH       DEFINED 01 05               0   340542        0
TXU CORPORATION                COM              873168108    11517   224050 SH       DEFINED 01 02               0   224050        0
TEXAS UTILITIES                CONV PRF         873168504      114     2100 SH       DEFINED 01 02               0     2100        0
TXU CV  8.75%                  PRF              873168504   130730  2412000 SH       DEFINED 01            2412000        0        0
TXU CV  8.75%                  PRF              873168504    21886   403800 SH       DEFINED 01 05               0   403800        0
TXU ELECTRIC CO                PRF              87316T607     5511    54000 SH       DEFINED 01 04               0    54000        0
TXU ELECTRIC CO                PRF              87316T805     5145    50000 SH       DEFINED 01 04               0    50000        0
TAIPEI BANK                    COM              873222558     3862  4832000 SH       DEFINED 01            4832000        0        0
TAIWAN SEMI ADR                COM              874039100       39     3025 SH       DEFINED 01 02               0     3025        0
TAIWAN SEMICONDUCTOR MFG ADR   COM              874039100    44193  3399512 SH       DEFINED 01            3399512        0        0
TAIWAN SEMICONDUCTOR MFG ADR   COM              874039100    30030  2310092 SH       DEFINED 01 05               0  2310092        0
TAKE-TWO INTERACTIVE SOFTWRE   COM              874054109     2434   118209 SH       DEFINED 01             118209        0        0
TAKEDA CHEMICAL INDS           COM              874058100    14032   319736 SH       DEFINED 01             319736        0        0
TAKEDA CHEMICAL INDS           COM              874058100     3643    83000 SH       DEFINED 01 03               0    83000        0
TAKEDA CHEMICAL INDS           COM              874058100    14174   323000 SH       DEFINED 01 05               0   323000        0
TAKEFUJI                       COM              874110992     3016    43400 SH       DEFINED 01              43400        0        0
TAKKT AG                       COM              874113996      175    30300 SH       DEFINED 01              30300        0        0
TALBOTS                        COM              874161102     7004   200116 SH       DEFINED 01             200116        0        0
TALBOTS                        COM              874161102       96     2735 SH       DEFINED 01 02               0     2735        0
TALBOTS                        COM              874161102     7595   217000 SH       DEFINED 01 05               0   217000        0
TALISMAN ENERGY                COM              87425E996     2160    48132 SH       DEFINED 01              48132        0        0
TALK AMERICA HOLDINGS INC      COM              87426R103        1      150 SH       DEFINED 01                150        0        0
TALX                           COM              874918105     1799    94850 SH       DEFINED 01              94850        0        0
TANABE SEIYAKU ORD             COM              875333999      964   110000 SH       DEFINED 01             110000        0        0
TANNING TECHNOLOGY             COM              87588P101        0       63 SH       DEFINED 01                 63        0        0
TANOX INC                      COM              87588Q109        1      122 SH       DEFINED 01                122        0        0
TARGET CORP                    COM              87612e106     3117    72300 SH       DEFINED 11 12               0    72300        0
TARGET CORP                    COM              87612e106    27769   644000 SH       DEFINED 11 12 13            0   644000        0
TARGET                         COM              87612E106   431406 11615648 SH       DEFINED 01           11615648        0        0
TARGET                         COM              87612E106     8003   215476 SH       DEFINED 01 03               0   215476        0
TARGET                         COM              87612E106    89507  2410003 SH       DEFINED 01 05               0  2410003        0
TARGET CORPORATION             COM              87612E106     8319   224000 SH       DEFINED 01                  0   224000        0
TARGET CORPORATION             COM              87612E106    41556  1118863 SH       DEFINED 01 02               0  1118863        0
TAUBMAN CENTERS INC            COM              876664103        3      182 SH       DEFINED 01                182        0        0
TECH DATA                      COM              878237106       83     2202 SH       DEFINED 01               2202        0        0
TECHNE                         COM              878377100    25569   906073 SH       DEFINED 01             906073        0        0
TECHNE                         COM              878377100     1990    70500 SH       DEFINED 01 03               0    70500        0
TECHNE                         COM              878377100      904    32028 SH       DEFINED 01 05               0    32028        0
TECHNE CORP                    COM              878377100     1118    39623 SH       DEFINED 01 02               0    39623        0
TECHNIP                        COM              878554997     9212    87500 SH       DEFINED 01              87500        0        0
TECHNIP                        COM              878554997      337     3200 SH       DEFINED 01 05               0     3200        0
TECHNITROL                     COM              878555101     3498   150114 SH       DEFINED 01             150114        0        0
TECHNITROL                     COM              878555101       51     2200 SH       DEFINED 01 05               0     2200        0
TECH SOLUTIONS                 COM              87872T108        0      121 SH       DEFINED 01                121        0        0
TECUMSEH PRODUCTS CL A         COM              878895200     1810    34110 SH       DEFINED 01              34110        0        0
TECUMSEH PRODUCTS CL A         COM              878895200      159     3000 SH       DEFINED 01 05               0     3000        0
TELEFONICA                     COM              878950997    18251  2174124 SH       DEFINED 01            2174124        0        0
TELEFONICA                     COM              878950997     3579   426397 SH       DEFINED 01 03               0   426397        0
TELEFONICA                     COM              878950997    10375  1236013 SH       DEFINED 01 05               0  1236013        0
TELECOM ITALIA                 COM              878960996       33     6200 SH       DEFINED 01               6200        0        0
TELECOM ITALIA                 COM              878985993       50     6400 SH       DEFINED 01               6400        0        0
TEKELEC                        COM              879101103      252    31372 SH       DEFINED 01              31372        0        0
TEKTRONIX                      COM              879131100     5784   309155 SH       DEFINED 01             309155        0        0
TEKTRONIX                      COM              879131100      402    21468 SH       DEFINED 01 03               0    21468        0
TEKTRONIX                      COM              879131100      577    30881 SH       DEFINED 01 05               0    30881        0
TELAXIS COMM CORP              COM              879202109        0       52 SH       DEFINED 01                 52        0        0
TELECOM ITALIA MOBILE          COM              879277994      738   180000 SH       DEFINED 01             180000        0        0
TELEDYNE TECH                  COM              879360105     2115   102606 SH       DEFINED 01             102606        0        0
TELEFLEX                       COM              879369106       92     1611 SH       DEFINED 01               1611        0        0
TELEFONOS DE MEXICO ADR CL L   COM              879403780    15979   498106 SH       DEFINED 01             498106        0        0
TELEFONOS DE MEXICO ADR CL L   COM              879403780      201     6258 SH       DEFINED 01 05               0     6258        0
TELINDUS GROUP NV              COM              879409993       61    10900 SH       DEFINED 01              10900        0        0
TELEPHONE & DATA SYSTEMS       COM              879433100     1316    21726 SH       DEFINED 01              21726        0        0
TELEVISION BROADCASTS LTD      COM              879500999      553   130000 SH       DEFINED 01             130000        0        0
TELIK INC                      COM              87959M109     1564   125100 SH       DEFINED 01             125100        0        0
TELIK INC                      COM              87959M109        2      170 SH       DEFINED 01 02               0      170        0
TELIK INC                      COM              87959M109      178    14200 SH       DEFINED 01 05               0    14200        0
TELLABS INC                    COM              879664100      261    24900 SH       DEFINED 11 22               0    24900        0
TELLABS                        COM              879664100      895   141676 SH       DEFINED 01                  0   141676        0
TELLABS                        COM              879664100     9476  1499480 SH       DEFINED 01            1499480        0        0
TELLABS                        COM              879664100      114    18100 SH       DEFINED 01 02               0    18100        0
TELLABS                        COM              879664100      967   152971 SH       DEFINED 01 03               0   152971        0
TELLABS                        COM              879664100      881   139421 SH       DEFINED 01 05               0   139421        0
TELLIUM                        COM              87967E107        0      351 SH       DEFINED 01                351        0        0
TEMPLE-INLAND                  COM              879868107     5082    87830 SH       DEFINED 01              87830        0        0
TEMPLE-INLAND                  COM              879868107      721    12461 SH       DEFINED 01 03               0    12461        0
TEMPLE-INLAND                  COM              879868107     6398   110564 SH       DEFINED 01 05               0   110564        0
TELETECH HOLDINGS              COM              879939106     2188   229361 SH       DEFINED 01             229361        0        0
TEMP INST FOREIGN EQUITY       COM              880210505    79527  5439597 SH       DEFINED 01 03               0  5439597        0
TENMA CORP                     COM              880337993      170    15000 SH       DEFINED 01              15000        0        0
TENFOLD CORPORATION            COM              88033A103        0       82 SH       DEFINED 01                 82        0        0
TENET HEALTHCARE               COM              88033G100    39154   547224 SH       DEFINED 01             547224        0        0
TENET HEALTHCARE               COM              88033G100     5659    79088 SH       DEFINED 01 03               0    79088        0
TENET HEALTHCARE               COM              88033G100     7039    98380 SH       DEFINED 01 05               0    98380        0
TENET HEALTHCARE COR           COM              88033G100       15      210 SH       DEFINED 01 02               0      210        0
TENNECO AUTOMOTIVE INC         COM              880349105        0       53 SH       DEFINED 01                 53        0        0
TERADYNE                       COM              880770102     9365   398535 SH       DEFINED 01             398535        0        0
TERADYNE                       COM              880770102     1011    43032 SH       DEFINED 01 03               0    43032        0
TERADYNE                       COM              880770102    10927   464969 SH       DEFINED 01 05               0   464969        0
TERADYNE INC                   COM              880770102      611    26000 SH       DEFINED 01                  0    26000        0
TERADYNE INC                   COM              880770102       99     4200 SH       DEFINED 01 02               0     4200        0
TERAYON COMM. SYSTEM           COM              880775101        0       98 SH       DEFINED 01                 98        0        0
TEREX                          COM              880779103        2       67 SH       DEFINED 01                 67        0        0
TESCO                          COM              881575104    13785  3792175 SH       DEFINED 01            3792175        0        0
TESCO                          COM              881575104     6065  1668110 SH       DEFINED 01 03               0  1668110        0
TESCO                          COM              881575104    24203  6657511 SH       DEFINED 01 05               0  6657511        0
TESORO PETROLEUM               COM              881609101     1122   144800 SH       DEFINED 01             144800        0        0
TETRA TECHNOLOGIES             COM              88162F105    10173   383175 SH       DEFINED 01             383175        0        0
TETRA TECHNOLOGIES             COM              88162F105      749    28200 SH       DEFINED 01 05               0    28200        0
TETRA TECH                     COM              88162G103     2496   169849 SH       DEFINED 01             169849        0        0
TEXAS INDS                     COM              882491103     2121    67361 SH       DEFINED 01              67361        0        0
TEXAS INSTRUMENTS INC          COM              882508104    23213   701300 SH       DEFINED 11 12 13            0   701300        0
TEXAS INSTRUMENTS              COM              882508104     2495   105289 SH       DEFINED 01                  0   105289        0
TEXAS INSTRUMENTS              COM              882508104   391714 16528027 SH       DEFINED 01           16528027        0        0
TEXAS INSTRUMENTS              COM              882508104    46123  1946087 SH       DEFINED 01 02               0  1946087        0
TEXAS INSTRUMENTS              COM              882508104    10061   424494 SH       DEFINED 01 03               0   424494        0
TEXAS INSTRUMENTS              COM              882508104    60592  2556659 SH       DEFINED 01 05               0  2556659        0
TEXAS REGIONAL BANKS           COM              882673106        4      100 SH       DEFINED 01 02               0      100        0
TEXAS REGIONAL BANKSHARES INC  COM              882673106     1198    24150 SH       DEFINED 01              24150        0        0
TEXAS REGIONAL BANKSHARES INC  COM              882673106        2       50 SH       DEFINED 01 03               0       50        0
TEXAS REGIONAL BANKSHARES INC  COM              882673106      134     2700 SH       DEFINED 01 05               0     2700        0
TEXTRON                        COM              883203101    42716   910788 SH       DEFINED 01             910788        0        0
TEXTRON                        COM              883203101     1544    32921 SH       DEFINED 01 03               0    32921        0
TEXTRON                        COM              883203101    15644   333579 SH       DEFINED 01 05               0   333579        0
THERAGENICS                    COM              883375107     9140  1084142 SH       DEFINED 01            1084142        0        0
THERAGENICS                    COM              883375107      764    90600 SH       DEFINED 01 05               0    90600        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     1976   173437 SH       DEFINED 01             173437        0        0
THERMA-WAVE                    COM              88343A108       98     8586 SH       DEFINED 01 05               0     8586        0
THERMA-WAVE INC                COM              88343A108        1      120 SH       DEFINED 01 02               0      120        0
THERMO-ELECTRON                COM              883556102      161     9783 SH       DEFINED 01               9783        0        0
THERMO-ELECTRON                COM              883556102      669    40551 SH       DEFINED 01 03               0    40551        0
THERMO-ELECTRON                COM              883556102       31     1851 SH       DEFINED 01 05               0     1851        0
THESTREET.COM INC              COM              88368Q103        0      100 SH       DEFINED 01                100        0        0
THOMAS & BETTS                 COM              884315102      794    42657 SH       DEFINED 01              42657        0        0
THOMAS & BETTS                 COM              884315102      255    13716 SH       DEFINED 01 03               0    13716        0
THOMAS & BETTS                 COM              884315102       12      626 SH       DEFINED 01 05               0      626        0
THOMAS INDS INC                COM              884425109     9254   323600 SH       DEFINED 01             323600        0        0
THOMAS INDS INC                COM              884425109       91     3210 SH       DEFINED 01 02               0     3210        0
THOMAS INDS INC                COM              884425109        6      208 SH       DEFINED 01 03               0      208        0
THOMAS INDS INC                COM              884425109      749    26200 SH       DEFINED 01 05               0    26200        0
THOMSON CORP                   COM              884903998     7148   226700 SH       DEFINED 01             226700        0        0
THOR INDS                      COM              885160101     3957    55522 SH       DEFINED 01              55522        0        0
THORATEC                       COM              885175307      902   100299 SH       DEFINED 01             100299        0        0
THORNBURG MORTGAGE             COM              885218107     2283   116000 SH       DEFINED 01             116000        0        0
THORNBURG MORTGAGE             COM              885218107       80     4060 SH       DEFINED 01 02               0     4060        0
THORNBURG MORTGAGE             COM              885218107        5      252 SH       DEFINED 01 03               0      252        0
THORNBURG MORTGAGE             COM              885218107      260    13200 SH       DEFINED 01 05               0    13200        0
3 COM CORP                     COM              885535104       84    19000 SH       DEFINED 01                  0    19000        0
3 COM CORP                     COM              885535104    13449  3056781 SH       DEFINED 01 02               0  3056781        0
3COM                           COM              885535104     1612   366238 SH       DEFINED 01             366238        0        0
3COM                           COM              885535104      122    27800 SH       DEFINED 01 03               0    27800        0
THREE-FIVE SYS IN              COM              88554L108        1       70 SH       DEFINED 01 02               0       70        0
THREE-FIVE SYSTEMS             COM              88554L108     1562   136998 SH       DEFINED 01             136998        0        0
THREE-FIVE SYSTEMS             COM              88554L108       84     7386 SH       DEFINED 01 05               0     7386        0
3M                             COM              88579Y101   615043  5000344 SH       DEFINED 01            5000344        0        0
3M                             COM              88579Y101    11465    93215 SH       DEFINED 01 03               0    93215        0
3M                             COM              88579Y101    91488   743811 SH       DEFINED 01 05               0   743811        0
3M COMPANY                     COM              88579Y101     3444    28000 SH       DEFINED 01                  0    28000        0
3M COMPANY                     COM              88579Y101    46870   381012 SH       DEFINED 01 02               0   381012        0
TIBCO SOFTWARE INC             COM              88632Q103     1670   300410 SH       DEFINED 01             300410        0        0
TICKETMASTER CL B              COM              88633P203     6743   360354 SH       DEFINED 01             360354        0        0
TICKETMASTER CL B              COM              88633P203      277    14800 SH       DEFINED 01 05               0    14800        0
TIDEWATER                      COM              886423102    43659  1326217 SH       DEFINED 01            1326217        0        0
TIDEWATER                      COM              886423102     1428    43400 SH       DEFINED 01 03               0    43400        0
TIDEWATER                      COM              886423102     4416   134138 SH       DEFINED 01 05               0   134138        0
TIDEWATER INC                  COM              886423102    21177   643264 SH       DEFINED 01 02               0   643264        0
TIER TECHNOLOGIES              COM              88650Q100     1070    60040 SH       DEFINED 01              60040        0        0
TIETOENATOR OYJ                COM              886539998      311    12601 SH       DEFINED 01              12601        0        0
TIFFANY                        COM              886547108      141     4013 SH       DEFINED 01               4013        0        0
TIFFANY                        COM              886547108     1207    34284 SH       DEFINED 01 03               0    34284        0
TIFFANY                        COM              886547108       55     1565 SH       DEFINED 01 05               0     1565        0
TIFFANY & CO-NEW               COM              886547108     1549    44000 SH       DEFINED 01                  0    44000        0
TOKYO GAS CO LTD               COM              886695998      234    84126 SH       DEFINED 01              84126        0        0
TIMBERLAND CL A                COM              887100105       52     1457 SH       DEFINED 01               1457        0        0
TIMBERWEST FOREST              COM              887147205     2137   230000 SH       DEFINED 01             230000        0        0
TIMBERWEST FOREST              COM              887147205      302    32500 SH       DEFINED 01 05               0    32500        0
TIME WARNER TELECOM CL A       COM              887319101        0       87 SH       DEFINED 01                 87        0        0
TIMKEN CO                      COM              887389104     4304   192754 SH       DEFINED 01             192754        0        0
TINGYI HOLDINGS CO             COM              887400992      213   700000 SH       DEFINED 01             700000        0        0
TIPPINGPOINT TECHNOLOGIES INC  COM              888011103        0       14 SH       DEFINED 01                 14        0        0
TITAN                          COM              888266103     1203    65777 SH       DEFINED 01              65777        0        0
TITAN                          COM              888266103       90     4900 SH       DEFINED 01 05               0     4900        0
TITAN CORPORATION              COM              888266103        3      150 SH       DEFINED 01 02               0      150        0
TITAN INTL INC                 COM              88830M102      270    66618 SH       DEFINED 01              66618        0        0
TITAN PHARMACEUTICAL           COM              888314101        0      123 SH       DEFINED 01                123        0        0
TOKYO ELECTRON LTD             COM              888696994     5389    82700 SH       DEFINED 01              82700        0        0
TOKYO ELECTRON LTD             COM              888696994     1473    22600 SH       DEFINED 01 03               0    22600        0
TOKYO ELECTRON LTD             COM              888696994     4861    74600 SH       DEFINED 01 05               0    74600        0
TIVO INC                       COM              888706108      342    92268 SH       DEFINED 01              92268        0        0
TOHOKU ELECTRIC POWER          COM              889070991     1755   125200 SH       DEFINED 01             125200        0        0
TOKYO ELECTRIC POWER ORD.      COM              889107108      122     5921 SH       DEFINED 01               5921        0        0
TOKYO STYLE                    COM              889125993      219    24000 SH       DEFINED 01              24000        0        0
TOLL BROTHERS        TOLL BROT COM              889478103     6663   227386 SH       DEFINED 01             227386        0        0
TOLLGRADE COMMUNICAT           COM              889542106      639    43503 SH       DEFINED 01              43503        0        0
TOMKINS ADR                    COM              890030208    21056  1400000 SH       DEFINED 01            1400000        0        0
TOMKINS ADR                    COM              890030208     2513   167081 SH       DEFINED 01 05               0   167081        0
TOO                            COM              890333107     7744   251419 SH       DEFINED 01             251419        0        0
TOO                            COM              890333107      240     7800 SH       DEFINED 01 05               0     7800        0
TOO INC                        COM              890333107        4      130 SH       DEFINED 01 02               0      130        0
TANJONG                        COM              890400997     3591  1338000 SH       DEFINED 01            1338000        0        0
TANJONG                        COM              890400997      150    56000 SH       DEFINED 01 05               0    56000        0
TOOTSIE ROLL INDS              COM              890516107       80     2086 SH       DEFINED 01               2086        0        0
TOPPAN PRINTING                COM              890746993      509    49000 SH       DEFINED 01              49000        0        0
TOPPAN FORMS CO LTD            COM              890780992      304    18000 SH       DEFINED 01              18000        0        0
TOPPS                          COM              890786106     6142   610619 SH       DEFINED 01             610619        0        0
TOPPS                          COM              890786106      523    51981 SH       DEFINED 01 05               0    51981        0
TORCHMARK                      COM              891027104    24956   653309 SH       DEFINED 01             653309        0        0
TORCHMARK                      COM              891027104     1091    28568 SH       DEFINED 01 03               0    28568        0
TORCHMARK                      COM              891027104     2855    74721 SH       DEFINED 01 05               0    74721        0
TOREX PLC                      COM              891030991      389    42000 SH       DEFINED 01              42000        0        0
TORO CO                        COM              891092108     4344    75780 SH       DEFINED 01              75780        0        0
TORO CO                        COM              891092108       70     1230 SH       DEFINED 01 02               0     1230        0
TORO CO                        COM              891092108        4       77 SH       DEFINED 01 03               0       77        0
TORO CO                        COM              891092108      235     4100 SH       DEFINED 01 05               0     4100        0
TOTAL FINA ELF                 COM              891508996    51835   319258 SH       DEFINED 01             319258        0        0
TOTAL FINA ELF                 COM              891508996     8309    51171 SH       DEFINED 01 03               0    51171        0
TOTAL FINA ELF                 COM              891508996    45799   282083 SH       DEFINED 01 05               0   282083        0
TOTAL FINA ELF                 COM              89151E109       81     1000 SH       DEFINED 01 02               0     1000        0
TOTALFINAELF ADR               COM              89151E109    12564   155300 SH       DEFINED 01             155300        0        0
TOTALFINAELF ADR               COM              89151E109      410     5072 SH       DEFINED 01 05               0     5072        0
TOUCH AMERICA HOLDINGS INC     COM              891539108        2      654 SH       DEFINED 01                654        0        0
TOWER AUTO                     COM              891707101     6559   470147 SH       DEFINED 01                  0   470147        0
TOWER AUTO                     COM              891707101       95     6774 SH       DEFINED 01 02               0     6774        0
TOWER AUTOMOTIVE               COM              891707101     8542   612212 SH       DEFINED 01             612212        0        0
TOWER AUTOMOTIVE               COM              891707101        6      433 SH       DEFINED 01 03               0      433        0
TOWER AUTOMOTIVE               COM              891707101     6752   484000 SH       DEFINED 01 05               0   484000        0
TOWER AUTOMOTIVE CVT           CONV BND         891707AE1      944  1000000 PRN      DEFINED 01 02               0        0  1000000
TOTAL SYS SVCS INC             COM              891906109        8      427 SH       DEFINED 01                427        0        0
TOYOTA MOTOR                   COM              892331992    13594   512400 SH       DEFINED 01             512400        0        0
TOYOTA MOTOR                   COM              892331992     5147   194000 SH       DEFINED 01 03               0   194000        0
TOYOTA MOTOR                   COM              892331992    13716   517000 SH       DEFINED 01 05               0   517000        0
TOYS "R" US                    COM              892335100      748    42817 SH       DEFINED 01              42817        0        0
TOYS "R" US                    COM              892335100      865    49513 SH       DEFINED 01 03               0    49513        0
TOYS "R" US                    COM              892335100       40     2268 SH       DEFINED 01 05               0     2268        0
TRAMMELL CROW                  COM              89288R106     7443   522300 SH       DEFINED 01             522300        0        0
TRAMMELL CROW                  COM              89288R106      571    40100 SH       DEFINED 01 05               0    40100        0
TRANS WORLD ENTMT CP           COM              89336Q100        1      170 SH       DEFINED 01                170        0        0
TRANSACTION SYSTEMS ARCHITECTS COM              893416107       16     1342 SH       DEFINED 01               1342        0        0
TRANSATLANTIC HOLDINGS         COM              893521104     5442    68020 SH       DEFINED 01              68020        0        0
TRANSKARYOTIC THERAP           COM              893735100        3       70 SH       DEFINED 01 02               0       70        0
TRANSKARYOTIC THERAPIES        COM              893735100        7      189 SH       DEFINED 01                189        0        0
TRANSMETA CORP                 COM              89376R109        2      726 SH       DEFINED 01                726        0        0
TRANSPORTES AZKAR S.A.         COM              893871996      111    20000 SH       DEFINED 01              20000        0        0
TRANSWITCH                     COM              894065101      194   303410 SH       DEFINED 01             303410        0        0
TRANSWITCH                     COM              894065101       18    28400 SH       DEFINED 01 05               0    28400        0
TRANSWITCH CORP                COM              894065101        1     1900 SH       DEFINED 01 02               0     1900        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
TRAVELERS PROPERTY C           COM              89420G109      975    55100 SH       DEFINED 01 02               0    55100        0
TRAVELERS PROPERTY CASUALTY CL COM              89420G109   112760  6370546 SH       DEFINED 01            6370546        0        0
TRAVELERS PROPERTY CASUALTY CL COM              89420G109     3112   175800 SH       DEFINED 01 03               0   175800        0
TRAVELERS PROPERTY CASUALTY CL COM              89420G109    13076   738713 SH       DEFINED 01 05               0   738713        0
TRAVELSKY TECH H(0696)         COM              894255991      171   250000 SH       DEFINED 01             250000        0        0
TREDEGAR                       COM              894650100     2971   123046 SH       DEFINED 01             123046        0        0
TRIAD HOSPITALS                COM              89579K109     2502    58576 SH       DEFINED 01              58576        0        0
TRIANGLE PHARMACEUTI           COM              89589H104        0      121 SH       DEFINED 01                121        0        0
TRIAD GUARANTY                 COM              895925105     1780    40883 SH       DEFINED 01              40883        0        0
TRIAD GUARANTY                 COM              895925105        4       88 SH       DEFINED 01 03               0       88        0
TRIAD GUARANTY                 COM              895925105      218     5017 SH       DEFINED 01 05               0     5017        0
TRIAD GUARANTY INC             COM              895925105       60     1400 SH       DEFINED 01 02               0     1400        0
TRIARC COS INC CL A            COM              895927101     1799    65787 SH       DEFINED 01              65787        0        0
TRIBUNE                        COM              896047107    27377   629356 SH       DEFINED 01             629356        0        0
TRIBUNE                        COM              896047107     3081    70819 SH       DEFINED 01 03               0    70819        0
TRIBUNE                        COM              896047107     6971   160251 SH       DEFINED 01 05               0   160251        0
TRIGON HEALTHCARE              COM              89618L100     6678    66391 SH       DEFINED 01              66391        0        0
TRIGON HEALTHCARE              COM              89618L100      253     2515 SH       DEFINED 01 05               0     2515        0
TRIMBLE NAVIGATION L           COM              896239100     1407    90803 SH       DEFINED 01              90803        0        0
TRIMERIS                       COM              896263100     1512    34077 SH       DEFINED 01              34077        0        0
TRIMERIS                       COM              896263100      178     4000 SH       DEFINED 01 05               0     4000        0
TRIMERIS INC                   COM              896263100        4       80 SH       DEFINED 01 02               0       80        0
TRINITY INDS                   COM              896522109     1790    85739 SH       DEFINED 01              85739        0        0
TRINITY INDS                   COM              896522109      418    20000 SH       DEFINED 01 05               0    20000        0
TRIQUINT SEMICONDUCTOR         COM              89674K103     9639  1503873 SH       DEFINED 01            1503873        0        0
TRIQUINT SEMICONDUCTOR         COM              89674K103      677   105600 SH       DEFINED 01 05               0   105600        0
TRITON PCS HOLDINGS CL A       COM              89677M106        2      570 SH       DEFINED 01                570        0        0
TRIUMPH GROUP INC              COM              896818101     2265    50781 SH       DEFINED 01              50781        0        0
TRIZEC PROPERTIES INC          COM              89687P107        7      393 SH       DEFINED 01                393        0        0
TRIPOS                         COM              896928108     1002    46000 SH       DEFINED 01              46000        0        0
TRUST CO NJ JERSEY C           COM              898304100        2       90 SH       DEFINED 01                 90        0        0
TRUSTCO BANK CORP              COM              898349105     3061   232422 SH       DEFINED 01             232422        0        0
TRUSTMARK CORP                 COM              898402102        9      368 SH       DEFINED 01                368        0        0
TRUSTMARK CORP                 COM              898402102       51     1960 SH       DEFINED 01 02               0     1960        0
TRUSTMARK CORP                 COM              898402102        3      121 SH       DEFINED 01 03               0      121        0
TUESDAY MORNING                COM              899035505     3542   190839 SH       DEFINED 01             190839        0        0
TUESDAY MORNING                COM              899035505      277    14900 SH       DEFINED 01 05               0    14900        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      336   228000 SH       DEFINED 01             228000        0        0
TUMBLEWEED COMMUNICA           COM              899690101        0       63 SH       DEFINED 01                 63        0        0
TUPPERWARE                     COM              899896104      688    33065 SH       DEFINED 01              33065        0        0
TUPPERWARE                     COM              899896104      285    13710 SH       DEFINED 01 03               0    13710        0
TUPPERWARE                     COM              899896104       13      625 SH       DEFINED 01 05               0      625        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 ENTERTAINMENT GRO COM              901167106      134     8200 SH       DEFINED 01               8200        0        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      243    18000 SH       DEFINED 01                  0    18000        0
TYCO INTERNATIONAL             COM              902124106      435    32220 SH       DEFINED 01 02               0    32220        0
TYCO INTL                      COM              902124106    31250  2313012 SH       DEFINED 01            2313012        0        0
TYCO INTL                      COM              902124106     7440   550659 SH       DEFINED 01 03               0   550659        0
TYCO INTL                      COM              902124106    31524  2333456 SH       DEFINED 01 05               0  2333456        0
TYSON FOODS CL A               COM              902494103    47128  3038599 SH       DEFINED 01            3038599        0        0
TYSON FOODS CL A               COM              902494103       52     3350 SH       DEFINED 01 03               0     3350        0
TYSON FOODS CL A               COM              902494103      241    15518 SH       DEFINED 01 05               0    15518        0
UAL CORP                       COM              902549500     1136    99250 SH       DEFINED 01              99250        0        0
UAL CORP                       COM              902549500       73     6414 SH       DEFINED 01 02               0     6414        0
UAL CORP                       COM              902549500        5      415 SH       DEFINED 01 03               0      415        0
UAL CORP                       COM              902549500      127    11100 SH       DEFINED 01 05               0    11100        0
UCBH HOLDINGS                  COM              90262T308     2921    76857 SH       DEFINED 01              76857        0        0
UCBH HOLDINGS INC              COM              90262T308        3       80 SH       DEFINED 01 02               0       80        0
UGI                            COM              902681105     6064   189859 SH       DEFINED 01             189859        0        0
UGI                            COM              902681105        9      296 SH       DEFINED 01 03               0      296        0
UGI                            COM              902681105      371    11626 SH       DEFINED 01 05               0    11626        0
UGI CORP                       COM              902681105      148     4630 SH       DEFINED 01 02               0     4630        0
UICI                           COM              902737105     3107   154109 SH       DEFINED 01             154109        0        0
UIL HOLDINGS                   COM              902748102     4342    79732 SH       DEFINED 01              79732        0        0
UIL HOLDINGS                   COM              902748102        7      132 SH       DEFINED 01 03               0      132        0
UIL HOLDINGS                   COM              902748102      208     3817 SH       DEFINED 01 05               0     3817        0
UIL HOLDINGS CORP              COM              902748102      115     2093 SH       DEFINED 01 02               0     2093        0
UMB FINL CORP                  COM              902788108        9      192 SH       DEFINED 01                192        0        0
UST                            COM              902911106    17343   510063 SH       DEFINED 01             510063        0        0
UST                            COM              902911106     1351    39744 SH       DEFINED 01 03               0    39744        0
UST                            COM              902911106      636    18711 SH       DEFINED 01 05               0    18711        0
UST INC                        COM              902911106    20830   612620 SH       DEFINED 01 02               0   612620        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
US BANK CORP                   COM              902973304       54     2400 SH       DEFINED 11 12 13            0     2400        0
U.S. BANCORP                   COM              902973304    94195  4034019 SH       DEFINED 01            4034019        0        0
U.S. BANCORP                   COM              902973304    10644   455843 SH       DEFINED 01 03               0   455843        0
U.S. BANCORP                   COM              902973304    43039  1843209 SH       DEFINED 01 05               0  1843209        0
US BANCORP                     COM              902973304     4566   195553 SH       DEFINED 01                  0   195553        0
US BANCORP                     COM              902973304      366    15690 SH       DEFINED 01 02               0    15690        0
US BANCORP CVT                 CONV BND         902973AE6      249   330000 PRN      DEFINED 01 02               0        0   330000
USA INTERACTIVE                COM              902984103     5733   244474 SH       DEFINED 01                  0   244474        0
USA INTERACTIVE                COM              902984103   288769 12314234 SH       DEFINED 01           12314234        0        0
USA INTERACTIVE                COM              902984103      259    11058 SH       DEFINED 01 02               0    11058        0
USA INTERACTIVE                COM              902984103    46512  1983485 SH       DEFINED 01 05               0  1983485        0
USA NETWORKS - RESTRICTED      COM              902984996    51590  2200000 SH       DEFINED 01            2200000        0        0
USA NETWORKS - RESTRICTED      COM              902984996     8676   370000 SH       DEFINED 01 05               0   370000        0
URS CORP                       COM              903236107     1670    60068 SH       DEFINED 01              60068        0        0
USG CORP                       COM              903293405        1      104 SH       DEFINED 01                104        0        0
USEC INC                       COM              90333E108        2      212 SH       DEFINED 01                212        0        0
USEC INC                       COM              90333E108       59     6770 SH       DEFINED 01 02               0     6770        0
USEC INC                       COM              90333E108        4      428 SH       DEFINED 01 03               0      428        0
U.S. PHYSICAL THERAPY          COM              90337L108     2561   126100 SH       DEFINED 01             126100        0        0
U.S. PHYSICAL THERAPY          COM              90337L108      286    14100 SH       DEFINED 01 05               0    14100        0
US PHYSICAL THERAPY            COM              90337L108        4      205 SH       DEFINED 01 02               0      205        0
US ONCOLOGY INC                COM              90338W103     2550   306108 SH       DEFINED 01             306108        0        0
US ONCOLOGY INC                COM              90338W103       70     8490 SH       DEFINED 01 02               0     8490        0
US ONCOLOGY INC                COM              90338W103        4      537 SH       DEFINED 01 03               0      537        0
UBIQUITEL OPERATING CO WTS EXP COM              903474112      307    21940 SH       DEFINED 01              21940        0        0
UBIQUITEL OPERATING CO WTS EXP COM              903474112       69     4900 SH       DEFINED 01 05               0     4900        0
ULTICOM INC                    COM              903844108     2350   346535 SH       DEFINED 01             346535        0        0
ULTICOM INC                    COM              903844108      137    20200 SH       DEFINED 01 05               0    20200        0
ULTIMATE ELECTRONICS           COM              903849107     1164    44933 SH       DEFINED 01              44933        0        0
ULTRA PETROLEUM CORP           COM              903914109     1488   196000 SH       DEFINED 01             196000        0        0
ULTRA PETROLEUM CORP           COM              903914109      164    21600 SH       DEFINED 01 05               0    21600        0
ULTRATECH STEPPER              COM              904034105     1172    72408 SH       DEFINED 01              72408        0        0
UNICREDITO ITALIANO            COM              904660990     1978   437130 SH       DEFINED 01             437130        0        0
UNIFI                          COM              904677101       23     2101 SH       DEFINED 01               2101        0        0
UNIFIRST CORP                  COM              904708104     1964    78000 SH       DEFINED 01              78000        0        0
UNIFIRST CORP                  COM              904708104      100     3954 SH       DEFINED 01 02               0     3954        0
UNIFIRST CORP                  COM              904708104        6      257 SH       DEFINED 01 03               0      257        0
UNIFIRST CORP                  COM              904708104      239     9500 SH       DEFINED 01 05               0     9500        0
UNILEVER NV - CVA - IN EURO    COM              904760998    10512   160540 SH       DEFINED 01             160540        0        0
UNILEVER NV - CVA - IN EURO    COM              904760998    13584   207470 SH       DEFINED 01 05               0   207470        0
UNILEVER                       COM              904784709    13505   208399 SH       DEFINED 01             208399        0        0
UNILEVER                       COM              904784709     8806   135885 SH       DEFINED 01 03               0   135885        0
UNILEVER                       COM              904784709      710    10962 SH       DEFINED 01 05               0    10962        0
UNION PACIFIC                  COM              907818108   146800  2319842 SH       DEFINED 01            2319842        0        0
UNION PACIFIC                  COM              907818108     3749    59250 SH       DEFINED 01 03               0    59250        0
UNION PACIFIC                  COM              907818108    23497   371330 SH       DEFINED 01 05               0   371330        0
UNION PACIFIC CORP             COM              907818108       98     1550 SH       DEFINED 01 02               0     1550        0
UNION PACIFIC CAPITAL CM CV 6. PRF              907824205    28267   541000 SH       DEFINED 01             541000        0        0
UNION PACIFIC CAPITAL CM CV 6. PRF              907824403    14134   270500 SH       DEFINED 01             270500        0        0
UNION PLANTERS                 COM              908068109      181     5598 SH       DEFINED 01               5598        0        0
UNION PLANTERS                 COM              908068109     1543    47678 SH       DEFINED 01 03               0    47678        0
UNION PLANTERS                 COM              908068109       71     2180 SH       DEFINED 01 05               0     2180        0
UNI-CHARM CORPORATION          COM              908500994      150     4000 SH       DEFINED 01               4000        0        0
UNIONBANCAL CORP               COM              908906100      750    16000 SH       DEFINED 01                  0    16000        0
UNIONBANCAL CORP               COM              908906100       17      354 SH       DEFINED 01                354        0        0
UNISOURCE ENERGY               COM              909205106     4111   221387 SH       DEFINED 01             221387        0        0
UNISOURCE ENERGY               COM              909205106        6      349 SH       DEFINED 01 03               0      349        0
UNISOURCE ENERGY               COM              909205106      235    12668 SH       DEFINED 01 05               0    12668        0
UNISOURCE ENERGY CRP           COM              909205106      101     5431 SH       DEFINED 01 02               0     5431        0
UNISYS                         COM              909214108    10160  1128846 SH       DEFINED 01            1128846        0        0
UNISYS                         COM              909214108      682    75728 SH       DEFINED 01 03               0    75728        0
UNISYS                         COM              909214108      384    42664 SH       DEFINED 01 05               0    42664        0
UNISYS CORP                    COM              909214108      225    25000 SH       DEFINED 01                  0    25000        0
UNIT CORP                      COM              909218109     6541   377001 SH       DEFINED 01             377001        0        0
UNIT CORP                      COM              909218109        4      220 SH       DEFINED 01 02               0      220        0
UNIT CORP                      COM              909218109      416    24000 SH       DEFINED 01 05               0    24000        0
UNITED CMNTY FINL CO           COM              909839102        1      134 SH       DEFINED 01                134        0        0
UNITED BANCSHARES              COM              909907107     4036   137364 SH       DEFINED 01             137364        0        0
UNITED DOMINION REALTY TRUST   COM              910197102     1392    88403 SH       DEFINED 01              88403        0        0
UNITED DOMINION REALTY TRUST   COM              910197102      150     9500 SH       DEFINED 01 05               0     9500        0
UNITED FIRE CVT PFD CVT        PRF              910331305     1389    50000 SH       DEFINED 01              50000        0        0
UNITED FIRE CVT PFD CVT        PRF              910331305      111     4000 SH       DEFINED 01 05               0     4000        0
UNITED MICROELECTRONICS ADR    COM              910873207      231    31400 SH       DEFINED 01 05               0    31400        0
UNITED MICROELECTRONICS  TW230 COM              910875996     9945  8286000 SH       DEFINED 01            8286000        0        0
UNITED MICROELECTRONICS  TW230 COM              910875996     5234  4361000 SH       DEFINED 01 05               0  4361000        0
UNITED NATURAL FOODS           COM              911163103     1438    73746 SH       DEFINED 01              73746        0        0
UNITED ONLINE INC              COM              911268100     1203   100078 SH       DEFINED 01             100078        0        0
UNITED OVERSEAS BANK           COM              911271104    10070  1401000 SH       DEFINED 01            1401000        0        0
UNITED OVERSEAS BANK           COM              911271104     3429   477000 SH       DEFINED 01 03               0   477000        0
UNITED OVERSEAS BANK           COM              911271104     6347   883000 SH       DEFINED 01 05               0   883000        0
UNITED PARCEL SERVIC           COM              911312106       49      800 SH       DEFINED 01 02               0      800        0
UNITED PARCEL SERVICE CL B     COM              911312106    58064   940303 SH       DEFINED 01             940303        0        0
UNITED PARCEL SERVICE CL B     COM              911312106     7935   128500 SH       DEFINED 01 05               0   128500        0
UNITED RENTALS                 COM              911363109       65     2966 SH       DEFINED 01               2966        0        0
US CELLULAR CORP               COM              911684108        5      187 SH       DEFINED 01                187        0        0
UNY                            COM              911689990     1665   147000 SH       DEFINED 01             147000        0        0
US AIRWAYS GROUP               COM              911905107        1      386 SH       DEFINED 01                386        0        0
US INDUSTRIES INC              COM              912080108        0      140 SH       DEFINED 01                140        0        0
UNITED STATES STEEL CORP       COM              912909108     1048    52724 SH       DEFINED 01              52724        0        0
UNITED STATES STEEL CORP       COM              912909108      474    23825 SH       DEFINED 01 03               0    23825        0
UNITED STATES STEEL CORP       COM              912909108       22     1088 SH       DEFINED 01 05               0     1088        0
UNITED SERVICES GROUP NV       COM              913000998      437    22015 SH       DEFINED 01              22015        0        0
UNITED STATIONERS              COM              913004107     3304   108676 SH       DEFINED 01             108676        0        0
UNITED SURGICAL PARTNERS INTL  COM              913016309      378    12403 SH       DEFINED 01              12403        0        0
UNITED TECHNOLOGIES            COM              913017109   110957  1634101 SH       DEFINED 01            1634101        0        0
UNITED TECHNOLOGIES            COM              913017109    24290   357694 SH       DEFINED 01 02               0   357694        0
UNITED TECHNOLOGIES            COM              913017109     8505   125246 SH       DEFINED 01 03               0   125246        0
UNITED TECHNOLOGIES            COM              913017109    27140   399719 SH       DEFINED 01 05               0   399719        0
UNITED THERAPEUTICS            COM              91307C102        0       36 SH       DEFINED 01                 36        0        0
UNITEDGLOBALCOM INC.           COM              913247508        1      489 SH       DEFINED 01                489        0        0
UNITEDHEALTH GROUP             COM              91324P102     7324    80000 SH       DEFINED 01                  0    80000        0
UNITEDHEALTH GROUP             COM              91324P102   465395  5083505 SH       DEFINED 01            5083505        0        0
UNITEDHEALTH GROUP             COM              91324P102      452     4947 SH       DEFINED 01 02               0     4947        0
UNITEDHEALTH GROUP             COM              91324P102     6742    73639 SH       DEFINED 01 03               0    73639        0
UNITEDHEALTH GROUP             COM              91324P102   125547  1371363 SH       DEFINED 01 05               0  1371363        0
UNITRIN                        COM              913275103      449    12535 SH       DEFINED 01              12535        0        0
UNIVERSAL AMER FINANCIAL CRP   COM              913377107     2758   411000 SH       DEFINED 01             411000        0        0
UNIVERSAL AMER FINANCIAL CRP   COM              913377107      322    48000 SH       DEFINED 01 05               0    48000        0
UNIVERSAL COMPRESSION HOLDINGS COM              913431102      184     7700 SH       DEFINED 01               7700        0        0
UNIVERSAL                      COM              913456109       39     1078 SH       DEFINED 01               1078        0        0
UNIVERSAL                      COM              913456109        6      154 SH       DEFINED 01 03               0      154        0
UNIVERSAL CORP                 COM              913456109       90     2460 SH       DEFINED 01 02               0     2460        0
UNIVERSAL FST PRO              COM              913543104     1345    57424 SH       DEFINED 01              57424        0        0
UNIVERSAL HEALTH SERVICES CL B COM              913903100      113     2309 SH       DEFINED 01               2309        0        0
UNIVISION                      COM              914906102    52492  1671710 SH       DEFINED 01 02               0  1671710        0
UNIVISION COMMUNICATIONS CL A  COM              914906102    39451  1256401 SH       DEFINED 01            1256401        0        0
UNIVISION COMMUNICATIONS CL A  COM              914906102     5278   168102 SH       DEFINED 01 03               0   168102        0
UNIVISION COMMUNICATIONS CL A  COM              914906102    23956   762932 SH       DEFINED 01 05               0   762932        0
UNOCAL                         COM              915289102    28661   775914 SH       DEFINED 01             775914        0        0
UNOCAL                         COM              915289102     2151    58231 SH       DEFINED 01 03               0    58231        0
UNOCAL                         COM              915289102     3081    83414 SH       DEFINED 01 05               0    83414        0
UNOVA INC                      COM              91529B106        1      157 SH       DEFINED 01                157        0        0
UNUMPROVIDENT                  COM              91529Y106    16018   629387 SH       DEFINED 01             629387        0        0
UNUMPROVIDENT                  COM              91529Y106     1571    61735 SH       DEFINED 01 03               0    61735        0
UNUMPROVIDENT                  COM              91529Y106      447    17568 SH       DEFINED 01 05               0    17568        0
UPM KYMMENE                    COM              915435994     4718   119847 SH       DEFINED 01 03               0   119847        0
USFREIGHTWAYS                  COM              916906100     3267    86261 SH       DEFINED 01              86261        0        0
URBAN OUTFITTERS, INC.         COM              917047102      830    23900 SH       DEFINED 01              23900        0        0
UTSTARCOM INC                  COM              918076100        1       30 SH       DEFINED 01                 30        0        0
VCA ANTECH INC                 COM              918194101     1516    95700 SH       DEFINED 01              95700        0        0
VCA ANTECH INC                 COM              918194101     6340   400000 SH       DEFINED 01 05               0   400000        0
VA SOFTWARE CORP               COM              91819B105        0      179 SH       DEFINED 01                179        0        0
VF                             COM              918204108      862    21967 SH       DEFINED 01              21967        0        0
VF                             COM              918204108     1016    25915 SH       DEFINED 01 03               0    25915        0
VF                             COM              918204108       46     1179 SH       DEFINED 01 05               0     1179        0
VAIL RESORTS INC               COM              91879Q109        2       98 SH       DEFINED 01                 98        0        0
VALASSIS COMMUNICATIONS        COM              918866104      693    18983 SH       DEFINED 01              18983        0        0
VALHI INC NEW                  COM              918905100        5      311 SH       DEFINED 01                311        0        0
VALENCE TECHNOLOGY             COM              918914102        0      164 SH       DEFINED 01                164        0        0
VALEO                          COM              919134999      388     9321 SH       DEFINED 01               9321        0        0
VALERO ENERGY                  COM              91913Y100      152     4059 SH       DEFINED 01               4059        0        0
VALLEY NATL BANCORP            COM              919794107       11      402 SH       DEFINED 01                402        0        0
VALMONT INDUSTRIES             COM              920253101     1568    77141 SH       DEFINED 01              77141        0        0
VALSPAR                        COM              920355104       87     1931 SH       DEFINED 01               1931        0        0
VALUE CITY DEPT STOR           COM              920387107        0      129 SH       DEFINED 01                129        0        0
VALUECLICK INC                 COM              92046N102        0      115 SH       DEFINED 01                115        0        0
VALUEVISION MEDIA INC          COM              92047K107        1       71 SH       DEFINED 01                 71        0        0
VAN DER MOOLEN HOLDING ADR     COM              921020103     1013    48700 SH       DEFINED 01              48700        0        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     5330   303857 SH       DEFINED 01             303857        0        0
VARCO INTL                     COM              922122106     9532   543500 SH       DEFINED 01 05               0   543500        0
VARCO INTL INC                 COM              922122106       72     4100 SH       DEFINED 01 02               0     4100        0
VARDE FUND V LP      0.00 04/2 PRF              922150XX0    30182 25000000 SH       DEFINED 01           25000000        0        0
VARDE FUND V LP      0.00 04/2 PRF              922150XX0     6036  5000000 SH       DEFINED 01 05               0  5000000        0
VARIAN                         COM              922206107     1305    39615 SH       DEFINED 01              39615        0        0
VARIAN INC                     COM              922206107        3       80 SH       DEFINED 01 02               0       80        0
VARIAN SEMICONDUCTOR           COM              922207105        4      120 SH       DEFINED 01 02               0      120        0
VARIAN SEMICONDUCTOR EQUIPMENT COM              922207105     5502   162134 SH       DEFINED 01             162134        0        0
VARIAN SEMICONDUCTOR EQUIPMENT COM              922207105      129     3800 SH       DEFINED 01 05               0     3800        0
VARIAN MEDICAL SYSTEMS         COM              92220P105    10769   265542 SH       DEFINED 01             265542        0        0
VARIAN MEDICAL SYSTEMS         COM              92220P105      322     7938 SH       DEFINED 01 05               0     7938        0
VECTREN                        COM              92240G101     6290   252625 SH       DEFINED 01             252625        0        0
VECTOR GROUP LTD               COM              92240M108      623    35021 SH       DEFINED 01              35021        0        0
VEECO INSTRUMENTS              COM              922417100     2161    93533 SH       DEFINED 01              93533        0        0
VENTAS INC                     COM              92276F100        7      518 SH       DEFINED 01                518        0        0
VENTAS INC                     COM              92276F100       52     4062 SH       DEFINED 01 02               0     4062        0
VENTAS INC                     COM              92276F100        3      260 SH       DEFINED 01 03               0      260        0
VENTIV HEALTH INC              COM              922793104       17     6000 SH       DEFINED 01                  0     6000        0
VENTURE CORPORATION LIMITED    COM              923269997      259    32500 SH       DEFINED 01              32500        0        0
VERITAS                        COM              923436109      368     8400 SH       DEFINED 11 12               0     8400        0
VERITAS SOFTWARE               COM              923436109     6098   308105 SH       DEFINED 01             308105        0        0
VERITAS SOFTWARE               COM              923436109       39     1955 SH       DEFINED 01 02               0     1955        0
VERITAS SOFTWARE               COM              923436109     1905    96265 SH       DEFINED 01 03               0    96265        0
VERITAS SOFTWARE               COM              923436109     3253   164411 SH       DEFINED 01 05               0   164411        0
VERITY                         COM              92343C106     2361   212812 SH       DEFINED 01             212812        0        0
VERISIGN                       COM              92343E102       46     6396 SH       DEFINED 01               6396        0        0
VERITAS DGC                    COM              92343P107     1252    99388 SH       DEFINED 01              99388        0        0
VERITAS DGC                    COM              92343P107        2      130 SH       DEFINED 01 02               0      130        0
VERITAS SOFTWARE               CONV BND         92343RAA1      125   150000 PRN      DEFINED 01 02               0        0   150000
VERIZON COMMUNICATIONS         COM              92343V104     2031    44500 SH       DEFINED 11 12               0    44500        0
VERIZON COMMUNICATIONS         COM              92343V104    10541   230900 SH       DEFINED 11 12 13            0   230900        0
VERIZON COMM                   COM              92343V104     7037   175278 SH       DEFINED 01                  0   175278        0
VERIZON COMM                   COM              92343V104    16124   401660 SH       DEFINED 01 02               0   401660        0
VERIZON COMMUNICATIONS         COM              92343V104   408340 10170365 SH       DEFINED 01           10170365        0        0
VERIZON COMMUNICATIONS         COM              92343V104    28070   699116 SH       DEFINED 01 03               0   699116        0
VERIZON COMMUNICATIONS         COM              92343V104    79592  1982373 SH       DEFINED 01 05               0  1982373        0
VERSICOR INC                   COM              925314106      404    30000 SH       DEFINED 01              30000        0        0
VERSICOR INC                   COM              925314106        1      110 SH       DEFINED 01 02               0      110        0
VERSICOR INC                   COM              925314106       36     2700 SH       DEFINED 01 05               0     2700        0
VERTEX PHARMACEUTICALS         COM              92532F100       47     2888 SH       DEFINED 01               2888        0        0
VERTICALNET INC                COM              92532L107        0      106 SH       DEFINED 01                106        0        0
VIACOM CL A                    COM              925524100     1490    33500 SH       DEFINED 01              33500        0        0
VIACOM INTL                    COM              925524100      340     7650 SH       DEFINED 01 02               0     7650        0
VIACOM CL B                    COM              925524308   632420 14253262 SH       DEFINED 01           14253262        0        0
VIACOM CL B                    COM              925524308    20087   452745 SH       DEFINED 01 03               0   452745        0
VIACOM CL B                    COM              925524308   170898  3851646 SH       DEFINED 01 05               0  3851646        0
VIACOM INC CL B                COM              925524308     7092   159838 SH       DEFINED 01                  0   159838        0
VIACOM INC CL B                COM              925524308    14537   327623 SH       DEFINED 01 02               0   327623        0
VIATEL INC                     COM              925529208        0      208 SH       DEFINED 01                208        0        0
VIAD                           COM              92552R109       87     3331 SH       DEFINED 01               3331        0        0
VIASAT                         COM              92552V100      700    83042 SH       DEFINED 01              83042        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     1459    83619 SH       DEFINED 01              83619        0        0
VICINITY CORP                  COM              925653107        0      103 SH       DEFINED 01                103        0        0
VICOR CORP                     COM              925815102      953   136256 SH       DEFINED 01             136256        0        0
VIA NET.WORKS INC              COM              925912107        0      119 SH       DEFINED 01                119        0        0
VIEWPOINT                      COM              92672P108     1244   258100 SH       DEFINED 01             258100        0        0
VIGNETTE                       COM              926734104      660   334742 SH       DEFINED 01             334742        0        0
VINTAGE PETROLEUM              COM              927460105     3392   284971 SH       DEFINED 01             284971        0        0
VIROPHARMA INC                 COM              928241108        0       41 SH       DEFINED 01                 41        0        0
VISHAY INTERTECHNOLOGY         COM              928298108    13115   596096 SH       DEFINED 01             596096        0        0
VISHAY INTERTECHNOLOGY         COM              928298108       18      800 SH       DEFINED 01 05               0      800        0
VISTEON                        COM              92839U107     1181    83173 SH       DEFINED 01              83173        0        0
VISTEON                        COM              92839U107      437    30778 SH       DEFINED 01 03               0    30778        0
VISTEON                        COM              92839U107       20     1401 SH       DEFINED 01 05               0     1401        0
VISTEON CORP                   COM              92839U107        2      128 SH       DEFINED 01 02               0      128        0
VISUAL NETWORKS INC            COM              928444108        0       76 SH       DEFINED 01                 76        0        0
VISX                           COM              92844S105     4174   382879 SH       DEFINED 01             382879        0        0
VISX                           COM              92844S105      461    42300 SH       DEFINED 01 05               0    42300        0
VITAL SIGNS INC                COM              928469105     1496    41387 SH       DEFINED 01              41387        0        0
VITALWORKS INC                 COM              928483106        1      101 SH       DEFINED 01                101        0        0
VITESSE SEMICONDUCTOR          COM              928497106       38    11886 SH       DEFINED 01              11886        0        0
VITESSE SEMICONDUCTOR          COM              928497106      149    47253 SH       DEFINED 01 03               0    47253        0
VITESSE SEMICONDUCTOR          COM              928497106        7     2163 SH       DEFINED 01 05               0     2163        0
VITESSE SEMICON CVT            CONV BND         928497AB2     1356  1750000 PRN      DEFINED 01 02               0        0  1750000
VITRIA TECHNOLOGY              COM              92849Q104        1      701 SH       DEFINED 01                701        0        0
VIVENDI UNIVERSAL SA           COM              928516996    12038   557085 SH       DEFINED 01             557085        0        0
VIVENDI UNIVERSAL SA           COM              928516996     9926   459379 SH       DEFINED 01 05               0   459379        0
VIVENDI UNIVERSAL ADR          COM              92851S204      967    45000 SH       DEFINED 01              45000        0        0
VNU NV                         COM              928563998     3299   118704 SH       DEFINED 01 03               0   118704        0
VODAFONE GROUP                 COM              92857TXX0    31360 22859647 SH       DEFINED 01           22859647        0        0
VODAFONE GROUP                 COM              92857TXX0     5992  4368268 SH       DEFINED 01 03               0  4368268        0
VODAFONE GROUP                 COM              92857TXX0    25731 18756204 SH       DEFINED 01 05               0 18756204        0
VODAFONE AIRTOUCH ADR          COM              92857W100     1505   110200 SH       DEFINED 01             110200        0        0
VODAFONE AIRTOUCH ADR          COM              92857W100     2525   185000 SH       DEFINED 01 05               0   185000        0
VODAFONE GROUP PLC             COM              92857W100     1532   112250 SH       DEFINED 01                  0   112250        0
VOLKSWAGEN                     COM              928600998     2463    50700 SH       DEFINED 01              50700        0        0
VOLKSWAGEN                     COM              928663988      338    10500 SH       DEFINED 01              10500        0        0
VOLT INFO SCIENCES             COM              928703107     1195    48814 SH       DEFINED 01              48814        0        0
VOPAK                          COM              928875996      427    22600 SH       DEFINED 01              22600        0        0
VORNADO REALTY TRUST           COM              929042109       13      278 SH       DEFINED 01                278        0        0
VULCAN MATERIALS               COM              929160109     2327    53400 SH       DEFINED 01                  0    53400        0
VULCAN MATERIALS               COM              929160109     2480    56898 SH       DEFINED 01              56898        0        0
VULCAN MATERIALS               COM              929160109    11743   269475 SH       DEFINED 01 02               0   269475        0
VULCAN MATERIALS               COM              929160109     1040    23871 SH       DEFINED 01 03               0    23871        0
VULCAN MATERIALS               COM              929160109       48     1093 SH       DEFINED 01 05               0     1093        0
WD-40 CO                       COM              929236107     1421    51183 SH       DEFINED 01              51183        0        0
WD-40 CO                       COM              929236107        3      120 SH       DEFINED 01 02               0      120        0
WFS FINANCIAL INC              COM              92923B106     1511    55098 SH       DEFINED 01              55098        0        0
WFS FINANCIAL INC              COM              92923B106        2       80 SH       DEFINED 01 02               0       80        0
WFS FINANCIAL INC              COM              92923B106      164     6000 SH       DEFINED 01 05               0     6000        0
WCI COMMUNITIES                COM              92923C104        7      226 SH       DEFINED 01                226        0        0
WGL HOLDINGS                   COM              92924F106      289    11136 SH       DEFINED 01              11136        0        0
W HOLDING COMPANY INC          COM              929251106        3      142 SH       DEFINED 01                142        0        0
WJ COMMUNICATIONS              COM              929284107        0      202 SH       DEFINED 01                202        0        0
WMS INDS                       COM              929297109     1259   102780 SH       DEFINED 01             102780        0        0
WPP GROUP ADR                  COM              929309300     1146    26000 SH       DEFINED 01              26000        0        0
W.P. CAREY & CO LLC            COM              92930Y107        3      118 SH       DEFINED 01                118        0        0
WPP GROUP                      COM              929310993      381    45100 SH       DEFINED 01              45100        0        0
WPP GROUP                      COM              929310993     2893   342470 SH       DEFINED 01 03               0   342470        0
WPS RESOURES CORP              COM              92931B106       56     1374 SH       DEFINED 01               1374        0        0
WABASH NATL                    COM              929566107      739    73873 SH       DEFINED 01              73873        0        0
WESTINGHOUSE AIR BRA           COM              929740108        2      121 SH       DEFINED 01                121        0        0
WACHOVIA                       COM              929903102    63881  1673173 SH       DEFINED 01            1673173        0        0
WACHOVIA                       COM              929903102    13843   362571 SH       DEFINED 01 03               0   362571        0
WACHOVIA                       COM              929903102    68208  1786461 SH       DEFINED 01 05               0  1786461        0
WACHOVIA CORPORATION           COM              929903102     4817   126165 SH       DEFINED 01                  0   126165        0
WACHOVIA CORPORATION           COM              929903102      502    13160 SH       DEFINED 01 02               0    13160        0
WADDELL & REED FINANCIAL CL A  COM              930059100      495    21625 SH       DEFINED 01              21625        0        0
WAL-MART DE MEXICO             COM              931141998      166    60964 SH       DEFINED 01              60964        0        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
WAL MART STORES                COM              931142103    24171   439399 SH       DEFINED 01                  0   439399        0
WAL MART STORES                COM              931142103    92379  1679317 SH       DEFINED 01 02               0  1679317        0
WAL-MART STORES                COM              931142103   914981 16633008 SH       DEFINED 01           16633008        0        0
WAL-MART STORES                COM              931142103    58528  1063936 SH       DEFINED 01 03               0  1063936        0
WAL-MART STORES                COM              931142103   135825  2469113 SH       DEFINED 01 05               0  2469113        0
WALGREEN                       COM              931422109   121120  3135388 SH       DEFINED 01            3135388        0        0
WALGREEN                       COM              931422109     9342   241823 SH       DEFINED 01 03               0   241823        0
WALGREEN                       COM              931422109    17511   453300 SH       DEFINED 01 05               0   453300        0
WALGREEN CO.                   COM              931422109    20922   541627 SH       DEFINED 01 02               0   541627        0
WALLACE COMPUTER SERVICES      COM              932270101       32     1483 SH       DEFINED 01               1483        0        0
WALTER INDS                    COM              93317Q105        2      153 SH       DEFINED 01                153        0        0
WANT-WANT HOLDINGS IN USD      COM              933697997       48    50000 SH       DEFINED 01              50000        0        0
THE WAREHOUSE GROUP            COM              934200999       72    20000 SH       DEFINED 01              20000        0        0
WASHINGTON FED INC             COM              938824109     5156   204128 SH       DEFINED 01             204128        0        0
Washington Mut Inc             COM              939322103     4105   123910 SH       DEFINED 01             123910        0        0
WASHINGTON MUT INC             COM              939322103     7709   207739 SH       DEFINED 01                  0   207739        0
WASHINGTON MUT INC             COM              939322103    39006  1051045 SH       DEFINED 01 02               0  1051045        0
WASHINGTON MUTUAL              COM              939322103   239851  6463236 SH       DEFINED 01            6463236        0        0
WASHINGTON MUTUAL              COM              939322103    11522   310486 SH       DEFINED 01 03               0   310486        0
WASHINGTON MUTUAL              COM              939322103    32087   864647 SH       DEFINED 01 05               0   864647        0
WASHINGTON POST CI B           COM              939640108      200      363 SH       DEFINED 01                363        0        0
WASH REAL ESTATE INC           COM              939653101        4      130 SH       DEFINED 01                130        0        0
WASTE CONNECTION               COM              941053100        5      150 SH       DEFINED 01 02               0      150        0
WASTE CONNECTIONS              COM              941053100     5527   176958 SH       DEFINED 01             176958        0        0
WASTE CONNECTIONS              COM              941053100      219     7000 SH       DEFINED 01 05               0     7000        0
WASTE RECYCLING GROUP          COM              941069999      224    36000 SH       DEFINED 01              36000        0        0
WASTE MANAGEMENT               COM              94106L109   112878  4333132 SH       DEFINED 01            4333132        0        0
WASTE MANAGEMENT               COM              94106L109     6028   231420 SH       DEFINED 01 03               0   231420        0
WASTE MANAGEMENT               COM              94106L109    20641   792369 SH       DEFINED 01 05               0   792369        0
WASTE MANAGEMENT INC           COM              94106L109      855    32842 SH       DEFINED 01 02               0    32842        0
WATCHGUARD TECHNOLOGIES        COM              941105108        0       53 SH       DEFINED 01                 53        0        0
WATER PIK TECH                 COM              94113U100        0       14 SH       DEFINED 01                 14        0        0
WATERFORD WEDGWOOD             COM              941513996      261   440000 SH       DEFINED 01             440000        0        0
WATERS                         COM              941848103    22524   843606 SH       DEFINED 01             843606        0        0
WATERS                         COM              941848103      825    30915 SH       DEFINED 01 03               0    30915        0
WATERS                         COM              941848103     5901   221015 SH       DEFINED 01 05               0   221015        0
WATSCO                         COM              942622200     1575    86234 SH       DEFINED 01              86234        0        0
WATSON PHARMACEUTICALS         COM              942683103     3119   123421 SH       DEFINED 01             123421        0        0
WATSON PHARMACEUTICALS         COM              942683103      654    25885 SH       DEFINED 01 03               0    25885        0
WATSON PHARMACEUTICALS         COM              942683103      102     4044 SH       DEFINED 01 05               0     4044        0
WATSON WYATT &CO               COM              942712100       80     3300 SH       DEFINED 01               3300        0        0
WATTS INDS CL A                COM              942749102     4584   230963 SH       DEFINED 01             230963        0        0
WATTS INDS CL A                COM              942749102        6      307 SH       DEFINED 01 03               0      307        0
WATTS INDS CL A                COM              942749102      234    11800 SH       DEFINED 01 05               0    11800        0
WATTS INDUSTRIES INC           COM              942749102       95     4795 SH       DEFINED 01 02               0     4795        0
WAUSAU-MOSINEE PAPER           COM              943315101       27     2264 SH       DEFINED 01               2264        0        0
WAVE SYS CORP                  COM              943526103        0      127 SH       DEFINED 01                127        0        0
WAYLAND INVESTMENT   0.00 03/3 PRF              944209XX8    21863 32000000 SH       DEFINED 01           32000000        0        0
WAYLAND INVESTMENT   0.00 03/3 PRF              944209XX8     4099  6000000 SH       DEFINED 01 05               0  6000000        0
WEBEX COMMUNICATIONS           COM              94767L109        4      283 SH       DEFINED 01                283        0        0
WEBMETHODS INC                 COM              94768C108        3      311 SH       DEFINED 01                311        0        0
WEBMD CORPORATION              COM              94769M105        5      899 SH       DEFINED 01                899        0        0
WEBSTER FINANCIAL              COM              947890109      150     3937 SH       DEFINED 01               3937        0        0
WEIDER NUTRITION INTL          COM              948603105       10     5000 SH       DEFINED 01               5000        0        0
WEIGHT WATCHERS INTL           COM              948626106       11      258 SH       DEFINED 01                258        0        0
WEINGARTEN REALTY IN           COM              948741103       11      313 SH       DEFINED 01                313        0        0
WEIS MARKETS INC               COM              948849104        9      239 SH       DEFINED 01                239        0        0
WELLMAN                        COM              949702104     3222   192373 SH       DEFINED 01             192373        0        0
WELLPOINT HEALTH NETWORKS      COM              94973H108    48616   624815 SH       DEFINED 01             624815        0        0
WELLPOINT HEALTH NETWORKS      COM              94973H108     2784    35789 SH       DEFINED 01 03               0    35789        0
WELLPOINT HEALTH NETWORKS      COM              94973H108     1869    24019 SH       DEFINED 01 05               0    24019        0
WELLS FARGO                    COM              949746101   413162  8253353 SH       DEFINED 01            8253353        0        0
WELLS FARGO                    COM              949746101    20719   413882 SH       DEFINED 01 03               0   413882        0
WELLS FARGO                    COM              949746101   116694  2331062 SH       DEFINED 01 05               0  2331062        0
WELLS FARGO CO (NEW)           COM              949746101     3117    62261 SH       DEFINED 01                  0    62261        0
WELLS FARGO CO (NEW)           COM              949746101    68258  1363315 SH       DEFINED 01 02               0  1363315        0
WELLSFORD REAL PROP            COM              950240200     1588    76700 SH       DEFINED 01              76700        0        0
WELLSFORD REAL PROP            COM              950240200      596    28800 SH       DEFINED 01 05               0    28800        0
WENDY'S INTL                   COM              950590109    17863   448489 SH       DEFINED 01             448489        0        0
WENDY'S INTL                   COM              950590109     1074    26964 SH       DEFINED 01 03               0    26964        0
WENDY'S INTL                   COM              950590109    29424   738735 SH       DEFINED 01 05               0   738735        0
WENDYS INTL INC                COM              950590109      258     6470 SH       DEFINED 01 02               0     6470        0
WERNER ENTERPRISES             COM              950755108     4367   204905 SH       DEFINED 01             204905        0        0
WESCAST INDS CL A              COM              950813105     6450   182200 SH       DEFINED 01             182200        0        0
WESCAST INDS CL A              COM              950813105      545    15400 SH       DEFINED 01 05               0    15400        0
WESCO FINANCIAL CORP           COM              950817106     1175     3898 SH       DEFINED 01               3898        0        0
WESCO FINANCIAL CORP           COM              950817106      124      410 SH       DEFINED 01 05               0      410        0
WESCO INTERNATIONAL            COM              95082P105        1      146 SH       DEFINED 01                146        0        0
WEST CORP                      COM              952355105        5      218 SH       DEFINED 01                218        0        0
WEST MARINE INC                COM              954235107      390    30600 SH       DEFINED 01              30600        0        0
WEST PHARMACEUTICAL            COM              955306105        2       54 SH       DEFINED 01                 54        0        0
WESTAMERICA BANCORPORATION     COM              957090103       56     1432 SH       DEFINED 01               1432        0        0
WESTERN RESOURCES              COM              95709T100      429    27938 SH       DEFINED 01              27938        0        0
WESTCORP                       COM              957907108        4      128 SH       DEFINED 01                128        0        0
WESTERN DIGITAL                COM              958102105       98    30000 SH       DEFINED 01                  0    30000        0
WESTERN DIGITAL                COM              958102105     1909   587512 SH       DEFINED 01             587512        0        0
WESTERN DIGITAL                COM              958102105       52    15817 SH       DEFINED 01 02               0    15817        0
WESTERN DIGITAL                COM              958102105        3      953 SH       DEFINED 01 03               0      953        0
WESTERN DIGITAL                COM              958102105       96    29600 SH       DEFINED 01 05               0    29600        0
WESTERN GAS RESOURCE           COM              958259103       86     2335 SH       DEFINED 01 02               0     2335        0
WESTERN GAS RESOURCES          COM              958259103     2412    64495 SH       DEFINED 01              64495        0        0
WESTERN GAS RESOURCES          COM              958259103        5      142 SH       DEFINED 01 03               0      142        0
WESTERN GAS RESOURCES          COM              958259103      277     7400 SH       DEFINED 01 05               0     7400        0
WESTERN WIRELESS CL A          COM              95988E204       81    25149 SH       DEFINED 01              25149        0        0
WESTPAC BANKING ORD            COM              961214103     1258   138000 SH       DEFINED 01             138000        0        0
WESTPAC BANKING ORD            COM              961214103     1944   213240 SH       DEFINED 01 03               0   213240        0
WESTPOINT STEVENS IN           COM              961238102        0      100 SH       DEFINED 01                100        0        0
WESTPORT RESOURCES CORP        COM              961418100        5      315 SH       DEFINED 01                315        0        0
WESTWOOD ONE                   COM              961815107    43583  1304109 SH       DEFINED 01            1304109        0        0
WESTWOOD ONE                   COM              961815107     3940   117900 SH       DEFINED 01 03               0   117900        0
WESTWOOD ONE                   COM              961815107    19209   574770 SH       DEFINED 01 05               0   574770        0
WESTWOOD ONE CORP              COM              961815107    61803  1849264 SH       DEFINED 01 02               0  1849264        0
WET SEAL CL A                  COM              961840105     6676   274767 SH       DEFINED 01             274767        0        0
WET SEAL CL A                  COM              961840105      361    14837 SH       DEFINED 01 05               0    14837        0
WET SEAL INC                   COM              961840105        4      172 SH       DEFINED 01 02               0      172        0
WEYERHAEUSER                   COM              962166104    54434   852517 SH       DEFINED 01             852517        0        0
WEYERHAEUSER                   COM              962166104     3281    51386 SH       DEFINED 01 03               0    51386        0
WEYERHAEUSER                   COM              962166104      229     3593 SH       DEFINED 01 05               0     3593        0
WEYERHAUESER                   COM              962166104    12603   197400 SH       DEFINED 01 02               0   197400        0
WHARF HOLDINGS                 COM              962257101      974   413000 SH       DEFINED 01             413000        0        0
WHEATON RIVER MIN UNITS        COM              962902557      532   550000 SH       DEFINED 01             550000        0        0
WHEATON COMMON                 COM              962902995      145   150000 SH       DEFINED 01             150000        0        0
WHIRLPOOL                      COM              963320106    79699  1219370 SH       DEFINED 01            1219370        0        0
WHIRLPOOL                      COM              963320106     3012    46091 SH       DEFINED 01 03               0    46091        0
WHIRLPOOL                      COM              963320106    31360   479824 SH       DEFINED 01 05               0   479824        0
WHIRLPOOL CORP                 COM              963320106      787    12050 SH       DEFINED 01 02               0    12050        0
WHITBREAD PLC                  COM              963367990     1385   148300 SH       DEFINED 01             148300        0        0
WHITNEY HOLDING CORP           COM              966612103     3934   127953 SH       DEFINED 01             127953        0        0
WHOLE FOODS MARKET             COM              966837106    87296  1810377 SH       DEFINED 01            1810377        0        0
WHOLE FOODS MARKET             COM              966837106   142950  2964545 SH       DEFINED 01 02               0  2964545        0
WHOLE FOODS MARKET             COM              966837106    11498   238450 SH       DEFINED 01 03               0   238450        0
WHOLE FOODS MARKET             COM              966837106     3553    73690 SH       DEFINED 01 05               0    73690        0
WILD OATS MARKETS              COM              96808B107     2268   140875 SH       DEFINED 01             140875        0        0
WILD OATS MARKETS              COM              96808B107       63     3890 SH       DEFINED 01 02               0     3890        0
WILD OATS MARKETS              COM              96808B107        4      241 SH       DEFINED 01 03               0      241        0
WILD OATS MARKETS              COM              96808B107      250    15500 SH       DEFINED 01 05               0    15500        0
WILEY JOHN &SONS INC           COM              968223206        6      262 SH       DEFINED 01                262        0        0
WILLBROS GROUP INC             COM              969199108     1506    88600 SH       DEFINED 01              88600        0        0
WILLBROS GROUP INC             COM              969199108       48     2823 SH       DEFINED 01 02               0     2823        0
WILLBROS GROUP INC             COM              969199108        3      178 SH       DEFINED 01 03               0      178        0
WILLBROS GROUP INC             COM              969199108      158     9300 SH       DEFINED 01 05               0     9300        0
WILLIAMS COMMUNICATIONS        COM              969455104        0     2599 SH       DEFINED 01               2599        0        0
WILLIAM COMPANIES              COM              969457100       10     1700 SH       DEFINED 01 02               0     1700        0
WILLIAMS COMPANIES             COM              969457100     1594   266236 SH       DEFINED 01             266236        0        0
WILLIAMS COMPANIES             COM              969457100      737   122934 SH       DEFINED 01 03               0   122934        0
WILLIAMS COMPANIES             COM              969457100      842   140562 SH       DEFINED 01 05               0   140562        0
WILLIAM HILL 144A              COM              969555986      622   153935 SH       DEFINED 01             153935        0        0
WILLIAM HILL 144A              COM              969555986      836   207126 SH       DEFINED 01 03               0   207126        0
WILLIAMS SONOMA                COM              969904101      920    30000 SH       DEFINED 01                  0    30000        0
WILLIAMS SONOMA                COM              969904101   124265  4053010 SH       DEFINED 01 02               0  4053010        0
WILLIAMS-SONOMA                COM              969904101    83587  2726267 SH       DEFINED 01            2726267        0        0
WILLIAMS-SONOMA                COM              969904101    11019   359400 SH       DEFINED 01 03               0   359400        0
WILLIAMS-SONOMA                COM              969904101     3386   110422 SH       DEFINED 01 05               0   110422        0
WILLOW GROVE BANCORP           COM              97111W101      818    69800 SH       DEFINED 01              69800        0        0
WILMINGTON TRUST               COM              971807102       79     2564 SH       DEFINED 01               2564        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
WILSHIRE NY ADVIS WT           WT               971880117      159       20 SH       DEFINED 01                  0       20        0
WILSHIRE PARTNER LLC           WT               97189#113        4        3 SH       DEFINED 01                  0        3        0
WILSHIRE PARTNER LLC           WT               97189#113        4        3 SH       DEFINED 01 05               0        3        0
WILSHIRE NY ADVISOR            WT               971993118       68       60 SH       DEFINED 01                  0       60        0
WILSON GREATBATCH TECHNOLOGIES COM              972232102      767    30100 SH       DEFINED 01              30100        0        0
WILSONS THE LEATHER EXPERTS    COM              972463103     5676   405400 SH       DEFINED 01             405400        0        0
WILSONS THE LEATHER EXPERTS    COM              972463103      484    34600 SH       DEFINED 01 05               0    34600        0
WIND RIVER SYSTEMS             COM              973149107      766   152870 SH       DEFINED 01             152870        0        0
WING HANG BANK LTD             COM              973855992      199    60000 SH       DEFINED 01              60000        0        0
WING LUNG BANK                 COM              974000994       44    10000 SH       DEFINED 01              10000        0        0
WINK COMMUNICATIONS            COM              974168106        0       90 SH       DEFINED 01                 90        0        0
WINN-DIXIE STORES              COM              974280109       62     3934 SH       DEFINED 01               3934        0        0
WINN-DIXIE STORES              COM              974280109      516    33080 SH       DEFINED 01 03               0    33080        0
WINN-DIXIE STORES              COM              974280109       24     1512 SH       DEFINED 01 05               0     1512        0
WINNEBAGO IND INC              COM              974637100     4540   103178 SH       DEFINED 01             103178        0        0
WINNEBAGO IND INC              COM              974637100       81     1850 SH       DEFINED 01 02               0     1850        0
WINNEBAGO IND INC              COM              974637100        5      121 SH       DEFINED 01 03               0      121        0
WINNEBAGO IND INC              COM              974637100      224     5100 SH       DEFINED 01 05               0     5100        0
WINTRUST FINANCIAL             COM              97650W108     1348    39000 SH       DEFINED 01              39000        0        0
WINTRUST FINANCIAL             COM              97650W108       65     1881 SH       DEFINED 01 02               0     1881        0
WINTRUST FINANCIAL             COM              97650W108        3       99 SH       DEFINED 01 03               0       99        0
WINTRUST FINANCIAL             COM              97650W108      114     3300 SH       DEFINED 01 05               0     3300        0
WIRELESS FACILITIES            COM              97653A103        0       89 SH       DEFINED 01                 89        0        0
WISCONSIN ENERGY               COM              976657106      112     4433 SH       DEFINED 01               4433        0        0
WITNESS SYSTEMS  INC           COM              977424100     1562   211700 SH       DEFINED 01             211700        0        0
WITNESS SYSTEMS  INC           COM              977424100        1      170 SH       DEFINED 01 02               0      170        0
WITNESS SYSTEMS  INC           COM              977424100       69     9300 SH       DEFINED 01 05               0     9300        0
WOLTERS KLUWER                 COM              977874999      340    17916 SH       DEFINED 01              17916        0        0
WOLSELEY                       COM              977989995     2160   213077 SH       DEFINED 01             213077        0        0
WOLVERINE TUBE INC             COM              978093102      297    39291 SH       DEFINED 01              39291        0        0
WOLVERINE                      COM              978097103     3106   177997 SH       DEFINED 01             177997        0        0
WOLVERINE                      COM              978097103       91     5200 SH       DEFINED 01 05               0     5200        0
WOODWARD GOVERNOR CO           COM              980745103     8778   148481 SH       DEFINED 01             148481        0        0
WOODWARD GOVERNOR CO           COM              980745103        2       30 SH       DEFINED 01 02               0       30        0
WOODWARD GOVERNOR CO           COM              980745103      695    11750 SH       DEFINED 01 05               0    11750        0
WORLD FUEL SERVICES            COM              981475106        1       50 SH       DEFINED 01 02               0       50        0
WORLDGATE COMM                 COM              98156L307        0       87 SH       DEFINED 01                 87        0        0
WORLD WRESTLING ENTERTAINMENT  COM              98156Q108     1161    82100 SH       DEFINED 01              82100        0        0
WORLDCOM INC/GROUP             COM              98157D106       38   201000 SH       DEFINED 01                  0   201000        0
WORLDCOM INC/GROUP             COM              98157D106       14    71200 SH       DEFINED 01 02               0    71200        0
WORLDCOM-WORLDCOM GROUP        COM              98157D106      645  3399756 SH       DEFINED 01            3399756        0        0
WORLDCOM-WORLDCOM GROUP        COM              98157D106       39   207400 SH       DEFINED 01 03               0   207400        0
WORLDCOM-WORLDCOM GROUP        COM              98157D106       91   480000 SH       DEFINED 01 05               0   480000        0
WORLDCOM INC (MCI)             COM              98157D304        0      267 SH       DEFINED 01                267        0        0
WORLDCOM INC-MCI GRP           COM              98157D304        7     8040 SH       DEFINED 01                  0     8040        0
WORTHINGTON IND                COM              981811102       77     4305 SH       DEFINED 01 02               0     4305        0
WORTHINGTON INDS               COM              981811102     1474    81426 SH       DEFINED 01              81426        0        0
WORTHINGTON INDS               COM              981811102      367    20294 SH       DEFINED 01 03               0    20294        0
WORTHINGTON INDS               COM              981811102      189    10409 SH       DEFINED 01 05               0    10409        0
WRIGHT MEDICAL GROUP           COM              98235T107       97     4800 SH       DEFINED 01               4800        0        0
WRIGLEY (WM) JR                COM              982526105    18338   331303 SH       DEFINED 01             331303        0        0
WRIGLEY (WM) JR                COM              982526105     2935    53025 SH       DEFINED 01 03               0    53025        0
WRIGLEY (WM) JR                COM              982526105      161     2897 SH       DEFINED 01 05               0     2897        0
WYETH                          COM              983024100     3112    47400 SH       DEFINED 11 12               0    47400        0
WYETH                          COM              983024100    26734   407214 SH       DEFINED 11 12 13            0   407214        0
WYETH                          COM              983024100    17682   345348 SH       DEFINED 01                  0   345348        0
WYETH                          COM              983024100   213113  4162360 SH       DEFINED 01            4162360        0        0
WYETH                          COM              983024100     6200   121070 SH       DEFINED 01 02               0   121070        0
WYETH                          COM              983024100    16051   313493 SH       DEFINED 01 03               0   313493        0
WYETH                          COM              983024100   127650  2493168 SH       DEFINED 01 05               0  2493168        0
WYNDHAM                        COM              983101106        1      727 SH       DEFINED 01                727        0        0
XL CAPITAL CVT                 CONV BND         98372PAB4      181   290000 PRN      DEFINED 01 02               0        0   290000
XM SATELLITE RADIO - WTS  EXP  COM              98375Y114       59    10750 SH       DEFINED 01              10750        0        0
XM SATELLITE RADIO - WTS  EXP  COM              98375Y114       10     1900 SH       DEFINED 01 05               0     1900        0
XO COMMUNICATIONS              COM              983764101        0      561 SH       DEFINED 01                561        0        0
XO COMM PIK PFD 14%            PRF              983764408        0      879 SH       DEFINED 01 05               0      879        0
X-RITE INC                     COM              983857103      557    64797 SH       DEFINED 01              64797        0        0
XTO ENERGY                     COM              98385X106     9722   471980 SH       DEFINED 01             471980        0        0
XTO ENERGY                     COM              98385X106      177     8600 SH       DEFINED 01 05               0     8600        0
XTO ENERGY INC                 COM              98385X106      367    17800 SH       DEFINED 01 02               0    17800        0
XCEL ENERGY                    COM              98389B100     8360   498500 SH       DEFINED 01             498500        0        0
XCEL ENERGY                    COM              98389B100     1574    93881 SH       DEFINED 01 03               0    93881        0
XCEL ENERGY                    COM              98389B100     6451   384646 SH       DEFINED 01 05               0   384646        0
XCEL ENERGY INC                COM              98389B100     3736   222800 SH       DEFINED 01                  0   222800        0
XILINX                         COM              983919101      964    42984 SH       DEFINED 01                  0    42984        0
XILINX                         COM              983919101    11271   502477 SH       DEFINED 01             502477        0        0
XILINX                         COM              983919101    39839  1776348 SH       DEFINED 01 02               0  1776348        0
XILINX                         COM              983919101     2535   113032 SH       DEFINED 01 03               0   113032        0
XILINX                         COM              983919101    11870   529214 SH       DEFINED 01 05               0   529214        0
XEROX CVT PFD 144A             PRF              98411F202    12998   240700 SH       DEFINED 01             240700        0        0
XEROX CVT PFD 144A             PRF              98411F202      502     9300 SH       DEFINED 01 05               0     9300        0
XEROX                          COM              984121103    52177  7485843 SH       DEFINED 01            7485843        0        0
XEROX                          COM              984121103     1277   183159 SH       DEFINED 01 03               0   183159        0
XEROX                          COM              984121103     7589  1088878 SH       DEFINED 01 05               0  1088878        0
XSTRATA PLC                    COM              984220996      324    25000 SH       DEFINED 01              25000        0        0
YAHOO INC                      COM              984332106    16530  1119810 SH       DEFINED 01 02               0  1119810        0
YAHOO!                         COM              984332106     8532   578048 SH       DEFINED 01             578048        0        0
YAHOO!                         COM              984332106     2120   143649 SH       DEFINED 01 03               0   143649        0
YAHOO!                         COM              984332106      240    16251 SH       DEFINED 01 05               0    16251        0
YAMAHA                         COM              984599993      389    40000 SH       DEFINED 01              40000        0        0
YANKEE CANDLE                  COM              984757104      823    30347 SH       DEFINED 01              30347        0        0
YAKULT HONSHA ORD              COM              984950998      240    21000 SH       DEFINED 01              21000        0        0
YAPI KREDIT FINANCE            COM              984960997       27 27582510 SH       DEFINED 01 05               0 27582510        0
YELLOW CORP                    COM              985509108     5187   160061 SH       DEFINED 01             160061        0        0
YORK INTL                      COM              986670107    32371   957976 SH       DEFINED 01             957976        0        0
YORK INTL                      COM              986670107     3686   109087 SH       DEFINED 01 05               0   109087        0
YOUNG BROADCASTING CL A        COM              987434107      179    10042 SH       DEFINED 01              10042        0        0
YUHAN CORP                     COM              988322996      136     3000 SH       DEFINED 01               3000        0        0
YUM! BRANDS INC                COM              988498101    12310   420876 SH       DEFINED 01             420876        0        0
YUM! BRANDS INC                COM              988498101     2122    72540 SH       DEFINED 01 03               0    72540        0
YUM! BRANDS INC                COM              988498101      384    13100 SH       DEFINED 01 05               0    13100        0
YUKOS ADR                      COM              98849W108     8896    64000 SH       DEFINED 01              64000        0        0
YUKOS ADR                      COM              98849W108      354     2550 SH       DEFINED 01 05               0     2550        0
ZALE                           COM              988858106     4951   135281 SH       DEFINED 01             135281        0        0
ZALE                           COM              988858106        3       88 SH       DEFINED 01 03               0       88        0
ZALE                           COM              988858106       99     2704 SH       DEFINED 01 05               0     2704        0
ZALE CORP                      COM              988858106       54     1470 SH       DEFINED 01 02               0     1470        0
ZARDDOYA OTIS SA               COM              989099999      159    12000 SH       DEFINED 01              12000        0        0
ZEBRA TECH                     COM              989207105     4886   101319 SH       DEFINED 01             101319        0        0
ZENITH NATIONAL                COM              989390109     1905    59817 SH       DEFINED 01              59817        0        0
ZHEJIANG EXP CO H              COM              989486998      170   500000 SH       DEFINED 01             500000        0        0
ZIMMER HOLDINGS                COM              98956P102     3228    90530 SH       DEFINED 01              90530        0        0
ZIMMER HOLDINGS                COM              98956P102     1629    45695 SH       DEFINED 01 03               0    45695        0
ZIMMER HOLDINGS                COM              98956P102     5246   147090 SH       DEFINED 01 05               0   147090        0
ZIONS BANCORP                  COM              989701107     2124    40765 SH       DEFINED 01              40765        0        0
ZIONS BANCORP                  COM              989701107     1125    21595 SH       DEFINED 01 03               0    21595        0
ZIONS BANCORP                  COM              989701107       51      988 SH       DEFINED 01 05               0      988        0
ZIONS BANCORPORATION           COM              989701107     5160    99049 SH       DEFINED 01                  0    99049        0
ZIONS BANCORPORATION           COM              989701107    13080   251065 SH       DEFINED 01 02               0   251065        0
ZIXIT CORPORATION              COM              98974P100      311    56763 SH       DEFINED 01              56763        0        0
ZORAN                          COM              98975F101     3563   155500 SH       DEFINED 01             155500        0        0
ZORAN                          COM              98975F101        4      181 SH       DEFINED 01 03               0      181        0
ZORAN                          COM              98975F101      206     9000 SH       DEFINED 01 05               0     9000        0
ZORAN CORP                     COM              98975F101       70     3080 SH       DEFINED 01 02               0     3080        0
ZOLL MEDICAL                   COM              989922109     1025    31500 SH       DEFINED 01              31500        0        0
ZOLL MEDICAL                   COM              989922109       94     2900 SH       DEFINED 01 05               0     2900        0
ZOMAX                          COM              989929104        0      114 SH       DEFINED 01                114        0        0
AET INCOME III (HV)            COM              990007213   151319  9063690 SH       DEFINED 01 03               0  9063690        0
AET STABLE CAPITAL II (HV)     COM              990007940    71071  4375852 SH       DEFINED 01 03               0  4375852        0
AET INCOME II (HV)             COM              990008419    33306  1485554 SH       DEFINED 01 03               0  1485554        0
AET FEDERAL INCOME (HV)        COM              990008443    43452  2174804 SH       DEFINED 01 03               0  2174804        0
AET EQUITY INDEX BASE (HV)     COM              990008450  2019893 67143314 SH       DEFINED 01 03               0 67143314        0
AET STABLE CAPITAL I (HV)      COM              990008492  1278063 72822423 SH       DEFINED 01 03               0 72822423        0
L15 STABLE (HV)                COM              9900084E1   390498 36117743 SH       DEFINED 01 03               0 36117743        0
AET VALUE FUND (HV)            COM              990008518   147862  6909275 SH       DEFINED 01 03               0  6909275        0
AET COMMON STOCK (HV)          COM              990009078     1293     8310 SH       DEFINED 01 03               0     8310        0
AET BOND (HV)                  COM              990009086   421576  6232796 SH       DEFINED 01 03               0  6232796        0
AET INCOME I (HV)              COM              990009102  2807921 47198697 SH       DEFINED 01 03               0 47198697        0
AET INTERNATIONAL (HV)         COM              990009136    11877   118252 SH       DEFINED 01 03               0   118252        0
AET EMERGING GROWTH (HV)       COM              990009300    44059   337627 SH       DEFINED 01 03               0   337627        0
AET MIDCAP GROWTH (HV)         COM              990009318   147816   777104 SH       DEFINED 01 03               0   777104        0
AET EQUITY INDEX III (HV)      COM              990018509    44354  1724300 SH       DEFINED 01 03               0  1724300        0
AUSTRALIAN DOLLAR              COM              AUD000001       60   107009 SH       DEFINED 01 10          107009        0        0
AUD@GOLDMAN (FUT)              COM              AUDF00002       45    79572 SH       DEFINED 01 10           79572        0        0
SWISS FRANCS                   COM              CHF000001       29    43121 SH       DEFINED 01 10           43121        0        0
"Federated Department Stores   Inc."            COM              0        2 75       SH      DEFINED             1       75        0
DAIMLERCHRYSLER                COM              D1668R123       72     1500 SH       DEFINED 01               1500        0        0
DEUTSCHE BANK                  COM              D18190898     2016    29000 SH       DEFINED 01              29000        0        0
DANISH KRONE                   COM              DKK000001       34   254575 SH       DEFINED 01 10          254575        0        0
EURO CURRENCY                  COM              EUR000001       96    97644 SH       DEFINED 01 10           97644        0        0
EURO@GOLDMAN (FUT)             COM              EURF00002      115   116350 SH       DEFINED 01 10          116350        0        0
ACE                            COM              G0070K103    41605  1316656 SH       DEFINED 01            1316656        0        0
ACE                            COM              G0070K103     2951    93380 SH       DEFINED 01 03               0    93380        0
ACE                            COM              G0070K103     5168   163544 SH       DEFINED 01 05               0   163544        0
ACE LIMITED                    COM              G0070K103     2256    71388 SH       DEFINED 01                  0    71388        0
ACE LIMITED                    COM              G0070K103    16183   512114 SH       DEFINED 01 02               0   512114        0
AMDOCS                         COM              G02602103      107    14200 SH       DEFINED 01              14200        0        0
APEX SILVER MINE LTD           COM              G04074103      870    60000 SH       DEFINED 01              60000        0        0
APW LIMITED                    COM              G04397108        0      173 SH       DEFINED 01                173        0        0
ARCH CAPITAL GROUP             COM              G0450A105      495    17600 SH       DEFINED 01              17600        0        0
ACCENTURE LTD                  COM              G1150G111      240     9000 SH       DEFINED 11 12               0     9000        0
ACCENTURE LTD                  COM              G1150G111    71699  3773600 SH       DEFINED 01            3773600        0        0
ACCENTURE LTD                  COM              G1150G111    19541  1028500 SH       DEFINED 01 05               0  1028500        0
ACCENTURE LTD-CL A             COM              G1150G111      184     9720 SH       DEFINED 01 02               0     9720        0
BUNGE LIMITED                  COM              G16962105        6      297 SH       DEFINED 01                297        0        0
COOPER INDS CL A               COM              G24182100     6441   163875 SH       DEFINED 01             163875        0        0
COOPER INDS CL A               COM              G24182100      892    22698 SH       DEFINED 01 03               0    22698        0
COOPER INDS CL A               COM              G24182100      145     3697 SH       DEFINED 01 05               0     3697        0
EVEREST RE GROUP               COM              G3223R108      450     8035 SH       DEFINED 01               8035        0        0
EVEREST RE GROUP               COM              G3223R108     2798    50000 SH       DEFINED 01 05               0    50000        0
FOSTER WHEELER LTD             COM              G36535105        0      172 SH       DEFINED 01                172        0        0
FRESH DEL MONTE PRODUCE        COM              G36738105        5      209 SH       DEFINED 01                209        0        0
GLOBALSANTAFE CORP             COM              G3930E101       17      604 SH       DEFINED 01                604        0        0
GLOBALSANTAFE CORP             COM              G3930E101       33     1200 SH       DEFINED 01 02               0     1200        0
INGERSOLL-RAND                 COM              G4776G101   113300  2481394 SH       DEFINED 01            2481394        0        0
INGERSOLL-RAND                 COM              G4776G101     4780   104670 SH       DEFINED 01 03               0   104670        0
INGERSOLL-RAND                 COM              G4776G101    20905   457869 SH       DEFINED 01 05               0   457869        0
INGERSOLL-RAND CO              COM              G4776G101    11839   259199 SH       DEFINED 01 02               0   259199        0
IPC HOLDINGS                   COM              G4933P101        4      121 SH       DEFINED 01 03               0      121        0
IPC HOLDINGS LTD               COM              G4933P101       60     1960 SH       DEFINED 01 02               0     1960        0
LORAL SPACE & COMMUNICATIONS   COM              G56462107        1     1217 SH       DEFINED 01               1217        0        0
MARVELL TECHNOLOGY GROUP       COM              G5876H105    23600  1186521 SH       DEFINED 01            1186521        0        0
MARVELL TECHNOLOGY GROUP       COM              G5876H105     7225   363244 SH       DEFINED 01 05               0   363244        0
MIH LTD                        COM              G6116R101      196    46850 SH       DEFINED 01              46850        0        0
NABORS INDS                    COM              G6359F103    12098   344181 SH       DEFINED 01             344181        0        0
NABORS INDS                    COM              G6359F103     1210    34417 SH       DEFINED 01 03               0    34417        0
NABORS INDS                    COM              G6359F103    11000   312955 SH       DEFINED 01 05               0   312955        0
NABORS INDUSTRIES IN           COM              G6359F103      227     6475 SH       DEFINED 01 02               0     6475        0
NOBLE CORP                     COM              G65422100      194     5030 SH       DEFINED 01 02               0     5030        0
NOBLE DRILLING                 COM              G65422100     6782   175708 SH       DEFINED 01             175708        0        0
NOBLE DRILLING                 COM              G65422100     1221    31640 SH       DEFINED 01 03               0    31640        0
NOBLE DRILLING                 COM              G65422100     9548   247348 SH       DEFINED 01 05               0   247348        0
SCOTTISH ANN & LIFE            COM              G7885T104       56     2950 SH       DEFINED 01 02               0     2950        0
SCOTTISH ANNUNITY & LIFE HOLDI COM              G7885T104     7708   404023 SH       DEFINED 01             404023        0        0
SCOTTISH ANNUNITY & LIFE HOLDI COM              G7885T104        4      186 SH       DEFINED 01 03               0      186        0
SCOTTISH ANNUNITY & LIFE HOLDI COM              G7885T104      705    36977 SH       DEFINED 01 05               0    36977        0
W.P. STEWART                   COM              G84922106     1158    45366 SH       DEFINED 01              45366        0        0
W.P. STEWART                   COM              G84922106      126     4934 SH       DEFINED 01 05               0     4934        0
TRANSOCEAN INC                 COM              G90078109     8935   286846 SH       DEFINED 01                  0   286846        0
TRANSOCEAN INC                 COM              G90078109    48520  1557589 SH       DEFINED 01 02               0  1557589        0
TRANSOCEAN SEDCO FOREX         COM              G90078109   142589  4577513 SH       DEFINED 01            4577513        0        0
TRANSOCEAN SEDCO FOREX         COM              G90078109     4557   146312 SH       DEFINED 01 03               0   146312        0
TRANSOCEAN SEDCO FOREX         COM              G90078109    92429  2967233 SH       DEFINED 01 05               0  2967233        0
TRENWICK GROUP                 COM              G9032C109     1136   151489 SH       DEFINED 01             151489        0        0
WEATHERFORD INTL               COM              G95089101    57011  1319696 SH       DEFINED 01            1319696        0        0
WEATHERFORD INTL               COM              G95089101      176     4060 SH       DEFINED 01 02               0     4060        0
WEATHERFORD INTL               COM              G95089101    29359   679600 SH       DEFINED 01 05               0   679600        0
WHITE MOUNTAINS INSURANCE GROU COM              G9618E107        5       16 SH       DEFINED 01                 16        0        0
WILLIS GRP HLDS LTD            COM              G96655108     6162   187260 SH       DEFINED 01             187260        0        0
WILLIS GRP HLDS LTD            COM              G96655108       77     2330 SH       DEFINED 01 02               0     2330        0
WILLIS GRP HLDS LTD            COM              G96655108    12703   386000 SH       DEFINED 01 05               0   386000        0
XL CAPITAL CL A                COM              G98255105    88566  1045641 SH       DEFINED 01            1045641        0        0
XL CAPITAL CL A                COM              G98255105     6156    72672 SH       DEFINED 01 03               0    72672        0
XL CAPITAL CL A                COM              G98255105    25461   300600 SH       DEFINED 01 05               0   300600        0
XL CAPITAL LTD CL A            COM              G98255105     1545    18250 SH       DEFINED 01 02               0    18250        0
XOMA                           COM              G9825R107        1      364 SH       DEFINED 01                364        0        0
UK POUND STERLING              COM              GBP000001      156   102274 SH       DEFINED 01 10          102274        0        0
GBP@GOLDMAN (FUT)              COM              GBPF00002       20    13164 SH       DEFINED 01 10           13164        0        0
ALCON (SWISS STOCK)            COM              H01301102     1185    35000 SH       DEFINED 11 12               0    35000        0
ALCON                          COM              H01301102     7322   215000 SH       DEFINED 01             215000        0        0
ALCON                          COM              H01301102       79     2325 SH       DEFINED 01 02               0     2325        0
ALCON                          COM              H01301102     6471   190000 SH       DEFINED 01 05               0   190000        0
HONG KONG DOLLAR               COM              HKD000001       23   177085 SH       DEFINED 01 10          177085        0        0
JAPANESE YEN                   COM              JPY000001       52  6207227 SH       DEFINED 01 10         6207227        0        0
CHECK POINT SOFTWARE TECHNOLOG COM              M22465104     8016   591140 SH       DEFINED 01             591140        0        0
CHECK POINT SOFTWARE TECHNOLOG COM              M22465104      275    20300 SH       DEFINED 01 05               0    20300        0
ECTEL LTD                      COM              M29925100     1654   142600 SH       DEFINED 01             142600        0        0
ECTEL LTD                      COM              M29925100      148    12800 SH       DEFINED 01 05               0    12800        0
PRECISE SOFTWARE SOLUTIONS     COM              M41450103     2624   274740 SH       DEFINED 01             274740        0        0
M-SYSTEMS FLASH DISK PIONEERS  COM              M7061C100      415    50000 SH       DEFINED 01              50000        0        0
ERG **                         COM              NA            2037 14841655 SH       DEFINED 01           14841655        0        0
NORWEGIAN KRONER               COM              NOK000001       26   194051 SH       DEFINED 01 10          194051        0        0
NEW ZEALAND DOLLAR             COM              NZD000001        6    12468 SH       DEFINED 01 10           12468        0        0
SUN INTL                       COM              P8797T133       70     2840 SH       DEFINED 01 02               0     2840        0
SUN INTL                       COM              P8797T133        4      175 SH       DEFINED 01 03               0      175        0
SWEDISH KRONA                  COM              SEK000001       35   318544 SH       DEFINED 01 10          318544        0        0
SINGAPORE DOLLAR               COM              SGD000001       30    52490 SH       DEFINED 01 10           52490        0        0
ROYAL CARIBBEAN                COM              V7780T103    26901  1379492 SH       DEFINED 01            1379492        0        0
ROYAL CARIBBEAN                COM              V7780T103     3084   158125 SH       DEFINED 01 05               0   158125        0
ASE TEST LTD                   COM              Y02516105      179    18500 SH       DEFINED 01              18500        0        0
FLEXTRONICS INTL               COM              Y2573F102    20844  2923518 SH       DEFINED 01            2923518        0        0
FLEXTRONICS INTL               COM              Y2573F102    20465  2870200 SH       DEFINED 01 05               0  2870200        0

13F-HR	1st “Page” of 3	TOC	↑Top	Previous	Next	↓Bottom	Just 1st

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

13F-HR	Last “Page” of 3	TOC	1st	Previous	Next	↓Bottom	Just 3rd

Dates Referenced Herein and Documents Incorporated by Reference

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

Filed on:	7/31/02
	7/22/02	1
For Period end:	6/28/02	1		13F-HR/A
				List all Filings

↑Top

Filing Submission 0000820027-02-000524 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Ameriprise Financial Inc. – ‘13F-HR’ for 6/28/02

On: Wednesday, 7/31/02, at 1:31pm ET · For: 6/28/02 · Accession #: 820027-2-524 · File #: 28-00139

Previous ‘13F-HR’: ‘13F-HR’ on 5/2/02 for 3/28/02 · Next: ‘13F-HR/A’ on 8/1/02 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 and Documents Incorporated by Reference

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